Commit Graph

12072 Commits (03a8759560727c746be5f264b51bcbb713b84778)

Author SHA1 Message Date
Johannes Pfeifer 03a8759560 Particle filters: provide error if trends or prefiltering is used
Closes https://git.dynare.org/Dynare/dynare/issues/1690
2020-01-10 19:08:51 +01:00
Sébastien Villemot 82cc6a91ca Merge branch 'doc' into 'master'
Documentation around change to ramsey

Closes #1678 and #1682

See merge request Dynare/dynare!1693
2020-01-10 14:48:16 +00:00
Johannes Pfeifer 2c8c120298 Replace various references to deprecated ramsey_policy by ramsey_model 2020-01-10 15:26:50 +01:00
Johannes Pfeifer 055710c938 Change ordering of optimal policy commands
Moves common planner_objective command to front
2020-01-10 15:11:09 +01:00
Johannes Pfeifer 7245cb2ef3 Document evaluate_planner_objective
Also clarifies restructures section on optimal policy and clarifies calling order of commands
2020-01-10 08:38:22 +01:00
Johannes Pfeifer f8e415a868 Change perfect foresight example code to suggested new syntax 2020-01-09 19:30:38 +01:00
Stéphane Adjemian (Charybdis) 3e408ffd6b
Updated dseries submodule (flip method and geometric nanmean).
[skip ci]
2020-01-09 19:16:15 +01:00
Sébastien Villemot 89dc67eb46
Convert mjdgges MEX to Fortran 2008 2020-01-09 09:23:07 +01:00
Sébastien Villemot dd1e4d238b
Build system: remove useless rules for preprocessed Fortran 2008 files
Automake actually provides such rules.
2020-01-08 18:37:26 +01:00
Houtan Bastani fcbdfec0d8
Revert "doc: using `desc_addname` doesn't allow for line breaks."
This reverts commit 6d516c39bf.
2020-01-08 17:22:41 +01:00
Houtan Bastani 6d516c39bf
doc: using `desc_addname` doesn't allow for line breaks.
The method `desc_addname` adds arguments to the name of the node, and hence does not allow for line breaks. In the case of Dynare commands we don't run into a problem with this but we run into this problem with longer MATLAB/Octave commands.

For Dynare commands, we don't run into the problem with commands running over the page width as we use placeholders like `OPTIONS` since the order of the parameters passed to a command is irrelevant

For MATLAB/Octave commands, the order of parameters passed to a function is important, hence we cannot use a placeholder such as `OPTIONS`

closes #1688
2020-01-08 15:43:18 +01:00
Houtan Bastani b4479361c1
doc: fix typo and formatting 2020-01-08 15:43:18 +01:00
Houtan Bastani 8fbb77303a
dynare manual: cleanup whitespace
- remove trailing whitespace
- replace tabs with spaces as per PEP guidelines
2020-01-08 15:04:59 +01:00
Sébastien Villemot ca99db5881
Preprocessor: ensure original tags and line numbers are preserved with ramsey_model
Closes: #1685
2020-01-06 18:31:43 +01:00
Sébastien Villemot c0c95e1ceb
Add Fortran 2008 interface for a subset of BLAS/LAPACK functions 2020-01-06 18:29:47 +01:00
Sébastien Villemot ce9eca366d
Add Fortran 2008 interface for a subset of MEX functions 2020-01-06 18:29:47 +01:00
Sébastien Villemot 47e4649026
Add support for Fortran 2008 in MEX files
By the same token, remove unused support for Fortran 77.
2020-01-06 18:29:47 +01:00
Sébastien Villemot 4e314a529b
Bump minimal required Octave version to 4.4 2020-01-06 18:29:47 +01:00
Houtan Bastani fd99f4fee8
fix preprocessor bug: in the creation of the static model copy over equation tags 2020-01-06 16:14:01 +01:00
Houtan Bastani c4cc32db29 Merge branch 'dynasave' into 'master'
Expand documentation of dynasave

Closes #1691

See merge request Dynare/dynare!1692
2020-01-06 13:55:27 +00:00
Sébastien Villemot a95358accc Merge branch 'sim1' into 'master'
sim1.m: provide missing function input to nested function

See merge request Dynare/dynare!1691
2020-01-06 13:22:29 +00:00
Johannes Pfeifer aa610f9f8e Expand documentation of dynasave
Closes https://git.dynare.org/Dynare/dynare/issues/1691
2020-01-06 13:15:36 +01:00
Houtan Bastani bf102030cb
support saving exogenous variables in `dynasave`, `dynasave`; fix bugs in `dynasave`; add test
- `dynasave`: if a variable being saved was named `n` or `s`, the `eval` statements would break the code
- `dynasave`: use the `-struct` option to `save` to avoid `eval` statements
- `dynasave` and `dynatype`: do everything in 1 loop instead of 2
- `dynasave` and `dynatype`: use `strcmp` instead of `strfind`

