a5578e6bfa
Merge branch 'sensitivity_error' into 'master'
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dynare_sensitivity.m: provide informative error message if no var_exo are...
Closes #1651
See merge request Dynare/dynare!1660
2019-09-10 09:27:18 +00:00
418070ec54
remove unused variable
2019-09-10 11:08:20 +02:00
8752cf0002
dynare_sensitivity.m: provide informative error message if no varexo are defined. Closes https://git.dynare.org/Dynare/dynare/issues/1651
2019-09-10 09:25:04 +02:00
031632edd3
stoch_simul.m: provide informative error message if no varexo have been defined
2019-09-10 09:23:49 +02:00
d4ed77c67e
posterior_sampler_initialization.m: provide missing function input
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Fixes #1622
2019-09-06 23:03:07 +02:00
da0ad67367
initial_estimation_checks.m: Allow for calibrated measurement error
2019-09-06 22:53:37 +02:00
53ce6222c2
remove unused variable in dynare_config
2019-09-05 11:48:19 +02:00
d51208f298
submodule update: reporting
2019-09-05 11:08:34 +02:00
bae1fa255a
Add scripts and CI job for building Windows package
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The scripts are based the former “dynare-build” project. They have been
overhauled and simplified.
Building a Windows package (both installer and zip archive) is as easy as
running “make -C windows” (provided the right Debian packages are installed,
use the “windows/install-packages.sh” script for that purpose).
The layout of MEX files for Octave in the package has been
changed (mex/octave/win32/ and mex/octave/win64/ instead of mex/octave32/ and
mex/octave/), for consistency with MATLAB MEX.
2019-09-03 21:36:47 +02:00
fc9197a9a1
imcforecast.m: Make code robust to 1 period
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When using 1 period, the second dimension was a singleton that was removed as well by squeeze, resulting in a column vector when a row vector/matrix was expected. Fixes https://forum.dynare.org/t/problem-with-the-conditional-forecast-in-dynare-4-5-7/14385/2
2019-09-02 18:47:46 +02:00
cf1e88c4a1
Update reporting submodule
2019-08-30 14:27:40 +02:00
5d2a077a56
Merge branch 'remove_kstate' into 'master'
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Remove kstate in dyn_second_order_solver
See merge request Dynare/dynare!1656
2019-08-13 10:55:48 +00:00
83f809e048
small fixes
2019-08-12 11:40:40 -04:00
53ae549350
histval_file: small changes
2019-07-29 10:48:49 -04:00
908950f121
replace getfield/setfield with dynamic fields
2019-07-25 14:28:35 -04:00
052d304789
Remove kstate in dyn_second_order_solver
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kstate is not needed anymore as all information is found in M_.lead_lag_incidence
See Dynare/dynare#1653
2019-07-16 10:33:02 +02:00
fe165c2430
LaTeX files generated by the preprocessor are now under <basename>/latex/
2019-07-11 17:35:30 +02:00
4030169db9
k_order_perturbation MEX: number of threads is now configurable
2019-07-09 17:33:14 +02:00
f8af21819e
Simplify the interface to perfect_foresight_problem MEX
2019-07-09 14:33:17 +02:00
2ad6b31d76
Option endogenous_terminal_period is only available for stack_solve_algo=0
2019-07-04 18:37:27 +02:00
29396b0cda
Improve comment about oo_.dr.kstate
2019-07-04 18:37:23 +02:00
682eecf06e
Add “diff” and “flip” options to plot_shock_decomposition and initial_condition_decomposition
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This is only the interface. The actual implementation and the documentation are
still missing.
Ref #1649
[skip ci]
2019-07-03 16:33:10 +02:00
7d9b2a557b
perfect_foresight_problem MEX: number of threads is now configurable
2019-06-27 17:00:12 +02:00
0eab36e823
sparse_hessian_times_B_kronecker_C MEX: by default, use maximum parallelization
2019-06-27 14:34:09 +02:00
7c39b12b7b
Always compile MEX files with OpenMP (when they can take advantage of it)
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As a consequence, remove the --enable-openmp option of the configure script.
