caf0c8e1f8
Trust region solver: recompute Jacobian only when necessary
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Previously, the solver would recompute the Jacobian at every iteration. But, if
an iteration fails, the current point is not moved (only the radius of the
trust region changes), hence it is not necessary to recompute the Jacobian in
that case. This commit implements this optimization.
2019-11-14 16:03:50 +01:00
4c49eddb97
Add fallback implementation for contains and splitlines functions.
2019-11-13 13:05:28 +01:00
0f61c5de7d
add new features to reporting
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* split up report output, creating new files for the preamble, the body of the report, and each individual page of the report.
* allow the user to set the page number
* allow for the removal of headers and footers from a given page
2019-11-06 13:50:21 -05:00
c978b86a72
reporting: make horizontal line extend the width of the page
2019-10-25 17:31:46 +02:00
5f2d60f945
fix reporting bugs with addData
2019-10-24 12:03:33 +02:00
be3c48604b
change name of mex folder in macOS to conform with Dynare minimum
2019-10-23 18:59:36 +02:00
908523dbb8
fix bug that caused reporting not to work in MATLAB < R2012a
2019-10-23 17:37:31 +02:00
ac689b83ee
fix bug in reporting on Windows where `filesep`t results in a tab character
2019-10-23 15:11:43 +02:00
1211d4c01e
Updated dseries submodule (changed merge behaviour).
2019-10-16 20:58:49 +02:00
8b86f8a25b
ignore unused output variable
2019-10-09 14:53:33 +02:00
71996fd077
Error out if mode_compute=12 and under Octave, or MATLAB w/o global optim tbox
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[skip ci]
2019-10-09 12:30:41 +02:00
b3d1e8412b
Add support for mode_compute=1 under Octave
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Since version 1.6, the optim Forge package has an implementation of fmincon.
Hence we can now use mode_compute=1 under Octave.
This commit also adds tests/optimizers/fs2000_1.mod to the testsuite. It will
be skipped under MATLAB if the optimization toolbox is not there, or under
Octave if optim ≥ 1.6 is not there.
2019-10-08 18:38:15 +02:00
100f4d5130
Simplify octave_ver_less_than using builtin compare_versions()
2019-10-08 18:38:15 +02:00
5592078269
uncapitalize DYNARE in error messages
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[skip ci]
2019-10-04 10:20:11 +02:00
5ca9e44503
dseries: submodule update
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this update includes the name change for x13 on mac from osx->macOS
2019-10-03 18:07:03 +02:00
f44bb38c72
More capitalization fixes and cosmetics
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[skip ci]
2019-10-03 16:21:15 +02:00
afcdf46e80
capitalize Cepremap and Matlab, uncapitalize DYNARE
2019-10-02 14:09:21 +02:00
6a87779d9e
Cosmetic change.
2019-10-01 14:48:43 +02:00
8eb3023069
Changed isint function.
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To make it consistent with the routine available in the dates toolbox.
2019-10-01 14:48:12 +02:00
634b11de70
Cosmetic change.
2019-10-01 14:43:16 +02:00
ab911e98c4
Cosmetic changes.
2019-10-01 14:42:47 +02:00
f3600b0de9
Added trap for complex residuals and jacobian in nonlinear solver.
2019-10-01 14:40:17 +02:00
07937f5b9f
Updated dseries submodule (is{row,column,matrix} are builtin functions, not M-files).
