552c40cfc4
Update dseries and m-unit-tests submodules
2018-12-12 14:48:50 +01:00
139e922c0f
No longer downoald x13 binary within CI
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The binary is now picked from the Debian package.
2018-12-12 11:06:20 +01:00
d2c10f216b
Update dseries submodule
2018-12-12 10:36:17 +01:00
8f5ba227d1
Updated dseries submodule.
2018-12-11 19:38:29 +01:00
89a8331eb6
Updated dseries submodule.
2018-12-10 23:00:52 +01:00
efec664667
Preprocessor update + corresponding change in parameters derivatives
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In the *_params_derivs.m files, in the "hp" matrix, the preprocessor now fully
outputs the symmetric elements, so getH needs to be adapted.
By the way, also clean up code for "rpp" and "gpp", were full symmetric
elements were also already present (and therefore do not need to be duplicated
in getH).
2018-11-22 17:53:39 +01:00
635aa65665
Merge branch 'ident_plot_bug' into 'master'
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identification_analysis.m: Fix bug introduced in 60d95b65f2Dynare/dynare!1637
2018-11-16 16:21:14 +00:00
b615d2d795
identification_analysis.m: Fix bug introduced in 60d95b65f2
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We already used a variable called offset
2018-11-16 16:20:27 +01:00
4ecbcbb136
evaluate_steady_state_file.m: Remove redundant setting of auxiliary variables
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The original problems seems to have been fixed by #1133
Essentially reverts 3c7e60b744closes #1175
2018-11-16 14:12:55 +01:00
f947a31b80
evaluate_steady_state_file.m: fix two bugs in debugging mode
2018-11-16 09:24:43 +00:00
60d95b65f2
Identification strength: make plotting consistent
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1. Rely on actually computed standard deviations in bayestopt_ instead of potentially unset estim_params_
2. Remove arbitrary normalizations/omitted normalization in case of division by 0 in normalization
3. Distinguish between 0 identification and division by 0 due to normalization in plots
(cherry picked from commit 7341e21a381850c47fbed018bf6a7acdda4fa92e)
2018-11-16 10:17:30 +01:00
ad451ad224
Merge branch 'prior_dens_info' into 'master'
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Deal with info returned by priordens being a vector
See merge request Dynare/dynare!1629
2018-11-15 09:39:11 +00:00
513f3ec68e
Merge branch 'evaluate_steady_state' into 'master'
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evaluate_steady_state.m: consistently use params
Closes #1627
See merge request Dynare/dynare!1630
2018-11-15 09:22:09 +00:00
30361ccb49
GSA scatter plots: Correctly pass LaTeX-names to figure
2018-11-14 18:37:54 +01:00
022913579a
map_calibration.m: Fix bug that prevented display of restrictions
2018-11-14 18:37:05 +01:00
c16c2fb894
evaluate_steady_state.m: consistently use params
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Prevents erroneously relying on stale parameters from M.params (thanks to Tom Holden); closes #1627
2018-11-14 16:01:55 +01:00
09a166f4e7
Revert "adding missing any()"
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This reverts commit a5b97a28a0
2018-11-14 15:04:27 +01:00
c1b0bb5ee3
initial_estimation_checks.m: Turn vector info into scalar
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Related to a5b97a28a0
2018-11-14 15:02:15 +01:00
18faa9733c
Further updates related to minimal MATLAB version bump
2018-11-13 18:29:20 +01:00
7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments
2018-11-13 18:02:09 +01:00
ce49cd95df
Add missing iscolumn and ismatrix for MATLAB < R2010b
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Also fix a bug in isrow (it was not checking the rank of the array).
2018-11-13 16:59:27 +01:00
736d43c4e6
Bump minimal MATLAB version requirement to 7.9 (R2009b)
2018-11-13 15:59:16 +01:00
096936be9c
The preprocessor now compiles the MEX when use_dll is specified
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Update documentation accordingly (except on macOS where the solution has not
yet been implemented).
Also include MinGW in the Windows installer.
2018-10-29 14:41:34 +01:00
cc4183d3a5
Fix for recent MATLABs under Windows
2018-10-26 15:02:26 +02:00
8cb51e26e6
options_.instruments is now a cell array
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This fixes crashes under Octave (while MATLAB seems to accept array-indexing
with cell arrays).
2018-10-25 15:01:53 +02:00
e5317b17de
Cosmetic change.
