Stéphane Adjemian (Charybdis)
202bf913c0
Cosmetic changes.
2020-09-23 13:56:08 +02:00
Stéphane Adjemian (Charybdis)
a40f30cada
Closes #1761 (Fixes for histval_initval_file)
2020-09-23 12:19:18 +02:00
Sébastien Villemot
d61f4166ad
Testsuite: add a test for a purely forward variable in block+bytecode mode
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Closes : #1727
2020-09-22 16:46:58 +02:00
Sébastien Villemot
73253a0620
Bytecode + Block decomposition: fix crash with purely forward variables
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After simulating a block containing purely forward variables (thus of type
“evaluate backward”), the it_ variable of the evaluator would be left in an
inconsistent state (typically 0, which means that taking the value of a lagged
variable would lead to an invalid read).
By the way, fix a symmetric problem for backward blocks (which could
potentially create a invalid read for purely backward models).
Ref. #1727
2020-09-22 16:45:44 +02:00
Sébastien Villemot
8803bc1479
Bytecode: minor improvement to debugging information
2020-09-22 16:42:33 +02:00
Michel Juillard
c366a8c3da
fix bugs
2020-09-20 16:52:31 +02:00
Michel Juillard
c2e43c0093
fix histval_initval_file unit tests
2020-09-20 11:11:26 +02:00
Michel Juillard
57c94a1c76
revise options checks
2020-09-19 19:17:42 +02:00
Michel Juillard
9e94252d1a
fix target values for periods
2020-09-19 12:18:24 +02:00
Michel Juillard
b6582c2d5f
fix handling firstsimulationperiod
2020-09-19 12:18:24 +02:00
Michel Juillard
91b4cfd3a8
fixes handling of periods in histval_file/initval_file
2020-09-19 12:14:43 +02:00
Sébastien Villemot
865ab47fa9
Provide block_trust_region MEX under solve_algo 13 and 14
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- block trust region solver now available under solve_algo=13
It is essentially the same as solve_algo=4, except that Jacobian by finite
difference is not handled. A test file is added for that case
- block trust region solver with shortcut for equations that can be evaluated
is now available under solve_algo=14 (in replacement of the pure-MATLAB solver)
Closes : Enterprise/dynare#3
2020-09-18 18:01:56 +02:00
Sébastien Villemot
7e21bf2a10
Block trust region MEX: use MATLAB’s dmperm for the Dulmage-Mendelsohn decomposition
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It turns out that MATLAB’s implementation is significantly faster than my own
Fortran implementation.
2020-09-18 17:55:58 +02:00
Sébastien Villemot
35a162c6a6
Block trust region MEX: fix memory leak in MATLAB function closure
2020-09-18 17:55:58 +02:00
Sébastien Villemot
0b41d17374
dynare_solve: fix display of number of dmperm blocks
2020-09-18 17:55:58 +02:00
Sébastien Villemot
adf1fdb009
Block trust region MEX: add safety check for squareness of blocks
2020-09-18 17:55:58 +02:00
Sébastien Villemot
9430b4e9ca
Block trust region MEX: add debugging information
2020-09-18 17:55:57 +02:00
Sébastien Villemot
4c2b906962
Add routine for shock decomposition of backward models
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Closes : Enterprise/dynare#2
2020-09-18 17:40:45 +02:00
Sébastien Villemot
fcc3a3cec2
Testsuite: fix repeated typo in equation name
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[skip ci]
2020-09-18 17:40:44 +02:00
Sébastien Villemot
2aeecfa4f3
Switch preprocessor submodule to Enterprise group
2020-09-18 17:39:01 +02:00
Sébastien Villemot
a9fea692e9
Preprocessor: allow 'use_dll' option to be specified on the command line
2020-09-18 15:20:00 +02:00
Sébastien Villemot
0ea2e40adf
Manual: remove compilation warning due to nograph entry being in two different .rst files
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[skip ci]
2020-09-18 15:17:50 +02:00
Sébastien Villemot
f6e7c2d061
Manual: remove obsolete requirement for 'use_dll' on Windows
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[skip ci]
2020-09-18 15:05:38 +02:00
Stéphane Adjemian (Charybdis)
2b44e5f815
Updated preprocessor (Fix for PAC equation with growing target).
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[skip ci]
2020-09-18 11:16:45 +02:00
Stéphane Adjemian (Odysseus)
248ad18846
Merge remote-tracking branch 'Dynare/master' into enterprise
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Fixed conflicts in:
- .gitlab-ci.yml
- matlab/dynare_config.m
- matlab/dynare_solve.m
- matlab/initvalf.m
- matlab/perfect-foresight-models/make_ex_.m
- matlab/perfect-foresight-models/perfect_foresight_setup.m
- mex/build/matlab/Makefile.am
- mex/build/matlab/configure.ac
- mex/build/octave/Makefile.am
- mex/build/octave/configure.ac
- mex/sources/Makefile.am
- preprocessor
- tests/Makefile.am
2020-09-17 14:53:32 +02:00
Sébastien Villemot
b281d682f2
Manual: document default name for “shock_groups” blocks
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By the way, fix the syntax description for the name (it needs *not* be quoted).
