Sébastien Villemot
6d95abdb95
Merge remote-tracking branch 'origin/JohannesPfeifer-master-patch-11225'
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Ref. !1830
2021-02-16 16:58:04 +01:00
Sébastien Villemot
9ddad32e4e
Merge branch 'shock_decomp_fixes' of git.dynare.org:rattoma/dynare
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Ref. !1829
2021-02-16 16:56:52 +01:00
Sébastien Villemot
9d06016dc3
Merge branch 'fixes_4.7' of git.dynare.org:rattoma/dynare
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See !1827
2021-02-16 16:55:31 +01:00
Nikola Bokan
592cd69e25
Bug-fix: staticmodel type.
2021-02-16 15:06:43 +01:00
Johannes Pfeifer
99c7d88c53
dyn_forecast.m: set first_obs and allow for Bayesian smoother input
2021-02-16 11:26:35 +01:00
Johannes Pfeifer
788e05b2fd
smoother2histval: add test case for correctness
2021-02-16 11:25:46 +01:00
Johannes Pfeifer
6b2555f0ad
smoother2histval: fix computation of data length
2021-02-16 09:00:11 +00:00
Marco Ratto
50e80fe496
write xls output in Output subdir
2021-02-16 09:56:22 +01:00
Johannes Pfeifer
a0d0270679
smoother2histval.m: suppress output
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[skip CI]
2021-02-16 08:11:13 +00:00
Marco Ratto
f592cca59d
fixed wrong naming of shock decompositions
2021-02-13 19:07:28 +01:00
Marco Ratto
b1ae98845d
fixed bug in var list for expand menu
2021-02-13 19:07:02 +01:00
Marco Ratto
dbcdaf75a6
fixed bug when SteadyState is not used for shock decompositions
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fixed names of files, removing spaces and dots
use writetable with mac OS
2021-02-13 19:05:54 +01:00
Marco Ratto
c8cd0a06ce
allow to export expand groups to excel (instead than plotting them)
2021-02-13 19:04:39 +01:00
Marco Ratto
f8b8ec6c18
fixes around init2shocks in plotting utilities
2021-02-13 19:04:01 +01:00
Marco Ratto
faa203e029
condition computation of posterior statistics also to (options_.load_mh_file && ~options_.load_results_after_load_mh) and apply it to all cases
2021-02-13 18:53:17 +01:00
Marco Ratto
5c3b0ebc95
better handle newrat options, avoiding to treat newratflag in two places
2021-02-13 16:44:50 +01:00
Marco Ratto
915502ce13
copyright year and indentation
2021-02-13 11:29:40 +01:00
Marco Ratto
d56bba724c
autocov is initialized NaN with the original order and then only loop up to updted order compatible with sample size.
2021-02-13 11:27:18 +01:00
Marco Ratto
15ab85788c
adjusted message in case of diffuse filter, where cointegration is most of the time the reason for such a warning
2021-02-12 19:10:45 +01:00
Marco Ratto
22ef0b1413
get statistics also when load_mh_file
2021-02-12 18:55:50 +01:00
Marco Ratto
b9a6462462
bug fix in trapping option newratflag
2021-02-12 18:54:07 +01:00
Marco Ratto
ebec3ede8a
allow negative lag (i.e. a lead)
2021-02-12 18:50:55 +01:00
Marco Ratto
1519e4673a
trap case when order is too big wrt sample size
2021-02-12 18:49:33 +01:00
Sébastien Villemot
5485597afe
Preprocessor: allow booleans in optimization options list
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Ref. preprocessor#63
2021-02-10 17:45:52 +01:00
Sébastien Villemot
7cbb86bb64
Testsuite: rename estimation/univariate/ols/ols.mod
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Under Octave, the +ols folder conflicts with the builtin ols() function.
2021-02-09 16:58:07 +01:00
Sébastien Villemot
1a0ee5f055
Bytecode / sparse transpose: bug fix
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The Jc vector has n+1 elements, where n is the number of columns. Moreover, the
size passed to memset() was wrong.
2021-02-09 16:05:11 +01:00
Sébastien Villemot
c9f6d3a626
Bytecode: more simplifications and modernizations
2021-02-09 16:00:53 +01:00
Sébastien Villemot
f317be1600
Preprocessor: save oo_.time also in _results.mat
2021-02-04 17:01:30 +01:00
Sébastien Villemot
0ffce474c2
Update Ferhat’s affiliation
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[skip ci]
2021-02-04 17:01:23 +01:00
Sébastien Villemot
2ee03c7e28
OLS: Octave compatibility fix
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Cell arrays cannot be used for derefencing fields in a structure.