2018-10-06 17:52:58 +02:00
108854a484
Bug fix. verbosity option was not honoured in simplex algorithm (8).
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Thanks to Reuben for reporting.
2018-10-06 17:50:37 +02:00
3ad654b9b8
Allowing for different number of periods in conditional_forecast_path.
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Updated preprocessor submodule.
2018-09-27 18:58:24 +02:00
07141a8681
Various optimizations.
2018-09-26 22:51:05 +02:00
7c83ba7ea7
Fixed documentation header.
2018-09-26 22:51:05 +02:00
2cf6ccdaa5
Updated dseries submodule.
2018-09-18 17:37:37 +02:00
3e6e448134
Updated dates and dseries submodules.
2018-09-14 23:13:13 +02:00
99aadf7d1a
Updated m-unit-tests submodule.
2018-09-14 15:37:30 +02:00
51416bf2ae
Always use "isoctave" for testing Octave context
2018-09-07 17:22:08 +02:00
86445832fd
Added routine returning true iff a variable is an auxiliary variable.
2018-08-10 14:52:22 +02:00
13526bcbce
Octave now has the same graphical waitbar as MATLAB (for MCMC progress)
2018-08-02 15:33:18 +02:00
d03cc56587
solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
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The gmres() function has been implemented (actually since Octave 3.4.1!).
2018-08-02 15:20:39 +02:00
fda021855c
Fix forecast command with deterministic exogenous and linear option
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Closes #1608
2018-08-02 14:20:51 +02:00
6d79ca4f58
Return 0 if input is empty.
2018-07-28 10:48:43 +02:00
a5b97a28a0
adding missing any()
2018-07-27 20:24:13 +02:00
433a68169d
TaRB: fix bug where incorrect last posterior was returned if last draw was rejected
2018-07-24 17:07:29 +02:00
157641ac91
Updated particles submodule.
2018-07-24 14:12:53 +02:00
cffff796f1
Added routine to test if an auxiliary variable is a lag of a variable.
2018-07-23 10:41:34 +02:00
7421e6b5b2
Fixed copyright header.
2018-07-19 15:36:02 +02:00
44c49eaef8
Improved iterations display of Dynare's simplex routine.
2018-07-19 15:15:05 +02:00
2d321cb0e3
Increased default number of iterations in simplex.
2018-07-19 15:15:05 +02:00
97229177b4
simplex_optimization_routine.m: account for penalty indicator being third output, not fourth one
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Caused occasional crashes
2018-07-19 09:25:27 +02:00
5361325ba9
Fixed unit test (false negative in Octave testsuite).
2018-07-18 12:18:43 +02:00
ac3af2052a
Remove test from Octave testsuite.
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The function is only called by Matlab if the statistics toolbox is not available.
2018-07-18 11:14:47 +02:00
064b270795
Updated dseries submodule (Octave testsuite fixes).
2018-07-17 18:41:25 +02:00
8b0d673458
Cosmetic change (Octave unit test).
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(cherry picked from commit 48ee13646a072d0ad9466f901f2d048594717d71)
2018-07-17 17:44:42 +02:00
0d27bd8dea
Fixed unit tests on Weibull pdf (Octave testsuite).
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(cherry picked from commit bc962a91c0749e6c9f108c867acde134e6bb80fc)
2018-07-17 17:44:15 +02:00
4154817acc
Added missin semicolons.
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(cherry picked from commit 4a0b1c2e93d23c85a7874b1bbea85819f56739f5)
2018-07-17 17:43:58 +02:00
9d01b17e03
Removed one unit test from Octave testsuite.
2018-07-17 11:30:20 +02:00
0074561182
Updated dseries submodule (unit test fix).
2018-07-14 11:54:01 +02:00
7685a0ccda
Octave compatibility fix
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Now that the set_auxiliary_variables file is in a "+" directory, Octave fails
at str2func if the file does not exist.
2018-07-13 17:22:27 +02:00
30c41733bc
Updated dseries submodule.
2018-07-12 19:38:15 +02:00
ebad639546
Bug fix (parenthesis mismatch).
2018-07-11 11:03:15 +02:00
f0a5a2aac9
Adapted codes to the json files new location.
