Commit Graph

14796 Commits (8b197bf71c692e60c42f7010e8f463b960f31b2a)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 8b197bf71c
Remove duplicate assignments for parameters. 2022-04-28 12:58:22 +02:00
Stéphane Adjemian (Charybdis) 4386116c91
Fixed unit tests. 2022-04-28 12:58:22 +02:00
Stéphane Adjemian (Charybdis) 1d22285043
Throw a warning if a parameter has no value. 2022-04-28 12:58:22 +02:00
Sébastien Villemot a600336c92
New “add” and “multiply” keywords in “shocks(learnt_in=…)” block 2022-04-26 15:22:15 +02:00
Sébastien Villemot 7dda3c7985
Preprocessor update
— Reject exogenous deterministic variables in a few places where they were
  erroneously accepted
– Use booleans for “exo_det” and “multiplicative” fields of M_.det_shocks
— Add checks on the value of the “learnt_in” option of “shocks” and “endval”
2022-04-26 14:52:31 +02:00
Sébastien Villemot b6dc32621f Merge branch 'simult' into 'master'
simult.m: fix saving of binary file

See merge request Dynare/dynare!2020
2022-04-25 12:52:22 +00:00
Johannes Pfeifer 6805cad636 simult.m: fix saving of binary file 2022-04-23 19:41:51 +02:00
Sébastien Villemot 8488674ce4
New shocks(learnt_in=…) and endval(learnt_in=…) blocks
For use with perfect_foresight_with_expectation_errors_setup.
2022-04-21 17:10:52 +02:00
Sébastien Villemot c06be7fefd
Octave 7 fixes bug in mkdir which now creates parent directory 2022-04-20 10:36:56 +02:00
Stéphane Adjemian (Charybdis) 931a9ba336
Use residuals and jacobian matrix returned by fsolve routine. 2022-04-19 19:20:20 +02:00
Stéphane Adjemian (Charybdis) 4d646ba30b
Fix evaluation of the dynamic model.
Call the wrapper instead of the dynamic routine.
2022-04-19 19:15:21 +02:00
Sébastien Villemot 1826421eac
Preprocessor update
– Improve messages during model normalization
– Macro-processor: more robust handling of empty files
– Improvements to macroprocessor slides
2022-04-19 17:54:54 +02:00
Sébastien Villemot ce7540747b
dynare_solve: fix bug introduced in ef2bb4e669
The feval(f, x, args{:}) call would fail under Octave because the contents of
args{:} would be appended twice (hence too many input arguments error).

The same bug would materialize under MATLAB for errorcode>1.
2022-04-19 17:52:37 +02:00
Stéphane Adjemian (Charybdis) 63224ed45d
Bug fix (display of problematic equations). 2022-04-19 16:33:29 +02:00
Stéphane Adjemian (Charybdis) b9f7733c6b
Fix cherrypick routine.
Was failing when model contain variable and parameter names ending with the name
of a built-in function.

Closes #1813
2022-04-17 10:14:15 +02:00
Sébastien Villemot d1488bb55c
Manual: minor wording improvement
[skip ci]
2022-04-15 16:22:56 +02:00
Sébastien Villemot f138685e53
Manual: document support for Octave 7.1.0
[skip ci]
2022-04-15 16:20:09 +02:00
Sébastien Villemot eb6a801bca
CI: bump to Octave 7.1.0 2022-04-15 14:33:02 +02:00
Sébastien Villemot 96346b77e5
Octave 7 compatibility fix: in testsuite, replace --no-window-system option by xvfb-run
This is a workaround for Octave bug 62101, which affects
tests/shock_decomposition/ls2003_plot.mod, but is unlikely to be fixed.
2022-04-15 14:33:02 +02:00
Sébastien Villemot 715aff891a
Octave 7 fixes bug related to generated files in +package folder 2022-04-15 14:33:02 +02:00
Sébastien Villemot 418c290ead
Octave 7 compatibility fix: rmdir() now errors out if the directory is nonexistent 2022-04-15 14:33:02 +02:00
Sébastien Villemot 5d3b4801a3
Octave 7 compatibility fix: increase test tolerance 2022-04-15 14:33:02 +02:00
Sébastien Villemot 19246d68da
Octave 7 now has rng 2022-04-15 14:33:02 +02:00
Sébastien Villemot 971a89fb73
Octave 7 now has ordqz (and ordeig was implemented in Octave 5) 2022-04-15 14:33:02 +02:00
Sébastien Villemot b7c74f8e9a
Octave 7 now has jsondecode 2022-04-15 14:33:01 +02:00
Sébastien Villemot ec5468c431
Octave 7 compatibility fix: suppress spurious warnings
In this version of Octave, “warning on” really enables all warnings (while this
was not the case in Octave 6, suprisingly; I think this used to be different
with even older Octave releases).

