Sébastien Villemot
3dd0b0e110
Merge branch 'identification_bug_fixes' into 'master'
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Identification bug fixes
Closes #1733
See merge request Dynare/dynare!1733
2020-06-22 08:35:30 +00:00
Willi Mutschler
42503e102e
✔️ Add unit tests for correct identification analysis
2020-06-20 22:38:47 +02:00
Willi Mutschler
b0fddeeef3
➖ Remove duplicate output of identification ranks tol
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We already print it in the Settings
2020-06-20 22:38:47 +02:00
Willi Mutschler
97134cc362
🐛 Fix issue with endogenous params in steady state
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Identification should switch to analytic_derivation_mode=-2 if steady state block/file changes parameter values. Dynare/dynare!1732 already adresses this when there is a prior specified. This fix also addresses this when there are no priors.
kim2.mod is now not only an integration test but also a unit test for this.
2020-06-20 22:38:47 +02:00
Willi Mutschler
347be1f89a
🐛 Fix wrong computations when identification(useautocorr)
2020-06-20 22:38:47 +02:00
Willi Mutschler
926a54388e
🐛 wrong setting of small values to zeros in identification
2020-06-20 22:38:47 +02:00
Willi Mutschler
db01f54357
🐛 Add warning and turn off identification strength if not enough mom
2020-06-20 22:38:47 +02:00
Sébastien Villemot
41fe087106
Block decomposition: static and dynamic files are now pure wrappers around the per-block files
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Systematically call top-level static/dynamic files, instead of per-block ones.
2020-06-19 18:46:56 +02:00
Sébastien Villemot
ebc0b7ecb2
Block decomposition: move logic for Jacobians in stochastic mode outside the dynamic file
2020-06-19 18:46:56 +02:00
Sébastien Villemot
e6285d3704
Block decomposition: various optimisation for sparse Jacobians
2020-06-19 18:46:56 +02:00
Sébastien Villemot
39c5867cd4
Merge branch 'Tex_figures' into 'master'
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Use LaTeX labels in figures
See merge request Dynare/dynare!1734
2020-06-18 14:23:50 +00:00
Johannes Pfeifer
312d053ae1
Use LaTeX labels in figures
2020-06-17 21:48:25 +02:00
Sébastien Villemot
63754cae71
Block decomposition: fix bug in reduction of block decomposition
2020-06-17 19:46:58 +02:00
Sébastien Villemot
0305b427a6
Block decomposition: use same orientation convention as oo_.endo_simul for matrix of simulated paths
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Improves consistency, but also efficiency (less transpose needed).
2020-06-17 18:19:35 +02:00
Sébastien Villemot
20431ed312
Block decomposition: in the dynamic file, y and T are now vectors as in non-block mode
2020-06-17 18:19:21 +02:00
Sébastien Villemot
adbb9c9117
Block decomposition, stack_solve_algo=4: fix set of variables over which line search is done
2020-06-16 18:46:40 +02:00
Sébastien Villemot
6931614809
Block decomposition: for “solve two-boundaries” blocks, move the iteration loop outside the dynamic file
2020-06-16 18:46:40 +02:00
Sébastien Villemot
c25ff09307
Block decomposition: for “solve two boundaries” block, no longer compute “b” (-residuals+g1*y) in the dynamic function
2020-06-16 18:46:40 +02:00
Sébastien Villemot
e72bce1a67
Block decomposition: remove useless “y” output for static/dynamic files of solved blocks
2020-06-16 18:46:40 +02:00
Sébastien Villemot
d3c3df3ecb
Merge branch 'master' into 'master'
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identification big fixes
See merge request Dynare/dynare!1732
2020-06-16 16:07:48 +00:00
Marco Ratto
616d2b0faf
Bug fix in initializing analytic_derivation option. This is then checked in dynare_estimation_init for parameter endogenized in steady state.
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Ref. #1733
2020-06-16 16:07:48 +00:00
Sébastien Villemot
7bec234f7f
Block decomposition: for evaluate blocks, move the iteration loop outside the dynamic file
2020-06-15 18:29:42 +02:00
Sébastien Villemot
bfbff6a2fb
Block decomposition: remove duplicate “periods” arg. to dynamic file of complete two-boundaries blocks
2020-06-15 18:29:42 +02:00
Sébastien Villemot
400979fd44
macOS: fix handling LDFLAGS when building MEX for Octave
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If something was already in LDFLAGS, it was concatenated without a whitespace,
leading to failure.
