Commit Graph

6796 Commits (3cbb039fbff5ecf9b665dcd32b20765b4df9b2d4)

Author SHA1 Message Date
Sébastien Villemot 89a3e94cbf
Use true/false instead of 1/0 for boolean options
This is more elegant, and makes it easier to distinguish them from integer
options.

Also simplify test expressions for these boolean options.
2019-03-19 15:21:16 +01:00
Sébastien Villemot a357003ba7
Octave compatibility fix 2019-03-08 15:59:51 +01:00
Sébastien Villemot 7a2d5d4f0e
1st order approximation: fix for purely-forward models
Closes #1641
2019-03-08 15:54:10 +01:00
Houtan Bastani 6f80abd1f8
gui: various fixes to perfect foresight 2019-03-06 14:11:25 +01:00
Houtan Bastani ce97e51aec
small fixes 2019-03-06 14:01:29 +01:00
Houtan Bastani 67df1d2df1
clarify field names 2019-03-06 14:01:29 +01:00
Houtan Bastani 1abec862e1
gui: if no unanticipated shocks, run simulation and return 2019-03-06 14:01:29 +01:00
Houtan Bastani 16dfc206bf
gui: fix up initval and endval: don’t start at simulation at steady state; initialize endogenous variables as well 2019-03-06 14:01:29 +01:00
Stéphane Adjemian (Charybdis) 580939d70b
Cosmetic, strmatch() -> find(strcmp()).
[skip ci]
2019-02-28 21:23:05 +01:00
Stéphane Adjemian (Charybdis) e1f1fd2de3
Updated header.
We recently added leads on first differences as an auxiliary variable type.

[skip ci]
2019-02-28 10:23:23 +01:00
Stéphane Adjemian (Charybdis) 3400e13c06
Return 0 if the input is not the name of an endogenous variable.
Also removed the call to deprecated strmatch.

[skip ci]
2019-02-28 10:15:08 +01:00
Stéphane Adjemian (Charybdis) 45fbfe4dce
Adapted disp_dr for new auxilary variables.
diffs, lagged diffs and leaded diffs.
2019-02-25 17:18:54 +01:00
Sébastien Villemot d4217c02b0
Provisions for Octave 5 2019-02-25 15:28:24 +01:00
Sébastien Villemot 870d75857c
Simplification for missing nanmean
Handle it as other functions from the Statistics toolbox
2019-02-25 15:28:23 +01:00
Stéphane Adjemian (Charybdis) d81545941e
Cosmetic changes. 2019-02-25 14:54:57 +01:00
Stéphane Adjemian (Charybdis) d6e6b29620
Removed unused global it_. 2019-02-25 14:54:57 +01:00
Stéphane Adjemian (Charybdis) 84cdf6d142
Removed unnecessary square brackets. 2019-02-25 14:54:56 +01:00
Sébastien Villemot 414b0a19b6
Fix error message of makedataset 2019-02-19 18:57:17 +01:00
Sébastien Villemot 1f84bc051d
Under Octave, the "statistics" Forge package is now a requirement
The gamrnd fallback under matlab/missing/stats/ does not work under Octave
because the +gamrnd/ folder is not accessible (it has the same name as the
function, which does not work under Octave).

Instead of fixing this, rather make the statistics toolbox a requirement, since
anyways it is very easy to obtain under Octave.

Accordingly:
- do not try to run the unit tests of matlab/missing/stats/ under Octave
- merge the matlab/missing/stats-matlab/ into matlab/missing/stats/, since this
  directory is now MATLAB-only.

Also:
- move matlab/distributions/+gamrnd/ under matlab/missing/stats/ for
  consistency
- in the manual: remove obsolete link to Octave downloads on the Dynare
  website; update URL of Octave Forge

