Commit Graph

12780 Commits (fb3335f191931835723240c73bdae1e2cdc297b7)

Author SHA1 Message Date
Sébastien Villemot d165b74377
git clone --recurse-submodules is now the recommended option for cloning with submodules 2019-04-16 18:40:34 +02:00
Sébastien Villemot e0280d067b
Dynare++: improvements to comments 2019-04-16 15:20:56 +02:00
Sébastien Villemot fd300342ff
README.md: fix URLs for new Dynare website 2019-04-16 15:20:54 +02:00
Sébastien Villemot d74a1a08d5
README for Windows: several updates; use UTF-8 2019-04-16 14:52:01 +02:00
Sébastien Villemot f953374dba
More Unicode copyright symbol 2019-04-16 14:34:05 +02:00
Sébastien Villemot c9bdc2c885
Dynare++: simplify methods for getting number of columns and rows of a matrix
Previously there were GeneralMatrix::numRows() and TwoDMatrix::nrows() for doing
the same thing (and same for columns and Const versions).

Merge these two into GeneralMatrix::nrows().
2019-04-16 12:44:02 +02:00
Sébastien Villemot 38b588d7c0
Manual: adapt for k-order
Ref #217
2019-04-16 12:29:16 +02:00
Sébastien Villemot 040c4f11a7
Dynare++: ensure that testsuite does not fail because of safety check
Safety check introduced in c10d8daf9.

Ref #217
2019-04-16 12:22:41 +02:00
Sébastien Villemot be170f131c
k-order DLL: fix compilation error on Windows introduced by b1ba53ce0
Ref #217
2019-04-16 12:13:30 +02:00
Sébastien Villemot 57848930c6
Use Unicode copyright symbol (in UTF-8 encoding)
Do not use it in MATLAB source files, since unfortunately the MATLAB editor
does not support UTF-8.
2019-04-16 11:42:16 +02:00
Sébastien Villemot 1e92e308b9
Pruning is not available for order > 3
Ref #217
2019-04-15 18:50:16 +02:00
Sébastien Villemot 9554065db7
Dynare++ standalone: fix bug when parsing approximation order
It was not possible to set a 2-digit order (i.e. ≥ 10).

Not sure that it was a real problem in practice, given the computational limits.
2019-04-15 18:33:51 +02:00
Sébastien Villemot c10d8daf9f
Dynare++: add safety check to avoid overflow in tensor indices
Ref #217
2019-04-15 18:32:59 +02:00
Sébastien Villemot 3cfb9ed6d2
Dynare++: fix typos 2019-04-15 18:32:51 +02:00
Sébastien Villemot e281f35213
Lift upper restriction on approximation order
Ref #217
2019-04-15 17:34:01 +02:00
Sébastien Villemot b1ba53ce05
dynare_simul_ DLL: adapt for an arbitrary approximation order
The last input argument is now a struct containing matrices g_0, g_1,…
Typically one can pass oo_.dr for this argument.

Ref #217
2019-04-15 17:34:01 +02:00
Sébastien Villemot 68aa1ace8f
k-order DLL: in use_dll mode, get model derivatives from preprocessor at an arbitrary order
Ref #217
2019-04-15 17:34:01 +02:00
Sébastien Villemot a101457cf0
k-order DLL: fix wrong assertion in MATLAB mode
Bug introduced in 4c6e911d6 (only apparent under Octave, since under MATLAB
assertions are skipped).

Ref #217
2019-04-15 17:34:01 +02:00
Sébastien Villemot 2169341639
Move source code of gensylv and dynare_simul_ MEX to the same place as other MEX 2019-04-15 17:34:01 +02:00
Sébastien Villemot 95584aa4f8
Update preprocessor submodule 2019-04-12 18:26:31 +02:00
Sébastien Villemot 4c6e911d69
k-order DLL: in MATLAB mode, get model derivatives from preprocessor at an arbitrary order
We no longer use the old ‘modfile.dynamic’ compatibility layer. We directly
call the ‘modfile.dynamic_g*’ functions.

Ref #217
2019-04-12 18:26:31 +02:00
Sébastien Villemot c31ba8bebf
k-order DLL: in ‘use_dll’ mode, compute # of temp. terms. using M_.dynamic_tmp_nbr
The preprocessor no longer exports the ‘ntt’ symbol in the MEX.

