Johannes Pfeifer
dfc7357636
Add display of theoretical moments at order=3 with pruning
2020-06-30 13:46:54 +02:00
Sébastien Villemot
ed8845c60f
Manual: compatibility fix with Sphinx 3
...
sphinx.locale.l_ has been deprecated since Sphinx 1.8, and removed in Sphinx 3.
Use sphinx.locale._ instead.
2020-06-26 14:10:48 +02:00
Sébastien Villemot
faa4416b99
Merge branch 'pnames' into 'master'
...
Move definition of prior distribution names to separate function to make it...
See merge request Dynare/dynare!1742
2020-06-26 11:55:28 +00:00
Johannes Pfeifer
e92054e16b
Move definition of prior distribution names to separate function to make it useable in other contexts.
2020-06-26 12:07:16 +02:00
Sébastien Villemot
fdd9676071
Merge branch 'dyn_latex_table' into 'master'
...
dyn_latex_table.m: move latex output to latex subfolder
See merge request Dynare/dynare!1741
2020-06-26 10:04:28 +00:00
Johannes Pfeifer
1c759bb232
dyn_latex_table.m: move latex output to latex subfolder
2020-06-25 17:09:49 +02:00
Sébastien Villemot
d7a8b6de4f
Preprocessor: block decomposition + use_dll: fix bug in timing of exogenous variables
2020-06-25 15:20:22 +02:00
Sébastien Villemot
71c20d76df
dseries: daily frequency; DBnomics support
2020-06-25 11:45:04 +02:00
Sébastien Villemot
530f2fa5a6
Merge remote-tracking branch 'jpfeifer/rplot'
2020-06-25 10:50:56 +02:00
Sébastien Villemot
df35b684d9
Merge remote-tracking branch 'jpfeifer/disp_moments'
2020-06-25 10:50:49 +02:00
Johannes Pfeifer
f0f02c3159
disp_moments.m: filter out 0 variance variables
...
Otherwise, division by 0 will result in incorrect moment displays
Closes #1736
2020-06-25 09:42:17 +02:00
Johannes Pfeifer
61fd9d7c7d
rplot.m: fix TeX-ylabel
2020-06-25 09:28:03 +02:00
Sébastien Villemot
a6907ba3e0
Merge branch 'imc_typo' into 'master'
...
imcforecast.m: fix typo in description
See merge request Dynare/dynare!1738
2020-06-24 19:43:24 +00:00
Johannes Pfeifer
5c56295c82
imcforecast.m: fix typo in description
...
[skip CI]
2020-06-24 21:36:41 +02:00
Sébastien Villemot
49b35be90a
Preprocessor: various improvements to the use_dll mode
...
In particular, higher order derivatives are now returned as sparse matrices by
the static/dynamic files, instead of 3-column matrices (which was inconsistent
with the M-file mode).
2020-06-23 19:38:49 +02:00
Sébastien Villemot
bcc213644f
Merge branch 'factorize_checks' into 'master'
...
Factorize prior bound and definiteness checks
See merge request Dynare/dynare!1736
2020-06-23 16:17:55 +00:00
Sébastien Villemot
75211742b8
MATLAB+Windows: workaround to allow the preprocessor to delete the +modfile folder
...
For an instance of this bug, see
https://forum.dynare.org/t/issue-with-dynare-preprocessor-4-6-1/15448/1
2020-06-23 18:14:12 +02:00
Sébastien Villemot
81f3e81f3e
Remove obsolete workaround for Octave
2020-06-23 17:59:33 +02:00
Sébastien Villemot
ee05ff6c6a
Block decomposition now compatible with 'use_dll' option
2020-06-23 15:49:27 +02:00
Johannes Pfeifer
cfe1069367
Factorize prior bound and definiteness checks
...
also removes useless isestimation check
2020-06-22 20:37:31 +02:00
Sébastien Villemot
3dd0b0e110
Merge branch 'identification_bug_fixes' into 'master'
...
Identification bug fixes
Closes #1733
See merge request Dynare/dynare!1733
2020-06-22 08:35:30 +00:00
Willi Mutschler
42503e102e
✔️ Add unit tests for correct identification analysis
2020-06-20 22:38:47 +02:00
Willi Mutschler
b0fddeeef3
➖ Remove duplicate output of identification ranks tol
...
