Commit Graph

2889 Commits (issue#70)

Author SHA1 Message Date
Stéphane Adjemian (Ryûk) bca0c6c10f
Do not allow positive values for time_shift option.
Close #70.
2021-07-06 16:35:57 +02:00
Sébastien Villemot 221daeab6f
New time_shift option to var_expectation_model
Ref. dynare#1787
2021-07-01 17:56:07 +02:00
Sébastien Villemot 5a33699f03
VAR / trend component models: cosmetic changes 2021-07-01 17:52:05 +02:00
Sébastien Villemot 700dd31d57 Merge branch 'mom_varlist' into 'master'
method_of_moments: remove var_list_

Closes #69

See merge request Dynare/preprocessor!44
2021-06-28 09:32:07 +00:00
Sébastien Villemot e6e25a5c87
macOS: fix detection of GCC installed by Dynare package
Since the preprocessor has moved, the relative path of the local Homebrew needs
to be adjusted.
2021-06-24 15:16:55 +02:00
Johannes Pfeifer f354458418 method_of_moments: remove var_list_ 2021-06-24 15:10:24 +02:00
Sébastien Villemot 1c3e6f89af
macOS: bump to GCC 11 (for compilation and for use_dll) 2021-06-24 12:34:29 +02:00
Sébastien Villemot e80215e377
Macroprocessor slides: various improvements 2021-06-18 17:29:46 +02:00
Sébastien Villemot 824433aa3f
Refactor driver output for heteroskedastic_shocks
Ref. dynare#1791
2021-06-15 12:53:40 +02:00
Sébastien Villemot a5d653a5f1 Merge branch 'ramsey_k_order' into 'master'
Allows to write M_.objective_tmp_nbr in the driver.m file

See merge request Dynare/preprocessor!41
2021-06-14 13:22:12 +00:00
NormannR d0ec5eb155 Allows to write M_.objective_tmp_nbr in the driver.m file
Writes the number of temporary terms of the planner objective function derivatives objective_tmp_nbr in the driver.m file.
Useful for the k-order approximations of welfare.
2021-06-11 12:37:31 +02:00
Sébastien Villemot 74ef3457b4
Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
Sébastien Villemot 86b2b4c2da
When order option > 3, compute planner objective derivatives at that order
Ref. dynare!1866
2021-06-04 16:20:29 +02:00
Sébastien Villemot 04f242f971
xls_sheet option: allow quoted strings as value
Closes: #67
2021-05-31 18:18:25 +02:00
Johannes Pfeifer 4b401e6253
Preparations for Occbin MR
Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1863
2021-05-31 15:12:46 +02:00
Sébastien Villemot c5f9ae89e7
Implement new “occbin” option to “model” block
For the time being, the preprocessor will refuse that this option be used with
any command other than estimation.

By the way, remove occbin_likelihood and occbin_smoother options to estimation.

Ref. dynare#569
2021-05-31 10:00:59 +02:00
Sébastien Villemot 1e9ea1acf4 Merge branch 'smoother_redux' into 'master'
Add smoother_redux option

See merge request Dynare/preprocessor!38
2021-05-27 14:55:35 +00:00
Johannes Pfeifer 2a8726fe6e Add kalman_algo and filter_covariance to calib_smoother 2021-05-27 16:42:10 +02:00
Johannes Pfeifer 0d635aed36 Add smoother_redux option 2021-05-27 16:41:36 +02:00
Sébastien Villemot b12b254f2c
Add heteroskedastic_filter option and heteroskedastic_shocks block
Ref. dynare!1844, dynare!1851
2021-05-26 18:27:52 +02:00
Sébastien Villemot e552bfc4b3
Refactor parsing of deterministic shocks
This will simplify the implementation of heteroskedastic_shocks.
2021-05-26 17:05:51 +02:00
Sébastien Villemot c35f160e3f
Minor simplification 2021-05-26 16:17:18 +02:00
Sébastien Villemot 97e9609c28
Streamline use_dll compilation under MATLAB
— drop Windows 32-bit support
— drop -fno-omit-frame-pointer compilation flag under GNU/Linux
— drop -static-libstdc++ flag under Windows
— no longer link to -lstdc++ under GNU/Linux and macOS
— gracefully fail when 'mexext' value is unknown
2021-05-24 18:21:23 +02:00
Sébastien Villemot a2c96a9d79
Allow empty quoted strings
Can be useful when resetting a filename option to an empty value, e.g. for the
mh_initialize_from_previous_mcmc_* options.

Ref. dynare!1841
2021-05-11 18:50:18 +02:00
Sébastien Villemot 73e07b78b8
Add mh_initialize_from_previous_mcmc option family to estimation command
Ref. dynare!1841
2021-05-11 18:12:54 +02:00
Sébastien Villemot be7ff255f6
The fast_realtime option now accepts a vector of integers
Ref. dynare!1842
2021-05-10 15:41:36 +02:00
Sébastien Villemot 0c0ea6b8d2
Update m4 macros from autoconf-archive 2021-05-10 14:52:52 +02:00
Sébastien Villemot 80e1090257
Add no_init_estimation_check_first_obs option to estimation
Ref. dynare!1839
2021-05-07 17:41:20 +02:00
Sébastien Villemot 337b6f469c
New parallel_use_psexec command-line option
Ref. dynare!1843
2021-05-06 16:25:46 +02:00
Sébastien Villemot 1d188a7444
Add comment
[skip ci]
2021-05-04 17:21:47 +02:00
Sébastien Villemot 3c4d647cc3
Forbid mfs > 0 in a stochastic setup (or even when using check)
The result would be wrong.

