Commit Graph

11291 Commits (e91f48f2ce4d6524030bfb5defeb220c0901ede7)

Author SHA1 Message Date
Sébastien Villemot e91f48f2ce
Dynare++: modernize kord tests 2019-02-14 15:47:58 +01:00
Sébastien Villemot db6df6c73c
Dynare++ kord test: use modern pseudo-random number generator 2019-02-14 11:45:15 +01:00
Sébastien Villemot 49f85ceaca
Dynare++: rollback the std::shared_ptr change in Vector and ConstVector
The performance cost is too high to warrant the change.
2019-02-14 11:29:18 +01:00
Sébastien Villemot 23c9257f00
Dynare++: rollback the std::shared_ptr change in IntSequence
The performance cost is too high to warrant the change.
2019-02-14 11:05:19 +01:00
Sébastien Villemot 8dbc08e2c2
Dynare++: display real time elapsed in kord tests
Previously, only CPU time was displayed, which is misleading with
multithreading.
2019-02-13 18:31:03 +01:00
Sébastien Villemot 08a91079ce
Dynare++: change default # of threads to # logical CPUs divided by 2
Having twice less threads seems to give a better performance, probably because
BLAS is parallel.
2019-02-13 18:29:34 +01:00
Sébastien Villemot 579be3c5e2
Dynare tensor library tests: further modernizations 2019-02-13 16:35:06 +01:00
Sébastien Villemot 5cbc34e9de
Remove obsolete stuff for extended preprocessor in C and C++
No longer useful, since support has been removed from the preprocessor.
2019-02-13 16:17:35 +01:00
Sébastien Villemot c8f3b5b96c
Various updates to .gitignore files 2019-02-13 16:12:16 +01:00
Sébastien Villemot 9dfb556740
k-order DLL: fix bug introduced in 1f7d3beddc
For the IntSequence class, the initialization with {} and () are no longer
equivalent.
2019-02-12 19:09:28 +01:00
Sébastien Villemot 002e3d3770
Dynare++ tensor library: various simplifications/modernizations 2019-02-12 17:30:10 +01:00
Sébastien Villemot d9f0345213
Drop support for MatIO < 1.5 2019-02-12 15:58:29 +01:00
Sébastien Villemot 8e52940181
Dynare++ tensor library: first batch of simplifications for tests
Also make test failures fatal.
2019-02-12 15:18:24 +01:00
Sébastien Villemot 44d47ee560
Dynare++: refactor iterator over symmetries
Simplify the logic of iteration. Adapt the range-based for loop syntax.
2019-02-12 12:17:07 +01:00
Stéphane Adjemia (Scylla) e9688560f6
Allow initialization with histval block.
[skip ci]
2019-02-11 16:57:20 +01:00
Sébastien Villemot 1f7d3beddc
Dynare++ tensor library: modernize the Symmetry class
We now use a initializer list constructor for creating symmetries of the form
$y^n$, $y^n u^m$, $y^nu^m\sigma^k$.

The constructor taking a single integer is used to initialize a symmetry of a
given length.

Similar changes are made to IntSequence.

This behavior is similar to std::vector.
2019-02-11 16:45:07 +01:00
Stéphane Adjemia (Scylla) 219d2bb31b
Updated dseries submodule. 2019-02-10 00:02:14 +01:00
Houtan Bastani fd880a9387
gui: other simplifications/aesthetic changes 2019-02-07 19:02:35 +01:00
Houtan Bastani 922536e4ea
gui: rework transitory shocks 2019-02-07 19:02:35 +01:00
Houtan Bastani aef31e25e8
gui: rework permanent shocks 2019-02-07 19:02:35 +01:00
Houtan Bastani 6b4a9b300c
gui: initialize M_.det_shocks to [] 2019-02-07 19:02:35 +01:00
Houtan Bastani ae5dbdee9f
gui: no need to specify indices 2019-02-07 19:02:34 +01:00
Sébastien Villemot 19cc08b7e5
Dynare++: modernization and simplification of the IntSequence class
Similarly to Vector, it now uses a std::shared_ptr for managing the underlying
data.
2019-02-06 19:00:46 +01:00
Sébastien Villemot 099a1de607
Dynare++: further simplification in Vector class 2019-02-06 19:00:46 +01:00
Sébastien Villemot af722f438f
Dynare++: drop remaining "using namespace std" 2019-02-06 19:00:46 +01:00
Stéphane Adjemia (Scylla) 798cecd879
Updated NEWS for 4.5.7. 2019-02-06 17:27:41 +01:00
Stéphane Adjemia (Scylla) 0a084c8fe9
Cosmetic changes.
M_.endo_names and M_.exo_names are cell arrays, no need to use deblank to
remove trailing whitespaces.
2019-02-06 17:27:41 +01:00
Houtan Bastani a6549397a0
change folder name as `-` prevented recognition of the file 2019-02-05 18:08:34 +01:00
Houtan Bastani 0ad8bfbd16
gui: clean up file 2019-02-05 18:04:09 +01:00
Houtan Bastani ce3be98aa0
gui: potentially return output as JSON string 2019-02-05 17:49:08 +01:00
Houtan Bastani 67a7e43573
gui: pass JSON as string 2019-02-05 17:49:08 +01:00
Houtan Bastani 99060b0f80
gui: small improvements 2019-02-05 17:49:08 +01:00
Houtan Bastani 940b338564
jsonlab: submodule update 2019-02-05 17:49:08 +01:00
Sébastien Villemot 8698b4c540
Dynare++: fix computation of IRFs
Since the introduction of the --burn option (in Dynare++ shipped with Dynare
4.3.0), the IRFs reported by Dynare++ were wrong.

