11951b4fc8
Preprocessor update
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— New “structural” option to “var_model” (#1785 )
— Remove support for obsolete syntax: var_model(order = 2) X Y Z;
— “var_model” statement: make “eqtags” option mandatory
2021-07-08 15:02:22 +02:00
3c2d033a14
Windows package: bump dependencies
2021-07-08 15:01:03 +02:00
Stéphane Adjemian (Ryûk)
fe63082c42
Add lagged information set in VAR based expectations.
2021-07-06 23:06:46 +02:00
87b1d5bdf6
Preprocessor update
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— method_of_moments: remove var_list_
— new time_shift option to var_expectation_model (#1787 )
— VAR and trend component models: improve sanity checks on lead/lags on RHS
2021-07-06 19:12:09 +02:00
804f44515d
macOS package: make the detection of CLT installation status more robust
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Closes : #1779
Also do some stylistic improvements.
2021-06-24 17:39:09 +02:00
b1b7c68870
macOS: bump to GCC 11 (for compilation and for use_dll)
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The formulas are taken from commit 2a3ba743401693c5927acc936e27377f123f6d56 of
the homebrew-core repository.
The gcc.rb formula was modified by adding “cellar: :any” to all bottles (see
https://github.com/Homebrew/brew/blob/master/docs/Bottles.md ).
The preprocessor has been updated accordingly (and the detection of the GCC
installed by Dynare package has also been fixed).
2021-06-24 15:50:12 +02:00
e79b2798df
Merge branch 'JohannesPfeifer/dynare-options_output'
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See merge request !1878
2021-06-22 18:17:26 +02:00
f7a232061a
Remove unused options_-output
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Prevents accidentally changing something
2021-06-22 18:17:11 +02:00
7d57bd0e4c
macOS package: hack to statically link libquadmath in Fortran MEX files
2021-06-21 18:12:18 +02:00
38b2f2e5ce
Fix typo
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[skip ci]
2021-06-21 12:23:33 +02:00
43607acf38
Merge branch 'resolveheader' of git.dynare.org:JohannesPfeifer/dynare
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See merge request !1875
2021-06-16 17:41:40 +02:00
18a172bd45
Merge branch 'mcp_ramsey' of git.dynare.org:JohannesPfeifer/dynare
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See merge request !1874
2021-06-16 17:41:40 +02:00
88b427f7bc
Compatibility fix for MATLAB R2014a
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MATLAB R2014a does not like the syntax “abs(x).data” where “x” is a dseries.
2021-06-16 17:41:40 +02:00
820df39ff7
Compatibility fix for MATLAB < R2019b
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MATLAB < R2019b does not accept “bar(1, [2 3])”.
2021-06-16 17:41:40 +02:00
9460da5b07
Windows package: bump dependencies
2021-06-16 17:41:40 +02:00
1d10659b59
get_complementarity_conditions.m: fix equation numbering with ramsey_model
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M_.equation_tags already contains the correct equation number
2021-06-16 13:21:49 +02:00
32e1f34579
dynare_resolve.m: correct header and change naming of globals
2021-06-16 13:17:29 +02:00
Stéphane Adjemian (Ryuk)
8611143409
Updated particles submodule (fix for the online filter).
2021-06-15 22:09:35 +02:00
Stéphane Adjemian (Ryuk)
2a5ed79be5
Do not run MCMC after online filter (integration test)
2021-06-15 22:09:35 +02:00
3d27672c58
kth-order approximation of conditional welfare
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Partially addresses issue #1680 :
- unconditional welfare resorts to dynare++ simulation tools, which shall be updated very soon
TO DO:
- implement a function computing kth-order approximation of simulated moments of y
2021-06-15 15:04:31 +02:00
Stéphane Adjemian (Ryuk)
edeb7911f3
Fix bug (initial period in extended path).
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extended_path was crashing in preceeded by a call to the set_time command.
