Commit Graph

14151 Commits (7d57bd0e4cc176b439f0e8d0f93229bd29bce2be)

Author SHA1 Message Date
Sébastien Villemot 7d57bd0e4c
macOS package: hack to statically link libquadmath in Fortran MEX files 2021-06-21 18:12:18 +02:00
Sébastien Villemot 38b2f2e5ce
Fix typo
[skip ci]
2021-06-21 12:23:33 +02:00
Sébastien Villemot 43607acf38
Merge branch 'resolveheader' of git.dynare.org:JohannesPfeifer/dynare
See merge request !1875
2021-06-16 17:41:40 +02:00
Sébastien Villemot 18a172bd45
Merge branch 'mcp_ramsey' of git.dynare.org:JohannesPfeifer/dynare
See merge request !1874
2021-06-16 17:41:40 +02:00
Sébastien Villemot 88b427f7bc
Compatibility fix for MATLAB R2014a
MATLAB R2014a does not like the syntax “abs(x).data” where “x” is a dseries.
2021-06-16 17:41:40 +02:00
Sébastien Villemot 820df39ff7
Compatibility fix for MATLAB < R2019b
MATLAB < R2019b does not accept “bar(1, [2 3])”.
2021-06-16 17:41:40 +02:00
Sébastien Villemot 9460da5b07
Windows package: bump dependencies 2021-06-16 17:41:40 +02:00
Johannes Pfeifer 1d10659b59 get_complementarity_conditions.m: fix equation numbering with ramsey_model
M_.equation_tags already contains the correct equation number
2021-06-16 13:21:49 +02:00
Johannes Pfeifer 32e1f34579 dynare_resolve.m: correct header and change naming of globals 2021-06-16 13:17:29 +02:00
Stéphane Adjemian (Ryuk) 8611143409
Updated particles submodule (fix for the online filter). 2021-06-15 22:09:35 +02:00
Stéphane Adjemian (Ryuk) 2a5ed79be5
Do not run MCMC after online filter (integration test) 2021-06-15 22:09:35 +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
Stéphane Adjemian (Ryuk) edeb7911f3
Fix bug (initial period in extended path).
extended_path was crashing in preceeded by a call to the set_time command.
2021-06-15 14:24:38 +02:00
Sébastien Villemot be38866487
Fix handling of heteroskedastic_shocks block with several declared periods
Closes: #1791
2021-06-15 12:54:54 +02:00
Sébastien Villemot de86089781 Merge branch 'cosmetic' into 'master'
DsgeSmoother.m: header cosmetics

See merge request Dynare/dynare!1873
2021-06-15 09:38:05 +00:00
Johannes Pfeifer e5b51f3257 DsgeSmoother.m: header cosmetics
[skip CI]
2021-06-15 11:16:41 +02:00
Sébastien Villemot 6258699060
Merge branch 'disclyap' of git.dynare.org:JohannesPfeifer/dynare
See merge request !1872
2021-06-14 15:29:01 +02:00
Sébastien Villemot 6c4935fa10
Preprocessor: write M_.objective_tmp_nbr to the driver file 2021-06-14 15:28:55 +02:00
Sébastien Villemot 2952d18343
Testsuite: improve and integrate unit test for A·(B⊗C) MEX files
In particular, add a test for the sparse A·(B⊗C) where B≠C.
2021-06-14 15:28:34 +02:00
Sébastien Villemot a7203095db
A_times_B_kronecker_C MEX: don’t bother adding “only” clauses to “use” directive 2021-06-14 15:28:34 +02:00
Sébastien Villemot 68bca0cd2a Merge branch 'pruned_state_space' into 'master'
pruned_state_space: handle shocks with 0 variances

See merge request Dynare/dynare!1871
2021-06-14 10:37:45 +00:00
Johannes Pfeifer e8c3758fc7 disclyap_fast.m: fix check for convergence with NaN
[skip CI]
2021-06-11 14:22:10 +02:00
Johannes Pfeifer 0116870399 pruned_state_space: handle shocks with 0 variances 2021-06-11 14:15:31 +02:00
Sébastien Villemot 45933779a4 Merge branch 'simult_' into 'master'
simult_.m: fix error message at order>3

