Sébastien Villemot
d5ee4dcb75
Testsuite: add a test for deprecated simul command
2023-03-29 17:01:09 +02:00
Sébastien Villemot
ec908386b6
Testsuite: no longer use deprecated ramsey_policy, except a in a dedicated test
2023-03-29 16:57:01 +02:00
Sébastien Villemot
cdb786017b
Preprocessor update
...
– ramsey_policy is now fully implemented at the preprocessor level
– 🐛 ramsey_policy: lift restriction that order must be ⩽ 2
– 🐛 Extend incompatibility with deterministic exogenous to ramsey_model command
2023-03-29 16:26:02 +02:00
Sébastien Villemot
534515dc66
dyn_ramsey_static.m: simplifications + improve comments
2023-03-29 14:33:01 +02:00
Sébastien Villemot
ffe6eb4d40
Preprocessor: overhaul of M_ fields counting Ramsey/discretionary orig endos/eqs
...
– new fields: M_.ramsey_orig_{eq,endo}_nbr
– drop M_.ramsey_eq_nbr and M_.orig_eq_nbr
– new field: M_.discretionary_orig_eq_nbr
2023-03-29 14:33:01 +02:00
Sébastien Villemot
674ebce84b
🐛 Ramsey steady state computation could fail if expectation or diff operator is present
...
If auxiliary variables were created *before* the Lagrange multipliers (e.g. aux
vars related to the expectation or diff operators), then the vector of
residuals of the reduced Ramsey steady state problem (with respect to original
variables, as computed by the dyn_ramsey_static_1 subfunction) was incorrect.
2023-03-29 14:31:01 +02:00
Sébastien Villemot
4291b4f07e
The preprocessor now sets options_.{ramsey,discretionary}_policy in all cases
2023-03-28 18:30:08 +02:00
Sébastien Villemot
69d0aa670b
Preprocessor update
...
– 🐛 Incorrect stochastic transformation with endo lead ⩾ 2 or exo lead ⩾ 1 in
external functions
– New solution for solving the Ramsey steady state with Lagrange multipliers
with lead or lag ⩾ 2. Now generates a dedicated file for derivatives of static
model w.r.t. multipliers using chain rule derivation (#633 , #1119 , #1133 )
– 🐛 Incorrect cost table used when computing temporary terms in static model
with “use_dll”
– 🐛 Crash when writing the (static) set_auxiliary_variables file in the
presence of external functions
2023-03-28 14:49:28 +02:00
Sébastien Villemot
9fa64ee0d4
ramsey_policy and estimation: remove incorrect check about number of instruments
...
These should only be warnings, and they are already implemented in
model_diagnostics (see 39ae080997
).
2023-03-24 12:31:41 +01:00
Sébastien Villemot
abd24ed609
NEWS.md: release notes for 5.4
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[skip ci]
2023-03-22 13:52:26 +01:00
Sébastien Villemot
369782b603
Preprocessor update
...
– use_dll: under Windows, bugfix related to excessive size of PATH variable
– minor macroprocessor refactoring
2023-03-20 18:28:48 +01:00
Sébastien Villemot
66b1724678
Windows package: bump HDF5 dependency
...
HDF5 itself now drags a lot of new dependencies (curl and its own deps,
openssl).
2023-03-20 16:16:45 +01:00
Sébastien Villemot
02510e37d3
Merge branch 'testsuite' into 'master'
...
Improve structure of testsuite
Closes #1715
See merge request Dynare/dynare!2128
2023-03-20 11:45:32 +00:00
Sébastien Villemot
43190b001f
Fix typo in commit 647ff5cd20
2023-03-17 18:19:03 +01:00
Johannes Pfeifer
89fc53716e
testsuite: add integration test for model_diagnostics with block
2023-03-17 12:20:30 -04:00
Johannes Pfeifer
64c69b4cd2
testsuite: do not delete non-existent jnl-files
2023-03-17 11:56:06 -04:00
Sébastien Villemot
4f52ba0dbc
CI: bump to MATLAB R2023a
2023-03-17 16:32:13 +01:00
Sébastien Villemot
13908ee068
Provisions for MATLAB R2023a
2023-03-17 16:32:09 +01:00
Sébastien Villemot
647ff5cd20
MATLAB compatibility: warning subscripting:noSubscriptsSpecified removed in R2023a
2023-03-17 16:03:37 +01:00
Johannes Pfeifer
4837a4d444
testsuite: clean up main folder
2023-03-17 10:35:00 -04:00
Sébastien Villemot
f07d73e63e
CI: use system-wide Octave binary
2023-03-16 17:43:39 +01:00
Sébastien Villemot
9a71beffb3
Windows package: bump to Octave 8.1.0
2023-03-16 17:43:37 +01:00
Sébastien Villemot
22c1d4a520
Manual: claim compatibility with Octave 8.1.0
2023-03-16 17:24:18 +01:00
Sébastien Villemot
816e94e9f9
Octave fix: do not change the global recursive delete confirmation setting
...
Only change the setting locally, as is done in isolder.m and
parallel/dynareParallelRmDir.m.
2023-03-16 17:24:18 +01:00
Sébastien Villemot
060c694066
model_diagnostics: remove workaround for Octave
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The rank() and null() functions accept a tolerance argument since at least
Octave 3.8.
