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13821 Commits (fa739c3a634663b8cda0961ce92dd14ee7091f70)

Author SHA1 Message Date
Johannes Pfeifer fa739c3a63 posterior_sampler_initialization.m: update record if different sampler is used 
Also removes redundant field
 2021-01-22 15:01:23 +01:00
Johannes Pfeifer c78890d5ca posterior_sampler_initialization.m: Allow running different samplers after each other 
Transform error to warning
 2021-01-22 15:01:22 +01:00
Johannes Pfeifer 32bdb82cf8 Make load_mh_file honor use_mh_covariance option 2021-01-22 15:01:02 +01:00
Stéphane Adjemian (Charybdis) 78a4bca383
Use nonlinear filter. 2021-01-16 17:43:30 +01:00
Stéphane Adjemian (Charybdis) 0f3dd003b7
Run mod files in tests/particle. 2021-01-16 17:42:17 +01:00
Stéphane Adjemian (Charybdis) 38e300b94e
Merge #1786. 
Do not compute cholesky decomposition of H if the matrix has zeros on
the diagonal.
 2021-01-16 11:24:10 +01:00
Johannes Pfeifer ad17b8ec33
Particle filtering: provide more informative error messages in typical problematic cases 
Also adds test cases
 2021-01-15 22:11:20 +01:00
Johannes Pfeifer fe93589148
non_linear_dsge_likelihood.m: return in case of exception without computing prior 2021-01-15 22:11:20 +01:00
Stéphane Adjemian (Charybdis) b3e8dbe018
Do not rely on internal representation of @dates, use methods instead... 
... Or add a new method if one is missing.
 2021-01-15 20:44:09 +01:00
Sébastien Villemot 4c0b2e8c4e
Mitigation for spurious warning in Octave 
Because of a bug, Octave wrongly complains that matlab/+pac/+bgp/{get,set}.m
shadow built-in functions (see https://savannah.gnu.org/bugs/?46849).

We disable the warning as early as we can after running the dynare command.
However the warning will nevertheless appear two times in a given Octave
session (the first time when the addpath to Dynare is done, the second time
when the dynare command is run).
 2021-01-15 18:08:04 +01:00
Sébastien Villemot e26a5e2805
NLS: compatibility fix for Octave and MATLAB < R2014b 2021-01-15 17:42:00 +01:00
Sébastien Villemot 547969df45
Trust region: compatibility fix for Octave and MATLAB < R2017b 
When merging the enterprise code, the dogleg subfunction was modified to
incorporate a call to decomposition(), which does not exist under Octave and
MATLAB < R2017b.

For those cases, we reinstate the old code (which uses a plain matrix right
divide).
 2021-01-15 17:30:17 +01:00
Sébastien Villemot 91b0ba64c6
Testsuite: rename all test files that have the name “example.mod” 
That filename conflicts with Octave’s builtin example() function.
 2021-01-15 17:19:41 +01:00
Sébastien Villemot 23cb1879e9
Testsuite: fix PAC test filename 2021-01-15 17:19:41 +01:00
Sébastien Villemot 8f07a134a3
OLS + aggregate: compatibility fix for Octave < 6 
unique(…, 'stable') does not exist in Octave 5.
 2021-01-15 17:19:38 +01:00
Stéphane Adjemian (Charybdis) 6c5d61355b
Updated dseries submodule (new implementation of @dates). 2021-01-15 12:46:02 +01:00
Sébastien Villemot b4eb68d71c Merge branch 'MoM_optim_gradient' into 'master' 
Method of Moments: use analytical Jacobian in gradient-based optimizers (GMM only)

See merge request Dynare/dynare!1801
 2021-01-14 16:04:14 +00:00
Willi Mutschler 52a57eaf60
MoM: Remove duplicate check in gradient helper function 2021-01-14 14:17:55 +01:00
Willi Mutschler 0a880825a1
MoM: Testsuite fixes for Octave 2021-01-14 10:04:10 +01:00
Willi Mutschler a697002a4e
MoM: Gradient-based optimizers can use analytical Jacobian for GMM 
New option analytic_jacobian for mode_compute 1, 3, and 13
 2021-01-14 10:03:39 +01:00
Sébastien Villemot 6639cd8a41
Merge branch 'MoM' of git.dynare.org:JohannesPfeifer/dynare 2021-01-13 15:59:05 +01:00
Sébastien Villemot 7476d741a2
Merge branch 'estimation_forecast' of git.dynare.org:JohannesPfeifer/dynare 2021-01-13 15:58:25 +01:00
Sébastien Villemot 49fdae58ac
macOS package: upgrade to gcc-10 in custom install of Homebrew 
The formulas are taken from commit c2acb4e30f7a99426a34dbdea26991459454c834 of
the homebrew-core repository.

The formulas were modified as follows:
— in the "bottle" do/end block, this line was added:
   root_url "https://homebrew.bintray.com/bottles"
— in the "bottle" do/end block for gcc, this line was added:
   cellar :any

The preprocessor has been updated accordingly.
 2021-01-13 15:43:03 +01:00
Sébastien Villemot 29bb140297
macOS: drop -mmacosx-version-min compilation flag 
Currently it is not applied consistently to all binaries we produce.

