f167c01eee
trap case when option is cell
2019-12-15 15:40:10 +01:00
3cbb039fbf
utilities to get steadystate smoothed updated of endogenous by name, irfs by shock and endo name, shock std err by shock name
2019-12-15 15:40:10 +01:00
416532b6c3
dseries: new “nanmean” and “backcast” methods
2019-12-14 11:11:31 +01:00
7170ac0423
Merge branch 'ramsey' into 'master'
...
New Ramsey syntax
See merge request Dynare/dynare!1685
2019-12-13 17:32:42 +00:00
ce4aa9a8e1
Preprocessor update
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— deprecation warning for “simul” (#1683 )
— Ramsey: use information from transformed model for filling
M_.nonzero_hessian_eqs. (Closes : #1681 )
Also, M_.hessian_eq_zero is not generated if order = 1
— New field M_.endo_trends (#1648 )
2019-12-13 18:22:12 +01:00
c0c3a4c05c
evaluate_planner_objective.m: add warning if order>1 is used
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Also modernizes output format
2019-12-13 14:37:00 +01:00
da4baa5d50
make mh_recover robust to crashed parallel jobs
2019-12-12 22:24:30 +01:00
6b308ccbd8
Merge branch 'dynare_solve' into 'master'
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dynare_solve.m: return with valid solution even if Jacobian is ill-behaved
See merge request Dynare/dynare!1682
2019-12-12 20:06:38 +00:00
1b56a56e78
dynare_solve.m: return with valid solution even if Jacobian is ill-behaved
...
In pathological cases, the Jacobian at the initial but true steady state value is ill-behaved. In this case we should return with the valid steady state instead of trying random starting values
2019-12-12 19:08:43 +01:00
35b63e87d6
properly handle labelling, grouping and expand under init2shocks option
2019-12-12 16:45:57 +01:00
06c2b49897
provisions for init2shocks: initial conditions are added to its correspondiong shock for shock decompositions, while they are removed in initial condition decompositions.
2019-12-12 15:21:47 +01:00
9208bcf049
Modified harmonic mean: Transform hard-coded tolerance to parameter
...
Closes https://git.dynare.org/Dynare/dynare/issues/1666
2019-12-12 11:49:57 +01:00
716b18989d
Factorize interpret_resol_info into print_info. Closes : Dynare/dynare#1308
2019-12-09 17:02:15 +01:00
3f3f49c465
Merge branch 'flip_diff' into 'master'
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Flip diff
See merge request Dynare/dynare!1677
2019-12-06 15:29:07 +00:00
dec7d4fdb4
dynare.m: simplify code
2019-12-06 12:01:58 +01:00
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
5fe495852e
Intregrate full list of options to initial_condition_decompositions, including defaults.
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Adapt figure names when initial conditions are ploteed instead of shocks
2019-12-05 16:50:18 +01:00
a14b174f93
provide info about flip diff options in the name of files and figures
2019-12-05 14:41:06 +01:00
79bdde79e0
implement new options flip and diff for plotting decompositions
2019-12-05 13:20:12 +01:00
Stéphane Adjemian (Charybdis)
2184195826
Updated dseries submodule.
...
[ci skip]
2019-12-05 12:10:36 +01:00
b9af92eb8a
Save conditional forecast output in oo_. Closes : Dynare/dynare#1672
2019-11-29 15:25:05 +01:00
f2205ed4a1
add nograph option to plot_shock_decomposition
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In updating the preprocessor, also update call to plot_icforecast
2019-11-29 15:17:41 +01:00
14384c233f
reporting: correctly handle `showDate` option of report
2019-11-29 12:02:00 +01:00
3ef8564279
reporting: add ability to make title page
2019-11-29 11:36:00 +01:00
c5537e23ae
Merge branch 'tolerance' into 'master'
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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
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
4a8dd1e8fa
Merge branch 'steadystate_file' into 'master'
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Remove globals from user-defined steadystate file
See merge request Dynare/dynare!1673
2019-11-26 17:26:19 +00:00
0c01c31491
Remove global variables from user-defined steady state files
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M_ and options_ are now passed as an input; params is an output as in the _steadystate2.m files
2019-11-26 17:05:14 +01:00
55d7397d40
Remove utilites for converting oo_ between Dynare versions
...
It’s not clear that such utilities are useful (people should rather update
their MATLAB). It’s also a lot of work, and it’s probably better to focus on
documenting the incompatibilities.
