Stéphane Adjemian (Ryûk)
015513380f
Add new class for priors.
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This commit only changes the routine used to draw random deviates from
the prior distribution, without relying on persistent variables (which allows
parallelisation).
2023-04-26 10:39:13 +02:00
339ba7102e
Merge branch 'linear_approximationm' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2130
2023-04-26 10:31:20 +02:00
8bb9a398aa
Octave compatibility: ignore new warning introduced for qz() in Octave 9
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Should have been in commit 421eb1482c
2023-04-26 10:30:04 +02:00
79477e5ba6
Manual: remove mexw32 from the list of supported MEX extensions
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We no longer support Windows 32-bit.
2023-04-26 10:20:23 +02:00
7ce2c1d5c2
macOS: update README macOS instructions for both Apple silicon and intel
2023-04-26 10:19:21 +02:00
b8352b251d
macOS: provisions to detect Apple Silicon architecture (maca64 and mexmaca64)
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Works with MATLAB R2022b beta (ARM)
2023-04-26 10:19:14 +02:00
5d335501d7
macOS: add mexmaca64 to gitignore
2023-04-26 09:55:56 +02:00
be28ab1cbe
Manual: document approximation point of linear_approximation
2023-04-25 13:05:27 -04:00
74076b4615
Merge branch 'psexec' into 'master'
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Manual: add information on psexec rights
See merge request Dynare/dynare!2129
2023-04-25 08:40:20 +00:00
b876cf0259
Manual: add information on psexec rights
2023-04-24 12:44:17 -04:00
bee75c2fd5
Preprocessor / block decomposition: add specialized normalization algorithm for purely backward models
2023-04-24 17:50:25 +02:00
0c17d656e1
🐛 Steady state computation could fail with block+bytecode+mfs>0
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The Jacobian used for solving a block was not square if there were recursive
variables.
2023-04-20 13:39:26 +02:00
030316f2d8
Bytecode: misc simplifications
2023-04-18 22:25:58 +02:00
afe147d88d
Bytecode: the class dynSparseMatrix is no longer derived from Evaluate
2023-04-18 18:10:45 +02:00
e22972849b
Bytecode: make Evaluate::{symbol_table, steady_state} private and const
2023-04-18 17:46:48 +02:00
4313640f80
Bytecode: allow better compiler optimization of the main evaluation function
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Use the __restrict__ GCC extension on double* pointers, to avoid aliasing.
NB: the C “restrict” keyword does not exist in C++.
2023-04-18 17:45:15 +02:00
d71db85c71
Bytecode: move more cached information about current block out of the Evaluate class
2023-04-18 17:44:55 +02:00
36e8062e25
Bytecode: remove Evaluate::{EQN_block,EQN_block_number}
2023-04-18 17:37:35 +02:00
d789e6a4c5
Bytecode: move storage for variable and parameter values out of the Evaluate class
2023-04-18 17:37:33 +02:00
d0864689d2
Bytecode: minor simplification related to Evaluate::steady_state
2023-04-18 14:23:26 +02:00
c6ce5856e9
Manual: update URL for sylvester.pdf
2023-04-17 18:10:36 +02:00
73e4ced39a
Remove more unused Dynare++ code
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In particular, the libkorder library no longer depends on MatIO.
2023-04-17 18:10:36 +02:00
99cd06c9fd
Move relevant Dynare++ files to mex/sources/libkorder/. Delete the others.
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Also move some useful documentation to doc/.
2023-04-17 18:10:35 +02:00
e413696277
Octave compatibility fix: the 3rd output argument to fminsearch was added in Octave 4.4
2023-04-17 18:10:35 +02:00
873685e7e6
Windows package: bump to Octave 8.2.0
2023-04-17 10:35:53 +02:00
ebee041d1c
Manual: claim compatibility with Octave 8.2.0
2023-04-17 10:34:05 +02:00
36db88c56c
qmc_sequence MEX: use the Fortran version of John Burkardt’s code (instead of C++)
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Incidentally, this greatly diminishes the compilation time of the MEX.
