Houtan Bastani
8764330725
fix typo in doc
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`check` has two OPTIONS
[skip ci]
2020-01-13 12:42:09 +01:00
Sébastien Villemot
d9b9f78392
Merge branch 'particle_check' into 'master'
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Particle filters: provide error if trends or prefiltering is used
Closes #1690
See merge request Dynare/dynare!1695
2020-01-13 11:02:29 +00:00
Johannes Pfeifer
23cac089f1
fs2000_ns_common.inc: set order of approximation explicitly to 1
2020-01-12 17:13:24 +01:00
Johannes Pfeifer
03a8759560
Particle filters: provide error if trends or prefiltering is used
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Closes https://git.dynare.org/Dynare/dynare/issues/1690
2020-01-10 19:08:51 +01:00
Sébastien Villemot
7e770f69e7
Remove workaround for errors in MEX files
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Because at some point throwing exceptions from MEX files (with mexErrMsgTxt())
was not working under Windows 64-bit, we had designed a workaround to avoid
using exceptions.
Most MEX files were returning an error code as their first (or sometimes last)
argument, and that code would have to be checked from the MATLAB code.
Since this workaround is no longer needed, this commit removes it. As a
consequence, the interface of many MEX files is modified.
For some background, see https://www.dynare.org/pipermail/dev/2010-September/000895.html
2020-01-10 18:33:11 +01:00
Sébastien Villemot
8624b4f004
Merge branch 'Ramsey_Example' into 'master'
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Add example mod-file for Ramsey and OSR
Closes #1645
See merge request Dynare/dynare!1694
2020-01-10 17:02:54 +00:00
Johannes Pfeifer
647ba4e99b
Add example mod-file for Ramsey and OSR
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Closes https://git.dynare.org/Dynare/dynare/issues/1645
2020-01-10 17:56:22 +01:00
Sébastien Villemot
82cc6a91ca
Merge branch 'doc' into 'master'
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Documentation around change to ramsey
Closes #1678 and #1682
See merge request Dynare/dynare!1693
2020-01-10 14:48:16 +00:00
Johannes Pfeifer
2c8c120298
Replace various references to deprecated ramsey_policy by ramsey_model
2020-01-10 15:26:50 +01:00
Johannes Pfeifer
055710c938
Change ordering of optimal policy commands
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Moves common planner_objective command to front
2020-01-10 15:11:09 +01:00
Johannes Pfeifer
7245cb2ef3
Document evaluate_planner_objective
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Also clarifies restructures section on optimal policy and clarifies calling order of commands
2020-01-10 08:38:22 +01:00
Johannes Pfeifer
f8e415a868
Change perfect foresight example code to suggested new syntax
2020-01-09 19:30:38 +01:00
Stéphane Adjemian (Charybdis)
3e408ffd6b
Updated dseries submodule (flip method and geometric nanmean).
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[skip ci]
2020-01-09 19:16:15 +01:00
Sébastien Villemot
89dc67eb46
Convert mjdgges MEX to Fortran 2008
2020-01-09 09:23:07 +01:00
Sébastien Villemot
dd1e4d238b
Build system: remove useless rules for preprocessed Fortran 2008 files
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Automake actually provides such rules.
2020-01-08 18:37:26 +01:00
Houtan Bastani
fcbdfec0d8
Revert "doc: using `desc_addname` doesn't allow for line breaks."
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This reverts commit 6d516c39bf
.
2020-01-08 17:22:41 +01:00
Houtan Bastani
6d516c39bf
doc: using `desc_addname` doesn't allow for line breaks.
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The method `desc_addname` adds arguments to the name of the node, and hence does not allow for line breaks. In the case of Dynare commands we don't run into a problem with this but we run into this problem with longer MATLAB/Octave commands.
For Dynare commands, we don't run into the problem with commands running over the page width as we use placeholders like `OPTIONS` since the order of the parameters passed to a command is irrelevant
For MATLAB/Octave commands, the order of parameters passed to a function is important, hence we cannot use a placeholder such as `OPTIONS`
closes #1688
2020-01-08 15:43:18 +01:00
Houtan Bastani
b4479361c1
doc: fix typo and formatting
2020-01-08 15:43:18 +01:00
Houtan Bastani
8fbb77303a
dynare manual: cleanup whitespace
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- remove trailing whitespace
- replace tabs with spaces as per PEP guidelines
2020-01-08 15:04:59 +01:00
Sébastien Villemot
ca99db5881
Preprocessor: ensure original tags and line numbers are preserved with ramsey_model
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Closes : #1685
2020-01-06 18:31:43 +01:00
Sébastien Villemot
c0c95e1ceb
Add Fortran 2008 interface for a subset of BLAS/LAPACK functions
2020-01-06 18:29:47 +01:00
Sébastien Villemot
ce9eca366d
Add Fortran 2008 interface for a subset of MEX functions
2020-01-06 18:29:47 +01:00
Sébastien Villemot
47e4649026
Add support for Fortran 2008 in MEX files
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By the same token, remove unused support for Fortran 77.
