Commit Graph

13343 Commits (43ed7b2b69ebbe16a54dd0f0a26f593dc247788b)

Author SHA1 Message Date
Johannes Pfeifer 2fcd22059b
Add documentation for the mh_tune_jscale_initial_guess option
Related to https://git.dynare.org/Dynare/preprocessor/-/merge_requests/16
2020-02-29 10:28:50 +01:00
Johannes Pfeifer 9e5cb1422d
Save jscale to record structure before running MCMC
Useful in conjunction with mh_tune_jscale in cases where the posterior sampler crashes
2020-02-29 10:28:50 +01:00
Stéphane Adjemian (Charybdis) 864d4c25c7
Updated simulation routine for nonlinear backward models.
Changes necessary for the latest patches on dynare_solve (solve_algo={12,14}).
2020-02-27 22:58:19 +01:00
Stéphane Adjemian (Charybdis) 67b18710e8
Bug fix and efficiency change.
- Even in models where there is only one endogenous variable in the
   LHS and where all the LHS are unique, it may be that because of the
   preprocessor transformations an auxiliary variable appears in more
   than one LHS. If diff(X) is on the LHS of an equation in the original
   model, the preprocessor will create an auxiliary variable AUX_DIFF
   which will appear in the the original equation, replacing diff(X),
   and in a new equation defining the auxiliary variable. In this case
   the, the Dulmage-Mendelsohn decomposition will associate AUX_DIFF
   with the original equation and X with the equation. This was
   problematic in the previous version of the algorithm, since it was
   assumed that each equation determines the LHS variable (here AUX_DIFF
   = X - X(-1) determines a RHS variable (X).

 - Changed the expression for evaluating an LHS variable under a log.

 - Improved efficiency by not evaluating the residuals of the model if
   not required for solving the current univariate block.
2020-02-27 22:08:21 +01:00
Sébastien Villemot 9c216dc06b Merge branch 'NK_baseline' into 'master'
Update and modernize NK_baseline.mod

