233b242a29
Dynare++: (really) avoid locale-specific strings in the journal under Windows
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Closes : #1751
2020-11-20 15:36:07 +01:00
3dc9087f55
Dynare++: update copyright years
2020-11-18 17:31:17 +01:00
b1b8dc90a3
Dynare++: avoid locale-specific strings when printing date/time in the journal
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Closes : #1751
2020-11-18 17:30:38 +01:00
ce5aa33a33
k-order DLL: no longer write journal file on-disk, unless options_.debug = true
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Closes : #1735
2020-10-15 17:19:30 +02:00
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
2ae88722fb
Build system + Windows/macOS package: provisions for Dynare++’s dynare_simul.m
2020-02-25 16:33:32 +01:00
47a3a1ed2e
Restore dynare_simul.m for Dynare++
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Got lost in 21693416399ab832de01
2020-02-25 14:39:15 +01:00
22ab507c6c
Global reindentation of Dynare++
2019-12-20 15:43:17 +01:00
996bdd6c64
New local_state_space_iteration_k MEX, for nonlinear filters at k-order
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It applies the approximated policy function to a set of particles, using
Dynare++ routines.
There is support for parallelization, using Dynare++ multithreading
model (itself based on C++11 threads; we don’t use OpenMP because it is
incompatible with MKL). For the time being, default to a single thread. This
should be later refined through empirical testing.
2019-12-20 11:31:56 +01:00
8065e9d439
Build system: by default, error out if some dependency is missing
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In particular, if either MATLAB or Octave is missing, one needs to pass either
--disable-matlab or --disable-octave.
Moreover, several new configure flags have been introduced for disabling some
components:
--disable-doc
--disable-dynare++
--disable-mex-dynare++
--disable-mex-ms-sbvar
--disable-mex-kalman-steady-state
2019-11-26 13:53:42 +01:00
9d99dafdd7
Dynare++: ensure that exception gives meaningful message if BK conditions not satisfied
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Previously, if Blanchard-Kahn conditions were not satisfied, there was the
possibility an exception about NaN/Inf values in gy/gu was raised *before* the
exception about BK itself, leading to a confusing message. This commits moves
the test for BK before the test for NaN/Inf in gy/gu.
Closes : #674
2019-11-19 15:19:34 +01:00
afcdf46e80
capitalize Cepremap and Matlab, uncapitalize DYNARE
2019-10-02 14:09:21 +02:00
6ff7d4c56c
C++17: use structured bindings instead of std::tie
2019-09-11 16:06:35 +02:00
984c60acb9
Various improvements related to the MEX R2018a API
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— Use MX_HAS_INTERLEAVED_COMPLEX for testing for the new API
— Use the typed access functions under the new API, with one exception: we do
not use mxGetDoubles() instead of mxGetPr(), because it would just complexif
the code without any value added
For more details, see:
https://fr.mathworks.com/help/matlab/matlab_external/upgrade-mex-files-to-use-interleaved-complex.html
2019-07-09 11:54:12 +02:00
7e274d8234
Dynare++: remove useless call to std::move() that prevents copy elision
2019-06-25 11:14:01 +02:00
d69fadc362
Dynare++: improvements to comments
2019-06-19 17:35:01 +02:00
b7e6ac58b3
Dynare++: move all documentation to the doc/ subdir
2019-06-19 17:35:01 +02:00
16e36e503a
Dynare++: unpack tarball where Sylvester test cases are stored
2019-06-19 17:34:30 +02:00
7cc4aad8b6
Dynare++: update copyright information
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— Ondra Kamenik has agreed to the relicensing of utils and parser modules to
GPL
— add DynareTeam’s copyright, since we have made a lot of modifications
— add proper copyright notices in all files
2019-06-19 15:02:41 +02:00
f00526cfe4
Dynare++: rename old changelog for Sylvester module
2019-06-19 15:02:39 +02:00
09b8397f44
Dynare++: improvements to comments (last batch!)
