Sébastien Villemot
a7cc466285
Bytecode: fix bug in sparse matrix multiplication routines
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Since those routines compute Aᵀ·B, the number of rows of the output is equal to
the number of columns of A.
2022-02-28 12:18:58 +01:00
Sébastien Villemot
0147faad5f
Fix stack_solve_algo=1 without bytecode, on solve two boundaries simple/complete blocks
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The result for the last simulation period was wrong.
2022-02-25 16:32:16 +01:00
Stéphane Adjemian (Charybdis)
c9825c803a
Fix description of the conditional_forecast command.
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Closes #1844
2022-02-24 20:33:47 +01:00
Sébastien Villemot
4d39c6fab5
Merge branch 'error_message' into 'master'
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get_error_message.m: condition on index being non-zero
See merge request Dynare/dynare!2003
2022-02-24 16:23:16 +00:00
Sébastien Villemot
63bcd2558e
Testsuite: when running Octave, use --no-window-system option rather than forcing gnuplot toolkit
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In practice --no-window-system currently implies the gnuplot toolkit with dumb
terminal, but it is cleaner this way.
2022-02-23 12:13:27 +01:00
Johannes Pfeifer
a60ce435bd
get_error_message.m: condition on index being non-zero
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dsge_likelihood will expand the vector due to entry four of info containing the penalty, creating a 0 for entry 2
2022-02-22 12:22:51 +01:00
Sébastien Villemot
f52ce51168
Preprocessor: fix error message when “ramsey_policy” follows a “ramsey_model” statement
2022-02-21 16:46:37 +01:00
Sébastien Villemot
a4f4d4462c
Merge branch 'disp_dr' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2002
2022-02-21 16:19:36 +01:00
Sébastien Villemot
0b053f1ebf
Windows package: bump dependencies
2022-02-21 16:02:04 +01:00
Johannes Pfeifer
d79895b66a
Display of decision rules: deal with overflow of fields
2022-02-20 11:00:34 +01:00
Sébastien Villemot
1a9abc247f
Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2001
2022-02-18 14:22:53 +01:00
Sébastien Villemot
8f5815d01d
Preprocessor: for bytecode, fix temporary terms for dynamic derivatives in “evaluate” mode
2022-02-18 14:22:28 +01:00
Sébastien Villemot
8536b63827
Bytecode: remove superfluous debug information
2022-02-18 14:17:37 +01:00
Stéphane Adjemian (Charybdis)
e7d11dd7b1
Remove aux variables from target definition (PAC).
2022-02-18 09:13:17 +01:00
Johannes Pfeifer
b5dc90b311
mom: add missing trust_region_initial_step_bound_factor option
2022-02-18 00:50:08 +01:00
Johannes Pfeifer
05519aaaa1
mom: add missing verbosity option
2022-02-18 00:48:39 +01:00
Sébastien Villemot
e2694381dd
Preprocessor: transform predetermined variables before simplifying equations
2022-02-17 18:27:41 +01:00
Sébastien Villemot
972461c326
Bytecode: add debugging information about input arguments
2022-02-17 17:41:10 +01:00
Sébastien Villemot
a376d8c9fe
Fix steady state computation with bytecode+block and solve_algo ⩽ 4 or ⩾ 9
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– Temporary terms were not correctly passed between blocks
– solve_algo ⩾ 9 was incorrectly passed through bytecode own’s solver instead
of through dynare_solve
2022-02-17 17:28:37 +01:00
Sébastien Villemot
aca85408ff
Preprocessor: fix JSON output when there are multiple “var_expectation_model” statements
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Closes : Madysson/estimation-codes#19
2022-02-15 21:00:23 +01:00
Sébastien Villemot
092203669b
Manual: fix copyright years displayed in Sphinx output
2022-02-15 16:54:41 +01:00
Sébastien Villemot
ceb3ec2487
Bytecode: remove unused constructors
2022-02-15 16:54:41 +01:00
Sébastien Villemot
863fa2de1c
Bytecode: perfect foresight simulation of *linear* “Solve forward simple/complete” blocks was giving was results
2022-02-15 16:54:41 +01:00
Sébastien Villemot
34b6f54c4a
Ferhat and Houtan have left the team
2022-02-14 15:10:04 +01:00
Sébastien Villemot
803e3721ec
Bytecode: correctly handle M_.{endo_names,exo_names,param_names}, which are now cell arrays
2022-02-14 15:06:07 +01:00
Sébastien Villemot
92e82cfa0a
Bytecode: remove unused function prototype
2022-02-14 14:40:34 +01:00
Sébastien Villemot
3734762af7
For stack_solve_algo={2,3} and solve_algo={7,8}, rather use a “crout” ILU decomposition for the preconditioner
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In 3025a14ed9
, the call to the deprecated “luinc”
has been replaced by a call to “ilu”.