2018-07-10 20:17:43 +02:00
3863a74319
Fix bug introduced in 13ce91861 in graph decomposition under MATLAB
2018-07-04 12:33:51 +02:00
13ce918612
Octave compatibility fixes in graph decomposition
2018-07-02 16:06:11 +02:00
b2c554623f
Various fixes related to the new layout of generated files
2018-06-28 18:14:40 +02:00
87bb0c6997
Fix mistake in previous commit w.r.t. steadystate file
2018-06-27 17:15:13 +02:00
a1b8bd39b2
Move the location of various generated files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
93bb326cc2
Added routines for dealing with extraction of a single equation from JSON output.
2018-06-21 18:46:38 +02:00
e3727db6a4
Updated particles submodule.
2018-06-14 11:50:55 +02:00
eacb6eb498
Updated dseries submodule (bug fix).
2018-06-09 18:34:09 +02:00
6607d3907a
disp_identification.m: Account for jweak_pair generally being a matrix
2018-06-09 08:59:43 +02:00
b8094a2e84
Correct display of identification message if parameters are only collinear
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Closes #1614
2018-06-07 19:29:24 +02:00
79484607a7
Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
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Complete the fix started in 8913791ff0
2018-06-07 16:14:02 +02:00
09ac7f6249
identification_analysis.m: make sure that increase in options_.ar is passed back via options_ident
2018-06-07 13:17:42 +02:00
8913791ff0
fixes bug for solve_algo = 10 and lags on exogenous variables
2018-06-07 12:21:58 +02:00
a71e0ebee4
Add a compile-time check for MATLAB version, as we already do for Octave
2018-06-06 14:31:25 +02:00
88e89dfb21
Refactor test for Octave version
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Distinguish between a minimal version required (from a source code perspective,
applicable on all platforms) and an exact version requirement (from a binary
package perspective, in practice used only for our Windows package).
2018-06-06 14:27:53 +02:00
57f6183d2f
Move some functions out of missing/stats/, since they are only needed for MATLAB
2018-06-06 13:02:42 +02:00
9211d902a0
Update dseries
2018-06-05 19:56:42 +02:00
933ed45ead
Octave 4.4 no longer includes statistics functions
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Those have been moved to the statistics package. If that package is not there,
use a fallback.
2018-06-05 19:53:06 +02:00
7cbac0c989
Fix user_has_octave_forge_package
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Packages are no longer autoloaded, so testing whether they are "Loaded" does
not work in all cases.
The function now ensures that the package is loaded.
2018-06-05 19:53:02 +02:00
0b2828af8a
Fix typo
2018-06-05 17:27:22 +02:00
e8ade6a187
Fix display of Dynare command arguments
2018-06-05 17:27:03 +02:00
8cadb2ac59
Silence Octave:classdef-to-struct warning
2018-06-05 17:24:52 +02:00
c7a57e5906
corrcoef is included in Octave 4.4
2018-06-05 17:14:41 +02:00
7b546ba696
Compatibility fix for MATLAB < R2010b (7.11)
2018-05-30 17:44:46 +02:00
474556e0ca
Added routines related to auxiliary variables.
2018-05-29 15:44:41 +02:00
d5862f93bf
add comment explaining changes in 4e79d12e53
2018-05-28 14:32:11 +02:00
4e79d12e53
move declaration of default values from global_initialization to a separate function
2018-05-28 14:07:32 +02:00
97af53b82d
fix mkdir call in global_initialization
2018-05-28 14:07:32 +02:00
02084ce310
Remove qzcomplex Oct-file
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It's actually not needed. The QZ complex decomposition can be obtained in
Octave on real matrices by casting them to the complex type.
2018-05-17 12:11:15 +02:00
ac5fcbe231
Use new approach for setting aux variables in model inversion routine.
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(cherry picked from commit f1ed81aae2
2018-05-16 17:27:51 +02:00
14fbfa028b
Move qzdiv.m and qzswitch.m to partial_information/ subdir
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They are no longer used in the main codebase.
2018-05-16 17:12:48 +02:00
59ad26a3c9
Improve fallback code when mjdgges DLL is absent
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The new code relies on qz(..., 'real'), ordqz and ordeig, and returns a real
decomposition. The previous version was using Sims' qzdiv and returned a
complex decomposition.
As a consequence, we can drop options_.qzdiv, which was used to detect when
imaginary parts had to be dropped.
This code does not work on Octave for the time being, but this is acceptable
since it is only a fallback.
2018-05-16 17:12:48 +02:00
c180777818
Move check about Octave version to the same place as check for MATLAB
2018-05-16 17:12:48 +02:00
42b82087d5
Remove codepaths for unsupported Octave versions
2018-05-16 17:12:48 +02:00
afbac2e8eb
Added strsplit routine in missing.