Closes #1638
2019-02-18 17:41:10 +01:00
Sébastien Villemot 0b1c465b38
Octave compatibility fix: intersect(..., 'stable')
The 'stable' option of intersect(), which keeps the element order of the first
argument, is not available on Octave. Provide a fallback implementation, and
adapt the code.
2019-02-15 18:43:19 +01:00
Houtan Bastani b89e3b2e85
steady: various simplifications
(cherry picked from commit 31ec5ac90abf3ece558b1c7d0fab3e5baea54e02)
2019-02-15 17:11:38 +01:00
Stéphane Adjemia (Scylla) 3cb3b4aee5
Allow models with leads in bgp.write().
Also added tests to check that we are able to identify the Balanced Growth
Path, note that it does not work with tests/bgp/fs2000.mod.
2019-02-15 16:59:26 +01:00
Sébastien Villemot 5011b94aa7
Update dseries submodule 2019-02-14 19:01:56 +01:00
Stéphane Adjemia (Scylla) e9688560f6
Allow initialization with histval block.
[skip ci]
2019-02-11 16:57:20 +01:00
Stéphane Adjemia (Scylla) 219d2bb31b
Updated dseries submodule. 2019-02-10 00:02:14 +01:00
Houtan Bastani fd880a9387
gui: other simplifications/aesthetic changes 2019-02-07 19:02:35 +01:00
Houtan Bastani 922536e4ea
gui: rework transitory shocks 2019-02-07 19:02:35 +01:00
Houtan Bastani aef31e25e8
gui: rework permanent shocks 2019-02-07 19:02:35 +01:00
Houtan Bastani 6b4a9b300c
gui: initialize M_.det_shocks to [] 2019-02-07 19:02:35 +01:00
Houtan Bastani ae5dbdee9f
gui: no need to specify indices 2019-02-07 19:02:34 +01:00
Houtan Bastani a6549397a0
change folder name as `-` prevented recognition of the file 2019-02-05 18:08:34 +01:00
Houtan Bastani 0ad8bfbd16
gui: clean up file 2019-02-05 18:04:09 +01:00
Houtan Bastani ce3be98aa0
gui: potentially return output as JSON string 2019-02-05 17:49:08 +01:00
Houtan Bastani 67a7e43573
gui: pass JSON as string 2019-02-05 17:49:08 +01:00
Houtan Bastani 99060b0f80
gui: small improvements 2019-02-05 17:49:08 +01:00
Sébastien Villemot b2fa7dd3c1 Merge branch 'discret_error_message' into 'master'
discretionary_policy_1.m: check for NaN before checking for non-zero derivatives

See merge request Dynare/dynare!1644
2019-02-05 14:42:33 +00:00
Johannes Pfeifer d5e25c8f43 mr_hessian.m: prevent infinite loop
Make sure hessian is not 0 and add counter.
Fixes #1636
2019-02-05 10:00:54 +01:00
Johannes Pfeifer 8cb99bfe9d discretionary_policy_1.m: check for NaN before checking for non-zero derivatives
Prevents false error message
2019-02-05 09:14:20 +01:00
Stéphane Adjemia (Scylla) 5c75c30104
Fixed matlab warning.
[skip ci]
2019-02-04 16:26:48 +01:00
Stéphane Adjemian 768555b523 Merge branch 'fixes_4.6' into 'master'
Fixes 4.6