[skip ci]
2020-09-14 18:43:08 +02:00
Sébastien Villemot
9a726e6138
Dynare++ tutorial: add a note about the computation of IRFs when shocks are correlated
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The treatment is different that that of Dynare. For more background, see
https://forum.dynare.org/t/difference-between-high-order-approx-in-dynare-and-dynare/16570/4
By the way, make a few minor modernizations.
[skip ci]
2020-09-09 17:04:16 +02:00
Sébastien Villemot
b9812a0ff0
Fix another issue with extended_path + bytecode
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As reported in https://forum.dynare.org/t/extended-path-bytecode/16577
2020-09-08 13:13:00 +02:00
Sébastien Villemot
82ec87933a
Examples: convert some files to UTF-8
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Those files were in ISO-8859-1 encoding, which is being phased out.
By the way, use typographic quotes.
[skip ci]
2020-09-07 17:24:53 +02:00
Sébastien Villemot
636d23fa49
Release notes for 4.6.2
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[skip ci]
2020-09-07 12:35:56 +02:00
Sébastien Villemot
7d0f8aa116
Merge branch 'exogenouslag' into 'master'
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Exogenouslag
See merge request Dynare/dynare!1759
2020-09-04 14:02:04 +00:00
MichelJuillard
0391dbbeb1
fix bug with lag on exogenous variables on more than one period
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(cherry picked from commit 492124ce9886e6aef4f4cefef302241d7edfe024)
2020-09-04 14:02:04 +00:00
Sébastien Villemot
9b946ca0af
macOS package: fix compilation of x13as against gfortran 10
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Add -std=legacy to FFLAGS.
Do the same for the Windows package, even though we don’t yet use version 10 of
gfortran (but that will of course happen at some point).
2020-09-04 10:47:43 +02:00
Sébastien Villemot
fa87c296cb
Preprocessor, use_dll: add the “restrict” C99 keyword to all pointers to double
2020-09-03 18:10:19 +02:00
Sébastien Villemot
26597bf093
Remove more utilities related to conversion of oo_ between Dynare versions
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Ref. #915
2020-09-03 16:45:21 +02:00
Sébastien Villemot
2840526034
Merge branch 'parallel' into 'master'
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AnalyseComputationalEnvironment.m: define missing command string used in error message
See merge request Dynare/dynare!1758
2020-09-03 14:41:18 +00:00
Sébastien Villemot
34f66d3db8
Windows package: GCC 10 now depends on zstd
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Closes: preprocessor#55
By the way, bump other dependencies.
2020-09-03 15:58:05 +02:00
Johannes Pfeifer
d7b7ce8940
AnalyseComputationalEnvironment.m: define missing command string used in error message
2020-09-02 12:41:31 +02:00
Sébastien Villemot
94adca9aad
Preprocessor: remove matched_moments_ as input argument as it is now a field of M_
2020-09-01 15:15:21 +02:00
Sébastien Villemot
b891695680
Merge branch 'JohannesPfeifer/dynare-MoM'
2020-09-01 15:14:43 +02:00
Sébastien Villemot
7738ea0a25
macOS: use GCC 10 for building, since GCC 9 is no longer in Homebrew
2020-09-01 14:39:17 +02:00
Sébastien Villemot
f31aefccf6
Preprocessor update
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– Make preprocessor recognize default order=2 of stoch_simul
— Fix faulty logic in checks for mh_tune_jscale
— Fix handling of multiple PAC models
— PAC/MCE: improve informative message about # of aux. vars/eqs by adding the
model name
— Fixes to include_eqs/exclude_eqs
— PAC model: rewrite the algorithm for detecting the target, to make it more
robust
— PAC/MCE model: fix timing of target in PAC expectation term
— Add new “matched_moments” block
2020-09-01 14:36:38 +02:00
Sébastien Villemot
695dc8834f
Merge branch 'affiliation' into 'master'
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Update Johannes's affiliation
See merge request Dynare/dynare!1756
2020-09-01 12:17:05 +00:00
Johannes Pfeifer
96be513ecf
Remove matched_moments_ as input argument as it is now a field of M_
2020-08-05 15:58:58 +02:00
Johannes Pfeifer
91563e50ac
Update Johannes's affiliation
2020-08-04 18:09:40 +02:00
Sébastien Villemot
f6c2471eef
New MEX for solving discrete Lyapunov equations with doubling algorithm
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This is a Fortran 2008 rewrite of disclyap_fast.m.
Closes : #1737
2020-07-30 16:34:35 +02:00
Sébastien Villemot
3f53a94981
Add dpotrf to Fortran 2008 BLAS/LAPACK bindings
2020-07-30 16:34:35 +02:00
Sébastien Villemot
ea18431230
Various improvements to mjdgges MEX
2020-07-30 16:34:33 +02:00
Sébastien Villemot
f4a31a0d1f
Various improvements to Fortran 2008 interface to MATLAB MEX functions
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— add interface for more functions (cell, logical, struct)
— add new mexPrintf wrapper that trims and prints a newline
— functions that take indices of type mwIndex now 1-based indices
— improve the wrapper for mxArrayToString so that it returns a character scalar
2020-07-30 14:45:50 +02:00
Sébastien Villemot
367daa8664
CI: switch to new code signing certificate for Windows
2020-07-29 17:48:58 +02:00