stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
14,061 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

14061 Commits (8475dfe26dcef6a647942bf75e4b58189091d9ea)

Author SHA1 Message Date
Sébastien Villemot 8475dfe26d
Build system: update m4 macros from autoconf-archive 2021-05-10 14:55:34 +02:00
Sébastien Villemot 0741963ca5
Build system: streamline handling of compilation flags for MEX 
— allow the user to override compilation flags for MATLAB MEX (it was already
  working for the preprocessor, the MEX for Octave and Dynare++)
— increase the symmetry of MEX build infrastructure between MATLAB and Octave
— when linking MEX for Octave, do not add the output of “mkoctfile -p FLIBS”.
  It is unneeded, and it can create a conflict between the system compiler and
  a user-supplied compiler

By the way:
— restore optimization on macOS for C/C++ MEX (it had been removed in
  5df2392a09)
— remove -fno-omit-frame-pointer on MATLAB/Linux, since it would be cancelled
  by subsequent -O2 and should not be needed anyways
— remove FFLAGS under Octave, unused
 2021-05-10 14:39:41 +02:00
Sébastien Villemot bd287ca5fa
Build system: remove 32-bit MATLAB stuff, since we no longer support that configuration 2021-05-09 17:51:38 +02:00
Sébastien Villemot 3c7865a950
Merge branch 'rattoma/dynare-initial_estimation_checks_errors' 
Ref. !1839
 2021-05-07 17:52:45 +02:00
Sébastien Villemot f4f4047588
Preprocessor: add no_init_estimation_check_first_obs option to estimation 
Ref. !1839
 2021-05-07 17:52:24 +02:00
Marco Ratto 74121c2aee
New no_init_estimation_check_first_obs option that allows to skip check of singularity in first observation 
(like deficient # of shocks in the presence of stockflow observed)
 2021-05-07 17:51:03 +02:00
Sébastien Villemot 088fd64114
Merge branch 'rattoma/dynare-smoother_fixes' 
Ref. !1847
 2021-05-07 16:35:36 +02:00
Marco Ratto 551917581f
Bug fixes in fitered variances of smoother 
- kalman_algo=1: kstep-ahead variances were WRONG, since Pf was initialized using P in PREVIOUS period
- kalman_algo=2: output argument for filtered varainces should be P1, not P (P are UPDATED variances, there).

For kalman_algo=2, also make a small factorization fix (compute P(:,:,t+1) before defining Pf, so to compute 1-step ahead variance only once)
 2021-05-07 16:34:53 +02:00
Marco Ratto d43a057af3
store_smoother_results: fix header explanation of output arguments 
Variances are now in declaration order.
 2021-05-07 16:34:35 +02:00
Sébastien Villemot ca43df16e0 Merge branch 'dot_error' into 'master' 
Filter out "Dot indexing is not supported for variables of this type." error...

See merge request Dynare/dynare!1846
 2021-05-06 14:49:39 +00:00
Sébastien Villemot 29c7d1c42e
Preprocessor: new parallel_use_psexec command-line option 
Ref. !1843
 2021-05-06 16:31:54 +02:00
Sébastien Villemot 58db4a4c21
Merge branch 'rattoma/dynare-parallel_without_psexec' 
Ref. !1843
 2021-05-06 16:31:15 +02:00
Marco Ratto 9ed9aa5963
For local clusters only, allow using start instead of psexec with windows, to properly allocate affinity when there are more than 32 cores. Manual updated accordingly. 2021-05-06 16:31:06 +02:00
Johannes Pfeifer f43ee91ed8 Filter out "Dot indexing is not supported for variables of this type." error if variable conflicts with namespace 2021-05-06 10:59:19 +02:00
Sébastien Villemot f9fb3bb386
Octave compatibility fix: xlswrite() from the io package does not return a 2nd output 2021-05-05 15:47:14 +02:00
Sébastien Villemot 749fc219e5
Testsuite: increase test tolerance under Octave for ecb/SURGibbs/fulton_fish.mod 2021-05-05 15:43:19 +02:00
Sébastien Villemot 96ad0fbec5
SUR / pooled OLS: workaround for Octave bug in dbstack(N) 
See https://savannah.gnu.org/bugs/?60531

By the way, also add a safety check in pooled OLS for the case where the
function is directly called from the top-level.
 2021-05-05 15:27:15 +02:00
Sébastien Villemot 62e42e08a8
Testsuite: more fixes related to stochastic block decomposition + mfs > 0 
Ref. #1726
 2021-05-05 10:15:52 +02:00
Sébastien Villemot 04ba15e5cc
Preprocessor: forbid check and stoch_simul in block-decomposed mode with mfs > 0 
Closes: #1726
 2021-05-04 17:18:20 +02:00
Sébastien Villemot 62aa799d3e
Manual: matrices ghx and ghu are ordered differently if block option is given 
By the way, also specify that columns of ghx are ordered according to
oo_.dr.state_var in all cases.

Ref. #1726
 2021-05-04 17:17:55 +02:00
Sébastien Villemot 0a7d60e7a6
Stochastic solution under block decomposition: minor simplification 2021-05-04 16:33:15 +02:00
Sébastien Villemot 58b2bc78c3
Testsuite: check that stochastic solution in block decomposition mode is correct 
Only test with mfs=0, since the result is wrong for other mfs values.

