Commit Graph

14000 Commits (47477e152a3575b0108f5845ba76ec2ca3c54330)

Author SHA1 Message Date
Johannes Pfeifer c4c8a0256d Add mjdgges.m unit test
Closes https://git.dynare.org/Dynare/dynare/-/issues/1438
2020-11-13 15:55:20 +01:00
Sébastien Villemot dd25761b31
Merge branch 'steady_file_Ramsey' of git.dynare.org:JohannesPfeifer/dynare 2020-11-13 15:37:59 +01:00
Sébastien Villemot 895ae59224
Preprocessor: Parallel config file: switch back to DynarePath field (instead of ProgramPath)
Closes: #1748
2020-11-13 15:36:47 +01:00
Johannes Pfeifer 1ce2ad22c5 Add example for user-defined steady state file
Closes https://git.dynare.org/Dynare/dynare/-/issues/1576
2020-11-13 14:29:36 +01:00
Sébastien Villemot feeea70f5a Merge branch 'v73' into 'master'
Document enabling of v73-save option

Closes #1730

See merge request Dynare/dynare!1770
2020-11-13 13:08:06 +00:00
Johannes Pfeifer a0791d981c Document enabling of v73-save option
Closes https://git.dynare.org/Dynare/dynare/-/issues/1730
2020-11-13 13:21:35 +01:00
Sébastien Villemot 6dac5a5d1f
Particules submodule update
– Consistently use LaTeX labels in figures instead of relying on psfrag
– Fix eps-TeX-loaders
– auxiliary_particle_filter.m: set undefined variable (Ref. #1718)
2020-11-13 13:19:34 +01:00
Sébastien Villemot 79652f13d7 Merge branch 'nanmean_octave' into 'master'
nanmean: Compatibility fix for Octave

See merge request Dynare/dynare!1769
2020-11-13 12:18:40 +00:00
Sébastien Villemot e6c8daf922 Merge branch 'endog_prior_NaN' into 'master'
endogenous_prior.m: deal with missing data

Closes #1744

See merge request Dynare/dynare!1768
2020-11-13 11:53:19 +00:00
Johannes Pfeifer e9ef9a5f4b nanmean: Compatibility fix for Octave
Octave does not support Matlab's recommended syntax
2020-11-13 12:03:17 +01:00
Johannes Pfeifer 445cbf67d2 endogenous_prior.m: deal with missing data
Closes https://git.dynare.org/Dynare/dynare/-/issues/1744
2020-11-13 10:54:44 +01:00
Sébastien Villemot a922505bbe
Another fix for Fedora, needed for building MEX for Octave 2020-11-13 10:05:40 +01:00
Sébastien Villemot 74d7c8a7f4 Merge branch 'pf_init' into 'master'
Fix initialization of state variances

See merge request Dynare/dynare!1762
2020-11-12 11:22:41 +00:00
Sébastien Villemot 5fd2a06483 Merge branch 'discretion_news' into 'master'
discretionary_policy_1.m: take care of presence of auxiliary equations

See merge request Dynare/dynare!1767
2020-11-12 09:49:00 +00:00
Johannes Pfeifer dab5d38068 Fix initialization of state variances
- incomplete computation of variances in case 1
- wrong ordering for case 2
2020-11-12 10:43:04 +01:00
Johannes Pfeifer c0c1b98326 discretionary_policy_1.m: take care of presence of auxiliary equations
Happens e.g. with news shocks
2020-11-11 22:08:19 +01:00
Sébastien Villemot 460895d20e
Preprocessor: substitute out model-local variables early in the model transform pass
Incidentally, this makes it possible to use model-local variables with either
the “block” or “bytecode” option. (Closes: #1243)
2020-11-10 18:09:18 +01:00
Sébastien Villemot 2c59b9f5da Merge branch 'fedora' into 'master'
Added install instructions for CentOS

See merge request Dynare/dynare!1766
2020-11-10 14:41:27 +00:00
Willi Mutschler 28e06927b1 📝 Added install instructions for CentOS
[skip ci]
2020-11-10 14:41:27 +00:00
Sébastien Villemot fcb52478e4
Preprocessor: replace exogenous with lead/lags by auxiliary variables in deterministic models
Several tests need to be adapted, because they were implicitly making the
assumption that there is no auxiliary variable.

Incidentally, this closes #1731. This commit therefore also removes the
workaround introduced in 0391dbbeb1.
2020-11-09 16:34:12 +01:00
Sébastien Villemot 77438198a8 Merge branch 'fedora' into 'master'
Added install instructions for RHEL and remove some tested distributions

