Commit Graph

12515 Commits (c4c8a0256d77a2b50c31e657c26ce3c7f4c7ef67)

Author SHA1 Message Date
Johannes Pfeifer c4c8a0256d Add mjdgges.m unit test
Closes https://git.dynare.org/Dynare/dynare/-/issues/1438
2020-11-13 15:55:20 +01:00
Sébastien Villemot e6c8daf922 Merge branch 'endog_prior_NaN' into 'master'
endogenous_prior.m: deal with missing data

Closes #1744

See merge request Dynare/dynare!1768
2020-11-13 11:53:19 +00:00
Johannes Pfeifer 445cbf67d2 endogenous_prior.m: deal with missing data
Closes https://git.dynare.org/Dynare/dynare/-/issues/1744
2020-11-13 10:54:44 +01:00
Sébastien Villemot a922505bbe
Another fix for Fedora, needed for building MEX for Octave 2020-11-13 10:05:40 +01:00
Sébastien Villemot 74d7c8a7f4 Merge branch 'pf_init' into 'master'
Fix initialization of state variances

See merge request Dynare/dynare!1762
2020-11-12 11:22:41 +00:00
Sébastien Villemot 5fd2a06483 Merge branch 'discretion_news' into 'master'
discretionary_policy_1.m: take care of presence of auxiliary equations

See merge request Dynare/dynare!1767
2020-11-12 09:49:00 +00:00
Johannes Pfeifer dab5d38068 Fix initialization of state variances
- incomplete computation of variances in case 1
- wrong ordering for case 2
2020-11-12 10:43:04 +01:00
Johannes Pfeifer c0c1b98326 discretionary_policy_1.m: take care of presence of auxiliary equations
Happens e.g. with news shocks
2020-11-11 22:08:19 +01:00
Sébastien Villemot 460895d20e
Preprocessor: substitute out model-local variables early in the model transform pass
Incidentally, this makes it possible to use model-local variables with either
the “block” or “bytecode” option. (Closes: #1243)
2020-11-10 18:09:18 +01:00
Sébastien Villemot 2c59b9f5da Merge branch 'fedora' into 'master'
Added install instructions for CentOS

See merge request Dynare/dynare!1766
2020-11-10 14:41:27 +00:00
Willi Mutschler 28e06927b1 📝 Added install instructions for CentOS
[skip ci]
2020-11-10 14:41:27 +00:00
Sébastien Villemot fcb52478e4
Preprocessor: replace exogenous with lead/lags by auxiliary variables in deterministic models
Several tests need to be adapted, because they were implicitly making the
assumption that there is no auxiliary variable.

Incidentally, this closes #1731. This commit therefore also removes the
workaround introduced in 0391dbbeb1.
2020-11-09 16:34:12 +01:00
Sébastien Villemot 77438198a8 Merge branch 'fedora' into 'master'
Added install instructions for RHEL and remove some tested distributions

See merge request Dynare/dynare!1765
2020-11-09 13:11:03 +00:00
Willi Mutschler f5ed2250aa 📝 Added install instructions for RHEL and tested distributions
[skip ci]
Removed Debian 9 from tested distros as it requires newer version of several packages such as GCC, Octave, bison
Removed Ubuntu 18.04 as it requires newer version of Octave
2020-11-09 11:32:31 +01:00
Willi Mutschler 1d2ddb361e
📝 Added installation instructions for Fedora to README
[skip ci]
2020-11-06 17:46:11 +01:00
Willi Mutschler 8ad880af69
📝 Improve installation instructions and cosmetic changes in README
[skip ci]
2020-11-06 17:44:48 +01:00
Sébastien Villemot 3a42c234fe
Fix build failures on Fedora
— FCFLAGS needs to contain the compilation flags used when compiling Octave,
  otherwise it fails at configure stage when looking for gfortran
— Explicitly add -L$OCTLIBDIR, because with Octave 5 it is no longer there, and
  on Fedora the Octave libraries are no in the default linker search path
2020-11-05 18:52:11 +01:00
Sébastien Villemot c564c9f4e4
Update mkoctfile64 for Windows cross-compilation with values from Octave 5 2020-11-05 18:51:47 +01:00
Sébastien Villemot 029ab65e68
Perfect foresight with initval_file: fix another bug when M_.orig_maximum_lag ≠ M_.maximum_lag
Similar to 95dcb5f4b7.
2020-11-05 16:08:57 +01:00
Sébastien Villemot f7ee0b9441
Build system: add missing -fPIC flag for Fortran 2008 MEX files under Octave 2020-11-05 15:40:14 +01:00
Sébastien Villemot 95dcb5f4b7
Perfect foresight with initval_file: fix bug when M_.orig_maximum_lag ≠ M_.maximum_lag
By the way, remove inexact comment about a similar code in histvalf.m
2020-11-05 15:39:55 +01:00
Sébastien Villemot f823f1a691
Manual: fix link to (old) Dynare wiki 2020-11-03 16:52:23 +01:00
Sébastien Villemot ac59b22015
CI: take advantage of the new “needs” keyword
In particular, this allows us to split the “test” and “pkg” stages, without
increasing the execution time.
2020-11-03 11:24:24 +01:00
Sébastien Villemot 78462b1bbd Merge branch 'ifndef' into 'master'
Test for ifndef

