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Merge remote-tracking branch 'community/master' into enterprise

time-shift
Sébastien Villemot 2019-10-01 14:54:52 +02:00
parent ad73aac0ad 6a87779d9e
commit 9c9e2b443e
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6 changed files with 24 additions and 23 deletions
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3
README.md
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@ -237,12 +237,13 @@ All the prerequisites are packaged:
- `texlive-generic-extra` (for Sphinx)
- `lmodern` (for macroprocessor PDF)
- `python3-sphinx`
- `latexmk`
- `libjs-mathjax`
- `doxygen`
You can install them all at once with:
```
apt install build-essential gfortran liboctave-dev libboost-graph-dev libgsl-dev libmatio-dev libslicot-dev libslicot-pic libsuitesparse-dev flex bison autoconf automake texlive texlive-publishers texlive-latex-extra texlive-fonts-extra texlive-latex-recommended texlive-science texlive-generic-extra lmodern python3-sphinx libjs-mathjax doxygen
apt install build-essential gfortran liboctave-dev libboost-graph-dev libgsl-dev libmatio-dev libslicot-dev libslicot-pic libsuitesparse-dev flex bison autoconf automake texlive texlive-publishers texlive-latex-extra texlive-fonts-extra texlive-latex-recommended texlive-science texlive-generic-extra lmodern python3-sphinx latexmk libjs-mathjax doxygen
```
## Windows

24
doc/manual/source/the-model-file.rst
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@ -2391,7 +2391,7 @@ parameters with new values as it will lead to wrong results.
*Steady state file for deterministic models*
The ``steady_state_model`` block works also with deterministic
The ``steady_state_model`` block also works with deterministic
models. An ``initval`` block and, when necessary, an ``endval``
block, is used to set the value of the exogenous variables. Each
``initval`` or ``endval`` block must be followed by ``steady`` to
@ -8738,14 +8738,14 @@ IRF and moment calibration can be defined in ``irf_calibration`` and
terminated by ``end;``. To set IRF sign restrictions, the
following syntax is used::
VARIABLE_NAME(INTEGER),EXOGENOUS_NAME, -;
VARIABLE_NAME(INTEGER:INTEGER),EXOGENOUS_NAME, +;
VARIABLE_NAME(INTEGER), EXOGENOUS_NAME, -;
VARIABLE_NAME(INTEGER:INTEGER), EXOGENOUS_NAME, +;
To set IRF restrictions with specific intervals, the following
syntax is used::
VARIABLE_NAME(INTEGER),EXOGENOUS_NAME, [DOUBLE DOUBLE];
VARIABLE_NAME(INTEGER:INTEGER),EXOGENOUS_NAME, [DOUBLE DOUBLE];
VARIABLE_NAME(INTEGER), EXOGENOUS_NAME, [EXPRESSION, EXPRESSION];
VARIABLE_NAME(INTEGER:INTEGER), EXOGENOUS_NAME, [EXPRESSION, EXPRESSION];
When ``(INTEGER:INTEGER)`` is used, the restriction is considered
to be fulfilled by a logical OR. A list of restrictions must
@ -8762,9 +8762,9 @@ IRF and moment calibration can be defined in ``irf_calibration`` and
::
irf_calibration;
y(1:4), e_ys, [ -50 50]; //[first year response with logical OR]
y(1:4), e_ys, [-50, 50]; //[first year response with logical OR]
@#for ilag in 21:40
R_obs(@{ilag}), e_ys, [0 6]; //[response from 5th to 10th years with logical AND]
R_obs(@{ilag}), e_ys, [0, 6]; //[response from 5th to 10th years with logical AND]
@#endfor
end;
@ -8775,10 +8775,10 @@ IRF and moment calibration can be defined in ``irf_calibration`` and
|br| This block allows defining moment calibration criteria. This
block is terminated by ``end;``, and contains lines of the form::
VARIABLE_NAME1,VARIABLE_NAME2(+/-INTEGER), [DOUBLE DOUBLE];
VARIABLE_NAME1,VARIABLE_NAME2(+/-INTEGER), +/-;
VARIABLE_NAME1,VARIABLE_NAME2(+/-(INTEGER:INTEGER)), [DOUBLE DOUBLE];
VARIABLE_NAME1,VARIABLE_NAME2((-INTEGER:+INTEGER)), [DOUBLE DOUBLE];
VARIABLE_NAME1, VARIABLE_NAME2(+/-INTEGER), [EXPRESSION, EXPRESSION];
VARIABLE_NAME1, VARIABLE_NAME2(+/-INTEGER), +/-;
VARIABLE_NAME1, VARIABLE_NAME2(+/-(INTEGER:INTEGER)), [EXPRESSION, EXPRESSION];
VARIABLE_NAME1, VARIABLE_NAME2((-INTEGER:+INTEGER)), [EXPRESSION, EXPRESSION];
When ``(INTEGER:INTEGER)`` is used, the restriction is considered
to be fulfilled by a logical OR. A list of restrictions must
@ -8789,7 +8789,7 @@ IRF and moment calibration can be defined in ``irf_calibration`` and
::
moment_calibration;
y_obs,y_obs, [0.5 1.5]; //[unconditional variance]
y_obs,y_obs, [0.5, 1.5]; //[unconditional variance]
y_obs,y_obs(-(1:4)), +; //[sign restriction for first year acf with logical OR]
@#for ilag in -2:2
y_obs,R_obs(@{ilag}), -; //[-2:2 ccf with logical AND]