2023-04-15 16:19:35 +02:00
85351d751c
🐛 qmc_sequence MEX: large input seeds would be truncated
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The int64 input seed was converted to a double before being converted back to
an int64. But large integers cannot be represented exactly in a double.
2023-04-15 15:48:55 +02:00
9dff1ff28e
🐛 Workaround for buggy int64_T and uint64_T types under Windows with MATLAB < R2015b
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This bug would impact the qmc_sequence MEX, which manipulates an int64
input/output argument (the seed). Thanks to little-endianness, the bug would
however only manifest for seeds > 2³¹.
2023-04-15 15:48:54 +02:00
e9ecce8293
ricatti_update MEX: remove unused variable
2023-04-15 13:03:43 +02:00
3bf40d92f8
blas_lapack.F08: minor simplification
2023-04-15 12:50:44 +02:00
80a6967827
Remove unused options_.scalv
2023-04-14 16:38:14 +02:00
1faeaf892e
Remove unused options_.terminal_condition
2023-04-14 16:35:43 +02:00
640be269af
Add “implicit none” statements in BLAS/LAPACK interfaces for safety
2023-04-14 15:08:53 +02:00
62c2881bc2
Fortran 2018 modernization: use the extended “implicit none” syntax
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The statement “implicit none” forbids implicit typing of variables, but not
implicit procedure declaration. The new “implicit none (type, external)” syntax
forbids both, and is thus safer.
2023-04-14 15:06:37 +02:00
0923187938
🐛 Perturbation solution: gracefully fail if order=2 is requested with bytecode
2023-04-13 17:35:20 +02:00
91fa8d079e
calibrateresiduals: use the sparse representation of the dynamic model
2023-04-13 17:24:47 +02:00
7e1c25d775
backward_model_inversion: use the sparse representation of the dynamic file
2023-04-13 15:51:09 +02:00
ed75e4c176
dynamic_backward_model_for_inversion: turn into a local function of backward_model_inversion
2023-04-13 15:47:43 +02:00
66b648157f
Purely backward models simulation: use the sparse representation of the dynamic file
2023-04-13 15:47:43 +02:00
34e82f9697
sim1_purely_forward: use the sparse representation of the dynamic file
2023-04-13 15:47:43 +02:00
170a4dce0e
dynamic_forward_model_for_simulation: turn into a local function of sim1_purely_forward
2023-04-13 15:47:43 +02:00
5f42e84b0b
sim1_purely_static: use the sparse representation of the dynamic file
2023-04-13 15:47:43 +02:00
4a793f89ff
dynamic_static_model_for_simulation: turn into a local function of sim1_purely_static
2023-04-13 15:47:43 +02:00
942c6f9a20
🐛 static_model_inversion: fix handling of STEADY_STATE() operator
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Of course, this operator does not make much sense in the context of a static
model, but it should still work.
2023-04-13 15:47:43 +02:00
9deb1e6049
static_model_inversion: use the sparse representation of the dynamic file
2023-04-13 15:47:41 +02:00
bc68915dfa
static_model_for_inversion: turn into a local function of static_model_inversion
2023-04-13 11:55:27 +02:00
Stéphane Adjemian (Ryûk)
4f3a0df884
Do not overwrite solve_algo option.
2023-04-12 09:53:46 +02:00
5c3e291483
Preprocessor: use_dll: turn getPowerDeriv() and sign() into inline functions
2023-04-11 17:31:18 +02:00
90a408e3c3
Build system: enable the dangling else warning (-Wdangling-else)
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Adapt the code accordingly.
2023-04-11 17:31:18 +02:00
Stéphane Adjemian (Ryûk)
Sébastien Villemot
Willi Mutschler
Johannes Pfeifer