Sébastien Villemot
fbf97a0d7d
Windows package: zlib is a dependency of the MinGW compiler
2020-02-19 15:39:49 +01:00
Sébastien Villemot
573d86bc25
Windows installer: fix Octave version advertised
2020-02-19 15:39:48 +01:00
Stéphane Adjemian (Charybdis)
0f23f88700
Exit gracefully if Newton solver fails (added try/catch block).
2020-02-19 14:39:02 +01:00
Sébastien Villemot
5f4b1f26fe
Windows README: fix download URLs for Octave installer
2020-02-19 12:27:54 +01:00
Sébastien Villemot
8f4d4a0c78
Add the list of bugfixes to 4.6.0 release notes
2020-02-18 12:36:03 +01:00
Sébastien Villemot
144bdf34ba
k-order MEX: fix crash on Octave when higher-order derivatives have numerical zero
...
In Octave, when some values given to the sparse() function are numerically
zero, then the nzmax of the generated sparse matrix is shrinked accordingly;
while under MATLAB, the nzmax is the length of the vector of values, zeros
included.
The check at the top of
DynamicModelMFile::unpackSparseMatrixAndCopyIntoTwoDMatData() would then fail
under Octave if some higher-derivatives had an element which is symbolically
non-zero but numerically zero.
We therefore relax the check, and accordingly adapt the code that handles
numerical zeros.
This bug was uncovered by tests/pruning/AnSchorfheide_pruned_state_space.mod,
which was failing under Octave.
2020-02-18 12:18:39 +01:00
Sébastien Villemot
ef4df1df0b
Build system: adapt for renaming of NEWS to NEWS.md
2020-02-17 23:12:12 +01:00
Stéphane Adjemian (Charybdis)
bcfa574462
Display equation name.
2020-02-17 21:48:25 +01:00
Sébastien Villemot
a79dbe577f
Add release notes for 4.6.0
2020-02-17 18:39:47 +01:00
Sébastien Villemot
2f13d6610d
Convert NEWS file to Markdown
2020-02-17 18:39:47 +01:00
Sébastien Villemot
71cee69619
Manual: Octave 4.4 is now the minimal requirement
2020-02-17 18:39:47 +01:00
Sébastien Villemot
3106ebbb81
Manual: in a few places, replace “Octave” by “GNU Octave”
...
This is a partial revert of 8fa4c483f9
.
Actually, the official name is “GNU Octave”, and it is easier to find it under
that name in search engines. So use the full name at a few prominent places,
and use the shorter “Octave” everywhere else.
2020-02-17 18:39:47 +01:00
Sébastien Villemot
04d06dc330
Merge branch 'manual' into 'master'
...
Manual updates regarding Identification
See merge request Dynare/dynare!1712
2020-02-17 16:14:16 +00:00
Willi Mutschler
3af2cc3fc4
📖 Update manual
2020-02-17 16:58:38 +01:00
Sébastien Villemot
cd195279e9
Manual: workaround for incorrect display of macro-directives without arguments
...
The workaround consists in appending the names of those macro-directives with a
regular space followed by a zero-width space (U+200B).
An extra LaTeX declaration was also added in order to make this hack work with
the PDF.
Ref. #1707
2020-02-17 15:41:39 +01:00
Sébastien Villemot
df084f8e13
Merge branch 'identification_higher_order' into 'master'
...
Fix pruned state space at third order
See merge request Dynare/dynare!1711
2020-02-17 09:24:45 +00:00
Willi Mutschler
6223016683
🐛 Fix displaying of wrong order in disp_identification
2020-02-16 22:55:16 +01:00
Willi Mutschler
f4dc2ee743
🐛 Fix wrong third-order computation in pruned state space system
...
Related to #1706
✅ Add unit test for pruned state space up to order 3
//
Changed tolerance in new test
2020-02-16 22:55:16 +01:00
Stéphane Adjemian (Charybdis)
f69cd14983
Updated reference manual wrt the nonlinear filters at higher order.
2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis)
91a4c1c7c6
Updated documentation of @dseries.
2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis)
615778dae4
Updated documentation of @dates.
2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis)
12ee697a33
Introduce underscore methods.
2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis)
8ae5690e71
Avoid political statements.
...
... Which would probably need to be updated ;-)
2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis)
d75363606b
We do not longer support weekly data.
2020-02-16 21:16:21 +01:00
Stéphane Adjemian (Charybdis)
10c196de34
k order approximation available in online filters.
