Commit Graph

16637 Commits (new-samplers)

Author SHA1 Message Date
Sébastien Villemot c6c6f4f549
perfect_foresight_solver + homotopy + (marginal) linearization: store intermediate simulations
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
[skip ci]
2023-11-28 12:28:43 +01:00
Sébastien Villemot ccff7d3560 Merge branch 'tex_identification' into 'master'
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
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
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
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
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
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
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
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
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
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
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
Ref. !2210
2023-11-21 12:48:20 +01:00
Sébastien Villemot 627bbb0a91
Add clang-format config file for formatting C++ code
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
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
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'
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
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
Ref. preprocessor#104
2023-11-14 17:45:54 +01:00
Sébastien Villemot b535763e56 Merge branch 'occbin_exo' into 'master'
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
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'
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
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
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.
- 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