Commit Graph

13005 Commits (23c927b708e2131064be388af156f0ac88bdb40e)

Author SHA1 Message Date
Sébastien Villemot 13c645e940
Preprocessor: improvement to balanced growth test (#1389), macro-processor bugfix for loops
Also includes various modernizations.
2019-11-14 18:04:07 +01:00
Sébastien Villemot cc9445e086
Manual: update various URLs
Some URLs have changed with the new Dynare website.

Also use HTTPS whenever possible.
2019-11-14 17:04:05 +01:00
Sébastien Villemot 8fa4c483f9
Manual: replace “GNU Octave” by “Octave”
Mentioning that Octave is a GNU project is pointless and maybe even confusing
for users.
2019-11-14 16:57:33 +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
Sébastien Villemot 49a17e75df
Windows package: upgrade various dependencies 2019-11-14 14:59:59 +01:00
Sébastien Villemot 42f172dec3
perfect_foresight_problem MEX: optimization for linear models
When the model is linear, there is no need to reevaluate the Jacobian for each
time period, since it is invariant.

Closes: #1662
2019-11-14 14:45:10 +01:00
Sébastien Villemot 1d01443e6f
Add Dóra to the list of Dynare Team members 2019-11-14 14:21:54 +01:00
Sébastien Villemot d6e0ffd18e Merge branch 'master' into 'master'
Add fallback implementation for contains and splitlines functions.

See merge request Dynare/dynare!1664
2019-11-13 13:24:05 +00:00
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'
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
* 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
Sébastien Villemot e315a68fc2
Preprocessor: fix bug with diff or unary ops that have same static representation 2019-10-22 16:11:32 +02:00
Sébastien Villemot 8cb6aeb7ed
Windows package: upgrade Boost and GCC dependencies 2019-10-17 16:26:27 +02:00
Houtan Bastani 0bdb04bac8
macOS snapshot: statically link to `libmatio` and dependencies, `gsl`, and `gcc` libraries
* The macOS snapshot until this point did not work unless the user had already installed `libmatio`, `gsl`, and `gcc` via Homebrew.
* We are not modifying `m4/ax_matio.m4` as we want to still be able to compile against shared libraries in development
2019-10-17 15:29:34 +02:00
Sébastien Villemot 39ef80e399
Preprocessor: create set_auxiliary_series routine in use_dll, block/bytecode and julia modes 2019-10-17 15:05:24 +02:00
Stéphane Adjemian (Charybdis) 701e6da602 Updated reference manual according to 682b08a. 2019-10-16 21:37:36 +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
Sébastien Villemot e54f06cfcb
CI: inject computed version number in preprocessor and doc 2019-10-15 12:03:32 +02:00
Sébastien Villemot 2544d2197f
CI: add job for creating stable releases using tags
[skip ci]
2019-10-15 11:40:23 +02:00
Sébastien Villemot 76cf92578b
Manual: document silent installation on Windows
Closes #1478
2019-10-14 12:05:15 +02:00
Sébastien Villemot 0c6ad30b7b
Manual: update installation procedure for GNU/Linux
In particular, mention the Linux Mint and Arch Linux packages.
2019-10-14 12:05:14 +02:00
Sébastien Villemot 7f4477b141 Merge branch 'enterprise' into 'enterprise'
Adjust result output for NLS and Iterative OLS.

See merge request Enterprise/dynare!3
2019-10-10 09:58:26 +00:00
Dóra Kocsis 3648ccb8ff Adjust result output for NLS and Iterative OLS. 2019-10-10 10:10:23 +02:00
Houtan Bastani 43c73a74c8
test for matlab namespace function in steady_state_model block. closes #1639 2019-10-09 16:39:33 +02:00
Houtan Bastani cd83a7790e
add .m files from 4a1b5eccb2 to EXTRA_DIST
[skip ci]
2019-10-09 16:35:32 +02:00
Houtan Bastani 4a1b5eccb2
Support MATLAB namespaces in function calls #1639
shorten test names because adding `_namespace` made some .mod file names too long
2019-10-09 16:22:32 +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