Moreover we do not really have a way to test support for older macOS versions.

If there are problems, we might reintroduce this flag later, but we will have
to it consistently across all binaries.
 2021-01-13 15:42:44 +01:00
Sébastien Villemot 0275686589
macOS: drop -arch x86_64 compilation flag, in preparation for ARM support 2021-01-13 15:42:44 +01:00
Stéphane Adjemian (Charybdis) 01feac1ccc
Fixed branch name (dseries submodule). 2021-01-12 21:45:11 +01:00
Stéphane Adjemian (Odysseus) aa2ad6e028
Updated preprocessor submodule. 2021-01-12 21:38:01 +01:00
Stéphane Adjemian (Odysseus) 88bea97e38
Fixed submodule paths and CI configuration. 2021-01-12 21:38:01 +01:00
Stéphane Adjemian (Odysseus) f4508a6ca1 Revert "update jacob_element & hess_element for vector arguments" 
This reverts commit 1975e467b5.
 2021-01-12 16:48:49 +01:00
Stéphane Adjemian (Odysseus) 47affc94e1 Revert "Matrix notation: fix bug in numerical Hessian of external functions" 
This reverts commit 2acacf61f1.
 2021-01-12 16:48:21 +01:00
Stéphane Adjemian (Odysseus) b87690a9f1 Revert "Add tests for matrix notation" 
This reverts commit 8d4a80956c.
 2021-01-12 16:47:56 +01:00
Stéphane Adjemian (Odysseus) 8fd18fa9ba Merge remote-tracking branch enterprise into master. 2021-01-12 16:45:51 +01:00
Sébastien Villemot 3cbc2396a0
macOS package: fix compilation of x13as on macOS 11 (Big Sur) 2021-01-11 17:07:08 +01:00
Stéphane Adjemian (Odysseus) 0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise 2021-01-11 11:06:55 +01:00
Johannes Pfeifer ea03868a6b mode_compute=0: run dyn_forecast after smoother when forecast > 0 2021-01-10 19:46:18 +01:00
Johannes Pfeifer fbb1272164 Fix mode_compute=12 and filter out mode_compute=11 2021-01-10 17:30:35 +01:00
Sébastien Villemot c397828eb7
Merge branch 'smoother2histval' of git.dynare.org:JohannesPfeifer/dynare 2021-01-08 19:02:44 +01:00
Sébastien Villemot 57ea36a90d
Preprocessor: add option analytic_jacobian for MoM 2021-01-08 19:01:33 +01:00
Sébastien Villemot dd6fbfa300
Preprocessor: cleanup the “output” option 
Adapt the manual accordingly.

Closes: #1600
 2021-01-08 19:00:47 +01:00
Sébastien Villemot c3e7ef42af
Windows package: various fixes related to commit 8e7d0d2c5d 
- strip the new preprocessor binary
- include the new preprocessor binary in the .zip and .7z archives
- include the old (backward-compatible) preprocessor binary in the .exe installer
 2021-01-08 09:47:42 +01:00
Stéphane Adjemian (Charybdis) 655cffb4e4
Revert "Fix for new sphinx API (removes a warning)." 
Does not work with the version of Sphinx used on our Gitlab runners.

This reverts commit 60b31b3b0c.
 2021-01-08 09:27:27 +01:00
Stéphane Adjemian (Charybdis) 18b54dfa98
Updated dseries submodule. 2021-01-07 22:00:51 +01:00
Stéphane Adjemian (Charybdis) 60b31b3b0c
Fix for new sphinx API (removes a warning). 2021-01-07 22:00:51 +01:00
Stéphane Adjemian (Charybdis) c3084e9aed
Updated dseries documentation. 2021-01-07 22:00:51 +01:00
Stéphane Adjemian (Charybdis) 56d603ce5f
Fixed list of members in @dates. 
ndat is no more a member (replaced by a method returning the number of
elements in a dates object).
 2021-01-07 22:00:51 +01:00
Stéphane Adjemian (Charybdis) 717e41765e
Fixed description of the output of comparison operators. 
They return logical arrays, not arrays of 0 and 1.
 2021-01-07 22:00:51 +01:00
Johannes Pfeifer b2efc7a604 smoother2histval.m: fix bug when variable names are similar 2021-01-07 21:44:06 +01:00
Sébastien Villemot 4434edae0b Merge branch 'MoM_testsuite' into 'master' 
Method of Moments: Updates to testsuite

See merge request Dynare/dynare!1799
 2021-01-07 19:52:13 +00:00
Sébastien Villemot be16f29254
README: fix typo 
[skip ci]
 2021-01-07 20:46:40 +01:00
Sébastien Villemot 80460af6d7
macOS package: fixes related to flex and bison in Homebrew 
Also mention in the README that sphinx-doc must be linked, since it is
keg-only.
 2021-01-07 18:40:01 +01:00