fce51c6cc4
Added R² to PAC NLS estimator.
2019-10-28 16:35:45 +01:00
6a959c4629
Put estimated residuals in a dseries object.
2019-10-28 16:34:56 +01:00
294379265d
Merge remote-tracking branch 'community/master' into enterprise
2019-10-25 17:35:20 +02:00
c978b86a72
reporting: make horizontal line extend the width of the page
2019-10-25 17:31:46 +02:00
36b83ad079
Merge remote-tracking branch 'community/master' into enterprise
2019-10-24 12:07:07 +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
645ebda638
Merge remote-tracking branch 'community/master' into enterprise
2019-10-23 16:48:01 +02:00
56e7144b91
Merge remote-tracking branch 'community/master' into enterprise
2019-10-23 16:30:29 +02:00
7c112f939a
Updated dseries submodule (bug fix).
2019-10-23 15:49:11 +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
682b08a98f
Updated dseries submodule.
2019-10-16 21:35:33 +02:00
1211d4c01e
Updated dseries submodule (changed merge behaviour).
2019-10-16 20:58:49 +02:00
3648ccb8ff
Adjust result output for NLS and Iterative OLS.
2019-10-10 10:10:23 +02:00
8b86f8a25b
ignore unused output variable
2019-10-09 14:53:33 +02:00
3434ec2f9b
NLS estimation of PAC: fmincon now available under Octave
2019-10-09 12:32:26 +02:00
8875ac14d8
Merge remote-tracking branch 'community/master' into enterprise
2019-10-09 12:32:12 +02:00
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
41c66583ac
Add linear combination support for growth neutrality in Iiterative OLS.
2019-10-08 23:18:40 +02:00
8f6647b557
fix typo
2019-10-08 23:15:10 +02:00
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
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
3a33165e8d
Fixed regexpr. Allow parenthesis in expression.
2019-10-02 19:39:27 +02:00
afcdf46e80
capitalize Cepremap and Matlab, uncapitalize DYNARE
2019-10-02 14:09:21 +02:00
55a63d3da7
Fixed substitution for lagged variables unavailable in the database.
2019-10-02 10:41:32 +02:00
1668d50aaf
Pass preprocessor options to aggregate routine.
2019-10-02 10:41:32 +02:00
2201c4e745
Fixed import of tags on exogenous variables.
2019-10-02 10:41:32 +02:00
4f479bfbe8
Allow diff(-diff(X)) or diff(-log(X)) in the LHS.
2019-10-02 10:41:32 +02:00
fd2cb24911
Allow log(-X) or diff(-X) on the LHS.
2019-10-02 10:41:32 +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
8e1528c1cb
Temporary fix for growth parameter in PAC models
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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
cbb59fe6f8
Merge remote-tracking branch 'community/master' into enterprise
2019-09-26 16:54:27 +02:00
07937f5b9f
Updated dseries submodule (is{row,column,matrix} are builtin functions, not M-files).
...
[skip-ci]
2019-09-26 15:37:21 +02:00
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
71a68919bf
Fix mistakes done during previous merge commits
2019-09-26 15:18:18 +02:00
f665117879
Remove spurious indentation changes
...
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
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
...
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
...
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
83f809e048
small fixes
2019-08-12 11:40:40 -04:00
53ae549350
histval_file: small changes
2019-07-29 10:48:49 -04:00
ca3b241317
Updated dseries submodule (bug fix: path to dseries class).
2019-07-26 11:05:24 +02:00
908950f121
replace getfield/setfield with dynamic fields
2019-07-25 14:28:35 -04:00
e3f1ea7e3c
Added upper bound to error correction parameter.
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Available only for lsqnonlin, fmincon, annealing, and particleswarm algorithms.
2019-07-24 11:21:52 +02:00
7be2f966c3
dyn_ols: bug fix: sign was not taken into account from AST when endogenous to be subtracted from LHS
2019-07-22 10:16:22 -06:00
d11815cba0
Cosmetic change.
2019-07-19 21:33:13 +02:00
84d4f48ada
Fixed typo.
2019-07-19 16:51:50 +02:00
499481e889
Fixed bug.
...
aggregate was crashing in the absence of tags on the endogenous or exogenous variables.
2019-07-19 16:51:16 +02:00
2cfff70a64
Fixed bug (wrong index in loop i -> j).
2019-07-17 17:59:21 +02:00
426cce8199
Remove endogenous variables potentially remaining in the list of exogenous variables.
