74ef3457b4
Use secure URL for link to GNU licenses
2021-06-09 17:21:00 +02:00
86b2b4c2da
When order option > 3, compute planner objective derivatives at that order
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Ref. dynare!1866
2021-06-04 16:20:29 +02:00
04f242f971
xls_sheet option: allow quoted strings as value
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Closes : #67
2021-05-31 18:18:25 +02:00
4b401e6253
Preparations for Occbin MR
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Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1863
2021-05-31 15:12:46 +02:00
c5f9ae89e7
Implement new “occbin” option to “model” block
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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
1e9ea1acf4
Merge branch 'smoother_redux' into 'master'
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Add smoother_redux option
See merge request Dynare/preprocessor!38
2021-05-27 14:55:35 +00:00
2a8726fe6e
Add kalman_algo and filter_covariance to calib_smoother
2021-05-27 16:42:10 +02:00
0d635aed36
Add smoother_redux option
2021-05-27 16:41:36 +02:00
b12b254f2c
Add heteroskedastic_filter option and heteroskedastic_shocks block
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Ref. dynare!1844, dynare!1851
2021-05-26 18:27:52 +02:00
e552bfc4b3
Refactor parsing of deterministic shocks
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This will simplify the implementation of heteroskedastic_shocks.
2021-05-26 17:05:51 +02:00
c35f160e3f
Minor simplification
2021-05-26 16:17:18 +02:00
97e9609c28
Streamline use_dll compilation under MATLAB
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— 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
a2c96a9d79
Allow empty quoted strings
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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
73e07b78b8
Add mh_initialize_from_previous_mcmc option family to estimation command
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Ref. dynare!1841
2021-05-11 18:12:54 +02:00
be7ff255f6
The fast_realtime option now accepts a vector of integers
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Ref. dynare!1842
2021-05-10 15:41:36 +02:00
0c0ea6b8d2
Update m4 macros from autoconf-archive
2021-05-10 14:52:52 +02:00
80e1090257
Add no_init_estimation_check_first_obs option to estimation
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Ref. dynare!1839
2021-05-07 17:41:20 +02:00
337b6f469c
New parallel_use_psexec command-line option
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Ref. dynare!1843
2021-05-06 16:25:46 +02:00
1d188a7444
Add comment
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[skip ci]
2021-05-04 17:21:47 +02:00
3c4d647cc3
Forbid mfs > 0 in a stochastic setup (or even when using check)
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The result would be wrong.
Ref. dynare#1726
2021-05-04 17:11:09 +02:00
7765efe95b
Windows: fix detection of location of MinGW compiler
2021-04-30 15:03:53 +02:00
12b61e4817
Bugfix in DataTree::writeToFileIfModified()
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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
20c27e9961
Merge branch 'power_deriv' into 'master'
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put get_power_deriv inside Julia module
See merge request Dynare/preprocessor!37
2021-04-26 10:52:19 +00:00
9773bafc5b
Julia: write definition of get_power_deriv inside generated static/dynamic files
2021-04-26 10:52:18 +00:00
dca294de3a
Julia: refactor the auxiliary variable/series files
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— 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
4354d8a578
Julia: do not overwrite steady state / auxiliary variables/series files if contents has not changed
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Ref. DynareJulia/Dynare.jl#1
2021-04-23 17:56:54 +02:00
4cfc7a563b
Julia: do not overwrite Static/Dynamic files if contents has not changed
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Ref. DynareJulia/Dynare.jl#1
2021-04-22 18:03:47 +02:00
81b1d02748
Julia: fix typo in StatsFuns package name
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Ref. DynareJulia/Dynare.jl#1
2021-04-22 15:48:25 +02:00
0213c9be73
Merge branch 'ramsey_k_order' into 'master'
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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
22fbfb0fba
Allows to write M_.NNZDerivatives_objective in the driver.m file
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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
d511e3ec3a
add deterministic_trends statement (only used by Dynare Julia)
2021-04-22 15:19:21 +02:00
910649dd28
Fix treatment of “series” option of “initval_file”
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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
1f17528383
Julia: update dependencies of Static/Dynamic modules
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Ref. DynareJulia/Dynare.jl#1
2021-04-19 17:02:46 +02:00
c2d47fb48e
Julia: remove driver file
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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
7b3df21f11
DataTree::operator=(): fix crash when symbol ID ordering of model local variables does not correspond to the recursive ordering in the model block
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Ref. dynare#1782
2021-04-16 17:34:13 +02:00
e3c716faba
CI: build GNU/Linux ARM64 binary
2021-04-06 16:23:54 +02:00
9f6df25a52
CI: streamline compilation commands
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— 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
e6194afd7b
CI: another bugfix in generated Artifacts.toml
2021-04-02 18:22:05 +02:00
748e3054cd
CI: bugfix in generated Artifacts.toml
2021-04-02 18:15:53 +02:00
77cc649365
CI: simplify Julia jobs by creating Artifacts.toml on eris
2021-04-02 18:04:12 +02:00
35a66f22fb
CI: set “allow_failure: true” for the manual deploy job
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Otherwise the pipeline will remain blocked until someone manually starts the
deploy job (see documentation of “rules” in Gitlab CI ref.).
2021-04-02 17:50:19 +02:00
880c7d9b2a
CI: add ability to generate Artifacts.toml for Julia
2021-04-02 17:37:21 +02:00
c2009e2012
fix set_auxiliary_variables.jl
2021-04-01 17:05:13 +02:00
6662d8014e
fix writeJsonOutput for load_params_and_steady_state
2021-04-01 17:05:13 +02:00
fd979f625a
add maximum lead and lag to modfile.json
2021-04-01 17:05:13 +02:00
c9dd241f5b
add varobs statement to JSON output
2021-04-01 17:05:12 +02:00
50a2e7c44f
Add escape codes in NativeStatement and VerbatimStatement writeJsonOutput() method
2021-04-01 17:05:10 +02:00
fba113d82b
CI: bump Boost version used for Windows binaries
2021-03-11 10:45:23 +01:00
29b3b744ef
Remove spurious space produced when parsing key/value pairs
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Introduced in e46168db66
2021-02-26 12:28:06 +01:00
Stéphane Adjemian (Charybdis)
f0d67b01dd
Honour bi-annual dates in mod file.
2021-02-26 09:30:02 +01:00
Sébastien Villemot
Johannes Pfeifer
MichelJuillard
normann
Stéphane Adjemian (Charybdis)