Closes : #915
2019-11-26 16:26:50 +01:00
d0247277f9
after check, oo_.dr isn't empty but oo_.dr.ghx + friends don't exist
2019-11-25 21:54:53 +01:00
f6daa359b7
fix tolf and tolx options for sim1_purely_forward
2019-11-23 22:47:17 +01:00
2652cb0dd7
fix tolf and tolx options for sim1_purely_backward
2019-11-23 22:44:10 +01:00
900fbe86e7
Merge branch 'plot_identification' into 'master'
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plot_identification.m: fix placing of white dots for infinite values
See merge request Dynare/dynare!1668
2019-11-22 09:29:26 +00:00
8a171b82a8
plot_identification.m: fix placing of white dots for infinite values
2019-11-21 16:25:19 +01:00
a327e2c9b8
Merge branch 'tex_subfolder' into 'master'
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Move remaining LaTeX-file to subfolder
Closes #1655
See merge request Dynare/dynare!1667
2019-11-21 14:15:54 +00:00
8e5fd8dc4e
Move creation of subfolder outside of TeX-check
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Required if we only want the figure
2019-11-21 11:58:16 +01:00
0075776716
Laplace approximation: filter out non-positive definite Hessians
...
Closes https://git.dynare.org/Dynare/dynare/issues/1659
2019-11-21 11:32:13 +01:00
a59534a284
Move remaining figures and related TeX output from main folder to graphs
2019-11-21 10:14:48 +01:00
c6b757646e
Move remaining LaTeX-files to subfolder
...
Closes https://git.dynare.org/Dynare/dynare/issues/1655
2019-11-21 10:14:48 +01:00
9f5f4b6981
Cosmetic changes.
2019-11-18 21:48:52 +01:00
98bdf76581
MATLAB R2009b compatibility fixes
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— use XLS instead of XLSX in testsuite datafiles
— use optimset instead of optimoptions
— use quadv/quadl/quadgk instead of integral
— fix race condition in load_m_file_data_legacy.m tests
— use fallback implementation for intersect(…, 'stable')
2019-11-15 18:27:37 +01:00
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
4c49eddb97
Add fallback implementation for contains and splitlines functions.
2019-11-13 13:05:28 +01:00
0f61c5de7d
add new features to reporting
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* 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
c978b86a72
reporting: make horizontal line extend the width of the page
2019-10-25 17:31:46 +02:00
5f2d60f945
fix reporting bugs with addData
2019-10-24 12:03:33 +02:00
be3c48604b
change name of mex folder in macOS to conform with Dynare minimum
2019-10-23 18:59:36 +02:00
908523dbb8
fix bug that caused reporting not to work in MATLAB < R2012a
2019-10-23 17:37:31 +02:00
ac689b83ee
fix bug in reporting on Windows where `filesep`t results in a tab character
2019-10-23 15:11:43 +02:00
1211d4c01e
Updated dseries submodule (changed merge behaviour).
2019-10-16 20:58:49 +02:00
8b86f8a25b
ignore unused output variable
2019-10-09 14:53:33 +02:00
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
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
100f4d5130
Simplify octave_ver_less_than using builtin compare_versions()
2019-10-08 18:38:15 +02:00
5592078269
uncapitalize DYNARE in error messages
...
[skip ci]
2019-10-04 10:20:11 +02:00
5ca9e44503
dseries: submodule update
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this update includes the name change for x13 on mac from osx->macOS
2019-10-03 18:07:03 +02:00
f44bb38c72
More capitalization fixes and cosmetics
...
[skip ci]
2019-10-03 16:21:15 +02:00
afcdf46e80
capitalize Cepremap and Matlab, uncapitalize DYNARE
2019-10-02 14:09:21 +02:00
6a87779d9e
Cosmetic change.
2019-10-01 14:48:43 +02:00
8eb3023069
Changed isint function.
...
To make it consistent with the routine available in the dates toolbox.
2019-10-01 14:48:12 +02:00
634b11de70
Cosmetic change.
2019-10-01 14:43:16 +02:00
ab911e98c4
Cosmetic changes.
2019-10-01 14:42:47 +02:00
f3600b0de9
Added trap for complex residuals and jacobian in nonlinear solver.
2019-10-01 14:40:17 +02:00
07937f5b9f
Updated dseries submodule (is{row,column,matrix} are builtin functions, not M-files).
...