See merge request Dynare/dynare!1641
2019-02-04 10:19:05 +00:00
Stéphane Adjemia (Scylla) b7c60ddf59
Added a routine for writing the problem to be solved to compute the BGP of a model.
- Only works with backward models.
 - Probably doesn't work if the model includes auxiliary variables.
 - Assumes that the trends are multiplicative.
2019-02-04 10:04:33 +01:00
Houtan Bastani 18b006d46f
fix comments 2019-02-01 16:45:13 +01:00
Houtan Bastani f29d974410
add copyright and fix spacing 2019-02-01 16:42:32 +01:00
Sumudu Kankanamge 31d59d6be3 -add file to read JSON gui perfect-foresight 2019-02-01 14:54:52 +01:00
Houtan Bastani a68f3fc082
remove unused output from functions 2019-01-31 16:11:35 +01:00
Houtan Bastani d32de4deae
preprocessor, reporting: submodule update 2019-01-28 15:47:40 +01:00
Sébastien Villemot cfc81bc5ff
Update preprocessor and dseries submodules 2019-01-28 15:16:37 +01:00
Houtan Bastani d15c998804
reporting: submodule update 2019-01-25 18:02:16 +01:00
Stéphane Adjemia (Scylla) 3690dc2e6f
Updated dseries submodule. 2019-01-23 17:26:08 +01:00
Stéphane Adjemia (Scylla) 2482eafdb7
Fixed dseries class initialization in Octave. 2019-01-23 15:49:55 +01:00
Sébastien Villemot f484942154
Update dseries submodule 2019-01-22 18:10:16 +01:00
Marco Ratto a798889fe1 fix crashes of the expand interactive mode of shock decomp plots, requiring to store and use more info on the plot itself (manual cherry-pick from 2914805e0803165eb324081483b6e85e288c3ce0) 2019-01-17 11:37:41 +01:00
Marco Ratto aeceafbec2 fixed error in formula of annualized steady state
(cherry picked from commit 696800b277dadd164244771ccfce8e39f1146472)
2019-01-17 10:57:39 +01:00
Marco Ratto 6e033a800b trap possible cases where the option is type dates (manual cherry pick from commit 392ee4ae8a200a82003acd0c9b70c47c542f6b32) 2019-01-17 10:56:12 +01:00
Marco Ratto 47900a5909 trap slice sampler when doing mh_recover
(cherry picked from commit 4ba9c9296f1939fa14b1401886d9e9b86541e5e3)
2019-01-17 09:50:07 +00:00
Marco Ratto beb165c002 bug fix with definition of steady state of plotted var when realtime is not zero
(manual cherry picked from commit 5badd34380f20e511e91b455482931c107a8f73b)
2019-01-17 10:47:39 +01:00
Marco Ratto 8713e46c4e fixed bug with non-increasing time declarations of moment restrictions. Modified example to get more sensible graph of ACF.
(cherry picked from commit b0e7c47a000a679420970f1d05e4f2ed7d60764c)
2019-01-17 09:26:37 +00:00
Houtan Bastani c94401ea66
remove spurious semicolon 2019-01-02 18:00:21 +01:00
Houtan Bastani 42ad1a85ba
remove unnecessary find in statement 2019-01-02 17:56:45 +01:00
Houtan Bastani 24eb3bcb34
remove unnecessary brackets from strings 2019-01-02 17:56:35 +01:00
Stéphane Adjemia (Scylla) 6d5f86b464
Updated dseries submodule (fix for macOS).
X13 binary was not detected.

[ci-skip]
2018-12-27 10:59:38 +01:00
Stéphane Adjemian (Hermes) c7988c0717
Updated dseries submodule (moved dates class into dseries submodule). 2018-12-24 10:37:26 +01:00
Sébastien Villemot f546eb67ed
Update preprocessor and dseries submodules 2018-12-20 17:10:22 +01:00
Sébastien Villemot f363c3da6b
Restore behavior of 'nolog' option
The option had been broken by 0e77815ece.

This option cannot be entirely handled at the preprocessor level, since the
main log file is created at the MATLAB/Octave level. Handle it via a dedicated
regular expression.
2018-12-20 17:10:22 +01:00
Stéphane Adjemian (Hermes) 14305851a9
Updated dates submodule. 2018-12-19 17:24:00 +01:00
Sébastien Villemot 0e77815ece
Options list at the top of the mod-file now parsed by the preprocessor
Closes #1630
2018-12-19 16:15:48 +01:00
Johannes Pfeifer 5db86aaf7f Use global instead of local variable 2018-12-18 12:44:08 +01:00
Sébastien Villemot fc74dded42
Increase tolerance in quantile.m unit test
The failure appeared because of (seemingly unrelated) changes in gamrnd, which
have modified the random seed when entering this test.
2018-12-17 12:38:41 +01:00
Stéphane Adjemia (Scylla) f2b5a909f3
Update dseries submodule. 2018-12-17 10:50:39 +01:00
Johannes Pfeifer 6460a3a1e5
Document prior moments(distribution) option 2018-12-15 19:23:06 +01:00
Johannes Pfeifer 68d3852cbf
Correctly update covariance matrix of exogenous shocks during prior simulation 2018-12-15 19:23:06 +01:00
Johannes Pfeifer b333f6bf2b
Correctly update covariance matrix of shocks for posterior draws 2018-12-15 19:23:05 +01:00
Johannes Pfeifer 2ba9a8e10b
Prevent inconsistent specification in estim_params-block
Also documents the behavior
2018-12-15 18:49:53 +01:00
Johannes Pfeifer 1880a34d2f
Provide error message if unsupported endogenous prior restriction is used 2018-12-15 18:44:53 +01:00
Johannes Pfeifer fec7455555
Make prior.m function account for endogenous prior restrictions 2018-12-15 18:44:53 +01:00
Stéphane Adjemia (Scylla) d5bdc19e19
Added unit tests for gamrnd algorithms.
Only tests first order moemnt, second order moment and Cumulative Distribution
Function (should also add some tests for independance).
2018-12-15 16:48:25 +01:00
Stéphane Adjemia (Scylla) e32b87d4b3
Streamlined gamrnd routine.
Give access to all the implemented algorithms through the third argument. The
last argument is a structure with two fields `large` and `small`. The first
field specifies the algorithm to be used for α>1 while the second field defines
the algorithm to be used for α ∈ (0,1).

