df58037feb
Reporting: rename @graph class to @report_graph, to avoid name clash with MATLAB’s @graph
2020-10-20 14:39:47 +02:00
6d2e79b5f6
Preprocessor rebase: PAC model / make detection of non-optimizing part more robust
2020-10-19 18:36:24 +02:00
33d8bc55f3
Redisable tests/pac/trend-component-31/example.mod, it is not yet ready (some fixes are needed in the M code)
2020-10-16 18:11:01 +02:00
4c12f03637
Windows package: bump dependencies
2020-10-16 17:27:03 +02:00
8e3127d69e
Preprocessor rebase
...
– PAC model: fixes to M_.pac.MODEL.ar (information about autoregressive part)
+ Fix order of items in this structure. Previously, items were ordered
according to the declaration order of parameters. Now, items are order
according to lag order (first lag appears first)
+ Gracefully handle the case where there is no autoregressive part
(Ref. Dynare/preprocessor#52 )
– Block decomposition:
+ bugfix for solve one boundary blocks with mfs>0
+ fix evaluation of recursive variables in solved blocks
(Ref. Dynare/dynare#1726 )
— Fix various potential bugs with model local variable
— Ensure that negative constants are never marked as temporary terms
By the way, activate tests/pac/trend-component-31/example.mod, since it should
now work.
2020-10-16 16:53:26 +02:00
7270f722e4
Activate test for two PAC equations in the same file
2020-10-16 16:30:38 +02:00
ce5aa33a33
k-order DLL: no longer write journal file on-disk, unless options_.debug = true
...
Closes : #1735
2020-10-15 17:19:30 +02:00
e3207b1d8c
Extended path: remove ep.use_bytecode flag
...
It’s actually useless and complicates the code. Simply rely on
options_.bytecode.
Ref. #1742
2020-10-15 11:06:59 +02:00
10333f99e2
Fix extended_path + bytecode under Octave
...
Ref. #1742
2020-10-15 10:59:15 +02:00
71e3e0d49e
Fix extended_path with bytecode
...
By the way, document and enforce the fact that stochastic extended_path (i.e.
order > 0) is not compatible with either bytecode or block.
Closes : #1742
2020-10-14 17:25:58 +02:00
43311a230f
Testsuite: histval_initval_file_unit_tests.m is not a TLS file
2020-10-14 17:16:35 +02:00
Stéphane Adjemian (Charybdis)
2428aa7e28
Updated dseries submodule (matlab-fame-io).
2020-10-14 10:44:05 +02:00
Stéphane Adjemian (Charybdis)
415c024445
Updated dseries submodule (added conversion to lower frequency routines).
2020-10-09 10:02:35 +02:00
8acdb9f7cc
Testsuite: MATLAB R2014a compatibility fixes
2020-10-08 17:26:17 +02:00
e7162a2a69
Block decomposition: new tests for mfs>0
...
Ref. #1726
2020-10-07 19:01:09 +02:00
e576dc8c81
Block decomposition: fix evaluation of recursive variables in solved blocks
...
Ref. #1726
2020-10-06 18:31:13 +02:00
Stéphane Adjemian (Charybdis)
2eb77f2323
Updated dseries submodule (bug fixes related to daily frequency).
2020-10-02 19:28:37 +02:00
a69d598b5f
Add the ability to automatically detect MATLAB version at configure time
...
It is thus no longer needed to pass the MATLAB_VERSION option to the configure
script when compiling from source.
2020-09-30 19:08:52 +02:00
Stéphane Adjemian (Charybdis)
80bfbc0736
Merge non linear shock decomposition for backward models.
...
Closes #2 .
2020-09-29 18:17:25 +02:00
8d4a80956c
Add tests for matrix notation
...
Closes : Enterprise/dynare#1
2020-09-29 16:52:20 +02:00
2acacf61f1
Matrix notation: fix bug in numerical Hessian of external functions
2020-09-29 16:52:02 +02:00
1975e467b5
update jacob_element & hess_element for vector arguments
2020-09-29 16:52:02 +02:00
66361eb28d
Add test for shock decomposition of backward models
...
Ref: Enterprise/dynare#2
2020-09-28 18:26:29 +02:00
Stéphane Adjemian (Charybdis)
511908e011
Factorized initialization of fields required by solve_algo={12,14}.
...
Closes #3 .