[skip-ci]
2019-09-26 15:37:21 +02:00
7b053c7e92
Option graph_format=pdf now works under Octave
...
Also copy the same Octave-specific code as for EPS printing (added in
84f0d6c7da
2019-09-25 16:06:38 +02:00
3237cd4684
Merge branch 'xlwrite' into 'master'
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WriteShockDecomp2Excel.m: only use xlwrite if xlswrite fails
Closes #1575
See merge request Dynare/dynare!1662
2019-09-24 11:16:37 +00:00
d30ccf07f7
Update dseries submodule
2019-09-18 19:10:53 +02:00
502b0c5038
change name of folder in 8d2e3def95
2019-09-16 17:57:13 +02:00
8d2e3def95
macOS: use different mex files depending on Matlab version
2019-09-16 17:33:10 +02:00
6ddf87aa92
stoch_simul: save var_list in oo_. closes #1646
2019-09-12 15:02:18 +02:00
7712a02f02
add print and noprint option to perfect_foresight_solver. closes #1647
2019-09-12 14:50:14 +02:00
3d6091b3a1
remove unused return arguments
2019-09-12 14:01:52 +02:00
c9798a96e0
Fix MATLAB R2019b support
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Some changes were missing in a1a4168c3
2019-09-12 12:48:32 +02:00
cb02ca5f1c
discretionary_policy: make incompatible with options_.loglinear
2019-09-12 11:57:09 +02:00
e043c60903
pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197
2019-09-12 11:57:01 +02:00
42842a5afc
clean up file (remove unused variables, fprintf instead of disp(sprintf()))
2019-09-12 11:55:05 +02:00
f118970736
remove unnecessary eval statements
2019-09-12 11:55:05 +02:00
fdf6821d0b
Generalized isconst routine.
2019-09-11 11:11:15 +02:00
a5578e6bfa
Merge branch 'sensitivity_error' into 'master'
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dynare_sensitivity.m: provide informative error message if no var_exo are...
Closes #1651
See merge request Dynare/dynare!1660
2019-09-10 09:27:18 +00:00
418070ec54
remove unused variable
2019-09-10 11:08:20 +02:00
c529f78ce3
WriteShockDecomp2Excel.m: only use xlwrite if xlswrite fails
...
Fixes https://git.dynare.org/Dynare/dynare/issues/1575
2019-09-10 10:47:13 +02:00
8752cf0002
dynare_sensitivity.m: provide informative error message if no varexo are defined. Closes https://git.dynare.org/Dynare/dynare/issues/1651
2019-09-10 09:25:04 +02:00
031632edd3
stoch_simul.m: provide informative error message if no varexo have been defined
2019-09-10 09:23:49 +02:00
d4ed77c67e
posterior_sampler_initialization.m: provide missing function input
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Fixes #1622
2019-09-06 23:03:07 +02:00
da0ad67367
initial_estimation_checks.m: Allow for calibrated measurement error
2019-09-06 22:53:37 +02:00
53ce6222c2
remove unused variable in dynare_config
2019-09-05 11:48:19 +02:00
d51208f298
submodule update: reporting
2019-09-05 11:08:34 +02:00
bae1fa255a
Add scripts and CI job for building Windows package
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The scripts are based the former “dynare-build” project. They have been
overhauled and simplified.
Building a Windows package (both installer and zip archive) is as easy as
running “make -C windows” (provided the right Debian packages are installed,
use the “windows/install-packages.sh” script for that purpose).
The layout of MEX files for Octave in the package has been
changed (mex/octave/win32/ and mex/octave/win64/ instead of mex/octave32/ and
mex/octave/), for consistency with MATLAB MEX.
