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
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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
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
Johannes Pfeifer
ad17b8ec33
Particle filtering: provide more informative error messages in typical problematic cases
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Also adds test cases
2021-01-15 22:11:20 +01:00
Sébastien Villemot
91b0ba64c6
Testsuite: rename all test files that have the name “example.mod”
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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
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
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New option analytic_jacobian for mode_compute 1, 3, and 13
2021-01-14 10:03:39 +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)
0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise
2021-01-11 11:06:55 +01:00
Willi Mutschler
dabe0ada33
MoM: Add test for optimizers
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Note that mode_compute=11 and 12 need some fixing
2021-01-07 14:14:13 +01:00
Willi Mutschler
2b554e0511
MoM: cosmetical changes to description of options in testsuite
2021-01-07 13:39:45 +01:00
Willi Mutschler
ba8d5d364d
MoM: Update copyright years
2021-01-07 10:32:35 +01:00
Willi Mutschler
562a9c737f
MoM: Improve testsuite
...
- add Andreasen, Fernandez-Villaverde, Rubio-Ramirez (2017) test models
- move models to dedicated folders
- add `make m/method_of_moments` and `make o/method_of_moments` commands to run testsuite only for method of moments
2021-01-06 14:19:17 +01:00
Johannes Pfeifer
9c52aec23d
Adjust output of loglinear option to make clear when a logged variable is used
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- use of function for getting labels will allow to accommodate https://git.dynare.org/Dynare/dynare/-/issues/349
- incidentally fixes a bug in the display of the simulated variance decomposition for observables with measurement error
2020-12-23 13:53:44 +01:00
Sébastien Villemot
5deaca993b
Merge branch 'discretion' of git.dynare.org:JohannesPfeifer/dynare
2020-12-22 12:29:38 +01:00
Sébastien Villemot
3d912401d5
Testsuite: Octave compatibility fixes in histval_initval_file_unit_tests.m
2020-12-22 12:27:19 +01:00
Johannes Pfeifer
4b793da2c3
discretionary_policy: allow for non-linear model to be used
2020-12-18 18:22:39 +01:00
Willi Mutschler
eae5e2f029
MoM: Add analytical standard errors for GMM
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Reset analytic_derivation_mode for steadystate file parameter changes
MoM: Fix GMM analytical standard errors wrong dimensions in autocovs
2020-12-18 16:16:10 +01:00
Johannes Pfeifer
4cf9f7d1a7
stoch_simul.m: reports second moments based on pruned state space at order=2 when pruning is specified
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Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1744
2020-12-17 09:45:28 +01:00
Stéphane Adjemian (Charybdis)
e066556d7a
Added integration test for d8ddd9ef6
.
2020-12-07 22:25:54 +01:00
Sébastien Villemot
1c0d1409ea
Fix the use of [static]/[dynamic] equations with the “block” option
2020-12-07 16:24:13 +01:00
Sébastien Villemot
fdf5bfbb58
Testsuite: cosmetic fix
2020-12-07 15:10:06 +01:00
Sébastien Villemot
4cc946842b
Add further Octave 6 test for intersect(…, 'stable')
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Forgotten in c160d2407
.
[skip ci]
2020-12-04 18:41:53 +01:00
Sébastien Villemot
8ba1a15262
Remove outdated Occbin files
2020-12-03 10:50:58 +01:00
Sébastien Villemot
c160d24074
Octave 6 implements intersect(…, 'stable')
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[skip ci]
2020-11-30 18:26:50 +01:00
Willi Mutschler
fcef3ca09f
✅ Don't do bgp/solow in Octave
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[skip ci]
The levenberg-marquardt algorithm is not available in octave's implementation of fsolve, so we check the verbatim block only in matlab
2020-11-26 17:12:57 +01:00
Sébastien Villemot
f27852d1ec
Add test for mshocks block
2020-11-26 15:48:57 +01:00
Willi Mutschler
3c1087a369
Fix for sylvester3a for purely forward-looking models
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In purely forward-looking models ghx is empty and sylvester3a gives a "Operands to the || and && operators must be convertible to logical scalar values" error, as e becomes a "1×0 empty double row vector" and not a logical.
