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13552 Commits (7e21bf2a10189ef4c1d8673a7f736c294d23d4ff)

Author SHA1 Message Date
Sébastien Villemot 7e21bf2a10
Block trust region MEX: use MATLAB’s dmperm for the Dulmage-Mendelsohn decomposition 
It turns out that MATLAB’s implementation is significantly faster than my own
Fortran implementation.
 2020-09-18 17:55:58 +02:00
Sébastien Villemot 35a162c6a6
Block trust region MEX: fix memory leak in MATLAB function closure 2020-09-18 17:55:58 +02:00
Sébastien Villemot 0b41d17374
dynare_solve: fix display of number of dmperm blocks 2020-09-18 17:55:58 +02:00
Sébastien Villemot adf1fdb009
Block trust region MEX: add safety check for squareness of blocks 2020-09-18 17:55:58 +02:00
Sébastien Villemot 9430b4e9ca
Block trust region MEX: add debugging information 2020-09-18 17:55:57 +02:00
Sébastien Villemot fcc3a3cec2
Testsuite: fix repeated typo in equation name 
[skip ci]
 2020-09-18 17:40:44 +02:00
Sébastien Villemot 2aeecfa4f3
Switch preprocessor submodule to Enterprise group 2020-09-18 17:39:01 +02:00
Stéphane Adjemian (Charybdis) 2b44e5f815
Updated preprocessor (Fix for PAC equation with growing target). 
[skip ci]
 2020-09-18 11:16:45 +02:00
Stéphane Adjemian (Odysseus) 248ad18846 Merge remote-tracking branch 'Dynare/master' into enterprise 
Fixed conflicts in:

 - .gitlab-ci.yml
 - matlab/dynare_config.m
 - matlab/dynare_solve.m
 - matlab/initvalf.m
 - matlab/perfect-foresight-models/make_ex_.m
 - matlab/perfect-foresight-models/perfect_foresight_setup.m
 - mex/build/matlab/Makefile.am
 - mex/build/matlab/configure.ac
 - mex/build/octave/Makefile.am
 - mex/build/octave/configure.ac
 - mex/sources/Makefile.am
 - preprocessor
 - tests/Makefile.am
 2020-09-17 14:53:32 +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 b9812a0ff0
Fix another issue with extended_path + bytecode 
As reported in https://forum.dynare.org/t/extended-path-bytecode/16577
 2020-09-08 13:13:00 +02:00
Sébastien Villemot 82ec87933a
Examples: convert some files to UTF-8 
Those files were in ISO-8859-1 encoding, which is being phased out.

By the way, use typographic quotes.

[skip ci]
 2020-09-07 17:24:53 +02:00
Sébastien Villemot 636d23fa49
Release notes for 4.6.2 
[skip ci]
 2020-09-07 12:35:56 +02:00
Sébastien Villemot 7d0f8aa116 Merge branch 'exogenouslag' into 'master' 
Exogenouslag

See merge request Dynare/dynare!1759
 2020-09-04 14:02:04 +00:00
MichelJuillard 0391dbbeb1 fix bug with lag on exogenous variables on more than one period 
(cherry picked from commit 492124ce9886e6aef4f4cefef302241d7edfe024)
 2020-09-04 14:02:04 +00:00
Sébastien Villemot 9b946ca0af
macOS package: fix compilation of x13as against gfortran 10 
Add -std=legacy to FFLAGS.

Do the same for the Windows package, even though we don’t yet use version 10 of
gfortran (but that will of course happen at some point).
 2020-09-04 10:47:43 +02:00
Sébastien Villemot fa87c296cb
Preprocessor, use_dll: add the “restrict” C99 keyword to all pointers to double 2020-09-03 18:10:19 +02:00
Sébastien Villemot 26597bf093
Remove more utilities related to conversion of oo_ between Dynare versions 
Ref. #915
 2020-09-03 16:45:21 +02:00
Sébastien Villemot 2840526034 Merge branch 'parallel' into 'master' 
AnalyseComputationalEnvironment.m: define missing command string used in error message

See merge request Dynare/dynare!1758
 2020-09-03 14:41:18 +00:00
Sébastien Villemot 34f66d3db8
Windows package: GCC 10 now depends on zstd 
Closes: preprocessor#55

By the way, bump other dependencies.
 2020-09-03 15:58:05 +02:00
Johannes Pfeifer d7b7ce8940 AnalyseComputationalEnvironment.m: define missing command string used in error message 2020-09-02 12:41:31 +02:00
Sébastien Villemot 94adca9aad
Preprocessor: remove matched_moments_ as input argument as it is now a field of M_ 2020-09-01 15:15:21 +02:00
Sébastien Villemot b891695680
Merge branch 'JohannesPfeifer/dynare-MoM' 2020-09-01 15:14:43 +02:00
Sébastien Villemot 7738ea0a25
macOS: use GCC 10 for building, since GCC 9 is no longer in Homebrew 2020-09-01 14:39:17 +02:00
Sébastien Villemot f31aefccf6
Preprocessor update 
– Make preprocessor recognize default order=2 of stoch_simul
— Fix faulty logic in checks for mh_tune_jscale
— Fix handling of multiple PAC models
— PAC/MCE: improve informative message about # of aux. vars/eqs by adding the
  model name
— Fixes to include_eqs/exclude_eqs
— PAC model: rewrite the algorithm for detecting the target, to make it more
  robust
— PAC/MCE model: fix timing of target in PAC expectation term
— Add new “matched_moments” block
 2020-09-01 14:36:38 +02:00
Sébastien Villemot 695dc8834f Merge branch 'affiliation' into 'master' 
Update Johannes's affiliation

See merge request Dynare/dynare!1756
 2020-09-01 12:17:05 +00:00
Johannes Pfeifer 96be513ecf Remove matched_moments_ as input argument as it is now a field of M_ 2020-08-05 15:58:58 +02:00
Johannes Pfeifer 91563e50ac Update Johannes's affiliation 2020-08-04 18:09:40 +02:00
Sébastien Villemot f6c2471eef
New MEX for solving discrete Lyapunov equations with doubling algorithm 
This is a Fortran 2008 rewrite of disclyap_fast.m.