2019-06-25 17:26:17 +02:00
82cef48eb4
A_times_B_kronecker_C MEX: remove the OpenMP codepath
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Testing shows that it is slower than the BLAS path.
2019-06-25 17:26:14 +02:00
5b591fac42
New perfect_foresight_problem MEX file
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It constructs the stacked residuals and jacobian of the perfect foresight
problem.
It is an almost perfect replacement for the perfect_foresight_problem.m
routine, while being much more efficient.
Note however that the DLL never return complex numbers (it instead puts NaNs at
the place where there would have been complex). This may create problems for
some MOD files; the algorithms will need to be adapted to use a more
line-search method.
2019-06-24 17:53:59 +02:00
52b8c56da2
Added the possibility to invert (nonlinear) static models.
2019-06-21 11:21:34 +02:00
3fa584737d
Explicitly list input arguments.
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Do not use varargin.
2019-06-21 11:21:34 +02:00
a64be8ff96
Fixed bug.
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Database was not updated with auxiliary variables.
2019-06-21 11:21:34 +02:00
dc251f53f4
Use dprintf routine (in matlab/backward subfolder).
2019-06-21 11:21:34 +02:00
b3af8c4a48
Added routine for simulating static models.
2019-06-21 11:21:34 +02:00
b32eee740d
Added new routine for disp(sprintf(...)).
2019-06-21 11:21:34 +02:00
fec807ea17
Test if leaded variables exists when calling simul_backward_model routine.
2019-06-21 11:21:34 +02:00
aedc9fb2e4
Bugfix: perfect_foresight_setup safety check does not correctly index M_.lead_lag_incidence
2019-06-18 17:01:06 +02:00
ec05451d1a
Remove symmetric elements in 3rd model derivatives
2019-06-17 16:18:07 +02:00
a5c8ab3dbf
Fix path to Windows MEX files with recent MATLAB
2019-05-21 17:28:18 +02:00
e79c618f38
No longer automatically add M-file substitutes for missing MEX files
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However, keep the substitutes under matlab/missing/mex/, so that they can be
manually added should the need arise.
2019-05-21 12:37:35 +02:00
e872f08cc5
Improve display of preprocessor arguments under Octave
2019-05-20 18:53:51 +02:00
c8e8f04a56
Add a replacement for strjoin (missing in MATLAB < R2013a)
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As a consequence, revert commits 2e1f1897245d05adeab6
2019-05-20 12:47:41 +02:00
2977c9336e
fix finding CPU's number when larger than 9
2019-05-20 09:57:10 +00:00
5a36d57b90
Perfect foresight: remove unused nnzJ argument in several stacked problem functions
2019-05-13 18:33:26 +02:00
088826a332
Perfect foresight: remove useless model evaluation
2019-05-13 18:33:26 +02:00
5d05adeab6
remove another instance of strjoin
2019-05-08 15:58:10 +02:00
2e1f189724
compatibility problem introduced in 9deab17d7424b25395110cefa7c4531b8fcde638: strjoin was introduced in R2013a
2019-05-08 15:36:32 +02:00
9deab17d74
clean up rplot
2019-05-08 12:48:28 +02:00
64dc44740b
Efficiency change.
2019-04-26 16:20:45 +02:00
99edfc52ed
Removed unused routine.
2019-04-26 15:55:48 +02:00
24cc67e585
Ensure that all perfect foresight solvers work with periods=1.
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See #1205 and #1176 .
2019-04-26 15:55:48 +02:00
fd61c049f9
remove unused return variable
2019-04-25 17:37:38 +02:00
Sébastien Villemot
Houtan Bastani
Johannes Pfeifer
Willi Mutschler
Stéphane Adjemian (Charybdis)
MichelJuillard