Michel Juillard
2652cb0dd7
fix tolf and tolx options for sim1_purely_backward
2019-11-23 22:44:10 +01:00
Dóra Kocsis
75a929051f
Update sur and surgibbs function outputs.
2019-11-22 10:59:01 +01:00
Sébastien Villemot
900fbe86e7
Merge branch 'plot_identification' into 'master'
...
plot_identification.m: fix placing of white dots for infinite values
See merge request Dynare/dynare!1668
2019-11-22 09:29:26 +00:00
Houtan Bastani
7b1c61f63c
allow `sur` to be run from the Matlab prompt
2019-11-21 20:12:13 +01:00
Johannes Pfeifer
8a171b82a8
plot_identification.m: fix placing of white dots for infinite values
2019-11-21 16:25:19 +01:00
Sébastien Villemot
a327e2c9b8
Merge branch 'tex_subfolder' into 'master'
...
Move remaining LaTeX-file to subfolder
Closes #1655
See merge request Dynare/dynare!1667
2019-11-21 14:15:54 +00:00
Johannes Pfeifer
8e5fd8dc4e
Move creation of subfolder outside of TeX-check
...
Required if we only want the figure
2019-11-21 11:58:16 +01:00
Johannes Pfeifer
0075776716
Laplace approximation: filter out non-positive definite Hessians
...
Closes https://git.dynare.org/Dynare/dynare/issues/1659
2019-11-21 11:32:13 +01:00
Johannes Pfeifer
a59534a284
Move remaining figures and related TeX output from main folder to graphs
2019-11-21 10:14:48 +01:00
Johannes Pfeifer
c6b757646e
Move remaining LaTeX-files to subfolder
...
Closes https://git.dynare.org/Dynare/dynare/issues/1655
2019-11-21 10:14:48 +01:00
Stéphane Adjemian (Charybdis)
13cadd8e02
Do not use concatenation for populating database with fitted values.
2019-11-19 12:08:09 +01:00
Stéphane Adjemian (Charybdis)
9f5f4b6981
Cosmetic changes.
2019-11-18 21:48:52 +01:00
Sébastien Villemot
98bdf76581
MATLAB R2009b compatibility fixes
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— use XLS instead of XLSX in testsuite datafiles
— use optimset instead of optimoptions
— use quadv/quadl/quadgk instead of integral
— fix race condition in load_m_file_data_legacy.m tests
— use fallback implementation for intersect(…, 'stable')
2019-11-15 18:27:37 +01:00
Sébastien Villemot
caf0c8e1f8
Trust region solver: recompute Jacobian only when necessary
...
Previously, the solver would recompute the Jacobian at every iteration. But, if
an iteration fails, the current point is not moved (only the radius of the
trust region changes), hence it is not necessary to recompute the Jacobian in
that case. This commit implements this optimization.
2019-11-14 16:03:50 +01:00
Dóra Kocsis
4c49eddb97
Add fallback implementation for contains and splitlines functions.
2019-11-13 13:05:28 +01:00
Sébastien Villemot
849aff9ea7
Merge branch 'enterprise' into 'enterprise'
...
Add routine printing equations where a searched variable appears in.
See merge request Enterprise/dynare!4
2019-11-08 17:45:49 +00:00
Dóra Kocsis
b4cd1c0f57
Add routine printing equations where a searched variable appears in.
2019-11-08 17:33:27 +01:00
Houtan Bastani
5c84f99d5f
Merge remote-tracking branch 'community/master' into enterprise
2019-11-06 15:25:37 -05:00
Houtan Bastani
0f61c5de7d
add new features to reporting
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* split up report output, creating new files for the preamble, the body of the report, and each individual page of the report.
* allow the user to set the page number
* allow for the removal of headers and footers from a given page
2019-11-06 13:50:21 -05:00
Stéphane Adjemian (Charybdis)
3746d6254a
Cosmetic change. Removed warning backtrace.
2019-11-02 17:48:06 +01:00
Stéphane Adjemian (Charybdis)
2eb793a1f9
Added routine returning the equation tag of a PAC equation.
...
This routine is to be used to programatically search results under
oo_.pac.
For instance, if one wants to display the R² associated to the
estimation of the PAC equation named `zpac`, where the PAC model name
is `pacman`:
oo_.pac.pacman.equations.(geteqtag('zpac', 'pacman', M_)).R2
2019-10-28 17:58:12 +01:00
Stéphane Adjemian (Charybdis)
fce51c6cc4
Added R² to PAC NLS estimator.
