Commit Graph

15460 Commits (c0294bb343ac8be839dd1026d64099a5940d09c0)

Author SHA1 Message Date
Sébastien Villemot c0294bb343
Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/
With the exception of ramst2.mod which was not run by the testsuite and has
thus been deleted.
2023-06-12 14:14:53 +02:00
Sébastien Villemot 4459f9a488
Testsuite: move homotopy/ folder under the steady_state/ folder
To clarify that those tests are about homotopy for steady state computation,
and not for perfect foresight simulation.
2023-06-12 14:14:53 +02:00
Sébastien Villemot 9c88bab247
Testsuite: remove obsolete Julia tests 2023-06-12 14:14:53 +02:00
Sébastien Villemot 37870e4a40
evaluate_steady_state: accept exogenous steady state as argument instead of whole oo_ structure
This is a move towards a more functional programming style.
2023-06-07 17:58:19 +02:00
Sébastien Villemot 5931e3aa46
macOS: bump to GCC 13 (for compilation and for use_dll)
The formulas are taken from commit 46401325ed2c4d72adb6f1592cf6096bb844b489 of
the homebrew-core repository.

The gcc.rb formula was modified by adding “cellar: :any” to all bottles (see
https://github.com/Homebrew/brew/blob/master/docs/Bottles.md).

The preprocessor has been updated accordingly.
2023-06-07 11:16:21 +02:00
Sébastien Villemot 6df56e7485
README.md: fix typo 2023-06-07 10:46:16 +02:00
Sébastien Villemot 9fd6515f29
Windows package: bump dependencies
In particular, now ship GCC 13 for the use_dll option.
2023-06-07 10:01:41 +02:00
Sébastien Villemot 7722e8e36b
Perfect foresight: inner functions no longer return a modified oo_
They now only return what’s really their output (simulated paths, maximum
residual error…). This is a move towards a more functional programming style.
2023-06-06 18:13:10 +02:00
Sébastien Villemot 6ed90b3dbf
🐛 Homotopy for extended path (order 0) was utterly broken
The convergence test was wrong.
2023-06-06 17:54:04 +02:00
Sébastien Villemot fe142b663e
Perfect foresight: allow homotopy for purely backward/forward/static models
This was previously disabled, but the code seems to work.
2023-06-06 17:26:07 +02:00
Sébastien Villemot 1cf83dc278
perfect_foresight_solver: always use perfect_foresight_problem MEX for computing residuals
The MEX no works on models without leads or lags.

This is essentially a revert of 74dc4f81f0.

Ref. #1850
2023-06-06 17:06:10 +02:00
Sébastien Villemot 4210618dba
🐛 perfect_foresight_problem MEX: check over size of M_.dynamic_g1_sparse_colptr size was incorrect 2023-06-06 16:57:48 +02:00
Stéphane Adjemian (Argos) 8e42f6d137
Update dseries submodule (new method returning last observed period for each variable). 2023-06-05 11:21:53 +02:00
Stéphane Adjemian (Ryûk) b1933d58dd
Bug fix (undefined variable). 2023-06-04 08:07:28 +02:00
Sébastien Villemot d9cdcf3766 Merge branch 'occbin_init' into 'master'
dynare_estimation_init.m: make sure OccBin estimation can be run after...

See merge request Dynare/dynare!2135
2023-06-02 13:54:54 +00:00
Johannes Pfeifer 37eb10971b dynare_estimation_init.m: make sure OccBin estimation can be run after previous shocks(surprise) block 2023-06-02 08:43:14 -04:00
Sébastien Villemot 37bc08eb5b Merge branch 'parallel' into 'master'
masterParallel.m: assign explicit empty window title to allow passing full path in quoted strings

Closes #1887

See merge request Dynare/dynare!2133
2023-06-01 08:26:52 +00:00
Sébastien Villemot d41501bc6d
Misc updates to gitignore files
[skip ci]
2023-05-30 20:59:59 +02:00
Sébastien Villemot 5a6d03a2e7
CI: adapt for new location of MATLAB binaries 2023-05-30 17:12:30 +02:00
Stéphane Adjemian (Argos) 399532a201
Remove trailing whitespaces. 2023-05-27 07:22:55 +02:00
Johannes Pfeifer 5c9f02634c
manual: expand information on x13 2023-05-27 07:22:53 +02:00
Sébastien Villemot e86aeaf787
C++20 modernization: use new standard mathematical constants 2023-05-25 19:07:23 +02:00
Sébastien Villemot 0f7ab97e69
🐛 local_state_space_iteration_3: real64 kind suffixes were missing for floating-point constants
Without the suffix, those constants were interpreted as
real32 (single-precision), hence leading to a loss of precision.
2023-05-24 21:18:23 +02:00
Johannes Pfeifer ad2d986c5e masterParallel.m: assign explicit empty window title to allow passing full path in quoted strings
Closes https://git.dynare.org/Dynare/dynare/-/issues/1887
2023-05-24 06:45:24 -04:00
Stéphane Adjemian (Ryûk) 03db691ab3
Update dseries submodule (add --with-legend option to dplot command). 2023-05-19 18:48:44 +02:00
Sébastien Villemot 702ad871d4 Merge branch 'sensitivity' into 'master'
dynare_sensitivity.m: do not alter qz_criterium