2019-09-03 21:36:47 +02:00
fc9197a9a1
imcforecast.m: Make code robust to 1 period
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When using 1 period, the second dimension was a singleton that was removed as well by squeeze, resulting in a column vector when a row vector/matrix was expected. Fixes https://forum.dynare.org/t/problem-with-the-conditional-forecast-in-dynare-4-5-7/14385/2
2019-09-02 18:47:46 +02:00
cf1e88c4a1
Update reporting submodule
2019-08-30 14:27:40 +02:00
5d2a077a56
Merge branch 'remove_kstate' into 'master'
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Remove kstate in dyn_second_order_solver
See merge request Dynare/dynare!1656
2019-08-13 10:55:48 +00:00
83f809e048
small fixes
2019-08-12 11:40:40 -04:00
53ae549350
histval_file: small changes
2019-07-29 10:48:49 -04:00
908950f121
replace getfield/setfield with dynamic fields
2019-07-25 14:28:35 -04:00
052d304789
Remove kstate in dyn_second_order_solver
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kstate is not needed anymore as all information is found in M_.lead_lag_incidence
See Dynare/dynare#1653
2019-07-16 10:33:02 +02:00
fe165c2430
LaTeX files generated by the preprocessor are now under <basename>/latex/
2019-07-11 17:35:30 +02:00
4030169db9
k_order_perturbation MEX: number of threads is now configurable
2019-07-09 17:33:14 +02:00
f8af21819e
Simplify the interface to perfect_foresight_problem MEX
2019-07-09 14:33:17 +02:00
2ad6b31d76
Option endogenous_terminal_period is only available for stack_solve_algo=0
2019-07-04 18:37:27 +02:00
29396b0cda
Improve comment about oo_.dr.kstate
2019-07-04 18:37:23 +02:00
682eecf06e
Add “diff” and “flip” options to plot_shock_decomposition and initial_condition_decomposition
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This is only the interface. The actual implementation and the documentation are
still missing.
Ref #1649
[skip ci]
2019-07-03 16:33:10 +02:00
7d9b2a557b
perfect_foresight_problem MEX: number of threads is now configurable
2019-06-27 17:00:12 +02:00
0eab36e823
sparse_hessian_times_B_kronecker_C MEX: by default, use maximum parallelization
2019-06-27 14:34:09 +02:00
7c39b12b7b
Always compile MEX files with OpenMP (when they can take advantage of it)
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As a consequence, remove the --enable-openmp option of the configure script.
2019-06-25 17:26:17 +02:00
82cef48eb4
A_times_B_kronecker_C MEX: remove the OpenMP codepath
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Testing shows that it is slower than the BLAS path.
2019-06-25 17:26:14 +02:00
5b591fac42
New perfect_foresight_problem MEX file
...
It constructs the stacked residuals and jacobian of the perfect foresight
problem.
It is an almost perfect replacement for the perfect_foresight_problem.m
routine, while being much more efficient.
Note however that the DLL never return complex numbers (it instead puts NaNs at
the place where there would have been complex). This may create problems for
some MOD files; the algorithms will need to be adapted to use a more
line-search method.
2019-06-24 17:53:59 +02:00
52b8c56da2
Added the possibility to invert (nonlinear) static models.
2019-06-21 11:21:34 +02:00
3fa584737d
Explicitly list input arguments.
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Do not use varargin.
2019-06-21 11:21:34 +02:00
a64be8ff96
Fixed bug.
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Database was not updated with auxiliary variables.
2019-06-21 11:21:34 +02:00
dc251f53f4
Use dprintf routine (in matlab/backward subfolder).
2019-06-21 11:21:34 +02:00
b3af8c4a48
Added routine for simulating static models.
2019-06-21 11:21:34 +02:00
b32eee740d
Added new routine for disp(sprintf(...)).
2019-06-21 11:21:34 +02:00
fec807ea17
Test if leaded variables exists when calling simul_backward_model routine.
2019-06-21 11:21:34 +02:00
aedc9fb2e4
Bugfix: perfect_foresight_setup safety check does not correctly index M_.lead_lag_incidence
2019-06-18 17:01:06 +02:00
ec05451d1a
Remove symmetric elements in 3rd model derivatives
2019-06-17 16:18:07 +02:00
a5c8ab3dbf
Fix path to Windows MEX files with recent MATLAB
2019-05-21 17:28:18 +02:00
e79c618f38
No longer automatically add M-file substitutes for missing MEX files
...
However, keep the substitutes under matlab/missing/mex/, so that they can be
manually added should the need arise.
2019-05-21 12:37:35 +02:00
e872f08cc5
Improve display of preprocessor arguments under Octave
2019-05-20 18:53:51 +02:00
c8e8f04a56
Add a replacement for strjoin (missing in MATLAB < R2013a)
...
