Dóra Kocsis
ce16bbfb8c
Implement waitbar in olsgibbs, surgibbs.
2019-12-10 17:03:46 +01:00
Dóra Kocsis
665cd764b8
Return YhatOrig and Yobs in dyn_ols, olsgibbs, sur, surgibbs.
2019-12-10 15:44:14 +01:00
Sébastien Villemot
6f91bde894
Merge remote-tracking branch 'community/master' into enterprise
2019-12-06 16:10:09 +01:00
Houtan Bastani
dec7d4fdb4
dynare.m: simplify code
2019-12-06 12:01:58 +01:00
Houtan Bastani
3a223e9c08
fix uncommon bug in parsing dynare command line options
...
previously, `nopathchange` and `nopreprocessoroutput` were set even if they were values instead of option names.
`nopathchange` would further remove all options that contained `'nopathchange'`
e.g. `dynare example1.mod savemacro=nopathchange` would erroneously set `nopathchange` to true and would delete the `savemacro` option altogether
In the fix, just check that the match starts in position 1 as, if the argument passed is longer than the matching pattern (e.g. nopathchangee), the preprocessor will stop processing with a usage error
2019-12-06 12:01:57 +01:00
Houtan Bastani
5c9476fb57
return YhatOrig in dyn_ols and olsgibbs as the non-transformed Yhat
2019-12-06 10:01:28 +01:00
Stéphane Adjemian (Charybdis)
34a1605a02
Updated git submodule.
...
[ci skip]
2019-12-05 12:15:36 +01:00
Stéphane Adjemian (Charybdis)
2184195826
Updated dseries submodule.
...
[ci skip]
2019-12-05 12:10:36 +01:00
Dóra Kocsis
da201b29c1
Fix print_equations
2019-12-03 16:01:42 +01:00
Sébastien Villemot
6a89783b65
Merge remote-tracking branch 'community/master' into enterprise
2019-12-03 15:39:59 +01:00
Dóra Kocsis
58feb6496b
Fix olsgibbs residual output.
2019-12-03 10:50:11 +01:00
Dóra Kocsis
93d254ef9d
Add residuals to olsgibbs function output.
2019-12-02 16:22:11 +01:00
Houtan Bastani
0087eaab93
`precision` was not an accurate variable name; `field_width` is better
2019-12-02 15:34:06 +01:00
Houtan Bastani
196266cbe4
give more space to columns printed by dyn_table
2019-12-02 15:32:38 +01:00
Dóra Kocsis
b9af92eb8a
Save conditional forecast output in oo_. Closes : Dynare/dynare#1672
2019-11-29 15:25:05 +01:00
Houtan Bastani
f2205ed4a1
add nograph option to plot_shock_decomposition
...
In updating the preprocessor, also update call to plot_icforecast
2019-11-29 15:17:41 +01:00
Houtan Bastani
14384c233f
reporting: correctly handle `showDate` option of report
2019-11-29 12:02:00 +01:00
Houtan Bastani
3ef8564279
reporting: add ability to make title page
2019-11-29 11:36:00 +01:00
Houtan Bastani
b126d79918
introduce dynare options `exclude_eqs` and `include_eqs`
2019-11-27 15:53:14 +01:00
Sébastien Villemot
c5537e23ae
Merge branch 'tolerance' into 'master'
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Nonlinear solver: tolerance for first Newton iteration is now smaller than for subsequent ones
See merge request Dynare/dynare!1674
2019-11-27 13:21:51 +00:00
Michel Juillard
f70f7761db
Nonlinear solver: tolerance for first Newton iteration is now
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smaller than for subsequent ones. Closes : #1668
2019-11-27 14:19:01 +01:00
Sébastien Villemot
4a8dd1e8fa
Merge branch 'steadystate_file' into 'master'
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Remove globals from user-defined steadystate file
See merge request Dynare/dynare!1673
2019-11-26 17:26:19 +00:00
Johannes Pfeifer
0c01c31491
Remove global variables from user-defined steady state files
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M_ and options_ are now passed as an input; params is an output as in the _steadystate2.m files
2019-11-26 17:05:14 +01:00
Sébastien Villemot
55d7397d40
Remove utilites for converting oo_ between Dynare versions
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It’s not clear that such utilities are useful (people should rather update
their MATLAB). It’s also a lot of work, and it’s probably better to focus on
documenting the incompatibilities.
