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15750 Commits (14634946dc724760e5a955346130763993c6ec62)

Author SHA1 Message Date
Sébastien Villemot 1bbfcf426e
Windows package: bump to Octave 8.3.0 2023-08-30 11:28:20 +02:00
Sébastien Villemot 14bd989134
Manual: claim compatibility with Octave 8.3.0 2023-08-30 11:27:09 +02:00
Johannes Pfeifer e70b2fdfcf makedataset.m: account for short filenames 2023-08-29 16:15:34 +02:00
Johannes Pfeifer 183e6fbb3b model_comparison.m: account for short filenames 2023-08-29 16:14:50 +02:00
Johannes Pfeifer 9e53bd9967 shock_decomposition.m: do not overwrite other output 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1897
 2023-08-29 14:40:10 +02:00
Stéphane Adjemian 4024ad7e99 Merge branch 'det_cond_forecast' into 'master' 
det_cond_forecast.m: cosmetic changes to error messages

See merge request Dynare/dynare!2154
 2023-08-29 10:42:30 +00:00
Johannes Pfeifer 0729ee72af det_cond_forecast.m: cosmetic changes to error messages 2023-08-24 12:38:50 +02:00
Johannes Pfeifer a85a00bfcf endogenous prior: fix logic of missing observations check 
Message should only be displayed if there are missing observations
 2023-08-23 09:32:24 +02:00
Sébastien Villemot b4f260aa01
folded_to_unfolded_dr MEX: remove unused variable 2023-07-27 17:29:32 +02:00
Sébastien Villemot b1db895dee
block_trust_region MEX: remove unused parameter 2023-07-27 17:29:31 +02:00
Sébastien Villemot 0442fe785e
libkordersim: only BLAS is used, not LAPACK 2023-07-27 09:44:34 +02:00
Sébastien Villemot 33719e69f2
Build system: libkorder no longer depends on MatIO 2023-07-26 16:30:51 +02:00
Sébastien Villemot 9ff1d8556c
libkorder: remove mention of Dynare++ in the journal 
By the way, use PACKAGE_VERSION macro (instead of VERSION), for consistency
with the preprocessor.
 2023-07-26 16:30:51 +02:00
Sébastien Villemot 801b774bcd
Manual: stochastic simulation with pruning now available at arbitrary order 
Ref. #1643

[skip ci]
 2023-07-24 09:16:28 +02:00
Stéphane Adjemian (Argos) 91825d4b5b
Fix cherrypick routine with max and min functions in model block. 2023-07-21 15:36:52 +02:00
Sébastien Villemot d9ff8dfeee Merge branch 'pruning' into 'master' 
Adds pruning in k_order_simul

See merge request Dynare/dynare!2147
 2023-07-21 08:17:09 +00:00
Normann Rion 710589eb5b Adds pruning in k_order_simul 
See issue #1643 about beyond-third-order pruning
 2023-07-20 06:58:35 +01:00
Stéphane Adjemian (Ryûk) c02e550582
Update dseries submodule. 
Pass more than one variable name to remove and remove_ methods.
 2023-07-19 18:23:08 +02:00
Sébastien Villemot 5b8b63924d
Remove unneeded braces 2023-07-19 18:03:18 +02:00
Sébastien Villemot 661e5c7e9f
C++17 modernization: initialization in “if”-statement 2023-07-19 18:03:03 +02:00
Sébastien Villemot d52aceeb16 Merge branch 'nblocks_load' into 'master' 
load_*_mh_history_file: remove assignin statements

See merge request Dynare/dynare!2151
 2023-07-18 15:55:37 +00:00
Johannes Pfeifer d2fecdc5d3 load_*_mh_history_file: remove assignin statements 2023-07-18 10:01:47 -04:00
Sébastien Villemot 4f4dc0e4f4 Merge branch 'nblocks_load' into 'master' 
load_last_mh_history_file: make sure number of blocks and parameters matches loaded files

See merge request Dynare/dynare!2150
 2023-07-18 12:59:35 +00:00
Sébastien Villemot 89376b188e
CI: new runner for signing Windows installers 2023-07-17 16:16:26 +02:00
Johannes Pfeifer 8532d6abd7 Cosmetic changes to various estimation routines 2023-07-13 14:40:01 -04:00
Johannes Pfeifer e6c43c2a29 load_last_mh_history_file: make sure number of blocks and parameters matches loaded files 2023-07-13 14:39:50 -04:00
Stéphane Adjemian (Ryûk) b5a74b96e5
Merge particles submodule into master. 2023-07-12 14:01:25 +02:00
Sébastien Villemot 7457c6d3db Merge branch 'docker' into 'master' 
Add docker containers

