Commit Graph

13821 Commits (fa739c3a634663b8cda0961ce92dd14ee7091f70)

Author SHA1 Message Date
Sébastien Villemot f823f1a691
Manual: fix link to (old) Dynare wiki 2020-11-03 16:52:23 +01:00
Sébastien Villemot f51f151be2
CI: take advantage of the new “needs” keyword
In particular, this allows us to split the “test” and “pkg” stages, without
increasing the execution time.

(manually cherry picked from commit ac59b22015)
2020-11-03 11:31:51 +01:00
Sébastien Villemot ac59b22015
CI: take advantage of the new “needs” keyword
In particular, this allows us to split the “test” and “pkg” stages, without
increasing the execution time.
2020-11-03 11:24:24 +01:00
Sébastien Villemot 78462b1bbd Merge branch 'ifndef' into 'master'
Test for ifndef

See merge request Dynare/dynare!1763
2020-11-03 09:52:29 +00:00
Johannes Pfeifer d38a4428cc Move macro_processor/example1_macro.mod to subfolder 2020-11-02 16:00:03 +01:00
Johannes Pfeifer b4f3eb4a1c Add unit test for ifndef
See https://git.dynare.org/Dynare/dynare/-/issues/1747
2020-11-02 16:00:03 +01:00
Sébastien Villemot 463516c853
Preprocessor update
— Fix the interpretation of @#else clause within an @#ifndef
  Closes: #1747
— Fix the interpretation of @#elseif clauses within an @#ifdef or @#ifndef
— PAC model: fixes to M_.pac.MODEL.ar (information about autoregressive part)
  Ref. preprocessor#52
— PAC model: make detection of non-optimizing part more robust
  Ref. preprocessor#50
— Fixes to Julia output
2020-11-02 12:52:13 +01:00
Stéphane Adjemian (Charybdis) b066012033
Fixed R² in SUR model when estimating a subset of equations.
Closes #5
2020-10-26 15:07:50 +01:00
Sébastien Villemot cf68570813
Testsuite: workaround for glibc bug #19329
This bug is causing random crashes in the testsuite on our runners.

See https://sourceware.org/bugzilla/show_bug.cgi?id=19329

(cherry picked from commit f46dfba961)
2020-10-23 15:32:07 +02:00
Sébastien Villemot 299769c51b
Testsuite/MATLAB: output stderr to log file
(cherry picked from commit 2a472a0a6b)
2020-10-23 15:32:06 +02:00
Sébastien Villemot f46dfba961
Testsuite: workaround for glibc bug #19329
This bug is causing random crashes in the testsuite on our runners.

See https://sourceware.org/bugzilla/show_bug.cgi?id=19329
2020-10-23 12:35:35 +02:00
Sébastien Villemot 2a472a0a6b
Testsuite/MATLAB: output stderr to log file 2020-10-22 18:25:42 +02:00
Stéphane Adjemian (Charybdis) f36ee06041
Updated dseries submodule (matlab-fame-io improved initialization of daily dseries from FAME). 2020-10-21 19:29:07 +02:00
Sébastien Villemot 5fab01c534
Perfect foresight: fix case where max lead/lag on exo is greater than max lead/lag on endo
Bug introduced in commit e21cb1ad6b

Ref. #1720
2020-10-21 19:12:22 +02:00
Sébastien Villemot 4e16ffcda2
Fortran MEX interface: minor fix for interface to dgemv 2020-10-21 18:17:41 +02:00
Sébastien Villemot 6f415dff61
Testsuite: add missing line continuation symbol in the list of .mod files
This was causing some tests to be skipped.

The bug had been introduced e7162a2a69.
2020-10-21 16:36:18 +02:00
Sébastien Villemot e21cb1ad6b
LMMCP: fix the purely backward and purely forward cases
Closes: #1720
2020-10-21 16:30:40 +02:00
Sébastien Villemot 4ba0f0a9c3
LMMCP: don’t report a wrong maxerror, rather put NaN 2020-10-20 18:27:19 +02:00
Sébastien Villemot 46da76c0ce
LMMCP: fix bug when periods=1
The fix in commit 24cc67e585 was incorrect.
2020-10-20 18:20:04 +02:00
Sébastien Villemot 87cc519321
LMMCP / linear perfect foresight: fix bug for models with a single equation
The routines use the find() function applied to a subset of columns of the
Jacobian, which in this case is a row vector. When passed a row vector, find()
returns row vectors (while it returns column vectors when passed a column
vector or a matrix). This case was not correctly handled.
2020-10-20 18:20:02 +02:00
Sébastien Villemot df58037feb
Reporting: rename @graph class to @report_graph, to avoid name clash with MATLAB’s @graph 2020-10-20 14:39:47 +02:00
Sébastien Villemot 6d2e79b5f6
Preprocessor rebase: PAC model / make detection of non-optimizing part more robust 2020-10-19 18:36:24 +02:00
Sébastien Villemot 33d8bc55f3
Redisable tests/pac/trend-component-31/example.mod, it is not yet ready (some fixes are needed in the M code) 2020-10-16 18:11:01 +02:00
Sébastien Villemot 4c12f03637
Windows package: bump dependencies 2020-10-16 17:27:03 +02:00
Sébastien Villemot 8e3127d69e
Preprocessor rebase
– PAC model: fixes to M_.pac.MODEL.ar (information about autoregressive part)
  + Fix order of items in this structure. Previously, items were ordered
    according to the declaration order of parameters. Now, items are order
    according to lag order (first lag appears first)
  + Gracefully handle the case where there is no autoregressive part
    (Ref. Dynare/preprocessor#52)
– Block decomposition:
  + bugfix for solve one boundary blocks with mfs>0
  + fix evaluation of recursive variables in solved blocks
  (Ref. Dynare/dynare#1726)
— Fix various potential bugs with model local variable
— Ensure that negative constants are never marked as temporary terms