Closes: #1737
 2020-07-30 16:34:35 +02:00
Sébastien Villemot 3f53a94981
Add dpotrf to Fortran 2008 BLAS/LAPACK bindings 2020-07-30 16:34:35 +02:00
Sébastien Villemot ea18431230
Various improvements to mjdgges MEX 2020-07-30 16:34:33 +02:00
Sébastien Villemot f4a31a0d1f
Various improvements to Fortran 2008 interface to MATLAB MEX functions 
— add interface for more functions (cell, logical, struct)
— add new mexPrintf wrapper that trims and prints a newline
— functions that take indices of type mwIndex now 1-based indices
— improve the wrapper for mxArrayToString so that it returns a character scalar
 2020-07-30 14:45:50 +02:00
Sébastien Villemot 367daa8664
CI: switch to new code signing certificate for Windows 2020-07-29 17:48:58 +02:00
Sébastien Villemot c9a58a443b
CI: switch to new code signing certificate for Windows 2020-07-29 16:27:26 +02:00
Sébastien Villemot 470d8ef079
Emacs mode: update for method of moments routines 
[skip ci]
 2020-07-28 18:10:46 +02:00
Stéphane Adjemian (Odysseus) 579fb9e685 Fixed bug introduced in edede274f2. 2020-07-24 22:30:51 +02:00
Stéphane Adjemian (Charybdis) 771055c0a9
Updated preprocessor submodule. 
Fixes timing of target's growth rates in the expected term of the PAC
equation (Model Consistent Expectation). All the growth rates were
wrongly shifted backward by one period.
 2020-07-24 18:28:17 +02:00
Stéphane Adjemian (Charybdis) edede274f2
Make the detection of the target in PAC equation more robust. 
In a PAC equation, the error correction term must be written as:

β×(yₜ₋₁-xₜ₋₁)

where x is the endogenous variable determined by the equation and y
the target for x. The ordering matters, if not respected the
preprocessor wll not identify the error correction term (hence the
target) and will throw an error. The target must be an endogenous
variable or the log of an endogenous variable. For a more general
target, ie an expression, one can create an auxiliary variable.

We impose the ordering, target comes first in the error correction
term, so that the stability condition is always β>0 (this constraint
can be enforced when estimating the PAC equation).
 2020-07-24 17:36:31 +02:00
Stéphane Adjemian (Charybdis) 142e58576d
Updated preprocessor submodule. 
Various fixes:

 - PAC/MCE allow more than one PAC equation in a model.
 - PAC/MCE detection of the target (WIP)
 - Equation exclusion
 2020-07-23 11:49:10 +02:00
Stéphane Adjemian (Charybdis) 7f50b02910
Added test where the PAC equation doesn't have lags on the endogenous variable. 
This example is currently failing.
 2020-07-22 12:25:05 +02:00
Stéphane Adjemian (Charybdis) 897e2fc63b
Added test with two PAC equations in the same mod file. 2020-07-22 12:21:23 +02:00
Sébastien Villemot daea99d1b0 Merge branch 'parameter_setting' into 'master' 
Move setting of parameters out of check_bounds_and_definiteness_estimation.m

See merge request Dynare/dynare!1754
 2020-07-21 08:30:57 +00:00
Sébastien Villemot 6cf8f27d94 Merge branch 'RBC_mom' into 'master' 
RBC_MoM: filter out additional pathological cases with try-catch

See merge request Dynare/dynare!1755
 2020-07-17 20:57:55 +00:00
Johannes Pfeifer 9fa24aa7be RBC_MoM: filter out additional pathological cases with try-catch 2020-07-17 20:35:53 +02:00
Sébastien Villemot 032357f864 Merge branch 'RBC_MoM_steady' into 'master' 
RBC_MoM-test: filter out pathological cases

See merge request Dynare/dynare!1753
 2020-07-17 13:18:04 +00:00
Johannes Pfeifer 791e5e9d97 RBC_MoM-test: filter out pathological cases 
[skip CI]
 2020-07-17 15:16:05 +02:00
Johannes Pfeifer 3b85fea02e Move setting of parameters out of check_bounds_and_definiteness_estimation.m 
Increases transparency
 2020-07-17 15:02:12 +02:00
Sébastien Villemot 4d22c4c0c0
Drop 32-bit binaries from Windows package 
Closes: #1713
 2020-07-17 12:52:58 +02:00
Sébastien Villemot 1dbbef9f2e Merge branch 'moment_estimation' into 'master' 
First implementation of moment estimation

See merge request Dynare/dynare!1750
 2020-07-16 15:41:15 +00:00
Willi Mutschler 19b7d202d2 testsuite: Add test cases 2020-07-16 14:54:04 +02:00