Commit Graph

15031 Commits (7dd2dd5e24a343fbeaf3522ea5e535c27d8b9f95)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 9d1e07a2e4
Fix headers. 2022-03-03 09:35:30 +01:00
Sébastien Villemot ae1e31b7e0
Restore the possibility of calling the “resid” function without argument
Can be useful when writing “z = resid;” in a .mod file (i.e. not using the
preprocessor syntax).
2022-03-01 16:40:51 +01:00
Sébastien Villemot 3d7299c1e4
New option “non_zero” to the “resid” command
When this option is given, the “resid” command only displays non-zero residuals
2022-03-01 14:26:16 +01:00
Sébastien Villemot 7f44a28209
Emacs mode: add missing “resid” keyword 2022-03-01 11:59:17 +01:00
Sébastien Villemot e49cada341
Testsuite: run_block_byte_tests_{matlab,octave}.m were not actually checking the results 2022-03-01 11:29:52 +01:00
Sébastien Villemot 65e18fe883
Bytecode: fix stack_solve_algo=4 on linear blocks
Only one iteration is performed on linear blocks. But in the case of
stack_solve_algo=4 it is not enough, since it will not find the right optimal
path lenght at the first iteration (even though that optimal path length is
ufnitary).
2022-03-01 11:29:29 +01:00
Sébastien Villemot dbbbb75874
Bytecode: fix typo, replace “substract” by “subtract” 2022-02-28 18:47:20 +01:00
Sébastien Villemot 67a003aa73
Bytecode: fix stack_solve_algo=1 (relaxation method)
There were various issues with the construction of sparse submatrices.

By the way, refactor and document the code to make it more readable.
2022-02-28 18:47:20 +01:00
Sébastien Villemot 811e53f9ad
Bytecode: document matrix computation routines 2022-02-28 18:47:20 +01:00
Sébastien Villemot 59b8ee9c33
Bytecode: remove unused matrix subtraction routine 2022-02-28 18:47:20 +01:00
Sébastien Villemot a7cc466285
Bytecode: fix bug in sparse matrix multiplication routines
Since those routines compute Aᵀ·B, the number of rows of the output is equal to
the number of columns of A.
2022-02-28 12:18:58 +01:00
Sébastien Villemot 0147faad5f
Fix stack_solve_algo=1 without bytecode, on solve two boundaries simple/complete blocks
The result for the last simulation period was wrong.
2022-02-25 16:32:16 +01:00
Stéphane Adjemian (Charybdis) c9825c803a
Fix description of the conditional_forecast command.
Closes #1844
2022-02-24 20:33:47 +01:00
Sébastien Villemot 4d39c6fab5 Merge branch 'error_message' into 'master'
get_error_message.m: condition on index being non-zero

See merge request Dynare/dynare!2003
2022-02-24 16:23:16 +00:00
Sébastien Villemot 63bcd2558e
Testsuite: when running Octave, use --no-window-system option rather than forcing gnuplot toolkit
In practice --no-window-system currently implies the gnuplot toolkit with dumb
terminal, but it is cleaner this way.
2022-02-23 12:13:27 +01:00
Johannes Pfeifer a60ce435bd get_error_message.m: condition on index being non-zero
dsge_likelihood will expand the vector due to entry four of info containing the penalty, creating a 0 for entry 2
2022-02-22 12:22:51 +01:00
Sébastien Villemot f52ce51168
Preprocessor: fix error message when “ramsey_policy” follows a “ramsey_model” statement 2022-02-21 16:46:37 +01:00
Sébastien Villemot a4f4d4462c
Merge branch 'disp_dr' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2002
2022-02-21 16:19:36 +01:00
Sébastien Villemot 0b053f1ebf
Windows package: bump dependencies 2022-02-21 16:02:04 +01:00
Johannes Pfeifer d79895b66a Display of decision rules: deal with overflow of fields 2022-02-20 11:00:34 +01:00
Sébastien Villemot 1a9abc247f
Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2001
2022-02-18 14:22:53 +01:00
Sébastien Villemot 8f5815d01d
Preprocessor: for bytecode, fix temporary terms for dynamic derivatives in “evaluate” mode 2022-02-18 14:22:28 +01:00
Sébastien Villemot 8536b63827
Bytecode: remove superfluous debug information 2022-02-18 14:17:37 +01:00
Stéphane Adjemian (Charybdis) e7d11dd7b1
Remove aux variables from target definition (PAC). 2022-02-18 09:13:17 +01:00
Johannes Pfeifer b5dc90b311 mom: add missing trust_region_initial_step_bound_factor option 2022-02-18 00:50:08 +01:00
Johannes Pfeifer 05519aaaa1 mom: add missing verbosity option 2022-02-18 00:48:39 +01:00
Sébastien Villemot e2694381dd
Preprocessor: transform predetermined variables before simplifying equations 2022-02-17 18:27:41 +01:00
Sébastien Villemot 972461c326
Bytecode: add debugging information about input arguments 2022-02-17 17:41:10 +01:00
Sébastien Villemot a376d8c9fe
Fix steady state computation with bytecode+block and solve_algo ⩽ 4 or ⩾ 9
– Temporary terms were not correctly passed between blocks
– solve_algo ⩾ 9 was incorrectly passed through bytecode own’s solver instead
  of through dynare_solve
2022-02-17 17:28:37 +01:00
Sébastien Villemot aca85408ff
Preprocessor: fix JSON output when there are multiple “var_expectation_model” statements
Closes: Madysson/estimation-codes#19
2022-02-15 21:00:23 +01:00
Sébastien Villemot 092203669b
Manual: fix copyright years displayed in Sphinx output 2022-02-15 16:54:41 +01:00
Sébastien Villemot ceb3ec2487
Bytecode: remove unused constructors 2022-02-15 16:54:41 +01:00
Sébastien Villemot 863fa2de1c
Bytecode: perfect foresight simulation of *linear* “Solve forward simple/complete” blocks was giving was results 2022-02-15 16:54:41 +01:00
Sébastien Villemot 34b6f54c4a
Ferhat and Houtan have left the team 2022-02-14 15:10:04 +01:00
Sébastien Villemot 803e3721ec
Bytecode: correctly handle M_.{endo_names,exo_names,param_names}, which are now cell arrays 2022-02-14 15:06:07 +01:00
Sébastien Villemot 92e82cfa0a
Bytecode: remove unused function prototype 2022-02-14 14:40:34 +01:00
Sébastien Villemot 3734762af7
For stack_solve_algo={2,3} and solve_algo={7,8}, rather use a “crout” ILU decomposition for the preconditioner
In 3025a14ed9, the call to the deprecated “luinc”
has been replaced by a call to “ilu”.