By the way, activate tests/pac/trend-component-31/example.mod, since it should
now work.
2020-10-16 16:53:26 +02:00
Sébastien Villemot 7270f722e4
Activate test for two PAC equations in the same file 2020-10-16 16:30:38 +02:00
Sébastien Villemot ce5aa33a33
k-order DLL: no longer write journal file on-disk, unless options_.debug = true
Closes: #1735
2020-10-15 17:19:30 +02:00
Sébastien Villemot e3207b1d8c
Extended path: remove ep.use_bytecode flag
It’s actually useless and complicates the code. Simply rely on
options_.bytecode.

Ref. #1742
2020-10-15 11:06:59 +02:00
Sébastien Villemot 10333f99e2
Fix extended_path + bytecode under Octave
Ref. #1742
2020-10-15 10:59:15 +02:00
Sébastien Villemot 71e3e0d49e
Fix extended_path with bytecode
By the way, document and enforce the fact that stochastic extended_path (i.e.
order > 0) is not compatible with either bytecode or block.

Closes: #1742
2020-10-14 17:25:58 +02:00
Sébastien Villemot 43311a230f
Testsuite: histval_initval_file_unit_tests.m is not a TLS file 2020-10-14 17:16:35 +02:00
Stéphane Adjemian (Charybdis) 2428aa7e28
Updated dseries submodule (matlab-fame-io). 2020-10-14 10:44:05 +02:00
Stéphane Adjemian (Charybdis) 415c024445
Updated dseries submodule (added conversion to lower frequency routines). 2020-10-09 10:02:35 +02:00
Sébastien Villemot 8acdb9f7cc
Testsuite: MATLAB R2014a compatibility fixes 2020-10-08 17:26:17 +02:00
Sébastien Villemot e7162a2a69
Block decomposition: new tests for mfs>0
Ref. #1726
2020-10-07 19:01:09 +02:00
Sébastien Villemot e576dc8c81
Block decomposition: fix evaluation of recursive variables in solved blocks
Ref. #1726
2020-10-06 18:31:13 +02:00
Stéphane Adjemian (Charybdis) 2eb77f2323
Updated dseries submodule (bug fixes related to daily frequency). 2020-10-02 19:28:37 +02:00
Sébastien Villemot a69d598b5f
Add the ability to automatically detect MATLAB version at configure time
It is thus no longer needed to pass the MATLAB_VERSION option to the configure
script when compiling from source.
2020-09-30 19:08:52 +02:00
Stéphane Adjemian (Charybdis) 80bfbc0736
Merge non linear shock decomposition for backward models.
Closes #2.
2020-09-29 18:17:25 +02:00
Sébastien Villemot 8d4a80956c
Add tests for matrix notation
Closes: Enterprise/dynare#1
2020-09-29 16:52:20 +02:00
Sébastien Villemot 2acacf61f1
Matrix notation: fix bug in numerical Hessian of external functions 2020-09-29 16:52:02 +02:00
Houtan Bastani 1975e467b5
update jacob_element & hess_element for vector arguments 2020-09-29 16:52:02 +02:00
Sébastien Villemot 66361eb28d
Add test for shock decomposition of backward models
Ref: Enterprise/dynare#2
2020-09-28 18:26:29 +02:00
Stéphane Adjemian (Charybdis) 511908e011
Factorized initialization of fields required by solve_algo={12,14}.
Closes #3.
2020-09-25 23:45:21 +02:00
Stéphane Adjemian (Charybdis) e690c5de5a
Merge Enterprise/block_trust_region into enterprise. 2020-09-24 16:05:55 +02:00
Sébastien Villemot fa12e5abfc
Provisions for MATLAB R2020b 2020-09-24 15:43:06 +02:00
Stéphane Adjemian (Charybdis) c7c7358a5b
Cosmetic changes.
Closes #5
2020-09-24 13:33:46 +02:00
Dóra Kocsis 8fe39ded76
Change R2 computation in multivariate models (SUR) 2020-09-24 13:17:21 +02:00
Sébastien Villemot b1f7924b19
Preprocessor update
— simplify external function C output
— internal change to SymbolTable::getTypeSpecificID()
— ensure that negative constants are never marked as temporary terms
2020-09-23 18:37:23 +02:00
Stéphane Adjemian (Charybdis) 3a692f8ab1
Fixed indentation.
(cherry picked from commit 4d8c8c407d)

[skip ci]
2020-09-23 15:35:56 +02:00