Commit Graph

13354 Commits (046960c4a88cdb45aa853843fc244f171be88ada)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 046960c4a8
Merge remote-tracking branch community/master into enterprise 2020-04-03 11:33:46 +02:00
Sébastien Villemot 6c1020578a Merge branch 'Smoother_bug' into 'master'
missing_DiffuseKalmanSmootherH1_Z.m: fix bug with variable dimension

See merge request Dynare/dynare!1728
2020-04-03 08:29:22 +00:00
Johannes Pfeifer b8b05300c1 missing_DiffuseKalmanSmootherH1_Z.m: fix bug with variable dimension 2020-04-02 19:22:55 +02:00
Stéphane Adjemian (Charybdis) 7f2cf925c8
Fixed YhatObs and Yobs returned by dyn_ols.
Adding back the calibrated part of the RHS.

(cherry picked from commit 545eb47abea080c4b1cf411f89b9f56226aeb724)
2020-04-02 10:50:10 +02:00
Sébastien Villemot 7877791b70 Merge branch 'TaRB_small_fixes' into 'master'
Fixes TaRB with Student t proposal, update manual, unit test

See merge request Dynare/dynare!1727
2020-04-02 08:44:53 +00:00
Willi Mutschler 64a2a4388a
🐛 📖 Fixes TaRB with student t proposal distribution 2020-04-01 14:46:22 +02:00
Sébastien Villemot 8df9813a0e Merge branch 'perfect_foresight' into 'master'
fix bug when no convergence and backward model

See merge request Dynare/dynare!1726
2020-03-31 15:18:05 +00:00
Michel Juillard fd09b98150 fix bug when no convergence and backward model 2020-03-31 15:40:49 +02:00
Sébastien Villemot a34abd2289
Preprocessor update / Block decomposition
— Fix several bugs in computation of renormalized equations
— Various refactorings
2020-03-30 18:50:15 +02:00
Sébastien Villemot 7e01891657
Preprocessor update
— Block decomposition without bytecode: fix call to solve_one_boundary
  (Closes: #1717)
— Skip constant equations replacement only when there is an “mcp” tag (#1697)
2020-03-30 14:24:27 +02:00
Sébastien Villemot 2c1819aa2f
Preprocessor: skip constant equations replacement only when there is an “mcp” tag
This fixes tests/trend-component-and-var-models/tcm8.mod.
2020-03-27 18:20:21 +01:00
Sébastien Villemot 43ed7b2b69
Merge remote-tracking branch 'community/master' into enterprise 2020-03-27 16:28:41 +01:00
Sébastien Villemot 0cc163a886
CI: hardcode (recent) MATLAB version
— This is consistent with the fact that we hardcode the old MATLAB version
— This ensures better homogeneity across runners (in theory, it could be
  possible that different runners have different “matlab” symlinks)
— This allows easier customization in personal repositories
2020-03-27 14:53:06 +01:00
Sébastien Villemot 2fb55907ff
Windows package: bump dependencies 2020-03-26 17:08:20 +01:00
Stéphane Adjemian (Charybdis) 23c927b708
Updated build for matlab R2020a.
(cherry picked from commit 166865149e)
2020-03-26 15:38:41 +01:00
Stéphane Adjemian (Charybdis) e90549d2df
Bug fix. Dynare configuration hook was not evaluated.
(cherry picked from commit e2b20f3e3e)
2020-03-26 15:37:55 +01:00
Stéphane Adjemian (Charybdis) 166865149e
Updated build for matlab R2020a. 2020-03-26 11:20:24 +01:00
Stéphane Adjemian (Charybdis) 109bc5883c
Check the existence of the user configuration file. 2020-03-26 10:15:35 +01:00
Stéphane Adjemian (Charybdis) e2b20f3e3e
Bug fix. Dynare configuration hook was not evaluated. 2020-03-26 10:15:35 +01:00
Sébastien Villemot 0cfe3160d1
Preprocessor: various refactorings of block decomposition 2020-03-24 18:53:29 +01:00
Sébastien Villemot ac5afa71cc Merge branch 'imc_warning' into 'master'
imcforecast.m: fix faulty logic of warning

See merge request Dynare/dynare!1725
2020-03-23 09:37:23 +00:00
Johannes Pfeifer 071ab1e14f imcforecast.m: fix faulty logic of warning
Steady state and time shift were missing
2020-03-21 12:06:24 +01:00
Sébastien Villemot fbfff18378
Preprocessor: various refactorings of block decomposition
Adapt bytecode MEX accordingly.
2020-03-20 18:51:37 +01:00
Sébastien Villemot ac8bc51263
Preprocessor update: block decomposition refactoring 2020-03-19 17:51:17 +01:00
Sébastien Villemot a1a685312a Merge branch 'doc_shock_dec' into 'master'
Document options added in...

