Sébastien Villemot
8200c356a7
Emacs mode: fix indentation in blocks which are given options
...
E.g. indentation was incorrect following “model(block);”.
[skip ci]
2023-01-17 18:20:11 +01:00
Sébastien Villemot
fcdd810eb4
Emacs mode: “periods” and “Sigma_e” commands removed
2023-01-17 16:17:49 +01:00
Sébastien Villemot
8aabdaee9c
Consolidate functions for solving steady state with block and/or bytecode
2023-01-17 15:25:47 +01:00
Sébastien Villemot
7b6058509f
Drop unused function
2023-01-17 14:48:36 +01:00
Sébastien Villemot
005769210a
Drop unused function
2023-01-17 14:47:52 +01:00
Sébastien Villemot
5342476196
Drop unused function
2023-01-17 14:46:50 +01:00
Sébastien Villemot
023afc7ebb
Drop unused function
2023-01-17 14:46:46 +01:00
Sébastien Villemot
4ecc78a931
Preprocessor: drop unused per-block max lead/lag fields
2023-01-17 14:43:56 +01:00
Sébastien Villemot
0c5c96e724
Bytecode w/ block decomposition: no longer output derivatives w.r.t. exogenous and endogenous outside the block
2023-01-17 14:24:02 +01:00
Sébastien Villemot
2bdc185f1d
Preprocessor: Octave compatibility fix
2023-01-16 17:15:07 +01:00
Sébastien Villemot
e30314e75d
Drop the “Sigma_e” statement
2023-01-16 16:52:42 +01:00
Sébastien Villemot
1b47c8a5e5
Drop the “periods” statement
2023-01-16 16:52:40 +01:00
Sébastien Villemot
1c5c1639e1
Drop unused function
2023-01-16 14:38:09 +01:00
Sébastien Villemot
e5f100b152
Drop unused function
2023-01-16 14:38:06 +01:00
Sébastien Villemot
c187d0ead9
Drop unused function
...
It should probably have been removed in 9c6e219990
.
2023-01-16 14:38:03 +01:00
Sébastien Villemot
8f1a4cb363
Drop block-decomposed first-order perturbation solution and kalman filter
2023-01-13 16:57:49 +01:00
Stéphane Adjemian (Ryûk)
91dd917d62
Cosmetic/Efficiency changes.
...
- Use bsxfun for centering data if possible,
- Factorise LU decomposition,
- Remove useless operations during the presampling step.
2023-01-12 17:45:51 +01:00
Sébastien Villemot
e250067959
Use sparse representation for block-decomposed perfect foresight and steady state computation
...
Ref. #1859
2023-01-12 16:28:02 +01:00
Sébastien Villemot
3c55aa57e1
Use sparse representation for evaluating the static model
...
We also take advantage of the fact that the non-block version is always
available next to the block one, so when we are only interested in the residual
as a whole, we simplify by using the non-block version.
2023-01-10 16:21:44 +01:00
Sébastien Villemot
b343f0231d
Ensure that generated sparse MEX files are unloaded before the preprocessor is run
...
This workaround already existed for the legacy representation.
2023-01-10 16:07:29 +01:00
Sébastien Villemot
5af6e861a6
Merge branch 'endo_prior' into 'master'
...
dsge_likelihood.m: flag analytical_derivation as incompatible with endogenous_prior
See merge request Dynare/dynare!2120
2023-01-10 10:14:57 +00:00
Johannes Pfeifer
0b0a4ef386
dsge_likelihood.m: flag analytical_derivation as incompatible with endogenous_prior
2023-01-09 17:57:18 +01:00
Sébastien Villemot
f84753025d
Bytecode: the block and non-block versions now coexist in parallel
...
As a consequence, a new “block_decomposed” option of the bytecode MEX has been
introduced to explicitly select the block-decomposed version.
Note that we do not always use the “block_decomposed” option even when the
“block” option has been passed to the user, in situations where the block
decomposition brings nothing (e.g. when evaluating the residuals of the whole
model).
2023-01-09 15:20:46 +01:00
Stéphane Adjemian (Guts)
f769420888
Document new option conditional_likelihood.
2023-01-06 15:39:10 +01:00
Stéphane Adjemian (Ryûk)
b7693c3273
Add routine for conditional likelihood (first order).
2023-01-06 14:57:45 +01:00
Sébastien Villemot
644e72c33c
Preprocessor: various refactorings
2023-01-05 18:16:17 +01:00
Sébastien Villemot
a8f5bdd525
Build system: no longer need to pass -pthread or -mthreads for C++11 threads as of GCC 10
2023-01-05 17:58:42 +01:00
Sébastien Villemot
9c4dd1b1d0
Remove irrelevant comment
...
