Commit Graph

15094 Commits (ee200a03b878fceca0e485a55260d8ecf9c5cdaf)

Author SHA1 Message Date
Sébastien Villemot ee200a03b8
isoctave: performance improvement
Explicitly specify that OCTAVE_VERSION is a builtin. Otherwise the call to
“exists” will look for a file, among other things, which takes a lot of time.
2022-11-02 17:54:58 +01:00
Sébastien Villemot 1cb3085667
Preprocessor: bugfix in temporary terms with block decomposition and mfs=3 2022-10-26 17:38:56 +02:00
Sébastien Villemot 720de52702
Make get_equation_number_by_tag more robust
The implementation was relying on the fact that in M_.equations_tags, all
equations have a name tag and they appear in the order given by equation
numbers. There is no guarantee that this will always be the case, so use a more
robust approach.

By the way, improve the implementation of get_equation_name_by_number.
2022-10-26 14:18:59 +02:00
Sébastien Villemot 5f6946a1b9
Display equation names in “model_info” command 2022-10-25 18:41:17 +02:00
Sébastien Villemot 417108643a
Manual: minor improvements to description of solve_algo={1,2,9}
[skip ci]
2022-10-24 18:05:15 +02:00
Sébastien Villemot befc6f59b9
Improve comments
[skip ci]
2022-10-24 18:05:15 +02:00
Sébastien Villemot 56505d9bbe Merge branch 'fixes' into 'master'
small bug fixes

See merge request Dynare/dynare!2093
2022-10-24 12:12:23 +00:00
Marco Ratto f8adfa3fa5 with smoother_redux, factor out definition of nk to reconstruct filtered variables, and use a local variable nk (so options_.nk may remain empty). 2022-10-20 15:30:37 +02:00
Marco Ratto bb9e45d0d0 max size for QMC is 1111 2022-10-20 15:14:39 +02:00
Marco Ratto 1a46c1dc89 impede prior_trunc=0 when doing sensitivity 2022-10-20 15:14:09 +02:00
Marco Ratto eb41618614 trap errors also in univariate update step for occbin 2022-10-20 15:06:36 +02:00
Marco Ratto ce21248e97 set noprint = true when simulating, to avoid crashes; only save info1 file under debug option 2022-10-20 15:06:26 +02:00
Marco Ratto eb6f17e783 check if initial states are empty, and set them to zero. 2022-10-20 15:05:39 +02:00
Sébastien Villemot 8f4b626828
Preprocessor update
— use_dll: fix bug where operator abs() within a .mod file would return an
  incorrect result
— use_dll: various improvements to parallel compilation of MEX files
— use_dll: split generated C file into smaller files that will be compiled in
  parallel
— various refactorings
2022-10-18 17:42:36 +02:00
Sébastien Villemot 067b2a2524 Merge branch 'steady_initval' into 'master'
make_y_.m: fix interaction with steady_state_model

Closes #1866

See merge request Dynare/dynare!2092
2022-10-14 10:00:38 +00:00
Johannes Pfeifer cbbbdf4b3d make_y_.m: fix interaction with steady_state_model
closes https://git.dynare.org/Dynare/dynare/-/issues/1866
2022-10-13 16:33:58 +02:00
Sébastien Villemot 62da76590a Merge branch 'logarithmic_reduction' into 'master'
Logarithmic reduction: fixes

See merge request Dynare/dynare!2091
2022-10-12 16:59:38 +00:00
Johannes Pfeifer fe0606ae06 logarithmic_reduction.m: use positive penalty add-on 2022-10-11 16:13:03 +02:00
Johannes Pfeifer 5226db4b3c logarithmic_reduction.m: add missing error codes 2022-10-11 16:12:03 +02:00
Sébastien Villemot 39c561db96 Merge branch 'logarithmic_reduction_fortran' into 'master'
Implements a logarithmic reduction Fortran routine and the associated test

See merge request Dynare/dynare!2089
2022-10-11 11:42:48 +00:00
NormannR afb044c23e Fix cycle reduction:
(i) making the norms consistent between cycle_reduction and its test;
(ii) remove hard errors in cycle_reduction Fortran and Matlab routines
2022-10-11 12:11:30 +02:00
NormannR 855887b249 Implements a logarithmic reduction Fortran routine and the associated test 2022-10-11 12:11:06 +02:00
NormannR 3ea0baf21e Matlab logarithmic reduction: making norms and error codes consistent with cyclic reduction codes 2022-10-11 09:51:22 +02:00
Sébastien Villemot e8444c16a7 Merge branch 'kalman_algo_3' into 'master'
kalman_update_algo_3.m: correct options name