Default algorithms are:

 - Cheng (1977) for α>1,
 - Johnk (1964)  α ∈ (0,1).
2018-12-15 16:48:24 +01:00
Stéphane Adjemia (Scylla) d628b078ab
Fixed typo. 2018-12-15 16:48:24 +01:00
Stéphane Adjemia (Scylla) 4206cabe52
Streamlined gamrnd algorithms. 2018-12-15 16:48:24 +01:00
Stéphane Adjemia (Scylla) 8ac4860150
Fixed Weibull rejection algorithm.
The description given by Devroye (1986) is clearly wrong, this implementation
is based on the original paper Väduva (Series Statistics, 1977).
2018-12-15 16:48:24 +01:00
Stéphane Adjemia (Scylla) 79ad4e952b
Bug fixes in Cheng (1977)'s gamrnd algorithm.
- Definition of Y was wrong (error in Devroye's book).
 - Definition of X was wrong.

Also simplified the code w.r.t. update of the vector of indices.
2018-12-15 16:48:24 +01:00
Stéphane Adjemia (Scylla) 162c8ab7d0
Set default value for the second hyperparameter. 2018-12-15 16:48:24 +01:00
Stéphane Adjemia (Scylla) 426c63a735
Created namespace for gamrnd routines.
Also fixed implementation of Jonk's algorithm.
2018-12-15 16:48:23 +01:00
Sébastien Villemot 552c40cfc4
Update dseries and m-unit-tests submodules 2018-12-12 14:48:50 +01:00
Sébastien Villemot 139e922c0f
No longer downoald x13 binary within CI
The binary is now picked from the Debian package.
2018-12-12 11:06:20 +01:00
Sébastien Villemot d2c10f216b
Update dseries submodule 2018-12-12 10:36:17 +01:00
Stéphane Adjemian (Hermes) 8f5ba227d1
Updated dseries submodule. 2018-12-11 19:38:29 +01:00
Stéphane Adjemian (Hermes) 89a8331eb6
Updated dseries submodule. 2018-12-10 23:00:52 +01:00
Sébastien Villemot efec664667
Preprocessor update + corresponding change in parameters derivatives
In the *_params_derivs.m files, in the "hp" matrix, the preprocessor now fully
outputs the symmetric elements, so getH needs to be adapted.

By the way, also clean up code for "rpp" and "gpp", were full symmetric
elements were also already present (and therefore do not need to be duplicated
in getH).
2018-11-22 17:53:39 +01:00
Sébastien Villemot 635aa65665 Merge branch 'ident_plot_bug' into 'master'
identification_analysis.m: Fix bug introduced in 60d95b65f2

See merge request Dynare/dynare!1637
2018-11-16 16:21:14 +00:00
Johannes Pfeifer b615d2d795 identification_analysis.m: Fix bug introduced in 60d95b65f2
We already used a variable called offset
2018-11-16 16:20:27 +01:00
Johannes Pfeifer 4ecbcbb136 evaluate_steady_state_file.m: Remove redundant setting of auxiliary variables
The original problems seems to have been fixed by #1133

Essentially reverts 3c7e60b744 and closes #1175
2018-11-16 14:12:55 +01:00
Johannes Pfeifer f947a31b80 evaluate_steady_state_file.m: fix two bugs in debugging mode 2018-11-16 09:24:43 +00:00
Johannes Pfeifer 60d95b65f2
Identification strength: make plotting consistent
1. Rely on actually computed standard deviations in bayestopt_ instead of potentially unset estim_params_
2. Remove arbitrary normalizations/omitted normalization in case of division by 0 in normalization
3. Distinguish between 0 identification and division by 0 due to normalization in plots

(cherry picked from commit 7341e21a381850c47fbed018bf6a7acdda4fa92e)
2018-11-16 10:17:30 +01:00
Sébastien Villemot ad451ad224 Merge branch 'prior_dens_info' into 'master'
Deal with info returned by priordens being a vector

See merge request Dynare/dynare!1629
2018-11-15 09:39:11 +00:00
Sébastien Villemot 513f3ec68e Merge branch 'evaluate_steady_state' into 'master'
evaluate_steady_state.m: consistently use params

