Commit Graph

1397 Commits (010787ba8d15d99828bd3c790dcbd9c5169277d8)

Author SHA1 Message Date
Houtan Bastani 4976b2b335 preprocessor: add equation cross references 2015-12-18 15:17:32 +01:00
Houtan Bastani 1b22cb0df1 preprocessor: remove unused structure 2015-12-18 12:35:32 +01:00
Houtan Bastani 15716124fa preprocessor: fix divergence of equations and aux_equations. closes #1110 2015-12-01 12:34:43 +01:00
Houtan Bastani 4ff17d6191 Revert "preprocessor: write auxiliary variable definitions to matlab function"
This reverts commit ad81129a9b.
2015-12-01 11:41:55 +01:00
Houtan Bastani ad81129a9b preprocessor: write auxiliary variable definitions to matlab function 2015-11-30 15:36:17 +01:00
Michel Juillard c373d1e1be adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach 2015-11-28 17:38:00 +01:00
Michel Juillard 105100c7fe remove global in dyn_forecast() and change input and output arguments 2015-11-28 17:38:00 +01:00
Stéphane Adjemian (Charybdis) 215de7e8dc Closes #1057.
Use a static file with a list of routines to cleared before each run (because they have
persistent variables).This static file (the script
matlab/list_of_functions_to_be_cleared.m) is distributed with Dynare and
needs to be updated for each release (or each time we add/remove
persistent variables). To update the file just do:

>> clear_persistent_variables(DYNARE_MATLAB_PATH, true)

and add/commit the generated file.
2015-11-12 14:38:16 +01:00
Houtan Bastani 6ef4371630 Revert "preprocessor: add utf-8 tokenizing"
This reverts commit f2cc9d3899.

