Sébastien Villemot
79652f13d7
Merge branch 'nanmean_octave' into 'master'
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nanmean: Compatibility fix for Octave
See merge request Dynare/dynare!1769
2020-11-13 12:18:40 +00:00
Sébastien Villemot
e6c8daf922
Merge branch 'endog_prior_NaN' into 'master'
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endogenous_prior.m: deal with missing data
Closes #1744
See merge request Dynare/dynare!1768
2020-11-13 11:53:19 +00:00
Johannes Pfeifer
e9ef9a5f4b
nanmean: Compatibility fix for Octave
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Octave does not support Matlab's recommended syntax
2020-11-13 12:03:17 +01:00
Johannes Pfeifer
445cbf67d2
endogenous_prior.m: deal with missing data
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1744
2020-11-13 10:54:44 +01:00
Sébastien Villemot
a922505bbe
Another fix for Fedora, needed for building MEX for Octave
2020-11-13 10:05:40 +01:00
Sébastien Villemot
74d7c8a7f4
Merge branch 'pf_init' into 'master'
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Fix initialization of state variances
See merge request Dynare/dynare!1762
2020-11-12 11:22:41 +00:00
Sébastien Villemot
5fd2a06483
Merge branch 'discretion_news' into 'master'
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discretionary_policy_1.m: take care of presence of auxiliary equations
See merge request Dynare/dynare!1767
2020-11-12 09:49:00 +00:00
Johannes Pfeifer
dab5d38068
Fix initialization of state variances
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- incomplete computation of variances in case 1
- wrong ordering for case 2
2020-11-12 10:43:04 +01:00
Johannes Pfeifer
c0c1b98326
discretionary_policy_1.m: take care of presence of auxiliary equations
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Happens e.g. with news shocks
2020-11-11 22:08:19 +01:00
Sébastien Villemot
460895d20e
Preprocessor: substitute out model-local variables early in the model transform pass
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Incidentally, this makes it possible to use model-local variables with either
the “block” or “bytecode” option. (Closes : #1243 )
2020-11-10 18:09:18 +01:00
Sébastien Villemot
2c59b9f5da
Merge branch 'fedora' into 'master'
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Added install instructions for CentOS
See merge request Dynare/dynare!1766
2020-11-10 14:41:27 +00:00
Willi Mutschler
28e06927b1
📝 Added install instructions for CentOS
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[skip ci]
2020-11-10 14:41:27 +00:00
Sébastien Villemot
fcb52478e4
Preprocessor: replace exogenous with lead/lags by auxiliary variables in deterministic models
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Several tests need to be adapted, because they were implicitly making the
assumption that there is no auxiliary variable.
Incidentally, this closes #1731 . This commit therefore also removes the
workaround introduced in 0391dbbeb1
.
2020-11-09 16:34:12 +01:00
Sébastien Villemot
77438198a8
Merge branch 'fedora' into 'master'
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Added install instructions for RHEL and remove some tested distributions
See merge request Dynare/dynare!1765
2020-11-09 13:11:03 +00:00
Willi Mutschler
f5ed2250aa
📝 Added install instructions for RHEL and tested distributions
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[skip ci]
Removed Debian 9 from tested distros as it requires newer version of several packages such as GCC, Octave, bison
Removed Ubuntu 18.04 as it requires newer version of Octave
2020-11-09 11:32:31 +01:00
Willi Mutschler
1d2ddb361e
📝 Added installation instructions for Fedora to README
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[skip ci]
2020-11-06 17:46:11 +01:00
Willi Mutschler
8ad880af69
📝 Improve installation instructions and cosmetic changes in README
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[skip ci]
2020-11-06 17:44:48 +01:00
Sébastien Villemot
3a42c234fe
Fix build failures on Fedora
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— FCFLAGS needs to contain the compilation flags used when compiling Octave,
otherwise it fails at configure stage when looking for gfortran
— Explicitly add -L$OCTLIBDIR, because with Octave 5 it is no longer there, and
on Fedora the Octave libraries are no in the default linker search path
2020-11-05 18:52:11 +01:00
Sébastien Villemot
c564c9f4e4
Update mkoctfile64 for Windows cross-compilation with values from Octave 5
2020-11-05 18:51:47 +01:00
Sébastien Villemot
029ab65e68
Perfect foresight with initval_file: fix another bug when M_.orig_maximum_lag ≠ M_.maximum_lag
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Similar to 95dcb5f4b7
.
2020-11-05 16:08:57 +01:00
Sébastien Villemot
f7ee0b9441
Build system: add missing -fPIC flag for Fortran 2008 MEX files under Octave
2020-11-05 15:40:14 +01:00
Sébastien Villemot
95dcb5f4b7
Perfect foresight with initval_file: fix bug when M_.orig_maximum_lag ≠ M_.maximum_lag
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By the way, remove inexact comment about a similar code in histvalf.m
2020-11-05 15:39:55 +01:00
Sébastien Villemot
f823f1a691
Manual: fix link to (old) Dynare wiki
2020-11-03 16:52:23 +01:00
Sébastien Villemot
f51f151be2
CI: take advantage of the new “needs” keyword
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In particular, this allows us to split the “test” and “pkg” stages, without
increasing the execution time.
(manually cherry picked from commit ac59b22015
)
2020-11-03 11:31:51 +01:00
Sébastien Villemot
ac59b22015
CI: take advantage of the new “needs” keyword
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In particular, this allows us to split the “test” and “pkg” stages, without
increasing the execution time.