See merge request Dynare/dynare!1724
2020-03-19 13:47:26 +00:00
Johannes Pfeifer 625ad3099e Document options added in dab769c6f4 2020-03-19 14:42:18 +01:00
Sébastien Villemot 8e94250126
Preprocessor update
— add smoother options to “shock_decomposition” command
— modify Julia output for mapping eqidx
— various refactorings in block decomposition
2020-03-17 19:02:02 +01:00
Sébastien Villemot a95cb54949 Merge branch 'ident_trunc' into 'master'
Correctly pass prior_trunc option in identification

See merge request Dynare/dynare!1723
2020-03-17 13:46:40 +00:00
Johannes Pfeifer ef8671bb99 Correctly pass prior_trunc option in identification 2020-03-17 13:28:40 +01:00
Stéphane Adjemian (Charybdis) 6ffbda470e
Use merge instead of horcat. 2020-03-13 17:44:35 +01:00
Stéphane Adjemian (Charybdis) 4bd775948e
Allow empty argument. 2020-03-13 17:44:09 +01:00
Sébastien Villemot e433f7341a
Release notes for 4.6.1 2020-03-12 16:57:11 +01:00
Sébastien Villemot e93c7b6b25
Reorder files generated by “moments_varendo” option of “estimation”
If there were more than 10 files of Metropolis parameter draws, the ordering
the files containing the posterior moments could be different from that of the
parameter draws. This is because the “dir()” command was used to order the
files containing the parameter draws, and because the command uses alphabetic
ordering, file #10 would come before #2.

This commit enforces the numerical ordering of files.
2020-03-12 15:56:55 +01:00
Sébastien Villemot 8c6b24dbbb
README.md: add trick for compiling on Windows filesystems which don’t have 8dot3 names 2020-03-12 15:09:54 +01:00
Stéphane Adjemian (Charybdis) 2bc7944286
Removed warning. 2020-03-11 12:47:23 +01:00
Stéphane Adjemian (Charybdis) b4db697e0f
Cosmetic change. 2020-03-11 12:47:02 +01:00
Stéphane Adjemian (Charybdis) a4519f6b86
Bug fix (solve_algo={12,14}).
Removed threshold for detecting the non zero elements in the rows of
the Jacobian matrix. Using tolf as a threshold parameter for identifying
the non zero elements leaded (not systematically) the algorithm to not
reevaluate the residuals of the dynamic model while necessary.
2020-03-11 12:38:59 +01:00
Stéphane Adjemian (Charybdis) 492b0fffea
Cosmetic change. 2020-03-11 12:34:21 +01:00
Sébastien Villemot d01846e5be
Fix incorrect test for options_.posterior_sampler_options.posterior_sampling_method
Thanks to checkcode().
2020-03-10 14:13:49 +01:00
Sébastien Villemot 09c10bed72 Merge branch 'model_diag' into 'master'
model_diagnostics.m

See merge request Dynare/dynare!1722
2020-03-10 13:00:45 +00:00
Johannes Pfeifer 99f4fcadcc model_diagnostics.m
Update parameter vector from steady state file and provide correct nocheck flag
2020-03-10 11:06:35 +01:00
Sébastien Villemot 721ae71d09 Merge branch 'no_print' into 'master'
Fix bugs related to print_info.m and noprint

Closes #1714

See merge request Dynare/dynare!1721
2020-03-09 09:35:45 +00:00
Johannes Pfeifer 16cbfa7f29 noprint: add integration test 2020-03-08 09:01:00 +01:00
Johannes Pfeifer 16f65a2f33 prior.m: fix missing function input
Prevents crashes in "prior moments"
2020-03-08 09:00:33 +01:00
Johannes Pfeifer b7ef2181f9 print_info.m: Fix bug in error handling
get_error_message.m needs to always provide the error string, only throwing out the error message needs to depend on noprint

Closes https://git.dynare.org/Dynare/dynare/issues/1714
2020-03-08 09:00:01 +01:00
Sébastien Villemot debae9c46f Merge branch 'ramsey_bug' into 'master'
Fix two bugs in Ramsey steady state finding

See merge request Dynare/dynare!1720
2020-03-07 07:42:24 +00:00
Johannes Pfeifer 2004641a10 dyn_ramsey_static.m: abort of steady state file signals error code 2020-03-06 18:55:01 +01:00
Johannes Pfeifer 0a52dedfda Ramsey with multiple instruments: return properly sized vector if residuals are complex 2020-03-06 18:50:40 +01:00
Houtan Bastani 5068520736
doc: clarify that all options (not just `-D`) should be single quoted when the arguments passed contain spaces
[skip ci]
2020-03-06 16:50:36 +01:00
Stéphane Adjemian (Charybdis) 0f96df82e9
Updated dseries submodule. 2020-03-06 11:27:25 +01:00