Stéphane Adjemian (Ryûk)
a4152295d7
Add member to dprior class.
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Name of the parameter.
2023-11-22 12:58:05 +01:00
Stéphane Adjemian (Ryûk)
3229919762
One file per method.
2023-11-22 12:56:19 +01:00
Stéphane Adjemian (Ryûk)
302d991a25
Add methods for computing moments.
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- prior mean
- prior mode
- prior median
- prior variance
2023-11-22 11:47:37 +01:00
Stéphane Adjemian (Ryûk)
b448780c34
Add members to @dprior class.
2023-11-22 11:44:25 +01:00
Stéphane Adjemian (Ryûk)
394c8e21b8
Make last input argument optional.
2023-11-22 10:06:58 +01:00
Stéphane Adjemian (Ryûk)
7abea05d33
Add methods to dprior (density and densities).
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Will be used as a replacement for priordens.
2023-11-22 10:03:47 +01:00
Stéphane Adjemian (Ryûk)
3e1fb6dd2f
Cosmetic changes.
2023-11-22 10:03:47 +01:00
dd5049cd4c
Merge branch 'doc' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2210
2023-11-21 12:48:20 +01:00
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
eb8444889a
Manual: add reference for cycle reduction
2023-11-21 03:32:43 +01:00
e15fba807f
Build system: drop TODO items that are not actually needed
2023-11-17 19:27:35 +01:00
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
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
742a3101b1
Reporting is no longer a submodule
2023-11-17 12:08:56 +01:00
50a53a22ee
Merge rewritten history of reporting submodule
2023-11-17 11:44:48 +01:00
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
b053b96f6a
compute_Pinf_Pstar.m: cosmetic changes
2023-11-15 21:39:51 +01:00
0e08dd287b
manual: fix some quotes
2023-11-15 21:39:38 +01:00
551060ae27
tests/moments/fs2000_post_moments.mod: increase tolerance under Octave
2023-11-15 15:16:06 +01:00
e27ab153d7
manual: port changes from Dynare/preprocessor@e85d085ae8
2023-11-15 14:07:44 +01:00
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
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
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
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
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
b1519b8c3c
model_diagnostics.m: add check for non-zero exogenous with OccBin
2023-11-13 18:04:40 +01:00
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
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
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
3a461c996c
Kalman filter mex: routine and tests
2023-11-09 19:00:37 +01:00
0c83453a0c
Windows package: bump to Octave 8.4.0
2023-11-09 11:54:48 +01:00
0e201b2928
Manual: claim compatibility with Octave 8.4.0
2023-11-09 11:54:13 +01:00
77a7d5c3de
For bytecode+block, use the LBJ implementation in .m
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The latter is now much faster than the implementation in the bytecode
MEX (which this commit thus removes).
2023-11-08 17:21:44 +01:00
be648d350b
Much faster .m implementation of LBJ with block option
2023-11-08 17:21:42 +01:00
0839ff78ae
🐛 sim1_lbj.m: use options_.dynatol.x and not options_.dynatol.f for terminal condition
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The maximum error is computed over the change in endogenous (i.e. ΔY).
2023-11-08 17:15:18 +01:00
4bee919c31
sim1_lbj.m: misc cosmetic changes
2023-11-08 17:15:02 +01:00
158b7462bf
solve_two_boundaries.m: strip down the number of input arguments
2023-11-08 17:10:29 +01:00
b36507d005
solve_two_boundaries.m: do not modify lambda when stack_solve_algo=4
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That algorithm (optimal path length) does not use it.
2023-11-08 17:09:34 +01:00
8556043c9a
solve_two_boundaries.m: remove an unused variable
2023-11-08 17:09:20 +01:00
7dc90654ab
Bytecode: adapt for enum removal in preprocessor
2023-11-07 15:37:55 +01:00
93ab67acab
🐛 Bytecode MEX: fix bug with evaluation of recursive variables with block+mfs>0
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In “evaluate” mode, with mfs>0, if the value of variable would depend on a
previously re-evaluated recursive variable, then the value used for that recursive
variable would be incorrect (it would be the value before re-evaluation of the
recursive variable, as passed by the caller).
2023-11-07 15:37:51 +01:00
7e512af074
Bytecode MEX: refactor handling of temporary terms
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In particular:
– properly return temporary terms as output argument in evaluate+dynamic mode
(with periods in rows and the temporary terms in column)
– drop the unused “global_temporary_terms” keyword input argument
2023-11-07 15:37:32 +01:00
Stéphane Adjemian (Argos)
368a7e2478
Fix bug introduced in d95154f.
2023-11-07 13:06:58 +01:00
79a655261b
macOS package: adapt for new filesystem location of MATLAB R2016b for x86-64
2023-11-06 15:45:06 +01:00
fd0e175fe4
Windows package: bump dependencies
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Incidentally, drop workarounds for pkg-config files of HDF5 and MatIO, since
the problems have been fixed upstream.
2023-11-06 15:41:21 +01:00
f6adb1d9ad
Bytecode: safer handling of block= option
2023-11-02 16:51:02 +01:00
25000ca693
Merge branch 'PKF' into 'master'
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PKF: add period to debugging information
See merge request Dynare/dynare!2204
2023-11-02 09:12:12 +00:00
Stéphane Adjemian (Ryûk)
Sébastien Villemot
Johannes Pfeifer
Normann Rion