Commit Graph

11972 Commits (da4baa5d50df1e7067a654612919bdea0d30280f)

Author SHA1 Message Date
Marco Ratto da4baa5d50 make mh_recover robust to crashed parallel jobs 2019-12-12 22:24:30 +01:00
Sébastien Villemot 6b308ccbd8 Merge branch 'dynare_solve' into 'master'
dynare_solve.m: return with valid solution even if Jacobian is ill-behaved

See merge request Dynare/dynare!1682
2019-12-12 20:06:38 +00:00
Johannes Pfeifer 1b56a56e78 dynare_solve.m: return with valid solution even if Jacobian is ill-behaved
In pathological cases, the Jacobian at the initial but true steady state value is ill-behaved. In this case we should return with the valid steady state instead of trying random starting values
2019-12-12 19:08:43 +01:00
Sébastien Villemot 7f1fcaa3a5
Preprocessor update
— new command “evaluate_planner_objective” (#1678)
— some new symbolic simplification rules
— various fixes to “epilogue” block (preprocessor#36)
2019-12-12 18:20:55 +01:00
Sébastien Villemot d23be63fba Merge branch 'init2shocks' into 'master'
Init2shocks

See merge request Dynare/dynare!1681
2019-12-12 17:09:32 +00:00
Marco Ratto 2edf6d05a3 added testing for flip diff and init2shocks 2019-12-12 16:53:45 +01:00
Marco Ratto 35b63e87d6 properly handle labelling, grouping and expand under init2shocks option 2019-12-12 16:45:57 +01:00
Marco Ratto 06c2b49897 provisions for init2shocks: initial conditions are added to its correspondiong shock for shock decompositions, while they are removed in initial condition decompositions. 2019-12-12 15:21:47 +01:00
Sébastien Villemot 9036fae16f Merge branch 'MDD_Geweke' into 'master'
Modified harmonic mean: Transform hard-coded tolerance to parameter

Closes #1666

See merge request Dynare/dynare!1680
2019-12-12 11:58:38 +00:00
Johannes Pfeifer 9208bcf049 Modified harmonic mean: Transform hard-coded tolerance to parameter
Closes https://git.dynare.org/Dynare/dynare/issues/1666
2019-12-12 11:49:57 +01:00
Houtan Bastani 32872362b3
introduce changes to epilogue block
preprocessor#36
- detrend epilogue statements
- write names of epilogue variables in `M_.epilogue_names`
- output list of endogs used in epilogue equations in `M_.epilogue_var_list_`
- output static and dynamic epilogue files
2019-12-11 16:30:37 +01:00
Houtan Bastani 40e4317ef2
macro processor test file: remove utf-8 character from variable 2019-12-10 16:53:12 +01:00
Houtan Bastani 2017b32f31
fix bug in macro processor with short circuit operators || and &&
#1676
2019-12-10 16:53:12 +01:00
Houtan Bastani 8f78113be9
update doc to reflect changes in macOS installer 2019-12-10 16:53:12 +01:00
Sébastien Villemot 357a91c10e Merge branch 'master' into 'master'
macOS packaging: compile against the version of Octave distributed via...

See merge request Dynare/dynare!1679
2019-12-10 15:03:55 +00:00
Houtan Bastani 0c77f7e92f
macOS packaging: compile against the version of Octave distributed via https://octave-app.org (currently 4.4.1) 2019-12-10 15:14:16 +01:00
Sébastien Villemot 651b400fba Merge branch 'master' into 'master'
Factorize interpret_resol_info into print_info. Closes: Dynare/dynare#1308

Closes #1308

See merge request Dynare/dynare!1676
2019-12-09 17:11:22 +00:00
Dóra Kocsis 716b18989d Factorize interpret_resol_info into print_info. Closes: Dynare/dynare#1308 2019-12-09 17:02:15 +01:00
Sébastien Villemot 553615efbc
Manual: fix the description of the “colormap” option
This option takes as argument the name of MATLAB/Octave variable, not a string.

Ref #1586
2019-12-09 15:52:50 +01:00
Sébastien Villemot e4a9ee097f
Preprocessor: add option “colormap” to “initial_condition_decomposition” command (#1586) 2019-12-09 15:45:26 +01:00
Sébastien Villemot 3f3f49c465 Merge branch 'flip_diff' into 'master'
Flip diff

See merge request Dynare/dynare!1677
2019-12-06 15:29:07 +00:00
Sébastien Villemot 8586fea2b9
Preprocessor: under Windows, apply the workaround for +<basename> removal to +objective subfolder 2019-12-06 15:25:00 +01:00
Sébastien Villemot c646736b9b
Emacs mode: update for recent additions to the language 2019-12-06 15:24:48 +01:00
Houtan Bastani a77472772f
doc: update macOS min version and document package installation 2019-12-06 14:58:19 +01:00
Houtan Bastani 5e429f8c92
update preprocessor
- fix bug with cbrt
- fix latex output
- add compilation_setup command. closes preprocessor#35
- fix bugs with initial_condition_decomposition. preprocessor#37
2019-12-06 14:58:19 +01:00
Houtan Bastani fa493bc10a
doc: fix typo 2019-12-06 14:58:19 +01:00
Houtan Bastani dec7d4fdb4
dynare.m: simplify code 2019-12-06 12:01:58 +01:00
Houtan Bastani 3a223e9c08
fix uncommon bug in parsing dynare command line options
previously, `nopathchange` and `nopreprocessoroutput` were set even if they were values instead of option names.