Closes #1627

See merge request Dynare/dynare!1630
2018-11-15 09:22:09 +00:00
Johannes Pfeifer 30361ccb49 GSA scatter plots: Correctly pass LaTeX-names to figure 2018-11-14 18:37:54 +01:00
Johannes Pfeifer 022913579a map_calibration.m: Fix bug that prevented display of restrictions 2018-11-14 18:37:05 +01:00
Johannes Pfeifer c16c2fb894 evaluate_steady_state.m: consistently use params
Prevents erroneously relying on stale parameters from M.params (thanks to Tom Holden); closes #1627
2018-11-14 16:01:55 +01:00
Johannes Pfeifer 09a166f4e7 Revert "adding missing any()"
This reverts commit a5b97a28a0.
2018-11-14 15:04:27 +01:00
Johannes Pfeifer c1b0bb5ee3 initial_estimation_checks.m: Turn vector info into scalar
Related to a5b97a28a0 that needs to be reverted
2018-11-14 15:02:15 +01:00
Sébastien Villemot 18faa9733c
Further updates related to minimal MATLAB version bump 2018-11-13 18:29:20 +01:00
Sébastien Villemot 7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
Sébastien Villemot ce49cd95df
Add missing iscolumn and ismatrix for MATLAB < R2010b
Also fix a bug in isrow (it was not checking the rank of the array).
2018-11-13 16:59:27 +01:00
Sébastien Villemot 736d43c4e6
Bump minimal MATLAB version requirement to 7.9 (R2009b) 2018-11-13 15:59:16 +01:00
Sébastien Villemot 096936be9c
The preprocessor now compiles the MEX when use_dll is specified
Update documentation accordingly (except on macOS where the solution has not
yet been implemented).

