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12203 Commits (2f13d6610d6842adc4a4b448eb45ebd4223967e6)

Author SHA1 Message Date
Sébastien Villemot 2f13d6610d
Convert NEWS file to Markdown 2020-02-17 18:39:47 +01:00
Sébastien Villemot 71cee69619
Manual: Octave 4.4 is now the minimal requirement 2020-02-17 18:39:47 +01:00
Sébastien Villemot 3106ebbb81
Manual: in a few places, replace “Octave” by “GNU Octave” 
This is a partial revert of 8fa4c483f9.

Actually, the official name is “GNU Octave”, and it is easier to find it under
that name in search engines. So use the full name at a few prominent places,
and use the shorter “Octave” everywhere else.
 2020-02-17 18:39:47 +01:00
Sébastien Villemot 04d06dc330 Merge branch 'manual' into 'master' 
Manual updates regarding Identification

See merge request Dynare/dynare!1712
 2020-02-17 16:14:16 +00:00
Willi Mutschler 3af2cc3fc4
📖 Update manual 2020-02-17 16:58:38 +01:00
Sébastien Villemot cd195279e9
Manual: workaround for incorrect display of macro-directives without arguments 
The workaround consists in appending the names of those macro-directives with a
regular space followed by a zero-width space (U+200B).

An extra LaTeX declaration was also added in order to make this hack work with
the PDF.

Ref. #1707
 2020-02-17 15:41:39 +01:00
Sébastien Villemot df084f8e13 Merge branch 'identification_higher_order' into 'master' 
Fix pruned state space at third order

See merge request Dynare/dynare!1711
 2020-02-17 09:24:45 +00:00
Willi Mutschler 6223016683
🐛 Fix displaying of wrong order in disp_identification 2020-02-16 22:55:16 +01:00
Willi Mutschler f4dc2ee743
🐛 Fix wrong third-order computation in pruned state space system 
Related to #1706

✅ Add unit test for pruned state space up to order 3


//


Changed tolerance in new test
 2020-02-16 22:55:16 +01:00
Stéphane Adjemian (Charybdis) f69cd14983
Updated reference manual wrt the nonlinear filters at higher order. 2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis) 91a4c1c7c6
Updated documentation of @dseries. 2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis) 615778dae4
Updated documentation of @dates. 2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis) 12ee697a33
Introduce underscore methods. 2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis) 8ae5690e71
Avoid political statements. 
... Which would probably need to be updated ;-)
 2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis) d75363606b
We do not longer support weekly data. 2020-02-16 21:16:21 +01:00
Stéphane Adjemian (Charybdis) 10c196de34
k order approximation available in online filters. 2020-02-16 21:16:21 +01:00
Sébastien Villemot 711e2536e0 Merge branch 'geweke' into 'master' 
geweke_moments.m: correctly use parameter instead of hard-coded value

See merge request Dynare/dynare!1710
 2020-02-16 12:19:55 +00:00
Johannes Pfeifer 14ef010b9e geweke_moments.m: correctly use parameter instead of hard-coded value 2020-02-16 12:14:04 +01:00
Stéphane Adjemian (Charybdis) 00eb074630
Updated particles submodule. 2020-02-15 17:02:56 +01:00
Stéphane Adjemian (Charybdis) fb19cce284
Fixed online filter (wrong number of arguments). 
[skip ci]
 2020-02-15 13:58:48 +01:00
Sébastien Villemot 99d2b5ad39
Manual: add set union and intersection operators in the macro-processor 2020-02-14 18:28:10 +01:00
Houtan Bastani 71def361fb
macro processor: add test of tuple index in @#for loop 
[skip ci]
 2020-02-14 17:29:41 +01:00
Sébastien Villemot 133b77c061
Conditional forecasting: compatibility fix with MATLAB < R2016b 
Implicit expansion (a.k.a. automatic broadcasting) was introduced in MATLAB
R2016b (and it has been present in Octave for quite some time).

Hence use bsxfun() instead.

The problem had been introduced in 228b2a532.
 2020-02-13 18:21:29 +01:00
Sébastien Villemot 633f1ad85a
Testsuite: change the seed for some Octave test 
Under Octave, the default seed in fs2000ns_uncorr_ME.mod leads to a generated
dataset that makes fs2000ns_corr_ME.mod and fs2000ns_corr_ME_missing.mod
fail (due to a large difference between univariate and multivariate diffuse
filters).
 2020-02-13 18:12:10 +01:00
Sébastien Villemot 3b60e26e63
Testsuite: properly clean generated datafiles under kalman/likelihood_from_dynare/ 2020-02-12 18:02:08 +01:00
Sébastien Villemot 57d1966644 Merge branch 'discretionary_policy' into 'master' 
Factorization of discretionary policy

