Commit Graph

12988 Commits (f3d45542fa70562f4a8656a11b3977bd385e7eb7)

Author SHA1 Message Date
Houtan Bastani 3bb3912dd7
update license for changes in a0b58b2
[skip ci]
2019-11-25 11:33:57 +01:00
Houtan Bastani a0b58b2b41
macOS packaging: install Homebrew + GCC under /Applications/Dynare/<<version>>
The installation of Homebrew + GCC necessitates Xcode Command Line Tools, which will be installed if it is not present.

The installation of Homebrew + GCC is optional and can be deselected by the user.
2019-11-25 11:11:03 +01:00
Houtan Bastani 63fe660955
fix bug in macro processor: parse `@#line` directive which was not being recognized as a valid macro processor option before 2019-11-25 11:10:44 +01:00
Sébastien Villemot 93d92fa694 Merge branch 'sim1_options' into 'master'
Sim1 options

See merge request Dynare/dynare!1670
2019-11-25 09:39:56 +00:00
Michel Juillard cc0f2865a6 use tolf option inside simul() 2019-11-24 09:56:35 +01:00
Michel Juillard f6daa359b7 fix tolf and tolx options for sim1_purely_forward 2019-11-23 22:47:17 +01:00
Michel Juillard 2652cb0dd7 fix tolf and tolx options for sim1_purely_backward 2019-11-23 22:44:10 +01:00
Sébastien Villemot 547aaafb1e
CI: use the recursive submodule strategy
This is not strictly needed since currently there is no submodule within a
submodule in Dynare. However, this is useful for the Enterprise
version (dseries has a matlab-fame-io submodule there). Moreover, this will
prevent bad surprises in the future should we introduce such a 2nd-level
submodule.
2019-11-22 14:33:39 +01:00
Sébastien Villemot 19cdafeada Merge branch 'manual_add' into 'master'
Add variable explanations to manual

Closes #637

See merge request Dynare/dynare!1669
2019-11-22 10:35:07 +00:00
Johannes Pfeifer b60d26a745 Add variable explanations to manual 2019-11-22 11:16:14 +01:00
Dóra Kocsis 75a929051f Update sur and surgibbs function outputs. 2019-11-22 10:59:01 +01:00
Sébastien Villemot 900fbe86e7 Merge branch 'plot_identification' into 'master'
plot_identification.m: fix placing of white dots for infinite values

See merge request Dynare/dynare!1668
2019-11-22 09:29:26 +00:00
Houtan Bastani 7b1c61f63c
allow `sur` to be run from the Matlab prompt 2019-11-21 20:12:13 +01:00
Sébastien Villemot fab5a6815a
Windows package: ensure that Kalman steady state MEX is compiled under Octave
The detection of the slicot library failed because xerbla has been moved out of
the BLAS implementation shipped with Octave (probably since 5.1.0). This commit
fixes our fake implementation of mkoctfile so that it returns -lxerbla after
-lblas (as is done in the official Windows package for Octave).
2019-11-21 16:32:01 +01:00
Sébastien Villemot 98fd24ae92
Windows package: restore several missing MEX files
Since 533a4ff7db, several MEX files were missing
in the Windows package (gensylv, k-order, dynare_simul, MS-SBVAR). The problem
was that the environment variable containing the directory containing MSYS2
libraries (incl. matio and gsl) was not correctly passed to parallelized
subshells.
2019-11-21 16:31:15 +01:00
Johannes Pfeifer 8a171b82a8 plot_identification.m: fix placing of white dots for infinite values 2019-11-21 16:25:19 +01:00
Sébastien Villemot a327e2c9b8 Merge branch 'tex_subfolder' into 'master'
Move remaining LaTeX-file to subfolder

Closes #1655

See merge request Dynare/dynare!1667
2019-11-21 14:15:54 +00:00
Sébastien Villemot ab1adaa590 Merge branch 'laplace' into 'master'
Laplace approximation: filter out non-positive definite Hessians

Closes #1659

See merge request Dynare/dynare!1666
2019-11-21 14:06:15 +00:00
Sébastien Villemot ce2115474f Merge branch 'manual_list' into 'master'
Shorten block in Tex-citation

See merge request Dynare/dynare!1665
2019-11-21 14:03:11 +00:00
Johannes Pfeifer b0272151c5 Shorten block in Tex-citation
Avoids arrows from linebreaks introduced by the software
2019-11-21 12:41:35 +01:00
Johannes Pfeifer 8e5fd8dc4e Move creation of subfolder outside of TeX-check
Required if we only want the figure
2019-11-21 11:58:16 +01:00
Johannes Pfeifer 0075776716 Laplace approximation: filter out non-positive definite Hessians
Closes https://git.dynare.org/Dynare/dynare/issues/1659
2019-11-21 11:32:13 +01:00
Sébastien Villemot 9c6d2489ae
Manual: list the Dynare Team members in a single place
There were previously two lists of members, which were inconsistent.

By the way, add Sumudu to the list.
2019-11-21 10:51:08 +01:00
Johannes Pfeifer a59534a284 Move remaining figures and related TeX output from main folder to graphs 2019-11-21 10:14:48 +01:00
Johannes Pfeifer c6b757646e Move remaining LaTeX-files to subfolder
Closes https://git.dynare.org/Dynare/dynare/issues/1655
2019-11-21 10:14:48 +01:00
Sébastien Villemot 628a8a6ff3
Testsuite: remove obsolete conditionals for testing whether Octave version > 3.4
We now support Octave ≥ 4.2 only.