However, the type of “ilu” decomposition had not been specified. The default,
“nofill”, does not make use of the “droptol” option which was used with
“luinc”. Also, under Octave, it does not work when there is a zero on the
diagonal of the input matrix.
Rather use the “crout” type, which addresses these two issues.
2022-02-14 12:34:50 +01:00
Sébastien Villemot
fa7b331cf4
Fix crash in simulation of “Solve forward/backward complete” blocks with stack_solve_algo=4 (without bytecode)
2022-02-11 18:11:42 +01:00
Sébastien Villemot
188df7711d
Bytecode: fix simulation of blocks “Solve forward/backward complete” with stack_solve_algo={0,1,4}
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The problem would also manifest at steady state computation with solve_algo=6.
It could crash or give incorrect results.
2022-02-11 12:00:25 +01:00
Sébastien Villemot
9a27735f47
Manual: cosmetics
2022-02-10 17:35:21 +01:00
Sébastien Villemot
d74cb031d2
Bytecode: fix error message about convergence failure that can happen in Solve Backward Complete as well
2022-02-10 17:27:07 +01:00
Sébastien Villemot
cdb4f872b2
Bytecode: fix crash with stack_solve_algo=1 on “Solve forward/backward” blocks
2022-02-10 17:15:24 +01:00
Sébastien Villemot
ef6e4c7745
Bytecode: remove unused code
2022-02-10 16:58:39 +01:00
Sébastien Villemot
0caefa1593
Bytecode: exit gracefully when M_ does not exist
2022-02-09 14:32:25 +01:00
Sébastien Villemot
bb793d87cc
Block decomposition: fix deterministic simulations for block of type “Solve backward”
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The results were incorrect for those two kinds of block, when not using bytecode.
2022-02-09 14:07:33 +01:00
Sébastien Villemot
dd34554c4e
Block decomposition: fix computation of eigenvalues for blocks of “Solve backward complete” type
2022-02-09 14:07:33 +01:00
Sébastien Villemot
685598c6e2
Add interface to “static” and “incidence” options of “model_info”
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These options were implemented and described in the reference manual, but their
interface was missing.
By the way, make various minor improvements to the description of “model_info”
in the reference manual. In particular, remove the single quotes around the two
aforementioned options (which are a remnant from an older interface).
2022-02-09 14:07:30 +01:00
Sébastien Villemot
cc37d15ed3
Add libfl-dev to list of build dependencies under Debian
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It is needed for /usr/include/FlexLexer.h. It used to be a dependency of flex,
but has been demoted to a recommends, so it’s better to list separately.
[skip ci]
2022-02-07 23:06:14 +01:00
Sébastien Villemot
8d3e0587dc
k_order_mean MEX: check number of output arguments
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Incidentally, this fixes a gfortran warning
2022-02-04 14:38:30 +01:00
Sébastien Villemot
964763ef4d
pthread Fortran interface: fix internal type for representing pthread_t structure
2022-02-04 12:33:19 +01:00
Sébastien Villemot
39f47dc957
local_state_space_iteration_k MEX now uses the Fortran code (instead of the C++ code)
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Closes : #1802
2022-02-04 11:49:46 +01:00
Sébastien Villemot
10a4ec53e9
Merge branch 'smm_field_name' into 'master'
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mom.objective_function.m: fix field naming
See merge request Dynare/dynare!2000
2022-02-03 17:09:15 +00:00
Johannes Pfeifer
4ccc7c7262
mom.objective_function.m: fix field naming
2022-02-03 15:12:46 +01:00
Sébastien Villemot
2cb6988de6
Merge branch 'jscale' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1999
2022-02-03 09:25:16 +01:00
Sébastien Villemot
adb4007bda
Merge branch 'smm_lsqnonlin' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1998
2022-02-03 09:24:37 +01:00
Johannes Pfeifer
217de5084c
check_posterior_sampler_options: make global variable an input
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Does not properly work for scale_file-option as caller has variable not global
2022-02-02 16:20:12 +01:00
Johannes Pfeifer
57eda3886d
SMM: fix logic for check of vector output
2022-02-02 13:27:46 +01:00
Sébastien Villemot
f8bf26571a
Merge branch 'parallel_simul' into 'master'
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Parallelizes local_state_space_iteration_fortran
See merge request Dynare/dynare!1987
2022-02-01 09:43:25 +00:00
NormannR
5f828e241f
Parallelizes local_state_space_iteration_fortran
2022-01-31 18:44:48 +01:00
Sébastien Villemot
3f00b51950
Preprocessor update
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– Fix matching of diff leads/lags in TCM and PAC models
– Fix a bug in variable mapping (M_.mapping) where some endogenous, appearing
in a log() in a VAR or TCM, would not be mentioned
– Various refactorings related to auxiliary variables and TCM
2022-01-28 17:48:07 +01:00