As a consequence, revert commits 2e1f1897245d05adeab6
2019-05-20 12:47:41 +02:00
2977c9336e
fix finding CPU's number when larger than 9
2019-05-20 09:57:10 +00:00
5a36d57b90
Perfect foresight: remove unused nnzJ argument in several stacked problem functions
2019-05-13 18:33:26 +02:00
088826a332
Perfect foresight: remove useless model evaluation
2019-05-13 18:33:26 +02:00
5d05adeab6
remove another instance of strjoin
2019-05-08 15:58:10 +02:00
2e1f189724
compatibility problem introduced in 9deab17d7424b25395110cefa7c4531b8fcde638: strjoin was introduced in R2013a
2019-05-08 15:36:32 +02:00
9deab17d74
clean up rplot
2019-05-08 12:48:28 +02:00
64dc44740b
Efficiency change.
2019-04-26 16:20:45 +02:00
99edfc52ed
Removed unused routine.
2019-04-26 15:55:48 +02:00
24cc67e585
Ensure that all perfect foresight solvers work with periods=1.
...
See #1205 and #1176 .
2019-04-26 15:55:48 +02:00
fd61c049f9
remove unused return variable
2019-04-25 17:37:38 +02:00
ee891948e0
Moved IntegrationAgorithm under options_.ep.stochastic
2019-04-18 18:03:57 +02:00
0ae1471afc
Temporary workaround for missing option.
...
The implementation of scaled unscented transform has to be reworked.
2019-04-18 18:03:57 +02:00
c30bdf7bbe
Fixed bug in stochastic extended path if model has lags or no leads.
2019-04-18 18:03:57 +02:00
099bdc5450
Activited unit tests.
2019-04-18 18:03:57 +02:00
42140ff8fb
Updated header.
2019-04-18 18:03:57 +02:00
fa8ffbf3c3
fixed IntegrationAlgorithm ep option
2019-04-18 18:03:57 +02:00
1e92e308b9
Pruning is not available for order > 3
...
Ref #217
2019-04-15 18:50:16 +02:00
e281f35213
Lift upper restriction on approximation order
...
Ref #217
2019-04-15 17:34:01 +02:00
b1ba53ce05
dynare_simul_ DLL: adapt for an arbitrary approximation order
...
The last input argument is now a struct containing matrices g_0, g_1,…
Typically one can pass oo_.dr for this argument.
Ref #217
2019-04-15 17:34:01 +02:00
03ac8c8182
simult_: fix bug in error message
2019-04-12 18:26:30 +02:00
aa66949a13
read JSON for stochastic simulations from GUI
2019-04-12 15:24:03 +02:00
b556290d60
k-order DLL: simplify and better document correspondence between Dynare and Dynare++ variable orderings
2019-04-10 09:23:32 +02:00
efa1f39e71
k-order DLL: finally adapt for M_.{endo,exo}_names as cell arrays
2019-04-08 18:47:49 +02:00
86a607a4fc
k-order DLL: make the output arguments ready for arbitrary order
2019-04-08 18:47:49 +02:00
774e60f04c
options_.risky_steadystate is an (undocumented) boolean value
...
By the way, enable the option in example1_korder.mod (it does not work, but no
harm since it’s not in the testsuite).
2019-04-02 19:16:13 +02:00
dd09264b03
k-order DLL: return unfolded matrices in 5th output argument
...
Thus we can remove unfolding code from k_order_pert.m.
2019-04-02 19:16:13 +02:00
e48177543b
intersect(…, 'stable') was introduced in MATLAB R2013a
...
Re-use the existing Octave replacement by making it MATLAB-compatible.
2019-03-26 18:53:51 +01:00
d6c449ea70
narginchk was introduced in MATLAB R2011b
2019-03-26 18:53:51 +01:00
043058bd93
Compatibility fix for MATLAB ≤ R2012b
...
In those releases, the intersect function was behaving differently when given
arguments with different orientations.
Put the two arguments in the same orientation, to avoid the problem (recalling
that options_.varobs is column-oriented).
2019-03-26 18:53:43 +01:00
04323301a5
isdiag was introduced in MATLAB R2014a
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Provide a replacement by reusing a similar function that was under
matlab/general/utilities/.
2019-03-26 16:50:06 +01:00
300b29dd95
License file: add files copyrighted by Tom Minka
2019-03-20 16:56:00 +01:00
Marco Ratto
Sébastien Villemot
Johannes Pfeifer
Dóra Kocsis
Houtan Bastani
Stéphane Adjemian (Charybdis)
Michel Juillard
Stéphane Adjemian (Charybdis)
Stéphane Adjemian (Charybdis)
Stéphane Adjemian (Charybdis)
Willi Mutschler
Stéphane Adjemian
Michel Juillard
Sumudu Kankanamge