299769c51b
Testsuite/MATLAB: output stderr to log file
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(cherry picked from commit 2a472a0a6b
2020-10-23 15:32:06 +02:00
Stéphane Adjemian (Charybdis)
f36ee06041
Updated dseries submodule (matlab-fame-io improved initialization of daily dseries from FAME).
2020-10-21 19:29:07 +02:00
6d2e79b5f6
Preprocessor rebase: PAC model / make detection of non-optimizing part more robust
2020-10-19 18:36:24 +02:00
33d8bc55f3
Redisable tests/pac/trend-component-31/example.mod, it is not yet ready (some fixes are needed in the M code)
2020-10-16 18:11:01 +02:00
8e3127d69e
Preprocessor rebase
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– PAC model: fixes to M_.pac.MODEL.ar (information about autoregressive part)
+ Fix order of items in this structure. Previously, items were ordered
according to the declaration order of parameters. Now, items are order
according to lag order (first lag appears first)
+ Gracefully handle the case where there is no autoregressive part
(Ref. Dynare/preprocessor#52 )
– Block decomposition:
+ bugfix for solve one boundary blocks with mfs>0
+ fix evaluation of recursive variables in solved blocks
(Ref. Dynare/dynare#1726 )
— Fix various potential bugs with model local variable
— Ensure that negative constants are never marked as temporary terms
By the way, activate tests/pac/trend-component-31/example.mod, since it should
now work.
2020-10-16 16:53:26 +02:00
7270f722e4
Activate test for two PAC equations in the same file
2020-10-16 16:30:38 +02:00
Stéphane Adjemian (Charybdis)
2428aa7e28
Updated dseries submodule (matlab-fame-io).
2020-10-14 10:44:05 +02:00
Stéphane Adjemian (Charybdis)
415c024445
Updated dseries submodule (added conversion to lower frequency routines).
2020-10-09 10:02:35 +02:00
Stéphane Adjemian (Charybdis)
2eb77f2323
Updated dseries submodule (bug fixes related to daily frequency).
2020-10-02 19:28:37 +02:00
Stéphane Adjemian (Charybdis)
80bfbc0736
Merge non linear shock decomposition for backward models.
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Closes #2 .
2020-09-29 18:17:25 +02:00
8d4a80956c
Add tests for matrix notation
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Closes : Enterprise/dynare#1
2020-09-29 16:52:20 +02:00
2acacf61f1
Matrix notation: fix bug in numerical Hessian of external functions
2020-09-29 16:52:02 +02:00
1975e467b5
update jacob_element & hess_element for vector arguments
2020-09-29 16:52:02 +02:00
66361eb28d
Add test for shock decomposition of backward models
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Ref: Enterprise/dynare#2
2020-09-28 18:26:29 +02:00
Stéphane Adjemian (Charybdis)
511908e011
Factorized initialization of fields required by solve_algo={12,14}.
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Closes #3 .
2020-09-25 23:45:21 +02:00
Stéphane Adjemian (Charybdis)
e690c5de5a
Merge Enterprise/block_trust_region into enterprise.
2020-09-24 16:05:55 +02:00
Stéphane Adjemian (Charybdis)
c7c7358a5b
Cosmetic changes.
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Closes #5
2020-09-24 13:33:46 +02:00
8fe39ded76
Change R2 computation in multivariate models (SUR)
2020-09-24 13:17:21 +02:00
Stéphane Adjemian (Charybdis)
3a692f8ab1
Fixed indentation.
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(cherry picked from commit 4d8c8c407d
2020-09-23 15:35:56 +02:00
Stéphane Adjemian (Charybdis)
17e6421ea3
Merged master into enterprise.
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Fixed conflict in
- doc/manual/source/running-dynare.rst
2020-09-23 15:28:19 +02:00
Stéphane Adjemian (Charybdis)
202bf913c0
Cosmetic changes.
2020-09-23 13:56:08 +02:00
Stéphane Adjemian (Charybdis)
a40f30cada
Closes #1761 (Fixes for histval_initval_file)
2020-09-23 12:19:18 +02:00
d61f4166ad
Testsuite: add a test for a purely forward variable in block+bytecode mode
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Closes : #1727
2020-09-22 16:46:58 +02:00
73253a0620
Bytecode + Block decomposition: fix crash with purely forward variables
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After simulating a block containing purely forward variables (thus of type
“evaluate backward”), the it_ variable of the evaluator would be left in an
inconsistent state (typically 0, which means that taking the value of a lagged
variable would lead to an invalid read).
By the way, fix a symmetric problem for backward blocks (which could
potentially create a invalid read for purely backward models).