This commit causes warnings in Flex
2015-10-30 18:27:41 +01:00
Houtan Bastani 84f4b7c322 preprocessor: remove rule that should have been removed in fd5ce1366e 2015-10-30 18:23:39 +01:00
Houtan Bastani ad9ccebc6c preprocessor: make notation accord with the rest of the preprocessor 2015-10-30 18:13:37 +01:00
Houtan Bastani 4ed2a0dc9d preprocessor: fix uninitialized variable warning 2015-10-30 18:11:51 +01:00
Stéphane Adjemian 36992933d2 Merge pull request #1062 from FerhatMihoubi/cond_forecast_and_bytecode
Allows to compute the extended path and the conditional forecasts wit…
2015-10-16 17:12:54 +02:00
Houtan Bastani fd5ce1366e preprocessor: change prior_posterior_function into two arguments. closes #1076 2015-10-14 11:02:35 +02:00
Houtan Bastani 145e2d5542 preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076 2015-10-13 17:41:31 +02:00
Houtan Bastani f0e94d6475 fix typo 2015-10-13 17:21:32 +02:00
Houtan Bastani b4aa21f018 preprocessor: interface for prior_posterior_function command. closes #1076 2015-10-13 17:16:10 +02:00
Houtan Bastani 9e28e796d5 preprocessor: simplify code 2015-10-13 15:13:40 +02:00
Houtan Bastani 447b01b0b0 fix typo 2015-10-13 15:13:40 +02:00
Johannes Pfeifer b7cbb563d6 Allow suppressing density of smoother and forecast objects 2015-10-12 15:34:52 +02:00
MichelJuillard b51b037ef2 Merge pull request #871 from JohannesPfeifer/prior_posterior_function
Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
Michel Juillard a8580258a1 changed Dynare timer to local timer 2015-10-10 14:33:30 +02:00
Stéphane Adjemian 3490e400bc Merge pull request #1015 from JohannesPfeifer/model_comparison
Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
Stéphane Adjemian (Charybdis) e52ce43569 Removed clear all for Matlab>=R2015b.
By default, Dynare clears the globals and functions containing
persistent variables. The behaviour of Dynare is not changed with
Matlab<R2015b or Octave.
2015-10-06 11:34:56 +02:00
ferhat 7c5272d852 Allows to compute the extended path and the conditional forecasts with bytecode 2015-09-22 15:39:49 +02:00
Michel Juillard c598f4dde3 fixed another bug in col_id computation 2015-09-20 15:46:17 +02:00
Michel Juillard df793cebe5 fixed bug in col_id computation 2015-09-19 15:51:32 +02:00
Houtan Bastani ad3d00f0da preprocessor: fix bug when printing model variables containing underscores in latex file. closes #1059 2015-09-16 12:22:39 +02:00
Houtan Bastani fbd178c5be preprocessor: add horizon option to ms_forecast 2015-09-08 17:28:08 +02:00
Houtan Bastani 17c1f52868 preprocessor: quick fix for #263 2015-09-07 15:56:37 +02:00
Houtan Bastani 8d54aeeaf6 preprocessor: add relative_irf option to irf_calibration block. closes #720 2015-09-07 11:49:17 +02:00
Houtan Bastani ae8d5774b7 preprocessor: fix scoping problem with temporary variables 2015-09-04 15:28:06 +02:00
Houtan Bastani f72fcbbe78 preprocessor: make ramsey_policy/ramsey_model and discretionary_policy mutually exclusive. closes #1047 2015-09-03 17:04:34 +02:00
Houtan Bastani 5bd51d65e8 replace cend with end and cbegin with begin 2015-09-03 16:06:37 +02:00
Houtan Bastani dc441b41b8 preprocessor: rework temporary terms 2015-09-03 15:25:36 +02:00
Houtan Bastani 6c34da5c12 raise cost of oPowerDeriv to always create a temporary variable if it has been encountered at least twice 2015-09-03 14:25:17 +02:00
Houtan Bastani 7697067062 preprocessor: fix bug in calculation of cost of trinary ops 2015-09-03 12:01:01 +02:00
Houtan Bastani ee7e5d6814 temp 2015-09-02 18:50:09 +02:00
Houtan Bastani 0fdf76dcf7 preprocessor: fix bug introduced in eb2890d1f5 2015-09-02 15:30:33 +02:00
Houtan Bastani 2846a7023d preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions
(cherry picked from commit eb2890d1f5)
2015-09-02 15:30:25 +02:00
Houtan Bastani 9b525713d9 Revert "preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions"
This reverts commit eb2890d1f5.
2015-09-02 15:29:52 +02:00
Houtan Bastani eb2890d1f5 preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions 2015-09-01 18:29:10 +02:00
Houtan Bastani afba7f273f preprocessor: add const declaration to temporary terms 2015-09-01 14:58:46 +02:00
Houtan Bastani d4630ac877 preprocessor: fix typo in julia temporary terms output 2015-09-01 14:34:40 +02:00
Houtan Bastani 311e6bf26a preprocessor: turn on temporary terms for julia 2015-09-01 14:11:38 +02:00
Houtan Bastani 11eaf27453 Merge branch 'julia' 2015-09-01 11:35:16 +02:00
Houtan Bastani 1dd4e03770 preprocessor: fix build on wheezy due to bug introduced in f143b54142 2015-08-31 14:33:00 +02:00
Houtan Bastani ae49cddd1d preprocessor: allow for [paths] block in dynare config file. closes #1039 2015-08-28 18:06:30 +02:00
Houtan Bastani f143b54142 preprocessor: read config file before macroprocessor run. #1039 2015-08-28 16:09:47 +02:00
Houtan Bastani 2518f6c83c preprocessor: macroprocessor: add @#includepath macro. #1039 2015-08-28 14:43:26 +02:00
Houtan Bastani 6016d9fc1d preprocessor: fix bug introduced in 1ba04976aa. #1039 2015-08-28 11:13:19 +02:00
Houtan Bastani 1ba04976aa preprocessor: macroprocessor: add -I switch. closes #1039 2015-08-27 16:49:12 +02:00
