Commit Graph

6734 Commits (7b053c7e923a2793105175975187dd0158f2f57f)

Author SHA1 Message Date
Sébastien Villemot 7b053c7e92
Option graph_format=pdf now works under Octave
Also copy the same Octave-specific code as for EPS printing (added in
84f0d6c7da to fix problems with hybrid
Unix/Windows parallel clusters).
2019-09-25 16:06:38 +02:00
Sébastien Villemot 3237cd4684 Merge branch 'xlwrite' into 'master'
WriteShockDecomp2Excel.m: only use xlwrite if xlswrite fails

Closes #1575

See merge request Dynare/dynare!1662
2019-09-24 11:16:37 +00:00
Sébastien Villemot d30ccf07f7
Update dseries submodule 2019-09-18 19:10:53 +02:00
Houtan Bastani 502b0c5038
change name of folder in 8d2e3def95 2019-09-16 17:57:13 +02:00
Houtan Bastani 8d2e3def95
macOS: use different mex files depending on Matlab version 2019-09-16 17:33:10 +02:00
Houtan Bastani 6ddf87aa92
stoch_simul: save var_list in oo_. closes #1646 2019-09-12 15:02:18 +02:00
Houtan Bastani 7712a02f02
add print and noprint option to perfect_foresight_solver. closes #1647 2019-09-12 14:50:14 +02:00
Houtan Bastani 3d6091b3a1
remove unused return arguments 2019-09-12 14:01:52 +02:00
Sébastien Villemot c9798a96e0
Fix MATLAB R2019b support
Some changes were missing in a1a4168c3
2019-09-12 12:48:32 +02:00
Houtan Bastani cb02ca5f1c
discretionary_policy: make incompatible with options_.loglinear 2019-09-12 11:57:09 +02:00
Houtan Bastani e043c60903
pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197 2019-09-12 11:57:01 +02:00
Houtan Bastani 42842a5afc
clean up file (remove unused variables, fprintf instead of disp(sprintf())) 2019-09-12 11:55:05 +02:00
Houtan Bastani f118970736
remove unnecessary eval statements 2019-09-12 11:55:05 +02:00
Stéphane Adjemian (Charybdis) fdf6821d0b Generalized isconst routine. 2019-09-11 11:11:15 +02:00
Sébastien Villemot a5578e6bfa Merge branch 'sensitivity_error' into 'master'
dynare_sensitivity.m: provide informative error message if no var_exo are...

Closes #1651

See merge request Dynare/dynare!1660
2019-09-10 09:27:18 +00:00
Houtan Bastani 418070ec54
remove unused variable 2019-09-10 11:08:20 +02:00
Johannes Pfeifer c529f78ce3 WriteShockDecomp2Excel.m: only use xlwrite if xlswrite fails
Fixes https://git.dynare.org/Dynare/dynare/issues/1575
2019-09-10 10:47:13 +02:00
Johannes Pfeifer 8752cf0002 dynare_sensitivity.m: provide informative error message if no varexo are defined. Closes https://git.dynare.org/Dynare/dynare/issues/1651 2019-09-10 09:25:04 +02:00
Johannes Pfeifer 031632edd3 stoch_simul.m: provide informative error message if no varexo have been defined 2019-09-10 09:23:49 +02:00
Johannes Pfeifer d4ed77c67e posterior_sampler_initialization.m: provide missing function input
Fixes #1622
2019-09-06 23:03:07 +02:00
Johannes Pfeifer da0ad67367 initial_estimation_checks.m: Allow for calibrated measurement error 2019-09-06 22:53:37 +02:00
Houtan Bastani 53ce6222c2
remove unused variable in dynare_config 2019-09-05 11:48:19 +02:00
Houtan Bastani d51208f298
submodule update: reporting 2019-09-05 11:08:34 +02:00
Sébastien Villemot bae1fa255a
Add scripts and CI job for building Windows package
The scripts are based the former “dynare-build” project. They have been
overhauled and simplified.

Building a Windows package (both installer and zip archive) is as easy as
running “make -C windows” (provided the right Debian packages are installed,
use the “windows/install-packages.sh” script for that purpose).

