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Author SHA1 Message Date
Sébastien Villemot a71e0ebee4 Add a compile-time check for MATLAB version, as we already do for Octave 2018-06-06 14:31:25 +02:00
Sébastien Villemot 88e89dfb21 Refactor test for Octave version 
Distinguish between a minimal version required (from a source code perspective,
applicable on all platforms) and an exact version requirement (from a binary
package perspective, in practice used only for our Windows package).
 2018-06-06 14:27:53 +02:00
Sébastien Villemot 57f6183d2f Move some functions out of missing/stats/, since they are only needed for MATLAB 2018-06-06 13:02:42 +02:00
Sébastien Villemot 9211d902a0 Update dseries 2018-06-05 19:56:42 +02:00
Sébastien Villemot 933ed45ead Octave 4.4 no longer includes statistics functions 
Those have been moved to the statistics package. If that package is not there,
use a fallback.
 2018-06-05 19:53:06 +02:00
Sébastien Villemot 7cbac0c989 Fix user_has_octave_forge_package 
Packages are no longer autoloaded, so testing whether they are "Loaded" does
not work in all cases.

The function now ensures that the package is loaded.
 2018-06-05 19:53:02 +02:00
Sébastien Villemot 0b2828af8a Fix typo 2018-06-05 17:27:22 +02:00
Sébastien Villemot e8ade6a187 Fix display of Dynare command arguments 2018-06-05 17:27:03 +02:00
Sébastien Villemot 8cadb2ac59 Silence Octave:classdef-to-struct warning 2018-06-05 17:24:52 +02:00
Sébastien Villemot c7a57e5906 corrcoef is included in Octave 4.4 2018-06-05 17:14:41 +02:00
Sébastien Villemot 7b546ba696 Compatibility fix for MATLAB < R2010b (7.11) 2018-05-30 17:44:46 +02:00
Stéphane Adjemian(Charybdis) 474556e0ca Added routines related to auxiliary variables. 2018-05-29 15:44:41 +02:00
Houtan Bastani d5862f93bf add comment explaining changes in 4e79d12e53 2018-05-28 14:32:11 +02:00
Houtan Bastani 4e79d12e53 move declaration of default values from global_initialization to a separate function 2018-05-28 14:07:32 +02:00
Houtan Bastani 97af53b82d fix mkdir call in global_initialization 2018-05-28 14:07:32 +02:00
Sébastien Villemot 02084ce310 Remove qzcomplex Oct-file 
It's actually not needed. The QZ complex decomposition can be obtained in
Octave on real matrices by casting them to the complex type.
 2018-05-17 12:11:15 +02:00
Stéphane Adjemian(Charybdis) ac5fcbe231 Use new approach for setting aux variables in model inversion routine. 
(cherry picked from commit f1ed81aae2)
 2018-05-16 17:27:51 +02:00
Sébastien Villemot 14fbfa028b Move qzdiv.m and qzswitch.m to partial_information/ subdir 
They are no longer used in the main codebase.
 2018-05-16 17:12:48 +02:00
Sébastien Villemot 59ad26a3c9 Improve fallback code when mjdgges DLL is absent 
The new code relies on qz(..., 'real'), ordqz and ordeig, and returns a real
decomposition. The previous version was using Sims' qzdiv and returned a
complex decomposition.

As a consequence, we can drop options_.qzdiv, which was used to detect when
imaginary parts had to be dropped.

This code does not work on Octave for the time being, but this is acceptable
since it is only a fallback.
 2018-05-16 17:12:48 +02:00
Sébastien Villemot c180777818 Move check about Octave version to the same place as check for MATLAB 2018-05-16 17:12:48 +02:00
Sébastien Villemot 42b82087d5 Remove codepaths for unsupported Octave versions 2018-05-16 17:12:48 +02:00
Stéphane Adjemian(Charybdis) afbac2e8eb Added strsplit routine in missing. 2018-05-16 16:41:43 +02:00
Stéphane Adjemian(Charybdis) f53be721c1 Added new option mh_tune_jscale. 
Works only with the Random Walk Metropolis Hastings algorithm.

