Commit Graph

14291 Commits (d41306f0c126a7967b80384ff60790eff63785eb)

Author SHA1 Message Date
Sébastien Villemot d41306f0c1
Remove DMM from contrib/
This code was never integrated in Dynare. Also, the authors would like to
release a new version soon, and they prefer that we remove this old version
from our repositories.

Closes: #568
2021-09-03 17:18:20 +02:00
Sébastien Villemot badb36d6d2
Fix typos introduced in c68e4801bd 2021-09-02 20:43:21 +02:00
Sébastien Villemot c68e4801bd
Build system: add several test files to the source package 2021-09-02 17:14:07 +02:00
Sébastien Villemot 3d6f86c234
Build system: fix detection of SLICOT for MATLAB on RHEL
The MATLAB_CFLAGS variable was not injected when testing for the presence of
libslicot64_pic. In particular, on GNU/Linux system, this means that the -fPIC
flag was not injected when doing the test. This was not a problem on Debian,
where GCC now enables -fPIC by default. But this would fail on RHEL, where
-fPIC is not enabled by default.

By the way:
— rename ac_save_* variables to my_save_*, to avoid conflicts with internal
  autoconf variables;
— do not inject “$(mkoctfile -p LFLAGS)” into LDFLAGS when testing for SLICOT
  under Octave; this is no longer necessary, since those flags are already
  injected at the beginning of mex/build/octave/configure.ac.
2021-09-02 17:14:01 +02:00
Stéphane Adjemian (Ryûk) 4cf1a358ee
Fix growth neutrality correction in PAC/MCE equation. 2021-09-01 11:27:42 +02:00
Stéphane Adjemian (Ryûk) 380fd84cb3
Fix NLS estimation routine.
Closes #1798
2021-09-01 10:37:17 +02:00
Sébastien Villemot 7c0af1ce48
Merge branch 'gsa' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1920
2021-08-31 13:52:20 +02:00
Sébastien Villemot 757c0dd4cb
Merge branch 'k_order_simult' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1914
2021-08-31 13:51:43 +02:00
Sébastien Villemot 1c67aaf9cf
Merge branch 'parallel_doc' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1919
2021-08-31 13:48:23 +02:00
Sébastien Villemot 667edcf752
Preprocessor: ensure that the “discount” option of “pac_model” is a parameter
Closes: Madysson/estimation-codes#4
2021-08-31 12:52:40 +02:00
Sébastien Villemot 5eb769008b
Dynare++: fix bug in the --steps option
This option could crash or give wrong results.

Bug introduced in 6d99b6d120.
The Vector(Vector &) and Vector(const Vector &) constructors are not
equivalent.

Closes: #1804
2021-08-31 12:34:44 +02:00
Johannes Pfeifer cba00755b1 stab_map_2.m: Only do skipline if actual printing happens 2021-08-31 11:13:37 +02:00
Johannes Pfeifer 54203f499e dynare_sensitivity.m: fix dead link 2021-08-31 11:13:02 +02:00
Johannes Pfeifer a2c60dba11 simult_.m: simulate user-requested order with k_order_solver
Also prevent inconsistent simulations
2021-08-30 19:36:51 +02:00
Johannes Pfeifer 7f55ea7782 manual: update Dynare path
[skip CI]
2021-08-30 19:30:12 +02:00
Sébastien Villemot 55850f465d
Merge branch 'noconstant' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1916
2021-08-30 16:37:55 +02:00
Sébastien Villemot b8a9dae60a
Merge branch 'mode_check' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1915
2021-08-30 16:36:57 +02:00
Sébastien Villemot f60043768b
Merge branch 'lyap' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1913

Closes: #1078
2021-08-30 16:16:27 +02:00
Sébastien Villemot 97a86b5b35
Merge remote-tracking branch 'origin/JohannesPfeifer-master-patch-15169'
Ref. !1912

