Sébastien Villemot
d5472d2338
Tighten input sanity checks of various MEX files
...
Note that the unitary test in lyapunov_solver.m that checks sparse matrix input
had to be removed. Previously, this test was passing by chance (because the
sparse test matrices had actually no zero element, hence the internal double
float storage was the same as in the dense case). Now it consistently fails
with the additional checks in disclyap_fast MEX.
2022-03-18 22:49:46 +01:00
Sébastien Villemot
5a55e29561
Dynare++: minor fix to check for oversized problem
...
The maximum value of a signed integer is 2³¹−1, so the inequality test must not
be strict.
2022-01-21 14:55:37 +01:00
Johannes Pfeifer
4461544efd
Expand cryptic error message if a value is assigned a second time
2021-11-04 09:04:26 +01:00
Sébastien Villemot
5eb769008b
Dynare++: fix bug in the --steps option
...
This option could crash or give wrong results.
Bug introduced in 6d99b6d120
.
The Vector(Vector &) and Vector(const Vector &) constructors are not
equivalent.
Closes : #1804
2021-08-31 12:34:44 +02:00
Normann Rion
3d27672c58
kth-order approximation of conditional welfare
...
Partially addresses issue #1680 :
- unconditional welfare resorts to dynare++ simulation tools, which shall be updated very soon
TO DO:
- implement a function computing kth-order approximation of simulated moments of y
2021-06-15 15:04:31 +02:00
Sébastien Villemot
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
Sébastien Villemot
233b242a29
Dynare++: (really) avoid locale-specific strings in the journal under Windows
...
Closes : #1751
2020-11-20 15:36:07 +01:00
Sébastien Villemot
3dc9087f55
Dynare++: update copyright years
2020-11-18 17:31:17 +01:00
Sébastien Villemot
b1b8dc90a3
Dynare++: avoid locale-specific strings when printing date/time in the journal
...
Closes : #1751
2020-11-18 17:30:38 +01:00
Sébastien Villemot
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
Sébastien Villemot
9a726e6138
Dynare++ tutorial: add a note about the computation of IRFs when shocks are correlated
...
The treatment is different that that of Dynare. For more background, see
https://forum.dynare.org/t/difference-between-high-order-approx-in-dynare-and-dynare/16570/4
By the way, make a few minor modernizations.
[skip ci]
2020-09-09 17:04:16 +02:00
Sébastien Villemot
2ae88722fb
Build system + Windows/macOS package: provisions for Dynare++’s dynare_simul.m
2020-02-25 16:33:32 +01:00
Johannes Pfeifer
47a3a1ed2e
Restore dynare_simul.m for Dynare++
...
Got lost in 2169341639
and 9ab832de01
Also adapted it to new 4.6 mex-calling syntax
2020-02-25 14:39:15 +01:00
Sébastien Villemot
22ab507c6c
Global reindentation of Dynare++
2019-12-20 15:43:17 +01:00
Sébastien Villemot
996bdd6c64
New local_state_space_iteration_k MEX, for nonlinear filters at k-order
...
It applies the approximated policy function to a set of particles, using
Dynare++ routines.
There is support for parallelization, using Dynare++ multithreading
model (itself based on C++11 threads; we don’t use OpenMP because it is
incompatible with MKL). For the time being, default to a single thread. This
should be later refined through empirical testing.
2019-12-20 11:31:56 +01:00
Sébastien Villemot
8065e9d439
Build system: by default, error out if some dependency is missing
...
In particular, if either MATLAB or Octave is missing, one needs to pass either
--disable-matlab or --disable-octave.
Moreover, several new configure flags have been introduced for disabling some
components:
--disable-doc
--disable-dynare++
--disable-mex-dynare++
--disable-mex-ms-sbvar
--disable-mex-kalman-steady-state
2019-11-26 13:53:42 +01:00
Sébastien Villemot
9d99dafdd7
Dynare++: ensure that exception gives meaningful message if BK conditions not satisfied
...
Previously, if Blanchard-Kahn conditions were not satisfied, there was the
possibility an exception about NaN/Inf values in gy/gu was raised *before* the
exception about BK itself, leading to a confusing message. This commits moves
the test for BK before the test for NaN/Inf in gy/gu.
Closes : #674
2019-11-19 15:19:34 +01:00
Houtan Bastani
afcdf46e80
capitalize Cepremap and Matlab, uncapitalize DYNARE
2019-10-02 14:09:21 +02:00
Sébastien Villemot
6ff7d4c56c
C++17: use structured bindings instead of std::tie
2019-09-11 16:06:35 +02:00
Sébastien Villemot
984c60acb9
Various improvements related to the MEX R2018a API
...