2020-01-06 18:29:47 +01:00
Sébastien Villemot
4e314a529b
Bump minimal required Octave version to 4.4
2020-01-06 18:29:47 +01:00
Houtan Bastani
fd99f4fee8
fix preprocessor bug: in the creation of the static model copy over equation tags
2020-01-06 16:14:01 +01:00
Houtan Bastani
c4cc32db29
Merge branch 'dynasave' into 'master'
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Expand documentation of dynasave
Closes #1691
See merge request Dynare/dynare!1692
2020-01-06 13:55:27 +00:00
Sébastien Villemot
a95358accc
Merge branch 'sim1' into 'master'
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sim1.m: provide missing function input to nested function
See merge request Dynare/dynare!1691
2020-01-06 13:22:29 +00:00
Johannes Pfeifer
aa610f9f8e
Expand documentation of dynasave
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Closes https://git.dynare.org/Dynare/dynare/issues/1691
2020-01-06 13:15:36 +01:00
Houtan Bastani
bf102030cb
support saving exogenous variables in `dynasave`, `dynasave`; fix bugs in `dynasave`; add test
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- `dynasave`: if a variable being saved was named `n` or `s`, the `eval` statements would break the code
- `dynasave`: use the `-struct` option to `save` to avoid `eval` statements
- `dynasave` and `dynatype`: do everything in 1 loop instead of 2
- `dynasave` and `dynatype`: use `strcmp` instead of `strfind`
- preprocessor update contains:
- Partial reversion of global indentation of macro processor header files introduced in e2d5a83592634f0604d8c86409748cd2ec5906d2
- Symbol List check pass: allow caller to specify the valid types of variables in a Symbol List
- Allow `dynasave` and `dynatype` to support exogenous variables in their var_list
issue #1691
2020-01-06 12:45:44 +01:00
Johannes Pfeifer
632c0a3943
sim1.m: provide missing function input to nested function
2020-01-06 09:06:18 +01:00
Marco Ratto
2134f2616d
for parallel execution we need to initialize also prior_draw (used in slice sampler).
2020-01-02 17:48:29 +01:00
Sébastien Villemot
39ed7c6742
Bump version number to 4.7-unstable
2019-12-20 17:20:07 +01:00
Sébastien Villemot
71792cd614
Preprocessor update
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— Allow symbol list to accept auxiliary variables (#1355 )
— Fixes around “det_cond_forecast” (preprocessor#39)
— Global reindentation
2019-12-20 17:01:12 +01:00
Sébastien Villemot
49dc997073
Global reindentation of MATLAB code (excluding submodules)
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Also convert to Unix end-of-lines, and remove trailing whitespaces.
2019-12-20 16:30:27 +01:00
Sébastien Villemot
b901b7af86
Global reindentation of MEX sources
2019-12-20 16:30:24 +01:00
Sébastien Villemot
22ab507c6c
Global reindentation of Dynare++
2019-12-20 15:43:17 +01:00
Sébastien Villemot
24a2aa2aaf
Merge branch 'identification_higher_order' into 'master'
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Finished identification order=1|2|3
See merge request Dynare/dynare!1689
2019-12-20 13:13:52 +00:00
Willi Mutschler
45e9771eb8
Fixed bug regarding non-stationary variables in pruned moments
2019-12-20 12:30:53 +01:00
Willi Mutschler
8b9b49f8d7
Finished identification order=1|2|3
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Note that I still need to do a code clean up (provide some licenses for functions from other people) and to double check order=3. There is also much room for speed and memory improvement, but the code works fine for now. I will also provide more information to the merge request soon about the detailed changes for future reference.
2019-12-20 12:28:55 +01:00
Sébastien Villemot
d40b775260
Preprocessor: new “with_epilogue” option and related fixes
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Ref. !1688
2019-12-20 11:57:34 +01:00
Sébastien Villemot
c04c111d97
Merge branch 'rattoma/dynare-epilogue'
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Ref. !1688
2019-12-20 11:51:41 +01:00
Stéphane Adjemian (Charybdis)
b5d4b4059b
Return an error if pruning is used with order>3 in estimation.
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis)
031569fa96
Allow higher order approximations in nonlinear filters.
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis)
78c36dd0b7
Fixed data files for nonlinear filter's integration test.
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis)
227b2661cb
Do not trap order>2 in estimation.
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis)
53c9d9de69
Use steady_state_model in tests/particles/dsge_base2.mod.
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Odysseus)
58da5e7120
Added timing for comparing the mex iterating on the nonlinear reduced form model.
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local_state_space_iteration_k is significantly slower than old local_state_space_iteration_2...
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis)
4e0deb7987
Removed persistent variables.
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis)
76e3c6ca68
Removed unnecessary parts of the code.
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- Call resol instead of dynare_resolve.
- Removed definition of constant and trend which are not used in nonlinear filters.
- Cosmetic changes.
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis)
6418e225bf
Rewrote doc header.
2019-12-20 11:31:56 +01:00