- preprocessor update contains:
  - Partial reversion of global indentation of macro processor header files introduced in e2d5a83592634f0604d8c86409748cd2ec5906d2
  - Symbol List check pass: allow caller to specify the valid types of variables in a Symbol List
  - Allow `dynasave` and `dynatype` to support exogenous variables in their var_list

issue #1691
2020-01-06 12:45:44 +01:00
Johannes Pfeifer 632c0a3943 sim1.m: provide missing function input to nested function 2020-01-06 09:06:18 +01:00
Marco Ratto 2134f2616d
for parallel execution we need to initialize also prior_draw (used in slice sampler). 2020-01-02 17:48:29 +01:00
Sébastien Villemot 39ed7c6742
Bump version number to 4.7-unstable 2019-12-20 17:20:07 +01:00
Sébastien Villemot 71792cd614
Preprocessor update
— Allow symbol list to accept auxiliary variables (#1355)
— Fixes around “det_cond_forecast” (preprocessor#39)
— Global reindentation
2019-12-20 17:01:12 +01:00
Sébastien Villemot 49dc997073
Global reindentation of MATLAB code (excluding submodules)
Also convert to Unix end-of-lines, and remove trailing whitespaces.
2019-12-20 16:30:27 +01:00
Sébastien Villemot b901b7af86
Global reindentation of MEX sources 2019-12-20 16:30:24 +01:00
Sébastien Villemot 22ab507c6c
Global reindentation of Dynare++ 2019-12-20 15:43:17 +01:00
Sébastien Villemot 24a2aa2aaf Merge branch 'identification_higher_order' into 'master'
Finished identification order=1|2|3

See merge request Dynare/dynare!1689
2019-12-20 13:13:52 +00:00
Willi Mutschler 45e9771eb8
Fixed bug regarding non-stationary variables in pruned moments 2019-12-20 12:30:53 +01:00
Willi Mutschler 8b9b49f8d7
Finished identification order=1|2|3
Note that I still need to do a code clean up (provide some licenses for functions from other people) and to double check order=3. There is also much room for speed and memory improvement, but the code works fine for now. I will also provide more information to the merge request soon about the detailed changes for future reference.
2019-12-20 12:28:55 +01:00
Sébastien Villemot d40b775260
Preprocessor: new “with_epilogue” option and related fixes
Ref. !1688
2019-12-20 11:57:34 +01:00
Sébastien Villemot c04c111d97
Merge branch 'rattoma/dynare-epilogue'
Ref. !1688
2019-12-20 11:51:41 +01:00
Stéphane Adjemian (Charybdis) b5d4b4059b Return an error if pruning is used with order>3 in estimation. 2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis) 031569fa96 Allow higher order approximations in nonlinear filters. 2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis) 78c36dd0b7 Fixed data files for nonlinear filter's integration test. 2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis) 227b2661cb Do not trap order>2 in estimation. 2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis) 53c9d9de69 Use steady_state_model in tests/particles/dsge_base2.mod. 2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Odysseus) 58da5e7120 Added timing for comparing the mex iterating on the nonlinear reduced form model.
local_state_space_iteration_k is significantly slower than old local_state_space_iteration_2...
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis) 4e0deb7987 Removed persistent variables. 2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis) 76e3c6ca68 Removed unnecessary parts of the code.
- Call resol instead of dynare_resolve.
 - Removed definition of constant and trend which are not used in nonlinear filters.
 - Cosmetic changes.
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis) 6418e225bf Rewrote doc header. 2019-12-20 11:31:56 +01:00
Sébastien Villemot 996bdd6c64 New local_state_space_iteration_k MEX, for nonlinear filters at k-order
It applies the approximated policy function to a set of particles, using
Dynare++ routines.

There is support for parallelization, using Dynare++ multithreading
model (itself based on C++11 threads; we don’t use OpenMP because it is
incompatible with MKL). For the time being, default to a single thread. This
should be later refined through empirical testing.
2019-12-20 11:31:56 +01:00
Houtan Bastani f8fb8c0450
add missing comments/copyright to function 2019-12-20 10:37:06 +01:00
Marco Ratto 87963acb3a adapted test function for plot shock decompositions. still needs the new option with_epilogue. 2019-12-19 22:23:28 +01:00
Marco Ratto 31c29d08c9 provisions for making shock decompositions for epilogue variables.
In case the epilogue formula is non-linear, the non additive non-linear term is distributed proportionally to the size of the individual shock contribution.
It is triggered by new option with_epilogue, applicable to commands:
1) shock_decomposition, realtime_shock_decomposition,
where preprocessor should trigger
options_.shock_decomp.with_epilogue=true;
2) initial_condition_decomposition
where preprocessor should trigger
options_.initial_condition_decomp.with_epilogue=true;
2019-12-19 22:19:39 +01:00
Marco Ratto aa50724379 Changed cumfix==0: splits non-additive components proportionally to size of shock contribution 2019-12-19 22:15:04 +01:00
Sébastien Villemot 1b0e5c2a36
Preprocessor update
— Bugfix for “diff” operator in static model
— Fill the “M_.aux_vars(:).orig_expr” field for all auxiliary
  variables (Closes: #773)
2019-12-19 17:25:24 +01:00