— Use MX_HAS_INTERLEAVED_COMPLEX for testing for the new API
— Use the typed access functions under the new API, with one exception: we do
not use mxGetDoubles() instead of mxGetPr(), because it would just complexif
the code without any value added
For more details, see:
https://fr.mathworks.com/help/matlab/matlab_external/upgrade-mex-files-to-use-interleaved-complex.html
2019-07-09 11:54:12 +02:00
Sébastien Villemot
7e274d8234
Dynare++: remove useless call to std::move() that prevents copy elision
2019-06-25 11:14:01 +02:00
Sébastien Villemot
d69fadc362
Dynare++: improvements to comments
2019-06-19 17:35:01 +02:00
Sébastien Villemot
b7e6ac58b3
Dynare++: move all documentation to the doc/ subdir
2019-06-19 17:35:01 +02:00
Sébastien Villemot
16e36e503a
Dynare++: unpack tarball where Sylvester test cases are stored
2019-06-19 17:34:30 +02:00
Sébastien Villemot
7cc4aad8b6
Dynare++: update copyright information
...
— Ondra Kamenik has agreed to the relicensing of utils and parser modules to
GPL
— add DynareTeam’s copyright, since we have made a lot of modifications
— add proper copyright notices in all files
2019-06-19 15:02:41 +02:00
Sébastien Villemot
f00526cfe4
Dynare++: rename old changelog for Sylvester module
2019-06-19 15:02:39 +02:00
Sébastien Villemot
09b8397f44
Dynare++: improvements to comments (last batch!)
...
[skip ci]
2019-06-11 16:58:32 +02:00
Sébastien Villemot
7599bc1069
Dynare++: improve comments
...
[skip ci]
2019-06-05 18:17:43 +02:00
Sébastien Villemot
72ad793d85
Dynare++: improvements to comments
...
[skip ci]
2019-05-22 17:25:58 +02:00
Sébastien Villemot
4ae409574d
Dynare++: use std::exchange() in move constructors
2019-05-20 18:35:29 +02:00
Sébastien Villemot
c7cd325e4e
Dynare++: improvements to comments
2019-05-10 18:41:38 +02:00
Houtan Bastani
a29896a6d5
Undo change in cb5b756927
, preferring const to constexpr
2019-05-08 15:26:17 +02:00
Houtan Bastani
cb5b756927
sqrt is not a constexpr
...
see: http://open-std.org/JTC1/SC22/WG21/docs/papers/2017/p0533r0.pdf
2019-05-08 13:01:34 +02:00
Sébastien Villemot
0375dbe29b
Dynare++: improvements to comments
2019-05-06 18:44:49 +02:00
Sébastien Villemot
4d17c8b10d
Dynare++: move multithreading abstraction to the "utils" module
2019-05-02 12:38:56 +02:00
Sébastien Villemot
b9f92b69be
Dynare++: replace some uses of std::vector by a lighter std::unique_ptr
2019-04-30 12:58:21 +02:00
Sébastien Villemot
64b568001c
Dynare++: fix bug introduced in 0b9b69f638
2019-04-29 18:31:57 +02:00
Sébastien Villemot
1ebd1d63fa
Dynare++: add test mod files to testsuite
2019-04-29 18:31:54 +02:00
Sébastien Villemot
d3c4d0ae0f
Dynare++: use .mod extension for all test files (instead of .dyn)
2019-04-29 15:57:47 +02:00
Sébastien Villemot
36ab8d0093
Dynare++: rename old changelog
2019-04-26 14:44:36 +02:00
Sébastien Villemot
26778ea666
Dynare++: drop unmaintained R stuff
2019-04-26 14:44:36 +02:00
Sébastien Villemot
0b9b69f638
Dynare++: various simplifications
2019-04-24 17:47:15 +02:00
Sébastien Villemot
9a869560e6
Dynare++ main: various modernizations
2019-04-23 19:14:51 +02:00
Sébastien Villemot
f5e2bfc30a
Ask GCC to warn about C-style casts (-Wold-style-cast)
...
Adapt the code accordingly.
2019-04-23 13:03:20 +02:00
Sébastien Villemot
3915299334
Dynare++ parser: various modernizations
2019-04-19 17:28:16 +02:00
Sébastien Villemot
5a261c1960
Dynare++: modernize Bison and Flex stuff
2019-04-17 18:52:12 +02:00
Sébastien Villemot
e0280d067b
Dynare++: improvements to comments
2019-04-16 15:20:56 +02:00
Sébastien Villemot
f953374dba
More Unicode copyright symbol
2019-04-16 14:34:05 +02:00
Sébastien Villemot
c9bdc2c885
Dynare++: simplify methods for getting number of columns and rows of a matrix
...
Previously there were GeneralMatrix::numRows() and TwoDMatrix::nrows() for doing
the same thing (and same for columns and Const versions).
Merge these two into GeneralMatrix::nrows().
2019-04-16 12:44:02 +02:00
Sébastien Villemot
040c4f11a7
Dynare++: ensure that testsuite does not fail because of safety check
...
Safety check introduced in c10d8daf9
.
Ref #217
2019-04-16 12:22:41 +02:00