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13843 Commits (9f903db2836a9e9b8dd351662bfb9a38c5d1cb7e)

Author SHA1 Message Date
Sébastien Villemot 10333f99e2
Fix extended_path + bytecode under Octave 
Ref. #1742
 2020-10-15 10:59:15 +02:00
Sébastien Villemot 71e3e0d49e
Fix extended_path with bytecode 
By the way, document and enforce the fact that stochastic extended_path (i.e.
order > 0) is not compatible with either bytecode or block.

Closes: #1742
 2020-10-14 17:25:58 +02:00
Sébastien Villemot 43311a230f
Testsuite: histval_initval_file_unit_tests.m is not a TLS file 2020-10-14 17:16:35 +02:00
Stéphane Adjemian (Charybdis) 2428aa7e28
Updated dseries submodule (matlab-fame-io). 2020-10-14 10:44:05 +02:00
Stéphane Adjemian (Charybdis) 415c024445
Updated dseries submodule (added conversion to lower frequency routines). 2020-10-09 10:02:35 +02:00
Sébastien Villemot 8acdb9f7cc
Testsuite: MATLAB R2014a compatibility fixes 2020-10-08 17:26:17 +02:00
Sébastien Villemot e7162a2a69
Block decomposition: new tests for mfs>0 
Ref. #1726
 2020-10-07 19:01:09 +02:00
Sébastien Villemot e576dc8c81
Block decomposition: fix evaluation of recursive variables in solved blocks 
Ref. #1726
 2020-10-06 18:31:13 +02:00
Stéphane Adjemian (Charybdis) 2eb77f2323
Updated dseries submodule (bug fixes related to daily frequency). 2020-10-02 19:28:37 +02:00
Sébastien Villemot a69d598b5f
Add the ability to automatically detect MATLAB version at configure time 
It is thus no longer needed to pass the MATLAB_VERSION option to the configure
script when compiling from source.
 2020-09-30 19:08:52 +02:00
Stéphane Adjemian (Charybdis) 80bfbc0736
Merge non linear shock decomposition for backward models. 
Closes #2.
 2020-09-29 18:17:25 +02:00
Sébastien Villemot 8d4a80956c
Add tests for matrix notation 
Closes: Enterprise/dynare#1
 2020-09-29 16:52:20 +02:00
Sébastien Villemot 2acacf61f1
Matrix notation: fix bug in numerical Hessian of external functions 2020-09-29 16:52:02 +02:00
Houtan Bastani 1975e467b5
update jacob_element & hess_element for vector arguments 2020-09-29 16:52:02 +02:00
Sébastien Villemot 66361eb28d
Add test for shock decomposition of backward models 
Ref: Enterprise/dynare#2
 2020-09-28 18:26:29 +02:00
Stéphane Adjemian (Charybdis) 511908e011
Factorized initialization of fields required by solve_algo={12,14}. 
Closes #3.
 2020-09-25 23:45:21 +02:00
Stéphane Adjemian (Charybdis) e690c5de5a
Merge Enterprise/block_trust_region into enterprise. 2020-09-24 16:05:55 +02:00
Sébastien Villemot fa12e5abfc
Provisions for MATLAB R2020b 2020-09-24 15:43:06 +02:00
Stéphane Adjemian (Charybdis) c7c7358a5b
Cosmetic changes. 
Closes #5
 2020-09-24 13:33:46 +02:00
Dóra Kocsis 8fe39ded76
Change R2 computation in multivariate models (SUR) 2020-09-24 13:17:21 +02:00
Sébastien Villemot b1f7924b19
Preprocessor update 
— simplify external function C output
— internal change to SymbolTable::getTypeSpecificID()
— ensure that negative constants are never marked as temporary terms
 2020-09-23 18:37:23 +02:00
Stéphane Adjemian (Charybdis) 3a692f8ab1
Fixed indentation. 
(cherry picked from commit 4d8c8c407d)

[skip ci]
 2020-09-23 15:35:56 +02:00
Stéphane Adjemian (Charybdis) 4d8c8c407d
Fixed indentation. 2020-09-23 15:32:46 +02:00
Stéphane Adjemian (Charybdis) 17e6421ea3
Merged master into enterprise. 
Fixed conflict in
 - doc/manual/source/running-dynare.rst
 2020-09-23 15:28:19 +02:00
Stéphane Adjemian (Charybdis) 202bf913c0
Cosmetic changes. 2020-09-23 13:56:08 +02:00
Stéphane Adjemian (Charybdis) a40f30cada
Closes #1761 (Fixes for histval_initval_file) 2020-09-23 12:19:18 +02:00
Sébastien Villemot d61f4166ad
Testsuite: add a test for a purely forward variable in block+bytecode mode 
Closes: #1727
 2020-09-22 16:46:58 +02:00
Sébastien Villemot 73253a0620
Bytecode + Block decomposition: fix crash with purely forward variables 
After simulating a block containing purely forward variables (thus of type
“evaluate backward”), the it_ variable of the evaluator would be left in an
inconsistent state (typically 0, which means that taking the value of a lagged
variable would lead to an invalid read).