See merge request Dynare/dynare!1763
2020-11-03 09:52:29 +00:00
Johannes Pfeifer d38a4428cc Move macro_processor/example1_macro.mod to subfolder 2020-11-02 16:00:03 +01:00
Johannes Pfeifer b4f3eb4a1c Add unit test for ifndef
See https://git.dynare.org/Dynare/dynare/-/issues/1747
2020-11-02 16:00:03 +01:00
Sébastien Villemot 463516c853
Preprocessor update
— Fix the interpretation of @#else clause within an @#ifndef
  Closes: #1747
— Fix the interpretation of @#elseif clauses within an @#ifdef or @#ifndef
— PAC model: fixes to M_.pac.MODEL.ar (information about autoregressive part)
  Ref. preprocessor#52
— PAC model: make detection of non-optimizing part more robust
  Ref. preprocessor#50
— Fixes to Julia output
2020-11-02 12:52:13 +01:00
Sébastien Villemot f46dfba961
Testsuite: workaround for glibc bug #19329
This bug is causing random crashes in the testsuite on our runners.

See https://sourceware.org/bugzilla/show_bug.cgi?id=19329
2020-10-23 12:35:35 +02:00
Sébastien Villemot 2a472a0a6b
Testsuite/MATLAB: output stderr to log file 2020-10-22 18:25:42 +02:00
Sébastien Villemot 5fab01c534
Perfect foresight: fix case where max lead/lag on exo is greater than max lead/lag on endo
Bug introduced in commit e21cb1ad6b

Ref. #1720
2020-10-21 19:12:22 +02:00
Sébastien Villemot 4e16ffcda2
Fortran MEX interface: minor fix for interface to dgemv 2020-10-21 18:17:41 +02:00
Sébastien Villemot 6f415dff61
Testsuite: add missing line continuation symbol in the list of .mod files
This was causing some tests to be skipped.

The bug had been introduced e7162a2a69.
2020-10-21 16:36:18 +02:00
Sébastien Villemot e21cb1ad6b
LMMCP: fix the purely backward and purely forward cases
Closes: #1720
2020-10-21 16:30:40 +02:00
Sébastien Villemot 4ba0f0a9c3
LMMCP: don’t report a wrong maxerror, rather put NaN 2020-10-20 18:27:19 +02:00
Sébastien Villemot 46da76c0ce
LMMCP: fix bug when periods=1
The fix in commit 24cc67e585 was incorrect.
2020-10-20 18:20:04 +02:00
Sébastien Villemot 87cc519321
LMMCP / linear perfect foresight: fix bug for models with a single equation
The routines use the find() function applied to a subset of columns of the
Jacobian, which in this case is a row vector. When passed a row vector, find()
returns row vectors (while it returns column vectors when passed a column
vector or a matrix). This case was not correctly handled.
2020-10-20 18:20:02 +02:00
Sébastien Villemot df58037feb
Reporting: rename @graph class to @report_graph, to avoid name clash with MATLAB’s @graph 2020-10-20 14:39:47 +02:00
Sébastien Villemot 4c12f03637
Windows package: bump dependencies 2020-10-16 17:27:03 +02:00
Sébastien Villemot ce5aa33a33
k-order DLL: no longer write journal file on-disk, unless options_.debug = true
Closes: #1735
2020-10-15 17:19:30 +02:00
Sébastien Villemot e3207b1d8c
Extended path: remove ep.use_bytecode flag
It’s actually useless and complicates the code. Simply rely on
options_.bytecode.

Ref. #1742
2020-10-15 11:06:59 +02:00
Sébastien Villemot 10333f99e2
Fix extended_path + bytecode under Octave
Ref. #1742
2020-10-15 10:59:15 +02:00
Sébastien Villemot 71e3e0d49e
Fix extended_path with bytecode
By the way, document and enforce the fact that stochastic extended_path (i.e.
order > 0) is not compatible with either bytecode or block.

Closes: #1742
2020-10-14 17:25:58 +02:00
Sébastien Villemot 43311a230f
Testsuite: histval_initval_file_unit_tests.m is not a TLS file 2020-10-14 17:16:35 +02:00
Sébastien Villemot 8acdb9f7cc
Testsuite: MATLAB R2014a compatibility fixes 2020-10-08 17:26:17 +02:00
Sébastien Villemot e7162a2a69
Block decomposition: new tests for mfs>0
Ref. #1726
2020-10-07 19:01:09 +02:00
Sébastien Villemot e576dc8c81
Block decomposition: fix evaluation of recursive variables in solved blocks
Ref. #1726
2020-10-06 18:31:13 +02:00
Sébastien Villemot a69d598b5f
Add the ability to automatically detect MATLAB version at configure time
It is thus no longer needed to pass the MATLAB_VERSION option to the configure
script when compiling from source.
2020-09-30 19:08:52 +02:00
Sébastien Villemot fa12e5abfc
Provisions for MATLAB R2020b 2020-09-24 15:43:06 +02:00
Sébastien Villemot b1f7924b19
Preprocessor update
— simplify external function C output
— internal change to SymbolTable::getTypeSpecificID()
— ensure that negative constants are never marked as temporary terms
2020-09-23 18:37:23 +02:00
Stéphane Adjemian (Charybdis) 4d8c8c407d
Fixed indentation. 2020-09-23 15:32:46 +02:00