We already print it in the Settings
2020-06-20 22:38:47 +02:00
Willi Mutschler
97134cc362
🐛 Fix issue with endogenous params in steady state
...
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
Willi Mutschler
347be1f89a
🐛 Fix wrong computations when identification(useautocorr)
2020-06-20 22:38:47 +02:00
Willi Mutschler
926a54388e
🐛 wrong setting of small values to zeros in identification
2020-06-20 22:38:47 +02:00
Willi Mutschler
db01f54357
🐛 Add warning and turn off identification strength if not enough mom
2020-06-20 22:38:47 +02:00
Sébastien Villemot
41fe087106
Block decomposition: static and dynamic files are now pure wrappers around the per-block files
...
Systematically call top-level static/dynamic files, instead of per-block ones.
2020-06-19 18:46:56 +02:00
Sébastien Villemot
ebc0b7ecb2
Block decomposition: move logic for Jacobians in stochastic mode outside the dynamic file
2020-06-19 18:46:56 +02:00
Sébastien Villemot
e6285d3704
Block decomposition: various optimisation for sparse Jacobians
2020-06-19 18:46:56 +02:00
Sébastien Villemot
39c5867cd4
Merge branch 'Tex_figures' into 'master'
...
Use LaTeX labels in figures
See merge request Dynare/dynare!1734
2020-06-18 14:23:50 +00:00
Johannes Pfeifer
312d053ae1
Use LaTeX labels in figures
2020-06-17 21:48:25 +02:00
Sébastien Villemot
63754cae71
Block decomposition: fix bug in reduction of block decomposition
2020-06-17 19:46:58 +02:00
Sébastien Villemot
0305b427a6
Block decomposition: use same orientation convention as oo_.endo_simul for matrix of simulated paths
...
Improves consistency, but also efficiency (less transpose needed).
2020-06-17 18:19:35 +02:00
Sébastien Villemot
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
Sébastien Villemot
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
Sébastien Villemot
6931614809
Block decomposition: for “solve two-boundaries” blocks, move the iteration loop outside the dynamic file
2020-06-16 18:46:40 +02:00
Sébastien Villemot
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
Sébastien Villemot
e72bce1a67
Block decomposition: remove useless “y” output for static/dynamic files of solved blocks
2020-06-16 18:46:40 +02:00
Sébastien Villemot
d3c3df3ecb
Merge branch 'master' into 'master'
...
identification big fixes
See merge request Dynare/dynare!1732
2020-06-16 16:07:48 +00:00
Marco Ratto
616d2b0faf
Bug fix in initializing analytic_derivation option. This is then checked in dynare_estimation_init for parameter endogenized in steady state.
...
Ref. #1733
2020-06-16 16:07:48 +00:00
Sébastien Villemot
7bec234f7f
Block decomposition: for evaluate blocks, move the iteration loop outside the dynamic file
2020-06-15 18:29:42 +02:00
Sébastien Villemot
bfbff6a2fb
Block decomposition: remove duplicate “periods” arg. to dynamic file of complete two-boundaries blocks
2020-06-15 18:29:42 +02:00
Sébastien Villemot
400979fd44
macOS: fix handling LDFLAGS when building MEX for Octave
...
If something was already in LDFLAGS, it was concatenated without a whitespace,
leading to failure.
2020-06-15 18:29:42 +02:00
Sébastien Villemot
87718ce8b7
Merge branch 'disp_moments' into 'master'
...
disp_moments.m: make error message informative
See merge request Dynare/dynare!1730
2020-06-15 09:47:22 +00:00
Johannes Pfeifer
c47682caae
disp_moments.m: make error message informative
...
[skip CI]
2020-06-15 11:45:45 +02:00
Sébastien Villemot
64c1c858de
Merge branch 'Posterior_IRF' into 'master'
...
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
Johannes Pfeifer
d54b45cbac
PosteriorIRF_core1.m: Add missing else statement that triggered crashes in rare cases
2020-06-12 17:53:46 +02:00
Sébastien Villemot
d0fb9ce5b8
Preprocessor update
...
— 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
1d172528d7
Block decomposition: fixed bug introduced in 2ec5e4075a
2020-06-04 19:43:57 +02:00