See merge request Dynare/dynare!2090
2022-10-10 15:36:03 +00:00
Johannes Pfeifer 95a15815a8 kalman_update_algo_3.m: correct options name 2022-10-08 18:01:05 +02:00
Sébastien Villemot 0cf1d172e9
Preprocessor update
— use_dll: compile MEX files in parallel
— bugfix: “relative_irf” option passed to “irf_calibration” was also passed to next command
— various refactorings
2022-10-04 17:37:47 +02:00
Sébastien Villemot 01f471ae8a Merge branch 'cycle_reduction' into 'master'
Cycle reduction: account for new error codes

See merge request Dynare/dynare!2088
2022-10-04 09:43:05 +00:00
Johannes Pfeifer 7874c302a0 Cycle reduction: account for new error codes 2022-10-03 17:15:20 +02:00
Sébastien Villemot 5b8fee5237
Merge branch 'cycle_reduction_fortran' of git.dynare.org:normann/dynare
Ref. !2085
2022-10-03 14:40:55 +02:00
Normann Rion d17204cc84 Implements a cycle reduction Fortran routine and the associated test.
The Fortran routine replaces the former Matlab code in matlab/cycle_reduction.m
2022-10-03 14:38:12 +02:00
Sébastien Villemot 2ab174aa8c
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2087
2022-10-03 14:31:35 +02:00
Sébastien Villemot 9938f08790
Merge branch 'occbin_error' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2086
2022-10-03 14:31:02 +02:00
Normann Rion 7af14aaa0d Fix cycle_reduction.m:
- a condition of an if-then-else block is never fulfilled
   - dimensions are inconsistent in the solution-check output message
2022-10-03 11:21:15 +02:00
Johannes Pfeifer d5d3e9060b calibrate_mh_scale_parameter.m: fix typo in error message
[skip CI]
2022-09-30 14:01:34 +02:00
Johannes Pfeifer 5defbdeb92 dsge_likelihood.m: add missing penalty for Occbin 2022-09-30 09:55:00 +02:00
Sébastien Villemot 790fad8b4c Merge branch 'local_state_space_iteration_3_matlab' into 'master'
Fixes local_state_space_iteration_3_test: sets a default value for the number...

See merge request Dynare/dynare!2084
2022-09-27 10:29:05 +00:00
Normann Rion 1b12d9e44b Fixes local_state_space_iteration_3_test: sets a default value for the number of threads local_state_space_iteration_3 may use 2022-09-27 11:03:36 +02:00
Sébastien Villemot 39ac1f7628
Particles submodule update
This should have gone into !2071.
2022-09-26 17:55:36 +02:00
Sébastien Villemot be4a1c9a1a
Merge branch 'local_state_space_iteration_3_matlab' of git.dynare.org:normann/dynare
Ref. !2071
2022-09-26 17:51:01 +02:00
Sébastien Villemot f8b5448c30
Preprocessor update
– fix bug in ModelTree::writeParamsDerivativesFileHelper() which could cause a
  segmentation fault
– various refactorings
2022-09-26 17:49:56 +02:00
Sébastien Villemot 1d721da9ad
macOS package: when compiling x13as, statically link libgcc, libgfortran and libquadmath
Closes: #1865
2022-09-26 12:18:49 +02:00
NormannR 4cdb763ea4 Integrates the local_state_space_iteration_3 mex into dynare's bayesian estimation eco-system
Should be merged after the mex MR !2045 and the particles MR !16
2022-09-26 09:14:34 +02:00
Sébastien Villemot 755c5645a6 Merge branch 'irf' into 'master'
Fix posterior IRF generation with loglinear option

See merge request Dynare/dynare!2083
2022-09-21 15:44:11 +00:00
Stéphane Adjemian (Ryûk) 9ea8e17ff2
Update dseries submodule.
Add function returning dummy variable in a dseries object.
2022-09-21 10:56:53 +02:00
Johannes Pfeifer ee8dfb76c4 Fix posterior IRF generation with loglinear
The unlogged steady state was used for both the starting value and the baseline
2022-09-21 10:14:23 +02:00
Johannes Pfeifer 12ec1ec0e6 PosteriorIRF_core1.m: replace function using globals 2022-09-21 09:29:43 +02:00
Johannes Pfeifer be2dd4456d getIrfShocksIndx.m: replace global variables by inputs 2022-09-21 09:27:43 +02:00
Johannes Pfeifer 945379a318 resol.m: use isempty instead of length 2022-09-21 09:25:06 +02:00
Sébastien Villemot a8054c16ba Merge branch 'octave_ispd' into 'master'
ispd.m: filter out Octave incompatibility https://savannah.gnu.org/bugs/?63082

See merge request Dynare/dynare!2082
2022-09-20 15:32:54 +00:00
Johannes Pfeifer 563035d070 AnScho/AnScho_MoM_common.inc: use csminwel to prevent fmincon problems under Octave 2022-09-20 12:55:30 +02:00