2020-11-21 09:46:10 +01:00
Johannes Pfeifer
904296738d
bgp-tests: Octave compatibility fixes
2020-11-19 13:42:35 +01:00
Sébastien Villemot
fcb52478e4
Preprocessor: replace exogenous with lead/lags by auxiliary variables in deterministic models
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Several tests need to be adapted, because they were implicitly making the
assumption that there is no auxiliary variable.
Incidentally, this closes #1731 . This commit therefore also removes the
workaround introduced in 0391dbbeb1
.
2020-11-09 16:34:12 +01:00
Johannes Pfeifer
d38a4428cc
Move macro_processor/example1_macro.mod to subfolder
2020-11-02 16:00:03 +01:00
Johannes Pfeifer
b4f3eb4a1c
Add unit test for ifndef
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See https://git.dynare.org/Dynare/dynare/-/issues/1747
2020-11-02 16:00:03 +01:00
Sébastien Villemot
cf68570813
Testsuite: workaround for glibc bug #19329
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This bug is causing random crashes in the testsuite on our runners.
See https://sourceware.org/bugzilla/show_bug.cgi?id=19329
(cherry picked from commit f46dfba961
)
2020-10-23 15:32:07 +02:00
Sébastien Villemot
299769c51b
Testsuite/MATLAB: output stderr to log file
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(cherry picked from commit 2a472a0a6b
)
2020-10-23 15:32:06 +02:00
Sébastien Villemot
f46dfba961
Testsuite: workaround for glibc bug #19329
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This bug is causing random crashes in the testsuite on our runners.
See https://sourceware.org/bugzilla/show_bug.cgi?id=19329
2020-10-23 12:35:35 +02:00
Sébastien Villemot
2a472a0a6b
Testsuite/MATLAB: output stderr to log file
2020-10-22 18:25:42 +02:00
Sébastien Villemot
6f415dff61
Testsuite: add missing line continuation symbol in the list of .mod files
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This was causing some tests to be skipped.
The bug had been introduced e7162a2a69
.
2020-10-21 16:36:18 +02:00
Sébastien Villemot
e21cb1ad6b
LMMCP: fix the purely backward and purely forward cases
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Closes : #1720
2020-10-21 16:30:40 +02:00
Sébastien Villemot
33d8bc55f3
Redisable tests/pac/trend-component-31/example.mod, it is not yet ready (some fixes are needed in the M code)
2020-10-16 18:11:01 +02:00
Sébastien Villemot
8e3127d69e
Preprocessor rebase
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– PAC model: fixes to M_.pac.MODEL.ar (information about autoregressive part)
+ Fix order of items in this structure. Previously, items were ordered
according to the declaration order of parameters. Now, items are order
according to lag order (first lag appears first)
+ Gracefully handle the case where there is no autoregressive part
(Ref. Dynare/preprocessor#52 )
– Block decomposition:
+ bugfix for solve one boundary blocks with mfs>0
+ fix evaluation of recursive variables in solved blocks
(Ref. Dynare/dynare#1726 )
— Fix various potential bugs with model local variable
— Ensure that negative constants are never marked as temporary terms
By the way, activate tests/pac/trend-component-31/example.mod, since it should
now work.
2020-10-16 16:53:26 +02:00
Sébastien Villemot
7270f722e4
Activate test for two PAC equations in the same file
2020-10-16 16:30:38 +02:00
Sébastien Villemot
71e3e0d49e
Fix extended_path with bytecode
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By the way, document and enforce the fact that stochastic extended_path (i.e.
order > 0) is not compatible with either bytecode or block.
Closes : #1742
2020-10-14 17:25:58 +02:00
Sébastien Villemot
43311a230f
Testsuite: histval_initval_file_unit_tests.m is not a TLS file
2020-10-14 17:16:35 +02:00
Sébastien Villemot
8acdb9f7cc
Testsuite: MATLAB R2014a compatibility fixes
2020-10-08 17:26:17 +02:00
Sébastien Villemot
e7162a2a69
Block decomposition: new tests for mfs>0
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Ref. #1726
2020-10-07 19:01:09 +02:00
Stéphane Adjemian (Charybdis)
80bfbc0736
Merge non linear shock decomposition for backward models.
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Closes #2 .