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[skip-ci]
2019-09-26 15:37:21 +02:00
7b053c7e92
Option graph_format=pdf now works under Octave
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Also copy the same Octave-specific code as for EPS printing (added in
84f0d6c7da
2019-09-25 16:06:38 +02:00
3237cd4684
Merge branch 'xlwrite' into 'master'
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WriteShockDecomp2Excel.m: only use xlwrite if xlswrite fails
Closes #1575
See merge request Dynare/dynare!1662
2019-09-24 11:16:37 +00:00
d30ccf07f7
Update dseries submodule
2019-09-18 19:10:53 +02:00
502b0c5038
change name of folder in 8d2e3def95
2019-09-16 17:57:13 +02:00
8d2e3def95
macOS: use different mex files depending on Matlab version
2019-09-16 17:33:10 +02:00
6ddf87aa92
stoch_simul: save var_list in oo_. closes #1646
2019-09-12 15:02:18 +02:00
7712a02f02
add print and noprint option to perfect_foresight_solver. closes #1647
2019-09-12 14:50:14 +02:00
3d6091b3a1
remove unused return arguments
2019-09-12 14:01:52 +02:00
c9798a96e0
Fix MATLAB R2019b support
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Some changes were missing in a1a4168c3
2019-09-12 12:48:32 +02:00
cb02ca5f1c
discretionary_policy: make incompatible with options_.loglinear
2019-09-12 11:57:09 +02:00
e043c60903
pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197
2019-09-12 11:57:01 +02:00
42842a5afc
clean up file (remove unused variables, fprintf instead of disp(sprintf()))
2019-09-12 11:55:05 +02:00
f118970736
remove unnecessary eval statements
2019-09-12 11:55:05 +02:00
fdf6821d0b
Generalized isconst routine.
2019-09-11 11:11:15 +02:00
a5578e6bfa
Merge branch 'sensitivity_error' into 'master'
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dynare_sensitivity.m: provide informative error message if no var_exo are...
Closes #1651
See merge request Dynare/dynare!1660
2019-09-10 09:27:18 +00:00
418070ec54
remove unused variable
2019-09-10 11:08:20 +02:00
c529f78ce3
WriteShockDecomp2Excel.m: only use xlwrite if xlswrite fails
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Fixes https://git.dynare.org/Dynare/dynare/issues/1575
2019-09-10 10:47:13 +02:00
8752cf0002
dynare_sensitivity.m: provide informative error message if no varexo are defined. Closes https://git.dynare.org/Dynare/dynare/issues/1651
2019-09-10 09:25:04 +02:00
031632edd3
stoch_simul.m: provide informative error message if no varexo have been defined
2019-09-10 09:23:49 +02:00
d4ed77c67e
posterior_sampler_initialization.m: provide missing function input
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Fixes #1622
2019-09-06 23:03:07 +02:00
da0ad67367
initial_estimation_checks.m: Allow for calibrated measurement error
2019-09-06 22:53:37 +02:00
53ce6222c2
remove unused variable in dynare_config
2019-09-05 11:48:19 +02:00
d51208f298
submodule update: reporting
2019-09-05 11:08:34 +02:00
bae1fa255a
Add scripts and CI job for building Windows package
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The scripts are based the former “dynare-build” project. They have been
overhauled and simplified.
Building a Windows package (both installer and zip archive) is as easy as
running “make -C windows” (provided the right Debian packages are installed,
use the “windows/install-packages.sh” script for that purpose).
The layout of MEX files for Octave in the package has been
changed (mex/octave/win32/ and mex/octave/win64/ instead of mex/octave32/ and
mex/octave/), for consistency with MATLAB MEX.
2019-09-03 21:36:47 +02:00
fc9197a9a1
imcforecast.m: Make code robust to 1 period
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When using 1 period, the second dimension was a singleton that was removed as well by squeeze, resulting in a column vector when a row vector/matrix was expected. Fixes https://forum.dynare.org/t/problem-with-the-conditional-forecast-in-dynare-4-5-7/14385/2
2019-09-02 18:47:46 +02:00
cf1e88c4a1
Update reporting submodule
2019-08-30 14:27:40 +02:00
5d2a077a56
Merge branch 'remove_kstate' into 'master'
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Remove kstate in dyn_second_order_solver
See merge request Dynare/dynare!1656
2019-08-13 10:55:48 +00:00
Sébastien Villemot
Dóra Kocsis
Houtan Bastani
Stéphane Adjemian (Charybdis)
Stéphane Adjemian (Charybdis)
Stéphane Adjemian (Charybdis)
Johannes Pfeifer