See merge request Dynare/dynare!2148
 2023-07-12 09:51:54 +00:00
Stéphane Adjemian (Ryûk) 21dcc911bc
Move files and delete unused folders and files. 2023-07-12 09:29:41 +02:00
Willi Mutschler b23c394972
Add docker containers 2023-07-09 11:09:36 +02:00
Willi Mutschler d4a8d0fc50
README: remove duplicate block in macOS instructions 2023-07-09 11:08:25 +02:00
Stéphane Adjemian (Argos) 6265a6d2b1
Update dseries submodule (add two arguments to dplot command). 2023-07-07 11:40:41 +02:00
Stéphane Adjemian (Argos) bd0493d135
Add routine for dynamic contributions in semi-structural models. 2023-07-06 22:26:09 +02:00
Stéphane Adjemian (Argos) 5e869669a0
Set verbose to false by default. 2023-07-06 22:26:07 +02:00
Sébastien Villemot 175662a75e Merge branch 'brooks_gelman_plotrows' into 'master' 
Add brooks_gelman_plotrows to manual and testsuite

See merge request Dynare/dynare!2146
 2023-07-06 16:16:22 +00:00
Johannes Pfeifer 9b2c0fb94d Add brooks_gelman_plotrows to manual and testsuite 2023-07-06 09:32:19 -04:00
Sébastien Villemot ffdeccc05d
Fix preprocessor submodule repository location 
Bug introduced in ed7fe89bfa.

Ref. !2142
 2023-07-05 15:58:47 +02:00
Sébastien Villemot ae67b4a145 Merge branch 'master' into 'master' 
Variable number of parameter MCMC convergence plots

See merge request Dynare/dynare!2127
 2023-07-05 10:07:39 +00:00
William Gatt eb5eefdcf0 Variable number of parameter MCMC convergence plots 
This change allows the user to change the number of parameters for which the MCMC convergence diagnostics are shown. The user needs to set a value for options_.convergence.brooksgelman.plotrows for an arbitrary number of parameters to be shown, but defaulting to 3 if no input is supplied.
 2023-07-05 10:07:38 +00:00
Sébastien Villemot 3b9c515674 Merge branch 'pruning_2nd_order' into 'master' 
Fixes local_state_space_iteration_3 and adds a test comparing the various pruning routines

See merge request Dynare/dynare!2144
 2023-07-05 07:05:52 +00:00
Normann Rion 23dbb2b4b9 Fixes local_state_space_iteration_3 and adds a test comparing the various pruning routines used in dynare up to order 3. 
The considered pruning routines can be found in
   - `simult_.m`
   - `local_state_space_iteration_2` MEX
   - `local_state_space_iteration_3` MEX
   - `pruned_state_space_system.m`
 2023-07-04 19:15:43 +02:00
Sébastien Villemot a044ec45b1
Merge branch 'exo_names_orig_ord' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2142
 2023-07-04 16:37:26 +02:00
Sébastien Villemot 3bdbfef301 Merge branch 'local_state_space_iteration_3' of git.dynare.org:normann/particles 
Ref. particles!17
 2023-07-04 11:21:46 +02:00
Sébastien Villemot 8b945dfd64
libkorder: use infinity instead of large constant in minimization algorith 
By the way, also use C++17 initialization within “if” statement.
 2023-07-04 11:20:51 +02:00
Normann Rion d2c324eeee Amends the various filters to fit the fixed version of local_state_space_iteration_3 
See MR !2144 for more details
 2023-07-01 16:43:48 +02:00
Johannes Pfeifer d386bb9f76 Cholesky decomposition: only add to diagonal if really necessary 
Closes #1891
 2023-06-23 11:26:14 -04:00
Johannes Pfeifer ed7fe89bfa Remove unused exo_names_orig_ord 2023-06-23 08:41:12 -04:00
Willi Mutschler e6920a60a1
Default option: don't save files for csminwel and cmaes 
Usually these files are not needed (if then user can turn this option on manually) and only clutter the folder.
Moreover, the testsuite crashes on rare occasions if several mod files are run in the same folder and the optimizers write the files simultaneously.
 2023-06-23 12:11:23 +02:00
Johannes Pfeifer 050679cd56
Rename resid.m 
Closes #1888
 2023-06-23 12:10:18 +02:00
Sébastien Villemot 20f04d3749
Merge branch 'dseries_autotransform' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2140
 2023-06-23 12:07:32 +02:00