The IRFs are computed using a generalized IRF method: the result is
the (average) difference between a simulation with shock and a simulation
without shock. The problem was that the two simulations were not using the same
starting point.

Closes #1634
2019-02-05 17:18:21 +01:00
Sébastien Villemot b2fa7dd3c1 Merge branch 'discret_error_message' into 'master'
discretionary_policy_1.m: check for NaN before checking for non-zero derivatives

See merge request Dynare/dynare!1644
2019-02-05 14:42:33 +00:00
Sébastien Villemot ca092283ca Merge branch 'mr_hessian' into 'master'
mr_hessian.m: prevent infinite loop

Closes #1636

See merge request Dynare/dynare!1645
2019-02-05 14:41:27 +00:00
Sébastien Villemot 69065667fb Merge branch 'doc_linebreaks' into 'master'
Document treatment of several Matlab statements in one line

See merge request Dynare/dynare!1646
2019-02-05 13:06:20 +00:00
Johannes Pfeifer 20b51b3c08 Document treatment of several Matlab statements in one line
Related to #1637
2019-02-05 11:51:48 +01:00
Johannes Pfeifer d5e25c8f43 mr_hessian.m: prevent infinite loop
Make sure hessian is not 0 and add counter.
Fixes #1636
2019-02-05 10:00:54 +01:00
Johannes Pfeifer 8cb99bfe9d discretionary_policy_1.m: check for NaN before checking for non-zero derivatives
Prevents false error message
2019-02-05 09:14:20 +01:00
Stéphane Adjemia (Scylla) 5c75c30104
Fixed matlab warning.
[skip ci]
2019-02-04 16:26:48 +01:00
Stéphane Adjemian 768555b523 Merge branch 'fixes_4.6' into 'master'
Fixes 4.6

See merge request Dynare/dynare!1641
2019-02-04 10:19:05 +00:00
Stéphane Adjemia (Scylla) b7c60ddf59
Added a routine for writing the problem to be solved to compute the BGP of a model.
- Only works with backward models.
 - Probably doesn't work if the model includes auxiliary variables.
 - Assumes that the trends are multiplicative.
2019-02-04 10:04:33 +01:00
Stéphane Adjemia (Scylla) f7b332efa6
Removed shocks. 2019-02-04 10:04:33 +01:00
Sébastien Villemot 3e5b4084b8
Dynare++: fix bug in new threading code
At the end of a thread, we must first notify the main thread waiting on the
condition variable, then unlock the mutex. We must do these two operations in
that order, otherwise there is a possibility of having the main process
destroying the condition variable before the thread tries to notify it (if all
other threads terminate at the same time and bring the counter down to zero).
For that reason, we cannot use std::notify_all_at_thread_exit().

Bug introduced in commit 752a02a36.
2019-02-02 09:05:02 +01:00
Sébastien Villemot 44a378bf26
Add Dynare++ journals to artifacts 2019-02-02 09:05:02 +01:00
Sébastien Villemot 2bfc59bed4
Boost is no longer needed in Dynare++ 2019-02-02 09:05:02 +01:00
Houtan Bastani 18b006d46f
fix comments 2019-02-01 16:45:13 +01:00
Houtan Bastani f29d974410
add copyright and fix spacing 2019-02-01 16:42:32 +01:00
Sumudu Kankanamge 31d59d6be3 -add file to read JSON gui perfect-foresight 2019-02-01 14:54:52 +01:00