By the way, in another test, use the isoctave function instead of manual test.
2019-11-19 15:25:59 +01:00
Sébastien Villemot 9d99dafdd7
Dynare++: ensure that exception gives meaningful message if BK conditions not satisfied
Previously, if Blanchard-Kahn conditions were not satisfied, there was the
possibility an exception about NaN/Inf values in gy/gu was raised *before* the
exception about BK itself, leading to a confusing message. This commits moves
the test for BK before the test for NaN/Inf in gy/gu.

Closes: #674
2019-11-19 15:19:34 +01:00
Sébastien Villemot 12d7d8cef2
Testsuite: use XLSX for Octave and MATLAB ≥ R2012a, and XLS for MATLAB < R2012a
In 98bdf76581, all XLSX files were removed in
favour of XLS, for compatibility with MATLAB R2009b.

But this broke the very same tests under Octave, since XLS support is not very
good there.

This commit implements a solution that works everywhere, by using XLSX whenever
possible, and XLS otherwise.
2019-11-19 12:49:01 +01:00
Stéphane Adjemian (Charybdis) 13cadd8e02 Do not use concatenation for populating database with fitted values. 2019-11-19 12:08:09 +01:00
Stéphane Adjemian (Charybdis) e2d90a949f Use nodisplay option when performing tests (linux only). 2019-11-18 21:49:20 +01:00
Stéphane Adjemian (Charybdis) 9f5f4b6981 Cosmetic changes. 2019-11-18 21:48:52 +01:00
Sébastien Villemot e04ccd9b01
Fix construction of source tarball
Was broken by the previous commit, which renamed some datafile without updating
EXTRA_DIST in tests/Makefile.am.
2019-11-15 22:49:45 +01:00
Sébastien Villemot 98bdf76581
MATLAB R2009b compatibility fixes
— use XLS instead of XLSX in testsuite datafiles
— use optimset instead of optimoptions
— use quadv/quadl/quadgk instead of integral
— fix race condition in load_m_file_data_legacy.m tests
— use fallback implementation for intersect(…, 'stable')
2019-11-15 18:27:37 +01:00
Sébastien Villemot 13c645e940
Preprocessor: improvement to balanced growth test (#1389), macro-processor bugfix for loops
Also includes various modernizations.
2019-11-14 18:04:07 +01:00
Sébastien Villemot cc9445e086
Manual: update various URLs
Some URLs have changed with the new Dynare website.

Also use HTTPS whenever possible.
2019-11-14 17:04:05 +01:00
Sébastien Villemot 8fa4c483f9
Manual: replace “GNU Octave” by “Octave”
Mentioning that Octave is a GNU project is pointless and maybe even confusing
for users.
2019-11-14 16:57:33 +01:00
Sébastien Villemot caf0c8e1f8
Trust region solver: recompute Jacobian only when necessary
Previously, the solver would recompute the Jacobian at every iteration. But, if
an iteration fails, the current point is not moved (only the radius of the
trust region changes), hence it is not necessary to recompute the Jacobian in
that case. This commit implements this optimization.
2019-11-14 16:03:50 +01:00
Sébastien Villemot 49a17e75df
Windows package: upgrade various dependencies 2019-11-14 14:59:59 +01:00
Sébastien Villemot 42f172dec3
perfect_foresight_problem MEX: optimization for linear models
When the model is linear, there is no need to reevaluate the Jacobian for each
time period, since it is invariant.

Closes: #1662
2019-11-14 14:45:10 +01:00
Sébastien Villemot 1d01443e6f
Add Dóra to the list of Dynare Team members 2019-11-14 14:21:54 +01:00
Sébastien Villemot d6e0ffd18e Merge branch 'master' into 'master'
Add fallback implementation for contains and splitlines functions.

See merge request Dynare/dynare!1664
2019-11-13 13:24:05 +00:00
Dóra Kocsis 4c49eddb97 Add fallback implementation for contains and splitlines functions. 2019-11-13 13:05:28 +01:00
Sébastien Villemot 849aff9ea7 Merge branch 'enterprise' into 'enterprise'
Add routine printing equations where a searched variable appears in.

See merge request Enterprise/dynare!4
2019-11-08 17:45:49 +00:00
Dóra Kocsis b4cd1c0f57 Add routine printing equations where a searched variable appears in. 2019-11-08 17:33:27 +01:00
Houtan Bastani 5c84f99d5f
Merge remote-tracking branch 'community/master' into enterprise 2019-11-06 15:25:37 -05:00
Houtan Bastani 0f61c5de7d
add new features to reporting
* split up report output, creating new files for the preamble, the body of the report, and each individual page of the report.
* allow the user to set the page number
* allow for the removal of headers and footers from a given page
2019-11-06 13:50:21 -05:00
Stéphane Adjemian (Charybdis) 3746d6254a Cosmetic change. Removed warning backtrace. 2019-11-02 17:48:06 +01:00
Stéphane Adjemian (Charybdis) 2eb793a1f9 Added routine returning the equation tag of a PAC equation.
This routine is to be used to programatically search results under
oo_.pac.

For instance, if one wants to display the R² associated to the
estimation of the PAC equation named `zpac`, where the PAC model name
is `pacman`:

oo_.pac.pacman.equations.(geteqtag('zpac', 'pacman', M_)).R2
2019-10-28 17:58:12 +01:00
Stéphane Adjemian (Charybdis) fce51c6cc4 Added R² to PAC NLS estimator. 2019-10-28 16:35:45 +01:00
Stéphane Adjemian (Charybdis) 6a959c4629 Put estimated residuals in a dseries object. 2019-10-28 16:34:56 +01:00