Sébastien Villemot
e6c35f205d
Windows package: bump dependencies
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In particular, upgrade the embedded compiler to GCC 12.
2022-06-09 11:54:30 +02:00
Sébastien Villemot
041ec25738
Merge branch 'decomp' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2044
2022-06-08 18:35:32 +02:00
Sébastien Villemot
323c316409
Preprocessor: add provisions for Apple Silicon package
2022-06-08 18:35:27 +02:00
Johannes Pfeifer
1b4a4c8778
shock_decomposition.m: correctly pass initial date for plotting
2022-06-08 16:03:36 +02:00
Sébastien Villemot
cd284a4e36
Merge branch 'dseries' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2043
2022-06-07 18:03:06 +02:00
Sébastien Villemot
dfcfdda318
Enable more compiler warnings for C++
2022-06-07 18:01:58 +02:00
Sébastien Villemot
b7c70fd99e
Dynare++: add a few parentheses to make GCC happy with -Wparentheses
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I’m not sure that the intent for the hash function was actually what is
currently in the code, but it’s not worth improving this given that we want to
get rid of Dynare++ and the performance impact is probably negligible.
2022-06-07 18:01:05 +02:00
Johannes Pfeifer
4fc644c322
dseries: expand documentation on loading Excel files
2022-06-07 17:59:46 +02:00
Sébastien Villemot
5db070e9dd
Bytecode: fix inconsistency in memory manager
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The variable “gap” is compared to zero, so the intent probably was that it
could be negative. But size_t is an unsigned type. Rather use a signed type.
2022-06-07 17:26:45 +02:00
Sébastien Villemot
6ae86024ea
Dynare++: remove useless const qualifier
2022-06-07 17:25:25 +02:00
Sébastien Villemot
5423949047
Merge branch 'marco_fixes' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2042
2022-06-07 15:04:28 +02:00
Sébastien Villemot
594d847cba
Merge branch 'occ_checks' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2040
2022-06-07 15:03:30 +02:00
Johannes Pfeifer
852d1352da
Expand documentation of markowitz criterion
2022-06-07 15:00:50 +02:00
Sébastien Villemot
83d2849567
Preprocessor: various simplifications and modernizations
2022-06-07 14:36:59 +02:00
Johannes Pfeifer
48eae1dd66
Manual: modernizes terminology on master/slave
2022-06-02 14:26:25 +02:00
Marco Ratto
3575afdf1d
save info1 file only under debugging
2022-06-02 09:52:48 +02:00
Marco Ratto
9304b535f4
port to occbin smoother the same computational improvements done for standard one under smother_redux option. This also require to provide occbin reduced state-space matrices as output argument of missing_DiffuseKalmanSmootherH3_Z.m
2022-06-02 09:52:47 +02:00
Marco Ratto
12c4e03d7b
bug fixes in retrieving the k-step ahead predictions and updated variables from occbin simulations
2022-06-02 09:52:47 +02:00
Marco Ratto
16bc2b3e5e
plot_shock_decomposition: filter out other forbidden characters (parentheses and dot) for field name
2022-06-02 09:52:21 +02:00
Marco Ratto
61632ef28f
marginal_density.m: make computation of log(det(sigma)) robust numerically
2022-06-02 09:51:12 +02:00
Marco Ratto
48ec0a60e8
Trap the case when Q is null matrix
2022-06-02 09:49:38 +02:00
Sébastien Villemot
924db129cb
Merge branch 'tolx_doc' into 'master'
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Document tolx option of steady
See merge request Dynare/dynare!2039
2022-05-31 15:47:49 +00:00
Johannes Pfeifer
8ac72590da
PKF: document incompatibilities and throw proper errors if triggered
2022-05-31 17:40:03 +02:00
Johannes Pfeifer
e24ff8e91f
Document tolx option of steady
