Commit Graph

12218 Commits (3cf622cdc1de0629212ea91bb2e9a587a59b3791)

Author SHA1 Message Date
Johannes Pfeifer 3cf622cdc1 Output M_ in stoch_simul.m and discretionary_policy.m
Fixes https://git.dynare.org/Dynare/dynare/issues/1711 together with https://git.dynare.org/Dynare/preprocessor/-/merge_requests/15
2020-02-24 14:14:41 +01:00
Sébastien Villemot 3879ce08de
NEWS.md: add missing new feature in 4.6.0 + adjust release date
[skip ci]
2020-02-21 12:52:54 +01:00
Sébastien Villemot 69ea03b5ad
README.md: fixes to compilation instructions under Windows/MSYS2
[skip ci]
2020-02-20 12:36:52 +01:00
Houtan Bastani 2fea033874
doc: remove warning in compilation introduced in 3af2cc3fc4
a blank line is needed after a bulleted list
2020-02-19 22:17:38 +01:00
Houtan Bastani 70d7a48d44
preprocessor update
- macro processor: allow for the definition of a variable without a value
- dragonfly: add new field to `options_.parallel_info`
- fix lookbehind to handle `-` sign in substitution of dates in native statements
- remove support for weekly dates
- dragonfly: support ProgramConfig config file option
- dragonfly: support ProgramPath config file option
- add undocumented `gui` option to preprocessor
- occbin: support occbin tags in equation tags, add occbin_likelihood and occbin_smoother as options to estimation
- make loop variables const
- Combine `DynareMain.cc` and `DynareMain2.cc`
2020-02-19 22:03:01 +01:00
Sébastien Villemot bb64a77179
Windows package: libwinpthread-git comes from the same source package as winpthreads-git 2020-02-19 15:50:52 +01:00
Sébastien Villemot 4eaf718779
Windows package: upgrade various dependencies 2020-02-19 15:50:52 +01:00
Sébastien Villemot 3e5508bea7
Windows package: add missing gcc-libs package for MinGW compiler 2020-02-19 15:50:52 +01:00
Sébastien Villemot fbf97a0d7d
Windows package: zlib is a dependency of the MinGW compiler 2020-02-19 15:39:49 +01:00
Sébastien Villemot 573d86bc25
Windows installer: fix Octave version advertised 2020-02-19 15:39:48 +01:00
Sébastien Villemot 5f4b1f26fe
Windows README: fix download URLs for Octave installer 2020-02-19 12:27:54 +01:00
Sébastien Villemot 8f4d4a0c78
Add the list of bugfixes to 4.6.0 release notes 2020-02-18 12:36:03 +01:00
Sébastien Villemot 144bdf34ba
k-order MEX: fix crash on Octave when higher-order derivatives have numerical zero
In Octave, when some values given to the sparse() function are numerically
zero, then the nzmax of the generated sparse matrix is shrinked accordingly;
while under MATLAB, the nzmax is the length of the vector of values, zeros
included.

The check at the top of
DynamicModelMFile::unpackSparseMatrixAndCopyIntoTwoDMatData() would then fail
under Octave if some higher-derivatives had an element which is symbolically
non-zero but numerically zero.

We therefore relax the check, and accordingly adapt the code that handles
numerical zeros.

This bug was uncovered by tests/pruning/AnSchorfheide_pruned_state_space.mod,
which was failing under Octave.
2020-02-18 12:18:39 +01:00
Sébastien Villemot ef4df1df0b
Build system: adapt for renaming of NEWS to NEWS.md 2020-02-17 23:12:12 +01:00
Sébastien Villemot a79dbe577f
Add release notes for 4.6.0 2020-02-17 18:39:47 +01:00
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