2019-10-28 16:35:45 +01:00
Stéphane Adjemian (Charybdis)
6a959c4629
Put estimated residuals in a dseries object.
2019-10-28 16:34:56 +01:00
Houtan Bastani
294379265d
Merge remote-tracking branch 'community/master' into enterprise
2019-10-25 17:35:20 +02:00
Houtan Bastani
c978b86a72
reporting: make horizontal line extend the width of the page
2019-10-25 17:31:46 +02:00
Houtan Bastani
36b83ad079
Merge remote-tracking branch 'community/master' into enterprise
2019-10-24 12:07:07 +02:00
Houtan Bastani
5f2d60f945
fix reporting bugs with addData
2019-10-24 12:03:33 +02:00
Houtan Bastani
be3c48604b
change name of mex folder in macOS to conform with Dynare minimum
2019-10-23 18:59:36 +02:00
Houtan Bastani
908523dbb8
fix bug that caused reporting not to work in MATLAB < R2012a
2019-10-23 17:37:31 +02:00
Sébastien Villemot
645ebda638
Merge remote-tracking branch 'community/master' into enterprise
2019-10-23 16:48:01 +02:00
Sébastien Villemot
56e7144b91
Merge remote-tracking branch 'community/master' into enterprise
2019-10-23 16:30:29 +02:00
Stéphane Adjemian (Charybdis)
7c112f939a
Updated dseries submodule (bug fix).
2019-10-23 15:49:11 +02:00
Houtan Bastani
ac689b83ee
fix bug in reporting on Windows where `filesep`t results in a tab character
2019-10-23 15:11:43 +02:00
Stéphane Adjemian (Charybdis)
682b08a98f
Updated dseries submodule.
2019-10-16 21:35:33 +02:00
Stéphane Adjemian (Charybdis)
1211d4c01e
Updated dseries submodule (changed merge behaviour).
2019-10-16 20:58:49 +02:00
Dóra Kocsis
3648ccb8ff
Adjust result output for NLS and Iterative OLS.
2019-10-10 10:10:23 +02:00
Houtan Bastani
8b86f8a25b
ignore unused output variable
2019-10-09 14:53:33 +02:00
Sébastien Villemot
3434ec2f9b
NLS estimation of PAC: fmincon now available under Octave
2019-10-09 12:32:26 +02:00
Sébastien Villemot
8875ac14d8
Merge remote-tracking branch 'community/master' into enterprise
2019-10-09 12:32:12 +02:00
Sébastien Villemot
71996fd077
Error out if mode_compute=12 and under Octave, or MATLAB w/o global optim tbox
...
[skip ci]
2019-10-09 12:30:41 +02:00
DoraK
41c66583ac
Add linear combination support for growth neutrality in Iiterative OLS.
2019-10-08 23:18:40 +02:00
DoraK
8f6647b557
fix typo
2019-10-08 23:15:10 +02:00
Sébastien Villemot
b3d1e8412b
Add support for mode_compute=1 under Octave
...
Since version 1.6, the optim Forge package has an implementation of fmincon.
Hence we can now use mode_compute=1 under Octave.
This commit also adds tests/optimizers/fs2000_1.mod to the testsuite. It will
be skipped under MATLAB if the optimization toolbox is not there, or under
Octave if optim ≥ 1.6 is not there.
2019-10-08 18:38:15 +02:00
Sébastien Villemot
100f4d5130
Simplify octave_ver_less_than using builtin compare_versions()
2019-10-08 18:38:15 +02:00
Houtan Bastani
5592078269
uncapitalize DYNARE in error messages
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[skip ci]
2019-10-04 10:20:11 +02:00
Houtan Bastani
5ca9e44503
dseries: submodule update
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this update includes the name change for x13 on mac from osx->macOS
2019-10-03 18:07:03 +02:00
Sébastien Villemot
f44bb38c72
More capitalization fixes and cosmetics
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[skip ci]
2019-10-03 16:21:15 +02:00
Stéphane Adjemian (Charybdis)
3a33165e8d
Fixed regexpr. Allow parenthesis in expression.
2019-10-02 19:39:27 +02:00
Houtan Bastani
afcdf46e80
capitalize Cepremap and Matlab, uncapitalize DYNARE
2019-10-02 14:09:21 +02:00
Stéphane Adjemian (Charybdis)
55a63d3da7
Fixed substitution for lagged variables unavailable in the database.
2019-10-02 10:41:32 +02:00
Stéphane Adjemian (Charybdis)
1668d50aaf
Pass preprocessor options to aggregate routine.