2020-09-29 18:17:25 +02:00
Sébastien Villemot
8d4a80956c
Add tests for matrix notation
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Closes : Enterprise/dynare#1
2020-09-29 16:52:20 +02:00
Sébastien Villemot
66361eb28d
Add test for shock decomposition of backward models
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Ref: Enterprise/dynare#2
2020-09-28 18:26:29 +02:00
Stéphane Adjemian (Charybdis)
e690c5de5a
Merge Enterprise/block_trust_region into enterprise.
2020-09-24 16:05:55 +02:00
Stéphane Adjemian (Charybdis)
17e6421ea3
Merged master into enterprise.
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Fixed conflict in
- doc/manual/source/running-dynare.rst
2020-09-23 15:28:19 +02:00
Stéphane Adjemian (Charybdis)
a40f30cada
Closes #1761 (Fixes for histval_initval_file)
2020-09-23 12:19:18 +02:00
Sébastien Villemot
d61f4166ad
Testsuite: add a test for a purely forward variable in block+bytecode mode
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Closes : #1727
2020-09-22 16:46:58 +02:00
Michel Juillard
c2e43c0093
fix histval_initval_file unit tests
2020-09-20 11:11:26 +02:00
Michel Juillard
9e94252d1a
fix target values for periods
2020-09-19 12:18:24 +02:00
Michel Juillard
91b4cfd3a8
fixes handling of periods in histval_file/initval_file
2020-09-19 12:14:43 +02:00
Sébastien Villemot
865ab47fa9
Provide block_trust_region MEX under solve_algo 13 and 14
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- block trust region solver now available under solve_algo=13
It is essentially the same as solve_algo=4, except that Jacobian by finite
difference is not handled. A test file is added for that case
- block trust region solver with shortcut for equations that can be evaluated
is now available under solve_algo=14 (in replacement of the pure-MATLAB solver)
Closes : Enterprise/dynare#3
2020-09-18 18:01:56 +02:00
Sébastien Villemot
fcc3a3cec2
Testsuite: fix repeated typo in equation name
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[skip ci]
2020-09-18 17:40:44 +02:00
Stéphane Adjemian (Odysseus)
248ad18846
Merge remote-tracking branch 'Dynare/master' into enterprise
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Fixed conflicts in:
- .gitlab-ci.yml
- matlab/dynare_config.m
- matlab/dynare_solve.m
- matlab/initvalf.m
- matlab/perfect-foresight-models/make_ex_.m
- matlab/perfect-foresight-models/perfect_foresight_setup.m
- mex/build/matlab/Makefile.am
- mex/build/matlab/configure.ac
- mex/build/octave/Makefile.am
- mex/build/octave/configure.ac
- mex/sources/Makefile.am
- preprocessor
- tests/Makefile.am
2020-09-17 14:53:32 +02:00
Johannes Pfeifer
96be513ecf
Remove matched_moments_ as input argument as it is now a field of M_
2020-08-05 15:58:58 +02:00
Stéphane Adjemian (Odysseus)
579fb9e685
Fixed bug introduced in edede274f2
.
2020-07-24 22:30:51 +02:00
Stéphane Adjemian (Charybdis)
edede274f2
Make the detection of the target in PAC equation more robust.
...
In a PAC equation, the error correction term must be written as:
β×(yₜ₋₁-xₜ₋₁)
where x is the endogenous variable determined by the equation and y
the target for x. The ordering matters, if not respected the
preprocessor wll not identify the error correction term (hence the
target) and will throw an error. The target must be an endogenous
variable or the log of an endogenous variable. For a more general
target, ie an expression, one can create an auxiliary variable.
We impose the ordering, target comes first in the error correction
term, so that the stability condition is always β>0 (this constraint
can be enforced when estimating the PAC equation).
2020-07-24 17:36:31 +02:00
Stéphane Adjemian (Charybdis)
7f50b02910
Added test where the PAC equation doesn't have lags on the endogenous variable.
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This example is currently failing.
2020-07-22 12:25:05 +02:00
Stéphane Adjemian (Charybdis)
897e2fc63b
Added test with two PAC equations in the same mod file.
