db01f54357
🐛 Add warning and turn off identification strength if not enough mom
2020-06-20 22:38:47 +02:00
41fe087106
Block decomposition: static and dynamic files are now pure wrappers around the per-block files
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Systematically call top-level static/dynamic files, instead of per-block ones.
2020-06-19 18:46:56 +02:00
ebc0b7ecb2
Block decomposition: move logic for Jacobians in stochastic mode outside the dynamic file
2020-06-19 18:46:56 +02:00
e6285d3704
Block decomposition: various optimisation for sparse Jacobians
2020-06-19 18:46:56 +02:00
39c5867cd4
Merge branch 'Tex_figures' into 'master'
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Use LaTeX labels in figures
See merge request Dynare/dynare!1734
2020-06-18 14:23:50 +00:00
312d053ae1
Use LaTeX labels in figures
2020-06-17 21:48:25 +02:00
63754cae71
Block decomposition: fix bug in reduction of block decomposition
2020-06-17 19:46:58 +02:00
0305b427a6
Block decomposition: use same orientation convention as oo_.endo_simul for matrix of simulated paths
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Improves consistency, but also efficiency (less transpose needed).
2020-06-17 18:19:35 +02:00
20431ed312
Block decomposition: in the dynamic file, y and T are now vectors as in non-block mode
2020-06-17 18:19:21 +02:00
adbb9c9117
Block decomposition, stack_solve_algo=4: fix set of variables over which line search is done
2020-06-16 18:46:40 +02:00
6931614809
Block decomposition: for “solve two-boundaries” blocks, move the iteration loop outside the dynamic file
2020-06-16 18:46:40 +02:00
c25ff09307
Block decomposition: for “solve two boundaries” block, no longer compute “b” (-residuals+g1*y) in the dynamic function
2020-06-16 18:46:40 +02:00
e72bce1a67
Block decomposition: remove useless “y” output for static/dynamic files of solved blocks
2020-06-16 18:46:40 +02:00
d3c3df3ecb
Merge branch 'master' into 'master'
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identification big fixes
See merge request Dynare/dynare!1732
2020-06-16 16:07:48 +00:00
616d2b0faf
Bug fix in initializing analytic_derivation option. This is then checked in dynare_estimation_init for parameter endogenized in steady state.
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Ref. #1733
2020-06-16 16:07:48 +00:00
7bec234f7f
Block decomposition: for evaluate blocks, move the iteration loop outside the dynamic file
2020-06-15 18:29:42 +02:00
bfbff6a2fb
Block decomposition: remove duplicate “periods” arg. to dynamic file of complete two-boundaries blocks
2020-06-15 18:29:42 +02:00
400979fd44
macOS: fix handling LDFLAGS when building MEX for Octave
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If something was already in LDFLAGS, it was concatenated without a whitespace,
leading to failure.
2020-06-15 18:29:42 +02:00
87718ce8b7
Merge branch 'disp_moments' into 'master'
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disp_moments.m: make error message informative
See merge request Dynare/dynare!1730
2020-06-15 09:47:22 +00:00
c47682caae
disp_moments.m: make error message informative
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[skip CI]
2020-06-15 11:45:45 +02:00
64c1c858de
Merge branch 'Posterior_IRF' into 'master'
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PosteriorIRF_core1.m: Add missing else statement that triggered crashes in rare cases
See merge request Dynare/dynare!1731
2020-06-15 09:39:27 +00:00
d54b45cbac
PosteriorIRF_core1.m: Add missing else statement that triggered crashes in rare cases
2020-06-12 17:53:46 +02:00
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
1d172528d7
Block decomposition: fixed bug introduced in 2ec5e4075a
2020-06-04 19:43:57 +02:00
fae433fb18
Block decomposition: fix bug introduced in 0d11f8182a
2020-06-04 18:15:54 +02:00
07914b58a2
dseries submodule update
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— add bi-annual frequency
— do not return NaNs if a variable is 0 in all periods
— fixed bug (dates member was wrong)
2020-06-04 14:39:16 +02:00
2ec5e4075a
Block decomposition: remove unused 2nd and 3rd derivatives in output of dynamic functions
2020-06-03 17:00:17 +02:00
0d11f8182a
Block decomposition: no longer compute deterministic simulation from dynamic.m file
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By the way, fix bug where oo_ was not modified by solve_one_boundary.
Also convert oo_.deterministic_simulations.status to a boolean in the block
routines, for consistency with the non-block case.
2020-06-02 17:46:29 +02:00
59a1805ecf
Update Houtan’s affiliation
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[skip ci]
2020-06-02 10:34:39 +02:00
c6184e3fb7
macOS package: use a package identifier that matches the dynare.org domain-name
2020-05-28 16:27:23 +02:00
b758c154ce
macOS package: fix warning about supported Octave version
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In 0c77f7e92f
2020-05-28 16:24:19 +02:00
794e2459a1
Preprocessor: fix compilation with GCC 10
2020-05-28 14:26:53 +02:00
ea0456a95e
Windows package: bump dependencies
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Note that MSYS2 is in the middle of the transition from xz to zstd for
compressing its archives, so we have to handle both formats.
2020-05-27 18:53:12 +02:00
cf523cb6d3
Block decomposition: fix simulation of blocks of type "evaluate backward" (without bytecode)
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Ref. #1727
2020-05-26 17:00:58 +02:00
50209dc56e
Block decomposition: no longer use global variables for temporary terms in the dynamic M-file
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Rather use a single vector as in non-block mode.
By the way, change the order of output arguments in static functions, to be
closer to the dynamic ones.
2020-05-26 16:23:46 +02:00
ea4d3f4d83
Block decomposition: fix interaction with steady_state_model block
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This cas was omitted in previous commit.
2020-05-25 21:10:42 +02:00
2c6807a66b
Block decomposition: no longer use global variables for temporary terms in the static M-file
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Rather use a single vector as in non-block mode.
2020-05-25 18:36:55 +02:00
caea047c2d
solve_one_boundary: remove unused codepaths for solve_algo={0,1,2,3}
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Those cases are handled by dynare_solve.
2020-05-25 17:59:54 +02:00
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
2015b79279
solve_{one_boundary,two_boundaries}: convert some input arguments to logical type
2020-05-25 16:59:20 +02:00
6f0196be7f
Preprocessor: various block/bytecode refactorings
2020-05-20 11:52:02 +02:00
154fced8b7
Remove old SMM code
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Ref. #1724
2020-05-18 17:30:40 +02:00
52297f4cea
CI: activate timestamping of Authenticode signatures on Windows binaries
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This is necessary if we want our signatures to remain valid after the
expiration of our certificate.
For more details, see:
https://www.digicert.com/blog/best-practices-timestamping/
2020-05-15 18:23:05 +02:00
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
fc2e6ef89b
Preprocessor: still more fixes related to block/bytecode temporary terms
2020-05-13 17:00:00 +02:00
e5f45ef7b1
Testsuite: fix calls to fataltest.m
2020-05-13 14:58:09 +02:00
ac1b7cc9e1
Testsuite: fix formula for maximum difference error test
2020-05-13 14:57:58 +02:00
d6d528b39c
Preprocessor: fix bug in bytecode with temporary terms introduced in previous update
2020-05-13 12:57:42 +02:00
b2841ff98c
Testsuite: minor simplification
2020-05-13 12:57:14 +02:00
31a9a5e9ab
Bytecode MEX: various fixes to debug mode
2020-05-13 12:22:20 +02:00
Willi Mutschler
Sébastien Villemot
Johannes Pfeifer
Marco Ratto
Michel Juillard