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12084 Commits (bde2f1977c10263ff211f8d6f3bd5f4e92a30f44)

Author SHA1 Message Date
Sébastien Villemot bde2f1977c
MATLAB compatibility fix: skip mode_compute=3 test under R2009b 
In this version, fminunc fails due to Inf value.
 2020-01-13 18:30:28 +01:00
Sébastien Villemot 1912f67778
MATLAB compatibility fix: automatic broadcasting was introduced in R2016b 
For earlier versions, either use bsxfun or handle special cases differently.
 2020-01-13 18:30:28 +01:00
Sébastien Villemot 8fff99115a
MATLAB compatibility fix: double-quoted strings only accepted since R2017a 2020-01-13 18:30:28 +01:00
Sébastien Villemot 6a0ba34c0c
Update license dates 2020-01-13 18:30:28 +01:00
Sébastien Villemot 6a67feee19 Merge branch 'calib_doc' into 'master' 
Document xls_range/sheet options of calib_smoother

Closes #1695

See merge request Dynare/dynare!1696
 2020-01-13 17:06:54 +00:00
Johannes Pfeifer b3aef92234 Document xls_range/sheet options of calib_smoother 
Closes https://git.dynare.org/Dynare/dynare/issues/1695
 2020-01-13 12:56:18 +01:00
Houtan Bastani 8764330725
fix typo in doc 
`check` has two OPTIONS

[skip ci]
 2020-01-13 12:42:09 +01:00
Sébastien Villemot d9b9f78392 Merge branch 'particle_check' into 'master' 
Particle filters: provide error if trends or prefiltering is used

Closes #1690

See merge request Dynare/dynare!1695
 2020-01-13 11:02:29 +00:00
Johannes Pfeifer 23cac089f1 fs2000_ns_common.inc: set order of approximation explicitly to 1 2020-01-12 17:13:24 +01:00
Johannes Pfeifer 03a8759560 Particle filters: provide error if trends or prefiltering is used 
Closes https://git.dynare.org/Dynare/dynare/issues/1690
 2020-01-10 19:08:51 +01:00
Sébastien Villemot 7e770f69e7
Remove workaround for errors in MEX files 
Because at some point throwing exceptions from MEX files (with mexErrMsgTxt())
was not working under Windows 64-bit, we had designed a workaround to avoid
using exceptions.

Most MEX files were returning an error code as their first (or sometimes last)
argument, and that code would have to be checked from the MATLAB code.

Since this workaround is no longer needed, this commit removes it. As a
consequence, the interface of many MEX files is modified.

For some background, see https://www.dynare.org/pipermail/dev/2010-September/000895.html
 2020-01-10 18:33:11 +01:00
Sébastien Villemot 8624b4f004 Merge branch 'Ramsey_Example' into 'master' 
Add example mod-file for Ramsey and OSR

Closes #1645

See merge request Dynare/dynare!1694
 2020-01-10 17:02:54 +00:00
Johannes Pfeifer 647ba4e99b Add example mod-file for Ramsey and OSR 
Closes https://git.dynare.org/Dynare/dynare/issues/1645
 2020-01-10 17:56:22 +01:00
Sébastien Villemot 82cc6a91ca Merge branch 'doc' into 'master' 
Documentation around change to ramsey

Closes #1678 and #1682

See merge request Dynare/dynare!1693
 2020-01-10 14:48:16 +00:00
Johannes Pfeifer 2c8c120298 Replace various references to deprecated ramsey_policy by ramsey_model 2020-01-10 15:26:50 +01:00
Johannes Pfeifer 055710c938 Change ordering of optimal policy commands 
Moves common planner_objective command to front
 2020-01-10 15:11:09 +01:00
Johannes Pfeifer 7245cb2ef3 Document evaluate_planner_objective 
Also clarifies restructures section on optimal policy and clarifies calling order of commands
 2020-01-10 08:38:22 +01:00
Johannes Pfeifer f8e415a868 Change perfect foresight example code to suggested new syntax 2020-01-09 19:30:38 +01:00
Stéphane Adjemian (Charybdis) 3e408ffd6b
Updated dseries submodule (flip method and geometric nanmean). 
[skip ci]
 2020-01-09 19:16:15 +01:00
Sébastien Villemot 89dc67eb46
Convert mjdgges MEX to Fortran 2008 2020-01-09 09:23:07 +01:00
Sébastien Villemot dd1e4d238b
Build system: remove useless rules for preprocessed Fortran 2008 files 
Automake actually provides such rules.
 2020-01-08 18:37:26 +01:00
Houtan Bastani fcbdfec0d8
Revert "doc: using `desc_addname` doesn't allow for line breaks." 
This reverts commit 6d516c39bf.
 2020-01-08 17:22:41 +01:00
Houtan Bastani 6d516c39bf
doc: using `desc_addname` doesn't allow for line breaks. 
The method `desc_addname` adds arguments to the name of the node, and hence does not allow for line breaks. In the case of Dynare commands we don't run into a problem with this but we run into this problem with longer MATLAB/Octave commands.