Ref #217
2019-04-12 18:26:31 +02:00
Sébastien Villemot d7dd7214c7
k-order DLL: convert model derivatives from Dynare to Dynare++ format at an arbitrary order
Ref #217
2019-04-12 18:26:30 +02:00
Sébastien Villemot 03ac8c8182
simult_: fix bug in error message 2019-04-12 18:26:30 +02:00
Sébastien Villemot a6d7baabea
Dynare++: improvements to comments 2019-04-12 18:26:30 +02:00
Houtan Bastani 92224e22be Merge branch 'master' into 'master'
read JSON for stochastic simulations from GUI

See merge request Dynare/dynare!1650
2019-04-12 13:31:38 +00:00
Sumudu Kankanamge aa66949a13 read JSON for stochastic simulations from GUI 2019-04-12 15:24:03 +02:00
Houtan Bastani eb3b1dda70
preprocessor: submodule update 2019-04-11 11:34:27 +02:00
Stéphane Adjemia (Scylla) 2d9e7a704b
Always write list of variables on more than one line.
(one line per variable)
2019-04-11 10:42:50 +02:00
Stéphane Adjemia (Scylla) fe4a15e417
Fixed bug if LHS no present in datablase.
Removed range on the left hand side.
2019-04-11 10:13:34 +02:00
Sébastien Villemot 2dc988b69d
k-order DLL: make model derivatives storage ready for an arbitrary order 2019-04-10 19:00:49 +02:00
Sébastien Villemot 85f472c74b
Dynare++: new helpers for constructing {Const,}{TwoD,General}Matrix from mxArray* 2019-04-10 19:00:49 +02:00
Houtan Bastani 6b9c67ea48
preprocessor: submodule update 2019-04-10 16:47:18 +02:00
Sébastien Villemot ab6cdd0d33
Add -noFigureWindows to MATLAB ≥ R2019a batch options 2019-04-10 13:01:01 +02:00
Stéphane Adjemia (Scylla) ba46992e18
Bug fix (filter out lhs variable). 2019-04-10 10:40:41 +02:00
Stéphane Adjemia (Scylla) 66e44dd830
Added missing routine.
Example for agregate routine.
2019-04-10 09:56:30 +02:00
Sébastien Villemot d0b4429fb6
k-order DLL: misc minor improvements 2019-04-10 09:41:58 +02:00
Sébastien Villemot b556290d60
k-order DLL: simplify and better document correspondence between Dynare and Dynare++ variable orderings 2019-04-10 09:23:32 +02:00
Houtan Bastani c3c2397a87
fix bug with noemptylinemacro 2019-04-09 15:13:52 +02:00
Sébastien Villemot a8a53804e7
Fix typo 2019-04-09 14:38:08 +02:00
Sébastien Villemot efa1f39e71
k-order DLL: finally adapt for M_.{endo,exo}_names as cell arrays 2019-04-08 18:47:49 +02:00
Sébastien Villemot 86a607a4fc
k-order DLL: make the output arguments ready for arbitrary order 2019-04-08 18:47:49 +02:00
Houtan Bastani a04f5b7ae3
doc: fix typos in manual 2019-04-08 15:45:12 +02:00
Houtan Bastani 01ce90afcd
doc: fix typo in option default value 2019-04-08 12:05:03 +02:00
Stéphane Adjemia (Scylla) 8740355407
Rewrote evaluate routine.
- Can handle more than one equation.
 - Can handle identities.
 - Forbids dynamic equations.
 - Can handle following LHS y, diff(y), diff(diff(y)), log(y), diff(log(y)) and
   diff(diff(log(y))), other transformations will result in an error.
 - Added integration tests.

Remark 1. In the integration tests I compare the values returned by the
          evaluate routine with the values computed with the simulation
          routines. Normally the discrepancies should be small, but this is not
          the case when the endogenous variable appear under a log on the
          LHS. My current conclusion is that this has more to do with the
          cumulation of the accuracy errors in the simulation routine (a
          sequence of Newton algorithms) rather than with the evaluate routine.

Remark 2. Currently the only allowed nonlinear transformation on the LHS
          endogenous variable is the log. It is not difficult to generalise, at
          some point I had all the matlab functions allowed by Dynare,
          but this would complicate the code for not much gain.
2019-04-08 11:01:34 +02:00
Stéphane Adjemia (Scylla) de458022e5
Removed non existing subfolder from path. 2019-04-08 10:55:23 +02:00
Sébastien Villemot e67c172000
Dynare++: improvements to comments
[skip ci]
2019-04-05 18:39:47 +02:00
Sébastien Villemot bdc95f23aa
Make MEX build system forward-compatible with Automake 2.0
We now use a symbolic link farm to make source file accessible from build
directories.

Closes #466
2019-04-05 16:55:11 +02:00
Sébastien Villemot 26f0fb1104
Fix indentation in Makefiles with Emacs 26
It looks like in Emacs 26, the semantics of .dir-locals.el has changed:
overriding the default value of indent-tabs-mode in makefile-mode no longer
work. Therefore we no longer set a default value and rather set the variable on
a per-mode basis.

By the way, remove the setting for fill-column.
2019-04-05 15:10:21 +02:00
Sébastien Villemot dee230bf32
Minor shell modernization 2019-04-05 12:12:24 +02:00