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13819 Commits (d0bada1fdf4dd534b4b02df7c544cb04e1aff9af)

Author SHA1 Message Date
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
Stéphane Adjemian (Charybdis) b066012033
Fixed R² in SUR model when estimating a subset of equations. 
Closes #5
 2020-10-26 15:07:50 +01:00
Sébastien Villemot cf68570813
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

(cherry picked from commit f46dfba961)
 2020-10-23 15:32:07 +02:00
Sébastien Villemot 299769c51b
Testsuite/MATLAB: output stderr to log file 
(cherry picked from commit 2a472a0a6b)
 2020-10-23 15:32:06 +02:00
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
Stéphane Adjemian (Charybdis) f36ee06041
Updated dseries submodule (matlab-fame-io improved initialization of daily dseries from FAME). 2020-10-21 19:29:07 +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 6d2e79b5f6
Preprocessor rebase: PAC model / make detection of non-optimizing part more robust 2020-10-19 18:36:24 +02:00
Sébastien Villemot 33d8bc55f3
Redisable tests/pac/trend-component-31/example.mod, it is not yet ready (some fixes are needed in the M code) 2020-10-16 18:11:01 +02:00
Sébastien Villemot 4c12f03637
Windows package: bump dependencies 2020-10-16 17:27:03 +02:00
Sébastien Villemot 8e3127d69e
Preprocessor rebase 
– PAC model: fixes to M_.pac.MODEL.ar (information about autoregressive part)
  + Fix order of items in this structure. Previously, items were ordered
    according to the declaration order of parameters. Now, items are order
    according to lag order (first lag appears first)
  + Gracefully handle the case where there is no autoregressive part
    (Ref. Dynare/preprocessor#52)
– Block decomposition:
  + bugfix for solve one boundary blocks with mfs>0
  + fix evaluation of recursive variables in solved blocks
  (Ref. Dynare/dynare#1726)
— Fix various potential bugs with model local variable
— Ensure that negative constants are never marked as temporary terms

By the way, activate tests/pac/trend-component-31/example.mod, since it should
now work.
 2020-10-16 16:53:26 +02:00
Sébastien Villemot 7270f722e4
Activate test for two PAC equations in the same file 2020-10-16 16:30:38 +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
Stéphane Adjemian (Charybdis) 2428aa7e28
Updated dseries submodule (matlab-fame-io). 2020-10-14 10:44:05 +02:00
Stéphane Adjemian (Charybdis) 415c024445
Updated dseries submodule (added conversion to lower frequency routines). 2020-10-09 10:02:35 +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
Stéphane Adjemian (Charybdis) 2eb77f2323
Updated dseries submodule (bug fixes related to daily frequency). 2020-10-02 19:28:37 +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
Stéphane Adjemian (Charybdis) 80bfbc0736
Merge non linear shock decomposition for backward models. 
Closes #2.
 2020-09-29 18:17:25 +02:00
Sébastien Villemot 8d4a80956c
Add tests for matrix notation 
Closes: Enterprise/dynare#1
 2020-09-29 16:52:20 +02:00
Sébastien Villemot 2acacf61f1
Matrix notation: fix bug in numerical Hessian of external functions 2020-09-29 16:52:02 +02:00
Houtan Bastani 1975e467b5
update jacob_element & hess_element for vector arguments 2020-09-29 16:52:02 +02:00
Sébastien Villemot 66361eb28d
Add test for shock decomposition of backward models 
Ref: Enterprise/dynare#2
 2020-09-28 18:26:29 +02:00
Stéphane Adjemian (Charybdis) 511908e011
Factorized initialization of fields required by solve_algo={12,14}. 
Closes #3.
 2020-09-25 23:45:21 +02:00
Stéphane Adjemian (Charybdis) e690c5de5a
Merge Enterprise/block_trust_region into enterprise. 2020-09-24 16:05:55 +02:00
Sébastien Villemot fa12e5abfc
Provisions for MATLAB R2020b 2020-09-24 15:43:06 +02:00
Stéphane Adjemian (Charybdis) c7c7358a5b
Cosmetic changes. 
Closes #5
 2020-09-24 13:33:46 +02:00
Dóra Kocsis 8fe39ded76
Change R2 computation in multivariate models (SUR) 2020-09-24 13:17:21 +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) 3a692f8ab1
Fixed indentation. 
(cherry picked from commit 4d8c8c407d)

[skip ci]
 2020-09-23 15:35:56 +02:00
Stéphane Adjemian (Charybdis) 4d8c8c407d
Fixed indentation. 2020-09-23 15:32:46 +02:00
Stéphane Adjemian (Charybdis) 17e6421ea3
Merged master into enterprise. 
Fixed conflict in
 - doc/manual/source/running-dynare.rst
 2020-09-23 15:28:19 +02:00