Commit Graph

16506 Commits (742a3101b1520104b36f3baa4190fe2951b1fd5c)

Author SHA1 Message Date
Sébastien Villemot 742a3101b1
Reporting is no longer a submodule 2023-11-17 12:08:56 +01:00
Sébastien Villemot 50a53a22ee
Merge rewritten history of reporting submodule 2023-11-17 11:44:48 +01:00
Sébastien Villemot 8a54d10389 Merge branch 'doc' into 'master'
manual: port changes from Dynare/preprocessor@e85d085ae8

See merge request Dynare/dynare!2208
2023-11-16 08:11:20 +00:00
Johannes Pfeifer b053b96f6a compute_Pinf_Pstar.m: cosmetic changes 2023-11-15 21:39:51 +01:00
Johannes Pfeifer 0e08dd287b manual: fix some quotes 2023-11-15 21:39:38 +01:00
Sébastien Villemot 551060ae27
tests/moments/fs2000_post_moments.mod: increase tolerance under Octave 2023-11-15 15:16:06 +01:00
Johannes Pfeifer e27ab153d7 manual: port changes from Dynare/preprocessor@e85d085ae8 2023-11-15 14:07:44 +01:00
Sébastien Villemot 4b4cfba2dc
model_replace, model_remove: allow selecting an equation with several (conjunct) tags
NB: does not (yet) works with Occbin regime-specific equations.

Ref. #1890
2023-11-15 12:08:21 +01:00
Sébastien Villemot 0e5f9defbc
Preprocessor: error out if an “initval” block appears after an “endval” block
Ref. preprocessor#104
2023-11-14 17:45:54 +01:00
Sébastien Villemot b535763e56 Merge branch 'occbin_exo' into 'master'
model_diagnostics.m: add check for non-zero exogenous with OccBin

See merge request Dynare/dynare!2206
2023-11-14 13:04:26 +00:00
Johannes Pfeifer 50ed6b2387 dynare_solve.m: remove display of blocks
Information is rarely helpful but clutters output of model_diagnostics
2023-11-14 08:35:02 +01:00
Sébastien Villemot e1d4c81531 Merge branch 'kalman_mex' into 'master'
Kalman filter mex: remove compilation warnings

See merge request Dynare/dynare!2207
2023-11-13 17:52:30 +00:00
Johannes Pfeifer b1519b8c3c model_diagnostics.m: add check for non-zero exogenous with OccBin 2023-11-13 18:04:40 +01:00
Normann Rion a900f74cf3 Kalman filter mex: remove compilation warnings
Compilation wargnings were pointing at: (i) some supposedly uninitialized variables (-Wmaybe-uninitialized); (ii) a pointer assignment (=) to a non-pointer target (-Wsurprising).
2023-11-13 09:33:00 +00:00
Sébastien Villemot eb591b1299
Build system: make the mathjax_path option of Sphinx configurable from meson
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
Sébastien Villemot 6599800f88
Manual: update copyright year in sphinx configuration 2023-11-10 13:44:55 +01:00
Stéphane Adjemian (Argos) 666aa46dfb
Add undocumented option for kalman_filter_mex. 2023-11-09 19:00:37 +01:00
Stéphane Adjemian (Argos) b863c309bd
Improve tests and timings for the Kalman mex.
- Ensure that we always use the same DGP (e.g. same transition matrix).
 - Call the mex more than once with different samples.
 - Ensure that the size of the state space model is the same in tests 1, 2 and 3.
 - Fix the seed (same samples across 1, 2 and 3 except for the additive noise in 2 and 3 on the observed variables).
2023-11-09 19:00:37 +01:00
Stéphane Adjemian (Argos) 9c61422a75
Improve debug mode. 2023-11-09 19:00:37 +01:00
Normann Rion 3a461c996c
Kalman filter mex: routine and tests 2023-11-09 19:00:37 +01:00
Sébastien Villemot 0c83453a0c
Windows package: bump to Octave 8.4.0 2023-11-09 11:54:48 +01:00
Sébastien Villemot 0e201b2928
Manual: claim compatibility with Octave 8.4.0 2023-11-09 11:54:13 +01:00
Sébastien Villemot 77a7d5c3de
For bytecode+block, use the LBJ implementation in .m
The latter is now much faster than the implementation in the bytecode
MEX (which this commit thus removes).
2023-11-08 17:21:44 +01:00
Sébastien Villemot be648d350b
Much faster .m implementation of LBJ with block option 2023-11-08 17:21:42 +01:00
Sébastien Villemot 0839ff78ae
🐛 sim1_lbj.m: use options_.dynatol.x and not options_.dynatol.f for terminal condition
The maximum error is computed over the change in endogenous (i.e. ΔY).
2023-11-08 17:15:18 +01:00
Sébastien Villemot 4bee919c31
sim1_lbj.m: misc cosmetic changes 2023-11-08 17:15:02 +01:00
Sébastien Villemot 158b7462bf
solve_two_boundaries.m: strip down the number of input arguments 2023-11-08 17:10:29 +01:00
Sébastien Villemot b36507d005
solve_two_boundaries.m: do not modify lambda when stack_solve_algo=4
That algorithm (optimal path length) does not use it.
2023-11-08 17:09:34 +01:00
Sébastien Villemot 8556043c9a
solve_two_boundaries.m: remove an unused variable 2023-11-08 17:09:20 +01:00
Sébastien Villemot 7dc90654ab
Bytecode: adapt for enum removal in preprocessor 2023-11-07 15:37:55 +01:00
Sébastien Villemot 93ab67acab
🐛 Bytecode MEX: fix bug with evaluation of recursive variables with block+mfs>0
In “evaluate” mode, with mfs>0, if the value of variable would depend on a
previously re-evaluated recursive variable, then the value used for that recursive
variable would be incorrect (it would be the value before re-evaluation of the
recursive variable, as passed by the caller).
2023-11-07 15:37:51 +01:00
Sébastien Villemot 7e512af074
Bytecode MEX: refactor handling of temporary terms
In particular:
– properly return temporary terms as output argument in evaluate+dynamic mode
  (with periods in rows and the temporary terms in column)
– drop the unused “global_temporary_terms” keyword input argument
2023-11-07 15:37:32 +01:00
Stéphane Adjemian (Argos) 368a7e2478
Fix bug introduced in d95154f. 2023-11-07 13:06:58 +01:00
Sébastien Villemot 79a655261b
macOS package: adapt for new filesystem location of MATLAB R2016b for x86-64 2023-11-06 15:45:06 +01:00
Sébastien Villemot fd0e175fe4
Windows package: bump dependencies
Incidentally, drop workarounds for pkg-config files of HDF5 and MatIO, since
the problems have been fixed upstream.
2023-11-06 15:41:21 +01:00
Sébastien Villemot f6adb1d9ad
Bytecode: safer handling of block= option 2023-11-02 16:51:02 +01:00
Sébastien Villemot 25000ca693 Merge branch 'PKF' into 'master'
PKF: add period to debugging information