Closes : #915
2019-11-26 16:26:50 +01:00
Michel Juillard
d0247277f9
after check, oo_.dr isn't empty but oo_.dr.ghx + friends don't exist
2019-11-25 21:54:53 +01:00
Stéphane Adjemian (Charybdis)
d740af10f3
PAC/nls save lhs and fitted variables.
2019-11-25 17:29:45 +01:00
Stéphane Adjemian (Charybdis)
031456655c
Cosmetic changes.
2019-11-25 17:28:56 +01:00
Stéphane Adjemian (Charybdis)
7e7f57d7d1
Encoding fixes.
2019-11-25 11:48:09 +01:00
Michel Juillard
f6daa359b7
fix tolf and tolx options for sim1_purely_forward
2019-11-23 22:47:17 +01:00
Michel Juillard
2652cb0dd7
fix tolf and tolx options for sim1_purely_backward
2019-11-23 22:44:10 +01:00
Dóra Kocsis
75a929051f
Update sur and surgibbs function outputs.
2019-11-22 10:59:01 +01:00
Sébastien Villemot
900fbe86e7
Merge branch 'plot_identification' into 'master'
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plot_identification.m: fix placing of white dots for infinite values
See merge request Dynare/dynare!1668
2019-11-22 09:29:26 +00:00
Houtan Bastani
7b1c61f63c
allow `sur` to be run from the Matlab prompt
2019-11-21 20:12:13 +01:00
Johannes Pfeifer
8a171b82a8
plot_identification.m: fix placing of white dots for infinite values
2019-11-21 16:25:19 +01:00
Sébastien Villemot
a327e2c9b8
Merge branch 'tex_subfolder' into 'master'
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Move remaining LaTeX-file to subfolder
Closes #1655
See merge request Dynare/dynare!1667
2019-11-21 14:15:54 +00:00
Johannes Pfeifer
8e5fd8dc4e
Move creation of subfolder outside of TeX-check
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Required if we only want the figure
2019-11-21 11:58:16 +01:00
Johannes Pfeifer
0075776716
Laplace approximation: filter out non-positive definite Hessians
...
Closes https://git.dynare.org/Dynare/dynare/issues/1659
2019-11-21 11:32:13 +01:00
Johannes Pfeifer
a59534a284
Move remaining figures and related TeX output from main folder to graphs
2019-11-21 10:14:48 +01:00
Johannes Pfeifer
c6b757646e
Move remaining LaTeX-files to subfolder
...
Closes https://git.dynare.org/Dynare/dynare/issues/1655
2019-11-21 10:14:48 +01:00
Stéphane Adjemian (Charybdis)
13cadd8e02
Do not use concatenation for populating database with fitted values.
2019-11-19 12:08:09 +01:00
Stéphane Adjemian (Charybdis)
9f5f4b6981
Cosmetic changes.
2019-11-18 21:48:52 +01:00
Sébastien Villemot
98bdf76581
MATLAB R2009b compatibility fixes
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— use XLS instead of XLSX in testsuite datafiles
— use optimset instead of optimoptions
— use quadv/quadl/quadgk instead of integral
— fix race condition in load_m_file_data_legacy.m tests
— use fallback implementation for intersect(…, 'stable')
2019-11-15 18:27:37 +01:00
Sébastien Villemot
caf0c8e1f8
Trust region solver: recompute Jacobian only when necessary
...
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
Dóra Kocsis
4c49eddb97
Add fallback implementation for contains and splitlines functions.
2019-11-13 13:05:28 +01:00
Sébastien Villemot
849aff9ea7
Merge branch 'enterprise' into 'enterprise'
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Add routine printing equations where a searched variable appears in.
See merge request Enterprise/dynare!4
2019-11-08 17:45:49 +00:00
Dóra Kocsis
b4cd1c0f57
Add routine printing equations where a searched variable appears in.