2020-07-22 12:21:23 +02:00
Johannes Pfeifer
9fa24aa7be
RBC_MoM: filter out additional pathological cases with try-catch
2020-07-17 20:35:53 +02:00
Johannes Pfeifer
791e5e9d97
RBC_MoM-test: filter out pathological cases
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[skip CI]
2020-07-17 15:16:05 +02:00
Sébastien Villemot
1dbbef9f2e
Merge branch 'moment_estimation' into 'master'
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First implementation of moment estimation
See merge request Dynare/dynare!1750
2020-07-16 15:41:15 +00:00
Willi Mutschler
19b7d202d2
testsuite: Add test cases
2020-07-16 14:54:04 +02:00
Sébastien Villemot
cda3253d2c
Merge branch 'ME_traceplots' into 'master'
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Fix trace plots with measurement errors and their correlations
See merge request Dynare/dynare!1752
2020-07-16 09:39:47 +00:00
Sébastien Villemot
499451d50a
Merge branch 'pruned_state_space' into 'master'
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Speed up pruned_state_space_system.m by e.g. using persistent variables
See merge request Dynare/dynare!1749
2020-07-16 09:39:01 +00:00
Johannes Pfeifer
540f0454d2
Code Review of GMM routines
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- fix prefilter option
- Implement iterative GMM
2020-07-16 11:38:40 +02:00
Willi Mutschler
3615962a61
First draft of method of moments toolbox with GMM and SMM
2020-07-16 11:38:38 +02:00
Johannes Pfeifer
8a00ee3dff
AnSchorfheide_pruned_state_space.mod: remove test part that only showcases that in Andreasen's code there is an error
2020-07-15 15:37:49 +02:00
Johannes Pfeifer
f717712ed6
Fix trace plots with measurement errors and their correlations
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Problem was introduced when transitioning to cell arrays
2020-07-15 14:34:04 +02:00
Sébastien Villemot
51278b2f90
Testsuite / External functions: also test coefficients of 2nd order policy function
2020-07-10 18:25:23 +02:00
Sébastien Villemot
acdca03e43
Testsuite / External functions: add file missing in previous commit
2020-07-09 18:42:17 +02:00
Sébastien Villemot
5b88113668
Testsuite / External functions: add check for numerical results
2020-07-09 18:40:36 +02:00
Sébastien Villemot
4913cfb3f0
Merge branch 'third_order_moments' into 'master'
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Add display of theoretical moments at order=3 with pruning
See merge request Dynare/dynare!1744
2020-06-30 14:38:22 +00:00
Johannes Pfeifer
dfc7357636
Add display of theoretical moments at order=3 with pruning
2020-06-30 13:46:54 +02:00
Johannes Pfeifer
ac728c0492
Add test cases for moments with measurement errors
2020-06-29 13:21:08 +02:00
Sébastien Villemot
ee05ff6c6a
Block decomposition now compatible with 'use_dll' option
2020-06-23 15:49:27 +02:00
Willi Mutschler
42503e102e
✔️ Add unit tests for correct identification analysis
2020-06-20 22:38:47 +02:00
Willi Mutschler
97134cc362
🐛 Fix issue with endogenous params in steady state
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Identification should switch to analytic_derivation_mode=-2 if steady state block/file changes parameter values. Dynare/dynare!1732 already adresses this when there is a prior specified. This fix also addresses this when there are no priors.
kim2.mod is now not only an integration test but also a unit test for this.
2020-06-20 22:38:47 +02:00
Sébastien Villemot
d0fb9ce5b8
Preprocessor update
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— Bug fix: allow external functions in model local variables (also add corresponding
integration test)
— JSON output:
+ do not append two underscores after model local variable names in their
definition
+ when writing the model after computing pass, use TEF terms for (not
derived) external functions
+ write model local variables in parsed model (modfile.json) (Closes : #1723 )
— In the driver file, provide mapping between model local variables and indices
in the temporary terms vector (Closes : #1722 )
2020-06-05 17:16:11 +02:00
Sébastien Villemot
bd7eb2f88d
Fixes to solve_algo ≥ 9
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— allow solve_algo=9 without block nor bytecode
— allow solve_algo≥9 with block without bytecode
— test solve_algo=9
2020-05-25 17:22:17 +02:00
Michel Juillard
b70d99d1b4
Refactoring of initval_file and histval_file
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initval_file and hisvfal_file are now more flexible and have functionalities
similar to option datafile in estimation.
