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Author SHA1 Message Date
Sébastien Villemot efec664667
Preprocessor update + corresponding change in parameters derivatives 
In the *_params_derivs.m files, in the "hp" matrix, the preprocessor now fully
outputs the symmetric elements, so getH needs to be adapted.

By the way, also clean up code for "rpp" and "gpp", were full symmetric
elements were also already present (and therefore do not need to be duplicated
in getH).
 2018-11-22 17:53:39 +01:00
Sébastien Villemot 635aa65665 Merge branch 'ident_plot_bug' into 'master' 
identification_analysis.m: Fix bug introduced in 60d95b65f2

See merge request Dynare/dynare!1637
 2018-11-16 16:21:14 +00:00
Johannes Pfeifer b615d2d795 identification_analysis.m: Fix bug introduced in 60d95b65f2 
We already used a variable called offset
 2018-11-16 16:20:27 +01:00
Johannes Pfeifer 4ecbcbb136 evaluate_steady_state_file.m: Remove redundant setting of auxiliary variables 
The original problems seems to have been fixed by #1133

Essentially reverts 3c7e60b744 and closes #1175
 2018-11-16 14:12:55 +01:00
Johannes Pfeifer f947a31b80 evaluate_steady_state_file.m: fix two bugs in debugging mode 2018-11-16 09:24:43 +00:00
Johannes Pfeifer 60d95b65f2
Identification strength: make plotting consistent 
1. Rely on actually computed standard deviations in bayestopt_ instead of potentially unset estim_params_
2. Remove arbitrary normalizations/omitted normalization in case of division by 0 in normalization
3. Distinguish between 0 identification and division by 0 due to normalization in plots

(cherry picked from commit 7341e21a381850c47fbed018bf6a7acdda4fa92e)
 2018-11-16 10:17:30 +01:00
Sébastien Villemot ad451ad224 Merge branch 'prior_dens_info' into 'master' 
Deal with info returned by priordens being a vector

See merge request Dynare/dynare!1629
 2018-11-15 09:39:11 +00:00
Sébastien Villemot 513f3ec68e Merge branch 'evaluate_steady_state' into 'master' 
evaluate_steady_state.m: consistently use params

Closes #1627

See merge request Dynare/dynare!1630
 2018-11-15 09:22:09 +00:00
Johannes Pfeifer 30361ccb49 GSA scatter plots: Correctly pass LaTeX-names to figure 2018-11-14 18:37:54 +01:00
Johannes Pfeifer 022913579a map_calibration.m: Fix bug that prevented display of restrictions 2018-11-14 18:37:05 +01:00
Johannes Pfeifer c16c2fb894 evaluate_steady_state.m: consistently use params 
Prevents erroneously relying on stale parameters from M.params (thanks to Tom Holden); closes #1627
 2018-11-14 16:01:55 +01:00
Johannes Pfeifer 09a166f4e7 Revert "adding missing any()" 
This reverts commit a5b97a28a0.
 2018-11-14 15:04:27 +01:00
Johannes Pfeifer c1b0bb5ee3 initial_estimation_checks.m: Turn vector info into scalar 
Related to a5b97a28a0 that needs to be reverted
 2018-11-14 15:02:15 +01:00
Sébastien Villemot 18faa9733c
Further updates related to minimal MATLAB version bump 2018-11-13 18:29:20 +01:00
Sébastien Villemot 7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
Sébastien Villemot ce49cd95df
Add missing iscolumn and ismatrix for MATLAB < R2010b 
Also fix a bug in isrow (it was not checking the rank of the array).
 2018-11-13 16:59:27 +01:00
Sébastien Villemot 736d43c4e6
Bump minimal MATLAB version requirement to 7.9 (R2009b) 2018-11-13 15:59:16 +01:00
Sébastien Villemot 096936be9c
The preprocessor now compiles the MEX when use_dll is specified 
Update documentation accordingly (except on macOS where the solution has not
yet been implemented).

