Commit Graph

14036 Commits (d43a057af3c7ad301afef3471358e88df2cb5bed)

Author SHA1 Message Date
Johannes Pfeifer 32bdb82cf8 Make load_mh_file honor use_mh_covariance option 2021-01-22 15:01:02 +01:00
Johannes Pfeifer a89f21b53d solvopt.m: prevent returning with inf 2021-01-22 14:56:49 +01:00
Johannes Pfeifer 371fdb227b solvopt.m: use gradient as second output instead of expecting separate function 2021-01-22 14:56:49 +01:00
Johannes Pfeifer c6c9b4e356 kalman_filter.m: fix bug when using analytic_derivation 2021-01-22 14:54:17 +01:00
Sébastien Villemot 0823823068
Preprocessor update
- forbid lead/lags on exogenous deterministic (Closes: #1765)
- fix crash when @#ifdef/@#ifndef is passed something else than a variable name
  (Closes: #1771)
2021-01-22 14:13:37 +01:00
Sébastien Villemot bc053018a0
Remove risky steady state (unfinished) code
Incidently, remove the possibility of passing model derivatives as arguments to
the k_order_perturbation. That possibility was only used by the risky steady
state code.

Closes: #1338
2021-01-22 11:32:36 +01:00
Sébastien Villemot cc38c4e9f7
Merge branch 'kalman_headers' of git.dynare.org:JohannesPfeifer/dynare 2021-01-19 17:29:24 +01:00
Sébastien Villemot 315bfa6f51
SUR OLS: compatibility fix for MATLAB R2014a
Under MATLAB R2014a, the strjoin() function wants a 1×n cell array, and rejects
a n×1 cell array. Octave and MATLAB R2020b are more permissive.
2021-01-19 16:27:28 +01:00
Sébastien Villemot 57326339e9
SUR Gibbs: do not try to create plot under Octave and MATLAB < R2014b
The histogram() function does not exist there.
2021-01-19 16:27:26 +01:00
Sébastien Villemot c9a6637ca5
Testsuite: compatibility fix for MATLAB R2014a
Double quotes strings are not supported under older MATLAB versions.
2021-01-19 16:14:25 +01:00
Sébastien Villemot 783598bdeb
Testsuite / methods of moments: compatbility fix for MATLAB R2014a
MATLAB R2014a does not like some of the variable names that are passed to
table(). Disable that call, as under Octave.
2021-01-19 16:10:40 +01:00
Sébastien Villemot 68af1c80fe
Testsuite: cosmetic changes to TeX and debug options
– Whenever possible, pass the “tex” option to Dynare commands instead of
  fiddling with options_.TeX;
— For the remaining explicit options_.TeX and also for options_.debug,
  use a boolean value instead of an integer.
2021-01-19 15:50:14 +01:00
Sébastien Villemot f81b330f14
Methods of moments: compatibility fix for MATLAB < R2015a
The mean(…, 'omitnan') syntax does not exist before R2015a. Use nanmean
instead (either provided by the statistics toolbox, or by our fallback under
matlab/missing/stats/).
2021-01-19 15:50:14 +01:00
Sébastien Villemot 4944a711db
MATLAB R2014a compatibility: fix crash of rplot with several variable names
Under MATLAB R2014a, the strjoin() function wants a 1×n cell array, and rejects
a n×1 cell array. Octave and MATLAB R2020b are more permissive.
2021-01-19 15:50:14 +01:00
Sébastien Villemot f946baf6c5
Testsuite: add workaround for crash of MATLAB R2014a with TeX option
The TeX option crashes MATLAB R2014a run with "-nodisplay" option
(as is done from the testsuite). We disable the TeX option in that case.

Since we can’t directly test whether "-nodisplay" has been passed, we test for
the "TOP_TEST_DIR" environment variable, which is set by the testsuite.

Note that it was not tested whether the crash happens with more recent MATLAB
versions, so when OLD_MATLAB_VERSION is increased, one should make a test
before removing this workaround.
2021-01-19 15:50:11 +01:00
Johannes Pfeifer 869147c13a Kalman filter functions: clarify header comments 2021-01-18 17:33:21 +01:00
Sébastien Villemot 654da6ecb8 Merge branch 'octave_fixes' into 'master'
Don't do bgp/solow-1 in Octave

See merge request Dynare/dynare!1780
2021-01-18 11:28:36 +00:00
Stéphane Adjemian (Charybdis) 78a4bca383
Use nonlinear filter. 2021-01-16 17:43:30 +01:00
Stéphane Adjemian (Charybdis) 0f3dd003b7
Run mod files in tests/particle. 2021-01-16 17:42:17 +01:00
Stéphane Adjemian (Charybdis) 38e300b94e
Merge #1786.
Do not compute cholesky decomposition of H if the matrix has zeros on
the diagonal.
2021-01-16 11:24:10 +01:00
Johannes Pfeifer ad17b8ec33
Particle filtering: provide more informative error messages in typical problematic cases
Also adds test cases
2021-01-15 22:11:20 +01:00
Johannes Pfeifer fe93589148
non_linear_dsge_likelihood.m: return in case of exception without computing prior 2021-01-15 22:11:20 +01:00
Stéphane Adjemian (Charybdis) b3e8dbe018
Do not rely on internal representation of @dates, use methods instead...
... Or add a new method if one is missing.
2021-01-15 20:44:09 +01:00
Sébastien Villemot 4c0b2e8c4e
Mitigation for spurious warning in Octave
Because of a bug, Octave wrongly complains that matlab/+pac/+bgp/{get,set}.m
shadow built-in functions (see https://savannah.gnu.org/bugs/?46849).