2020-06-15 18:29:42 +02:00
Sébastien Villemot
87718ce8b7
Merge branch 'disp_moments' into 'master'
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disp_moments.m: make error message informative
See merge request Dynare/dynare!1730
2020-06-15 09:47:22 +00:00
Johannes Pfeifer
c47682caae
disp_moments.m: make error message informative
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[skip CI]
2020-06-15 11:45:45 +02:00
Sébastien Villemot
64c1c858de
Merge branch 'Posterior_IRF' into 'master'
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PosteriorIRF_core1.m: Add missing else statement that triggered crashes in rare cases
See merge request Dynare/dynare!1731
2020-06-15 09:39:27 +00:00
Johannes Pfeifer
d54b45cbac
PosteriorIRF_core1.m: Add missing else statement that triggered crashes in rare cases
2020-06-12 17:53:46 +02:00
Sébastien Villemot
d0fb9ce5b8
Preprocessor update
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— Bug fix: allow external functions in model local variables (also add corresponding
integration test)
— JSON output:
+ do not append two underscores after model local variable names in their
definition
+ when writing the model after computing pass, use TEF terms for (not
derived) external functions
+ write model local variables in parsed model (modfile.json) (Closes : #1723 )
— In the driver file, provide mapping between model local variables and indices
in the temporary terms vector (Closes : #1722 )
2020-06-05 17:16:11 +02:00
Sébastien Villemot
1d172528d7
Block decomposition: fixed bug introduced in 2ec5e4075a
2020-06-04 19:43:57 +02:00
Sébastien Villemot
fae433fb18
Block decomposition: fix bug introduced in 0d11f8182a
2020-06-04 18:15:54 +02:00
Sébastien Villemot
07914b58a2
dseries submodule update
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— add bi-annual frequency
— do not return NaNs if a variable is 0 in all periods
— fixed bug (dates member was wrong)
2020-06-04 14:39:16 +02:00
Sébastien Villemot
2ec5e4075a
Block decomposition: remove unused 2nd and 3rd derivatives in output of dynamic functions
2020-06-03 17:00:17 +02:00
Sébastien Villemot
0d11f8182a
Block decomposition: no longer compute deterministic simulation from dynamic.m file
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By the way, fix bug where oo_ was not modified by solve_one_boundary.
Also convert oo_.deterministic_simulations.status to a boolean in the block
routines, for consistency with the non-block case.
2020-06-02 17:46:29 +02:00
Sébastien Villemot
59a1805ecf
Update Houtan’s affiliation
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[skip ci]
2020-06-02 10:34:39 +02:00
Sébastien Villemot
c6184e3fb7
macOS package: use a package identifier that matches the dynare.org domain-name
2020-05-28 16:27:23 +02:00
Sébastien Villemot
b758c154ce
macOS package: fix warning about supported Octave version
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In 0c77f7e92f
, the supported Octave version has
been changed from the Homebrew binary to the standalone application.
However, the runtime check about the supported Octave version was not updated,
and was still pointing to the Homebrew version number.
2020-05-28 16:24:19 +02:00
Sébastien Villemot
794e2459a1
Preprocessor: fix compilation with GCC 10
2020-05-28 14:26:53 +02:00
Sébastien Villemot
ea0456a95e
Windows package: bump dependencies
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Note that MSYS2 is in the middle of the transition from xz to zstd for
compressing its archives, so we have to handle both formats.
2020-05-27 18:53:12 +02:00
Sébastien Villemot
cf523cb6d3
Block decomposition: fix simulation of blocks of type "evaluate backward" (without bytecode)
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Ref. #1727
2020-05-26 17:00:58 +02:00
Sébastien Villemot
50209dc56e
Block decomposition: no longer use global variables for temporary terms in the dynamic M-file
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Rather use a single vector as in non-block mode.
By the way, change the order of output arguments in static functions, to be
closer to the dynamic ones.
2020-05-26 16:23:46 +02:00
Sébastien Villemot
ea4d3f4d83
Block decomposition: fix interaction with steady_state_model block
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This cas was omitted in previous commit.
2020-05-25 21:10:42 +02:00
Sébastien Villemot
2c6807a66b
Block decomposition: no longer use global variables for temporary terms in the static M-file
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Rather use a single vector as in non-block mode.
2020-05-25 18:36:55 +02:00
Sébastien Villemot
caea047c2d
solve_one_boundary: remove unused codepaths for solve_algo={0,1,2,3}
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Those cases are handled by dynare_solve.
2020-05-25 17:59:54 +02:00
Sébastien Villemot
bd7eb2f88d
Fixes to solve_algo ≥ 9
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— allow solve_algo=9 without block nor bytecode
— allow solve_algo≥9 with block without bytecode
— test solve_algo=9
2020-05-25 17:22:17 +02:00
Sébastien Villemot
2015b79279
solve_{one_boundary,two_boundaries}: convert some input arguments to logical type
2020-05-25 16:59:20 +02:00
Sébastien Villemot
6f0196be7f
Preprocessor: various block/bytecode refactorings
2020-05-20 11:52:02 +02:00
Sébastien Villemot
154fced8b7
Remove old SMM code
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Ref. #1724
2020-05-18 17:30:40 +02:00
Sébastien Villemot
52297f4cea
CI: activate timestamping of Authenticode signatures on Windows binaries
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This is necessary if we want our signatures to remain valid after the
expiration of our certificate.
For more details, see:
https://www.digicert.com/blog/best-practices-timestamping/
2020-05-15 18:23:05 +02:00
Michel Juillard
b70d99d1b4
Refactoring of initval_file and histval_file
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initval_file and hisvfal_file are now more flexible and have functionalities
similar to option datafile in estimation.
Closes : #1671
2020-05-14 16:45:54 +02:00