`nopathchange` would further remove all options that contained `'nopathchange'`

e.g. `dynare example1.mod savemacro=nopathchange` would erroneously set `nopathchange` to true and would delete the `savemacro` option altogether

In the fix, just check that the match starts in position 1 as, if the argument passed is longer than the matching pattern (e.g. nopathchangee), the preprocessor will stop processing with a usage error
2019-12-06 12:01:57 +01:00
Marco Ratto 74e7c12d9d integrate documentation for plot_shock_decomposition
add documentation to initial_condition_decomposition
2019-12-05 16:51:37 +01:00
Marco Ratto 5fe495852e Intregrate full list of options to initial_condition_decompositions, including defaults.
Adapt figure names when initial conditions are ploteed instead of shocks
2019-12-05 16:50:18 +01:00
Marco Ratto e9607d09a5 added documentation of flip diff options of plot decomposition 2019-12-05 15:13:17 +01:00
Marco Ratto a14b174f93 provide info about flip diff options in the name of files and figures 2019-12-05 14:41:06 +01:00
Marco Ratto 79bdde79e0 implement new options flip and diff for plotting decompositions 2019-12-05 13:20:12 +01:00
Stéphane Adjemian (Charybdis) 2184195826 Updated dseries submodule.
[ci skip]
2019-12-05 12:10:36 +01:00
Sébastien Villemot 3159162d76
Preprocessor update
- systematic recursive ordering of auxiliary equations (preprocessor#22)
- interface for init2shocks (#1650)
2019-12-03 14:29:08 +01:00
Houtan Bastani 415ed5b2d5
document dseries constructor that takes tables as arguments
Closes #1359
2019-12-03 11:26:28 +01:00
Sébastien Villemot 9a3c62e3d6
Add a list of former Dynare Team members 2019-11-29 17:53:06 +01:00
Sébastien Villemot d3802c2a34 Merge branch 'master' into 'master'
Save conditional forecast output in oo_. Closes: Dynare/dynare#1672

Closes #1672

See merge request Dynare/dynare!1675
2019-11-29 16:11:54 +00:00
Houtan Bastani d9f4987b59
doc: add index to html sidebar
closes #1669
2019-11-29 16:26:39 +01:00
Dóra Kocsis b9af92eb8a Save conditional forecast output in oo_. Closes: Dynare/dynare#1672 2019-11-29 15:25:05 +01:00
Houtan Bastani f2205ed4a1
add nograph option to plot_shock_decomposition
In updating the preprocessor, also update call to plot_icforecast
2019-11-29 15:17:41 +01:00
Houtan Bastani 14384c233f
reporting: correctly handle `showDate` option of report 2019-11-29 12:02:00 +01:00
Houtan Bastani 5f1b9b3ee9
update reporting doc 2019-11-29 11:46:33 +01:00
Houtan Bastani 3ef8564279
reporting: add ability to make title page 2019-11-29 11:36:00 +01:00
Sébastien Villemot 5cae192487
Build system: really error out if some dependency is missing
The changes in 8065e9d439 were not working as
intended, because AC_CHECK_PROG expect values and not actions. Hence
AC_MSG_ERROR was not properly executed.

By the way, simplify some test conditions using && instead of if/then/fi
blocks.
2019-11-28 14:43:44 +01:00
Sébastien Villemot 52cb36d433
Preprocessor update
- new include_eqs and exclude_eqs command-line options
- new “forecast” option to “shock_decomposition”
- remove the “linear” option of “stoch_simul”
- forbid exogenous and exogenous deterministic variables in STEADY_STATE
  operator (#825)
2019-11-27 17:32:52 +01:00
Sébastien Villemot 9e222734a8
Bytecode: fix logic in routine that substracts two sparse matrices
The logic of the dynSparseMatrix::Sparse_substract_SA_SB() routine was
incorrect.

In some cases, it would read past the last nonzero elements of the A matrix,
and consequently write past the number of allocated nonzero elements of the C
matrix.

This would lead to crashes and, probably, to wrong results under certain
circumstances.

Closes: #1652
2019-11-27 16:57:47 +01:00
Sébastien Villemot c5537e23ae Merge branch 'tolerance' into 'master'
Nonlinear solver: tolerance for first Newton iteration is now smaller than for subsequent ones

See merge request Dynare/dynare!1674
2019-11-27 13:21:51 +00:00
Michel Juillard f70f7761db Nonlinear solver: tolerance for first Newton iteration is now
smaller than for subsequent ones. Closes: #1668
2019-11-27 14:19:01 +01:00
Sébastien Villemot 4a8dd1e8fa Merge branch 'steadystate_file' into 'master'
Remove globals from user-defined steadystate file

See merge request Dynare/dynare!1673
2019-11-26 17:26:19 +00:00