3bdb07d11e
Build system: remove -lstdc++ when linking MEX for MATLAB under macOS
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It is unneeded.
2021-05-25 18:57:40 +02:00
ba3522a9ba
Merge branch 'compute_decision_rules' into 'master'
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Use of the compute_decision_rules function to factorize code
See merge request Dynare/dynare!1856
2021-05-25 16:18:43 +00:00
c78e37290a
Merge branch 'ident_opt' into 'master'
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identification: support optimal policy
See merge request Dynare/dynare!1852
2021-05-25 13:07:06 +00:00
9c6cc04b0d
Use of the compute_decision_rules function to factorize code (Ref.#1173)
2021-05-20 11:36:29 +02:00
7e72b52677
model_diagnostics.m: only provide message if imaginary component reaches tolerance level
2021-05-20 11:23:48 +02:00
456dc86ad1
identification: support optimal policy
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Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1837
2021-05-14 13:38:42 +02:00
7d4b01883d
get_identification_jacobians.m: remove unnecessary reordering of equations
2021-05-14 13:35:01 +02:00
5e36b688ee
Merge branch 'forcst_bug' into 'master'
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forcst.m: fix case with measurement error
See merge request Dynare/dynare!1850
2021-05-12 17:08:58 +00:00
c8bc12ab6c
forcst.m: fix case with measurement error
2021-05-12 17:44:35 +02:00
fb31842856
Build system: remove -lstdc++ when linking MEX for MATLAB under GNU/Linux
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It is not needed, and it prevents the -static-libstdc++ flag from work
correctly if supplied by the user.
2021-05-11 22:57:16 +02:00
cf37b5151a
Testsuite: indicate that glibc bug has been fixed in version 2.34
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[skip ci]
2021-05-11 18:54:07 +02:00
0d6bc47158
Merge branch 'rattoma/dynare-mh_initialize_from_previous_mcmc'
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Ref. !1841
2021-05-11 18:51:57 +02:00
306e963efa
Preprocessor: add mh_initialize_from_previous_mcmc option family to estimation command
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Ref. !1841
2021-05-11 18:51:29 +02:00
a0f2b2399b
New option mh_initialize_from_previous_mcmc that allows to pick initial values for a new MCMC from a previous one
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If an additional parameter is estimated, it is initialized using prior_draw.
2021-05-11 18:48:43 +02:00
d8fc564427
Merge branch 'JohannesPfeifer/dynare-lagged_exo'
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Ref. !1848
2021-05-11 17:47:35 +02:00
cc045caa6f
loglinear: Take care of non-logged lagged/leaded exogenous variables
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Closes : #1783
2021-05-11 17:47:25 +02:00
5a2fbe2f89
dynare.m: remove non-working line feed
2021-05-11 14:24:02 +02:00
702e22bc51
Preprocessor: the fast_realtime option now accepts a vector of integers
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Ref. !1842
2021-05-10 15:55:56 +02:00
bdb743eaa7
Merge branch 'rattoma/dynare-fast_realtime_shock_decomp'
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Closes !1842
2021-05-10 15:55:28 +02:00
2d39991a0a
allow for a more accurate (and more expensive) fast realtime modality, triggered by fast_realtime=INTEGER_VECTOR and where vector fast_realtime controls periods for which the smoother is run. If max(fast_realtime)<nobs, the smoother is also run for the full sample. Manual updated accordingly.
2021-05-10 15:55:03 +02:00
8475dfe26d
Build system: update m4 macros from autoconf-archive
2021-05-10 14:55:34 +02:00
0741963ca5
Build system: streamline handling of compilation flags for MEX
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— allow the user to override compilation flags for MATLAB MEX (it was already
working for the preprocessor, the MEX for Octave and Dynare++)
— increase the symmetry of MEX build infrastructure between MATLAB and Octave
— when linking MEX for Octave, do not add the output of “mkoctfile -p FLIBS”.
It is unneeded, and it can create a conflict between the system compiler and
a user-supplied compiler
By the way:
— restore optimization on macOS for C/C++ MEX (it had been removed in
5df2392a09
2021-05-10 14:39:41 +02:00
bd287ca5fa
Build system: remove 32-bit MATLAB stuff, since we no longer support that configuration
2021-05-09 17:51:38 +02:00
3c7865a950
Merge branch 'rattoma/dynare-initial_estimation_checks_errors'
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Ref. !1839
2021-05-07 17:52:45 +02:00
f4f4047588
Preprocessor: add no_init_estimation_check_first_obs option to estimation
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Ref. !1839
2021-05-07 17:52:24 +02:00
74121c2aee
New no_init_estimation_check_first_obs option that allows to skip check of singularity in first observation
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(like deficient # of shocks in the presence of stockflow observed)
2021-05-07 17:51:03 +02:00
088fd64114
Merge branch 'rattoma/dynare-smoother_fixes'
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Ref. !1847
2021-05-07 16:35:36 +02:00
551917581f
Bug fixes in fitered variances of smoother
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- kalman_algo=1: kstep-ahead variances were WRONG, since Pf was initialized using P in PREVIOUS period
- kalman_algo=2: output argument for filtered varainces should be P1, not P (P are UPDATED variances, there).