Ref. dynare#1726
2021-05-04 17:11:09 +02:00
Sébastien Villemot 7765efe95b
Windows: fix detection of location of MinGW compiler 2021-04-30 15:03:53 +02:00
Sébastien Villemot 12b61e4817
Bugfix in DataTree::writeToFileIfModified()
If the old file and the new contents shared a common prefix, then the output in
the generated file would be truncated at the start.

Ref. DynareJulia/Dynare.jl#1
2021-04-26 14:10:47 +02:00
Sébastien Villemot 20c27e9961 Merge branch 'power_deriv' into 'master'
put get_power_deriv inside Julia module

See merge request Dynare/preprocessor!37
2021-04-26 10:52:19 +00:00
MichelJuillard 9773bafc5b Julia: write definition of get_power_deriv inside generated static/dynamic files 2021-04-26 10:52:18 +00:00
Sébastien Villemot dca294de3a
Julia: refactor the auxiliary variable/series files
— rename the files with camel case
— encapsulate the functions with modules
— change the signature of function <MODFILE>_dynamic_set_series!, by removing
  the output argument and appending the exclamation mark, since this function
  modifies one of its arguments, and for symmetry with the static version

Ref. DynareJulia/Dynare.jl#1
2021-04-23 17:57:33 +02:00
Sébastien Villemot 4354d8a578
Julia: do not overwrite steady state / auxiliary variables/series files if contents has not changed
Ref. DynareJulia/Dynare.jl#1
2021-04-23 17:56:54 +02:00
Sébastien Villemot 4cfc7a563b
Julia: do not overwrite Static/Dynamic files if contents has not changed
Ref. DynareJulia/Dynare.jl#1
2021-04-22 18:03:47 +02:00
Sébastien Villemot 81b1d02748
Julia: fix typo in StatsFuns package name
Ref. DynareJulia/Dynare.jl#1
2021-04-22 15:48:25 +02:00
Sébastien Villemot 0213c9be73 Merge branch 'ramsey_k_order' into 'master'
Allows to write M_.NNZDerivatives_objective in the driver.m file

See merge request Dynare/preprocessor!36
2021-04-22 13:28:18 +00:00
normann 22fbfb0fba Allows to write M_.NNZDerivatives_objective in the driver.m file
Writes the number of non-zero derivatives of the planner objective function NNZDerivatives_objective in the driver.m file. Useful for the k-order approximations of welfare.
2021-04-22 15:26:25 +02:00
Michel Juillard d511e3ec3a
add deterministic_trends statement (only used by Dynare Julia) 2021-04-22 15:19:21 +02:00
Sébastien Villemot 910649dd28
Fix treatment of “series” option of “initval_file”
This option was treated as a numeric value: it was a hack to ensure that the
name of the dseries object was printed without quotes in the driver file.

However, that would make the JSON output synctically incorrect.

This commits removes the hack, and treats the “series” option as a string
value (in the same way as for the “data” command). A modification of the MATLAB
code will thus be needed to accomodate the change.
2021-04-20 10:39:14 +02:00
Sébastien Villemot 1f17528383
Julia: update dependencies of Static/Dynamic modules
Ref. DynareJulia/Dynare.jl#1
2021-04-19 17:02:46 +02:00
Sébastien Villemot c2d47fb48e
Julia: remove driver file
The Julia code now uses the JSON output for retrieving the information that
previously was in the driver file.
2021-04-19 17:02:41 +02:00
Sébastien Villemot 7b3df21f11
DataTree::operator=(): fix crash when symbol ID ordering of model local variables does not correspond to the recursive ordering in the model block
Ref. dynare#1782
2021-04-16 17:34:13 +02:00
Sébastien Villemot e3c716faba
CI: build GNU/Linux ARM64 binary 2021-04-06 16:23:54 +02:00
Sébastien Villemot 9f6df25a52
CI: streamline compilation commands
— add “-s” to LDFLAGS instead of manually calling strip
— on GNU/Linux, do not pass “-static” to LDFLAGS. We can dynamically link
  against glibc, since in Artifacts.toml we explicitly mention that we compile
  for a glibc system (and not musl)
— use --host=i686-linux-gnu to compile for GNU/Linux 32-bit, instead of passing “-m32”
  N.B.: Under Debian, g++-i686-linux-gnu must be installed. Otherwise this will
  silently use the 64-bit compiler
— for symmetry, use --host=x86_64-linux-gnu for GNU/Linux 64-bit
— on macOS, pass “-static-libgcc” through LDFLAGS rather than CXXFLAGS; this
  requires setting CC to gcc-10
— use better names for the jobs
2021-04-06 16:23:50 +02:00
Sébastien Villemot e6194afd7b
CI: another bugfix in generated Artifacts.toml 2021-04-02 18:22:05 +02:00
Sébastien Villemot 748e3054cd
CI: bugfix in generated Artifacts.toml 2021-04-02 18:15:53 +02:00