Commit Graph

13979 Commits (dcb0a05b7247009e4f14f7bfe4b5efb632408147)

Author SHA1 Message Date
Sébastien Villemot dcb0a05b72
Preprocessor: add interface to set zero_moments_tolerance 2021-02-18 18:46:49 +01:00
Sébastien Villemot 3939544498
Remove remnants from estimation DLL 2021-02-18 14:26:10 +01:00
Sébastien Villemot a51bdf8948
Merge branch 'smoother2histval' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1831
2021-02-16 16:58:59 +01:00
Sébastien Villemot 6d95abdb95
Merge remote-tracking branch 'origin/JohannesPfeifer-master-patch-11225'
Ref. !1830
2021-02-16 16:58:04 +01:00
Sébastien Villemot 9ddad32e4e
Merge branch 'shock_decomp_fixes' of git.dynare.org:rattoma/dynare
Ref. !1829
2021-02-16 16:56:52 +01:00
Sébastien Villemot 9d06016dc3
Merge branch 'fixes_4.7' of git.dynare.org:rattoma/dynare
See !1827
2021-02-16 16:55:31 +01:00
Nikola Bokan 592cd69e25
Bug-fix: staticmodel type. 2021-02-16 15:06:43 +01:00
Johannes Pfeifer 99c7d88c53 dyn_forecast.m: set first_obs and allow for Bayesian smoother input 2021-02-16 11:26:35 +01:00
Johannes Pfeifer 788e05b2fd smoother2histval: add test case for correctness 2021-02-16 11:25:46 +01:00
Johannes Pfeifer 6b2555f0ad smoother2histval: fix computation of data length 2021-02-16 09:00:11 +00:00
Marco Ratto 50e80fe496 write xls output in Output subdir 2021-02-16 09:56:22 +01:00
Johannes Pfeifer a0d0270679 smoother2histval.m: suppress output
[skip CI]
2021-02-16 08:11:13 +00:00
Marco Ratto f592cca59d fixed wrong naming of shock decompositions 2021-02-13 19:07:28 +01:00
Marco Ratto b1ae98845d fixed bug in var list for expand menu 2021-02-13 19:07:02 +01:00
Marco Ratto dbcdaf75a6 fixed bug when SteadyState is not used for shock decompositions
fixed names of files, removing spaces and dots
use writetable with mac OS
2021-02-13 19:05:54 +01:00
Marco Ratto c8cd0a06ce allow to export expand groups to excel (instead than plotting them) 2021-02-13 19:04:39 +01:00
Marco Ratto f8b8ec6c18 fixes around init2shocks in plotting utilities 2021-02-13 19:04:01 +01:00
Marco Ratto faa203e029 condition computation of posterior statistics also to (options_.load_mh_file && ~options_.load_results_after_load_mh) and apply it to all cases 2021-02-13 18:53:17 +01:00
Marco Ratto 5c3b0ebc95 better handle newrat options, avoiding to treat newratflag in two places 2021-02-13 16:44:50 +01:00
Marco Ratto 915502ce13 copyright year and indentation 2021-02-13 11:29:40 +01:00
Marco Ratto d56bba724c autocov is initialized NaN with the original order and then only loop up to updted order compatible with sample size. 2021-02-13 11:27:18 +01:00
Marco Ratto 15ab85788c adjusted message in case of diffuse filter, where cointegration is most of the time the reason for such a warning 2021-02-12 19:10:45 +01:00
Marco Ratto 22ef0b1413 get statistics also when load_mh_file 2021-02-12 18:55:50 +01:00
Marco Ratto b9a6462462 bug fix in trapping option newratflag 2021-02-12 18:54:07 +01:00
Marco Ratto ebec3ede8a allow negative lag (i.e. a lead) 2021-02-12 18:50:55 +01:00
Marco Ratto 1519e4673a trap case when order is too big wrt sample size 2021-02-12 18:49:33 +01:00
Sébastien Villemot 5485597afe
Preprocessor: allow booleans in optimization options list
Ref. preprocessor#63
2021-02-10 17:45:52 +01:00
Sébastien Villemot 7cbb86bb64
Testsuite: rename estimation/univariate/ols/ols.mod
Under Octave, the +ols folder conflicts with the builtin ols() function.
2021-02-09 16:58:07 +01:00
Sébastien Villemot 1a0ee5f055
Bytecode / sparse transpose: bug fix
The Jc vector has n+1 elements, where n is the number of columns. Moreover, the
size passed to memset() was wrong.
2021-02-09 16:05:11 +01:00
Sébastien Villemot c9f6d3a626
Bytecode: more simplifications and modernizations 2021-02-09 16:00:53 +01:00
Sébastien Villemot f317be1600
Preprocessor: save oo_.time also in _results.mat 2021-02-04 17:01:30 +01:00
Sébastien Villemot 0ffce474c2
Update Ferhat’s affiliation
[skip ci]
2021-02-04 17:01:23 +01:00
Sébastien Villemot 2ee03c7e28
OLS: Octave compatibility fix
Cell arrays cannot be used for derefencing fields in a structure.