2020-11-03 11:24:24 +01:00
Sébastien Villemot
78462b1bbd
Merge branch 'ifndef' into 'master'
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Test for ifndef
See merge request Dynare/dynare!1763
2020-11-03 09:52:29 +00:00
Johannes Pfeifer
d38a4428cc
Move macro_processor/example1_macro.mod to subfolder
2020-11-02 16:00:03 +01:00
Johannes Pfeifer
b4f3eb4a1c
Add unit test for ifndef
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See https://git.dynare.org/Dynare/dynare/-/issues/1747
2020-11-02 16:00:03 +01:00
Sébastien Villemot
463516c853
Preprocessor update
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— Fix the interpretation of @#else clause within an @#ifndef
Closes : #1747
— Fix the interpretation of @#elseif clauses within an @#ifdef or @#ifndef
— PAC model: fixes to M_.pac.MODEL.ar (information about autoregressive part)
Ref. preprocessor#52
— PAC model: make detection of non-optimizing part more robust
Ref. preprocessor#50
— Fixes to Julia output
2020-11-02 12:52:13 +01:00
Stéphane Adjemian (Charybdis)
b066012033
Fixed R² in SUR model when estimating a subset of equations.
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Closes #5
2020-10-26 15:07:50 +01:00
Sébastien Villemot
cf68570813
Testsuite: workaround for glibc bug #19329
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This bug is causing random crashes in the testsuite on our runners.
See https://sourceware.org/bugzilla/show_bug.cgi?id=19329
(cherry picked from commit f46dfba961
)
2020-10-23 15:32:07 +02:00
Sébastien Villemot
299769c51b
Testsuite/MATLAB: output stderr to log file
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(cherry picked from commit 2a472a0a6b
)
2020-10-23 15:32:06 +02:00
Sébastien Villemot
f46dfba961
Testsuite: workaround for glibc bug #19329
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This bug is causing random crashes in the testsuite on our runners.
See https://sourceware.org/bugzilla/show_bug.cgi?id=19329
2020-10-23 12:35:35 +02:00
Sébastien Villemot
2a472a0a6b
Testsuite/MATLAB: output stderr to log file
2020-10-22 18:25:42 +02:00
Stéphane Adjemian (Charybdis)
f36ee06041
Updated dseries submodule (matlab-fame-io improved initialization of daily dseries from FAME).
2020-10-21 19:29:07 +02:00
Sébastien Villemot
5fab01c534
Perfect foresight: fix case where max lead/lag on exo is greater than max lead/lag on endo
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Bug introduced in commit e21cb1ad6b
Ref. #1720
2020-10-21 19:12:22 +02:00
Sébastien Villemot
4e16ffcda2
Fortran MEX interface: minor fix for interface to dgemv
2020-10-21 18:17:41 +02:00
Sébastien Villemot
6f415dff61
Testsuite: add missing line continuation symbol in the list of .mod files
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This was causing some tests to be skipped.
The bug had been introduced e7162a2a69
.
2020-10-21 16:36:18 +02:00
Sébastien Villemot
e21cb1ad6b
LMMCP: fix the purely backward and purely forward cases
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Closes : #1720
2020-10-21 16:30:40 +02:00
Sébastien Villemot
4ba0f0a9c3
LMMCP: don’t report a wrong maxerror, rather put NaN
2020-10-20 18:27:19 +02:00
Sébastien Villemot
46da76c0ce
LMMCP: fix bug when periods=1
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The fix in commit 24cc67e585
was incorrect.
2020-10-20 18:20:04 +02:00
Sébastien Villemot
87cc519321
LMMCP / linear perfect foresight: fix bug for models with a single equation
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The routines use the find() function applied to a subset of columns of the
Jacobian, which in this case is a row vector. When passed a row vector, find()
returns row vectors (while it returns column vectors when passed a column
vector or a matrix). This case was not correctly handled.
2020-10-20 18:20:02 +02:00
Sébastien Villemot
df58037feb
Reporting: rename @graph class to @report_graph, to avoid name clash with MATLAB’s @graph
2020-10-20 14:39:47 +02:00
Sébastien Villemot
6d2e79b5f6
Preprocessor rebase: PAC model / make detection of non-optimizing part more robust
2020-10-19 18:36:24 +02:00
Sébastien Villemot
33d8bc55f3
Redisable tests/pac/trend-component-31/example.mod, it is not yet ready (some fixes are needed in the M code)
2020-10-16 18:11:01 +02:00
Sébastien Villemot
4c12f03637
Windows package: bump dependencies
2020-10-16 17:27:03 +02:00
Sébastien Villemot
8e3127d69e
Preprocessor rebase
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– PAC model: fixes to M_.pac.MODEL.ar (information about autoregressive part)
+ Fix order of items in this structure. Previously, items were ordered
according to the declaration order of parameters. Now, items are order
according to lag order (first lag appears first)
+ Gracefully handle the case where there is no autoregressive part
(Ref. Dynare/preprocessor#52 )
– Block decomposition:
+ bugfix for solve one boundary blocks with mfs>0
+ fix evaluation of recursive variables in solved blocks
(Ref. Dynare/dynare#1726 )
— Fix various potential bugs with model local variable
— Ensure that negative constants are never marked as temporary terms
By the way, activate tests/pac/trend-component-31/example.mod, since it should
now work.
2020-10-16 16:53:26 +02:00
Sébastien Villemot
7270f722e4
Activate test for two PAC equations in the same file
2020-10-16 16:30:38 +02:00
Sébastien Villemot
ce5aa33a33
k-order DLL: no longer write journal file on-disk, unless options_.debug = true
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Closes : #1735
2020-10-15 17:19:30 +02:00
Sébastien Villemot
e3207b1d8c
Extended path: remove ep.use_bytecode flag
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It’s actually useless and complicates the code. Simply rely on
options_.bytecode.
Ref. #1742
2020-10-15 11:06:59 +02:00