Commit Graph

11795 Commits (982836bfa470efc291411fc1378fcde6bfdf45df)

Author SHA1 Message Date
Sébastien Villemot 76e7acab7c
block_kalman_filter DLL: fix header file extension 2019-04-23 09:33:28 +02:00
Sébastien Villemot 3915299334
Dynare++ parser: various modernizations 2019-04-19 17:28:16 +02:00
Stéphane Adjemian ee891948e0 Moved IntegrationAgorithm under options_.ep.stochastic 2019-04-18 18:03:57 +02:00
Stéphane Adjemian 0ae1471afc Temporary workaround for missing option.
The implementation of scaled unscented transform has to be reworked.
2019-04-18 18:03:57 +02:00
Stéphane Adjemian c30bdf7bbe Fixed bug in stochastic extended path if model has lags or no leads. 2019-04-18 18:03:57 +02:00
Stéphane Adjemian 62b0106dde Streamlined extended path examples. 2019-04-18 18:03:57 +02:00
Stéphane Adjemian 099bdc5450 Activited unit tests. 2019-04-18 18:03:57 +02:00
Stéphane Adjemian (Charybdis) 42140ff8fb Updated header. 2019-04-18 18:03:57 +02:00
Michel Juillard fa8ffbf3c3 fixed IntegrationAlgorithm ep option 2019-04-18 18:03:57 +02:00
Michel Juillard d6866b2e6b fixed saving of pseudo_data variables 2019-04-18 18:03:57 +02:00
Sébastien Villemot d6aff5da61
README for Windows: give direct download link for Octave installer
The version needed for Dynare may no longer be advertised on the Octave
website.

[skip ci]
2019-04-17 20:51:11 +02:00
Sébastien Villemot 5a261c1960
Dynare++: modernize Bison and Flex stuff 2019-04-17 18:52:12 +02:00
Sébastien Villemot 9ab832de01
Windows installer: drop reference to removed file 2019-04-17 15:24:10 +02:00
Sébastien Villemot f71006329d
Manual: fix year of publication of Andreasen et al. (2018)
Ref #1643
2019-04-17 15:20:22 +02:00
Sébastien Villemot d165b74377
git clone --recurse-submodules is now the recommended option for cloning with submodules 2019-04-16 18:40:34 +02:00
Sébastien Villemot e0280d067b
Dynare++: improvements to comments 2019-04-16 15:20:56 +02:00
Sébastien Villemot fd300342ff
README.md: fix URLs for new Dynare website 2019-04-16 15:20:54 +02:00
Sébastien Villemot d74a1a08d5
README for Windows: several updates; use UTF-8 2019-04-16 14:52:01 +02:00
Sébastien Villemot f953374dba
More Unicode copyright symbol 2019-04-16 14:34:05 +02:00
Sébastien Villemot c9bdc2c885
Dynare++: simplify methods for getting number of columns and rows of a matrix
Previously there were GeneralMatrix::numRows() and TwoDMatrix::nrows() for doing
the same thing (and same for columns and Const versions).

Merge these two into GeneralMatrix::nrows().
2019-04-16 12:44:02 +02:00
Sébastien Villemot 38b588d7c0
Manual: adapt for k-order
Ref #217
2019-04-16 12:29:16 +02:00
Sébastien Villemot 040c4f11a7
Dynare++: ensure that testsuite does not fail because of safety check
Safety check introduced in c10d8daf9.

Ref #217
2019-04-16 12:22:41 +02:00
Sébastien Villemot be170f131c
k-order DLL: fix compilation error on Windows introduced by b1ba53ce0
Ref #217
2019-04-16 12:13:30 +02:00
Sébastien Villemot 57848930c6
Use Unicode copyright symbol (in UTF-8 encoding)
Do not use it in MATLAB source files, since unfortunately the MATLAB editor
does not support UTF-8.
2019-04-16 11:42:16 +02:00
Sébastien Villemot 1e92e308b9
Pruning is not available for order > 3
Ref #217
2019-04-15 18:50:16 +02:00
Sébastien Villemot 9554065db7
Dynare++ standalone: fix bug when parsing approximation order
It was not possible to set a 2-digit order (i.e. ≥ 10).

