Sébastien Villemot
c6c6f4f549
perfect_foresight_solver + homotopy + (marginal) linearization: store intermediate simulations
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First simulation before doing extrapolation is stored in several fields of
oo_.deterministic_simulation.sim1.
For marginal linearization, the second simulation used to compute the marginal
contribution is stored in oo_.deterministic_simulation.sim2.
2023-11-28 12:29:34 +01:00
Sébastien Villemot
b0197da05f
Manual: fix code block formatting
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[skip ci]
2023-11-28 12:28:43 +01:00
Sébastien Villemot
ccff7d3560
Merge branch 'tex_identification' into 'master'
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Fix LaTeX Output in identification command for advanced option
See merge request Dynare/dynare!2209
2023-11-27 15:13:19 +00:00
Johannes Pfeifer
e718402357
mode_check.m: fix LaTeX output on Windows by using slash
2023-11-27 14:19:13 +01:00
Johannes Pfeifer
59c9f70a7d
identification: fix latex output
2023-11-27 14:18:58 +01:00
Sébastien Villemot
6ccc7fd69e
Testsuite: switch back to mode_compute=4 in lyapunov/fs2000_lyap.mod
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This prevents an infinite (or at least very long) loop under Octave on karaba.
2023-11-24 11:49:28 +01:00
Sébastien Villemot
b220be6d3e
Merge branch 'mcmc_diag' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2212
2023-11-24 10:38:49 +01:00
Sébastien Villemot
f21fda7dfa
Build system: enable the interleaved API in MEX files for Octave ⩾ 8.4.0
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Unfortunately it is not possible to enable it for all supported Octave
versions (which would have allowed us to remove the old codepath), because of
this bug: https://savannah.gnu.org/bugs/?64687
2023-11-24 10:36:47 +01:00
Sébastien Villemot
c0e39d40a7
Testsuite: increase tolerance for estimation/fs2000_model_comparison.mod
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Needed for MATLAB R2018b, at least on AVX512-capable CPUs.
2023-11-23 22:07:49 +01:00
Johannes Pfeifer
d0e99daf9a
mcmc_diagnostics.m: compute Geweke and Raftery/Lewis also with more than one chain
2023-11-23 16:59:02 +01:00
Sébastien Villemot
f62d76cbcf
Merge branch 'shock_decomp' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2211
2023-11-23 14:51:26 +01:00
Sébastien Villemot
56410be973
CI: enable FF_ENABLE_BASH_EXIT_CODE_CHECK to avoid unintuitive behaviour with && operator
2023-11-23 14:51:06 +01:00
Johannes Pfeifer
07d859d018
graph_decomp.m: make sure figure fits on screen and close button is accessible
2023-11-23 01:27:10 +01:00
Sébastien Villemot
b513214570
perfect_foresight_homotopy: minor simplification
2023-11-22 20:34:03 +01:00
Sébastien Villemot
9545dcc8d9
perfect_foresight_solver.m: improve local functions documentation
2023-11-22 20:34:02 +01:00
Sébastien Villemot
08c9eca8ee
perfect foresight homotopy + marginal linearization: fix percentages in information messages
2023-11-22 20:34:02 +01:00
Sébastien Villemot
701afd2c7c
Consolidate the routines for loading JSON files, now that jsondecode is always available
2023-11-22 17:46:16 +01:00
Sébastien Villemot
1d5a442fe5
Bump minimal required version of Octave to 7.1.0
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Incidentally, this means that the JSONlab submodule is no longer needed, so it
is removed in the present commit.
Closes : #1907
2023-11-22 17:46:13 +01:00
Sébastien Villemot
d55b6c68f9
Octave compatibility fix: sum(…, 'omitnan') does not exist under Octave
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Replace it by nansum from the statistics package.
2023-11-22 17:06:52 +01:00
Sébastien Villemot
72ac69eb97
Octave compatibility: mean(…, 'omitnan') implemented in Octave 8
2023-11-22 16:55:25 +01:00
Sébastien Villemot
ec7a4ba84f
Testsuite: compatibility fix for MATLAB R2018b
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MATLAB R2018b does not have a true batch mode, and will not exit if there is no
final quit statement in a script. Hence ensure there is one when testing a .m
file.
By the way, remove a batch argument for Windows that is obviously incorrect.
2023-11-22 16:53:25 +01:00
Sébastien Villemot
3bfe2c5500
Testsuite: compatibility fix for MATLAB R2018b
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On that version, spaces in variables names within a call to “table” are not
supported.
2023-11-22 16:49:59 +01:00
Sébastien Villemot
7f58e819c6
Bump minimal required version of MATLAB to R2018b
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Ref. #1907
2023-11-22 16:00:04 +01:00
Sébastien Villemot
0efe0c9844
Build system: under Windows and macOS, use the export file shipped with MATLAB instead of our own
2023-11-22 14:50:50 +01:00
Sébastien Villemot
dd5049cd4c
Merge branch 'doc' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2210
2023-11-21 12:48:20 +01:00
Sébastien Villemot
627bbb0a91
Add clang-format config file for formatting C++ code
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As a consequence, drop old uncrustify config file.
