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14307 Commits (4346903c65db6404755e207fab0f4e526cccef01)

Author SHA1 Message Date
Sébastien Villemot 4346903c65
Various Octave compatibility issues 
Also improve on e42cf2e5b4 for the compatbilitity
with MATLAB < R2016a in occbin.write_regimes_to_xls.m.
 2021-09-14 17:55:55 +02:00
Sébastien Villemot 67c205e0a4
Fortran 2008: add interface for mxCreateStructMatrix 
Needed by Normann.
 2021-09-14 17:05:07 +02:00
Sébastien Villemot b0d2b849d8 Merge branch 'ramsey_shock' into 'master' 
Fixing the regression in behavior in evaluate_planner_objective (Ref: #1680)

See merge request Dynare/dynare!1923
 2021-09-14 13:40:03 +00:00
Sébastien Villemot 4ff78868e3
Preprocessor: fix use_dll on macOS + Octave 
Closes: #1797
 2021-09-13 16:51:16 +02:00
Johannes Pfeifer e7b1d4aca5 testsuite: Fix missing dependence 2021-09-11 11:29:18 +02:00
Johannes Pfeifer 334020fc46 evaluate_planner_objective.m: fix wrong timing in setting of shocks 2021-09-11 09:44:36 +02:00
Johannes Pfeifer 0d483ff85f evaluate_planner_objective.m: Factorize setting of initial condition 
also takes care of initially set shocks
 2021-09-11 09:44:35 +02:00
NormannR acdad93822 Fixing the regression in behavior in evaluate_planner_objective (Ref: #1680) 
- evaluate_planner_objective now returns conditional welfare depending on the initial value of the Lagrange multipliers when it is suitable to do so
   - histval blocks are no longer ignored
 2021-09-11 09:44:35 +02:00
Sébastien Villemot ee0a4eb001
Reporting: fix detection of pdflatex on Debian Bookworm 2021-09-09 11:30:04 +02:00
Sébastien Villemot d54f2dd609
dseries submodule update 
— fix detection of x13as on Debian bookworm/sid
— add ability to use self-compiled x13as on macOS
— add ISO 8601 weeks
— generalize isleapyear routine for vector of integers
 2021-09-09 11:03:35 +02:00
Sébastien Villemot d84da63c26
Preprocessor: fix bug introduced by previous commit with DSGE-VAR models 2021-09-08 19:00:42 +02:00
Sébastien Villemot 3353f539cc
Preprocessor: improve sanity checks for estimated_params* blocks 2021-09-08 17:11:18 +02:00
Sébastien Villemot e42cf2e5b4
Various MATLAB R2014a compatibility fixes 2021-09-08 14:15:49 +02:00
Sébastien Villemot 8d4f5fbd9b
Fix tests/deterministic_simulations/multiple_lead_lags/sim_endo_lead_lag.mod 
A bug was introduced in 440a0e460b, erroneously
changing the name of the baseline for a comparison.

The bug was left unnoticed with recent versions of MATLAB and on Octave,
because the first array in the ensuing comparison had zero line, and because of
automatic broadcasting, the error message was not triggered.

However, the bug was exposed on MATLAB < R2016b.
 2021-09-08 14:15:49 +02:00
Stéphane Adjemian (Charybdis) f1bf12c601
Apply patch from d440b7082 for (VAR based) expectations in PAC. 
Fix the computation of h1 and h0 if the auxiliary model (VAR) has a constant.
 2021-09-07 18:39:52 +02:00
Stéphane Adjemian (Ryûk) d440b70820
Fix var expectation weights when auxiliary model has a constant. 
Increment index variables_id_in_var if constant is present in VAR model (first position in the Companion representation)..
 2021-09-07 00:36:34 +02:00
Sébastien Villemot d41306f0c1
Remove DMM from contrib/ 
This code was never integrated in Dynare. Also, the authors would like to
release a new version soon, and they prefer that we remove this old version
from our repositories.

Closes: #568
 2021-09-03 17:18:20 +02:00
Sébastien Villemot badb36d6d2
Fix typos introduced in c68e4801bd 2021-09-02 20:43:21 +02:00
Sébastien Villemot c68e4801bd
Build system: add several test files to the source package 2021-09-02 17:14:07 +02:00
Sébastien Villemot 3d6f86c234
Build system: fix detection of SLICOT for MATLAB on RHEL 
The MATLAB_CFLAGS variable was not injected when testing for the presence of
libslicot64_pic. In particular, on GNU/Linux system, this means that the -fPIC
flag was not injected when doing the test. This was not a problem on Debian,
where GCC now enables -fPIC by default. But this would fail on RHEL, where
-fPIC is not enabled by default.