Closes: #1114
2021-08-30 16:15:30 +02:00
Sébastien Villemot d6483ef3f8
Merge branch 'mom_namespace' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1903
2021-08-30 16:13:29 +02:00
Sébastien Villemot 85c37636dd
Preprocessor update
— method_of_moments: move to namespace
— add updated_covariance option
2021-08-30 16:12:42 +02:00
Johannes Pfeifer 83ea804fcc estimation: remove invalid check for presence of constant
a zero steady state is a local property depending on the parameter vector; if initial evaluation to true, the constant was ignored
2021-08-20 13:31:48 +02:00
Johannes Pfeifer 459fce927b mode_check.m: take care of almost binding bounds 2021-08-20 13:29:37 +02:00
Johannes Pfeifer 58b336b263 mode_check.m: fix logical condition that may otherwise lead to 0 size of interval 2021-08-20 13:09:06 +02:00
Stéphane Adjemian (Charybdis) d3678edbbe
Add try/catch block (cherry-picking failures).
Close and delete generated file if cherry picking fails for any reason.
2021-08-19 13:03:44 +02:00
Johannes Pfeifer f273c09e71 lyapunov_solver.m: make baseline compatible with sparse matrices 2021-08-19 11:16:24 +02:00
Stéphane Adjemian (Charybdis) ec3127a0ba
Updated preprocessor (missing option in occbin_setup). 2021-08-18 15:20:35 +02:00
Johannes Pfeifer 7037940124 Update CONTRIBUTING.md 2021-08-18 12:36:14 +00:00
Johannes Pfeifer b605846d7d Update CONTRIBUTING.md 2021-08-18 12:29:44 +00:00
Johannes Pfeifer cf6621187e
Add example for system prior
(@stepan removed trailing spaces)
2021-08-17 19:39:02 +02:00
Stéphane Adjemian 8228a32d5c Merge branch 'block_fixes' into 'master'
Fix two bugs for block decomposed models

See merge request Dynare/dynare!1911
2021-08-17 17:18:18 +00:00
Stéphane Adjemian 8ae7b23843 Merge branch 'occbin_output' into 'master'
Occbin: remove redundant output

See merge request Dynare/dynare!1910
2021-08-17 17:15:07 +00:00
Johannes Pfeifer b8c76a96e3 block_kalman_filter: add integration tests 2021-08-17 14:26:58 +02:00
Johannes Pfeifer 5e29a6082f dr_block.m: make sure zx has correct dimensions if no initval is present
Also do earlier check for loglinear option
2021-08-17 14:26:28 +02:00
Johannes Pfeifer 60bf0fd387 block_kalman_filter: request missing output argument 2021-08-17 14:25:31 +02:00
Johannes Pfeifer c809e1c0a1
Further set of documentation fixes 2021-08-17 11:13:24 +02:00
Johannes Pfeifer 41b3146273
occbin: add description of filter_use_relaxation
(@stepan removed trailing space)
2021-08-17 11:10:08 +02:00
Johannes Pfeifer a27bc872ad
execute_prior_posterior_function.m: move error in correct, transform error into warning 2021-08-17 11:06:01 +02:00
Johannes Pfeifer 0b491b3b09
Estimation: fix header column widths in display of results 2021-08-17 10:57:53 +02:00
Johannes Pfeifer 948e4e7540
Manual: correct default for optimizer following a5995aec03
(@stepan removed trailing space)
2021-08-17 10:51:24 +02:00
Johannes Pfeifer e944b783b9 method_of_moments: move to separate namespace 2021-08-16 14:08:31 +02:00
Johannes Pfeifer f6efb4ddb2
dynare_lex.py: add keywords 2021-08-16 13:14:25 +02:00
Johannes Pfeifer 21f3e120dd
Manual: update link to equation tag wiki
Closes https://git.dynare.org/Dynare/dynare/-/issues/1808
2021-08-16 13:05:42 +02:00
Stéphane Adjemian (Charybdis) a0685c6693
Fix sphinx warning (title underline too short). 2021-08-16 13:01:17 +02:00
Johannes Pfeifer cbce60943f
Manual: document behavior of steady_state() in perfect_foresight_context
(@stepan removed trailing whitespaces)
2021-08-16 12:58:09 +02:00
Johannes Pfeifer 64b9e4c4af
Manual: document that typically Bayesian names are used even if ML is done
(@stepan removed trailing whitepaces)
2021-08-16 12:51:37 +02:00
Johannes Pfeifer 89b6ecf900
Manual: add warnings regarding the use of auxiliary variables
(@stepan removed trailing spaces)
2021-08-16 12:47:54 +02:00
Johannes Pfeifer cc04ef6ebf
Particle filter: document remaining options
(@stepan removed trailing spaces)
2021-08-16 12:41:42 +02:00
Johannes Pfeifer 341aca25ad
Liu West: Remove redundant option 2021-08-16 12:34:10 +02:00
Stéphane Adjemian (Charybdis) c46f661669
Cosmetic changes (remove trailing spaces). 2021-08-16 12:26:20 +02:00