We therefore need to explicitly disable the Octave:array-as-logical warnings,
that is triggered by some internal Octave functions.

We also need to be careful to call “warning_config” instead of “warning on”
when restoring warnings to their default state.
2022-04-15 14:32:54 +02:00
Sébastien Villemot a0e78957da
Octave 7 compatibility fix: “arguments” is a reserved keyword
This confuses the Octave 7 parser in the context of anonymous functions.

Simply rename the variable to “args”.
2022-04-15 14:32:54 +02:00
Sébastien Villemot 2f6120de0c
Octave 7 compatibility fix: add --link-stand-alone when getting LDFLAGS from mkoctfile
Since Octave 7, LDFLAGS as returned by mkoctfile include -shared, which is
undesirable for generic LDFLAGS. Pass the --link-stand-alone option to strip
this flag.
2022-04-15 14:32:54 +02:00
Sébastien Villemot 10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
It is now supported by the MATLAB editor (as of R2022a).

The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).

The particles submodule is not updated at this point, because it is in an
inconsistent state.

[skip ci]
2022-04-13 14:54:25 +02:00
Sébastien Villemot 9c8033d99e
Merge branch 'obs_test' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2019
2022-04-12 15:54:10 +02:00
Sébastien Villemot b70b864829
perfect_foresight_with_expectation_errors_setup: move terminal condition to last line of CSV file 2022-04-12 15:51:04 +02:00
Sébastien Villemot a8a9051b31
New option “constant_simulation_length” to “perfect_foresight_with_simulation_errors_solver” command 2022-04-12 15:45:50 +02:00
Sébastien Villemot 08d1426014
Preprocessor: fix check for the presence of ramsey_{model,policy} when ramsey_constraints is used 2022-04-12 14:50:29 +02:00
Johannes Pfeifer e6944521dd testsuite: use file-specific names to prevent overwriting while reading 2022-04-11 18:47:04 +02:00
Stéphane Adjemian 40bba5e0f6 Merge branch 'occbin_ivf' into 'master'
IVF_core.m: directly use solver option fields

See merge request Dynare/dynare!2018
2022-04-11 10:34:41 +00:00
Johannes Pfeifer 23c007e716 IVF_core.m: directly use solver option fields 2022-04-11 08:33:28 +02:00
Stéphane Adjemian (Ryûk) ff9cf3814a
Remove useless copies of options_. 2022-04-10 22:17:45 +02:00
Stéphane Adjemian (Ryûk) b09e91ff55
Add routine description in headers. 2022-04-10 21:22:51 +02:00
Stéphane Adjemian (Ryûk) 87ecfa9ed1
Allow nonlinear solver to fail when simulating a static model.
Print a message instead of throwing an error if the nonlinear solver fails in a
period, since we do not need previous or future values of the endogenous
variables. If the nonlinear solver fails in period t, the endogenous variables
are set to nan in period t.
2022-04-10 20:57:34 +02:00
Stéphane Adjemian (Charybdis) f1aff2b370
Remove calls to dbstack in dynare_solve.
Adding three input parameters for maxit, tolf and tolx.

Closes #1841.
2022-04-10 20:29:57 +02:00
Stéphane Adjemian (Ryûk) 01203f7e39
Stop deterministic simulation if nonlinear solver failure.
Only for purely backward/forward models. In the case of purely static models the
solution for the previous or following period is not required.
2022-04-10 10:55:40 +02:00
Stéphane Adjemian (Ryûk) 23a72d7aaa
Use dynare_solve to simulate purely forward deterministic models. 2022-04-10 09:39:28 +02:00
Stéphane Adjemian (Ryûk) ef2bb4e669
Return and use errorcode from dynare_solve.
Note that the interpretation of the error code depends on the nonlinear solver.
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk) fe7d05f46a
Remove unnecessary condition (Octave/fsolve).
Since we already have checked that the initial guess is not a solution.
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk) 33b1827ea5
Bug fix (mixed complementarity problems). 2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk) 48c41e6b0d
Return the initial guess if nonlinear system is ill-behaved...
At the initial guess, and we were not able to find another guess (randomizing).
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk) 56863d6e2f
Exit if initial guess is a solution...
Without entering in the nonlinear solvers.
2022-04-09 16:06:24 +02:00
Sébastien Villemot b236027365
Windows: soften wording regarding dependency on MATLAB 2022-04-06 18:37:35 +02:00
Sébastien Villemot 1ed6d0f0e5
Windows package: bump dependencies 2022-04-06 16:48:40 +02:00
Sébastien Villemot 947402c197
Release announcement for 5.1
[skip ci]
2022-04-06 14:34:36 +02:00