Closes : #1671
2020-05-14 16:45:54 +02:00
Sébastien Villemot
e5f45ef7b1
Testsuite: fix calls to fataltest.m
2020-05-13 14:58:09 +02:00
Sébastien Villemot
ac1b7cc9e1
Testsuite: fix formula for maximum difference error test
2020-05-13 14:57:58 +02:00
Sébastien Villemot
b2841ff98c
Testsuite: minor simplification
2020-05-13 12:57:14 +02:00
Sébastien Villemot
6e0f104d7e
Bump minimal MATLAB version to R2014a
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Ref. #1713
2020-04-07 16:32:32 +02:00
Stéphane Adjemian (Charybdis)
046960c4a8
Merge remote-tracking branch community/master into enterprise
2020-04-03 11:33:46 +02:00
Johannes Pfeifer
b8b05300c1
missing_DiffuseKalmanSmootherH1_Z.m: fix bug with variable dimension
2020-04-02 19:22:55 +02:00
Willi Mutschler
64a2a4388a
🐛 📖 Fixes TaRB with student t proposal distribution
2020-04-01 14:46:22 +02:00
Sébastien Villemot
43ed7b2b69
Merge remote-tracking branch 'community/master' into enterprise
2020-03-27 16:28:41 +01:00
Johannes Pfeifer
16cbfa7f29
noprint: add integration test
2020-03-08 09:01:00 +01:00
Sébastien Villemot
3ec1d15107
Fix interaction of “predetermined_variables” with “histval” (preprocessor#47)
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Also add a corresponding regression test case.
2020-03-02 17:10:58 +01:00
Stéphane Adjemian
c1541bebbf
Merge branch 'Ramsey_estimation' into 'master'
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testsuite: add integration test for estimation with Ramsey
See merge request Dynare/dynare!1719
2020-03-02 08:30:13 +00:00
Johannes Pfeifer
068a3e4bde
testsuite: add integration test for estimation with Ramsey
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[skip ci]
2020-03-02 09:17:36 +01:00
Stéphane Adjemian (Charybdis)
2083246a35
Add initial condition for mh_tune_jscale.
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Closes #1717 .
2020-02-29 13:25:24 +01:00
Johannes Pfeifer
f89c1b58d8
Add integration test for steady state parameter updating
2020-02-25 14:48:29 +01:00
Johannes Pfeifer
3cf622cdc1
Output M_ in stoch_simul.m and discretionary_policy.m
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Fixes https://git.dynare.org/Dynare/dynare/issues/1711 together with https://git.dynare.org/Dynare/preprocessor/-/merge_requests/15
2020-02-24 14:14:41 +01:00
Willi Mutschler
f4dc2ee743
🐛 Fix wrong third-order computation in pruned state space system
...
Related to #1706
✅ Add unit test for pruned state space up to order 3
//
Changed tolerance in new test
2020-02-16 22:55:16 +01:00
Houtan Bastani
71def361fb
macro processor: add test of tuple index in @#for loop
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[skip ci]
2020-02-14 17:29:41 +01:00
Sébastien Villemot
633f1ad85a
Testsuite: change the seed for some Octave test
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Under Octave, the default seed in fs2000ns_uncorr_ME.mod leads to a generated
dataset that makes fs2000ns_corr_ME.mod and fs2000ns_corr_ME_missing.mod
fail (due to a large difference between univariate and multivariate diffuse
filters).
2020-02-13 18:12:10 +01:00
Sébastien Villemot
3b60e26e63
Testsuite: properly clean generated datafiles under kalman/likelihood_from_dynare/
2020-02-12 18:02:08 +01:00
Johannes Pfeifer
30bfa16211
Fixes related to estimation under discretion
2020-02-06 13:30:00 +01:00
Sébastien Villemot
a8e54d791a
Testsuite: set the random seed for unitary tests, for reproducibility
2020-02-04 18:19:35 +01:00
Sébastien Villemot
177c5c359f
Implement estimation under discretionary optimal policy
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Also add a test case.
For the time being, estimating parameters that appear in the discount factor is
not supported.
Ref. #1173
2020-02-03 18:29:45 +01:00
Johannes Pfeifer
6cf5e6495a
fs2000_simul.mod: make sure we use the estimated parameter vector
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Makes the simulation converge without turning to homotopy
2020-01-31 13:22:47 +01:00
Stéphane Adjemian (Odysseus)
d5e2b0f9f8
Updated integration test with new interface for aggregate routine.