2019-11-08 17:33:27 +01:00
Houtan Bastani
5c84f99d5f
Merge remote-tracking branch 'community/master' into enterprise
2019-11-06 15:25:37 -05:00
Houtan Bastani
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
Stéphane Adjemian (Charybdis)
3746d6254a
Cosmetic change. Removed warning backtrace.
2019-11-02 17:48:06 +01:00
Stéphane Adjemian (Charybdis)
2eb793a1f9
Added routine returning the equation tag of a PAC equation.
...
This routine is to be used to programatically search results under
oo_.pac.
For instance, if one wants to display the R² associated to the
estimation of the PAC equation named `zpac`, where the PAC model name
is `pacman`:
oo_.pac.pacman.equations.(geteqtag('zpac', 'pacman', M_)).R2
2019-10-28 17:58:12 +01:00
Stéphane Adjemian (Charybdis)
fce51c6cc4
Added R² to PAC NLS estimator.
2019-10-28 16:35:45 +01:00
Stéphane Adjemian (Charybdis)
6a959c4629
Put estimated residuals in a dseries object.
2019-10-28 16:34:56 +01:00
Houtan Bastani
294379265d
Merge remote-tracking branch 'community/master' into enterprise
2019-10-25 17:35:20 +02:00
Houtan Bastani
c978b86a72
reporting: make horizontal line extend the width of the page
2019-10-25 17:31:46 +02:00
Houtan Bastani
36b83ad079
Merge remote-tracking branch 'community/master' into enterprise
2019-10-24 12:07:07 +02:00
Houtan Bastani
5f2d60f945
fix reporting bugs with addData
2019-10-24 12:03:33 +02:00
Houtan Bastani
be3c48604b
change name of mex folder in macOS to conform with Dynare minimum
2019-10-23 18:59:36 +02:00
Houtan Bastani
908523dbb8
fix bug that caused reporting not to work in MATLAB < R2012a
2019-10-23 17:37:31 +02:00
Sébastien Villemot
645ebda638
Merge remote-tracking branch 'community/master' into enterprise
2019-10-23 16:48:01 +02:00
Sébastien Villemot
56e7144b91
Merge remote-tracking branch 'community/master' into enterprise
2019-10-23 16:30:29 +02:00
Stéphane Adjemian (Charybdis)
7c112f939a
Updated dseries submodule (bug fix).
2019-10-23 15:49:11 +02:00
Houtan Bastani
ac689b83ee
fix bug in reporting on Windows where `filesep`t results in a tab character
2019-10-23 15:11:43 +02:00
Stéphane Adjemian (Charybdis)
682b08a98f
Updated dseries submodule.
2019-10-16 21:35:33 +02:00
Stéphane Adjemian (Charybdis)
1211d4c01e
Updated dseries submodule (changed merge behaviour).
2019-10-16 20:58:49 +02:00
Dóra Kocsis
3648ccb8ff
Adjust result output for NLS and Iterative OLS.
2019-10-10 10:10:23 +02:00
Houtan Bastani
8b86f8a25b
ignore unused output variable
2019-10-09 14:53:33 +02:00
Sébastien Villemot
3434ec2f9b
NLS estimation of PAC: fmincon now available under Octave
2019-10-09 12:32:26 +02:00
Sébastien Villemot
8875ac14d8
Merge remote-tracking branch 'community/master' into enterprise
2019-10-09 12:32:12 +02:00
Sébastien Villemot
71996fd077
Error out if mode_compute=12 and under Octave, or MATLAB w/o global optim tbox
...
[skip ci]
2019-10-09 12:30:41 +02:00
DoraK
41c66583ac
Add linear combination support for growth neutrality in Iiterative OLS.
2019-10-08 23:18:40 +02:00
DoraK
8f6647b557
fix typo
2019-10-08 23:15:10 +02:00
Sébastien Villemot
b3d1e8412b
Add support for mode_compute=1 under Octave
...