Also include MinGW in the Windows installer.
2018-10-29 14:41:34 +01:00
Sébastien Villemot cc4183d3a5
Fix for recent MATLABs under Windows 2018-10-26 15:02:26 +02:00
Sébastien Villemot 8cb51e26e6
options_.instruments is now a cell array
This fixes crashes under Octave (while MATLAB seems to accept array-indexing
with cell arrays).
2018-10-25 15:01:53 +02:00
Stéphane Adjemia (Scylla) e5317b17de
Cosmetic change. 2018-10-06 17:52:58 +02:00
Stéphane Adjemia (Scylla) 108854a484
Bug fix. verbosity option was not honoured in simplex algorithm (8).
Thanks to Reuben for reporting.
2018-10-06 17:50:37 +02:00
Michel Juillard 3ad654b9b8
Allowing for different number of periods in conditional_forecast_path.
Updated preprocessor submodule.
2018-09-27 18:58:24 +02:00
Stéphane Adjemian(Charybdis) 07141a8681
Various optimizations. 2018-09-26 22:51:05 +02:00
Stéphane Adjemian(Charybdis) 7c83ba7ea7
Fixed documentation header. 2018-09-26 22:51:05 +02:00
Stéphane Adjemian(Charybdis) 2cf6ccdaa5 Updated dseries submodule. 2018-09-18 17:37:37 +02:00
Stéphane Adjemian(Charybdis) 3e6e448134 Updated dates and dseries submodules. 2018-09-14 23:13:13 +02:00
Stéphane Adjemian(Charybdis) 99aadf7d1a Updated m-unit-tests submodule. 2018-09-14 15:37:30 +02:00
Sébastien Villemot 51416bf2ae Always use "isoctave" for testing Octave context 2018-09-07 17:22:08 +02:00
Stéphane Adjemian(Charybdis) 86445832fd Added routine returning true iff a variable is an auxiliary variable. 2018-08-10 14:52:22 +02:00
Sébastien Villemot 13526bcbce Octave now has the same graphical waitbar as MATLAB (for MCMC progress) 2018-08-02 15:33:18 +02:00
Sébastien Villemot d03cc56587 solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
The gmres() function has been implemented (actually since Octave 3.4.1!).
2018-08-02 15:20:39 +02:00
Sébastien Villemot fda021855c Fix forecast command with deterministic exogenous and linear option
Closes #1608
2018-08-02 14:20:51 +02:00
Stéphane Adjemian(Charybdis) 6d79ca4f58 Return 0 if input is empty. 2018-07-28 10:48:43 +02:00
Michel Juillard a5b97a28a0 adding missing any() 2018-07-27 20:24:13 +02:00
Johannes Pfeifer 433a68169d TaRB: fix bug where incorrect last posterior was returned if last draw was rejected 2018-07-24 17:07:29 +02:00
Stéphane Adjemian(Charybdis) 157641ac91 Updated particles submodule. 2018-07-24 14:12:53 +02:00
Stéphane Adjemian(Charybdis) cffff796f1 Added routine to test if an auxiliary variable is a lag of a variable. 2018-07-23 10:41:34 +02:00
Stéphane Adjemian(Charybdis) 7421e6b5b2 Fixed copyright header. 2018-07-19 15:36:02 +02:00
Stéphane Adjemian(Charybdis) 44c49eaef8 Improved iterations display of Dynare's simplex routine. 2018-07-19 15:15:05 +02:00
Stéphane Adjemian(Charybdis) 2d321cb0e3 Increased default number of iterations in simplex. 2018-07-19 15:15:05 +02:00
Johannes Pfeifer 97229177b4 simplex_optimization_routine.m: account for penalty indicator being third output, not fourth one
Caused occasional crashes
2018-07-19 09:25:27 +02:00
Stéphane Adjemian(Charybdis) 5361325ba9 Fixed unit test (false negative in Octave testsuite). 2018-07-18 12:18:43 +02:00
Stéphane Adjemian(Charybdis) ac3af2052a Remove test from Octave testsuite.
The function is only called by Matlab if the statistics toolbox is not available.
2018-07-18 11:14:47 +02:00
Stéphane Adjemian(Charybdis) 064b270795 Updated dseries submodule (Octave testsuite fixes). 2018-07-17 18:41:25 +02:00
Stéphane Adjemian(Charybdis) 8b0d673458 Cosmetic change (Octave unit test).
(cherry picked from commit 48ee13646a072d0ad9466f901f2d048594717d71)
2018-07-17 17:44:42 +02:00
Stéphane Adjemian(Charybdis) 0d27bd8dea Fixed unit tests on Weibull pdf (Octave testsuite).
(cherry picked from commit bc962a91c0749e6c9f108c867acde134e6bb80fc)
2018-07-17 17:44:15 +02:00
Stéphane Adjemian(Charybdis) 4154817acc Added missin semicolons.
(cherry picked from commit 4a0b1c2e93d23c85a7874b1bbea85819f56739f5)
2018-07-17 17:43:58 +02:00
Stéphane Adjemian(Charybdis) 9d01b17e03 Removed one unit test from Octave testsuite. 2018-07-17 11:30:20 +02:00
Stéphane Adjemian(Charybdis) 0074561182 Updated dseries submodule (unit test fix). 2018-07-14 11:54:01 +02:00
Sébastien Villemot 7685a0ccda Octave compatibility fix
Now that the set_auxiliary_variables file is in a "+" directory, Octave fails
at str2func if the file does not exist.
2018-07-13 17:22:27 +02:00
Stéphane Adjemian(Charybdis) 30c41733bc Updated dseries submodule. 2018-07-12 19:38:15 +02:00
Stéphane Adjemian(Charybdis) ebad639546 Bug fix (parenthesis mismatch). 2018-07-11 11:03:15 +02:00
Stéphane Adjemian(Charybdis) f0a5a2aac9 Adapted codes to the json files new location. 2018-07-10 20:17:43 +02:00
Sébastien Villemot 3863a74319 Fix bug introduced in 13ce91861 in graph decomposition under MATLAB 2018-07-04 12:33:51 +02:00
Sébastien Villemot 13ce918612 Octave compatibility fixes in graph decomposition 2018-07-02 16:06:11 +02:00
Sébastien Villemot b2c554623f Various fixes related to the new layout of generated files 2018-06-28 18:14:40 +02:00
Sébastien Villemot 87bb0c6997 Fix mistake in previous commit w.r.t. steadystate file 2018-06-27 17:15:13 +02:00
Sébastien Villemot a1b8bd39b2 Move the location of various generated files on the filesystem
- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
Stéphane Adjemian(Charybdis) 93bb326cc2 Added routines for dealing with extraction of a single equation from JSON output. 2018-06-21 18:46:38 +02:00
Stéphane Adjemian(Charybdis) e3727db6a4 Updated particles submodule. 2018-06-14 11:50:55 +02:00
Stéphane Adjemian(Charybdis) eacb6eb498 Updated dseries submodule (bug fix). 2018-06-09 18:34:09 +02:00
Johannes Pfeifer 6607d3907a disp_identification.m: Account for jweak_pair generally being a matrix 2018-06-09 08:59:43 +02:00
Johannes Pfeifer b8094a2e84 Correct display of identification message if parameters are only collinear
Closes #1614
2018-06-07 19:29:24 +02:00
Sébastien Villemot 79484607a7 Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
Complete the fix started in 8913791ff0.