2018-05-16 16:41:43 +02:00
f53be721c1
Added new option mh_tune_jscale.
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Works only with the Random Walk Metropolis Hastings algorithm.
Closes #1598
2018-05-16 16:37:22 +02:00
e2c2f2d966
Remove fallbacks for ilu, linsolve and ordschur under Octave
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These functions are all included in Octave 4.2.
2018-05-16 10:48:44 +02:00
473b2f59ef
Provisions for MATLAB 9.4 (R2018a)
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Take into account the API break in the MEX interface (new interleaved complex API).
But do not split MEX directories on MacOS X for the time being.
2018-05-14 15:16:03 +02:00
3fe758c2b2
Cosmetic change in doc headers.
2018-05-05 21:58:52 +02:00
8f53be2a6f
Impose the consistency of the count of unstable eigenvalues...
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... Between stoch_simul and check. Added sdim (the number of stable
eigenvalues) and edim (the complementary number of explosive eigenvalues) in dr
structure. The test is always done with sdim (or edim) returned by mjdgges.
2018-05-05 19:53:13 +02:00
fa15c3dbc7
Updated dates submodule. Closes #1601 .
2018-05-05 14:56:56 +02:00
fa67aeb7a6
Fixes issue #1607 .
2018-05-05 10:29:37 +02:00
891e3ba7be
Cosmetic change in doc headers.
2018-05-05 10:24:01 +02:00
cee6dda44d
Fixed check for octave version.
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We should not issue a warning if version() is greater than supported_octave_version().
2018-03-24 22:48:45 +01:00
aa4cabcbeb
Fixed bug (simulation of backward models).
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Was crashing with three inputs (last one is for innovations) when the first input was an empty array.
2018-03-12 09:45:15 +01:00
8263bbba8a
Use new mechanism for setting auxiliary time series.
2018-03-12 09:34:56 +01:00
86be2cb998
Fixed typo.
2018-03-02 10:26:48 +01:00
857a3842e3
Cosmetic change.
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Changed M_.max_*_orig into M_.orig_maximum_* for consistency with other fields.
2018-03-01 10:13:44 +01:00
b84e3054e3
Various fixes for backward models routines.
2018-03-01 09:29:48 +01:00
667bfb6948
dseries: submodule update
2018-02-20 11:03:12 +01:00
fa598b751b
Fixed prior command with optimize.
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Penalty was not passed correctly.
2018-02-17 21:00:23 +01:00
d54cdbf0ac
fix output when no arguments are passed to dynare
2018-02-16 17:31:53 +01:00
5d439bcb18
submodule update: preprocessor and add dynare version to dynare.m
2018-02-16 17:31:47 +01:00
350b8fb529
Updated dseries submodule (prevent initialization crash if unable to install X13 binary).
2018-02-10 12:24:20 +01:00
224ccb7bab
sim1_linear.m: change hard-coded tolerance to option
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The tolerance for the steady state check should depend on the accuracy of the steady state computation
2018-02-07 18:42:12 +01:00
4adebd4419
Fixed copyright header.
2018-02-01 22:51:23 +01:00
cf5f556f4a
Do not re-set auxiliary variables if they are already available in the input info [i.e. smoothed variables].
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This makes the function robust when one provides info using UpdatedVariables, instead, for faster realtime exercises.
2018-02-01 19:17:59 +01:00
a7bc6414f5
fixed bug to logical if condition
2018-02-01 19:14:13 +01:00
127a543b65
prior bounds: make sure that lower and upper bounds only affect mode-finding
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99dbc8c74d
2018-02-01 10:16:47 +01:00
fe7da22853
Fixed copyright header.
2018-02-01 10:05:03 +01:00
da48dea37c
identification_analysis.m: remove transformation to char when cell is expected
2018-02-01 09:58:31 +01:00
410f8bd07c
Cosmetic change and fixed copyright header.
2018-02-01 09:53:23 +01:00
3679afe849
Discretion: Added catch for infinities
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Comment: A user provided a file in which the Sylvester equation solved using doubling can evaluate to inf. When Doubling fails, one can try the Hessenberg-Schur algorithm.
2018-02-01 09:53:23 +01:00
13a30a0a4e
add a new case for ratios between endogenous variables, like trade balance to GDP.