See merge request Dynare/dynare!1870
2021-06-10 15:24:45 +00:00
Johannes Pfeifer 907066ae95 simult_.m: fix error message at order>3 2021-06-10 14:40:19 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Sébastien Villemot 4733d97ceb
dseries: fix concatenation with empty dates objects 2021-06-09 17:33:25 +02:00
Sébastien Villemot 7c502b3a11
Preprocessor: when order option > 3, compute planner objective derivatives at that order 2021-06-09 17:30:51 +02:00
Sébastien Villemot 04c3fb3a31
Merge branch 'slice_record' of git.dynare.org:JohannesPfeifer/dynare
See merge request !1869
2021-06-09 14:41:03 +02:00
Sébastien Villemot 7ae114a392
Merge branch 'dynare_solve' of git.dynare.org:JohannesPfeifer/dynare
See merge request !1868
2021-06-09 14:39:46 +02:00
Johannes Pfeifer f38a1edaee posterior_sampler.m: trap case where record.ProposalCovariance is not filled (slice sampler) 2021-06-08 21:03:08 +02:00
Sébastien Villemot a40a9b079c
sparse_hessian_times_B_kronecker_C MEX: bugfix relating to number of rows of B and C
In practice however, it seems that this bug never hits, because B and C always
have the same number of rows when the MEX is called.
2021-06-08 17:58:40 +02:00
Johannes Pfeifer e546d686eb dynare_solve.m: allow calling function directly 2021-06-04 21:24:53 +02:00
Sébastien Villemot 3bd3c78e0e
A_times_B_kronecker_C MEX: rewrite in Fortran 2021-06-04 12:58:39 +02:00
Sébastien Villemot c4ca0ef0b2
Fortran MEX: remove useless return statements after calls to mexErrMsgTxt() 2021-06-04 12:58:39 +02:00
Sébastien Villemot f90a8ab070
Fortran MEX: mark array pointers returned by MEX functions as contiguous
This can make a difference when the return value of those function is directly
passed to a BLAS/LAPACK function.

On the other hand, if the return value is first stored in a pointer variable,
then it seems necessary to explicitly say that this pointer is also contiguous.
2021-06-04 12:58:39 +02:00
Sébastien Villemot dc2695a11f
mjdgges and block_trust_region MEX: optimise by marking some function arguments as contiguous
This avoids unnecessary array copies before calling BLAS/LAPACK functions.
2021-06-04 12:58:36 +02:00
Sébastien Villemot 3a2335975a
Fortran MEX: add missing “implicit none” in blas and lapack modules 2021-06-04 12:57:47 +02:00
Sébastien Villemot 2a1183e1fa
Fortran MEX: add -Wimplicit-interface to compiler flags
This warns about hard-to-detect bugs where a function is called with an
implicit interface, thus possibly having mismatches in the calling sequence.
2021-06-04 12:57:39 +02:00
Sébastien Villemot 45181cfd97
Fortran MEX: add interface for dgemm 2021-06-04 12:57:32 +02:00
Sébastien Villemot 765109ee01 Merge branch 'csolve' into 'master'
dynare_solve.m: have csolve honor selected options

See merge request Dynare/dynare!1867
2021-06-02 16:43:27 +00:00
Johannes Pfeifer 4e0f2bf695 dynare_solve.m: have csolve honor selected options 2021-06-02 16:21:16 +02:00
Sébastien Villemot 438ed7a48d
Merge branch 'tune_jscale' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1865
2021-06-01 15:11:23 +02:00
Sébastien Villemot 05fcb0550f
Windows package: bump dependencies 2021-06-01 14:26:19 +02:00
Johannes Pfeifer f4c0781f45 calibrate_mh_scale_parameter.m: Expand header 2021-06-01 11:34:39 +02:00
Johannes Pfeifer f51a57374a mh_tune_jscale: fix display of stepsize and provide warning if no updating can occur. 2021-06-01 11:23:07 +02:00
Sébastien Villemot f5c5b05f12
The xls_sheet option now takes a quoted string as value
Recommend that syntax in the manual, but keep the old one for backward
compatibility.

Ref. preprocessor#67
2021-05-31 18:21:13 +02:00
Sébastien Villemot c7d02a356e
Manual: harmonize and document usage of quoted strings 2021-05-31 18:21:13 +02:00
Sébastien Villemot c7df5a6cb3
Preprocessor: add occbin syntax
Ref. #569, !1863
2021-05-31 18:21:13 +02:00
Sébastien Villemot 95486a9ac0 Merge branch 'planner_objective_linear' into 'master'
evaluate_planner_objective.m: do not evaluate non-existing terms for linear models

Closes #1781

See merge request Dynare/dynare!1864
2021-05-31 13:30:18 +00:00