2023-03-16 17:24:18 +01:00
Sébastien Villemot
441173ec5a
Remove workaround for eig() function under Octave
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The eig() function has been been able to return the left eigenvectors since at
least Octave 4.4.
2023-03-16 17:24:18 +01:00
Sébastien Villemot
b7477ac0b6
cmaes: remove broken local isoctave() function
2023-03-16 17:24:18 +01:00
Sébastien Villemot
56ffc87e1c
Remove workaround for gaminv() bug fixed in Octave 4.4
...
See #161 and http://savannah.gnu.org/bugs/?52569
2023-03-16 17:24:18 +01:00
Stéphane Adjemian (Ryûk)
6e0a09f5fa
Add interface to flip endogenous and exogenous variables.
...
Calls to change_type can be done in a file named model-inversion-setup.inc in
the current folder. The file is included, between the declaration of the
exogenous variables and the model block, in the aggregate mod file if and only
if the macrovariable InvertModel exists and is equal to True. To invert a model,
the user just has to run the aggregated mod file with -DInvertModel=True on the
command line.
2023-03-16 14:12:21 +01:00
Sébastien Villemot
996ab9613c
Merge branch 'block_model_diagnostics' into 'master'
...
model_diagnostics.m: adapt logic of using block information
See merge request Dynare/dynare!2121
2023-03-16 09:24:17 +00:00
Johannes Pfeifer
c8045e2c5e
model_diagnostics.m: fix logic of using block information
...
Also fixes bug with rank not working with sparse matrices
2023-03-15 18:11:37 -04:00
Sébastien Villemot
6dbc7c2a17
Windows package: improve hack for statically linking libgomp into MEX files
...
Link only the needed parts, instead of embedding the whole library.
2023-03-15 17:35:25 +01:00
Sébastien Villemot
62f608eb80
Windows package: bump dependencies
...
For the time being, the HDF5 package is held back, because of this issue which
affects version 1.14.0:
https://github.com/msys2/MINGW-packages/issues/15449#issuecomment-1470098865
2023-03-15 17:05:53 +01:00
Sébastien Villemot
9c5604c30d
Windows package: ensure that the embedded MinGW compiler comes with all its dependencies
2023-03-15 17:04:32 +01:00
Sébastien Villemot
12008bc6eb
Windows package: statically link libssp inside MEX files
...
Since 3244340e7a
, the MEX files are built with
-fstack-protector. But this added a dynamic link to libssp-0.dll on some MEX
files, making them unusable.
2023-03-15 17:02:49 +01:00
Sébastien Villemot
dd93aa3cd8
Windows package: add comment on -fstack-protector-{strong,all} with Debian cross-compiler
2023-03-14 16:53:51 +01:00
Sébastien Villemot
9527624b8c
Merge branch 'slice_doc' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2126
2023-03-14 15:36:28 +01:00
Sébastien Villemot
cf0c285870
macOS package: replace another use of “nproc” by “sysctl -n hw.ncpu”
2023-03-14 15:33:31 +01:00
Johannes Pfeifer
82bd6829a6
manual: add guidance on number of draws in slice sampler
2023-03-13 15:34:03 -04:00
Sébastien Villemot
ff318d1163
Merge branch 'model_diagnostics' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2125
2023-03-13 17:59:43 +01:00
Sébastien Villemot
4c1af7890b
README.md: for macOS, recommend sysctl -n hw.ncpu instead of sysctl -n hw.physicalcpu
...
The number of logical cores may be greater than the number of physical cores,
for example on Intel CPUs with hyperthreading. Using all logical cores makes
more sense in this context.
2023-03-13 17:58:14 +01:00
Sébastien Villemot
7159a293d6
CI: adapt for new macOS runner
...
- enforce x86-64 architecture
- use “sysctl -n hw.ncpu” instead of “nproc” (which has not been installed in
the new runner)
- use MATLAB R2022b for building with the latest ABI
2023-03-13 17:57:20 +01:00
Johannes Pfeifer
39ae080997
model_diagnostics.m: fix logic of Ramsey instrument checks
...
The mapping from economic to steady state instruments is not one-to-one. Trigger warnings instead of errors.
2023-03-13 10:39:06 -04:00
Stéphane Adjemian (Ryûk)
7583790851
Improve error message.
2023-03-09 11:25:04 +01:00
Stéphane Adjemian (Ryûk)
a3b249c375
Update dseries submodule (fill_ method).
2023-03-08 18:16:11 +01:00
Stéphane Adjemian (Ryûk)
cc0d22cf4c
Fix integration tests.
...
print_equations() has been replaced by search().
2023-03-06 17:17:31 +01:00
Stéphane Adjemian (Ryûk)
cae7feeefb
Fix latex.
2023-03-05 18:10:33 +01:00
Stéphane Adjemian (Ryûk)
a9ee96d441
Document new search matlab command.
2023-03-05 18:08:41 +01:00
Stéphane Adjemian (Ryûk)
ae085b9add
Remove option --info from internals CLI.
...
The code will be removed later when all texinfo doc headers are rewritten.
2023-03-05 14:46:59 +01:00
Stéphane Adjemian (Ryûk)
0d39cab9e1
Add option to print parameter values.
2023-03-04 22:31:54 +01:00