2019-07-17 17:52:16 +02:00
052d304789
Remove kstate in dyn_second_order_solver
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kstate is not needed anymore as all information is found in M_.lead_lag_incidence
See Dynare/dynare#1653
2019-07-16 10:33:02 +02:00
fe165c2430
LaTeX files generated by the preprocessor are now under <basename>/latex/
2019-07-11 17:35:30 +02:00
4030169db9
k_order_perturbation MEX: number of threads is now configurable
2019-07-09 17:33:14 +02:00
f8af21819e
Simplify the interface to perfect_foresight_problem MEX
2019-07-09 14:33:17 +02:00
2ad6b31d76
Option endogenous_terminal_period is only available for stack_solve_algo=0
2019-07-04 18:37:27 +02:00
29396b0cda
Improve comment about oo_.dr.kstate
2019-07-04 18:37:23 +02:00
682eecf06e
Add “diff” and “flip” options to plot_shock_decomposition and initial_condition_decomposition
...
This is only the interface. The actual implementation and the documentation are
still missing.
Ref #1649
[skip ci]
2019-07-03 16:33:10 +02:00
7d9b2a557b
perfect_foresight_problem MEX: number of threads is now configurable
2019-06-27 17:00:12 +02:00
0eab36e823
sparse_hessian_times_B_kronecker_C MEX: by default, use maximum parallelization
2019-06-27 14:34:09 +02:00
7c39b12b7b
Always compile MEX files with OpenMP (when they can take advantage of it)
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As a consequence, remove the --enable-openmp option of the configure script.
2019-06-25 17:26:17 +02:00
82cef48eb4
A_times_B_kronecker_C MEX: remove the OpenMP codepath
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Testing shows that it is slower than the BLAS path.
2019-06-25 17:26:14 +02:00
5b591fac42
New perfect_foresight_problem MEX file
...
It constructs the stacked residuals and jacobian of the perfect foresight
problem.
It is an almost perfect replacement for the perfect_foresight_problem.m
routine, while being much more efficient.
Note however that the DLL never return complex numbers (it instead puts NaNs at
the place where there would have been complex). This may create problems for
some MOD files; the algorithms will need to be adapted to use a more
line-search method.
2019-06-24 17:53:59 +02:00
6ddd58d0b0
Added the possibility to invert (nonlinear) static models.
...
(cherry picked from commit 52b8c56da2
2019-06-21 11:33:24 +02:00
766f752e7e
Explicitly list input arguments.
...
Do not use varargin.
(cherry picked from commit 3fa584737d
2019-06-21 11:33:00 +02:00
33873da95d
Fixed bug.
...
Database was not updated with auxiliary variables.
(cherry picked from commit a64be8ff96
2019-06-21 11:32:16 +02:00
84c24fc9e9
Use dprintf routine (in matlab/backward subfolder).
2019-06-21 11:27:44 +02:00
590fe96946
Added routine for simulating static models.
...
(cherry picked from commit b3af8c4a48
2019-06-21 11:27:13 +02:00
0b363b0c71
Added new routine for disp(sprintf(...)).
...
(cherry picked from commit b32eee740d
2019-06-21 11:26:50 +02:00
c415508b63
Test if leaded variables exists when calling simul_backward_model routine.
...
(cherry picked from commit fec807ea17
2019-06-21 11:26:29 +02:00
52b8c56da2
Added the possibility to invert (nonlinear) static models.
2019-06-21 11:21:34 +02:00
3fa584737d
Explicitly list input arguments.
...
Do not use varargin.
2019-06-21 11:21:34 +02:00
a64be8ff96
Fixed bug.
...
Database was not updated with auxiliary variables.
2019-06-21 11:21:34 +02:00
dc251f53f4
Use dprintf routine (in matlab/backward subfolder).
2019-06-21 11:21:34 +02:00
b3af8c4a48
Added routine for simulating static models.
2019-06-21 11:21:34 +02:00
b32eee740d
Added new routine for disp(sprintf(...)).
2019-06-21 11:21:34 +02:00
fec807ea17
Test if leaded variables exists when calling simul_backward_model routine.
2019-06-21 11:21:34 +02:00
aedc9fb2e4
Bugfix: perfect_foresight_setup safety check does not correctly index M_.lead_lag_incidence
2019-06-18 17:01:06 +02:00
ec05451d1a
Remove symmetric elements in 3rd model derivatives
2019-06-17 16:18:07 +02:00
a5c8ab3dbf
Fix path to Windows MEX files with recent MATLAB
2019-05-21 17:28:18 +02:00
e79c618f38
No longer automatically add M-file substitutes for missing MEX files
...
However, keep the substitutes under matlab/missing/mex/, so that they can be
manually added should the need arise.
2019-05-21 12:37:35 +02:00
e872f08cc5
Improve display of preprocessor arguments under Octave
2019-05-20 18:53:51 +02:00
d4ca60ad28
Renames PAC/VAR expectation aux. variable.
...
Use _PE or _VE postfix instead of PE_ or VE_ prefix.
2019-05-20 14:44:28 +02:00
c8e8f04a56
Add a replacement for strjoin (missing in MATLAB < R2013a)
...
