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15181 Commits (5b72a3041c4a25ade8fd5d39e36729db59b12822)

Author SHA1 Message Date
Sébastien Villemot 8f4b626828
Preprocessor update 
— use_dll: fix bug where operator abs() within a .mod file would return an
  incorrect result
— use_dll: various improvements to parallel compilation of MEX files
— use_dll: split generated C file into smaller files that will be compiled in
  parallel
— various refactorings
 2022-10-18 17:42:36 +02:00
Sébastien Villemot 067b2a2524 Merge branch 'steady_initval' into 'master' 
make_y_.m: fix interaction with steady_state_model

Closes #1866

See merge request Dynare/dynare!2092
 2022-10-14 10:00:38 +00:00
Johannes Pfeifer cbbbdf4b3d make_y_.m: fix interaction with steady_state_model 
closes https://git.dynare.org/Dynare/dynare/-/issues/1866
 2022-10-13 16:33:58 +02:00
Sébastien Villemot 62da76590a Merge branch 'logarithmic_reduction' into 'master' 
Logarithmic reduction: fixes

See merge request Dynare/dynare!2091
 2022-10-12 16:59:38 +00:00
Johannes Pfeifer fe0606ae06 logarithmic_reduction.m: use positive penalty add-on 2022-10-11 16:13:03 +02:00
Johannes Pfeifer 5226db4b3c logarithmic_reduction.m: add missing error codes 2022-10-11 16:12:03 +02:00
Sébastien Villemot 39c561db96 Merge branch 'logarithmic_reduction_fortran' into 'master' 
Implements a logarithmic reduction Fortran routine and the associated test

See merge request Dynare/dynare!2089
 2022-10-11 11:42:48 +00:00
NormannR afb044c23e Fix cycle reduction: 
(i) making the norms consistent between cycle_reduction and its test;
(ii) remove hard errors in cycle_reduction Fortran and Matlab routines
 2022-10-11 12:11:30 +02:00
NormannR 855887b249 Implements a logarithmic reduction Fortran routine and the associated test 2022-10-11 12:11:06 +02:00
NormannR 3ea0baf21e Matlab logarithmic reduction: making norms and error codes consistent with cyclic reduction codes 2022-10-11 09:51:22 +02:00
Sébastien Villemot e8444c16a7 Merge branch 'kalman_algo_3' into 'master' 
kalman_update_algo_3.m: correct options name

See merge request Dynare/dynare!2090
 2022-10-10 15:36:03 +00:00
Johannes Pfeifer 95a15815a8 kalman_update_algo_3.m: correct options name 2022-10-08 18:01:05 +02:00
Sébastien Villemot 0cf1d172e9
Preprocessor update 
— use_dll: compile MEX files in parallel
— bugfix: “relative_irf” option passed to “irf_calibration” was also passed to next command
— various refactorings
 2022-10-04 17:37:47 +02:00
Sébastien Villemot 01f471ae8a Merge branch 'cycle_reduction' into 'master' 
Cycle reduction: account for new error codes

See merge request Dynare/dynare!2088
 2022-10-04 09:43:05 +00:00
Johannes Pfeifer 7874c302a0 Cycle reduction: account for new error codes 2022-10-03 17:15:20 +02:00
Sébastien Villemot 5b8fee5237
Merge branch 'cycle_reduction_fortran' of git.dynare.org:normann/dynare 
Ref. !2085
 2022-10-03 14:40:55 +02:00
Normann Rion d17204cc84 Implements a cycle reduction Fortran routine and the associated test. 
The Fortran routine replaces the former Matlab code in matlab/cycle_reduction.m
 2022-10-03 14:38:12 +02:00
Sébastien Villemot 2ab174aa8c
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2087
 2022-10-03 14:31:35 +02:00
Sébastien Villemot 9938f08790
Merge branch 'occbin_error' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2086
 2022-10-03 14:31:02 +02:00
Normann Rion 7af14aaa0d Fix cycle_reduction.m: 
- a condition of an if-then-else block is never fulfilled
   - dimensions are inconsistent in the solution-check output message
 2022-10-03 11:21:15 +02:00
Johannes Pfeifer d5d3e9060b calibrate_mh_scale_parameter.m: fix typo in error message 
[skip CI]
 2022-09-30 14:01:34 +02:00
Johannes Pfeifer 5defbdeb92 dsge_likelihood.m: add missing penalty for Occbin 2022-09-30 09:55:00 +02:00
Sébastien Villemot 790fad8b4c Merge branch 'local_state_space_iteration_3_matlab' into 'master' 
Fixes local_state_space_iteration_3_test: sets a default value for the number...

