Sébastien Villemot
c3d91d5ce8
Fix marginal linearization in the context of perfect_foresight_with_expectation_errors_solver with homotopy
...
If a solution corresponding to 100% of the shock can’t be found in the first
informational period, marginal linearization will be performed to extrapolate a
solution.
However, in subsequent informational periods, this extrapolated solution cannot
be used for the initial conditions of endogenous variables, because the initial
conditions are not a true solution of the nonlinear model. For those subsequent
informational periods, the correct approach is to compute the two solutions
needed for marginal linearization using as initial conditions the values
obtained in the same two solutions for the previous informational
periods (stored as oo_.deterministic_simulation.{sim1,sim2}).
2023-11-28 16:26:49 +01:00
Sébastien Villemot
f21fda7dfa
Build system: enable the interleaved API in MEX files for Octave ⩾ 8.4.0
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Unfortunately it is not possible to enable it for all supported Octave
versions (which would have allowed us to remove the old codepath), because of
this bug: https://savannah.gnu.org/bugs/?64687
2023-11-24 10:36:47 +01:00
Sébastien Villemot
1d5a442fe5
Bump minimal required version of Octave to 7.1.0
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Incidentally, this means that the JSONlab submodule is no longer needed, so it
is removed in the present commit.
Closes : #1907
2023-11-22 17:46:13 +01:00
Sébastien Villemot
7f58e819c6
Bump minimal required version of MATLAB to R2018b
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Ref. #1907
2023-11-22 16:00:04 +01:00
Sébastien Villemot
0efe0c9844
Build system: under Windows and macOS, use the export file shipped with MATLAB instead of our own
2023-11-22 14:50:50 +01:00
Sébastien Villemot
627bbb0a91
Add clang-format config file for formatting C++ code
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As a consequence, drop old uncrustify config file.
2023-11-21 12:47:21 +01:00
Sébastien Villemot
e15fba807f
Build system: drop TODO items that are not actually needed
2023-11-17 19:27:35 +01:00
Sébastien Villemot
d8ebdf916c
Build system: add target for creating TAGS file for Emacs
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Indexes all C++, Fortran and C files (including submodules).
2023-11-17 19:27:33 +01:00
Sébastien Villemot
0e5f9defbc
Preprocessor: error out if an “initval” block appears after an “endval” block
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Ref. preprocessor#104
2023-11-14 17:45:54 +01:00
Sébastien Villemot
eb591b1299
Build system: make the mathjax_path option of Sphinx configurable from meson
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This replaces the old hack which was using a local Linux-specific symlink. Now,
the Dynare default is the same as in Sphinx, i.e. rely on a CDN for delivering
MathJax.
Adapt our CI accordingly to continue using MathJax from the Debian package
there (to avoid privacy issues related to the use of a CDN).
2023-11-10 14:54:38 +01:00
Normann Rion
3a461c996c
Kalman filter mex: routine and tests
2023-11-09 19:00:37 +01:00
Sébastien Villemot
896c48eba7
Testsuite: move some files for more consistency in tests file structure
2023-10-23 17:00:01 +02:00
Sébastien Villemot
846ed7e829
Bytecode: merge class dynSparseMatrix into Interpreter
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These two classes were so entangled that their separation was meaningless.
2023-10-19 13:56:10 -04:00
Sébastien Villemot
5145bd0708
New option “relative_to_initval” to “mshocks” block
2023-10-18 16:45:06 -04:00
Sébastien Villemot
e26f3f5d06
Build system: remove trailing space in parsed Octave version
2023-10-12 16:00:09 -04:00
Johannes Pfeifer
a67cd58d1f
fs2000_corr_ME.mod: switch to simulated, longer data set
2023-10-11 09:26:04 -04:00
Sébastien Villemot
2e3fbfc040
New option “from_initval_to_endval” to “homotopy_setup” block
2023-10-10 13:19:12 -04:00
Sébastien Villemot
50319b7620
Build system: fix compilation of MS-SBVAR MEX under Linux+Octave
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Add the -Bsymbolic linker flag. This ensures that the main() symbols defined in
both MS-SBVAR MEX won’t step on each other.
