7421e6b5b2
Fixed copyright header.
2018-07-19 15:36:02 +02:00
44c49eaef8
Improved iterations display of Dynare's simplex routine.
2018-07-19 15:15:05 +02:00
2d321cb0e3
Increased default number of iterations in simplex.
2018-07-19 15:15:05 +02:00
97229177b4
simplex_optimization_routine.m: account for penalty indicator being third output, not fourth one
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Caused occasional crashes
2018-07-19 09:25:27 +02:00
5361325ba9
Fixed unit test (false negative in Octave testsuite).
2018-07-18 12:18:43 +02:00
ac3af2052a
Remove test from Octave testsuite.
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The function is only called by Matlab if the statistics toolbox is not available.
2018-07-18 11:14:47 +02:00
064b270795
Updated dseries submodule (Octave testsuite fixes).
2018-07-17 18:41:25 +02:00
8b0d673458
Cosmetic change (Octave unit test).
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(cherry picked from commit 48ee13646a072d0ad9466f901f2d048594717d71)
2018-07-17 17:44:42 +02:00
0d27bd8dea
Fixed unit tests on Weibull pdf (Octave testsuite).
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(cherry picked from commit bc962a91c0749e6c9f108c867acde134e6bb80fc)
2018-07-17 17:44:15 +02:00
4154817acc
Added missin semicolons.
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(cherry picked from commit 4a0b1c2e93d23c85a7874b1bbea85819f56739f5)
2018-07-17 17:43:58 +02:00
9d01b17e03
Removed one unit test from Octave testsuite.
2018-07-17 11:30:20 +02:00
0074561182
Updated dseries submodule (unit test fix).
2018-07-14 11:54:01 +02:00
7685a0ccda
Octave compatibility fix
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Now that the set_auxiliary_variables file is in a "+" directory, Octave fails
at str2func if the file does not exist.
2018-07-13 17:22:27 +02:00
30c41733bc
Updated dseries submodule.
2018-07-12 19:38:15 +02:00
ebad639546
Bug fix (parenthesis mismatch).
2018-07-11 11:03:15 +02:00
f0a5a2aac9
Adapted codes to the json files new location.
2018-07-10 20:17:43 +02:00
3863a74319
Fix bug introduced in 13ce91861 in graph decomposition under MATLAB
2018-07-04 12:33:51 +02:00
13ce918612
Octave compatibility fixes in graph decomposition
2018-07-02 16:06:11 +02:00
b2c554623f
Various fixes related to the new layout of generated files
2018-06-28 18:14:40 +02:00
87bb0c6997
Fix mistake in previous commit w.r.t. steadystate file
2018-06-27 17:15:13 +02:00
a1b8bd39b2
Move the location of various generated files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
93bb326cc2
Added routines for dealing with extraction of a single equation from JSON output.
2018-06-21 18:46:38 +02:00
e3727db6a4
Updated particles submodule.
2018-06-14 11:50:55 +02:00
eacb6eb498
Updated dseries submodule (bug fix).
2018-06-09 18:34:09 +02:00
6607d3907a
disp_identification.m: Account for jweak_pair generally being a matrix
2018-06-09 08:59:43 +02:00
b8094a2e84
Correct display of identification message if parameters are only collinear
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Closes #1614
2018-06-07 19:29:24 +02:00
79484607a7
Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
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Complete the fix started in 8913791ff0
2018-06-07 16:14:02 +02:00
09ac7f6249
identification_analysis.m: make sure that increase in options_.ar is passed back via options_ident
2018-06-07 13:17:42 +02:00
8913791ff0
fixes bug for solve_algo = 10 and lags on exogenous variables
2018-06-07 12:21:58 +02:00
a71e0ebee4
Add a compile-time check for MATLAB version, as we already do for Octave
2018-06-06 14:31:25 +02:00
88e89dfb21
Refactor test for Octave version
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Distinguish between a minimal version required (from a source code perspective,
applicable on all platforms) and an exact version requirement (from a binary
package perspective, in practice used only for our Windows package).
2018-06-06 14:27:53 +02:00
57f6183d2f
Move some functions out of missing/stats/, since they are only needed for MATLAB
2018-06-06 13:02:42 +02:00
9211d902a0
Update dseries
2018-06-05 19:56:42 +02:00
933ed45ead
Octave 4.4 no longer includes statistics functions
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Those have been moved to the statistics package. If that package is not there,
use a fallback.
2018-06-05 19:53:06 +02:00
7cbac0c989
Fix user_has_octave_forge_package
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Packages are no longer autoloaded, so testing whether they are "Loaded" does
not work in all cases.
The function now ensures that the package is loaded.