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[skip ci]
2019-06-11 16:58:32 +02:00
7599bc1069
Dynare++: improve comments
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[skip ci]
2019-06-05 18:17:43 +02:00
72ad793d85
Dynare++: improvements to comments
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[skip ci]
2019-05-22 17:25:58 +02:00
4ae409574d
Dynare++: use std::exchange() in move constructors
2019-05-20 18:35:29 +02:00
c7cd325e4e
Dynare++: improvements to comments
2019-05-10 18:41:38 +02:00
a29896a6d5
Undo change in cb5b756927, preferring const to constexpr
2019-05-08 15:26:17 +02:00
cb5b756927
sqrt is not a constexpr
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see: http://open-std.org/JTC1/SC22/WG21/docs/papers/2017/p0533r0.pdf
2019-05-08 13:01:34 +02:00
0375dbe29b
Dynare++: improvements to comments
2019-05-06 18:44:49 +02:00
4d17c8b10d
Dynare++: move multithreading abstraction to the "utils" module
2019-05-02 12:38:56 +02:00
b9f92b69be
Dynare++: replace some uses of std::vector by a lighter std::unique_ptr
2019-04-30 12:58:21 +02:00
64b568001c
Dynare++: fix bug introduced in 0b9b69f638
2019-04-29 18:31:57 +02:00
1ebd1d63fa
Dynare++: add test mod files to testsuite
2019-04-29 18:31:54 +02:00
d3c4d0ae0f
Dynare++: use .mod extension for all test files (instead of .dyn)
2019-04-29 15:57:47 +02:00
36ab8d0093
Dynare++: rename old changelog
2019-04-26 14:44:36 +02:00
26778ea666
Dynare++: drop unmaintained R stuff
2019-04-26 14:44:36 +02:00
0b9b69f638
Dynare++: various simplifications
2019-04-24 17:47:15 +02:00
9a869560e6
Dynare++ main: various modernizations
2019-04-23 19:14:51 +02:00
f5e2bfc30a
Ask GCC to warn about C-style casts (-Wold-style-cast)
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Adapt the code accordingly.
2019-04-23 13:03:20 +02:00
3915299334
Dynare++ parser: various modernizations
2019-04-19 17:28:16 +02:00
5a261c1960
Dynare++: modernize Bison and Flex stuff
2019-04-17 18:52:12 +02:00
e0280d067b
Dynare++: improvements to comments
2019-04-16 15:20:56 +02:00
f953374dba
More Unicode copyright symbol
2019-04-16 14:34:05 +02:00
c9bdc2c885
Dynare++: simplify methods for getting number of columns and rows of a matrix
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Previously there were GeneralMatrix::numRows() and TwoDMatrix::nrows() for doing
the same thing (and same for columns and Const versions).
Merge these two into GeneralMatrix::nrows().
2019-04-16 12:44:02 +02:00
040c4f11a7
Dynare++: ensure that testsuite does not fail because of safety check
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Safety check introduced in c10d8daf9#217
2019-04-16 12:22:41 +02:00
57848930c6
Use Unicode copyright symbol (in UTF-8 encoding)
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Do not use it in MATLAB source files, since unfortunately the MATLAB editor
does not support UTF-8.
2019-04-16 11:42:16 +02:00
9554065db7
Dynare++ standalone: fix bug when parsing approximation order
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It was not possible to set a 2-digit order (i.e. ≥ 10).
Not sure that it was a real problem in practice, given the computational limits.
2019-04-15 18:33:51 +02:00
c10d8daf9f
Dynare++: add safety check to avoid overflow in tensor indices
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Ref #217
2019-04-15 18:32:59 +02:00
3cfb9ed6d2
Dynare++: fix typos
2019-04-15 18:32:51 +02:00
2169341639
Move source code of gensylv and dynare_simul_ MEX to the same place as other MEX
2019-04-15 17:34:01 +02:00
a6d7baabea
Dynare++: improvements to comments
2019-04-12 18:26:30 +02:00
Sébastien Villemot
Johannes Pfeifer
Houtan Bastani