2021-06-15 14:24:38 +02:00
be38866487
Fix handling of heteroskedastic_shocks block with several declared periods
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Closes : #1791
2021-06-15 12:54:54 +02:00
de86089781
Merge branch 'cosmetic' into 'master'
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DsgeSmoother.m: header cosmetics
See merge request Dynare/dynare!1873
2021-06-15 09:38:05 +00:00
e5b51f3257
DsgeSmoother.m: header cosmetics
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[skip CI]
2021-06-15 11:16:41 +02:00
6258699060
Merge branch 'disclyap' of git.dynare.org:JohannesPfeifer/dynare
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See merge request !1872
2021-06-14 15:29:01 +02:00
6c4935fa10
Preprocessor: write M_.objective_tmp_nbr to the driver file
2021-06-14 15:28:55 +02:00
2952d18343
Testsuite: improve and integrate unit test for A·(B⊗C) MEX files
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In particular, add a test for the sparse A·(B⊗C) where B≠C.
2021-06-14 15:28:34 +02:00
a7203095db
A_times_B_kronecker_C MEX: don’t bother adding “only” clauses to “use” directive
2021-06-14 15:28:34 +02:00
68bca0cd2a
Merge branch 'pruned_state_space' into 'master'
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pruned_state_space: handle shocks with 0 variances
See merge request Dynare/dynare!1871
2021-06-14 10:37:45 +00:00
e8c3758fc7
disclyap_fast.m: fix check for convergence with NaN
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[skip CI]
2021-06-11 14:22:10 +02:00
0116870399
pruned_state_space: handle shocks with 0 variances
2021-06-11 14:15:31 +02:00
45933779a4
Merge branch 'simult_' into 'master'
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simult_.m: fix error message at order>3
See merge request Dynare/dynare!1870
2021-06-10 15:24:45 +00:00
907066ae95
simult_.m: fix error message at order>3
2021-06-10 14:40:19 +02:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
4733d97ceb
dseries: fix concatenation with empty dates objects
2021-06-09 17:33:25 +02:00
7c502b3a11
Preprocessor: when order option > 3, compute planner objective derivatives at that order
2021-06-09 17:30:51 +02:00
04c3fb3a31
Merge branch 'slice_record' of git.dynare.org:JohannesPfeifer/dynare
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See merge request !1869
2021-06-09 14:41:03 +02:00
7ae114a392
Merge branch 'dynare_solve' of git.dynare.org:JohannesPfeifer/dynare
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See merge request !1868
2021-06-09 14:39:46 +02:00
f38a1edaee
posterior_sampler.m: trap case where record.ProposalCovariance is not filled (slice sampler)
2021-06-08 21:03:08 +02:00
a40a9b079c
sparse_hessian_times_B_kronecker_C MEX: bugfix relating to number of rows of B and C
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In practice however, it seems that this bug never hits, because B and C always
have the same number of rows when the MEX is called.
2021-06-08 17:58:40 +02:00
e546d686eb
dynare_solve.m: allow calling function directly
2021-06-04 21:24:53 +02:00
3bd3c78e0e
A_times_B_kronecker_C MEX: rewrite in Fortran
2021-06-04 12:58:39 +02:00
c4ca0ef0b2
Fortran MEX: remove useless return statements after calls to mexErrMsgTxt()
2021-06-04 12:58:39 +02:00
f90a8ab070
Fortran MEX: mark array pointers returned by MEX functions as contiguous
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This can make a difference when the return value of those function is directly
passed to a BLAS/LAPACK function.
On the other hand, if the return value is first stored in a pointer variable,
then it seems necessary to explicitly say that this pointer is also contiguous.
2021-06-04 12:58:39 +02:00
dc2695a11f
mjdgges and block_trust_region MEX: optimise by marking some function arguments as contiguous
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This avoids unnecessary array copies before calling BLAS/LAPACK functions.
2021-06-04 12:58:36 +02:00
3a2335975a
Fortran MEX: add missing “implicit none” in blas and lapack modules
2021-06-04 12:57:47 +02:00
2a1183e1fa
Fortran MEX: add -Wimplicit-interface to compiler flags
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This warns about hard-to-detect bugs where a function is called with an
implicit interface, thus possibly having mismatches in the calling sequence.
2021-06-04 12:57:39 +02:00
45181cfd97
Fortran MEX: add interface for dgemm
2021-06-04 12:57:32 +02:00
765109ee01
Merge branch 'csolve' into 'master'
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dynare_solve.m: have csolve honor selected options
See merge request Dynare/dynare!1867
2021-06-02 16:43:27 +00:00
4e0f2bf695
dynare_solve.m: have csolve honor selected options
2021-06-02 16:21:16 +02:00
Sébastien Villemot
Stéphane Adjemian (Ryûk)
Johannes Pfeifer
Normann Rion