2020-01-29 18:28:35 +01:00
Johannes Pfeifer
9e82432f87
Gali_discretion.mod: filter out NaN in planner_objective
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Related to https://git.dynare.org/Dynare/dynare/issues/1699
2020-01-29 17:48:16 +01:00
Sébastien Villemot
7f02fe5a78
Testsuite: increase numerical tolerance for sw_minimal.mod test
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Needed for some runners, e.g. lupi
2020-01-27 23:16:41 +01:00
Stéphane Adjemian (Charybdis)
82f642fbca
Added missing case in integration tests for particle filters.
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There was not test for the conditional particle filter (CPF).
2020-01-27 22:57:41 +01:00
Sébastien Villemot
fc27fad46d
Preprocessor: Do not simplify constant equations which have a tag attached
...
In particular, in the case of an 'mcp' tag, this could lead to a convergence
failure.
Also modify the lmmpc/rbcii.mod test so that it fails if convergence is not
obtained, in order to detect such regressions earlier.
Closes : #1697
This preprocessor update also includes the following changes:
— removal of license.txt, now merged in back in the main Dynare one
– various code simplifications and modernizations in the macro processor
— minor code simplification in parsing of the --+ options: … +-- line
2020-01-27 16:12:25 +01:00
Sébastien Villemot
01d5d734c6
CI: skip two further tests under MATLAB R2009b, that apparently trigger a MATLAB bug
2020-01-24 16:40:55 +01:00
Sébastien Villemot
3b9cc0e9f7
Testsuite: use whitespace-separated syntax for options in .mod file
...
Follows from d3e90a8dbf
.
2020-01-24 16:01:17 +01:00
Willi Mutschler
3d51ee9e23
✅ Added unit tests for minimal state space system
2020-01-24 14:20:05 +01:00
Willi Mutschler
aa0f278edc
📃 Update license
2020-01-24 12:45:15 +01:00
Willi Mutschler
5525a7c515
🏇 Better minimal state space handling and unit tests
2020-01-24 12:45:08 +01:00
Willi Mutschler
c4f7c416fa
🐛 Fix #1694 by robust rank tolerance and histc
2020-01-24 12:44:26 +01:00
Sébastien Villemot
66a5113500
Preprocessor: fix derivation order for “identification” without “stoch_simul”
...
Also add a regression test.
Closes: preprocessor#40
2020-01-20 17:28:05 +01:00
Sébastien Villemot
e371b1a94b
New option “filtered_theoretical_moments_grid”, that supersedes “hp_ngrid”
...
The old option is left for backward-compatibility purposes, but it has the same
effect as the new one.
Closes : #1093
2020-01-20 16:23:10 +01:00
Sébastien Villemot
a753c18d61
Testsuite: add various missing files to source tarball
2020-01-16 16:54:47 +01:00
Sébastien Villemot
3ee9ada8d3
Octave compatibility fix: skip unit test for load_m_file_data_legacy.m
...
The failure is impossible to reproduce outside the runners. Skip the test, for
lack of a better solution.
2020-01-14 14:58:38 +01:00
Sébastien Villemot
9bac6a0d32
Octave compatibility fix: skip some tests under Octave 5.1, due to a bug in ordeig
2020-01-14 11:49:41 +01:00
Sébastien Villemot
c5f50a34e2
MATLAB compatibility fix: skip identification/kim/kim2.mod test under R2009b
...
MATLAB crashes, most likely due to an internal bug.
2020-01-14 11:45:03 +01:00
Sébastien Villemot
7c2338034f
Testsuite: drop useless version check (we require at least MATLAB R2009b/7.9)
2020-01-14 11:26:06 +01:00
Sébastien Villemot
fd13063a5c
Octave compatibility fix: “fig” format is unsupported
2020-01-13 18:33:47 +01:00
Sébastien Villemot
bde2f1977c
MATLAB compatibility fix: skip mode_compute=3 test under R2009b
...
In this version, fminunc fails due to Inf value.
2020-01-13 18:30:28 +01:00
Sébastien Villemot
d9b9f78392
Merge branch 'particle_check' into 'master'
...
Particle filters: provide error if trends or prefiltering is used
Closes #1690
See merge request Dynare/dynare!1695
2020-01-13 11:02:29 +00:00
Johannes Pfeifer
23cac089f1
fs2000_ns_common.inc: set order of approximation explicitly to 1
2020-01-12 17:13:24 +01:00
Sébastien Villemot
7e770f69e7
Remove workaround for errors in MEX files
...