2023-11-21 12:47:21 +01:00
Johannes Pfeifer
eb8444889a
Manual: add reference for cycle reduction
2023-11-21 03:32:43 +01:00
Johannes Pfeifer
37f747bb3b
CheckPath.m and plot_priors.m: use slash even on Windows to not cause LaTeX-problems
2023-11-21 02:29:04 +01:00
Sébastien Villemot
e15fba807f
Build system: drop TODO items that are not actually needed
2023-11-17 19:27:35 +01:00
Sébastien Villemot
d8ebdf916c
Build system: add target for creating TAGS file for Emacs
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Indexes all C++, Fortran and C files (including submodules).
2023-11-17 19:27:33 +01:00
Sébastien Villemot
56ed5bff43
Testsuite: remove useless debug mode from several .m tests
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The output is always useful (and even needed in case of test failure).
2023-11-17 12:13:36 +01:00
Sébastien Villemot
742a3101b1
Reporting is no longer a submodule
2023-11-17 12:08:56 +01:00
Sébastien Villemot
50a53a22ee
Merge rewritten history of reporting submodule
2023-11-17 11:44:48 +01:00
Sébastien Villemot
8a54d10389
Merge branch 'doc' into 'master'
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manual: port changes from Dynare/preprocessor@e85d085ae8
See merge request Dynare/dynare!2208
2023-11-16 08:11:20 +00:00
Johannes Pfeifer
b053b96f6a
compute_Pinf_Pstar.m: cosmetic changes
2023-11-15 21:39:51 +01:00
Johannes Pfeifer
0e08dd287b
manual: fix some quotes
2023-11-15 21:39:38 +01:00
Sébastien Villemot
551060ae27
tests/moments/fs2000_post_moments.mod: increase tolerance under Octave
2023-11-15 15:16:06 +01:00
Johannes Pfeifer
e27ab153d7
manual: port changes from Dynare/preprocessor@e85d085ae8
2023-11-15 14:07:44 +01:00
Sébastien Villemot
4b4cfba2dc
model_replace, model_remove: allow selecting an equation with several (conjunct) tags
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NB: does not (yet) works with Occbin regime-specific equations.
Ref. #1890
2023-11-15 12:08:21 +01:00
Sébastien Villemot
0e5f9defbc
Preprocessor: error out if an “initval” block appears after an “endval” block
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Ref. preprocessor#104
2023-11-14 17:45:54 +01:00
Sébastien Villemot
b535763e56
Merge branch 'occbin_exo' into 'master'
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model_diagnostics.m: add check for non-zero exogenous with OccBin
See merge request Dynare/dynare!2206
2023-11-14 13:04:26 +00:00
Johannes Pfeifer
50ed6b2387
dynare_solve.m: remove display of blocks
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Information is rarely helpful but clutters output of model_diagnostics
2023-11-14 08:35:02 +01:00
Sébastien Villemot
e1d4c81531
Merge branch 'kalman_mex' into 'master'
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Kalman filter mex: remove compilation warnings
See merge request Dynare/dynare!2207
2023-11-13 17:52:30 +00:00
Johannes Pfeifer
b1519b8c3c
model_diagnostics.m: add check for non-zero exogenous with OccBin
2023-11-13 18:04:40 +01:00
Normann Rion
a900f74cf3
Kalman filter mex: remove compilation warnings
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Compilation wargnings were pointing at: (i) some supposedly uninitialized variables (-Wmaybe-uninitialized); (ii) a pointer assignment (=) to a non-pointer target (-Wsurprising).
2023-11-13 09:33:00 +00:00
Sébastien Villemot
eb591b1299
Build system: make the mathjax_path option of Sphinx configurable from meson
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This replaces the old hack which was using a local Linux-specific symlink. Now,
the Dynare default is the same as in Sphinx, i.e. rely on a CDN for delivering
MathJax.
Adapt our CI accordingly to continue using MathJax from the Debian package
there (to avoid privacy issues related to the use of a CDN).
2023-11-10 14:54:38 +01:00
Sébastien Villemot
6599800f88
Manual: update copyright year in sphinx configuration
2023-11-10 13:44:55 +01:00
Stéphane Adjemian (Argos)
666aa46dfb
Add undocumented option for kalman_filter_mex.
2023-11-09 19:00:37 +01:00
Stéphane Adjemian (Argos)
b863c309bd
Improve tests and timings for the Kalman mex.
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- Ensure that we always use the same DGP (e.g. same transition matrix).
- Call the mex more than once with different samples.
- Ensure that the size of the state space model is the same in tests 1, 2 and 3.
- Fix the seed (same samples across 1, 2 and 3 except for the additive noise in 2 and 3 on the observed variables).
2023-11-09 19:00:37 +01:00
Stéphane Adjemian (Argos)
9c61422a75
Improve debug mode.
2023-11-09 19:00:37 +01:00