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13564 Commits (3a692f8ab174c1801eef946ac3c89fad26a0cf18)

Author SHA1 Message Date
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 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
Stéphane Adjemian (Odysseus) 248ad18846 Merge remote-tracking branch 'Dynare/master' into enterprise 
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
Sébastien Villemot b281d682f2
Manual: document default name for “shock_groups” blocks 
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
Sébastien Villemot 9a726e6138
Dynare++ tutorial: add a note about the computation of IRFs when shocks are correlated 
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
Sébastien Villemot b9812a0ff0
Fix another issue with extended_path + bytecode 
As reported in https://forum.dynare.org/t/extended-path-bytecode/16577
 2020-09-08 13:13:00 +02:00
Sébastien Villemot 82ec87933a
Examples: convert some files to UTF-8 
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
Sébastien Villemot 636d23fa49
Release notes for 4.6.2 
[skip ci]
 2020-09-07 12:35:56 +02:00
Sébastien Villemot 7d0f8aa116 Merge branch 'exogenouslag' into 'master' 
Exogenouslag

See merge request Dynare/dynare!1759
 2020-09-04 14:02:04 +00:00
MichelJuillard 0391dbbeb1 fix bug with lag on exogenous variables on more than one period 
(cherry picked from commit 492124ce9886e6aef4f4cefef302241d7edfe024)
 2020-09-04 14:02:04 +00:00
Sébastien Villemot 9b946ca0af
macOS package: fix compilation of x13as against gfortran 10 
Add -std=legacy to FFLAGS.

Do the same for the Windows package, even though we don’t yet use version 10 of
gfortran (but that will of course happen at some point).
 2020-09-04 10:47:43 +02:00
Sébastien Villemot fa87c296cb
Preprocessor, use_dll: add the “restrict” C99 keyword to all pointers to double 2020-09-03 18:10:19 +02:00
Sébastien Villemot 26597bf093
Remove more utilities related to conversion of oo_ between Dynare versions 
Ref. #915
 2020-09-03 16:45:21 +02:00
Sébastien Villemot 2840526034 Merge branch 'parallel' into 'master' 
AnalyseComputationalEnvironment.m: define missing command string used in error message

See merge request Dynare/dynare!1758
 2020-09-03 14:41:18 +00:00
Sébastien Villemot 34f66d3db8
Windows package: GCC 10 now depends on zstd 
Closes: preprocessor#55

By the way, bump other dependencies.
 2020-09-03 15:58:05 +02:00
Johannes Pfeifer d7b7ce8940 AnalyseComputationalEnvironment.m: define missing command string used in error message 2020-09-02 12:41:31 +02:00
Sébastien Villemot 94adca9aad
Preprocessor: remove matched_moments_ as input argument as it is now a field of M_ 2020-09-01 15:15:21 +02:00
Sébastien Villemot b891695680
Merge branch 'JohannesPfeifer/dynare-MoM' 2020-09-01 15:14:43 +02:00
Sébastien Villemot 7738ea0a25
macOS: use GCC 10 for building, since GCC 9 is no longer in Homebrew 2020-09-01 14:39:17 +02:00
Sébastien Villemot f31aefccf6
Preprocessor update 
– Make preprocessor recognize default order=2 of stoch_simul
— Fix faulty logic in checks for mh_tune_jscale
— Fix handling of multiple PAC models
— PAC/MCE: improve informative message about # of aux. vars/eqs by adding the
  model name
— Fixes to include_eqs/exclude_eqs
— PAC model: rewrite the algorithm for detecting the target, to make it more
  robust
— PAC/MCE model: fix timing of target in PAC expectation term
— Add new “matched_moments” block
 2020-09-01 14:36:38 +02:00
Sébastien Villemot 695dc8834f Merge branch 'affiliation' into 'master' 
Update Johannes's affiliation

See merge request Dynare/dynare!1756
 2020-09-01 12:17:05 +00:00
Johannes Pfeifer 96be513ecf Remove matched_moments_ as input argument as it is now a field of M_ 2020-08-05 15:58:58 +02:00
Johannes Pfeifer 91563e50ac Update Johannes's affiliation 2020-08-04 18:09:40 +02:00
Sébastien Villemot f6c2471eef
New MEX for solving discrete Lyapunov equations with doubling algorithm 
This is a Fortran 2008 rewrite of disclyap_fast.m.

Closes: #1737
 2020-07-30 16:34:35 +02:00
Sébastien Villemot 3f53a94981
Add dpotrf to Fortran 2008 BLAS/LAPACK bindings 2020-07-30 16:34:35 +02:00
Sébastien Villemot ea18431230
Various improvements to mjdgges MEX 2020-07-30 16:34:33 +02:00
Sébastien Villemot f4a31a0d1f
Various improvements to Fortran 2008 interface to MATLAB MEX functions 
— add interface for more functions (cell, logical, struct)
— add new mexPrintf wrapper that trims and prints a newline
— functions that take indices of type mwIndex now 1-based indices
— improve the wrapper for mxArrayToString so that it returns a character scalar
 2020-07-30 14:45:50 +02:00
Sébastien Villemot 367daa8664
CI: switch to new code signing certificate for Windows 2020-07-29 17:48:58 +02:00
Sébastien Villemot c9a58a443b
CI: switch to new code signing certificate for Windows 2020-07-29 16:27:26 +02:00
Sébastien Villemot 470d8ef079
Emacs mode: update for method of moments routines 
[skip ci]
 2020-07-28 18:10:46 +02:00
Stéphane Adjemian (Odysseus) 579fb9e685 Fixed bug introduced in edede274f2. 2020-07-24 22:30:51 +02:00
Stéphane Adjemian (Charybdis) 771055c0a9
Updated preprocessor submodule. 
Fixes timing of target's growth rates in the expected term of the PAC
equation (Model Consistent Expectation). All the growth rates were
wrongly shifted backward by one period.
 2020-07-24 18:28:17 +02:00
Stéphane Adjemian (Charybdis) edede274f2
Make the detection of the target in PAC equation more robust. 
In a PAC equation, the error correction term must be written as:

β×(yₜ₋₁-xₜ₋₁)

where x is the endogenous variable determined by the equation and y
the target for x. The ordering matters, if not respected the
preprocessor wll not identify the error correction term (hence the
target) and will throw an error. The target must be an endogenous
variable or the log of an endogenous variable. For a more general
target, ie an expression, one can create an auxiliary variable.

We impose the ordering, target comes first in the error correction
term, so that the stability condition is always β>0 (this constraint
can be enforced when estimating the PAC equation).
 2020-07-24 17:36:31 +02:00