Not sure that it was a real problem in practice, given the computational limits.
2019-04-15 18:33:51 +02:00
Sébastien Villemot c10d8daf9f
Dynare++: add safety check to avoid overflow in tensor indices
Ref #217
2019-04-15 18:32:59 +02:00
Sébastien Villemot 3cfb9ed6d2
Dynare++: fix typos 2019-04-15 18:32:51 +02:00
Sébastien Villemot e281f35213
Lift upper restriction on approximation order
Ref #217
2019-04-15 17:34:01 +02:00
Sébastien Villemot b1ba53ce05
dynare_simul_ DLL: adapt for an arbitrary approximation order
The last input argument is now a struct containing matrices g_0, g_1,…
Typically one can pass oo_.dr for this argument.

Ref #217
2019-04-15 17:34:01 +02:00
Sébastien Villemot 68aa1ace8f
k-order DLL: in use_dll mode, get model derivatives from preprocessor at an arbitrary order
Ref #217
2019-04-15 17:34:01 +02:00
Sébastien Villemot a101457cf0
k-order DLL: fix wrong assertion in MATLAB mode
Bug introduced in 4c6e911d6 (only apparent under Octave, since under MATLAB
assertions are skipped).

Ref #217
2019-04-15 17:34:01 +02:00
Sébastien Villemot 2169341639
Move source code of gensylv and dynare_simul_ MEX to the same place as other MEX 2019-04-15 17:34:01 +02:00
Sébastien Villemot 95584aa4f8
Update preprocessor submodule 2019-04-12 18:26:31 +02:00
Sébastien Villemot 4c6e911d69
k-order DLL: in MATLAB mode, get model derivatives from preprocessor at an arbitrary order
We no longer use the old ‘modfile.dynamic’ compatibility layer. We directly
call the ‘modfile.dynamic_g*’ functions.

Ref #217
2019-04-12 18:26:31 +02:00
Sébastien Villemot c31ba8bebf
k-order DLL: in ‘use_dll’ mode, compute # of temp. terms. using M_.dynamic_tmp_nbr
The preprocessor no longer exports the ‘ntt’ symbol in the MEX.

Ref #217
2019-04-12 18:26:31 +02:00
Sébastien Villemot d7dd7214c7
k-order DLL: convert model derivatives from Dynare to Dynare++ format at an arbitrary order
Ref #217
2019-04-12 18:26:30 +02:00
Sébastien Villemot 03ac8c8182
simult_: fix bug in error message 2019-04-12 18:26:30 +02:00
Sébastien Villemot a6d7baabea
Dynare++: improvements to comments 2019-04-12 18:26:30 +02:00
Houtan Bastani 92224e22be Merge branch 'master' into 'master'
read JSON for stochastic simulations from GUI

See merge request Dynare/dynare!1650
2019-04-12 13:31:38 +00:00
Sumudu Kankanamge aa66949a13 read JSON for stochastic simulations from GUI 2019-04-12 15:24:03 +02:00
Sébastien Villemot 2dc988b69d
k-order DLL: make model derivatives storage ready for an arbitrary order 2019-04-10 19:00:49 +02:00
Sébastien Villemot 85f472c74b
Dynare++: new helpers for constructing {Const,}{TwoD,General}Matrix from mxArray* 2019-04-10 19:00:49 +02:00
Houtan Bastani 6b9c67ea48
preprocessor: submodule update 2019-04-10 16:47:18 +02:00
Sébastien Villemot ab6cdd0d33
Add -noFigureWindows to MATLAB ≥ R2019a batch options 2019-04-10 13:01:01 +02:00
Sébastien Villemot d0b4429fb6
k-order DLL: misc minor improvements 2019-04-10 09:41:58 +02:00
Sébastien Villemot b556290d60
k-order DLL: simplify and better document correspondence between Dynare and Dynare++ variable orderings 2019-04-10 09:23:32 +02:00
Sébastien Villemot a8a53804e7
Fix typo 2019-04-09 14:38:08 +02:00
Sébastien Villemot efa1f39e71
k-order DLL: finally adapt for M_.{endo,exo}_names as cell arrays 2019-04-08 18:47:49 +02:00
Sébastien Villemot 86a607a4fc
k-order DLL: make the output arguments ready for arbitrary order 2019-04-08 18:47:49 +02:00