Stéphane Adjemian (Charybdis)
23c927b708
Updated build for matlab R2020a.
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(cherry picked from commit 166865149e
2020-03-26 15:38:41 +01:00
Stéphane Adjemian (Charybdis)
e90549d2df
Bug fix. Dynare configuration hook was not evaluated.
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(cherry picked from commit e2b20f3e3e
2020-03-26 15:37:55 +01:00
Stéphane Adjemian (Charybdis)
6ffbda470e
Use merge instead of horcat.
2020-03-13 17:44:35 +01:00
Stéphane Adjemian (Charybdis)
4bd775948e
Allow empty argument.
2020-03-13 17:44:09 +01:00
Stéphane Adjemian (Charybdis)
2bc7944286
Removed warning.
2020-03-11 12:47:23 +01:00
Stéphane Adjemian (Charybdis)
b4db697e0f
Cosmetic change.
2020-03-11 12:47:02 +01:00
Stéphane Adjemian (Charybdis)
a4519f6b86
Bug fix (solve_algo={12,14}).
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Removed threshold for detecting the non zero elements in the rows of
the Jacobian matrix. Using tolf as a threshold parameter for identifying
the non zero elements leaded (not systematically) the algorithm to not
reevaluate the residuals of the dynamic model while necessary.
2020-03-11 12:38:59 +01:00
Stéphane Adjemian (Charybdis)
492b0fffea
Cosmetic change.
2020-03-11 12:34:21 +01:00
Stéphane Adjemian (Charybdis)
0f96df82e9
Updated dseries submodule.
2020-03-06 11:27:25 +01:00
Stéphane Adjemian (Charybdis)
864d4c25c7
Updated simulation routine for nonlinear backward models.
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Changes necessary for the latest patches on dynare_solve (solve_algo={12,14}).
2020-02-27 22:58:19 +01:00
Stéphane Adjemian (Charybdis)
67b18710e8
Bug fix and efficiency change.
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- Even in models where there is only one endogenous variable in the
LHS and where all the LHS are unique, it may be that because of the
preprocessor transformations an auxiliary variable appears in more
than one LHS. If diff(X) is on the LHS of an equation in the original
model, the preprocessor will create an auxiliary variable AUX_DIFF
which will appear in the the original equation, replacing diff(X),
and in a new equation defining the auxiliary variable. In this case
the, the Dulmage-Mendelsohn decomposition will associate AUX_DIFF
with the original equation and X with the equation. This was
problematic in the previous version of the algorithm, since it was
assumed that each equation determines the LHS variable (here AUX_DIFF
= X - X(-1) determines a RHS variable (X).
- Changed the expression for evaluating an LHS variable under a log.
- Improved efficiency by not evaluating the residuals of the model if
not required for solving the current univariate block.
2020-02-27 22:08:21 +01:00
Stéphane Adjemian (Charybdis)
84e7d4bd3d
Adapted code to use solve_algo={12,14}.
2020-02-20 13:12:16 +01:00
Stéphane Adjemian (Charybdis)
fa95a6347d
Added new nonlinear solvers (solve_algo 12 and 14).
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These algorithms are alternative versions of 2 and 4 specialized for
models where each equation has only one endogenous variable on the
left hand side (only allowed expression on LHS is the log of an
endogenous variable). Univariate recursive blocks are then not solved
with a non linear but by evaluating the RHS expression.
2020-02-20 13:07:54 +01:00
Stéphane Adjemian (Charybdis)
012e261944
Do not display the mapping between residuals and equations.
2020-02-20 11:39:03 +01:00
Stéphane Adjemian (Charybdis)
776f50b124
Changed rescaling strategy in trust region algorithm.
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Reverts to the original MINPACK's behaviour.
2020-02-20 09:34:13 +01:00
Stéphane Adjemian (Charybdis)
0f23f88700
Exit gracefully if Newton solver fails (added try/catch block).
2020-02-19 14:39:02 +01:00
Stéphane Adjemian (Charybdis)
bcfa574462
Display equation name.
2020-02-17 21:48:25 +01:00
Stéphane Adjemian (Charybdis)
f3d45542fa
Fixed call to exactstrrep (adding missing parenthesis around expression).
2020-02-12 17:21:00 +01:00
Stéphane Adjemian (Charybdis)
e56a681ce2
Removed debugging code.
2020-02-12 09:44:42 +01:00
Stéphane Adjemian (Charybdis)
87e688011e
Fixed bug in setting blockname equation tag.
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The blockname tag was overwritten (with the name of the LHS endogenous variable).
2020-02-11 19:09:33 +01:00
Stéphane Adjemian (Charybdis)
6406bf97d4
Fixed Windows vs Linux path separator issue.
2020-02-11 19:08:37 +01:00
Stéphane Adjemian (Charybdis)
004d0fa30b
Updated dseries submodule (added projection method).