For some unknown reason, this was nevertheless accepted by MATLAB in this
context.
2021-02-04 16:54:09 +01:00
Sébastien Villemot 78fdd50894
cherrypick.m: Octave compatibility fix
The plus sign (+) was unescaped in the regular expression, which was confusing
Octave.

By the way, also remove unneeded parenthesis groupings.
2021-02-04 16:01:54 +01:00
Sébastien Villemot e4af502360
Testsuite / pac: Octave compatibility fix
Use a different random seed under Octave for several tests.

Note that these tests seems fragile. Changing the seed under MATLAB often leads
to a failure.
2021-02-04 16:01:35 +01:00
Sébastien Villemot 901d8355e3
PAC iterative OLS: compatibility fix for Octave < 6 2021-02-04 16:01:30 +01:00
Sébastien Villemot f094dc71f9
Testsuite / pac/trend-component-19-growth-comb: fix accuracy check
The test was using the comparison operator (>) on a dseries. This would give a
bogus (false) result under MATLAB, and would crash under Octave.
2021-02-04 16:01:30 +01:00
Sébastien Villemot 50a7507f9b
options_.bnlms.set_dynare_seed_to_default is a boolean 2021-02-04 12:37:36 +01:00
Sébastien Villemot 4a1dbc5ca4
Bytecode: fix bug introduced in previous commit
map::at() does bound checking, and throws an exception if out-of-range,
contrary to [] operator which returns a new element.
2021-02-03 19:52:25 +01:00
Sébastien Villemot 4893f0e82c
Bytecode: various simplifications and modernizations 2021-02-03 18:10:31 +01:00
Sébastien Villemot 8e9085eea4
PAC NLS estimation: Octave compatibility fix
In regular expressions, the end-of-word operator (\>) does not behave the same
under Octave and under MATLAB. See:
https://savannah.gnu.org/bugs/index.php?59992

In this case, we can simply drop the \> operator, since there is no risk of
matching a partial variable name (since there is already “(-1)” at the end of
the pattern).

By the way, remove a useless parenthesis grouping in the regexp.
2021-02-02 17:02:04 +01:00
Sébastien Villemot 7bbe67748b
simul_backward: Octave compatibility fix 2021-02-02 17:02:04 +01:00
Sébastien Villemot 00e36dd342
var_expectation.update: Octave compatibility fix
There was a conflict between matlab/+var_expectation/update.m and
matlab/+var_expectation/+update/. So we renamed the (single) file in the latter
directory.
2021-02-02 17:01:59 +01:00
Sébastien Villemot 44a2e6463b
lyapunov_solver: increase tolerance for 2 unit tests, for MATLAB R2014a 2021-02-02 15:05:41 +01:00
Sébastien Villemot 9b555ec974
Testsuite / BGP tests: compatibility fix tests with MATLAB < R2016a 2021-02-02 15:02:50 +01:00
Sébastien Villemot 30cfb0b03c
Bytecode: bugfix in conditional forecast 2021-02-01 17:54:36 +01:00
Sébastien Villemot 967966876f
Bytecode: remove obsolete LINBCG stuff 2021-02-01 15:26:33 +01:00
Sébastien Villemot 743469bfd7
Bytecode: remove stuff for creating a standalone debugging executable
This code no longer compiles. And it’s possible to debug the MEX directly.
2021-02-01 15:26:33 +01:00
Sébastien Villemot bb5f58f55f
Bytecode: remove useless constant redefinition 2021-02-01 15:26:33 +01:00
Sébastien Villemot eb29dc003a
Bytecode: remove CUDA-specific stuff 2021-02-01 15:26:31 +01:00