2018-06-05 19:53:02 +02:00
0b2828af8a
Fix typo
2018-06-05 17:27:22 +02:00
e8ade6a187
Fix display of Dynare command arguments
2018-06-05 17:27:03 +02:00
8cadb2ac59
Silence Octave:classdef-to-struct warning
2018-06-05 17:24:52 +02:00
c7a57e5906
corrcoef is included in Octave 4.4
2018-06-05 17:14:41 +02:00
7b546ba696
Compatibility fix for MATLAB < R2010b (7.11)
2018-05-30 17:44:46 +02:00
474556e0ca
Added routines related to auxiliary variables.
2018-05-29 15:44:41 +02:00
d5862f93bf
add comment explaining changes in 4e79d12e53
2018-05-28 14:32:11 +02:00
4e79d12e53
move declaration of default values from global_initialization to a separate function
2018-05-28 14:07:32 +02:00
97af53b82d
fix mkdir call in global_initialization
2018-05-28 14:07:32 +02:00
02084ce310
Remove qzcomplex Oct-file
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It's actually not needed. The QZ complex decomposition can be obtained in
Octave on real matrices by casting them to the complex type.
2018-05-17 12:11:15 +02:00
ac5fcbe231
Use new approach for setting aux variables in model inversion routine.
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(cherry picked from commit f1ed81aae2
2018-05-16 17:27:51 +02:00
14fbfa028b
Move qzdiv.m and qzswitch.m to partial_information/ subdir
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They are no longer used in the main codebase.
2018-05-16 17:12:48 +02:00
59ad26a3c9
Improve fallback code when mjdgges DLL is absent
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The new code relies on qz(..., 'real'), ordqz and ordeig, and returns a real
decomposition. The previous version was using Sims' qzdiv and returned a
complex decomposition.
As a consequence, we can drop options_.qzdiv, which was used to detect when
imaginary parts had to be dropped.
This code does not work on Octave for the time being, but this is acceptable
since it is only a fallback.
2018-05-16 17:12:48 +02:00
c180777818
Move check about Octave version to the same place as check for MATLAB
2018-05-16 17:12:48 +02:00
42b82087d5
Remove codepaths for unsupported Octave versions
2018-05-16 17:12:48 +02:00
afbac2e8eb
Added strsplit routine in missing.
2018-05-16 16:41:43 +02:00
f53be721c1
Added new option mh_tune_jscale.
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Works only with the Random Walk Metropolis Hastings algorithm.
Closes #1598
2018-05-16 16:37:22 +02:00
e2c2f2d966
Remove fallbacks for ilu, linsolve and ordschur under Octave
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These functions are all included in Octave 4.2.
2018-05-16 10:48:44 +02:00
473b2f59ef
Provisions for MATLAB 9.4 (R2018a)
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Take into account the API break in the MEX interface (new interleaved complex API).
But do not split MEX directories on MacOS X for the time being.
2018-05-14 15:16:03 +02:00
3fe758c2b2
Cosmetic change in doc headers.
2018-05-05 21:58:52 +02:00
8f53be2a6f
Impose the consistency of the count of unstable eigenvalues...
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... Between stoch_simul and check. Added sdim (the number of stable
eigenvalues) and edim (the complementary number of explosive eigenvalues) in dr
structure. The test is always done with sdim (or edim) returned by mjdgges.
2018-05-05 19:53:13 +02:00
fa15c3dbc7
Updated dates submodule. Closes #1601 .
2018-05-05 14:56:56 +02:00
fa67aeb7a6
Fixes issue #1607 .
2018-05-05 10:29:37 +02:00
891e3ba7be
Cosmetic change in doc headers.
2018-05-05 10:24:01 +02:00
cee6dda44d
Fixed check for octave version.
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We should not issue a warning if version() is greater than supported_octave_version().
2018-03-24 22:48:45 +01:00
aa4cabcbeb
Fixed bug (simulation of backward models).
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Was crashing with three inputs (last one is for innovations) when the first input was an empty array.
2018-03-12 09:45:15 +01:00
8263bbba8a
Use new mechanism for setting auxiliary time series.
2018-03-12 09:34:56 +01:00
86be2cb998
Fixed typo.
2018-03-02 10:26:48 +01:00
857a3842e3
Cosmetic change.
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Changed M_.max_*_orig into M_.orig_maximum_* for consistency with other fields.
2018-03-01 10:13:44 +01:00
b84e3054e3
Various fixes for backward models routines.
2018-03-01 09:29:48 +01:00
667bfb6948
dseries: submodule update
2018-02-20 11:03:12 +01:00
fa598b751b
Fixed prior command with optimize.
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Penalty was not passed correctly.
2018-02-17 21:00:23 +01:00
d54cdbf0ac
fix output when no arguments are passed to dynare
2018-02-16 17:31:53 +01:00
5d439bcb18
submodule update: preprocessor and add dynare version to dynare.m
2018-02-16 17:31:47 +01:00
350b8fb529
Updated dseries submodule (prevent initialization crash if unable to install X13 binary).