See merge request Dynare/dynare!2084
 2022-09-27 10:29:05 +00:00
Normann Rion 1b12d9e44b Fixes local_state_space_iteration_3_test: sets a default value for the number of threads local_state_space_iteration_3 may use 2022-09-27 11:03:36 +02:00
Sébastien Villemot 39ac1f7628
Particles submodule update 
This should have gone into !2071.
 2022-09-26 17:55:36 +02:00
Sébastien Villemot be4a1c9a1a
Merge branch 'local_state_space_iteration_3_matlab' of git.dynare.org:normann/dynare 
Ref. !2071
 2022-09-26 17:51:01 +02:00
Sébastien Villemot f8b5448c30
Preprocessor update 
– fix bug in ModelTree::writeParamsDerivativesFileHelper() which could cause a
  segmentation fault
– various refactorings
 2022-09-26 17:49:56 +02:00
Sébastien Villemot 1d721da9ad
macOS package: when compiling x13as, statically link libgcc, libgfortran and libquadmath 
Closes: #1865
 2022-09-26 12:18:49 +02:00
NormannR 4cdb763ea4 Integrates the local_state_space_iteration_3 mex into dynare's bayesian estimation eco-system 
Should be merged after the mex MR !2045 and the particles MR !16
 2022-09-26 09:14:34 +02:00
Sébastien Villemot 755c5645a6 Merge branch 'irf' into 'master' 
Fix posterior IRF generation with loglinear option

See merge request Dynare/dynare!2083
 2022-09-21 15:44:11 +00:00
Stéphane Adjemian (Ryûk) 9ea8e17ff2
Update dseries submodule. 
Add function returning dummy variable in a dseries object.
 2022-09-21 10:56:53 +02:00
Johannes Pfeifer ee8dfb76c4 Fix posterior IRF generation with loglinear 
The unlogged steady state was used for both the starting value and the baseline
 2022-09-21 10:14:23 +02:00
Johannes Pfeifer 12ec1ec0e6 PosteriorIRF_core1.m: replace function using globals 2022-09-21 09:29:43 +02:00
Johannes Pfeifer be2dd4456d getIrfShocksIndx.m: replace global variables by inputs 2022-09-21 09:27:43 +02:00
Johannes Pfeifer 945379a318 resol.m: use isempty instead of length 2022-09-21 09:25:06 +02:00
Sébastien Villemot a8054c16ba Merge branch 'octave_ispd' into 'master' 
ispd.m: filter out Octave incompatibility https://savannah.gnu.org/bugs/?63082

See merge request Dynare/dynare!2082
 2022-09-20 15:32:54 +00:00
Johannes Pfeifer 563035d070 AnScho/AnScho_MoM_common.inc: use csminwel to prevent fmincon problems under Octave 2022-09-20 12:55:30 +02:00
Johannes Pfeifer 9506e723c9 ispd.m: filter out Octave incompatibility https://savannah.gnu.org/bugs/?63082 2022-09-20 12:42:04 +02:00
Sébastien Villemot e732f9e4a3
Preprocessor update 
– fix bug with “graph_format” option of “identification” and
  “dynare_sensitivity”
– fix check of “domain” option of new estimation prior syntax
– refactor OptionsList class
 2022-09-20 11:58:10 +02:00
Frédéric Karamé 128eaa2da5
Add SMC samplers. 
Ref. !2005
 2022-09-19 16:32:28 +02:00
Sébastien Villemot 83836350e0
Merge branch 'stacked' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2079
 2022-09-19 16:25:21 +02:00
Sébastien Villemot ef5f25c17a
Merge branch 'model_inversion' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2080
 2022-09-19 16:22:42 +02:00
Johannes Pfeifer cf7b06e96d perfect-foresight-models/solve_stacked_problem.m: restore compatibility with Matlab before auto expansion was introduced 2022-09-16 19:27:23 +02:00
Johannes Pfeifer f91e4e239c varmodel.mod: use explicit seed to prevent pathological case 2022-09-16 15:13:16 +02:00
Johannes Pfeifer 7dd2dd5e24 solow_ces.mod: increase tolerance for Octave 2022-09-16 14:32:27 +02:00
Sébastien Villemot 5a3f50bf2e
Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2081
 2022-09-16 14:26:53 +02:00
Sébastien Villemot b38e3a50bc
Manual: no longer claim support for Windows 8.1 2022-09-16 14:26:47 +02:00
Johannes Pfeifer 43978cada3 mom.optimal_weighting_matrix.m: assure symmetry of W_opt 2022-09-16 11:15:15 +02:00
Stéphane Adjemian (Charybdis) be76203d0f
Fix typo. 2022-09-15 16:15:17 +02:00
Sébastien Villemot 2c063175de
CI: bump to MATLAB R2022b 2022-09-15 15:59:32 +02:00