However, the type of “ilu” decomposition had not been specified. The default,
“nofill”, does not make use of the “droptol” option which was used with
“luinc”. Also, under Octave, it does not work when there is a zero on the
diagonal of the input matrix.

Rather use the “crout” type, which addresses these two issues.
2022-02-14 12:34:50 +01:00
Sébastien Villemot fa7b331cf4
Fix crash in simulation of “Solve forward/backward complete” blocks with stack_solve_algo=4 (without bytecode) 2022-02-11 18:11:42 +01:00
Sébastien Villemot 188df7711d
Bytecode: fix simulation of blocks “Solve forward/backward complete” with stack_solve_algo={0,1,4}
The problem would also manifest at steady state computation with solve_algo=6.

It could crash or give incorrect results.
2022-02-11 12:00:25 +01:00
Sébastien Villemot 9a27735f47
Manual: cosmetics 2022-02-10 17:35:21 +01:00
Sébastien Villemot d74cb031d2
Bytecode: fix error message about convergence failure that can happen in Solve Backward Complete as well 2022-02-10 17:27:07 +01:00
Sébastien Villemot cdb4f872b2
Bytecode: fix crash with stack_solve_algo=1 on “Solve forward/backward” blocks 2022-02-10 17:15:24 +01:00
Sébastien Villemot ef6e4c7745
Bytecode: remove unused code 2022-02-10 16:58:39 +01:00
Sébastien Villemot 0caefa1593
Bytecode: exit gracefully when M_ does not exist 2022-02-09 14:32:25 +01:00
Sébastien Villemot bb793d87cc
Block decomposition: fix deterministic simulations for block of type “Solve backward”
The results were incorrect for those two kinds of block, when not using bytecode.
2022-02-09 14:07:33 +01:00
Sébastien Villemot dd34554c4e
Block decomposition: fix computation of eigenvalues for blocks of “Solve backward complete” type 2022-02-09 14:07:33 +01:00
Sébastien Villemot 685598c6e2
Add interface to “static” and “incidence” options of “model_info”
These options were implemented and described in the reference manual, but their
interface was missing.

By the way, make various minor improvements to the description of “model_info”
in the reference manual. In particular, remove the single quotes around the two
aforementioned options (which are a remnant from an older interface).
2022-02-09 14:07:30 +01:00
Sébastien Villemot cc37d15ed3
Add libfl-dev to list of build dependencies under Debian
It is needed for /usr/include/FlexLexer.h. It used to be a dependency of flex,
but has been demoted to a recommends, so it’s better to list separately.

[skip ci]
2022-02-07 23:06:14 +01:00
Sébastien Villemot 8d3e0587dc
k_order_mean MEX: check number of output arguments
Incidentally, this fixes a gfortran warning
2022-02-04 14:38:30 +01:00
Sébastien Villemot 964763ef4d
pthread Fortran interface: fix internal type for representing pthread_t structure 2022-02-04 12:33:19 +01:00