[skip ci]
2023-01-04 15:00:27 +01:00
Sébastien Villemot
f93a7f7192
Merge branch 'disp_aux_4' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2118
2023-01-04 10:59:21 +01:00
Sébastien Villemot
79f5761f18
Preprocessor: new options “block_static” and “block_dynamic” to “model_info”
...
Also remove “static” option.
Ref. !2118
2023-01-04 10:58:09 +01:00
Sébastien Villemot
14ce7e5fe1
README.md: remove build instructions for Dynare++
...
Ref. #1825
[skip ci]
2023-01-03 23:39:56 +01:00
Sébastien Villemot
3244340e7a
Windows package: bump dependencies
...
In particular, add -fstack-protector to CXXFLAGS, to avoid undefined symbols at
link time.
2023-01-03 18:30:52 +01:00
Sébastien Villemot
8832c42c50
Windows package: drop start menu shortcut to uninstaller
...
This shortcut is filtered out by Windows ⩾ 8, so it is useless.
As a consequence, only create a start menu entry when documentation is
installed.
2023-01-03 17:03:47 +01:00
Sébastien Villemot
effc049631
Update copyright years
2023-01-03 16:36:49 +01:00
Johannes Pfeifer
45450651a2
model_info.m: fix display of block decomposition
2023-01-03 16:17:43 +01:00
Sébastien Villemot
c1922c3ad0
Stop building and shipping the Dynare++ executable
...
Incidentally, no longer run Dynare++ unit tests, since they are intricated in
the Dynare++ build system. If we finally decide not to drop the Dynare++
codebase for our MEX files, then we should probably find a way to build and run
them again.
Ref. #1825
2023-01-03 14:51:07 +01:00
Sébastien Villemot
ead9023cec
Merge branch 'steady_nan' into 'master'
...
steady state computation: trap cases where parameters are NaN
See merge request Dynare/dynare!2119
2023-01-03 11:24:26 +00:00
Stéphane Adjemian (Guts)
5b72a3041c
Use new unit tests interface.
2023-01-02 22:58:20 +01:00
Johannes Pfeifer
64d61c3268
steady state computation: trap cases where parameters are NaN
2022-12-28 11:48:23 +01:00
Johannes Pfeifer
1866286fb8
subst_auxvar.m: correctly take care of exo leads and lags
2022-12-21 11:16:41 +01:00
Sébastien Villemot
aec0efa8f6
Merge branch 'disp_aux_4' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2117
2022-12-20 17:22:46 +01:00
Sébastien Villemot
7f33c128db
Preprocessor: use_dll: fixes to parallel compilation
2022-12-20 17:10:13 +01:00
Johannes Pfeifer
1219f085e7
disp_dr.m: fix display for type 4 auxiliaries
2022-12-20 13:06:05 +01:00
Stéphane Adjemian (Ryûk)
aee541aabe
Update dseries submodule.
2022-12-15 17:25:29 +01:00
Sébastien Villemot
bce80a9f3b
Windows package: ship isl inside the package, it is now needed by the embedded GCC
2022-12-14 17:50:36 +01:00
Sébastien Villemot
a92ba2d785
Preprocessor update
...
– Fix indexing in M_.endo_trends (Ref. #1648 )
– JSON: fix output of date options (Closes : #1875 )
– Allow LOG_* auxiliary variables in various commands
– Macro processor: fix tracking of line numbers after @#define, @#include and
@#includepath directives
– Macro processor: fix error message when @#include is used with nonexistent file
2022-12-14 17:20:42 +01:00
Sébastien Villemot
83b80cef50
Preprocessor update
...
– Sparse representation: fix bug in output of indices in driver and JSON files
– Minor simplification in static block decomposition driver output
2022-12-12 14:59:31 +01:00
Sébastien Villemot
4e4cd75c91
Merge branch 'occbin_IVF_smoother' into 'master'
...
dynare_estimation_init.m: set observable mapping for inversion filter if only smoother is used
See merge request Dynare/dynare!2116
2022-12-09 14:24:11 +00:00
Johannes Pfeifer
a4634cd1b7
dynare_estimation_init.m: set observable mapping for inversion filter if only smoother is used
2022-12-09 13:19:32 +01:00
Sébastien Villemot
712e4af16a
Preprocessor update
...
– Sparse representation: compatibility fix with MATLAB < R2020a (Closes : #1875 )
– Sparse representation: fix bug in output of indices in driver and JSON files
2022-12-08 14:36:57 +01:00