Ref. #1726
 2021-05-04 16:31:44 +02:00
Sébastien Villemot ef58f1329a
Testsuite: factorize code between block decomposition tests based on LOLA model 
By the way, move tests files under tests/block_bytecode/, which is a more
natural place.

Ref. #1726
 2021-05-04 16:17:37 +02:00
Sébastien Villemot f617631b68 Merge branch 'mode_compute6' into 'master' 
gmhmaxlik.m: show mode value in addition to change in mode

See merge request Dynare/dynare!1845
 2021-05-04 09:12:27 +00:00
Johannes Pfeifer 9a4bbfef09 gmhmaxlik.m: show mode value in addition to change in mode 2021-05-03 20:33:21 +02:00
Sébastien Villemot 1e4d2f5aef
dseries: fix double() method for dates at yearly frequenc 
Ref. dseries#47
 2021-05-03 15:03:42 +02:00
Sébastien Villemot 34208947c9
Preprocessor update 
— add M_.NNZDerivatives_objective (for Ramsey policy at arbitrary order)
— Windows: fix detection of location of MinGW compiler
 2021-04-30 15:04:45 +02:00
Sébastien Villemot 4097671218
Emacs mode: add font lock for new “deterministic_trends” block 2021-04-30 11:51:51 +02:00
Sébastien Villemot de4c06b3bb Merge branch 'bvar' into 'master' 
bvar: fix description of lag lengths

See merge request Dynare/dynare!1838
 2021-04-28 10:54:57 +00:00
Johannes Pfeifer a02beb825c bvar: fix description of lag lengths 2021-04-28 11:39:47 +02:00
Stéphane Adjemian (Charybdis) f65a153520
Describe how one an write comments in a mod file. 
Also warns about the behavior of macro directives in comments.
 2021-04-21 10:59:04 +02:00
Stéphane Adjemian (Charybdis) aa020adc7f
Fix highlighting of multiline comments. 2021-04-21 10:59:04 +02:00
Sébastien Villemot 919cec4c0f
Manual: linear_approximation option is also available with stack_solve_algo=7 2021-04-20 16:54:39 +02:00
Sébastien Villemot ec28179043
Perfect foresight: add warning when lmmcp and linear option are used together 2021-04-20 16:53:54 +02:00
Sébastien Villemot d6677f66a4
Testsuite: adapt histvalf_initvalf unit tests following previous commit 2021-04-20 12:17:23 +02:00
Sébastien Villemot 0cef790498
Preprocessor: fix treatment of “series” option of “initval_file” 
As a consequence, adapt histval_initvalf.m to the new format.
 2021-04-20 10:44:18 +02:00
Sébastien Villemot caef9e266b
Preprocessor: fix crash in DataTree::operator=() with model local variables 
Also add a regression test.

Closes: #1782
 2021-04-16 17:36:08 +02:00
Sébastien Villemot 8ac65cbd35
Revert "Build system: workaround for compilation under MSYS2" 
This reverts commit 016c402a93.

The problem has been fixed in MSYS2, see:
https://github.com/msys2/MINGW-packages/pull/8259
 2021-04-14 15:02:39 +02:00
Sébastien Villemot 279446968c
Windows package: bump dependencies 2021-04-14 14:43:25 +02:00
Stéphane Adjemian (Charybdis) 6fe97182da
Deactivate unit tests for gamrnd if statistical toolbox is available. 2021-04-09 12:44:59 +02:00
Stéphane Adjemian (Charybdis) 237aa465d2
Fix precision in perfect_foresight_solver for backward models. 2021-04-08 20:31:40 +02:00
Stéphane Adjemian (Charybdis) a03b65bab7
Honour option solve_algo with backward models in perfect_foresight_solver. 2021-04-08 20:31:40 +02:00
Stéphane Adjemian (Charybdis) 8683790927
Throw error if solve_algo={12,14} is used without JSON output. 2021-04-08 20:31:40 +02:00
Sébastien Villemot d5c8e8115e
Preprocessor update 
— Properly escape some characters in JSON. As a consequence, remove the
  workaround that was in matlab/loadjson_.m
— Fix JSON output for load_params_and_steady_state
— Add maximum lead/lag and varobs to JSON output
 2021-04-08 14:51:49 +02:00
Stéphane Adjemian (Charybdis) 3a823c488f
Fix PAC equations with lags on exogenous variables. 2021-04-02 15:52:30 +02:00
Sébastien Villemot 4374e2c4ae Merge branch 'willi' into 'master' 
Change Willi's affiliation

See merge request Dynare/dynare!1836
 2021-03-31 12:35:37 +00:00
Willi Mutschler 14ca16cfa3
Change Willi's affiliation 2021-03-30 15:49:31 +02:00
Sébastien Villemot 016c402a93
Build system: workaround for compilation under MSYS2 
There is (on 2021-03-29) a problem in the -static-libgfortran linker option that
affects the Dynare++ binaries.
See https://github.com/msys2/MINGW-packages/issues/7023
and https://github.com/msys2/MINGW-packages/issues/6986
Until this is fixed, the workaround is to add the --default-image-base-low linker
option.
We do *not* want to do this when cross-compiling from Debian (because the option does
not exist there), hence we test for cross-compilation before applying the workaround.
 2021-03-29 15:55:36 +02:00
Sébastien Villemot d68fc14fed
Build system: remove trailing whitespace in Makefile 2021-03-29 15:27:47 +02:00
Sébastien Villemot b058dfbb18
Windows package: bump dependency version 2021-03-29 14:50:51 +02:00