For Dynare commands, we don't run into the problem with commands running over the page width as we use placeholders like `OPTIONS` since the order of the parameters passed to a command is irrelevant

For MATLAB/Octave commands, the order of parameters passed to a function is important, hence we cannot use a placeholder such as `OPTIONS`

closes #1688
 2020-01-08 15:43:18 +01:00
Houtan Bastani b4479361c1
doc: fix typo and formatting 2020-01-08 15:43:18 +01:00
Houtan Bastani 8fbb77303a
dynare manual: cleanup whitespace 
- remove trailing whitespace
- replace tabs with spaces as per PEP guidelines
 2020-01-08 15:04:59 +01:00
Sébastien Villemot ca99db5881
Preprocessor: ensure original tags and line numbers are preserved with ramsey_model 
Closes: #1685
 2020-01-06 18:31:43 +01:00
Sébastien Villemot c0c95e1ceb
Add Fortran 2008 interface for a subset of BLAS/LAPACK functions 2020-01-06 18:29:47 +01:00
Sébastien Villemot ce9eca366d
Add Fortran 2008 interface for a subset of MEX functions 2020-01-06 18:29:47 +01:00
Sébastien Villemot 47e4649026
Add support for Fortran 2008 in MEX files 
By the same token, remove unused support for Fortran 77.
 2020-01-06 18:29:47 +01:00
Sébastien Villemot 4e314a529b
Bump minimal required Octave version to 4.4 2020-01-06 18:29:47 +01:00
Houtan Bastani fd99f4fee8
fix preprocessor bug: in the creation of the static model copy over equation tags 2020-01-06 16:14:01 +01:00
Houtan Bastani c4cc32db29 Merge branch 'dynasave' into 'master' 
Expand documentation of dynasave

Closes #1691

See merge request Dynare/dynare!1692
 2020-01-06 13:55:27 +00:00
Sébastien Villemot a95358accc Merge branch 'sim1' into 'master' 
sim1.m: provide missing function input to nested function

See merge request Dynare/dynare!1691
 2020-01-06 13:22:29 +00:00
Johannes Pfeifer aa610f9f8e Expand documentation of dynasave 
Closes https://git.dynare.org/Dynare/dynare/issues/1691
 2020-01-06 13:15:36 +01:00
Houtan Bastani bf102030cb
support saving exogenous variables in `dynasave`, `dynasave`; fix bugs in `dynasave`; add test 
- `dynasave`: if a variable being saved was named `n` or `s`, the `eval` statements would break the code
- `dynasave`: use the `-struct` option to `save` to avoid `eval` statements
- `dynasave` and `dynatype`: do everything in 1 loop instead of 2
- `dynasave` and `dynatype`: use `strcmp` instead of `strfind`

- preprocessor update contains:
  - Partial reversion of global indentation of macro processor header files introduced in e2d5a83592634f0604d8c86409748cd2ec5906d2
  - Symbol List check pass: allow caller to specify the valid types of variables in a Symbol List
  - Allow `dynasave` and `dynatype` to support exogenous variables in their var_list

issue #1691
 2020-01-06 12:45:44 +01:00
Johannes Pfeifer 632c0a3943 sim1.m: provide missing function input to nested function 2020-01-06 09:06:18 +01:00
Marco Ratto 2134f2616d
for parallel execution we need to initialize also prior_draw (used in slice sampler). 2020-01-02 17:48:29 +01:00
Sébastien Villemot 39ed7c6742
Bump version number to 4.7-unstable 2019-12-20 17:20:07 +01:00
Sébastien Villemot 71792cd614
Preprocessor update 
— Allow symbol list to accept auxiliary variables (#1355)
— Fixes around “det_cond_forecast” (preprocessor#39)
— Global reindentation
 2019-12-20 17:01:12 +01:00
Sébastien Villemot 49dc997073
Global reindentation of MATLAB code (excluding submodules) 
Also convert to Unix end-of-lines, and remove trailing whitespaces.
 2019-12-20 16:30:27 +01:00
Sébastien Villemot b901b7af86
Global reindentation of MEX sources 2019-12-20 16:30:24 +01:00
Sébastien Villemot 22ab507c6c
Global reindentation of Dynare++ 2019-12-20 15:43:17 +01:00
Sébastien Villemot 24a2aa2aaf Merge branch 'identification_higher_order' into 'master' 
Finished identification order=1|2|3

See merge request Dynare/dynare!1689
 2019-12-20 13:13:52 +00:00
Willi Mutschler 45e9771eb8
Fixed bug regarding non-stationary variables in pruned moments 2019-12-20 12:30:53 +01:00
Willi Mutschler 8b9b49f8d7
Finished identification order=1|2|3 
Note that I still need to do a code clean up (provide some licenses for functions from other people) and to double check order=3. There is also much room for speed and memory improvement, but the code works fine for now. I will also provide more information to the merge request soon about the detailed changes for future reference.
 2019-12-20 12:28:55 +01:00
Sébastien Villemot d40b775260
Preprocessor: new “with_epilogue” option and related fixes 
Ref. !1688
 2019-12-20 11:57:34 +01:00
Sébastien Villemot c04c111d97
Merge branch 'rattoma/dynare-epilogue' 
Ref. !1688
 2019-12-20 11:51:41 +01:00
Stéphane Adjemian (Charybdis) b5d4b4059b Return an error if pruning is used with order>3 in estimation. 2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis) 031569fa96 Allow higher order approximations in nonlinear filters. 2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis) 78c36dd0b7 Fixed data files for nonlinear filter's integration test. 2019-12-20 11:31:56 +01:00