2018-01-27 10:37:31 +01:00
b3bcd2c8b0
bug fixes: wrong name of field fig_name and properly using user defined fig_name
2018-01-27 10:37:31 +01:00
5e7256daeb
Bug fixes after changes in the options structures for shock decompositions.
2018-01-27 10:37:31 +01:00
cbc0cdfef8
Fix bug in multivariate Kalman smoother when observations are missing
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The singularity branch did not correctly account for the switching number of observables
2018-01-26 23:13:45 +01:00
8e73289fe5
read_variables.m: consistently account for variables being stored as cell array
2018-01-26 12:29:03 +01:00
74fc7cc078
Copyright header fix.
2018-01-26 12:01:07 +01:00
c4f1958690
Cosmetic changes + Copyright headers fixes.
2018-01-26 12:00:27 +01:00
b933a440bf
Add debugging info to Kalman filter routines
2018-01-26 11:47:39 +01:00
b9741548b0
As we do for the smoother, check the rank of Pinf only for the observables (i.e. using Z*Pinf*Z')
2018-01-26 11:47:39 +01:00
cf8213f7a0
fix to the Kitigawa transformation that allows to reduce the computing time of the likelihood in large models, with a lot of static variables, by 30-50%.
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This fixes the bug in e97e5c34072f9dc09285#1312 .
2018-01-26 11:47:39 +01:00
60efdd49bb
disp_steady_state.m: Use character array to make sure alignment in display of steady state is right
2018-01-26 11:45:54 +01:00
a418a04249
model_diagnostics.m: bugfix after transition to cell arrays
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disp does not work with cell
2018-01-26 11:45:54 +01:00
9fadf19bc2
Add -accepteula flag to psexec call
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Prevents freezing if dialog has not been opened before
2018-01-25 11:45:41 +01:00
ec3fb76aa7
posterior_sampler: Fix naming error that crashes parallel estimation
2018-01-25 11:45:41 +01:00
2647f258d4
Cosmetic changes (code factorization).
2018-01-25 11:34:54 +01:00
4c7960fbdc
AnalyseComputationalEnvironment.m: print out command that caused error as well as system response
2018-01-25 10:49:58 +01:00
ef797eec0f
mode_check.m: account for case where bounds are infinite and not plots are shown
2018-01-24 23:21:10 +01:00
c7a860e6b6
Fixed bug in interactive choice of the endogenous variables.
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Bug introduced when we replaced the character arrays by cell of row character
arrays. Closes #1577 .
2018-01-24 18:22:45 +01:00
28b499af3b
Filter out cases where stochastic_solvers.m is called at higher order without k_order_solver
2018-01-24 17:50:42 +01:00
ad0bff3771
Added comments.
2018-01-24 17:24:21 +01:00
99e4cb6e7e
evaluate_steady_state_file.m: Condition call to str2func on function being present
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Workaround for Octave bug https://savannah.gnu.org/bugs/?52568
2018-01-24 17:21:16 +01:00
76d05aea57
Merge branch 'pr#1583'
2018-01-24 16:38:37 +01:00
e6cc7d6a7f
Rewrote header.
2018-01-24 15:59:47 +01:00
145f1e7b1c
Streamlined code by removing unnecessary conditions.
2018-01-24 15:59:04 +01:00
92549e48b1
Make demean.m use nanmean
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Otherwise estimation with missing observations and prefilter option will crash
2018-01-20 08:26:00 +01:00
055ffb0b9e
Added second input argument to missing/nanmean routine.
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This additional argument is optional and can be used to specify along which
dimension the mean has to be computed.
Fixes the bug introduced in b4204f8b9e
2018-01-13 00:10:50 +01:00
ec35210e06
- bug fix for when NO parameter is detected below pvalue threshold
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- fix to the case when no plot is done when there are too few behavioral/non-behavioral runs [as it already happens when one of the two sets is empty]
- added more explicit messages on screen
2018-01-12 10:04:57 +01:00
b4204f8b9e
Make sure that mean and covariance of data are correctly computed with only one observation
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Need to always compute mean along first dimension
(cherry picked from commit 2d371b1997f5fa07fcbbf47e5923d7817d07c6b9)
2018-01-12 09:48:14 +01:00
Sébastien Villemot
Stéphane Adjemian (Hermes)
Johannes Pfeifer
Michel Juillard
Stéphane Adjemian(Charybdis)
Stéphane Adjemian(Charybdis)
Michel Juillard
Houtan Bastani
Marco Ratto
Marco Ratto