9323338323
Preprocessor: rename “parallel_slave_open_mode” option to “parallel_follower_open_mode”
...
Ref. preprocessor#86
Also make more terminology fixes in the manual (master/slave →
leader/follower), in complement to !1976 .
2022-06-15 15:47:34 +02:00
1bb87538be
Merge branch 'doc_parallel' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1976
2022-06-15 15:42:05 +02:00
06f665e231
Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode)
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Previously, LBJ was available:
– under stack_solve_algo=6 when neither block nor bytecode were present
– under stack_solve_algo=1 with either block or bytecode (but the documentation
was not making it clear that it was LBJ)
This commit merges the two values for the option, and makes them
interchangeable. LBJ should now be invoked with stack_solve_algo=1 (but
stack_solve_algo=6 is kept for compatibility, and is a synonymous).
2022-06-15 15:06:33 +02:00
9cc5a5576e
Bytecode: some clean ups around checks for “stack_solve_algo” value
2022-06-15 14:28:41 +02:00
909aaac7c6
Preprocessor update
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– Block decomposition: fix crash when a variable appears in an equation but has
zero symbolic derivative
– Correctly clean up options list after a “pac_model” statement
– A few optimizations
2022-06-13 16:54:58 +02:00
e6c35f205d
Windows package: bump dependencies
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In particular, upgrade the embedded compiler to GCC 12.
2022-06-09 11:54:30 +02:00
041ec25738
Merge branch 'decomp' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2044
2022-06-08 18:35:32 +02:00
323c316409
Preprocessor: add provisions for Apple Silicon package
2022-06-08 18:35:27 +02:00
1b4a4c8778
shock_decomposition.m: correctly pass initial date for plotting
2022-06-08 16:03:36 +02:00
cd284a4e36
Merge branch 'dseries' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2043
2022-06-07 18:03:06 +02:00
dfcfdda318
Enable more compiler warnings for C++
2022-06-07 18:01:58 +02:00
b7c70fd99e
Dynare++: add a few parentheses to make GCC happy with -Wparentheses
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I’m not sure that the intent for the hash function was actually what is
currently in the code, but it’s not worth improving this given that we want to
get rid of Dynare++ and the performance impact is probably negligible.
2022-06-07 18:01:05 +02:00
4fc644c322
dseries: expand documentation on loading Excel files
2022-06-07 17:59:46 +02:00
5db070e9dd
Bytecode: fix inconsistency in memory manager
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The variable “gap” is compared to zero, so the intent probably was that it
could be negative. But size_t is an unsigned type. Rather use a signed type.
2022-06-07 17:26:45 +02:00
6ae86024ea
Dynare++: remove useless const qualifier
2022-06-07 17:25:25 +02:00
5423949047
Merge branch 'marco_fixes' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2042
2022-06-07 15:04:28 +02:00
594d847cba
Merge branch 'occ_checks' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2040
2022-06-07 15:03:30 +02:00
852d1352da
Expand documentation of markowitz criterion
2022-06-07 15:00:50 +02:00
83d2849567
Preprocessor: various simplifications and modernizations
2022-06-07 14:36:59 +02:00
48eae1dd66
Manual: modernizes terminology on master/slave
2022-06-02 14:26:25 +02:00
3575afdf1d
save info1 file only under debugging
2022-06-02 09:52:48 +02:00
9304b535f4
port to occbin smoother the same computational improvements done for standard one under smother_redux option. This also require to provide occbin reduced state-space matrices as output argument of missing_DiffuseKalmanSmootherH3_Z.m
2022-06-02 09:52:47 +02:00
12c4e03d7b
bug fixes in retrieving the k-step ahead predictions and updated variables from occbin simulations
2022-06-02 09:52:47 +02:00
16bc2b3e5e
plot_shock_decomposition: filter out other forbidden characters (parentheses and dot) for field name
2022-06-02 09:52:21 +02:00
61632ef28f
marginal_density.m: make computation of log(det(sigma)) robust numerically
2022-06-02 09:51:12 +02:00
48ec0a60e8
Trap the case when Q is null matrix
2022-06-02 09:49:38 +02:00
924db129cb
Merge branch 'tolx_doc' into 'master'
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Document tolx option of steady
See merge request Dynare/dynare!2039
2022-05-31 15:47:49 +00:00
8ac72590da
PKF: document incompatibilities and throw proper errors if triggered
2022-05-31 17:40:03 +02:00
e24ff8e91f
Document tolx option of steady
2022-05-31 14:37:11 +02:00
09f2541550
Merge branch 'PKF' into 'master'
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Bug fixes for PKF
See merge request Dynare/dynare!2038
2022-05-31 08:00:22 +00:00
5f403e9f62
Merge branch 'solve1' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2035
2022-05-25 18:49:38 +02:00
c9fd266cbb
solve1.m: trap zero Jacobian case
2022-05-25 14:31:12 +02:00
c91e1f895b
trust_region.m: trap case where linear combination with weight 0 on infinite value returns NaN
2022-05-25 14:21:16 +02:00
cf548b467d
dsge_likelihood.m: distinguish PKF problems with singularity in other KFs
2022-05-25 14:15:29 +02:00
c623696b4b
kalman_update_algo_1.m: properly set array dimensions
2022-05-25 14:15:18 +02:00
efcb567fee
Merge branch 'gsa_bug' of git.dynare.org:rattoma/dynare
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Ref. !2036
2022-05-25 14:14:48 +02:00
93ae4849b7
missing_observations_kalman_filter.m: remove unused output whose dimensions grow over time
2022-05-25 12:55:05 +02:00
2279529851
fixed bug in sampling in the neighborhood of a critical point
2022-05-24 15:08:50 +02:00
20f8dd780f
README: mention the requirement for Git LFS
2022-05-20 12:43:04 +02:00
10678648b2
README: update name of stable branch
2022-05-20 12:39:59 +02:00
666d2d70a2
Preprocessor update
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– Always create bytecode output
– Forbid multiple identical clauses in “occbin_constraints” block
2022-05-20 12:38:24 +02:00
Stéphane Adjemian (Ryûk)
45c0e82f3b
Fix bug introduced in fdb1daad.
2022-05-20 10:29:44 +02:00
Stéphane Adjemian (Ryûk)
fdb1daadc9
Deactivate third unit test (local_state_space_iteration_2).
2022-05-20 08:44:28 +02:00
Stéphane Adjemian (Ryûk)
ac2b3f2bdc
Add integration tests for model inversion.
2022-05-20 08:31:03 +02:00
Stéphane Adjemian (Ryûk)
0df38369a7
Fix typo.
2022-05-20 08:31:03 +02:00
5138d41ac6
Merge branch 'kalman_update' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2032
2022-05-19 14:55:45 +02:00
a83570e1f4
Merge branch 'foresight_resids' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2031
2022-05-19 14:55:08 +02:00
3496c26699
Merge branch 'evaluate_planner' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2030
2022-05-19 14:54:28 +02:00
962d66807c
Merge branch 'gsa' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2025
2022-05-19 14:53:35 +02:00
253d1385b4
Dynare++: mark IntSequence move constructor as noexcept
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For better performance where used within containers (e.g. in Smolyak
integration).
2022-05-19 13:50:37 +02:00
Sébastien Villemot
Johannes Pfeifer
Marco Ratto
Stéphane Adjemian (Ryûk)