The mean(…, 'omitnan') syntax does not exist before R2015a. Use nanmean
instead (either provided by the statistics toolbox, or by our fallback under
matlab/missing/stats/).
The TeX option crashes MATLAB R2014a run with "-nodisplay" option
(as is done from the testsuite). We disable the TeX option in that case.
Since we can’t directly test whether "-nodisplay" has been passed, we test for
the "TOP_TEST_DIR" environment variable, which is set by the testsuite.
Note that it was not tested whether the crash happens with more recent MATLAB
versions, so when OLD_MATLAB_VERSION is increased, one should make a test
before removing this workaround.
Because of a bug, Octave wrongly complains that matlab/+pac/+bgp/{get,set}.m
shadow built-in functions (see https://savannah.gnu.org/bugs/?46849).
We disable the warning as early as we can after running the dynare command.
However the warning will nevertheless appear two times in a given Octave
session (the first time when the addpath to Dynare is done, the second time
when the dynare command is run).
When merging the enterprise code, the dogleg subfunction was modified to
incorporate a call to decomposition(), which does not exist under Octave and
MATLAB < R2017b.
For those cases, we reinstate the old code (which uses a plain matrix right
divide).
– preprocessor binary renamed to dynare-preprocessor
— the preprocessor binary is now installed under a preprocessor/ top-level directory
— a backward-compatibility symlink is still provided under
matlab/preprocessor64/dynare_m
— the make install rule now install PDF and HTML documentation when those have
been built
Closes: #1728
- use of function for getting labels will allow to accommodate https://git.dynare.org/Dynare/dynare/-/issues/349
- incidentally fixes a bug in the display of the simulated variance decomposition for observables with measurement error
- lsqnonlin takes less time in Andreasen toolbox due to different handling of bounds; our approach is better (objective is smaller for RBC model)
- user-specified weightning matrix does work
- qz_criterium is set to 1+e-6 to allow for unit-roots (but observables need to be stationary)
- informative message is printed that NaN values in data moments are replaced by mean
- estimated_params_bounds work as well as informative message when parameters are not calibrated
- SMM at any order without pruning works
- SMM with pruning works for orders 1,2,3; for orders above 3 simult_.m throws an error that pruning is not available
- Analytical standard errors for GMM and Bayesian estimation is included
- dirname is not needed
- Remaining to dos are updated
- Set pruning to false as default, for GMM we turn it on for order>2 and display a message for the user that we do so
- Provide error if users try GMM with order > 3
- For SMM, order > 2 and no pruning, simult_.m uses Dynare++ routines which require a seed
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Willi Mutschler