2018-02-10 12:24:20 +01:00
224ccb7bab
sim1_linear.m: change hard-coded tolerance to option
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The tolerance for the steady state check should depend on the accuracy of the steady state computation
2018-02-07 18:42:12 +01:00
4adebd4419
Fixed copyright header.
2018-02-01 22:51:23 +01:00
cf5f556f4a
Do not re-set auxiliary variables if they are already available in the input info [i.e. smoothed variables].
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This makes the function robust when one provides info using UpdatedVariables, instead, for faster realtime exercises.
2018-02-01 19:17:59 +01:00
a7bc6414f5
fixed bug to logical if condition
2018-02-01 19:14:13 +01:00
127a543b65
prior bounds: make sure that lower and upper bounds only affect mode-finding
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99dbc8c74d
2018-02-01 10:16:47 +01:00
fe7da22853
Fixed copyright header.
2018-02-01 10:05:03 +01:00
da48dea37c
identification_analysis.m: remove transformation to char when cell is expected
2018-02-01 09:58:31 +01:00
410f8bd07c
Cosmetic change and fixed copyright header.
2018-02-01 09:53:23 +01:00
3679afe849
Discretion: Added catch for infinities
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Comment: A user provided a file in which the Sylvester equation solved using doubling can evaluate to inf. When Doubling fails, one can try the Hessenberg-Schur algorithm.
2018-02-01 09:53:23 +01:00
13a30a0a4e
add a new case for ratios between endogenous variables, like trade balance to GDP.
2018-01-27 10:37:31 +01:00
b3bcd2c8b0
bug fixes: wrong name of field fig_name and properly using user defined fig_name
2018-01-27 10:37:31 +01:00
5e7256daeb
Bug fixes after changes in the options structures for shock decompositions.
2018-01-27 10:37:31 +01:00
cbc0cdfef8
Fix bug in multivariate Kalman smoother when observations are missing
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The singularity branch did not correctly account for the switching number of observables
2018-01-26 23:13:45 +01:00
8e73289fe5
read_variables.m: consistently account for variables being stored as cell array
2018-01-26 12:29:03 +01:00
74fc7cc078
Copyright header fix.
2018-01-26 12:01:07 +01:00
c4f1958690
Cosmetic changes + Copyright headers fixes.
2018-01-26 12:00:27 +01:00
b933a440bf
Add debugging info to Kalman filter routines
2018-01-26 11:47:39 +01:00
b9741548b0
As we do for the smoother, check the rank of Pinf only for the observables (i.e. using Z*Pinf*Z')
2018-01-26 11:47:39 +01:00
cf8213f7a0
fix to the Kitigawa transformation that allows to reduce the computing time of the likelihood in large models, with a lot of static variables, by 30-50%.
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This fixes the bug in e97e5c34072f9dc09285#1312 .
2018-01-26 11:47:39 +01:00
60efdd49bb
disp_steady_state.m: Use character array to make sure alignment in display of steady state is right
2018-01-26 11:45:54 +01:00
a418a04249
model_diagnostics.m: bugfix after transition to cell arrays
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disp does not work with cell
2018-01-26 11:45:54 +01:00
9fadf19bc2
Add -accepteula flag to psexec call
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Prevents freezing if dialog has not been opened before
2018-01-25 11:45:41 +01:00
ec3fb76aa7
posterior_sampler: Fix naming error that crashes parallel estimation
2018-01-25 11:45:41 +01:00
2647f258d4
Cosmetic changes (code factorization).
2018-01-25 11:34:54 +01:00
4c7960fbdc
AnalyseComputationalEnvironment.m: print out command that caused error as well as system response
2018-01-25 10:49:58 +01:00
ef797eec0f
mode_check.m: account for case where bounds are infinite and not plots are shown
2018-01-24 23:21:10 +01:00
c7a860e6b6
Fixed bug in interactive choice of the endogenous variables.
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Bug introduced when we replaced the character arrays by cell of row character
arrays. Closes #1577 .
2018-01-24 18:22:45 +01:00
28b499af3b
Filter out cases where stochastic_solvers.m is called at higher order without k_order_solver
2018-01-24 17:50:42 +01:00
ad0bff3771
Added comments.
2018-01-24 17:24:21 +01:00
99e4cb6e7e
evaluate_steady_state_file.m: Condition call to str2func on function being present
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Workaround for Octave bug https://savannah.gnu.org/bugs/?52568
2018-01-24 17:21:16 +01:00
Stéphane Adjemian(Charybdis)
Johannes Pfeifer
Sébastien Villemot
Michel Juillard
Houtan Bastani
Marco Ratto
Marco Ratto