Stéphane Adjemia (Scylla)
6b113273d3
Added integration tests (Iterative OLS and NLS for PAC equations).
2018-11-21 16:26:38 +01:00
Sébastien Villemot
6995e24863
The testsuite can now be run from Windows
2018-11-21 16:21:59 +01:00
Stéphane Adjemia (Scylla)
cf35496c06
Fixed bug in the evaluation of the sum of squared residuals (PAC/NLS).
2018-11-21 15:21:23 +01:00
Stéphane Adjemia (Scylla)
7d2d0d6590
Added the possibility to estimate the share of optimizing agents by iterative OLS (PAC).
2018-11-21 15:07:15 +01:00
Sébastien Villemot
59d4dd185e
Merge branch 'ident_test' into 'master'
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kim2.mod: trigger case where estim_params_block is not detected
See merge request Dynare/dynare!1638
2018-11-16 17:55:39 +00:00
Sébastien Villemot
a7a46a6b75
Add missing file in c407b63e84
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Ref Dynare/preprocessor#13
2018-11-16 18:37:20 +01:00
Sébastien Villemot
c407b63e84
Update preprocessor submodule + add test
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Ref Dynare/preprocessor#13
2018-11-16 18:34:37 +01:00
Johannes Pfeifer
33d35d8fcc
kim2.mod: trigger case where estim_params_block is not detected
2018-11-16 17:56:13 +01:00
Sébastien Villemot
981e2e247a
Fix MATLAB version number in announcement
2018-11-16 17:51:11 +01:00
Sébastien Villemot
635aa65665
Merge branch 'ident_plot_bug' into 'master'
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identification_analysis.m: Fix bug introduced in 60d95b65f2
See merge request Dynare/dynare!1637
2018-11-16 16:21:14 +00:00
Johannes Pfeifer
b615d2d795
identification_analysis.m: Fix bug introduced in 60d95b65f2
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We already used a variable called offset
2018-11-16 16:20:27 +01:00
Sébastien Villemot
7cbd3ecbf7
Merge branch 'cmr_steady_issue_2' into 'master'
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evaluate_steady_state_file.m: Remove redundant setting of auxiliary variables
Closes #1175
See merge request Dynare/dynare!1635
2018-11-16 14:28:23 +00:00
Johannes Pfeifer
4ecbcbb136
evaluate_steady_state_file.m: Remove redundant setting of auxiliary variables
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The original problems seems to have been fixed by #1133
Essentially reverts 3c7e60b744
and closes #1175
2018-11-16 14:12:55 +01:00
Sébastien Villemot
3b69635200
Merge branch 'cmr_steady_issue_1' into 'master'
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evaluate_steady_state_file.m: fix two bugs in debugging mode
See merge request Dynare/dynare!1634
2018-11-16 11:36:25 +00:00
Johannes Pfeifer
f947a31b80
evaluate_steady_state_file.m: fix two bugs in debugging mode
2018-11-16 09:24:43 +00:00
Johannes Pfeifer
60d95b65f2
Identification strength: make plotting consistent
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1. Rely on actually computed standard deviations in bayestopt_ instead of potentially unset estim_params_
2. Remove arbitrary normalizations/omitted normalization in case of division by 0 in normalization
3. Distinguish between 0 identification and division by 0 due to normalization in plots
(cherry picked from commit 7341e21a381850c47fbed018bf6a7acdda4fa92e)
2018-11-16 10:17:30 +01:00
Sébastien Villemot
3acdcd3657
Update preprocessor submodule
2018-11-15 18:00:20 +01:00
Sébastien Villemot
ad451ad224
Merge branch 'prior_dens_info' into 'master'
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Deal with info returned by priordens being a vector
See merge request Dynare/dynare!1629
2018-11-15 09:39:11 +00:00
Sébastien Villemot
513f3ec68e
Merge branch 'evaluate_steady_state' into 'master'
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evaluate_steady_state.m: consistently use params
Closes #1627
See merge request Dynare/dynare!1630
2018-11-15 09:22:09 +00:00
Sébastien Villemot
6e5465c0ff
Merge branch 'gsa_plot' into 'master'
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Fixes to GSA plots
See merge request Dynare/dynare!1631
2018-11-15 09:12:29 +00:00
Johannes Pfeifer
30361ccb49
GSA scatter plots: Correctly pass LaTeX-names to figure
2018-11-14 18:37:54 +01:00
Johannes Pfeifer
022913579a
map_calibration.m: Fix bug that prevented display of restrictions
2018-11-14 18:37:05 +01:00
Johannes Pfeifer
c16c2fb894
evaluate_steady_state.m: consistently use params
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Prevents erroneously relying on stale parameters from M.params (thanks to Tom Holden); closes #1627
2018-11-14 16:01:55 +01:00
Johannes Pfeifer
09a166f4e7
Revert "adding missing any()"
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This reverts commit a5b97a28a0
.