Change the test case to prevent regressions.
2018-06-07 16:14:02 +02:00
Johannes Pfeifer 09ac7f6249 identification_analysis.m: make sure that increase in options_.ar is passed back via options_ident 2018-06-07 13:17:42 +02:00
Michel Juillard 8913791ff0 fixes bug for solve_algo = 10 and lags on exogenous variables 2018-06-07 12:21:58 +02:00
Sébastien Villemot a71e0ebee4 Add a compile-time check for MATLAB version, as we already do for Octave 2018-06-06 14:31:25 +02:00
Sébastien Villemot 88e89dfb21 Refactor test for Octave version
Distinguish between a minimal version required (from a source code perspective,
applicable on all platforms) and an exact version requirement (from a binary
package perspective, in practice used only for our Windows package).
2018-06-06 14:27:53 +02:00
Sébastien Villemot 57f6183d2f Move some functions out of missing/stats/, since they are only needed for MATLAB 2018-06-06 13:02:42 +02:00
Sébastien Villemot 9211d902a0 Update dseries 2018-06-05 19:56:42 +02:00
Sébastien Villemot 933ed45ead Octave 4.4 no longer includes statistics functions
Those have been moved to the statistics package. If that package is not there,
use a fallback.
2018-06-05 19:53:06 +02:00
Sébastien Villemot 7cbac0c989 Fix user_has_octave_forge_package
Packages are no longer autoloaded, so testing whether they are "Loaded" does
not work in all cases.

The function now ensures that the package is loaded.
2018-06-05 19:53:02 +02:00
Sébastien Villemot 0b2828af8a Fix typo 2018-06-05 17:27:22 +02:00
Sébastien Villemot e8ade6a187 Fix display of Dynare command arguments 2018-06-05 17:27:03 +02:00
Sébastien Villemot 8cadb2ac59 Silence Octave:classdef-to-struct warning 2018-06-05 17:24:52 +02:00
Sébastien Villemot c7a57e5906 corrcoef is included in Octave 4.4 2018-06-05 17:14:41 +02:00
Sébastien Villemot 7b546ba696 Compatibility fix for MATLAB < R2010b (7.11) 2018-05-30 17:44:46 +02:00
Stéphane Adjemian(Charybdis) 474556e0ca Added routines related to auxiliary variables. 2018-05-29 15:44:41 +02:00
Houtan Bastani d5862f93bf add comment explaining changes in 4e79d12e53 2018-05-28 14:32:11 +02:00
Houtan Bastani 4e79d12e53 move declaration of default values from global_initialization to a separate function 2018-05-28 14:07:32 +02:00
Houtan Bastani 97af53b82d fix mkdir call in global_initialization 2018-05-28 14:07:32 +02:00
Sébastien Villemot 02084ce310 Remove qzcomplex Oct-file
It's actually not needed. The QZ complex decomposition can be obtained in
Octave on real matrices by casting them to the complex type.
2018-05-17 12:11:15 +02:00
Stéphane Adjemian(Charybdis) ac5fcbe231 Use new approach for setting aux variables in model inversion routine.
(cherry picked from commit f1ed81aae2)
2018-05-16 17:27:51 +02:00
Sébastien Villemot 14fbfa028b Move qzdiv.m and qzswitch.m to partial_information/ subdir
They are no longer used in the main codebase.
2018-05-16 17:12:48 +02:00
Sébastien Villemot 59ad26a3c9 Improve fallback code when mjdgges DLL is absent
The new code relies on qz(..., 'real'), ordqz and ordeig, and returns a real
decomposition. The previous version was using Sims' qzdiv and returned a
complex decomposition.

As a consequence, we can drop options_.qzdiv, which was used to detect when
imaginary parts had to be dropped.