2020-09-25 23:45:21 +02:00
Stéphane Adjemian (Charybdis)
e690c5de5a
Merge Enterprise/block_trust_region into enterprise.
2020-09-24 16:05:55 +02:00
fa12e5abfc
Provisions for MATLAB R2020b
2020-09-24 15:43:06 +02:00
Stéphane Adjemian (Charybdis)
c7c7358a5b
Cosmetic changes.
...
Closes #5
2020-09-24 13:33:46 +02:00
8fe39ded76
Change R2 computation in multivariate models (SUR)
2020-09-24 13:17:21 +02:00
b1f7924b19
Preprocessor update
...
— simplify external function C output
— internal change to SymbolTable::getTypeSpecificID()
— ensure that negative constants are never marked as temporary terms
2020-09-23 18:37:23 +02:00
Stéphane Adjemian (Charybdis)
3a692f8ab1
Fixed indentation.
...
(cherry picked from commit 4d8c8c407d
2020-09-23 15:35:56 +02:00
Stéphane Adjemian (Charybdis)
4d8c8c407d
Fixed indentation.
2020-09-23 15:32:46 +02:00
Stéphane Adjemian (Charybdis)
17e6421ea3
Merged master into enterprise.
...
Fixed conflict in
- doc/manual/source/running-dynare.rst
2020-09-23 15:28:19 +02:00
Stéphane Adjemian (Charybdis)
202bf913c0
Cosmetic changes.
2020-09-23 13:56:08 +02:00
Stéphane Adjemian (Charybdis)
a40f30cada
Closes #1761 (Fixes for histval_initval_file)
2020-09-23 12:19:18 +02:00
d61f4166ad
Testsuite: add a test for a purely forward variable in block+bytecode mode
...
Closes : #1727
2020-09-22 16:46:58 +02:00
73253a0620
Bytecode + Block decomposition: fix crash with purely forward variables
...
After simulating a block containing purely forward variables (thus of type
“evaluate backward”), the it_ variable of the evaluator would be left in an
inconsistent state (typically 0, which means that taking the value of a lagged
variable would lead to an invalid read).
By the way, fix a symmetric problem for backward blocks (which could
potentially create a invalid read for purely backward models).
Ref. #1727
2020-09-22 16:45:44 +02:00
8803bc1479
Bytecode: minor improvement to debugging information
2020-09-22 16:42:33 +02:00
c366a8c3da
fix bugs
2020-09-20 16:52:31 +02:00
c2e43c0093
fix histval_initval_file unit tests
2020-09-20 11:11:26 +02:00
57c94a1c76
revise options checks
2020-09-19 19:17:42 +02:00
9e94252d1a
fix target values for periods
2020-09-19 12:18:24 +02:00
b6582c2d5f
fix handling firstsimulationperiod
2020-09-19 12:18:24 +02:00
91b4cfd3a8
fixes handling of periods in histval_file/initval_file
2020-09-19 12:14:43 +02:00
865ab47fa9
Provide block_trust_region MEX under solve_algo 13 and 14
...
- block trust region solver now available under solve_algo=13
It is essentially the same as solve_algo=4, except that Jacobian by finite
difference is not handled. A test file is added for that case
- block trust region solver with shortcut for equations that can be evaluated
is now available under solve_algo=14 (in replacement of the pure-MATLAB solver)
Closes : Enterprise/dynare#3
2020-09-18 18:01:56 +02:00
7e21bf2a10
Block trust region MEX: use MATLAB’s dmperm for the Dulmage-Mendelsohn decomposition
...
It turns out that MATLAB’s implementation is significantly faster than my own
Fortran implementation.
2020-09-18 17:55:58 +02:00
35a162c6a6
Block trust region MEX: fix memory leak in MATLAB function closure
2020-09-18 17:55:58 +02:00
0b41d17374
dynare_solve: fix display of number of dmperm blocks
2020-09-18 17:55:58 +02:00
adf1fdb009
Block trust region MEX: add safety check for squareness of blocks
2020-09-18 17:55:58 +02:00
9430b4e9ca
Block trust region MEX: add debugging information
2020-09-18 17:55:57 +02:00
4c2b906962
Add routine for shock decomposition of backward models
...
Closes : Enterprise/dynare#2
2020-09-18 17:40:45 +02:00
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Houtan Bastani
Dóra Kocsis
Michel Juillard