Closes #1598
 2018-05-16 16:37:22 +02:00
Sébastien Villemot e2c2f2d966 Remove fallbacks for ilu, linsolve and ordschur under Octave 
These functions are all included in Octave 4.2.
 2018-05-16 10:48:44 +02:00
Sébastien Villemot 473b2f59ef Provisions for MATLAB 9.4 (R2018a) 
Take into account the API break in the MEX interface (new interleaved complex API).
But do not split MEX directories on MacOS X for the time being.
 2018-05-14 15:16:03 +02:00
Stéphane Adjemian(Charybdis) 3fe758c2b2 Cosmetic change in doc headers. 2018-05-05 21:58:52 +02:00
Stéphane Adjemian(Charybdis) 8f53be2a6f Impose the consistency of the count of unstable eigenvalues... 
... Between stoch_simul and check. Added sdim (the number of stable
eigenvalues) and edim (the complementary number of explosive eigenvalues) in dr
structure. The test is always done with sdim (or edim) returned by mjdgges.
 2018-05-05 19:53:13 +02:00
Stéphane Adjemian(Charybdis) fa15c3dbc7 Updated dates submodule. Closes #1601. 2018-05-05 14:56:56 +02:00
Stéphane Adjemian(Charybdis) fa67aeb7a6 Fixes issue #1607. 2018-05-05 10:29:37 +02:00
Stéphane Adjemian(Charybdis) 891e3ba7be Cosmetic change in doc headers. 2018-05-05 10:24:01 +02:00
Stéphane Adjemian(Charybdis) cee6dda44d Fixed check for octave version. 
We should not issue a warning if version() is greater than supported_octave_version().
 2018-03-24 22:48:45 +01:00
Stéphane Adjemian(Charybdis) aa4cabcbeb Fixed bug (simulation of backward models). 
Was crashing with three inputs (last one is for innovations) when the first input was an empty array.
 2018-03-12 09:45:15 +01:00
Stéphane Adjemian(Charybdis) 8263bbba8a Use new mechanism for setting auxiliary time series. 2018-03-12 09:34:56 +01:00
Stéphane Adjemian(Charybdis) 86be2cb998 Fixed typo. 2018-03-02 10:26:48 +01:00
Stéphane Adjemian(Charybdis) 857a3842e3 Cosmetic change. 
Changed M_.max_*_orig into M_.orig_maximum_* for consistency with other fields.
 2018-03-01 10:13:44 +01:00
Stéphane Adjemian(Charybdis) b84e3054e3 Various fixes for backward models routines. 2018-03-01 09:29:48 +01:00
Houtan Bastani 667bfb6948 dseries: submodule update 2018-02-20 11:03:12 +01:00
Stéphane Adjemian (Charybdis) fa598b751b Fixed prior command with optimize. 
Penalty was not passed correctly.
 2018-02-17 21:00:23 +01:00
Houtan Bastani d54cdbf0ac fix output when no arguments are passed to dynare 2018-02-16 17:31:53 +01:00
Houtan Bastani 5d439bcb18 submodule update: preprocessor and add dynare version to dynare.m 2018-02-16 17:31:47 +01:00
Stéphane Adjemian (Charybdis) 350b8fb529 Updated dseries submodule (prevent initialization crash if unable to install X13 binary). 2018-02-10 12:24:20 +01:00
Johannes Pfeifer 224ccb7bab sim1_linear.m: change hard-coded tolerance to option 
The tolerance for the steady state check should depend on the accuracy of the steady state computation
 2018-02-07 18:42:12 +01:00
Stéphane Adjemian (Charybdis) 4adebd4419 Fixed copyright header. 2018-02-01 22:51:23 +01:00
Marco Ratto cf5f556f4a Do not re-set auxiliary variables if they are already available in the input info [i.e. smoothed variables]. 
This makes the function robust when one provides info using UpdatedVariables, instead, for faster realtime exercises.
 2018-02-01 19:17:59 +01:00
Marco Ratto a7bc6414f5 fixed bug to logical if condition 2018-02-01 19:14:13 +01:00
Johannes Pfeifer 127a543b65 prior bounds: make sure that lower and upper bounds only affect mode-finding 
99dbc8c74d introduced a bug by disabling the resetting of the prior bounds used for the MCMC. The manual clearly states the bounds are only operational during mode-finding, but not during MCMC (and therefore prior sampling)
 2018-02-01 10:16:47 +01:00
Stéphane Adjemian (Charybdis) fe7da22853 Fixed copyright header. 2018-02-01 10:05:03 +01:00
Johannes Pfeifer da48dea37c identification_analysis.m: remove transformation to char when cell is expected 2018-02-01 09:58:31 +01:00
Stéphane Adjemian (Charybdis) 410f8bd07c Cosmetic change and fixed copyright header. 2018-02-01 09:53:23 +01:00
Johannes Pfeifer 3679afe849 Discretion: Added catch for infinities 
Comment: A user provided a file in which the Sylvester equation solved using doubling can evaluate to inf. When Doubling fails, one can try the Hessenberg-Schur algorithm.
 2018-02-01 09:53:23 +01:00