2020-02-10 17:15:31 +01:00
Stéphane Adjemian (Charybdis)
48b5005ed3
More factorizatiion when calling loadjson_ routine.
2020-02-03 18:12:14 +01:00
Stéphane Adjemian (Charybdis)
3521e83b26
Factorize calls to loadjson_ routine.
2020-02-02 21:52:44 +01:00
Stéphane Adjemian (Charybdis)
1e0da3a6a7
Removed global.
2020-02-02 21:14:23 +01:00
Stéphane Adjemian (Charybdis)
0aa78c6914
Added the possibility to change more than one variable name in an equation.
2020-01-31 18:57:22 +01:00
Stéphane Adjemian (Charybdis)
d136be8a84
Updated preprocessor submodule (added issing include).
2020-01-31 17:47:34 +01:00
Stéphane Adjemian (Odysseus)
5289636f69
Do not include the original names of the transformed endogenous variables.
2020-01-30 20:31:21 +01:00
Stéphane Adjemian (Odysseus)
3dbc7640d9
Fixed list of exogenous variables in cherry-picking.
2020-01-30 19:21:50 +01:00
Stéphane Adjemian (Odysseus)
95acf31a69
Fixed optional renaming of the variables.
2020-01-30 11:46:17 +01:00
d24ad5ac99
CI: fix triggering of deploy jobs
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The deploy jobs were broken since ffbdd6f528
2020-01-29 21:14:41 +01:00
Stéphane Adjemian (Odysseus)
1c5f6a97c0
Fixed bug in cherry-picking (LHS expressions were wrong).
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For instance LHS expression as `diff(log(X))` was replaced by `X` in
the generated model.inc file.
2020-01-29 18:34:26 +01:00
Stéphane Adjemian (Odysseus)
d5e2b0f9f8
Updated integration test with new interface for aggregate routine.
2020-01-29 18:28:35 +01:00
Stéphane Adjemian (Odysseus)
b00db0e035
Fixed bug (cannot use a reserved keyword as a tag name).
2020-01-29 18:27:29 +01:00
Stéphane Adjemian (Odysseus)
9590175a9a
Fixed loadjson_ routine (when relying on jsondecode).
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Fixed issues with escape characters and updated the preprocessor.
2020-01-29 15:54:54 +01:00
Stéphane Adjemian (Odysseus)
e39c3bad5b
Fixed aggregate if the equation tag name is not available...
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... Or has special characters. In this cases we use the LHS variable
as a name for the equation.
2020-01-29 11:38:20 +01:00
Stéphane Adjemian (Odysseus)
bb302279ea
Do not add tag for block name if rootfolder is empty.
2020-01-29 09:25:23 +01:00
Stéphane Adjemian (Charybdis)
d4e16b7ffe
Ensure that the equation tag name matches the LHS variable.
2020-01-28 16:40:31 +01:00
Stéphane Adjemian (Charybdis)
dc1b2442db
Added block name to the tags in aggregated models.
2020-01-28 16:40:03 +01:00
Stéphane Adjemian (Charybdis)
32557ce686
Ensure that equations and endogenous variables are unique.
2020-01-28 16:38:15 +01:00
Stéphane Adjemian (Charybdis)
6924e07b20
Use jsondecode to read JSON files if available.
2020-01-28 16:36:40 +01:00
Stéphane Adjemian (Charybdis)
455c806e11
Updated dseries submodule.
2020-01-27 14:03:28 +01:00
Stéphane Adjemian (Charybdis)
3fcca321a2
Bug fixes.
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- cherrypick routine was not returning the correct lists of endogenous
and exogenous variables. The number of endogenous variables was even
not matching the number of equations.
- In some cases LHS expressions were not preprocessed to extract the
name of an endogenous variable.
- Return a non cryptic error message if more than one endogenous
variable appears in the LHS.
2020-01-27 14:02:03 +01:00
Stéphane Adjemian (Charybdis)
7e849f01ad
Code factorization.
2020-01-27 14:02:03 +01:00
ffbdd6f528
CI: replace deprecated “only” syntax by “rules:if”
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Also remove useless deploy jobs from the master branch.
2020-01-21 10:08:23 +01:00
Stéphane Adjemian (Charybdis)
e92fa493a2
Updated dseries submodule.
2020-01-17 18:43:11 +01:00
Stéphane Adjemian (Charybdis)
274b9371f3
Updated dseries submodule.
2020-01-09 17:54:38 +01:00
Stéphane Adjemian (Charybdis)
b33c2c3ce2
Updated dseries submodule (bug fixes in backcast method).
2020-01-06 18:38:20 +01:00
Stéphane Adjemian (Charybdis)
a40a940d51
Same as 8aa86a22 in Iterative OLS.
2020-01-06 11:03:58 +01:00
Stéphane Adjemian (Charybdis)
8aa86a2244
Save the list of parameter names in pac estimation results (NLS).
2020-01-06 11:03:26 +01:00
Sébastien Villemot