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14171 Commits (54f80e88d2a788594cdcb69309a8309f1833f770)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 237aa465d2
Fix precision in perfect_foresight_solver for backward models. 2021-04-08 20:31:40 +02:00
Stéphane Adjemian (Charybdis) a03b65bab7
Honour option solve_algo with backward models in perfect_foresight_solver. 2021-04-08 20:31:40 +02:00
Stéphane Adjemian (Charybdis) 8683790927
Throw error if solve_algo={12,14} is used without JSON output. 2021-04-08 20:31:40 +02:00
Sébastien Villemot d5c8e8115e
Preprocessor update 
— Properly escape some characters in JSON. As a consequence, remove the
  workaround that was in matlab/loadjson_.m
— Fix JSON output for load_params_and_steady_state
— Add maximum lead/lag and varobs to JSON output
 2021-04-08 14:51:49 +02:00
Stéphane Adjemian (Charybdis) 3a823c488f
Fix PAC equations with lags on exogenous variables. 2021-04-02 15:52:30 +02:00
Sébastien Villemot 4374e2c4ae Merge branch 'willi' into 'master' 
Change Willi's affiliation

See merge request Dynare/dynare!1836
 2021-03-31 12:35:37 +00:00
Willi Mutschler 14ca16cfa3
Change Willi's affiliation 2021-03-30 15:49:31 +02:00
Sébastien Villemot 016c402a93
Build system: workaround for compilation under MSYS2 
There is (on 2021-03-29) a problem in the -static-libgfortran linker option that
affects the Dynare++ binaries.
See https://github.com/msys2/MINGW-packages/issues/7023
and https://github.com/msys2/MINGW-packages/issues/6986
Until this is fixed, the workaround is to add the --default-image-base-low linker
option.
We do *not* want to do this when cross-compiling from Debian (because the option does
not exist there), hence we test for cross-compilation before applying the workaround.
 2021-03-29 15:55:36 +02:00
Sébastien Villemot d68fc14fed
Build system: remove trailing whitespace in Makefile 2021-03-29 15:27:47 +02:00
Sébastien Villemot b058dfbb18
Windows package: bump dependency version 2021-03-29 14:50:51 +02:00
Sébastien Villemot e29918b644 Merge branch 'parallel_proposal' into 'master' 
posterior_sampler.m: make sure proposal density fields are set in parallel

See merge request Dynare/dynare!1835
 2021-03-26 16:33:48 +00:00
Johannes Pfeifer 3c11ee9581 posterior_sampler.m: make sure proposal density fields are set in parallel 2021-03-25 17:11:48 +01:00
Sébastien Villemot d52ea372db
macOS package: clean up connection test to github.com 
— avoid outputing the whole Github page to install.log
— also make it more robust by directly testing return code
 2021-03-23 18:17:33 +01:00
Sébastien Villemot a42a9fff75 Merge branch 'foresight_debug' into 'master' 
perfect foresight: provide debugging information for singular Jacobian

Closes #1732

See merge request Dynare/dynare!1834
 2021-03-22 09:41:24 +00:00
Sébastien Villemot 59e087d416
macOS: improve the algorithm that determines the install location on the disk 2021-03-18 15:42:28 +01:00
Sébastien Villemot 559b0b5679
Source package: fix name of ms-sbvar datafile 
Bug introduced in 11f8f9c7f4
 2021-03-17 18:11:40 +01:00
Sébastien Villemot 8493f59c76
Release announcement for 4.6.4 2021-03-17 18:03:32 +01:00
Sébastien Villemot baa6c8dbbd
Provisions for MATLAB R2021a 2021-03-17 17:47:27 +01:00
Sébastien Villemot 3f7111cf5d
CI: bump to MATLAB R2021a 2021-03-17 17:44:08 +01:00
Sébastien Villemot 11f8f9c7f4
MATLAB R2021a compatibility: rename datafile for ms-sbvar tests 
The datafile was name “data.m”, and for some unidentified reason, this stopped
working with MATLAB R2021a.
 2021-03-17 17:41:27 +01:00
Johannes Pfeifer b5a4c0695f perfect foresight: provide debugging information for singular Jacobian 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1732
 2021-03-17 15:02:30 +01:00
Sébastien Villemot 47477e152a
Bump minimal Octave version to 6.2.0 2021-03-12 16:21:57 +01:00
Sébastien Villemot c0ccca26cb
macOS package: drop support for Octave 
The current Octave support is utterly broken (both in stable and unstable), it
crashes Octave. It relies on an unofficial Octave app for
macOS (https://octave-app.org), which is infrequently updated.