By the way:
— rename ac_save_* variables to my_save_*, to avoid conflicts with internal
  autoconf variables;
— do not inject “$(mkoctfile -p LFLAGS)” into LDFLAGS when testing for SLICOT
  under Octave; this is no longer necessary, since those flags are already
  injected at the beginning of mex/build/octave/configure.ac.
 2021-09-02 17:14:01 +02:00
Stéphane Adjemian (Ryûk) 4cf1a358ee
Fix growth neutrality correction in PAC/MCE equation. 2021-09-01 11:27:42 +02:00
Stéphane Adjemian (Ryûk) 380fd84cb3
Fix NLS estimation routine. 
Closes #1798
 2021-09-01 10:37:17 +02:00
Sébastien Villemot 7c0af1ce48
Merge branch 'gsa' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1920
 2021-08-31 13:52:20 +02:00
Sébastien Villemot 757c0dd4cb
Merge branch 'k_order_simult' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1914
 2021-08-31 13:51:43 +02:00
Sébastien Villemot 1c67aaf9cf
Merge branch 'parallel_doc' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1919
 2021-08-31 13:48:23 +02:00
Sébastien Villemot 667edcf752
Preprocessor: ensure that the “discount” option of “pac_model” is a parameter 
Closes: Madysson/estimation-codes#4
 2021-08-31 12:52:40 +02:00
Sébastien Villemot 5eb769008b
Dynare++: fix bug in the --steps option 
This option could crash or give wrong results.

Bug introduced in 6d99b6d120.
The Vector(Vector &) and Vector(const Vector &) constructors are not
equivalent.

Closes: #1804
 2021-08-31 12:34:44 +02:00
Johannes Pfeifer cba00755b1 stab_map_2.m: Only do skipline if actual printing happens 2021-08-31 11:13:37 +02:00
Johannes Pfeifer 54203f499e dynare_sensitivity.m: fix dead link 2021-08-31 11:13:02 +02:00
Johannes Pfeifer a2c60dba11 simult_.m: simulate user-requested order with k_order_solver 
Also prevent inconsistent simulations
 2021-08-30 19:36:51 +02:00
Johannes Pfeifer 7f55ea7782 manual: update Dynare path 
[skip CI]
 2021-08-30 19:30:12 +02:00
Sébastien Villemot 55850f465d
Merge branch 'noconstant' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1916
 2021-08-30 16:37:55 +02:00
Sébastien Villemot b8a9dae60a
Merge branch 'mode_check' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1915
 2021-08-30 16:36:57 +02:00
Sébastien Villemot f60043768b
Merge branch 'lyap' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1913

Closes: #1078
 2021-08-30 16:16:27 +02:00
Sébastien Villemot 97a86b5b35
Merge remote-tracking branch 'origin/JohannesPfeifer-master-patch-15169' 
Ref. !1912

Closes: #1114
 2021-08-30 16:15:30 +02:00
Sébastien Villemot d6483ef3f8
Merge branch 'mom_namespace' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1903
 2021-08-30 16:13:29 +02:00
Sébastien Villemot 85c37636dd
Preprocessor update 
— method_of_moments: move to namespace
— add updated_covariance option
 2021-08-30 16:12:42 +02:00
Johannes Pfeifer 83ea804fcc estimation: remove invalid check for presence of constant 
a zero steady state is a local property depending on the parameter vector; if initial evaluation to true, the constant was ignored
 2021-08-20 13:31:48 +02:00
Johannes Pfeifer 459fce927b mode_check.m: take care of almost binding bounds 2021-08-20 13:29:37 +02:00
Johannes Pfeifer 58b336b263 mode_check.m: fix logical condition that may otherwise lead to 0 size of interval 2021-08-20 13:09:06 +02:00
Stéphane Adjemian (Charybdis) d3678edbbe
Add try/catch block (cherry-picking failures). 
Close and delete generated file if cherry picking fails for any reason.
 2021-08-19 13:03:44 +02:00
Johannes Pfeifer f273c09e71 lyapunov_solver.m: make baseline compatible with sparse matrices 2021-08-19 11:16:24 +02:00
Stéphane Adjemian (Charybdis) ec3127a0ba
Updated preprocessor (missing option in occbin_setup). 2021-08-18 15:20:35 +02:00
Johannes Pfeifer 7037940124 Update CONTRIBUTING.md 2021-08-18 12:36:14 +00:00
Johannes Pfeifer b605846d7d Update CONTRIBUTING.md 2021-08-18 12:29:44 +00:00
Johannes Pfeifer cf6621187e
Add example for system prior 
(@stepan removed trailing spaces)
 2021-08-17 19:39:02 +02:00
Stéphane Adjemian 8228a32d5c Merge branch 'block_fixes' into 'master' 
Fix two bugs for block decomposed models

See merge request Dynare/dynare!1911
 2021-08-17 17:18:18 +00:00
Stéphane Adjemian 8ae7b23843 Merge branch 'occbin_output' into 'master' 
Occbin: remove redundant output

See merge request Dynare/dynare!1910
 2021-08-17 17:15:07 +00:00
Johannes Pfeifer b8c76a96e3 block_kalman_filter: add integration tests 2021-08-17 14:26:58 +02:00
Johannes Pfeifer 5e29a6082f dr_block.m: make sure zx has correct dimensions if no initval is present 
Also do earlier check for loglinear option
 2021-08-17 14:26:28 +02:00