For kalman_algo=2, also make a small factorization fix (compute P(:,:,t+1) before defining Pf, so to compute 1-step ahead variance only once)
2021-05-07 16:34:53 +02:00
d43a057af3
store_smoother_results: fix header explanation of output arguments
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Variances are now in declaration order.
2021-05-07 16:34:35 +02:00
ca43df16e0
Merge branch 'dot_error' into 'master'
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Filter out "Dot indexing is not supported for variables of this type." error...
See merge request Dynare/dynare!1846
2021-05-06 14:49:39 +00:00
29c7d1c42e
Preprocessor: new parallel_use_psexec command-line option
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Ref. !1843
2021-05-06 16:31:54 +02:00
58db4a4c21
Merge branch 'rattoma/dynare-parallel_without_psexec'
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Ref. !1843
2021-05-06 16:31:15 +02:00
9ed9aa5963
For local clusters only, allow using start instead of psexec with windows, to properly allocate affinity when there are more than 32 cores. Manual updated accordingly.
2021-05-06 16:31:06 +02:00
f43ee91ed8
Filter out "Dot indexing is not supported for variables of this type." error if variable conflicts with namespace
2021-05-06 10:59:19 +02:00
f9fb3bb386
Octave compatibility fix: xlswrite() from the io package does not return a 2nd output
2021-05-05 15:47:14 +02:00
749fc219e5
Testsuite: increase test tolerance under Octave for ecb/SURGibbs/fulton_fish.mod
2021-05-05 15:43:19 +02:00
96ad0fbec5
SUR / pooled OLS: workaround for Octave bug in dbstack(N)
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See https://savannah.gnu.org/bugs/?60531
By the way, also add a safety check in pooled OLS for the case where the
function is directly called from the top-level.
2021-05-05 15:27:15 +02:00
62e42e08a8
Testsuite: more fixes related to stochastic block decomposition + mfs > 0
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Ref. #1726
2021-05-05 10:15:52 +02:00
04ba15e5cc
Preprocessor: forbid check and stoch_simul in block-decomposed mode with mfs > 0
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Closes : #1726
2021-05-04 17:18:20 +02:00
62aa799d3e
Manual: matrices ghx and ghu are ordered differently if block option is given
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By the way, also specify that columns of ghx are ordered according to
oo_.dr.state_var in all cases.
Ref. #1726
2021-05-04 17:17:55 +02:00
0a7d60e7a6
Stochastic solution under block decomposition: minor simplification
2021-05-04 16:33:15 +02:00
58b2bc78c3
Testsuite: check that stochastic solution in block decomposition mode is correct
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Only test with mfs=0, since the result is wrong for other mfs values.
Ref. #1726
2021-05-04 16:31:44 +02:00
ef58f1329a
Testsuite: factorize code between block decomposition tests based on LOLA model
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By the way, move tests files under tests/block_bytecode/, which is a more
natural place.
Ref. #1726
2021-05-04 16:17:37 +02:00
f617631b68
Merge branch 'mode_compute6' into 'master'
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gmhmaxlik.m: show mode value in addition to change in mode
See merge request Dynare/dynare!1845
2021-05-04 09:12:27 +00:00
9a4bbfef09
gmhmaxlik.m: show mode value in addition to change in mode
2021-05-03 20:33:21 +02:00
1e4d2f5aef
dseries: fix double() method for dates at yearly frequenc
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Ref. dseries#47
2021-05-03 15:03:42 +02:00
34208947c9
Preprocessor update
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— add M_.NNZDerivatives_objective (for Ramsey policy at arbitrary order)
— Windows: fix detection of location of MinGW compiler
2021-04-30 15:04:45 +02:00
4097671218
Emacs mode: add font lock for new “deterministic_trends” block
2021-04-30 11:51:51 +02:00
de4c06b3bb
Merge branch 'bvar' into 'master'
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bvar: fix description of lag lengths
See merge request Dynare/dynare!1838
2021-04-28 10:54:57 +00:00
a02beb825c
bvar: fix description of lag lengths
2021-04-28 11:39:47 +02:00
Sébastien Villemot
Selma Malmberg
Johannes Pfeifer
Marco Ratto