We disable the warning as early as we can after running the dynare command.
However the warning will nevertheless appear two times in a given Octave
session (the first time when the addpath to Dynare is done, the second time
when the dynare command is run).
2021-01-15 18:08:04 +01:00
Sébastien Villemot e26a5e2805
NLS: compatibility fix for Octave and MATLAB < R2014b 2021-01-15 17:42:00 +01:00
Sébastien Villemot 547969df45
Trust region: compatibility fix for Octave and MATLAB < R2017b
When merging the enterprise code, the dogleg subfunction was modified to
incorporate a call to decomposition(), which does not exist under Octave and
MATLAB < R2017b.

For those cases, we reinstate the old code (which uses a plain matrix right
divide).
2021-01-15 17:30:17 +01:00
Sébastien Villemot 91b0ba64c6
Testsuite: rename all test files that have the name “example.mod”
That filename conflicts with Octave’s builtin example() function.
2021-01-15 17:19:41 +01:00
Sébastien Villemot 23cb1879e9
Testsuite: fix PAC test filename 2021-01-15 17:19:41 +01:00
Sébastien Villemot 8f07a134a3
OLS + aggregate: compatibility fix for Octave < 6
unique(…, 'stable') does not exist in Octave 5.
2021-01-15 17:19:38 +01:00
Stéphane Adjemian (Charybdis) 6c5d61355b
Updated dseries submodule (new implementation of @dates). 2021-01-15 12:46:02 +01:00
Sébastien Villemot b4eb68d71c Merge branch 'MoM_optim_gradient' into 'master'
Method of Moments: use analytical Jacobian in gradient-based optimizers (GMM only)

See merge request Dynare/dynare!1801
2021-01-14 16:04:14 +00:00
Willi Mutschler 52a57eaf60
MoM: Remove duplicate check in gradient helper function 2021-01-14 14:17:55 +01:00
Willi Mutschler 0a880825a1
MoM: Testsuite fixes for Octave 2021-01-14 10:04:10 +01:00
Willi Mutschler a697002a4e
MoM: Gradient-based optimizers can use analytical Jacobian for GMM
New option analytic_jacobian for mode_compute 1, 3, and 13
2021-01-14 10:03:39 +01:00
Sébastien Villemot 6639cd8a41
Merge branch 'MoM' of git.dynare.org:JohannesPfeifer/dynare 2021-01-13 15:59:05 +01:00
Sébastien Villemot 7476d741a2
Merge branch 'estimation_forecast' of git.dynare.org:JohannesPfeifer/dynare 2021-01-13 15:58:25 +01:00
Sébastien Villemot 49fdae58ac
macOS package: upgrade to gcc-10 in custom install of Homebrew
The formulas are taken from commit c2acb4e30f7a99426a34dbdea26991459454c834 of
the homebrew-core repository.

The formulas were modified as follows:
— in the "bottle" do/end block, this line was added:
   root_url "https://homebrew.bintray.com/bottles"
— in the "bottle" do/end block for gcc, this line was added:
   cellar :any

The preprocessor has been updated accordingly.
2021-01-13 15:43:03 +01:00
Sébastien Villemot 29bb140297
macOS: drop -mmacosx-version-min compilation flag
Currently it is not applied consistently to all binaries we produce.

Moreover we do not really have a way to test support for older macOS versions.

If there are problems, we might reintroduce this flag later, but we will have
to it consistently across all binaries.
2021-01-13 15:42:44 +01:00
Sébastien Villemot 0275686589
macOS: drop -arch x86_64 compilation flag, in preparation for ARM support 2021-01-13 15:42:44 +01:00
Stéphane Adjemian (Charybdis) 01feac1ccc
Fixed branch name (dseries submodule). 2021-01-12 21:45:11 +01:00
Stéphane Adjemian (Odysseus) aa2ad6e028
Updated preprocessor submodule. 2021-01-12 21:38:01 +01:00
Stéphane Adjemian (Odysseus) 88bea97e38
Fixed submodule paths and CI configuration. 2021-01-12 21:38:01 +01:00
Stéphane Adjemian (Odysseus) f4508a6ca1 Revert "update jacob_element & hess_element for vector arguments"
This reverts commit 1975e467b5.
2021-01-12 16:48:49 +01:00
Stéphane Adjemian (Odysseus) 47affc94e1 Revert "Matrix notation: fix bug in numerical Hessian of external functions"
This reverts commit 2acacf61f1.
2021-01-12 16:48:21 +01:00
Stéphane Adjemian (Odysseus) b87690a9f1 Revert "Add tests for matrix notation"
This reverts commit 8d4a80956c.
2021-01-12 16:47:56 +01:00
Stéphane Adjemian (Odysseus) 8fd18fa9ba Merge remote-tracking branch enterprise into master. 2021-01-12 16:45:51 +01:00
Sébastien Villemot 3cbc2396a0
macOS package: fix compilation of x13as on macOS 11 (Big Sur) 2021-01-11 17:07:08 +01:00
Stéphane Adjemian (Odysseus) 0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise 2021-01-11 11:06:55 +01:00
Johannes Pfeifer ea03868a6b mode_compute=0: run dyn_forecast after smoother when forecast > 0 2021-01-10 19:46:18 +01:00
Johannes Pfeifer fbb1272164 Fix mode_compute=12 and filter out mode_compute=11 2021-01-10 17:30:35 +01:00