See merge request Dynare/dynare!2132
2023-05-17 09:08:32 +00:00
Johannes Pfeifer df018ab14d dynare_sensitivity.m: do not alter qz_criterium 2023-05-16 09:22:13 -04:00
Sébastien Villemot eaba71e24c
CI: cache MinGW tarballs now that runners have non-persistent storage 2023-05-15 16:32:31 +02:00
Sébastien Villemot 3c35f34a79
🐛 Preprocessor / bytecode + block decomposition: temporary terms were not correctly output
Ref. preprocessor!115
2023-05-12 17:26:27 +02:00
Stéphane Adjemian (Guts) 43cb9b01c3
Update submodule dseries (fix #53). 2023-05-12 17:23:53 +02:00
Stéphane Adjemian (Guts) 93137310dd
Fix @dates/mtimes description. 2023-05-12 17:22:20 +02:00
Sébastien Villemot 4fa6101456
Preprocessor: use correct field for parallel_use_psexec 2023-05-12 14:44:39 +02:00
Stéphane Adjemian (Ryûk) 15027db136
Add missing initialization. 2023-05-11 15:59:38 +02:00
Stéphane Adjemian (Ryûk) 1f60657d99
Update dseries submodule (add new plotting routine for dseries objects). 2023-05-11 14:51:20 +02:00
Sébastien Villemot 1b02026d1c
Fix GCC 13 warning about overloading that hides virtual methods of base class 2023-05-09 21:36:43 +02:00
Sébastien Villemot aeff2bf48d
Fix GCC 13 warning about ambiguity of operator==() in C++20
In C++20, a==b can also be implicitly rewritten as b==a, assuming
commutativity. But if the operator==(const &) is not declared as const, and is
thus asymmetric, this results in an ambiguity because neither of a==b or b==a
is a better match according to the overload resolution rules.
2023-05-09 21:36:41 +02:00
Sébastien Villemot 792aa64e76
Update dependency list under Debian
[skip ci]
2023-04-28 12:00:25 +02:00
Stéphane Adjemian (Ryûk) 015513380f
Add new class for priors.
This commit only changes the routine used to draw random deviates from
the prior distribution, without relying on persistent variables (which allows
parallelisation).
2023-04-26 10:39:13 +02:00
Sébastien Villemot 339ba7102e
Merge branch 'linear_approximationm' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2130
2023-04-26 10:31:20 +02:00
Sébastien Villemot 8bb9a398aa
Octave compatibility: ignore new warning introduced for qz() in Octave 9
Should have been in commit 421eb1482c.
2023-04-26 10:30:04 +02:00
Sébastien Villemot 79477e5ba6
Manual: remove mexw32 from the list of supported MEX extensions
We no longer support Windows 32-bit.
2023-04-26 10:20:23 +02:00
Willi Mutschler 7ce2c1d5c2
macOS: update README macOS instructions for both Apple silicon and intel 2023-04-26 10:19:21 +02:00
Willi Mutschler b8352b251d
macOS: provisions to detect Apple Silicon architecture (maca64 and mexmaca64)
Works with MATLAB R2022b beta (ARM)
2023-04-26 10:19:14 +02:00
Willi Mutschler 5d335501d7
macOS: add mexmaca64 to gitignore 2023-04-26 09:55:56 +02:00
Johannes Pfeifer be28ab1cbe Manual: document approximation point of linear_approximation 2023-04-25 13:05:27 -04:00
Sébastien Villemot 74076b4615 Merge branch 'psexec' into 'master'
Manual: add information on psexec rights

See merge request Dynare/dynare!2129
2023-04-25 08:40:20 +00:00
Johannes Pfeifer b876cf0259 Manual: add information on psexec rights 2023-04-24 12:44:17 -04:00
Sébastien Villemot bee75c2fd5
Preprocessor / block decomposition: add specialized normalization algorithm for purely backward models 2023-04-24 17:50:25 +02:00
Sébastien Villemot 0c17d656e1
🐛 Steady state computation could fail with block+bytecode+mfs>0
The Jacobian used for solving a block was not square if there were recursive
variables.
2023-04-20 13:39:26 +02:00
Sébastien Villemot 030316f2d8
Bytecode: misc simplifications 2023-04-18 22:25:58 +02:00