Commit Graph

12842 Commits (b4cd1c0f577b51c6f98b5a8f97afb58ba26d780a)

Author SHA1 Message Date
Houtan Bastani 908950f121
replace getfield/setfield with dynamic fields 2019-07-25 14:28:35 -04:00
Stéphane Adjemian (Charybdis) e3f1ea7e3c Added upper bound to error correction parameter.
Available only for lsqnonlin, fmincon, annealing, and particleswarm algorithms.
2019-07-24 11:21:52 +02:00
Houtan Bastani 7be2f966c3
dyn_ols: bug fix: sign was not taken into account from AST when endogenous to be subtracted from LHS 2019-07-22 10:16:22 -06:00
Stéphane Adjemian (Charybdis) d11815cba0 Cosmetic change. 2019-07-19 21:33:13 +02:00
Stéphane Adjemian (Charybdis) 84d4f48ada Fixed typo. 2019-07-19 16:51:50 +02:00
Stéphane Adjemian (Charybdis) 499481e889 Fixed bug.
aggregate was crashing in the absence of tags on the endogenous or exogenous variables.
2019-07-19 16:51:16 +02:00
Stéphane Adjemian (Charybdis) 2cfff70a64 Fixed bug (wrong index in loop i -> j). 2019-07-17 17:59:21 +02:00
Stéphane Adjemian (Charybdis) 426cce8199 Remove endogenous variables potentially remaining in the list of exogenous variables. 2019-07-17 17:52:16 +02:00
Willi Mutschler 052d304789
Remove kstate in dyn_second_order_solver
kstate is not needed anymore as all information is found in M_.lead_lag_incidence
See Dynare/dynare#1653
2019-07-16 10:33:02 +02:00
Sébastien Villemot f95cf18b45
Update preprocessor submodule 2019-07-12 16:23:43 +02:00
Sébastien Villemot 512f37ae85
Update manual following the move of LaTeX files generated by preprocessor 2019-07-11 17:40:28 +02:00
Sébastien Villemot fe165c2430
LaTeX files generated by the preprocessor are now under <basename>/latex/ 2019-07-11 17:35:30 +02:00
Sébastien Villemot 4030169db9
k_order_perturbation MEX: number of threads is now configurable 2019-07-09 17:33:14 +02:00
Sébastien Villemot 5b6c3bb452
k_order_perturbation MEX: small simplification in handling of NameLists 2019-07-09 17:33:14 +02:00
Sébastien Villemot aaaa897a2a
k_order_perturbation MEX: improve input handling and sanitization 2019-07-09 17:33:05 +02:00
Sébastien Villemot f8af21819e
Simplify the interface to perfect_foresight_problem MEX 2019-07-09 14:33:17 +02:00
Sébastien Villemot 984c60acb9
Various improvements related to the MEX R2018a API
— Use MX_HAS_INTERLEAVED_COMPLEX for testing for the new API

— Use the typed access functions under the new API, with one exception: we do
  not use mxGetDoubles() instead of mxGetPr(), because it would just complexif
  the code without any value added

For more details, see:
https://fr.mathworks.com/help/matlab/matlab_external/upgrade-mex-files-to-use-interleaved-complex.html
2019-07-09 11:54:12 +02:00
Sébastien Villemot 5a4f706272
Preprocessor submodule update 2019-07-05 17:49:38 +02:00
Sébastien Villemot 2ad6b31d76
Option endogenous_terminal_period is only available for stack_solve_algo=0 2019-07-04 18:37:27 +02:00
Sébastien Villemot 29396b0cda
Improve comment about oo_.dr.kstate 2019-07-04 18:37:23 +02:00
Sébastien Villemot ca20cfe6f1
Update preprocessor submodule
[skip ci]
2019-07-04 15:53:38 +02:00
Sébastien Villemot febf248f17
Manual, macro-processor: fix explanation for interaction between brackets and colon notation
Ref preprocessor#6

[skip ci]
2019-07-03 17:45:23 +02:00
Sébastien Villemot 5d00a4756b
Manual, macro-processor: advertise “log” rather than “ln” 2019-07-03 17:35:47 +02:00
Sébastien Villemot 682eecf06e
Add “diff” and “flip” options to plot_shock_decomposition and initial_condition_decomposition
This is only the interface. The actual implementation and the documentation are
still missing.