Michel Juillard c9f771973d expand extended preprocessor + first implementation of Petsc interface 2015-08-27 10:00:51 +02:00
Houtan Bastani 154980ec8c preprocessor: posterior_kernel_density option to estimation. #1035 2015-08-25 11:09:08 +02:00
Houtan Bastani ddc8eee388 preprocessor: allow first_obs option of estimation to accept a vector of integers. #1034 2015-08-25 10:30:21 +02:00
Michel Juillard 3ed1d01ba9 adding writeResidualsC() for external files 2015-08-24 14:53:27 +02:00
Michel Juillard 511801c903 finalize svar_global_identification_check 2015-08-24 14:53:27 +02:00
Houtan Bastani 1d17f6b770 remove fill!(residual, 0.0) statements as all elements of residual are assigned to 2015-08-21 17:13:38 +02:00
Houtan Bastani d2c3debeb8 add @inbounds to model equations, temporary vars, and model vars 2015-08-21 17:13:38 +02:00
Houtan Bastani ccd383cbed fix array indexing for Julia 2015-08-21 17:13:38 +02:00
Houtan Bastani 2a9761ff33 clean up printing 2015-08-21 17:13:32 +02:00
Houtan Bastani 5666e12e8f add assertions at beginning of function call 2015-08-21 12:05:38 +02:00
Houtan Bastani 59122a1e73 fix comments in generated files 2015-08-21 12:00:47 +02:00
Houtan Bastani 8715878971 remove duplicate try/catch 2015-08-21 11:40:43 +02:00
Houtan Bastani 73a0ad51d6 update static & dynamic function comments 2015-08-20 15:28:32 +02:00
Houtan Bastani a686a47ce7 check function output argument sizes 2015-08-20 15:26:10 +02:00
Houtan Bastani b00ed9f0a4 write third derivatives of static and dynamic functions more efficiently 2015-08-20 14:41:15 +02:00
Houtan Bastani 129c8d9e46 fix typo in 357afaab47 2015-08-20 14:02:22 +02:00
Houtan Bastani 357afaab47 update comments in static & dynamic funcitons 2015-08-20 12:27:43 +02:00
Houtan Bastani c4d3eb5b3c write Hessians of static and dynamic functions more efficiently 2015-08-20 12:18:19 +02:00
Houtan Bastani 786d1bfcf1 add @inbounds to static and dynamic Jacobian 2015-08-20 12:12:17 +02:00
Houtan Bastani a244754a15 replace zeros with fill! and remove spzeros in static and dynamic functions 2015-08-20 11:33:19 +02:00
Houtan Bastani 6572b6f14f replace empty sparse calls with spzeros 2015-08-19 17:12:06 +02:00
Houtan Bastani 996f67c622 fix type in function header 2015-08-19 14:38:35 +02:00
Houtan Bastani 0f76765bd8 add types to dynamic, static, and steady_state function calls 2015-08-19 12:11:08 +02:00
Houtan Bastani d65e9306cb remove unnecessary get*Function functions 2015-08-19 11:28:25 +02:00
Houtan Bastani 09541f10ef load steady_state! function into model.steady_state 2015-08-19 10:59:30 +02:00
Houtan Bastani ae7132f7ae make steady state file modify variables in place 2015-08-18 16:31:30 +02:00
Houtan Bastani 534609ffce change getPowerDeriv to get_power_deriv to accord with Julia function naming style 2015-08-18 15:49:48 +02:00
Houtan Bastani 6ac346606b adding using Utils to dynamic & static files 2015-08-18 15:45:23 +02:00
Houtan Bastani 2e7e9bc8f0 update static model to use multiple dispatch 2015-08-18 15:42:24 +02:00
Houtan Bastani 252688cf4a update dynamic model to use multiple dispatch 2015-08-18 15:32:30 +02:00
Houtan Bastani f2cc9d3899 preprocessor: add utf-8 tokenizing 2015-08-17 17:09:40 +02:00
Houtan Bastani bba553ff32 modify *_set_auxiliary_variables to work in julia 2015-08-17 15:36:18 +02:00
Houtan Bastani cf3cdf0d59 remove unnecessary braces 2015-08-17 11:17:26 +02:00
Houtan Bastani f9ef38e579 preprocessor: write M_.aux_vars(i).eq_nbr as int instead of char. closes #1028 2015-08-17 10:55:39 +02:00
Johannes Pfeifer 680625f260 Save results of model_comparison to oo_ 2015-08-13 17:48:09 +02:00
Stéphane Adjemian (Lupi) 1fa050830b Manually merged PR #1022. 2015-08-13 14:49:39 +02:00
Stéphane Adjemian (Charybdis) 9556d37fd6 Removed deprecated syntaxes. 2015-08-12 19:03:29 +02:00
Houtan Bastani 7073ddd5a1 preprocessor: remove useless if statements in SymbolTable::writeCCOutput 2015-08-11 12:10:44 +02:00
Johannes Pfeifer 698a44c98a Add option for storing contemporaneous correlation 2015-08-11 11:27:55 +02:00
Houtan Bastani cee7adc078 preprocessor: make hp, one-sided hp, and bandpass filters mutually exclusive 2015-08-03 17:51:45 +02:00
Houtan Bastani e13a59eb64 preprocessor: add one_sided_hp_filter to stoch_simul. #1011 2015-08-03 17:34:34 +02:00
Houtan Bastani d9a1b99899 preprocessor: add bandpass_filter option to stoch_simul. #1011 2015-08-03 17:28:55 +02:00
Houtan Bastani d5cf474b6b preprocessor: add spectral_density option to stoch_simul. #254 2015-08-03 13:02:17 +02:00
Houtan Bastani 9557142cc4 preprocessor: remove constraint outlined in #849 2015-07-30 17:52:47 +02:00
Houtan Bastani c88c17728e preprocessor: issue warning when param used with lead/lag. closes #976 2015-07-30 14:40:03 +02:00
Michel Juillard 7d11ed7642 histval: use now the same treatment for exogenous and exogenous det
variables as for endogenous ones. Closes issue #617.
2015-07-29 16:12:53 +02:00
Houtan Bastani 8f92b975e4 write dynamic model output
Conflicts:
	preprocessor/DynamicModel.cc
2015-07-29 14:59:09 +02:00
Houtan Bastani 114b446bff Merge branch 'master' into julia 2015-07-29 14:53:35 +02:00