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13595 Commits (2b17a711e09acb76b1b09380b3b12582fba2c936)

Author SHA1 Message Date
Sébastien Villemot 2b17a711e0
Provisions for MATLAB R2020b 
(cherry picked from commit fa12e5abfc)
 2020-11-24 20:47:40 +01:00
Stéphane Adjemian (Charybdis) d8ddd9ef61
Fixed multiple periods expected shocks in the case of mshocks. 2020-11-24 15:04:41 +01:00
Stéphane Adjemian (Charybdis) 2cf5c5d0c1
Removed Octave's idiosyncrasies. 
Matlab Production Server (MPS) fails when onboarding the dynare package
because of `endif` and `endfunction` which are not available in matlab's
syntax.
 2020-11-17 17:32:30 +01:00
Sébastien Villemot f51f151be2
CI: take advantage of the new “needs” keyword 
In particular, this allows us to split the “test” and “pkg” stages, without
increasing the execution time.

(manually cherry picked from commit ac59b22015)
 2020-11-03 11:31:51 +01:00
Stéphane Adjemian (Charybdis) b066012033
Fixed R² in SUR model when estimating a subset of equations. 
Closes #5
 2020-10-26 15:07:50 +01:00
Sébastien Villemot cf68570813
Testsuite: workaround for glibc bug #19329 
This bug is causing random crashes in the testsuite on our runners.

See https://sourceware.org/bugzilla/show_bug.cgi?id=19329

(cherry picked from commit f46dfba961)
 2020-10-23 15:32:07 +02:00
Sébastien Villemot 299769c51b
Testsuite/MATLAB: output stderr to log file 
(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
Sébastien Villemot 6d2e79b5f6
Preprocessor rebase: PAC model / make detection of non-optimizing part more robust 2020-10-19 18:36:24 +02:00
Sébastien Villemot 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
Sébastien Villemot 8e3127d69e
Preprocessor rebase 
– 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
Sébastien Villemot 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. 
Closes #2.
 2020-09-29 18:17:25 +02:00
Sébastien Villemot 8d4a80956c
Add tests for matrix notation 
Closes: Enterprise/dynare#1
 2020-09-29 16:52:20 +02:00
Sébastien Villemot 2acacf61f1
Matrix notation: fix bug in numerical Hessian of external functions 2020-09-29 16:52:02 +02:00
Houtan Bastani 1975e467b5
update jacob_element & hess_element for vector arguments 2020-09-29 16:52:02 +02:00
Sébastien Villemot 66361eb28d
Add test for shock decomposition of backward models 
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}. 
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. 
Closes #5
 2020-09-24 13:33:46 +02:00
Dóra Kocsis 8fe39ded76
Change R2 computation in multivariate models (SUR) 2020-09-24 13:17:21 +02:00
Stéphane Adjemian (Charybdis) 3a692f8ab1
Fixed indentation. 
(cherry picked from commit 4d8c8c407d)

[skip ci]
 2020-09-23 15:35:56 +02:00
Stéphane Adjemian (Charybdis) 17e6421ea3
Merged master into enterprise. 
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
Sébastien Villemot d61f4166ad
Testsuite: add a test for a purely forward variable in block+bytecode mode 
Closes: #1727
 2020-09-22 16:46:58 +02:00
Sébastien Villemot 73253a0620
Bytecode + Block decomposition: fix crash with purely forward variables 
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
Sébastien Villemot 8803bc1479
Bytecode: minor improvement to debugging information 2020-09-22 16:42:33 +02:00
Michel Juillard c366a8c3da fix bugs 2020-09-20 16:52:31 +02:00
Michel Juillard c2e43c0093 fix histval_initval_file unit tests 2020-09-20 11:11:26 +02:00
Michel Juillard 57c94a1c76 revise options checks 2020-09-19 19:17:42 +02:00
Michel Juillard 9e94252d1a fix target values for periods 2020-09-19 12:18:24 +02:00
Michel Juillard b6582c2d5f fix handling firstsimulationperiod 2020-09-19 12:18:24 +02:00
Michel Juillard 91b4cfd3a8 fixes handling of periods in histval_file/initval_file 2020-09-19 12:14:43 +02:00
Sébastien Villemot 865ab47fa9
Provide block_trust_region MEX under solve_algo 13 and 14 
- 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
Sébastien Villemot 7e21bf2a10
Block trust region MEX: use MATLAB’s dmperm for the Dulmage-Mendelsohn decomposition 
It turns out that MATLAB’s implementation is significantly faster than my own
Fortran implementation.
 2020-09-18 17:55:58 +02:00
Sébastien Villemot 35a162c6a6
Block trust region MEX: fix memory leak in MATLAB function closure 2020-09-18 17:55:58 +02:00
Sébastien Villemot 0b41d17374
dynare_solve: fix display of number of dmperm blocks 2020-09-18 17:55:58 +02:00
Sébastien Villemot adf1fdb009
Block trust region MEX: add safety check for squareness of blocks 2020-09-18 17:55:58 +02:00
Sébastien Villemot 9430b4e9ca
Block trust region MEX: add debugging information 2020-09-18 17:55:57 +02:00
Sébastien Villemot 4c2b906962
Add routine for shock decomposition of backward models 
Closes: Enterprise/dynare#2
 2020-09-18 17:40:45 +02:00
Sébastien Villemot fcc3a3cec2
Testsuite: fix repeated typo in equation name 
[skip ci]
 2020-09-18 17:40:44 +02:00
Sébastien Villemot 2aeecfa4f3
Switch preprocessor submodule to Enterprise group 2020-09-18 17:39:01 +02:00
Sébastien Villemot a9fea692e9
Preprocessor: allow 'use_dll' option to be specified on the command line 2020-09-18 15:20:00 +02:00
Sébastien Villemot 0ea2e40adf
Manual: remove compilation warning due to nograph entry being in two different .rst files 
[skip ci]
 2020-09-18 15:17:50 +02:00
Sébastien Villemot f6e7c2d061
Manual: remove obsolete requirement for 'use_dll' on Windows 
[skip ci]
 2020-09-18 15:05:38 +02:00
Stéphane Adjemian (Charybdis) 2b44e5f815
Updated preprocessor (Fix for PAC equation with growing target). 
[skip ci]
 2020-09-18 11:16:45 +02:00