2019-10-02 10:41:32 +02:00
Stéphane Adjemian (Charybdis)
2201c4e745
Fixed import of tags on exogenous variables.
2019-10-02 10:41:32 +02:00
Stéphane Adjemian (Charybdis)
4f479bfbe8
Allow diff(-diff(X)) or diff(-log(X)) in the LHS.
2019-10-02 10:41:32 +02:00
Stéphane Adjemian (Charybdis)
fd2cb24911
Allow log(-X) or diff(-X) on the LHS.
2019-10-02 10:41:32 +02:00
Stéphane Adjemian (Charybdis)
6a87779d9e
Cosmetic change.
2019-10-01 14:48:43 +02:00
Stéphane Adjemian (Charybdis)
8eb3023069
Changed isint function.
...
To make it consistent with the routine available in the dates toolbox.
2019-10-01 14:48:12 +02:00
Stéphane Adjemian(Charybdis)
634b11de70
Cosmetic change.
2019-10-01 14:43:16 +02:00
Stéphane Adjemia (Scylla)
ab911e98c4
Cosmetic changes.
2019-10-01 14:42:47 +02:00
Stéphane Adjemian (Scylla)
f3600b0de9
Added trap for complex residuals and jacobian in nonlinear solver.
2019-10-01 14:40:17 +02:00
Sébastien Villemot
8e1528c1cb
Temporary fix for growth parameter in PAC models
...
The preprocessor has been modified to allow linear combinations in the growth
parameter (see Dynare/preprocessor@a0f74f5c16 and
Dynare/preprocessor@d873414728 ).
This commit restores the previous functionality (i.e. it fixes the simple case
where only one parameter/variable is provided for the growth parameter).
The code still needs to be adapted to really handle linear combinations.
2019-09-26 17:35:31 +02:00
Sébastien Villemot
cbb59fe6f8
Merge remote-tracking branch 'community/master' into enterprise
2019-09-26 16:54:27 +02:00
Stéphane Adjemian (Charybdis)
07937f5b9f
Updated dseries submodule (is{row,column,matrix} are builtin functions, not M-files).
...
[skip-ci]
2019-09-26 15:37:21 +02:00
Sébastien Villemot
aa6456b156
Drop redundant rfvar3.m
...
This function is already present as a private function of bvar_toolbox.m. It is
not needed anywhere else.
2019-09-26 15:18:37 +02:00
Sébastien Villemot
71a68919bf
Fix mistakes done during previous merge commits
2019-09-26 15:18:18 +02:00
Sébastien Villemot
f665117879
Remove spurious indentation changes
...
This commits reverts various spurious indentation changes that were on the
ecb-master but not on the master branch.
2019-09-26 15:17:54 +02:00
Sébastien Villemot
7b053c7e92
Option graph_format=pdf now works under Octave
...
Also copy the same Octave-specific code as for EPS printing (added in
84f0d6c7da
to fix problems with hybrid
Unix/Windows parallel clusters).
2019-09-25 16:06:38 +02:00
Sébastien Villemot
3237cd4684
Merge branch 'xlwrite' into 'master'
...
WriteShockDecomp2Excel.m: only use xlwrite if xlswrite fails
Closes #1575
See merge request Dynare/dynare!1662
2019-09-24 11:16:37 +00:00
Sébastien Villemot
d30ccf07f7
Update dseries submodule
2019-09-18 19:10:53 +02:00
Houtan Bastani
502b0c5038
change name of folder in 8d2e3def95
2019-09-16 17:57:13 +02:00
Houtan Bastani
8d2e3def95
macOS: use different mex files depending on Matlab version
2019-09-16 17:33:10 +02:00
Houtan Bastani
6ddf87aa92
stoch_simul: save var_list in oo_. closes #1646
2019-09-12 15:02:18 +02:00
Houtan Bastani
7712a02f02
add print and noprint option to perfect_foresight_solver. closes #1647
2019-09-12 14:50:14 +02:00
Houtan Bastani
3d6091b3a1
remove unused return arguments
2019-09-12 14:01:52 +02:00
Sébastien Villemot
c9798a96e0
Fix MATLAB R2019b support
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Some changes were missing in a1a4168c3
2019-09-12 12:48:32 +02:00
Houtan Bastani
cb02ca5f1c
discretionary_policy: make incompatible with options_.loglinear
2019-09-12 11:57:09 +02:00
Houtan Bastani
e043c60903
pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197
2019-09-12 11:57:01 +02:00
Houtan Bastani
42842a5afc
clean up file (remove unused variables, fprintf instead of disp(sprintf()))
2019-09-12 11:55:05 +02:00
Houtan Bastani
f118970736
remove unnecessary eval statements
2019-09-12 11:55:05 +02:00
Stéphane Adjemian (Charybdis)
fdf6821d0b
Generalized isconst routine.