See merge request Dynare/dynare!1765
2020-11-09 13:11:03 +00:00
Willi Mutschler f5ed2250aa 📝 Added install instructions for RHEL and tested distributions
[skip ci]
Removed Debian 9 from tested distros as it requires newer version of several packages such as GCC, Octave, bison
Removed Ubuntu 18.04 as it requires newer version of Octave
2020-11-09 11:32:31 +01:00
Willi Mutschler 1d2ddb361e
📝 Added installation instructions for Fedora to README
[skip ci]
2020-11-06 17:46:11 +01:00
Willi Mutschler 8ad880af69
📝 Improve installation instructions and cosmetic changes in README
[skip ci]
2020-11-06 17:44:48 +01:00
Sébastien Villemot 3a42c234fe
Fix build failures on Fedora
— FCFLAGS needs to contain the compilation flags used when compiling Octave,
  otherwise it fails at configure stage when looking for gfortran
— Explicitly add -L$OCTLIBDIR, because with Octave 5 it is no longer there, and
  on Fedora the Octave libraries are no in the default linker search path
2020-11-05 18:52:11 +01:00
Sébastien Villemot c564c9f4e4
Update mkoctfile64 for Windows cross-compilation with values from Octave 5 2020-11-05 18:51:47 +01:00
Sébastien Villemot 029ab65e68
Perfect foresight with initval_file: fix another bug when M_.orig_maximum_lag ≠ M_.maximum_lag
Similar to 95dcb5f4b7.
2020-11-05 16:08:57 +01:00
Sébastien Villemot f7ee0b9441
Build system: add missing -fPIC flag for Fortran 2008 MEX files under Octave 2020-11-05 15:40:14 +01:00
Sébastien Villemot 95dcb5f4b7
Perfect foresight with initval_file: fix bug when M_.orig_maximum_lag ≠ M_.maximum_lag
By the way, remove inexact comment about a similar code in histvalf.m
2020-11-05 15:39:55 +01:00
Sébastien Villemot f823f1a691
Manual: fix link to (old) Dynare wiki 2020-11-03 16:52:23 +01:00
Sébastien Villemot f51f151be2
CI: take advantage of the new “needs” keyword
In particular, this allows us to split the “test” and “pkg” stages, without
increasing the execution time.

(manually cherry picked from commit ac59b22015)
2020-11-03 11:31:51 +01:00
Sébastien Villemot ac59b22015
CI: take advantage of the new “needs” keyword
In particular, this allows us to split the “test” and “pkg” stages, without
increasing the execution time.
2020-11-03 11:24:24 +01:00
Sébastien Villemot 78462b1bbd Merge branch 'ifndef' into 'master'
Test for ifndef

See merge request Dynare/dynare!1763
2020-11-03 09:52:29 +00:00
Johannes Pfeifer d38a4428cc Move macro_processor/example1_macro.mod to subfolder 2020-11-02 16:00:03 +01:00
Johannes Pfeifer b4f3eb4a1c Add unit test for ifndef
See https://git.dynare.org/Dynare/dynare/-/issues/1747
2020-11-02 16:00:03 +01:00
Sébastien Villemot 463516c853
Preprocessor update
— Fix the interpretation of @#else clause within an @#ifndef
  Closes: #1747
— Fix the interpretation of @#elseif clauses within an @#ifdef or @#ifndef
— PAC model: fixes to M_.pac.MODEL.ar (information about autoregressive part)
  Ref. preprocessor#52
— PAC model: make detection of non-optimizing part more robust
  Ref. preprocessor#50
— Fixes to Julia output
2020-11-02 12:52:13 +01:00
Stéphane Adjemian (Charybdis) b066012033
Fixed R² in SUR model when estimating a subset of equations.
Closes #5
2020-10-26 15:07:50 +01:00
Sébastien Villemot cf68570813
Testsuite: workaround for glibc bug #19329
This bug is causing random crashes in the testsuite on our runners.

See https://sourceware.org/bugzilla/show_bug.cgi?id=19329

(cherry picked from commit f46dfba961)
2020-10-23 15:32:07 +02:00
Sébastien Villemot 299769c51b
Testsuite/MATLAB: output stderr to log file
(cherry picked from commit 2a472a0a6b)
2020-10-23 15:32:06 +02:00
Sébastien Villemot f46dfba961
Testsuite: workaround for glibc bug #19329
This bug is causing random crashes in the testsuite on our runners.

See https://sourceware.org/bugzilla/show_bug.cgi?id=19329
2020-10-23 12:35:35 +02:00
Sébastien Villemot 2a472a0a6b
Testsuite/MATLAB: output stderr to log file 2020-10-22 18:25:42 +02:00
Stéphane Adjemian (Charybdis) f36ee06041
Updated dseries submodule (matlab-fame-io improved initialization of daily dseries from FAME). 2020-10-21 19:29:07 +02:00
Sébastien Villemot 5fab01c534
Perfect foresight: fix case where max lead/lag on exo is greater than max lead/lag on endo
Bug introduced in commit e21cb1ad6b

Ref. #1720
2020-10-21 19:12:22 +02:00
Sébastien Villemot 4e16ffcda2
Fortran MEX interface: minor fix for interface to dgemv 2020-10-21 18:17:41 +02:00
Sébastien Villemot 6f415dff61
Testsuite: add missing line continuation symbol in the list of .mod files
This was causing some tests to be skipped.

The bug had been introduced e7162a2a69.
2020-10-21 16:36:18 +02:00
Sébastien Villemot e21cb1ad6b
LMMCP: fix the purely backward and purely forward cases
Closes: #1720
2020-10-21 16:30:40 +02:00
Sébastien Villemot 4ba0f0a9c3
LMMCP: don’t report a wrong maxerror, rather put NaN 2020-10-20 18:27:19 +02:00
Sébastien Villemot 46da76c0ce
LMMCP: fix bug when periods=1
The fix in commit 24cc67e585 was incorrect.
2020-10-20 18:20:04 +02:00
Sébastien Villemot 87cc519321
LMMCP / linear perfect foresight: fix bug for models with a single equation
The routines use the find() function applied to a subset of columns of the
Jacobian, which in this case is a row vector. When passed a row vector, find()
returns row vectors (while it returns column vectors when passed a column
vector or a matrix). This case was not correctly handled.
2020-10-20 18:20:02 +02:00
Sébastien Villemot df58037feb
Reporting: rename @graph class to @report_graph, to avoid name clash with MATLAB’s @graph 2020-10-20 14:39:47 +02:00