Closes #1705

See merge request Dynare/dynare!1709
 2020-02-12 13:45:53 +00:00
Sébastien Villemot bda2a07379 Merge branch 'conditional_forecast' into 'master' 
conditional forecasts: add check whether simulation was successful

See merge request Dynare/dynare!1708
 2020-02-12 13:09:12 +00:00
Johannes Pfeifer 9800041433 discretionary_policy_1: return if steady state file signals error 2020-02-12 13:37:36 +01:00
Johannes Pfeifer 8b4fa7c2d6 Factorize call to solver routines under optimal policy and without 
Related to https://git.dynare.org/Dynare/dynare/issues/1173
 2020-02-12 13:19:46 +01:00
Johannes Pfeifer b07adee2d9 Add missing path to dynare_config.m 2020-02-12 13:13:31 +01:00
Johannes Pfeifer dd0e9fe719 Initialize instr_id field of discretionary_policy 2020-02-12 12:59:34 +01:00
Johannes Pfeifer d78ef0d6df Move discretionary_policy routines to own folder 2020-02-12 12:55:12 +01:00
Johannes Pfeifer a1ebc94e4f Refactor discretionary_policy codes 
Closes https://git.dynare.org/Dynare/dynare/issues/1705
 2020-02-12 12:52:54 +01:00
Johannes Pfeifer 228b2a532f conditional forecasts: add check whether simulation was successful 2020-02-12 11:04:46 +01:00
Sébastien Villemot 181725c778
Discretionary policy: remove useless call to steady state file 
The steady state is always zero for discretionary policy. And, in the case of a
steady state file, this call would not be able to update parameters (since it
does not modify M_), nor would it need to do so (since this has already be done
earlier in the function).

Ref. #1705
 2020-02-11 18:14:05 +01:00
Sébastien Villemot d5312e8e40
Windows package: really really use Octave 5.2.0_1 2020-02-11 11:46:12 +01:00
Sébastien Villemot e2c69fbfd5
Windows package: really use Octave 5.2.0_1 2020-02-11 10:05:23 +01:00
Sébastien Villemot b5de8b1835
Windows package: bump to Octave 5.2.0_1 (rebuild of 5.2.0) 2020-02-10 18:24:54 +01:00
Sébastien Villemot ae59f4dcb2
Further improvements to parsing of arguments on the MATLAB command-line 
Under GNU/Linux and macOS, double-quote arguments before passing them to the
shell. In particular, this allows passing single-quotes within those arguments.

We therefore have to escape the four characters that are interpreted within
double-quoted strings in POSIX shells: \, ", $ and `

On Windows, also systematically escape the backslashes.

Also move display of arguments before escaping, so that it remains readable.

Ref. #1696
 2020-02-10 18:24:51 +01:00
Sébastien Villemot ae3f150c99
MS-SBVAR MEX: various simplifications and modernizations 2020-02-10 16:25:03 +01:00
Houtan Bastani 72dfbbdce2
fix bug in creation of latex tables 
[skip ci]
 2020-02-07 15:58:15 +01:00
Sébastien Villemot 4c256c2cc8 Merge branch 'discretion' into 'master' 
Fixes related to estimation under discretion

See merge request Dynare/dynare!1707
 2020-02-06 13:37:52 +00:00
Johannes Pfeifer 30bfa16211 Fixes related to estimation under discretion 2020-02-06 13:30:00 +01:00
Sébastien Villemot f5c4cd5372 Merge branch 'cond_forecast' into 'master' 
imcforecast.m: make sure that draw index for CIs stays within feasible bounds

See merge request Dynare/dynare!1706
 2020-02-06 09:19:40 +00:00
Johannes Pfeifer 1d1c0ab829 imcforecast.m: make sure that draw index for CIs stays within feasible bounds 2020-02-05 21:18:25 +01:00
Houtan Bastani 931ebece92
Remove options `noemptylinemacro` and `nolinemacro`; add option `linemacro` 2020-02-05 16:16:31 +01:00
Houtan Bastani 8043f5b35b Merge branch 'patch-1' into 'master' 
noemptylinemacro: Add missing word

See merge request Dynare/dynare!1705
 2020-02-05 12:39:55 +00:00
Johannes Pfeifer eaacb57d5c noemptylinemacro: Add missing word to 2020-02-05 11:30:58 +00:00
Sébastien Villemot d8cd55109c
Testsuite: increase tolerance in unitary tests for prior_draw.m 2020-02-04 21:25:16 +01:00
Sébastien Villemot 68a96c7c50
Preprocessor update 
— do not allow the estimation of a parameter that appears in
  “planner_discount” (#1173)
— macro processor: fix bug in file reported when error encountered after a file
  has been included (preprocessor#42)
 2020-02-04 18:19:36 +01:00