Because at some point throwing exceptions from MEX files (with mexErrMsgTxt())
was not working under Windows 64-bit, we had designed a workaround to avoid
using exceptions.
Most MEX files were returning an error code as their first (or sometimes last)
argument, and that code would have to be checked from the MATLAB code.
Since this workaround is no longer needed, this commit removes it. As a
consequence, the interface of many MEX files is modified.
For some background, see https://www.dynare.org/pipermail/dev/2010-September/000895.html
2020-01-10 18:33:11 +01:00
Houtan Bastani
bf102030cb
support saving exogenous variables in `dynasave`, `dynasave`; fix bugs in `dynasave`; add test
...
- `dynasave`: if a variable being saved was named `n` or `s`, the `eval` statements would break the code
- `dynasave`: use the `-struct` option to `save` to avoid `eval` statements
- `dynasave` and `dynatype`: do everything in 1 loop instead of 2
- `dynasave` and `dynatype`: use `strcmp` instead of `strfind`
- preprocessor update contains:
- Partial reversion of global indentation of macro processor header files introduced in e2d5a83592634f0604d8c86409748cd2ec5906d2
- Symbol List check pass: allow caller to specify the valid types of variables in a Symbol List
- Allow `dynasave` and `dynatype` to support exogenous variables in their var_list
issue #1691
2020-01-06 12:45:44 +01:00
Willi Mutschler
45e9771eb8
Fixed bug regarding non-stationary variables in pruned moments
2019-12-20 12:30:53 +01:00
Willi Mutschler
8b9b49f8d7
Finished identification order=1|2|3
...
Note that I still need to do a code clean up (provide some licenses for functions from other people) and to double check order=3. There is also much room for speed and memory improvement, but the code works fine for now. I will also provide more information to the merge request soon about the detailed changes for future reference.
2019-12-20 12:28:55 +01:00
Sébastien Villemot
d40b775260
Preprocessor: new “with_epilogue” option and related fixes
...
Ref. !1688
2019-12-20 11:57:34 +01:00
Sébastien Villemot
c04c111d97
Merge branch 'rattoma/dynare-epilogue'
...
Ref. !1688
2019-12-20 11:51:41 +01:00
Stéphane Adjemian (Charybdis)
78c36dd0b7
Fixed data files for nonlinear filter's integration test.
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis)
53c9d9de69
Use steady_state_model in tests/particles/dsge_base2.mod.
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Odysseus)
58da5e7120
Added timing for comparing the mex iterating on the nonlinear reduced form model.
...
local_state_space_iteration_k is significantly slower than old local_state_space_iteration_2...
2019-12-20 11:31:56 +01:00
Sébastien Villemot
996bdd6c64
New local_state_space_iteration_k MEX, for nonlinear filters at k-order
...
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
Marco Ratto
87963acb3a
adapted test function for plot shock decompositions. still needs the new option with_epilogue.
2019-12-19 22:23:28 +01:00
Sébastien Villemot
1ac7344e42
Rollback introduction of +get and +set folders
...
Under Octave, having namespaces called “get” and “set” overshadows the builtin
functions with the same names, which are needed for graphics manipulation.
Therefore we go back to the initial function naming scheme, but moving all
those functions under an “accessors” subdirectory.
Among other things, this is a revert of
e4134ab59b
and
c5e86fcb59
.
Ref. !1655 , !1686
2019-12-19 17:20:38 +01:00
Sébastien Villemot
efa6c6c682
“datafile” option of “perfect_foresight_setup” (and “simul”) now equivalent to “initval_file”
...
Ref. #1663
2019-12-19 14:58:54 +01:00
Sébastien Villemot
7e07d3e0fc
Testsuite: add further check to verify that “initval_file” works as expected
...
Ref. #1663
2019-12-19 14:51:59 +01:00
Sébastien Villemot
e81c837c51
Testsuite: fix engine for testing M scripts
...
I’m not sure it has ever worked.
As a consequence, remove the workaround that had apparently been implemented in
tests/initval_file/ramst_initval_file.mod.
2019-12-19 14:51:56 +01:00
Sébastien Villemot
2c9ea629bd
Merge branch 'utilsx' into 'master'
...
Moved get and set utilities to +get and +set
See merge request Dynare/dynare!1686
2019-12-19 09:42:19 +00:00