2018-11-14 15:04:27 +01:00
Johannes Pfeifer
c1b0bb5ee3
initial_estimation_checks.m: Turn vector info into scalar
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Related to a5b97a28a0
that needs to be reverted
2018-11-14 15:02:15 +01:00
Sébastien Villemot
7b0ef3d080
Merge branch 'doc_references' into 'master'
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Cosmetic fixes to reference in manual
See merge request Dynare/dynare!1628
2018-11-14 11:33:49 +00:00
Johannes Pfeifer
bb1642b5b8
Cosmetic fixes to reference in manual
2018-11-14 12:15:59 +01:00
Sébastien Villemot
18faa9733c
Further updates related to minimal MATLAB version bump
2018-11-13 18:29:20 +01:00
Sébastien Villemot
7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments
2018-11-13 18:02:09 +01:00
Sébastien Villemot
ce49cd95df
Add missing iscolumn and ismatrix for MATLAB < R2010b
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Also fix a bug in isrow (it was not checking the rank of the array).
2018-11-13 16:59:27 +01:00
Sébastien Villemot
736d43c4e6
Bump minimal MATLAB version requirement to 7.9 (R2009b)
2018-11-13 15:59:16 +01:00
Sébastien Villemot
abc8431698
Remove instructions about builing under Windows Subsystem for Linux
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See the discussion in http://eris.dynare.org/pipermail/dev/2018-November/005062.html
2018-11-12 15:36:31 +01:00
Sébastien Villemot
c6f5c804d9
Gensylv MEX also needs MatIO (because Dynare++ code does)
2018-11-12 12:56:01 +01:00
Houtan Bastani
2c65f92c6c
preprocessor: submodule update. closes #1210
2018-11-09 15:13:08 +01:00
Sébastien Villemot
91a455f2c7
Update preprocessor submodule
2018-11-08 18:12:20 +01:00
Sébastien Villemot
331a27398a
Fix another memory leak in k-order DLL
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Re Dynare/dynare#1490 .
2018-11-08 17:30:48 +01:00
Sébastien Villemot
50a09a687e
C++11 modernization
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Incidentally, fix a memory leak related to DynamicModelAC instantiation, using
a std::unique_ptr (see Dynare/dynare#1490 ).
2018-11-08 17:24:19 +01:00
Sébastien Villemot
7fd5f4bd6d
Fix for MATLAB location in README
2018-11-08 13:00:43 +01:00
Sébastien Villemot
9dfbb787b3
Further fix on slicot building under Windows
2018-11-08 12:56:17 +01:00
Sébastien Villemot
b4dd46e8ea
Misc fixes to README
2018-11-08 12:50:59 +01:00
Houtan Bastani
2dcaff4f16
preprocessor: submodule update
2018-11-07 15:57:22 +01:00
Sébastien Villemot
afc9f94854
On Windows, statically link the pthread library
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Otherwise the DLL is dynamically linked against libwinpthread. This regression
was introduced by commit 671fe4bcd
.
2018-11-07 14:38:04 +01:00
Sébastien Villemot
f630bc31be
Add information about package upgrade under MSYS2
2018-11-06 18:03:51 +01:00
Sébastien Villemot
b6f11063ca
Remove unfinished instructions for Fedora
2018-11-06 17:22:03 +01:00
Sébastien Villemot
b9da355b1a
Update build instructions for Debian/Ubuntu
2018-11-06 17:08:49 +01:00
Sébastien Villemot
abe8bee683
Bump required version for Bison
2018-11-06 17:08:49 +01:00
Sébastien Villemot
9a7ded24e8
Compilation instructions under Windows using MSYS2
2018-11-06 17:08:49 +01:00
Houtan Bastani
e37549461b
doc: update mexext, matlabroot options
2018-11-06 16:41:35 +01:00
Sébastien Villemot
671fe4bcd4
Build system improvements on Windows (MinGW / MSYS2)
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- Use the -static flag when linking Dynare++, so that shipping libquadmath and
libgcc DLL in the installer is no longer needed.
- Use AM_CXXFLAGS and AM_LDFLAGS variables for changing flags, since CXXFLAGS
and LDFLAGS are user variables. Also, this avoids passing these flags down to
configure scripts in subdirectories.
- Check for the SZIP library in the configure test for the MatIO, this is
needed under MSYS2.
- Statically link MatIO and GSL in MEX files for MATLAB, this is needed under
MSYS2.
2018-11-06 12:17:56 +01:00
Sébastien Villemot
47596aa3e0
Update preprocessor submodule
2018-11-05 12:32:02 +01:00