2019-09-11 11:11:15 +02:00
Sébastien Villemot
a5578e6bfa
Merge branch 'sensitivity_error' into 'master'
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dynare_sensitivity.m: provide informative error message if no var_exo are...
Closes #1651
See merge request Dynare/dynare!1660
2019-09-10 09:27:18 +00:00
Houtan Bastani
418070ec54
remove unused variable
2019-09-10 11:08:20 +02:00
Johannes Pfeifer
c529f78ce3
WriteShockDecomp2Excel.m: only use xlwrite if xlswrite fails
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Fixes https://git.dynare.org/Dynare/dynare/issues/1575
2019-09-10 10:47:13 +02:00
Johannes Pfeifer
8752cf0002
dynare_sensitivity.m: provide informative error message if no varexo are defined. Closes https://git.dynare.org/Dynare/dynare/issues/1651
2019-09-10 09:25:04 +02:00
Johannes Pfeifer
031632edd3
stoch_simul.m: provide informative error message if no varexo have been defined
2019-09-10 09:23:49 +02:00
Johannes Pfeifer
d4ed77c67e
posterior_sampler_initialization.m: provide missing function input
...
Fixes #1622
2019-09-06 23:03:07 +02:00
Johannes Pfeifer
da0ad67367
initial_estimation_checks.m: Allow for calibrated measurement error
2019-09-06 22:53:37 +02:00
Houtan Bastani
53ce6222c2
remove unused variable in dynare_config
2019-09-05 11:48:19 +02:00
Houtan Bastani
d51208f298
submodule update: reporting
2019-09-05 11:08:34 +02:00
Sébastien Villemot
bae1fa255a
Add scripts and CI job for building Windows package
...
The scripts are based the former “dynare-build” project. They have been
overhauled and simplified.
Building a Windows package (both installer and zip archive) is as easy as
running “make -C windows” (provided the right Debian packages are installed,
use the “windows/install-packages.sh” script for that purpose).
The layout of MEX files for Octave in the package has been
changed (mex/octave/win32/ and mex/octave/win64/ instead of mex/octave32/ and
mex/octave/), for consistency with MATLAB MEX.
2019-09-03 21:36:47 +02:00
Johannes Pfeifer
fc9197a9a1
imcforecast.m: Make code robust to 1 period
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When using 1 period, the second dimension was a singleton that was removed as well by squeeze, resulting in a column vector when a row vector/matrix was expected. Fixes https://forum.dynare.org/t/problem-with-the-conditional-forecast-in-dynare-4-5-7/14385/2
2019-09-02 18:47:46 +02:00
Sébastien Villemot
cf1e88c4a1
Update reporting submodule
2019-08-30 14:27:40 +02:00
Sébastien Villemot
5d2a077a56
Merge branch 'remove_kstate' into 'master'
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Remove kstate in dyn_second_order_solver
See merge request Dynare/dynare!1656
2019-08-13 10:55:48 +00:00
Houtan Bastani
83f809e048
small fixes
2019-08-12 11:40:40 -04:00
Houtan Bastani
53ae549350
histval_file: small changes
2019-07-29 10:48:49 -04:00
Stéphane Adjemian (Charybdis)
ca3b241317
Updated dseries submodule (bug fix: path to dseries class).
2019-07-26 11:05:24 +02:00
Houtan Bastani
908950f121
replace getfield/setfield with dynamic fields
2019-07-25 14:28:35 -04:00
Stéphane Adjemian (Charybdis)
e3f1ea7e3c
Added upper bound to error correction parameter.
...
Available only for lsqnonlin, fmincon, annealing, and particleswarm algorithms.
2019-07-24 11:21:52 +02:00
Houtan Bastani
7be2f966c3
dyn_ols: bug fix: sign was not taken into account from AST when endogenous to be subtracted from LHS
2019-07-22 10:16:22 -06:00
Stéphane Adjemian (Charybdis)
d11815cba0
Cosmetic change.
2019-07-19 21:33:13 +02:00
Stéphane Adjemian (Charybdis)
84d4f48ada
Fixed typo.
2019-07-19 16:51:50 +02:00