Ref #1649

[skip ci]
2019-07-03 16:33:10 +02:00
Houtan Bastani 123049cf18
doc: add comment about brackets around array created from colon operator. closes preprocessor#6 2019-07-01 14:36:55 +02:00
Sébastien Villemot f45738c09e
local_state_space_iteration_2 MEX: fix error message 2019-06-28 17:49:02 +02:00
Sébastien Villemot 67a49fc67b
k-order MEX: fix incorrect variable name in comment 2019-06-28 15:24:30 +02:00
Sébastien Villemot ca1a1ae0f2
local_state_space_iterations_2 MEX: minor stylistic improvement 2019-06-27 17:34:10 +02:00
Sébastien Villemot 7d9b2a557b
perfect_foresight_problem MEX: number of threads is now configurable 2019-06-27 17:00:12 +02:00
Sébastien Villemot 0eab36e823
sparse_hessian_times_B_kronecker_C MEX: by default, use maximum parallelization 2019-06-27 14:34:09 +02:00
Sébastien Villemot 9557061fa3
Add new num_procs MEX file for getting number of available processing units 2019-06-27 14:34:09 +02:00
Houtan Bastani f2b61b3e9e
submodule update: preprocessor; doc: introduce comprehensions 2019-06-26 15:09:55 +02:00
Houtan Bastani 8745880bde
doc: small changes 2019-06-26 11:01:39 +02:00
Sébastien Villemot e96f180c50
Implement mxIsScalar() for MATLAB < R2015a (8.5) 2019-06-25 20:31:13 +02:00
Sébastien Villemot 7c39b12b7b
Always compile MEX files with OpenMP (when they can take advantage of it)
As a consequence, remove the --enable-openmp option of the configure script.
2019-06-25 17:26:17 +02:00
Sébastien Villemot 82cef48eb4
A_times_B_kronecker_C MEX: remove the OpenMP codepath
Testing shows that it is slower than the BLAS path.
2019-06-25 17:26:14 +02:00
Sébastien Villemot c6a09a65e9
kronecker MEX: improve comments using UTF-8 2019-06-25 14:34:18 +02:00
Sébastien Villemot 7347554db5
perfect_foresight_problem MEX: fix compilation under Windows 2019-06-25 11:14:01 +02:00
Sébastien Villemot 7e274d8234
Dynare++: remove useless call to std::move() that prevents copy elision 2019-06-25 11:14:01 +02:00
Houtan Bastani cb0e84a2c4
submodule update: preprocessor 2019-06-25 10:12:20 +02:00
Houtan Bastani 98c2152ec5
doc: update macro processor section following rewrite 2019-06-25 10:09:09 +02:00
Sébastien Villemot 5b591fac42
New perfect_foresight_problem MEX file
It constructs the stacked residuals and jacobian of the perfect foresight
problem.

It is an almost perfect replacement for the perfect_foresight_problem.m
routine, while being much more efficient.

Note however that the DLL never return complex numbers (it instead puts NaNs at
the place where there would have been complex). This may create problems for
some MOD files; the algorithms will need to be adapted to use a more
line-search method.
2019-06-24 17:53:59 +02:00
Houtan Bastani 69229b6b2a
submodule update: preprocessor 2019-06-24 11:16:21 +02:00
Houtan Bastani 42e8b55274
add macro test to file 2019-06-24 11:16:21 +02:00
Houtan Bastani ff5def8a00
doc: fix typo 2019-06-21 17:26:10 +02:00
Houtan Bastani b4d2239da2
submodule update: preprocessor: rework macroprocessor 2019-06-21 17:11:14 +02:00
Stéphane Adjemian (Charybdis) 6ddd58d0b0 Added the possibility to invert (nonlinear) static models.
(cherry picked from commit 52b8c56da2)
2019-06-21 11:33:24 +02:00
Stéphane Adjemian (Charybdis) 766f752e7e Explicitly list input arguments.
Do not use varargin.

(cherry picked from commit 3fa584737d)
2019-06-21 11:33:00 +02:00
Stéphane Adjemian (Charybdis) 33873da95d Fixed bug.
Database was not updated with auxiliary variables.

(cherry picked from commit a64be8ff96)
2019-06-21 11:32:16 +02:00
Stéphane Adjemian (Charybdis) 84c24fc9e9 Use dprintf routine (in matlab/backward subfolder). 2019-06-21 11:27:44 +02:00