The layout of MEX files for Octave in the package has been
changed (mex/octave/win32/ and mex/octave/win64/ instead of mex/octave32/ and
mex/octave/), for consistency with MATLAB MEX.
2019-09-03 21:36:47 +02:00
Johannes Pfeifer fc9197a9a1 imcforecast.m: Make code robust to 1 period
When using 1 period, the second dimension was a singleton that was removed as well by squeeze, resulting in a column vector when a row vector/matrix was expected. Fixes https://forum.dynare.org/t/problem-with-the-conditional-forecast-in-dynare-4-5-7/14385/2
2019-09-02 18:47:46 +02:00
Sébastien Villemot cf1e88c4a1
Update reporting submodule 2019-08-30 14:27:40 +02:00
Sébastien Villemot 5d2a077a56 Merge branch 'remove_kstate' into 'master'
Remove kstate in dyn_second_order_solver

See merge request Dynare/dynare!1656
2019-08-13 10:55:48 +00:00
Houtan Bastani 83f809e048
small fixes 2019-08-12 11:40:40 -04:00
Houtan Bastani 53ae549350
histval_file: small changes 2019-07-29 10:48:49 -04:00
Houtan Bastani 908950f121
replace getfield/setfield with dynamic fields 2019-07-25 14:28:35 -04:00
Willi Mutschler 052d304789
Remove kstate in dyn_second_order_solver
kstate is not needed anymore as all information is found in M_.lead_lag_incidence
See Dynare/dynare#1653
2019-07-16 10:33:02 +02:00
Sébastien Villemot fe165c2430
LaTeX files generated by the preprocessor are now under <basename>/latex/ 2019-07-11 17:35:30 +02:00
Sébastien Villemot 4030169db9
k_order_perturbation MEX: number of threads is now configurable 2019-07-09 17:33:14 +02:00
Sébastien Villemot f8af21819e
Simplify the interface to perfect_foresight_problem MEX 2019-07-09 14:33:17 +02:00
Sébastien Villemot 2ad6b31d76
Option endogenous_terminal_period is only available for stack_solve_algo=0 2019-07-04 18:37:27 +02:00
Sébastien Villemot 29396b0cda
Improve comment about oo_.dr.kstate 2019-07-04 18:37:23 +02:00
Sébastien Villemot 682eecf06e
Add “diff” and “flip” options to plot_shock_decomposition and initial_condition_decomposition
This is only the interface. The actual implementation and the documentation are
still missing.

Ref #1649

[skip ci]
2019-07-03 16:33:10 +02:00
Sébastien Villemot 7d9b2a557b
perfect_foresight_problem MEX: number of threads is now configurable 2019-06-27 17:00:12 +02:00
Sébastien Villemot 0eab36e823
sparse_hessian_times_B_kronecker_C MEX: by default, use maximum parallelization 2019-06-27 14:34:09 +02:00
Sébastien Villemot 7c39b12b7b
Always compile MEX files with OpenMP (when they can take advantage of it)
As a consequence, remove the --enable-openmp option of the configure script.
2019-06-25 17:26:17 +02:00
Sébastien Villemot 82cef48eb4
A_times_B_kronecker_C MEX: remove the OpenMP codepath
Testing shows that it is slower than the BLAS path.
2019-06-25 17:26:14 +02:00
Sébastien Villemot 5b591fac42
New perfect_foresight_problem MEX file
It constructs the stacked residuals and jacobian of the perfect foresight
problem.

It is an almost perfect replacement for the perfect_foresight_problem.m
routine, while being much more efficient.

Note however that the DLL never return complex numbers (it instead puts NaNs at
the place where there would have been complex). This may create problems for
some MOD files; the algorithms will need to be adapted to use a more
line-search method.
2019-06-24 17:53:59 +02:00
Stéphane Adjemian (Charybdis) 52b8c56da2 Added the possibility to invert (nonlinear) static models. 2019-06-21 11:21:34 +02:00
Stéphane Adjemian (Charybdis) 3fa584737d Explicitly list input arguments.
Do not use varargin.
2019-06-21 11:21:34 +02:00
Stéphane Adjemian (Charybdis) a64be8ff96 Fixed bug.
Database was not updated with auxiliary variables.
2019-06-21 11:21:34 +02:00
Stéphane Adjemian (Charybdis) dc251f53f4 Use dprintf routine (in matlab/backward subfolder). 2019-06-21 11:21:34 +02:00
Stéphane Adjemian (Charybdis) b3af8c4a48 Added routine for simulating static models. 2019-06-21 11:21:34 +02:00
Stéphane Adjemian (Charybdis) b32eee740d Added new routine for disp(sprintf(...)). 2019-06-21 11:21:34 +02:00
Stéphane Adjemian (Charybdis) fec807ea17 Test if leaded variables exists when calling simul_backward_model routine. 2019-06-21 11:21:34 +02:00
Sébastien Villemot aedc9fb2e4
Bugfix: perfect_foresight_setup safety check does not correctly index M_.lead_lag_incidence 2019-06-18 17:01:06 +02:00