Commit Graph

13005 Commits (23c927b708e2131064be388af156f0ac88bdb40e)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 4b7f8f21d8 Updated dseries submodule (Fixes for Octave and old Matlab versions). 2019-12-14 10:43:54 +01:00
Stéphane Adjemian (Charybdis) 4fb7ec7f4c Updated dseries submodule (added backcast method). 2019-12-13 14:59:14 +01:00
Stéphane Adjemian (Charybdis) 30cfe6bfc5 Updated dseries submodule (added nanmean method). 2019-12-12 18:17:07 +01:00
Stéphane Adjemian (Charybdis) 98de4e4427 Less cryptic error message when variable is missing in the database. 2019-12-10 22:40:23 +01:00
Sébastien Villemot 31d29cd217 Merge branch 'enterprise' into 'enterprise'
Implement waitbar in olsgibbs, surgibbs.

See merge request Enterprise/dynare!11
2019-12-10 21:35:25 +00:00
Dóra Kocsis ce16bbfb8c Implement waitbar in olsgibbs, surgibbs. 2019-12-10 17:03:46 +01:00
Sébastien Villemot a46ae4cfb1 Merge branch 'enterprise' into 'enterprise'
Return YhatOrig and Yobs in dyn_ols, olsgibbs, sur, surgibbs.

See merge request Enterprise/dynare!10
2019-12-10 15:57:23 +00:00
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
Sébastien Villemot 8586fea2b9
Preprocessor: under Windows, apply the workaround for +<basename> removal to +objective subfolder 2019-12-06 15:25:00 +01:00
Sébastien Villemot c646736b9b
Emacs mode: update for recent additions to the language 2019-12-06 15:24:48 +01:00
Houtan Bastani a77472772f
doc: update macOS min version and document package installation 2019-12-06 14:58:19 +01:00
Houtan Bastani 5e429f8c92
update preprocessor
- fix bug with cbrt
- fix latex output
- add compilation_setup command. closes preprocessor#35
- fix bugs with initial_condition_decomposition. preprocessor#37
2019-12-06 14:58:19 +01:00
Houtan Bastani fa493bc10a
doc: fix typo 2019-12-06 14:58:19 +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
Sébastien Villemot fe0fdf2ccb
Fix Fortran flags under MEX for MATLAB
There was a typo in fedeeaad9f.

By the way, use the modern Fortran compiler when trying to detect slicot.
2019-12-03 18:48:19 +01:00
Sébastien Villemot 8d21c5a068 Merge branch 'enterprise' into 'enterprise'
Fix print_equations

See merge request Enterprise/dynare!9
2019-12-03 16:20:27 +00:00
Sébastien Villemot 6a26926892
Add new block_trust_region MEX
This MEX solves nonlinear systems of equations using a trust region algorithm.
The problem is subdivided in smaller problems by doing a block
triangularisation of the Jacobian at the guess value, using the
Dulmage-Mendelsohn algorithm.

The interface of the MEX is simply:

  [x, info] = block_trust_region(f, guess_value);

Where f is either a function handle or a string designating a function.
f must take one argument (the evaluation point), and return either one or two
arguments (the residuals and, optionally, the Jacobian).

On success, info=0; on failure, info=1.
2019-12-03 16:17:16 +01:00
Sébastien Villemot 93bd817ccb
Add Fortran 2008 interface for a subset of BLAS/LAPACK functions 2019-12-03 16:17:12 +01:00
Sébastien Villemot ba466d22c8
Add Fortran 2008 interface for a subset of MEX functions 2019-12-03 16:17:08 +01:00
Sébastien Villemot fedeeaad9f
Add support for Fortran 2008 in MEX files
By the same token, remove unused support for Fortran 77.
2019-12-03 16:17:00 +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
Sébastien Villemot 3159162d76
Preprocessor update
- systematic recursive ordering of auxiliary equations (preprocessor#22)
- interface for init2shocks (#1650)
2019-12-03 14:29:08 +01:00
Sébastien Villemot 999cb15601 Merge branch 'enterprise' into 'enterprise'
Fix olsgibbs residual output.

See merge request Enterprise/dynare!8
2019-12-03 11:04:54 +00:00
Houtan Bastani 415ed5b2d5
document dseries constructor that takes tables as arguments
Closes #1359
2019-12-03 11:26:28 +01:00
Dóra Kocsis 58feb6496b Fix olsgibbs residual output. 2019-12-03 10:50:11 +01:00
Sébastien Villemot 7f9ba036b7 Merge branch 'enterprise' into 'enterprise'
Add residuals to olsgibbs function output.

See merge request Enterprise/dynare!7
2019-12-02 17:09:31 +00:00
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
Sébastien Villemot 9a3c62e3d6
Add a list of former Dynare Team members 2019-11-29 17:53:06 +01:00
Sébastien Villemot d3802c2a34 Merge branch 'master' into 'master'
Save conditional forecast output in oo_. Closes: Dynare/dynare#1672

Closes #1672

See merge request Dynare/dynare!1675
2019-11-29 16:11:54 +00:00
Houtan Bastani d9f4987b59
doc: add index to html sidebar
closes #1669
2019-11-29 16:26:39 +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 5f1b9b3ee9
update reporting doc 2019-11-29 11:46:33 +01:00
Houtan Bastani 3ef8564279
reporting: add ability to make title page 2019-11-29 11:36:00 +01:00
Sébastien Villemot 5cae192487
Build system: really error out if some dependency is missing
The changes in 8065e9d439 were not working as
intended, because AC_CHECK_PROG expect values and not actions. Hence
AC_MSG_ERROR was not properly executed.

By the way, simplify some test conditions using && instead of if/then/fi
blocks.
2019-11-28 14:43:44 +01:00
Sébastien Villemot 85767cfb19 Merge branch 'enterprise' into 'enterprise'
introduce dynare options `exclude_eqs` and `include_eqs`

See merge request Enterprise/dynare!6
2019-11-27 16:45:08 +00:00
Sébastien Villemot 52cb36d433
Preprocessor update
- new include_eqs and exclude_eqs command-line options
- new “forecast” option to “shock_decomposition”
- remove the “linear” option of “stoch_simul”
- forbid exogenous and exogenous deterministic variables in STEADY_STATE
  operator (#825)
2019-11-27 17:32:52 +01:00
Sébastien Villemot 9e222734a8
Bytecode: fix logic in routine that substracts two sparse matrices
The logic of the dynSparseMatrix::Sparse_substract_SA_SB() routine was
incorrect.

In some cases, it would read past the last nonzero elements of the A matrix,
and consequently write past the number of allocated nonzero elements of the C
matrix.

This would lead to crashes and, probably, to wrong results under certain
circumstances.

Closes: #1652
2019-11-27 16:57:47 +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'
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
smaller than for subsequent ones. Closes: #1668
2019-11-27 14:19:01 +01:00