9a7ded24e8
Compilation instructions under Windows using MSYS2
2018-11-06 17:08:49 +01:00
e37549461b
doc: update mexext, matlabroot options
2018-11-06 16:41:35 +01:00
671fe4bcd4
Build system improvements on Windows (MinGW / MSYS2)
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- Use the -static flag when linking Dynare++, so that shipping libquadmath and
libgcc DLL in the installer is no longer needed.
- Use AM_CXXFLAGS and AM_LDFLAGS variables for changing flags, since CXXFLAGS
and LDFLAGS are user variables. Also, this avoids passing these flags down to
configure scripts in subdirectories.
- Check for the SZIP library in the configure test for the MatIO, this is
needed under MSYS2.
- Statically link MatIO and GSL in MEX files for MATLAB, this is needed under
MSYS2.
2018-11-06 12:17:56 +01:00
47596aa3e0
Update preprocessor submodule
2018-11-05 12:32:02 +01:00
6684cbd9a6
Update preprocessor submodule
2018-11-05 11:30:05 +01:00
40362789de
Revert "More fixes related to spaces in paths"
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This commit was breaking the detection of slicot. My understanding is that
autoconf is not able to deal with spaces in paths, hence Windows users have not
choice but to use the 8.3 notation for MATLAB location.
This reverts commit 4ab79c55f0
2018-10-31 18:00:52 +01:00
4ab79c55f0
More fixes related to spaces in paths
2018-10-31 16:19:47 +01:00
625d824bbe
MEX extension detection now robust to spaces in MATLAB path
2018-10-31 15:57:34 +01:00
096936be9c
The preprocessor now compiles the MEX when use_dll is specified
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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
7d7409bee0
Windows installer: do not forget to uninstall the VERSION file
2018-10-29 14:40:01 +01:00
bdc9794d0e
Use extends keyword (introduced in Gitlab 11.3) to simplify .gitlab-ci.yml
2018-10-29 11:28:53 +01:00
cc4183d3a5
Fix for recent MATLABs under Windows
2018-10-26 15:02:26 +02:00
8cf2c9300e
Update preprocessor submodule
2018-10-26 11:13:22 +02:00
8cb51e26e6
options_.instruments is now a cell array
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This fixes crashes under Octave (while MATLAB seems to accept array-indexing
with cell arrays).
2018-10-25 15:01:53 +02:00
460dba40d7
Added integration test (estimated_params_init).
2018-10-25 10:33:31 +02:00
caac1502c3
Updated preprocessor submodule (fixes issue #1610 ).
2018-10-25 10:29:10 +02:00
524085927d
Removed useless tag (data_type).
2018-10-24 18:45:38 +02:00
dcea7514d9
Merge branch 'master' into ecb-master
2018-10-24 18:31:31 +02:00
de0ed40f14
Updated preprocessor submodule.
2018-10-24 18:27:46 +02:00
8a2c38cf6c
olsgibbs: save fitted values in dataset; allow use of dictionary as in dyn_ols
2018-10-24 17:17:01 +02:00
d5731ce18e
Submodules migrated to git.dynare.org
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(cherry picked from commit 3263fdc9bc
2018-10-24 15:41:43 +02:00
2c890f924a
Removed useless tags.
2018-10-24 14:28:32 +02:00
510bc2e299
Removed unused variable.
2018-10-24 12:08:00 +02:00
1c1a3ea0a4
Removed tests on targets.
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A target does not need to be a random walk. Also added a new integration
test (where the target is a constant, 0).
2018-10-24 12:06:14 +02:00
c11cdff2c2
Update preprocessor submodule
2018-10-18 10:58:45 +02:00
3263fdc9bc
Submodules migrated to git.dynare.org
2018-10-16 17:08:59 +02:00
d96740c2ef
Added integration tests (var and pac expectations).
2018-10-14 17:01:02 +02:00
a53c63d6d5
Added routines to print PAC_EXPECTATION and VAR_EXPECTATION in files.
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Each new routine pac.print() and var_expectation.print(), creates two files
that can be included (using the macro language) in a mod file. The first
file, {pac,var}expectationmodename-parameters.inc saved under
{M_.fname}/model/{pac,var}expectationmodel, contains the declaration of the
parameters created for the expanded (var or pac) expectation model, with
calibrated values. The second file, {pac,var}expectationmodename-parameters.inc
saved in the same subfolder, contains the expanded version of the (pac or var)
expectation term as a linear combination of the variables in the companion
representation of the expectatino model.
2018-10-14 16:57:51 +02:00
67e1126bb9
Updated preprocessor submodule.
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Fixes var_expectation with trend_component model. The companion representation of the trend_component
model was not correctly expanded, the diff were not rewritten in levels.
2018-10-14 16:45:49 +02:00
9358a1544b
Updated integration test (trends->targets).
2018-10-10 16:15:31 +02:00
d4bfd6c9f0
Another attempt to fix numerical accuracy issues in integration tests.
2018-10-06 21:44:58 +02:00
e5317b17de
Cosmetic change.
2018-10-06 17:52:58 +02:00
108854a484
Bug fix. verbosity option was not honoured in simplex algorithm (8).
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Thanks to Reuben for reporting.
2018-10-06 17:50:37 +02:00
9a84129707
Added integration for the bayesian estimation of a single equation.
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Uses a Gibbs sampling algorithm.
2018-10-06 16:59:00 +02:00
dfafe86246
Save teh posterior mean of the slope parameters as a column vector.
2018-10-06 16:55:42 +02:00
82187f9d41
Fixed olsgibbs routine.
2018-10-06 16:08:28 +02:00
2d674e0c55
update year in license file
2018-10-05 23:07:28 +02:00
798aaaa968
Cosmetic change.
2018-10-04 23:17:49 +02:00
ee2ad1ee15
olsgibbs: linear regression with Gibbs sampler
2018-10-04 17:12:47 +02:00
57bf291c00
add comment
2018-10-04 17:12:47 +02:00
084b7ac537
Changed optimization algorithm in integration tests.
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fs2000_uncorr_ME_missing was failing on some servers due to a numerical
precision issue. It appears that the problem drops off if the smoothed
variables are computed on another point (given by another optimization
algorithm).
2018-10-04 12:02:31 +02:00
6a847931dc
Dynare computes the excess kurtosis.
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See https://forum.dynare.org/t/simulated-kurtosis-reported-incorrectly/12534
2018-10-03 23:22:33 +02:00
03bd2b73e6
Fixed integration test for the automatic tuning of mh_jscale.
2018-10-03 18:21:16 +02:00
ffb36e5713
Remove obsolete kludges for MinGW
2018-10-02 17:10:36 +02:00
8f6b89ab56
Gitlab CI: include test results at 2nd level of the filesystem hierarchy
2018-10-02 15:51:55 +02:00
24cb1c0719
Provisions for MATLAB R2018b (9.5)
2018-10-01 18:26:03 +02:00
c6a17abc72
Testsuite: suppress MATLAB splash screen when generating .m.tls file
2018-10-01 16:40:26 +02:00
59642c3312
C output of preprocessor now splits generated fcts into several smaller fcts
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Adapt the k-order DLL as a consequence.
2018-10-01 16:13:12 +02:00
ae71599292
Switch to new get_companion_matrix routine.
2018-09-28 19:27:17 +02:00
a680cea095
Fixed integration test for trend component model (equation ordering).
2018-09-28 17:39:14 +02:00
Sébastien Villemot
Houtan Bastani
Stéphane Adjemia (Scylla)
Stéphane Adjemian (Charybdis)