For some unknown reason, this was nevertheless accepted by MATLAB in this
context.
2021-02-04 16:54:09 +01:00
Sébastien Villemot
78fdd50894
cherrypick.m: Octave compatibility fix
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The plus sign (+) was unescaped in the regular expression, which was confusing
Octave.
By the way, also remove unneeded parenthesis groupings.
2021-02-04 16:01:54 +01:00
Sébastien Villemot
e4af502360
Testsuite / pac: Octave compatibility fix
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Use a different random seed under Octave for several tests.
Note that these tests seems fragile. Changing the seed under MATLAB often leads
to a failure.
2021-02-04 16:01:35 +01:00
Sébastien Villemot
901d8355e3
PAC iterative OLS: compatibility fix for Octave < 6
2021-02-04 16:01:30 +01:00
Sébastien Villemot
f094dc71f9
Testsuite / pac/trend-component-19-growth-comb: fix accuracy check
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The test was using the comparison operator (>) on a dseries. This would give a
bogus (false) result under MATLAB, and would crash under Octave.
2021-02-04 16:01:30 +01:00
Sébastien Villemot
50a7507f9b
options_.bnlms.set_dynare_seed_to_default is a boolean
2021-02-04 12:37:36 +01:00
Sébastien Villemot
4a1dbc5ca4
Bytecode: fix bug introduced in previous commit
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map::at() does bound checking, and throws an exception if out-of-range,
contrary to [] operator which returns a new element.
2021-02-03 19:52:25 +01:00
Sébastien Villemot
4893f0e82c
Bytecode: various simplifications and modernizations
2021-02-03 18:10:31 +01:00
Sébastien Villemot
8e9085eea4
PAC NLS estimation: Octave compatibility fix
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In regular expressions, the end-of-word operator (\>) does not behave the same
under Octave and under MATLAB. See:
https://savannah.gnu.org/bugs/index.php?59992
In this case, we can simply drop the \> operator, since there is no risk of
matching a partial variable name (since there is already “(-1)” at the end of
the pattern).
By the way, remove a useless parenthesis grouping in the regexp.
2021-02-02 17:02:04 +01:00
Sébastien Villemot
7bbe67748b
simul_backward: Octave compatibility fix
2021-02-02 17:02:04 +01:00
Sébastien Villemot
00e36dd342
var_expectation.update: Octave compatibility fix
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There was a conflict between matlab/+var_expectation/update.m and
matlab/+var_expectation/+update/. So we renamed the (single) file in the latter
directory.
2021-02-02 17:01:59 +01:00
Sébastien Villemot
44a2e6463b
lyapunov_solver: increase tolerance for 2 unit tests, for MATLAB R2014a
2021-02-02 15:05:41 +01:00
Sébastien Villemot
9b555ec974
Testsuite / BGP tests: compatibility fix tests with MATLAB < R2016a
2021-02-02 15:02:50 +01:00
Sébastien Villemot
30cfb0b03c
Bytecode: bugfix in conditional forecast
2021-02-01 17:54:36 +01:00
Sébastien Villemot
967966876f
Bytecode: remove obsolete LINBCG stuff
2021-02-01 15:26:33 +01:00
Sébastien Villemot
743469bfd7
Bytecode: remove stuff for creating a standalone debugging executable
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This code no longer compiles. And it’s possible to debug the MEX directly.
2021-02-01 15:26:33 +01:00
Sébastien Villemot
bb5f58f55f
Bytecode: remove useless constant redefinition
2021-02-01 15:26:33 +01:00
Sébastien Villemot
eb29dc003a
Bytecode: remove CUDA-specific stuff
2021-02-01 15:26:31 +01:00
Sébastien Villemot
5ef440ad9b
Bytecode: remove MSVC++ specific portions
2021-02-01 14:50:46 +01:00
Sébastien Villemot
f9f50ff19a
Bytecode: port to C++11 using keyword
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Performed using modernize-use-using from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-using.html
2021-02-01 14:50:46 +01:00
Sébastien Villemot
47357bb432
Bytecode: port to C++11 nullptr keyword
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Performed using modernize-use-nullptr from clang-tidy.
Manual intervention to remove old-style C casts to nullptr.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-nullptr.html
2021-02-01 14:50:42 +01:00