See merge request Dynare/dynare!1718
2020-02-26 15:12:08 +00:00
Johannes Pfeifer 00747b497c Modernize NK_baseline.mod 2020-02-25 19:38:11 +01:00
Johannes Pfeifer c48542c3f3 NK_baseline_steadystate.m: add copyright notice 2020-02-25 19:33:57 +01:00
Sébastien Villemot 1abd50c2ec
Windows package: remove spurious antislash
Introduced in 2ae88722fb
2020-02-25 18:00:28 +01:00
Sébastien Villemot a5b51b461d
Preprocessor update
— Rework the function that handles the macro-expansion of the .mod file
— Rework equation tags (preprocessor#38)
— Provide M_ as an output to stoch_simul and discretionary_policy (!1711)
2020-02-25 16:37:35 +01:00
Sébastien Villemot 3c30d9f658
Merge branch 'M_output' of git.dynare.org:JohannesPfeifer/dynare 2020-02-25 16:37:02 +01:00
Sébastien Villemot c84c789f20
Build system: remove useless uninstall rule
The Dynare++ binary is already uninstalled by dynare++/src/Makefile.
2020-02-25 16:34:09 +01:00
Sébastien Villemot 2ae88722fb
Build system + Windows/macOS package: provisions for Dynare++’s dynare_simul.m 2020-02-25 16:33:32 +01:00
Sébastien Villemot d0c7023107
Merge branch 'dynare++_simul' of git.dynare.org:JohannesPfeifer/dynare 2020-02-25 16:25:07 +01:00
Sébastien Villemot 3aaac2b811
Merge branch 'discretionary_bug' of git.dynare.org:JohannesPfeifer/dynare 2020-02-25 16:23:30 +01:00
Houtan Bastani 7a02b3bfd2
various fixes to dynareParallelDelete.m
- did not account for cases when username not set (namely when remote is localhost)
- did not account for cases when remote directory was not set (namely when remote is localhost)
- added unnecessary `filesep` to `pname` when `pname` was empty
- ignore unused output arguments (it is necessary to explicitly ignore them to prevent unwanted output from the `system` call)
- globbing did not work as it was expanded on the calling machine not the remote; pass call to `bash -c` to handle this
2020-02-25 16:18:55 +01:00
Houtan Bastani 3d9fe36ec5
ignore unused return value
[skip ci]
2020-02-25 14:50:56 +01:00
Houtan Bastani 54fe1c754c
fix typo in variable name 2020-02-25 14:50:55 +01:00
Johannes Pfeifer f89c1b58d8 Add integration test for steady state parameter updating 2020-02-25 14:48:29 +01:00
Johannes Pfeifer 47a3a1ed2e Restore dynare_simul.m for Dynare++
Got lost in 2169341639 and 9ab832de01
Also adapted it to new 4.6 mex-calling syntax
2020-02-25 14:39:15 +01:00
Sébastien Villemot f3b7ee6937
Merge branch 'JohannesPfeifer/dynare-eps_loader' 2020-02-25 14:27:17 +01:00
Sébastien Villemot aca4aa7bc6
Build system: add missing clean rules 2020-02-25 14:22:53 +01:00
Sébastien Villemot 31c19272fb
Emacs mode: add back final line for ELPA compatibility 2020-02-25 14:22:00 +01:00
Johannes Pfeifer b3849322d4 discretionary_policy_1.m: move setting of dr before return statement
Prevents aborting with a cryptic crash
2020-02-25 14:10:45 +01:00
Sébastien Villemot 3a0327d379
Emacs mode: fix byte compilation
The Emacs lisp source file was failing byte-compilation, because the
“dynare-blocks” variable was used within an “eval-when-compile” block, while
its definition was not in such a block.
2020-02-25 12:41:04 +01:00
Sébastien Villemot d98cf64195
Source package: no longer embed a copy of MathJax
The copy of MathJax that we were embedding was not source code, because it
contained minified Javascript. In particular, this is a problem for the
official Debian package.

We now strip the copy. Users compiling the HTML manual from the source tarball
will therefore get MathJax from a CDN (this is the default behaviour of
Sphinx).
2020-02-24 18:18:55 +01:00
Johannes Pfeifer 97f7b773e5 stoch_simul.m: Make sure graphs folder exists before creating eps-loader 2020-02-24 16:13:44 +01:00
Sébastien Villemot 9ba634ad2a
license.txt: various fixes 2020-02-24 15:51:35 +01:00
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
Stéphane Adjemian (Charybdis) 84e7d4bd3d
Adapted code to use solve_algo={12,14}. 2020-02-20 13:12:16 +01:00
Stéphane Adjemian (Charybdis) fa95a6347d
Added new nonlinear solvers (solve_algo 12 and 14).
These algorithms are alternative versions of 2 and 4 specialized for
models where each equation has only one endogenous variable on the
left hand side (only allowed expression on LHS is the log of an
endogenous variable). Univariate recursive blocks are then not solved
with a non linear but by evaluating the RHS expression.
2020-02-20 13:07:54 +01:00
Sébastien Villemot 69ea03b5ad
README.md: fixes to compilation instructions under Windows/MSYS2
[skip ci]
2020-02-20 12:36:52 +01:00
Stéphane Adjemian (Charybdis) 012e261944
Do not display the mapping between residuals and equations. 2020-02-20 11:39:03 +01:00
Stéphane Adjemian (Charybdis) 776f50b124
Changed rescaling strategy in trust region algorithm.
Reverts to the original MINPACK's behaviour.
2020-02-20 09:34:13 +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
Stéphane Adjemian (Charybdis) 0f23f88700
Exit gracefully if Newton solver fails (added try/catch block). 2020-02-19 14:39:02 +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
Stéphane Adjemian (Charybdis) bcfa574462
Display equation name. 2020-02-17 21:48:25 +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