Also include MinGW in the Windows installer.
 2018-10-29 14:41:34 +01:00
Sébastien Villemot cc4183d3a5
Fix for recent MATLABs under Windows 2018-10-26 15:02:26 +02:00
Sébastien Villemot 8cb51e26e6
options_.instruments is now a cell array 
This fixes crashes under Octave (while MATLAB seems to accept array-indexing
with cell arrays).
 2018-10-25 15:01:53 +02:00
Stéphane Adjemia (Scylla) e5317b17de
Cosmetic change. 2018-10-06 17:52:58 +02:00
Stéphane Adjemia (Scylla) 108854a484
Bug fix. verbosity option was not honoured in simplex algorithm (8). 
Thanks to Reuben for reporting.
 2018-10-06 17:50:37 +02:00
Michel Juillard 3ad654b9b8
Allowing for different number of periods in conditional_forecast_path. 
Updated preprocessor submodule.
 2018-09-27 18:58:24 +02:00
Stéphane Adjemian(Charybdis) 07141a8681
Various optimizations. 2018-09-26 22:51:05 +02:00
Stéphane Adjemian(Charybdis) 7c83ba7ea7
Fixed documentation header. 2018-09-26 22:51:05 +02:00
Stéphane Adjemian(Charybdis) 2cf6ccdaa5 Updated dseries submodule. 2018-09-18 17:37:37 +02:00
Stéphane Adjemian(Charybdis) 3e6e448134 Updated dates and dseries submodules. 2018-09-14 23:13:13 +02:00
Stéphane Adjemian(Charybdis) 99aadf7d1a Updated m-unit-tests submodule. 2018-09-14 15:37:30 +02:00
Sébastien Villemot 51416bf2ae Always use "isoctave" for testing Octave context 2018-09-07 17:22:08 +02:00
Stéphane Adjemian(Charybdis) 86445832fd Added routine returning true iff a variable is an auxiliary variable. 2018-08-10 14:52:22 +02:00
Sébastien Villemot 13526bcbce Octave now has the same graphical waitbar as MATLAB (for MCMC progress) 2018-08-02 15:33:18 +02:00
Sébastien Villemot d03cc56587 solve_algo=7 and stack_solve_algo=2 are now allowed under Octave 
The gmres() function has been implemented (actually since Octave 3.4.1!).
 2018-08-02 15:20:39 +02:00
Sébastien Villemot fda021855c Fix forecast command with deterministic exogenous and linear option 
Closes #1608
 2018-08-02 14:20:51 +02:00
Stéphane Adjemian(Charybdis) 6d79ca4f58 Return 0 if input is empty. 2018-07-28 10:48:43 +02:00
Michel Juillard a5b97a28a0 adding missing any() 2018-07-27 20:24:13 +02:00
Johannes Pfeifer 433a68169d TaRB: fix bug where incorrect last posterior was returned if last draw was rejected 2018-07-24 17:07:29 +02:00
Stéphane Adjemian(Charybdis) 157641ac91 Updated particles submodule. 2018-07-24 14:12:53 +02:00
Stéphane Adjemian(Charybdis) cffff796f1 Added routine to test if an auxiliary variable is a lag of a variable. 2018-07-23 10:41:34 +02:00
Stéphane Adjemian(Charybdis) 7421e6b5b2 Fixed copyright header. 2018-07-19 15:36:02 +02:00
Stéphane Adjemian(Charybdis) 44c49eaef8 Improved iterations display of Dynare's simplex routine. 2018-07-19 15:15:05 +02:00
Stéphane Adjemian(Charybdis) 2d321cb0e3 Increased default number of iterations in simplex. 2018-07-19 15:15:05 +02:00
Johannes Pfeifer 97229177b4 simplex_optimization_routine.m: account for penalty indicator being third output, not fourth one 
Caused occasional crashes
 2018-07-19 09:25:27 +02:00
Stéphane Adjemian(Charybdis) 5361325ba9 Fixed unit test (false negative in Octave testsuite). 2018-07-18 12:18:43 +02:00
Stéphane Adjemian(Charybdis) ac3af2052a Remove test from Octave testsuite. 
The function is only called by Matlab if the statistics toolbox is not available.
 2018-07-18 11:14:47 +02:00
Stéphane Adjemian(Charybdis) 064b270795 Updated dseries submodule (Octave testsuite fixes). 2018-07-17 18:41:25 +02:00
Stéphane Adjemian(Charybdis) 8b0d673458 Cosmetic change (Octave unit test). 
(cherry picked from commit 48ee13646a072d0ad9466f901f2d048594717d71)
 2018-07-17 17:44:42 +02:00
Stéphane Adjemian(Charybdis) 0d27bd8dea Fixed unit tests on Weibull pdf (Octave testsuite). 
(cherry picked from commit bc962a91c0749e6c9f108c867acde134e6bb80fc)
 2018-07-17 17:44:15 +02:00
Stéphane Adjemian(Charybdis) 4154817acc Added missin semicolons. 
(cherry picked from commit 4a0b1c2e93d23c85a7874b1bbea85819f56739f5)
 2018-07-17 17:43:58 +02:00
Stéphane Adjemian(Charybdis) 9d01b17e03 Removed one unit test from Octave testsuite. 2018-07-17 11:30:20 +02:00
Stéphane Adjemian(Charybdis) 0074561182 Updated dseries submodule (unit test fix). 2018-07-14 11:54:01 +02:00