2022-05-31 14:37:11 +02:00
Sébastien Villemot
09f2541550
Merge branch 'PKF' into 'master'
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Bug fixes for PKF
See merge request Dynare/dynare!2038
2022-05-31 08:00:22 +00:00
Sébastien Villemot
5f403e9f62
Merge branch 'solve1' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2035
2022-05-25 18:49:38 +02:00
Johannes Pfeifer
c9fd266cbb
solve1.m: trap zero Jacobian case
2022-05-25 14:31:12 +02:00
Johannes Pfeifer
c91e1f895b
trust_region.m: trap case where linear combination with weight 0 on infinite value returns NaN
2022-05-25 14:21:16 +02:00
Johannes Pfeifer
cf548b467d
dsge_likelihood.m: distinguish PKF problems with singularity in other KFs
2022-05-25 14:15:29 +02:00
Johannes Pfeifer
c623696b4b
kalman_update_algo_1.m: properly set array dimensions
2022-05-25 14:15:18 +02:00
Sébastien Villemot
efcb567fee
Merge branch 'gsa_bug' of git.dynare.org:rattoma/dynare
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Ref. !2036
2022-05-25 14:14:48 +02:00
Johannes Pfeifer
93ae4849b7
missing_observations_kalman_filter.m: remove unused output whose dimensions grow over time
2022-05-25 12:55:05 +02:00
Marco Ratto
2279529851
fixed bug in sampling in the neighborhood of a critical point
2022-05-24 15:08:50 +02:00
Sébastien Villemot
20f8dd780f
README: mention the requirement for Git LFS
2022-05-20 12:43:04 +02:00
Sébastien Villemot
10678648b2
README: update name of stable branch
2022-05-20 12:39:59 +02:00
Sébastien Villemot
666d2d70a2
Preprocessor update
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– Always create bytecode output
– Forbid multiple identical clauses in “occbin_constraints” block
2022-05-20 12:38:24 +02:00
Stéphane Adjemian (Ryûk)
45c0e82f3b
Fix bug introduced in fdb1daad
.
2022-05-20 10:29:44 +02:00
Stéphane Adjemian (Ryûk)
fdb1daadc9
Deactivate third unit test (local_state_space_iteration_2).
2022-05-20 08:44:28 +02:00
Stéphane Adjemian (Ryûk)
ac2b3f2bdc
Add integration tests for model inversion.
2022-05-20 08:31:03 +02:00
Stéphane Adjemian (Ryûk)
0df38369a7
Fix typo.
2022-05-20 08:31:03 +02:00
Sébastien Villemot
5138d41ac6
Merge branch 'kalman_update' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2032
2022-05-19 14:55:45 +02:00
Sébastien Villemot
a83570e1f4
Merge branch 'foresight_resids' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2031
2022-05-19 14:55:08 +02:00
Sébastien Villemot
3496c26699
Merge branch 'evaluate_planner' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2030
2022-05-19 14:54:28 +02:00
Sébastien Villemot
962d66807c
Merge branch 'gsa' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2025
2022-05-19 14:53:35 +02:00
Sébastien Villemot
253d1385b4
Dynare++: mark IntSequence move constructor as noexcept
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For better performance where used within containers (e.g. in Smolyak
integration).
2022-05-19 13:50:37 +02:00
Johannes Pfeifer
0f333f29eb
kalman_update_algo_1.m: introduce error handling
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1854
2022-05-19 11:56:42 +02:00
Sébastien Villemot
11743eff54
Preprocessor: fix bug with new estimation syntax
2022-05-18 19:27:49 +02:00
Sébastien Villemot
1a029475b7
Preprocessor: various fixes to JSON output
2022-05-18 17:54:57 +02:00
Johannes Pfeifer
74dc4f81f0
perfect_foresight_solver.m: loop over dynamic file when mex cannot be used
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1850
2022-05-18 08:59:39 +02:00
Johannes Pfeifer
b037bc9438
GSA sampling from prior range: replace infinity by huge number to avoid NaN
2022-05-17 18:29:42 +02:00