2023-09-27 11:41:14 +02:00
Sébastien Villemot
01833b8a76
Testsuite: factorization between MATLAB and Octave
2023-09-26 15:59:38 +02:00
Sébastien Villemot
7557dfb70d
Meson: add install rules
2023-09-25 16:38:29 +02:00
Sébastien Villemot
b8412aba10
Meson: enable -Wold-style-cast warning when warning_level⩾2
2023-09-22 14:33:14 +02:00
Sébastien Villemot
1e290daa44
Meson: add a few notes
2023-09-22 13:56:45 +02:00
Sébastien Villemot
605ed45811
Meson: add extra Fortran warnings only if warning_level ⩾ 2
2023-09-20 17:16:24 +02:00
Sébastien Villemot
6dd55726e6
Drop autoconf/automake build system
2023-09-20 15:33:44 +02:00
Sébastien Villemot
7984e08f99
Meson build system: do not fail if latexmk or sphinx-build cannot be detected
2023-09-20 14:58:28 +02:00
Sébastien Villemot
e549bbba7a
Meson build system: testsuite now fully implemented
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By the way, switch the CI to use the Meson testsuite, because some test files
have been modified and no longer work with the old build system.
2023-09-20 13:55:55 +02:00
Sébastien Villemot
01ae836a99
Meson build system / Octave: fix use_dll option with perfect_foresight_problem and k-order MEX
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The MEX extension was not properly passed at compile time.
This is the same issue as 6af9b5f268
for MATLAB.
2023-09-20 11:58:23 +02:00
Sébastien Villemot
ba0fef9879
Meson build system: meson ⩾ 0.64.0 is required
2023-09-20 11:16:04 +02:00
Sébastien Villemot
a252daee51
Windows package: use the Meson build system
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By the way, simplify the dependency build system by removing unused SLICOT
builds.
2023-09-19 17:14:43 +02:00
Sébastien Villemot
049609cbbb
Meson build system: do not build documentation by default
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[skip ci]
2023-09-18 13:42:29 +02:00
Sébastien Villemot
db677f1bab
Meson build system: add documentation
2023-09-18 10:41:17 +02:00
Sébastien Villemot
d57ff73763
Meson build system: add suite name(s) to the tests
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By the way, rename a few targets and variables so that they use the “k_order”
prefix instead of “korder”, for consistency with other targets.
2023-09-16 14:25:41 +02:00
Sébastien Villemot
3e0999a0fb
Meson build system: use Fortran 2018 standard by default
2023-09-16 14:25:41 +02:00
Sébastien Villemot
8a79899189
Meson build system: implement most of the testsuite
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The tests that are individually listed in {M,O}_TRS_FILES of tests/Makefile.am
are still missing.
2023-09-16 14:25:38 +02:00
Sébastien Villemot
755138fb84
Meson build system: fix ms-sbvar MEX, they would not contain a mexFunction()
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[skip ci]
2023-09-14 18:55:29 +02:00
Sébastien Villemot
126a1b74ea
Meson build system: fix compilation of k_order_perturbation MEX
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[skip ci]
2023-09-13 18:30:25 +02:00
Sébastien Villemot
6af9b5f268
Meson build system: fix use_dll option with perfect_foresight_problem and k-order MEX
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The MEX extension was not properly passed at compile time.
[skip ci]
2023-09-12 18:29:33 +02:00
Sébastien Villemot
e67ca64d4b
Meson build system: add missing dependency of perfect_foresight_problem MEX
2023-09-12 17:38:34 +02:00
Sébastien Villemot
16f921ed62
Add Meson build system
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Mostly working. The testsuite remains to be done.
In particular, windows/deps/mkoctfile64 is modified to print its version number
on stdout instead of stderr. This is what the standard mkoctfile does, and it
allows easier capture of the output from Meson.
2023-09-04 18:04:00 +02:00