Sébastien Villemot
029ab65e68
Perfect foresight with initval_file: fix another bug when M_.orig_maximum_lag ≠ M_.maximum_lag
...
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
Sébastien Villemot
10333f99e2
Fix extended_path + bytecode under Octave
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Ref. #1742
2020-10-15 10:59:15 +02:00
Sébastien Villemot
71e3e0d49e
Fix extended_path with bytecode
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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
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Ref. #1726
2020-10-07 19:01:09 +02:00
Sébastien Villemot
e576dc8c81
Block decomposition: fix evaluation of recursive variables in solved blocks
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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
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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.
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Closes #2 .
2020-09-29 18:17:25 +02:00
Sébastien Villemot
8d4a80956c
Add tests for matrix notation
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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
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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}.
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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.
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Closes #5
2020-09-24 13:33:46 +02:00