Commit Graph

12129 Commits (fc27fad46d3a8696621e8878bbbcaa868fde8fc6)

Author SHA1 Message Date
Houtan Bastani 3ef8564279
reporting: add ability to make title page 2019-11-29 11:36:00 +01:00
Sébastien Villemot 5cae192487
Build system: really error out if some dependency is missing
The changes in 8065e9d439 were not working as
intended, because AC_CHECK_PROG expect values and not actions. Hence
AC_MSG_ERROR was not properly executed.

By the way, simplify some test conditions using && instead of if/then/fi
blocks.
2019-11-28 14:43:44 +01:00
Sébastien Villemot 52cb36d433
Preprocessor update
- new include_eqs and exclude_eqs command-line options
- new “forecast” option to “shock_decomposition”
- remove the “linear” option of “stoch_simul”
- forbid exogenous and exogenous deterministic variables in STEADY_STATE
  operator (#825)
2019-11-27 17:32:52 +01:00
Sébastien Villemot 9e222734a8
Bytecode: fix logic in routine that substracts two sparse matrices
The logic of the dynSparseMatrix::Sparse_substract_SA_SB() routine was
incorrect.

In some cases, it would read past the last nonzero elements of the A matrix,
and consequently write past the number of allocated nonzero elements of the C
matrix.

This would lead to crashes and, probably, to wrong results under certain
circumstances.

Closes: #1652
2019-11-27 16:57:47 +01:00
Sébastien Villemot c5537e23ae Merge branch 'tolerance' into 'master'
Nonlinear solver: tolerance for first Newton iteration is now smaller than for subsequent ones

See merge request Dynare/dynare!1674
2019-11-27 13:21:51 +00:00
Michel Juillard f70f7761db Nonlinear solver: tolerance for first Newton iteration is now
smaller than for subsequent ones. Closes: #1668
2019-11-27 14:19:01 +01:00
Sébastien Villemot 4a8dd1e8fa Merge branch 'steadystate_file' into 'master'
Remove globals from user-defined steadystate file

See merge request Dynare/dynare!1673
2019-11-26 17:26:19 +00:00
Sébastien Villemot 62146e14ab
Manual: do not hardcode version number, let it be automatically substituted 2019-11-26 17:05:35 +01:00
Johannes Pfeifer 0c01c31491 Remove global variables from user-defined steady state files
M_ and options_ are now passed as an input; params is an output as in the _steadystate2.m files
2019-11-26 17:05:14 +01:00
Johannes Pfeifer fc6c78e5ea testsuite: transform old steady state files to steady_state_model-blocks
Allows for easier maintenance
2019-11-26 17:02:12 +01:00
Sébastien Villemot fec274130e
Update CONTRIBUTING.md for move to GitLab (#1114) 2019-11-26 16:55:27 +01:00
Sébastien Villemot 55d7397d40
Remove utilites for converting oo_ between Dynare versions
It’s not clear that such utilities are useful (people should rather update
their MATLAB). It’s also a lot of work, and it’s probably better to focus on
documenting the incompatibilities.

Closes: #915
2019-11-26 16:26:50 +01:00
Sébastien Villemot 078464d89d
CI: fix pkg_source job following change in previous commit
It is not possible to use --disable-matlab and --disable-octave, because
otherwise `make dist` does not properly recurse.

By the way, factorize the computation of the path and version of the default
MATLAB installation.
2019-11-26 15:13:54 +01:00
Sébastien Villemot 8065e9d439
Build system: by default, error out if some dependency is missing
In particular, if either MATLAB or Octave is missing, one needs to pass either
--disable-matlab or --disable-octave.

Moreover, several new configure flags have been introduced for disabling some
components:
--disable-doc
--disable-dynare++
--disable-mex-dynare++
--disable-mex-ms-sbvar
--disable-mex-kalman-steady-state
2019-11-26 13:53:42 +01:00
Sébastien Villemot a909bfd58c
Manual: fix typo 2019-11-26 12:59:20 +01:00
Houtan Bastani 7a320d2944
fix macro processor bug that resulted in incorrect casts from string to bool 2019-11-26 11:19:15 +01:00
Houtan Bastani c87cac8bf8
fix bugs in macro processor 2019-11-26 10:42:57 +01:00
Sébastien Villemot 08101ce049 Merge branch 'det_cond_forecast' into 'master'
after check, oo_.dr isn't empty but oo_.dr.ghx + friends don't exist

See merge request Dynare/dynare!1672
2019-11-26 09:09:59 +00:00
Michel Juillard d0247277f9 after check, oo_.dr isn't empty but oo_.dr.ghx + friends don't exist 2019-11-25 21:54:53 +01:00
Houtan Bastani f2c04f7006
update Makefile for recent changes to Windows package
[skip ci]
2019-11-25 11:35:22 +01:00
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
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
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) 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