2
preprocessor

@ -1 +1 @@
Subproject commit f66e6a7f353de7f0c18c3c5f10d4dd32bff6bffa
Subproject commit 1fcd305015c77b93ca2110efc749dbfd72dfe3ba

6
tests/estimation/ls2003_endog_prior_restrict_estimation.mod
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@ -65,9 +65,9 @@ end;
// endogenous prior restrictions
irf_calibration(relative_irf);
y(1:4), e_ys, [ -50 50]; //[first year response]
y(1:4), e_ys, [ -50, 50]; //[first year response]
@#for ilag in 21:40
R_obs(@{ilag}), e_ys, [0 6]; //[response after 4th year to 10th year]
R_obs(@{ilag}), e_ys, [0, 6]; //[response after 4th year to 10th year]
@#endfor
end;
@ -82,4 +82,4 @@ y_obs,pie_obs(@{ilag}), -; //[ccf]
end;
estimation(datafile='../gsa/data_ca1.m',mode_check,first_obs=8,nobs=79,mh_nblocks=1,
prefilter=1,mh_jscale=0.0005,mh_replic=5000, mode_compute=4, mh_drop=0.6, bayesian_irf,mcmc_jumping_covariance='identity_matrix') R_obs y;
prefilter=1,mh_jscale=0.0005,mh_replic=5000, mode_compute=4, mh_drop=0.6, bayesian_irf,mcmc_jumping_covariance='identity_matrix') R_obs y;

10
tests/gsa/ls2003a.mod
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@ -70,24 +70,24 @@ end;
// endogenous prior restrictions
irf_calibration(relative_irf);
y(1:4), e_ys, [ -50 50]; //[first year response]
y(1:4), e_ys, [ -50, 50]; //[first year response]
//y(1:4), e_ys, [-inf -50]; //[first year response]
@#for ilag in 21:40
R_obs(@{ilag}), e_ys, [0 6]; //[response after 4th year to 10th year]
R_obs(@{ilag}), e_ys, [0, 6]; //[response after 4th year to 10th year]
@#endfor
end;
/*
irf_calibration;
y(1:4), e_ys, [-inf -0.4]; //[first year response]
y(1:4), e_ys, [-inf, -0.4]; //[first year response]
@#for ilag in 21:40
R_obs(@{ilag}), e_ys, [0 0.25]; //[response after 4th year to 10th year]
R_obs(@{ilag}), e_ys, [0, 0.25]; //[response after 4th year to 10th year]
@#endfor
end;
*/
moment_calibration;
//y_obs,y_obs, [0.8 1.1]; //[unconditional variance]
//y_obs,y_obs, [0.8, 1.1]; //[unconditional variance]
y_obs,y_obs(1:4), +; //[first year acf]
//y_obs,pie_obs(-4:4), -; //[ccf]
@#for ilag in -2:2

2
windows/install-packages.sh
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@ -25,7 +25,7 @@
PACKAGES=(make xz-utils p7zip bzip2 zip patch wget autoconf automake libtool
mingw-w64 gfortran-mingw-w64 parallel flex bison texlive
texlive-publishers texlive-latex-extra texlive-math-extra
texlive-fonts-extra lmodern python3-sphinx nsis)
texlive-fonts-extra lmodern python3-sphinx latexmk nsis)
apt install "${PACKAGES[@]}"