By the way, fix a symmetric problem for backward blocks (which could
potentially create a invalid read for purely backward models).

Ref. #1727
 2020-09-22 16:45:44 +02:00
Sébastien Villemot 8803bc1479
Bytecode: minor improvement to debugging information 2020-09-22 16:42:33 +02:00
Michel Juillard c366a8c3da fix bugs 2020-09-20 16:52:31 +02:00
Michel Juillard c2e43c0093 fix histval_initval_file unit tests 2020-09-20 11:11:26 +02:00
Michel Juillard 57c94a1c76 revise options checks 2020-09-19 19:17:42 +02:00
Michel Juillard 9e94252d1a fix target values for periods 2020-09-19 12:18:24 +02:00
Michel Juillard b6582c2d5f fix handling firstsimulationperiod 2020-09-19 12:18:24 +02:00
Michel Juillard 91b4cfd3a8 fixes handling of periods in histval_file/initval_file 2020-09-19 12:14:43 +02:00
Sébastien Villemot 865ab47fa9
Provide block_trust_region MEX under solve_algo 13 and 14 
- block trust region solver now available under solve_algo=13
  It is essentially the same as solve_algo=4, except that Jacobian by finite
  difference is not handled. A test file is added for that case
- block trust region solver with shortcut for equations that can be evaluated
  is now available under solve_algo=14 (in replacement of the pure-MATLAB solver)

Closes: Enterprise/dynare#3
 2020-09-18 18:01:56 +02:00
Sébastien Villemot 7e21bf2a10
Block trust region MEX: use MATLAB’s dmperm for the Dulmage-Mendelsohn decomposition 
It turns out that MATLAB’s implementation is significantly faster than my own
Fortran implementation.
 2020-09-18 17:55:58 +02:00
Sébastien Villemot 35a162c6a6
Block trust region MEX: fix memory leak in MATLAB function closure 2020-09-18 17:55:58 +02:00
Sébastien Villemot 0b41d17374
dynare_solve: fix display of number of dmperm blocks 2020-09-18 17:55:58 +02:00
Sébastien Villemot adf1fdb009
Block trust region MEX: add safety check for squareness of blocks 2020-09-18 17:55:58 +02:00
Sébastien Villemot 9430b4e9ca
Block trust region MEX: add debugging information 2020-09-18 17:55:57 +02:00
Sébastien Villemot 4c2b906962
Add routine for shock decomposition of backward models 
Closes: Enterprise/dynare#2
 2020-09-18 17:40:45 +02:00
Sébastien Villemot fcc3a3cec2
Testsuite: fix repeated typo in equation name 
[skip ci]
 2020-09-18 17:40:44 +02:00
Sébastien Villemot 2aeecfa4f3
Switch preprocessor submodule to Enterprise group 2020-09-18 17:39:01 +02:00
Sébastien Villemot a9fea692e9
Preprocessor: allow 'use_dll' option to be specified on the command line 2020-09-18 15:20:00 +02:00
Sébastien Villemot 0ea2e40adf
Manual: remove compilation warning due to nograph entry being in two different .rst files 
[skip ci]
 2020-09-18 15:17:50 +02:00
Sébastien Villemot f6e7c2d061
Manual: remove obsolete requirement for 'use_dll' on Windows 
[skip ci]
 2020-09-18 15:05:38 +02:00
Stéphane Adjemian (Charybdis) 2b44e5f815
Updated preprocessor (Fix for PAC equation with growing target). 
[skip ci]
 2020-09-18 11:16:45 +02:00
Stéphane Adjemian (Odysseus) 248ad18846 Merge remote-tracking branch 'Dynare/master' into enterprise 
Fixed conflicts in:

 - .gitlab-ci.yml
 - matlab/dynare_config.m
 - matlab/dynare_solve.m
 - matlab/initvalf.m
 - matlab/perfect-foresight-models/make_ex_.m
 - matlab/perfect-foresight-models/perfect_foresight_setup.m
 - mex/build/matlab/Makefile.am
 - mex/build/matlab/configure.ac
 - mex/build/octave/Makefile.am
 - mex/build/octave/configure.ac
 - mex/sources/Makefile.am
 - preprocessor
 - tests/Makefile.am
 2020-09-17 14:53:32 +02:00
Sébastien Villemot b281d682f2
Manual: document default name for “shock_groups” blocks 
By the way, fix the syntax description for the name (it needs *not* be quoted).

[skip ci]
 2020-09-14 18:43:08 +02:00