This code does not work on Octave for the time being, but this is acceptable
since it is only a fallback.
2018-05-16 17:12:48 +02:00
Sébastien Villemot c180777818 Move check about Octave version to the same place as check for MATLAB 2018-05-16 17:12:48 +02:00
Sébastien Villemot 42b82087d5 Remove codepaths for unsupported Octave versions 2018-05-16 17:12:48 +02:00
Stéphane Adjemian(Charybdis) afbac2e8eb Added strsplit routine in missing. 2018-05-16 16:41:43 +02:00
Stéphane Adjemian(Charybdis) f53be721c1 Added new option mh_tune_jscale.
Works only with the Random Walk Metropolis Hastings algorithm.

Closes #1598
2018-05-16 16:37:22 +02:00
Sébastien Villemot e2c2f2d966 Remove fallbacks for ilu, linsolve and ordschur under Octave
These functions are all included in Octave 4.2.
2018-05-16 10:48:44 +02:00
Sébastien Villemot 473b2f59ef Provisions for MATLAB 9.4 (R2018a)
Take into account the API break in the MEX interface (new interleaved complex API).
But do not split MEX directories on MacOS X for the time being.
2018-05-14 15:16:03 +02:00
Stéphane Adjemian(Charybdis) 3fe758c2b2 Cosmetic change in doc headers. 2018-05-05 21:58:52 +02:00
Stéphane Adjemian(Charybdis) 8f53be2a6f Impose the consistency of the count of unstable eigenvalues...
... Between stoch_simul and check. Added sdim (the number of stable
eigenvalues) and edim (the complementary number of explosive eigenvalues) in dr
structure. The test is always done with sdim (or edim) returned by mjdgges.
2018-05-05 19:53:13 +02:00
Stéphane Adjemian(Charybdis) fa15c3dbc7 Updated dates submodule. Closes #1601. 2018-05-05 14:56:56 +02:00
Stéphane Adjemian(Charybdis) fa67aeb7a6 Fixes issue #1607. 2018-05-05 10:29:37 +02:00
Stéphane Adjemian(Charybdis) 891e3ba7be Cosmetic change in doc headers. 2018-05-05 10:24:01 +02:00
Stéphane Adjemian(Charybdis) cee6dda44d Fixed check for octave version.
We should not issue a warning if version() is greater than supported_octave_version().
2018-03-24 22:48:45 +01:00
Stéphane Adjemian(Charybdis) aa4cabcbeb Fixed bug (simulation of backward models).
Was crashing with three inputs (last one is for innovations) when the first input was an empty array.
2018-03-12 09:45:15 +01:00
Stéphane Adjemian(Charybdis) 8263bbba8a Use new mechanism for setting auxiliary time series. 2018-03-12 09:34:56 +01:00
Stéphane Adjemian(Charybdis) 86be2cb998 Fixed typo. 2018-03-02 10:26:48 +01:00
Stéphane Adjemian(Charybdis) 857a3842e3 Cosmetic change.
Changed M_.max_*_orig into M_.orig_maximum_* for consistency with other fields.
2018-03-01 10:13:44 +01:00
Stéphane Adjemian(Charybdis) b84e3054e3 Various fixes for backward models routines. 2018-03-01 09:29:48 +01:00
Houtan Bastani 667bfb6948 dseries: submodule update 2018-02-20 11:03:12 +01:00
Stéphane Adjemian (Charybdis) fa598b751b Fixed prior command with optimize.
Penalty was not passed correctly.
2018-02-17 21:00:23 +01:00
Houtan Bastani d54cdbf0ac fix output when no arguments are passed to dynare 2018-02-16 17:31:53 +01:00
Houtan Bastani 5d439bcb18 submodule update: preprocessor and add dynare version to dynare.m 2018-02-16 17:31:47 +01:00
Stéphane Adjemian (Charybdis) 350b8fb529 Updated dseries submodule (prevent initialization crash if unable to install X13 binary). 2018-02-10 12:24:20 +01:00
Johannes Pfeifer 224ccb7bab sim1_linear.m: change hard-coded tolerance to option
The tolerance for the steady state check should depend on the accuracy of the steady state computation
2018-02-07 18:42:12 +01:00
Stéphane Adjemian (Charybdis) 4adebd4419 Fixed copyright header. 2018-02-01 22:51:23 +01:00
Marco Ratto cf5f556f4a Do not re-set auxiliary variables if they are already available in the input info [i.e. smoothed variables].
This makes the function robust when one provides info using UpdatedVariables, instead, for faster realtime exercises.
2018-02-01 19:17:59 +01:00
Marco Ratto a7bc6414f5 fixed bug to logical if condition 2018-02-01 19:14:13 +01:00