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
Sébastien Villemot
100f4d5130
Simplify octave_ver_less_than using builtin compare_versions()
2019-10-08 18:38:15 +02:00
Houtan Bastani
5592078269
uncapitalize DYNARE in error messages
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[skip ci]
2019-10-04 10:20:11 +02:00
Houtan Bastani
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
Sébastien Villemot
f44bb38c72
More capitalization fixes and cosmetics
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[skip ci]
2019-10-03 16:21:15 +02:00
Stéphane Adjemian (Charybdis)
3a33165e8d
Fixed regexpr. Allow parenthesis in expression.
2019-10-02 19:39:27 +02:00
Houtan Bastani
afcdf46e80
capitalize Cepremap and Matlab, uncapitalize DYNARE
2019-10-02 14:09:21 +02:00
Stéphane Adjemian (Charybdis)
55a63d3da7
Fixed substitution for lagged variables unavailable in the database.
2019-10-02 10:41:32 +02:00
Stéphane Adjemian (Charybdis)
1668d50aaf
Pass preprocessor options to aggregate routine.
2019-10-02 10:41:32 +02:00
Stéphane Adjemian (Charybdis)
2201c4e745
Fixed import of tags on exogenous variables.
2019-10-02 10:41:32 +02:00
Stéphane Adjemian (Charybdis)
4f479bfbe8
Allow diff(-diff(X)) or diff(-log(X)) in the LHS.
2019-10-02 10:41:32 +02:00
Stéphane Adjemian (Charybdis)
fd2cb24911
Allow log(-X) or diff(-X) on the LHS.
2019-10-02 10:41:32 +02:00
Stéphane Adjemian (Charybdis)
6a87779d9e
Cosmetic change.
2019-10-01 14:48:43 +02:00
Stéphane Adjemian (Charybdis)
8eb3023069
Changed isint function.
...
To make it consistent with the routine available in the dates toolbox.
2019-10-01 14:48:12 +02:00
Stéphane Adjemian(Charybdis)
634b11de70
Cosmetic change.
2019-10-01 14:43:16 +02:00
Stéphane Adjemia (Scylla)
ab911e98c4
Cosmetic changes.
2019-10-01 14:42:47 +02:00
Stéphane Adjemian (Scylla)
f3600b0de9
Added trap for complex residuals and jacobian in nonlinear solver.
2019-10-01 14:40:17 +02:00
Sébastien Villemot
8e1528c1cb
Temporary fix for growth parameter in PAC models
...
The preprocessor has been modified to allow linear combinations in the growth
parameter (see Dynare/preprocessor@a0f74f5c16 and
Dynare/preprocessor@d873414728 ).
This commit restores the previous functionality (i.e. it fixes the simple case
where only one parameter/variable is provided for the growth parameter).
The code still needs to be adapted to really handle linear combinations.
2019-09-26 17:35:31 +02:00
Sébastien Villemot
cbb59fe6f8
Merge remote-tracking branch 'community/master' into enterprise
2019-09-26 16:54:27 +02:00
Stéphane Adjemian (Charybdis)
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
Sébastien Villemot
aa6456b156
Drop redundant rfvar3.m
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This function is already present as a private function of bvar_toolbox.m. It is
not needed anywhere else.
2019-09-26 15:18:37 +02:00
Sébastien Villemot
71a68919bf
Fix mistakes done during previous merge commits
2019-09-26 15:18:18 +02:00
Sébastien Villemot
f665117879
Remove spurious indentation changes
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This commits reverts various spurious indentation changes that were on the
ecb-master but not on the master branch.
2019-09-26 15:17:54 +02:00
Sébastien Villemot
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
to fix problems with hybrid
Unix/Windows parallel clusters).
2019-09-25 16:06:38 +02:00
Sébastien Villemot
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
Sébastien Villemot
d30ccf07f7
Update dseries submodule
2019-09-18 19:10:53 +02:00
Houtan Bastani
502b0c5038
change name of folder in 8d2e3def95
2019-09-16 17:57:13 +02:00
Houtan Bastani
8d2e3def95
macOS: use different mex files depending on Matlab version
2019-09-16 17:33:10 +02:00
Houtan Bastani
6ddf87aa92
stoch_simul: save var_list in oo_. closes #1646
2019-09-12 15:02:18 +02:00