Ref. #1727
2020-09-22 16:45:44 +02:00
8803bc1479
Bytecode: minor improvement to debugging information
2020-09-22 16:42:33 +02:00
c366a8c3da
fix bugs
2020-09-20 16:52:31 +02:00
c2e43c0093
fix histval_initval_file unit tests
2020-09-20 11:11:26 +02:00
57c94a1c76
revise options checks
2020-09-19 19:17:42 +02:00
9e94252d1a
fix target values for periods
2020-09-19 12:18:24 +02:00
b6582c2d5f
fix handling firstsimulationperiod
2020-09-19 12:18:24 +02:00
91b4cfd3a8
fixes handling of periods in histval_file/initval_file
2020-09-19 12:14:43 +02:00
865ab47fa9
Provide block_trust_region MEX under solve_algo 13 and 14
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- block trust region solver now available under solve_algo=13
It is essentially the same as solve_algo=4, except that Jacobian by finite
difference is not handled. A test file is added for that case
- block trust region solver with shortcut for equations that can be evaluated
is now available under solve_algo=14 (in replacement of the pure-MATLAB solver)
Closes : Enterprise/dynare#3
2020-09-18 18:01:56 +02:00
7e21bf2a10
Block trust region MEX: use MATLAB’s dmperm for the Dulmage-Mendelsohn decomposition
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It turns out that MATLAB’s implementation is significantly faster than my own
Fortran implementation.
2020-09-18 17:55:58 +02:00
35a162c6a6
Block trust region MEX: fix memory leak in MATLAB function closure
2020-09-18 17:55:58 +02:00
0b41d17374
dynare_solve: fix display of number of dmperm blocks
2020-09-18 17:55:58 +02:00
adf1fdb009
Block trust region MEX: add safety check for squareness of blocks
2020-09-18 17:55:58 +02:00
9430b4e9ca
Block trust region MEX: add debugging information
2020-09-18 17:55:57 +02:00
4c2b906962
Add routine for shock decomposition of backward models
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Closes : Enterprise/dynare#2
2020-09-18 17:40:45 +02:00
fcc3a3cec2
Testsuite: fix repeated typo in equation name
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[skip ci]
2020-09-18 17:40:44 +02:00
2aeecfa4f3
Switch preprocessor submodule to Enterprise group
2020-09-18 17:39:01 +02:00
a9fea692e9
Preprocessor: allow 'use_dll' option to be specified on the command line
2020-09-18 15:20:00 +02:00
0ea2e40adf
Manual: remove compilation warning due to nograph entry being in two different .rst files
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[skip ci]
2020-09-18 15:17:50 +02:00
f6e7c2d061
Manual: remove obsolete requirement for 'use_dll' on Windows
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[skip ci]
2020-09-18 15:05:38 +02:00
Stéphane Adjemian (Charybdis)
2b44e5f815
Updated preprocessor (Fix for PAC equation with growing target).
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[skip ci]
2020-09-18 11:16:45 +02:00
Stéphane Adjemian (Odysseus)
248ad18846
Merge remote-tracking branch 'Dynare/master' into enterprise
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Fixed conflicts in:
- .gitlab-ci.yml
- matlab/dynare_config.m
- matlab/dynare_solve.m
- matlab/initvalf.m
- matlab/perfect-foresight-models/make_ex_.m
- matlab/perfect-foresight-models/perfect_foresight_setup.m
- mex/build/matlab/Makefile.am
- mex/build/matlab/configure.ac
- mex/build/octave/Makefile.am
- mex/build/octave/configure.ac
- mex/sources/Makefile.am
- preprocessor
- tests/Makefile.am
2020-09-17 14:53:32 +02:00
b281d682f2
Manual: document default name for “shock_groups” blocks
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By the way, fix the syntax description for the name (it needs *not* be quoted).
[skip ci]
2020-09-14 18:43:08 +02:00
9a726e6138
Dynare++ tutorial: add a note about the computation of IRFs when shocks are correlated
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The treatment is different that that of Dynare. For more background, see
https://forum.dynare.org/t/difference-between-high-order-approx-in-dynare-and-dynare/16570/4
By the way, make a few minor modernizations.
[skip ci]
2020-09-09 17:04:16 +02:00
b9812a0ff0
Fix another issue with extended_path + bytecode
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As reported in https://forum.dynare.org/t/extended-path-bytecode/16577
2020-09-08 13:13:00 +02:00
82ec87933a
Examples: convert some files to UTF-8
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Those files were in ISO-8859-1 encoding, which is being phased out.
By the way, use typographic quotes.
[skip ci]
2020-09-07 17:24:53 +02:00
636d23fa49
Release notes for 4.6.2
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[skip ci]
2020-09-07 12:35:56 +02:00
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Houtan Bastani
Dóra Kocsis
Michel Juillard