This commits drop support for Octave in the macOS package. We will now tell our
macOS+octave users to use the Homebrew Dynare package (which is maintained by
the Homebrew team, and is in reasonably good shape).
 2021-03-12 16:21:57 +01:00
Sébastien Villemot 71130a395f
Windows package: bump versions of dependencies 2021-03-11 10:47:46 +01:00
Sébastien Villemot a2c5df956f
Manual: add a short description of how decision rules are stored at order ≥ 4 
Closes: #1764
 2021-03-10 14:44:19 +01:00
Sébastien Villemot c9eb6920c9
local_state_space_iteration_k MEX: fix bug in output 
In its output, the MEX was returning values for all endogenous variables, but
it was used in a context where only the variables from oo_.dr.restrict_var_list
were expected (as is done with local_state_space_iteration_2 MEX).

This commit fixes this discrepancy, and also fixes the test that was checking
that both MEX are returning the same output.

Closes: #1768
 2021-03-10 13:45:29 +01:00
Sébastien Villemot 4c15bce48e
Windows package: bump Octave version to 6.2.0 2021-03-08 15:09:34 +01:00
Sébastien Villemot 1ba9189cb0
CI: bump Octave version to 6.2.0 2021-03-08 15:02:52 +01:00
Stéphane Adjemian (Charybdis) 3859ea0de0
Fix read_key_value_string if commas are followed by spaces. 2021-02-26 17:50:47 +01:00
Sébastien Villemot de0b9c4683
Preprocessor: remove spurious space produced when parsing key/value pairs 
The problem had been introduced by the previous preprocessor submodule update.
 2021-02-26 12:29:21 +01:00
Stéphane Adjemian (Charybdis) 6752426809
Bug fixes in particles submodule. 2021-02-26 10:40:37 +01:00
Stéphane Adjemian (Charybdis) 688ef1f5bf
Updated dseries section in reference manual. 2021-02-26 09:45:24 +01:00
Stéphane Adjemian (Charybdis) 9e37e07075
Updated dseries submodule (time aggregation routines). 2021-02-26 09:44:24 +01:00
Stéphane Adjemian (Charybdis) 07a343d602
Updated preprocessor submodule (honour bi-annual dates). 2021-02-26 09:42:09 +01:00
Sébastien Villemot ea41f19008 Merge branch 'perfect_foresight_planner' into 'master' 
Ref. #1680: perfect foresight

See merge request Dynare/dynare!1833
 2021-02-25 15:43:45 +00:00
Normann Rion 9db1265892 Asssesing welfare in perfect-foresight frameworks 
Ref. #1680
 2021-02-25 15:12:28 +01:00
Sébastien Villemot 9066d31dd7 Merge branch 'ramsey_problem' into 'master' 
Ref. #1680 : 2nd-order welfare

See merge request Dynare/dynare!1828
 2021-02-23 16:08:53 +00:00
Sébastien Villemot 0c013a9ced
Preprocessor: fix bugs introduced in previous update (related to MLVs) 2021-02-19 20:30:24 +01:00
Sébastien Villemot 5dfc10cbef
Preprocessor: fix bugs with the treatment of model-local variables in LaTeX output 2021-02-19 18:20:32 +01:00
Sébastien Villemot 75882bcc11
Improve command suggestion for installing statistics package from Octave Forge 
The “io” package is a dependency, hence must be explicitly installed first.

[skip ci]
 2021-02-19 14:24:32 +01:00
Sébastien Villemot dcb0a05b72
Preprocessor: add interface to set zero_moments_tolerance 2021-02-18 18:46:49 +01:00
Sébastien Villemot 3939544498
Remove remnants from estimation DLL 2021-02-18 14:26:10 +01:00
Normann Rion f532de0f29 Adds the discretionary case to the evaluate_planner_objective function 2021-02-18 12:00:44 +01:00
Normann Rion e880d1bcc3 Ref. #1680: 2nd-order welfare 2021-02-17 13:53:55 +01:00
Sébastien Villemot a51bdf8948
Merge branch 'smoother2histval' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1831
 2021-02-16 16:58:59 +01:00
Sébastien Villemot 6d95abdb95
Merge remote-tracking branch 'origin/JohannesPfeifer-master-patch-11225' 
Ref. !1830
 2021-02-16 16:58:04 +01:00
Sébastien Villemot 9ddad32e4e
Merge branch 'shock_decomp_fixes' of git.dynare.org:rattoma/dynare 
Ref. !1829
 2021-02-16 16:56:52 +01:00
Sébastien Villemot 9d06016dc3
Merge branch 'fixes_4.7' of git.dynare.org:rattoma/dynare 
See !1827
 2021-02-16 16:55:31 +01:00
Nikola Bokan 592cd69e25
Bug-fix: staticmodel type. 2021-02-16 15:06:43 +01:00
Johannes Pfeifer 99c7d88c53 dyn_forecast.m: set first_obs and allow for Bayesian smoother input 2021-02-16 11:26:35 +01:00