2020-02-16 21:16:21 +01:00
Sébastien Villemot
711e2536e0
Merge branch 'geweke' into 'master'
...
geweke_moments.m: correctly use parameter instead of hard-coded value
See merge request Dynare/dynare!1710
2020-02-16 12:19:55 +00:00
Johannes Pfeifer
14ef010b9e
geweke_moments.m: correctly use parameter instead of hard-coded value
2020-02-16 12:14:04 +01:00
Stéphane Adjemian (Charybdis)
00eb074630
Updated particles submodule.
2020-02-15 17:02:56 +01:00
Stéphane Adjemian (Charybdis)
fb19cce284
Fixed online filter (wrong number of arguments).
...
[skip ci]
2020-02-15 13:58:48 +01:00
Sébastien Villemot
99d2b5ad39
Manual: add set union and intersection operators in the macro-processor
2020-02-14 18:28:10 +01:00
Houtan Bastani
71def361fb
macro processor: add test of tuple index in @#for loop
...
[skip ci]
2020-02-14 17:29:41 +01:00
Sébastien Villemot
133b77c061
Conditional forecasting: compatibility fix with MATLAB < R2016b
...
Implicit expansion (a.k.a. automatic broadcasting) was introduced in MATLAB
R2016b (and it has been present in Octave for quite some time).
Hence use bsxfun() instead.
The problem had been introduced in 228b2a532
.
2020-02-13 18:21:29 +01:00
Sébastien Villemot
633f1ad85a
Testsuite: change the seed for some Octave test
...
Under Octave, the default seed in fs2000ns_uncorr_ME.mod leads to a generated
dataset that makes fs2000ns_corr_ME.mod and fs2000ns_corr_ME_missing.mod
fail (due to a large difference between univariate and multivariate diffuse
filters).
2020-02-13 18:12:10 +01:00
Sébastien Villemot
3b60e26e63
Testsuite: properly clean generated datafiles under kalman/likelihood_from_dynare/
2020-02-12 18:02:08 +01:00
Stéphane Adjemian (Charybdis)
f3d45542fa
Fixed call to exactstrrep (adding missing parenthesis around expression).
2020-02-12 17:21:00 +01:00
Sébastien Villemot
57d1966644
Merge branch 'discretionary_policy' into 'master'
...
Factorization of discretionary policy
Closes #1705
See merge request Dynare/dynare!1709
2020-02-12 13:45:53 +00:00
Sébastien Villemot
bda2a07379
Merge branch 'conditional_forecast' into 'master'
...
conditional forecasts: add check whether simulation was successful
See merge request Dynare/dynare!1708
2020-02-12 13:09:12 +00:00
Johannes Pfeifer
9800041433
discretionary_policy_1: return if steady state file signals error
2020-02-12 13:37:36 +01:00
Johannes Pfeifer
8b4fa7c2d6
Factorize call to solver routines under optimal policy and without
...
Related to https://git.dynare.org/Dynare/dynare/issues/1173
2020-02-12 13:19:46 +01:00
Johannes Pfeifer
b07adee2d9
Add missing path to dynare_config.m
2020-02-12 13:13:31 +01:00
Johannes Pfeifer
dd0e9fe719
Initialize instr_id field of discretionary_policy
2020-02-12 12:59:34 +01:00
Johannes Pfeifer
d78ef0d6df
Move discretionary_policy routines to own folder
2020-02-12 12:55:12 +01:00
Johannes Pfeifer
a1ebc94e4f
Refactor discretionary_policy codes
...
Closes https://git.dynare.org/Dynare/dynare/issues/1705
2020-02-12 12:52:54 +01:00
Johannes Pfeifer
228b2a532f
conditional forecasts: add check whether simulation was successful
2020-02-12 11:04:46 +01:00
Stéphane Adjemian (Charybdis)
e56a681ce2
Removed debugging code.
2020-02-12 09:44:42 +01:00
Stéphane Adjemian (Charybdis)
87e688011e
Fixed bug in setting blockname equation tag.
...
The blockname tag was overwritten (with the name of the LHS endogenous variable).
2020-02-11 19:09:33 +01:00
Stéphane Adjemian (Charybdis)
6406bf97d4
Fixed Windows vs Linux path separator issue.
2020-02-11 19:08:37 +01:00
Sébastien Villemot
181725c778
Discretionary policy: remove useless call to steady state file
...
The steady state is always zero for discretionary policy. And, in the case of a
steady state file, this call would not be able to update parameters (since it
does not modify M_), nor would it need to do so (since this has already be done
earlier in the function).
Ref. #1705
2020-02-11 18:14:05 +01:00
Sébastien Villemot
d5312e8e40
Windows package: really really use Octave 5.2.0_1
2020-02-11 11:46:12 +01:00
Sébastien Villemot
e2c69fbfd5
Windows package: really use Octave 5.2.0_1
2020-02-11 10:05:23 +01:00