See merge request Dynare/dynare!2204
2023-11-02 09:12:12 +00:00
Stéphane Adjemian (Argos) 33f2456acf
Add new option (--method).
Possible values are cumulate (default value) or diff.
2023-10-30 12:09:39 +01:00
Johannes Pfeifer 5103d55cb4 PKF: add period to debugging information 2023-10-29 11:30:23 +01:00
Stéphane Adjemian (Argos) 12cca117bc
Change the definition of the default baseline. 2023-10-26 18:30:43 +02:00
Stéphane Adjemian (Argos) b0a84bd6f8
Bug fixes.
- Simulation of the model was not working since to (1) wrong commented
 line (dynare comments in a verbatim block), and (2) dates are not interpreted
 in a verbatim block.

 - A variable was missing (the auxiliary for the PAC expectation term) causing
 problems for the initialisation of the simulations in dcontribs (presence of a
 NaN in the guess for the first period).
2023-10-26 18:25:35 +02:00
Stéphane Adjemian (Argos) 76a2203b50
Make debug mode easier to use. 2023-10-26 14:59:12 +02:00
Stéphane Adjemian (Argos) cdd842cc19
Do not overwrite macro variable simulate. 2023-10-26 14:57:37 +02:00
Sébastien Villemot b1b76f7783 Merge branch 'naming_consistency' into 'master'
Implement even more naming consistency

See merge request Dynare/dynare!2203
2023-10-25 20:30:11 +00:00
Sébastien Villemot 4701dfd158 Merge branch 'prior_function' into 'master'
execute_prior_posterior_function.m: correct warning message

See merge request Dynare/dynare!2201
2023-10-25 15:44:21 +00:00
Johannes Pfeifer 0561200f1c Implement even more naming consistency
Mostly removes M for M_
2023-10-25 17:29:55 +02:00
Sébastien Villemot aca148e8ef
Minor simplification 2023-10-25 15:57:57 +02:00
Sébastien Villemot ff2b8512b9
Reporting: make naming of globals consistent 2023-10-25 15:57:56 +02:00
Sébastien Villemot 0295e5ede8 Merge branch 'variable_naming' into 'master'
Move many functions towards consistent naming

See merge request Dynare/dynare!2202
2023-10-25 13:56:17 +00:00
Sébastien Villemot 218a1f2d58 Merge branch 'naming' into 'master'
Make naming of globals consistent

See merge request Dynare/reporting!8
2023-10-25 09:43:14 +00:00