As a consequence, revert commits 2e1f1897245d05adeab6
2019-05-20 12:47:41 +02:00
2977c9336e
fix finding CPU's number when larger than 9
2019-05-20 09:57:10 +00:00
9be7568c94
Bug fix in growth neutrality correction.
...
An index was used instead of a parameter value when modifying the
correction (for handling models with non optimizing agents and/or models with
exogenous variables).
2019-05-17 12:27:15 +02:00
75945a62ac
Fixed plot_contribution routine.
2019-05-14 22:12:33 +02:00
5a36d57b90
Perfect foresight: remove unused nnzJ argument in several stacked problem functions
2019-05-13 18:33:26 +02:00
088826a332
Perfect foresight: remove useless model evaluation
2019-05-13 18:33:26 +02:00
0d85e08292
olsgibbs: save pnames in output
2019-05-10 14:50:44 +02:00
5d05adeab6
remove another instance of strjoin
2019-05-08 15:58:10 +02:00
2e1f189724
compatibility problem introduced in 9deab17d7424b25395110cefa7c4531b8fcde638: strjoin was introduced in R2013a
2019-05-08 15:36:32 +02:00
9deab17d74
clean up rplot
2019-05-08 12:48:28 +02:00
317e713b26
Do not print parameters or varexo statements if plist or xlist are empty.
2019-05-04 08:52:51 +02:00
6ac751bf26
Updated preprocessor submodule.
2019-05-04 08:51:34 +02:00
ede5b5e4c0
Ensure that the variable names are unique.
2019-05-03 16:15:54 +02:00
ea68f849d5
Renamed routine.
2019-04-29 23:49:04 +02:00
0352ba1ff2
Handle equation with diff(diff(log())).
2019-04-29 23:45:15 +02:00
d7042b8e80
Fixes for models without parameters or exogenous variables.
2019-04-27 18:08:19 +02:00
1a55cd7945
Write files only if necessary.
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DO not print files for parameters declaration, exogenous variables declarations
or parameter values if the selected equations do not have parameters and/or
exogenous variables (typically accounting identities).
2019-04-26 18:46:34 +02:00
64dc44740b
Efficiency change.
2019-04-26 16:20:45 +02:00
99edfc52ed
Removed unused routine.
2019-04-26 15:55:48 +02:00
24cc67e585
Ensure that all perfect foresight solvers work with periods=1.
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See #1205 and #1176 .
2019-04-26 15:55:48 +02:00
fd61c049f9
remove unused return variable
2019-04-25 17:37:38 +02:00
ee891948e0
Moved IntegrationAgorithm under options_.ep.stochastic
2019-04-18 18:03:57 +02:00
0ae1471afc
Temporary workaround for missing option.
...
The implementation of scaled unscented transform has to be reworked.
2019-04-18 18:03:57 +02:00
c30bdf7bbe
Fixed bug in stochastic extended path if model has lags or no leads.
2019-04-18 18:03:57 +02:00
099bdc5450
Activited unit tests.
2019-04-18 18:03:57 +02:00
42140ff8fb
Updated header.
2019-04-18 18:03:57 +02:00
fa8ffbf3c3
fixed IntegrationAlgorithm ep option
2019-04-18 18:03:57 +02:00
1e92e308b9
Pruning is not available for order > 3
...
Ref #217
2019-04-15 18:50:16 +02:00
e281f35213
Lift upper restriction on approximation order
...
Ref #217
2019-04-15 17:34:01 +02:00
b1ba53ce05
dynare_simul_ DLL: adapt for an arbitrary approximation order
...
The last input argument is now a struct containing matrices g_0, g_1,…
Typically one can pass oo_.dr for this argument.
Ref #217
2019-04-15 17:34:01 +02:00
03ac8c8182
simult_: fix bug in error message
2019-04-12 18:26:30 +02:00
aa66949a13
read JSON for stochastic simulations from GUI
2019-04-12 15:24:03 +02:00
2d9e7a704b
Always write list of variables on more than one line.
...
(one line per variable)
2019-04-11 10:42:50 +02:00
fe4a15e417
Fixed bug if LHS no present in datablase.
...
Removed range on the left hand side.
2019-04-11 10:13:34 +02:00
ba46992e18
Bug fix (filter out lhs variable).
2019-04-10 10:40:41 +02:00
b556290d60
k-order DLL: simplify and better document correspondence between Dynare and Dynare++ variable orderings
2019-04-10 09:23:32 +02:00
Stéphane Adjemian (Charybdis)
Houtan Bastani
Sébastien Villemot
Dóra Kocsis
Stéphane Adjemian (Charybdis)
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Willi Mutschler
MichelJuillard
Stéphane Adjemian
Michel Juillard
Sumudu Kankanamge
