Commit Graph

61 Commits (05dca0e3ead1e6869aab84642222462ed7c1cbb4)

Author SHA1 Message Date
Michel Juillard 539bf0ca69 finishing implementation of optional transformation of log and non
integer power arguments   to insure that they are positive
2012-05-26 20:53:48 +02:00
Michel Juillard c6495dfc9d first implementation of transform_logpow. It creates too many auxilary
variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
Michel Juillard 629673199e starting implementation of transformed variables to replace arguments
of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
Houtan Bastani ce9fe30a7a Remove unused expectation syntax 2011-10-26 14:30:47 +02:00
Houtan Bastani 7357a23114 output mex file for static model (closes #183) 2011-08-19 16:57:27 +02:00
Houtan Bastani 330b11ba48 code cleanup 2011-03-28 11:34:42 +02:00
Houtan Bastani 161647922c Implement explicit writing of first order conditions of Ramsey problem (ticket #5) 2011-03-24 17:17:15 +01:00
Sébastien Villemot f4557cb195 Reindentation of the preprocessor 2011-02-04 16:25:38 +01:00
Sébastien Villemot 9c6d65bc0a Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128) 2011-01-13 18:08:26 +01:00
Ferhat Mihoubi 129d404eb8 - The binary operator oDerivPower is implemented in bytecode 2010-12-17 18:54:03 +01:00
Houtan Bastani 35450a292b extend domain of derivative of x^p to x=0 under certain conditions (see ticket 78) 2010-12-13 17:03:57 +01:00
Ferhat Mihoubi 97664607b2 - external functions are compatible with block decomposition and/or bytecode 2010-12-10 12:06:50 +01:00
Houtan Bastani 894155be88 trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +02:00
Houtan Bastani 078574ee4a external_function: add support for use_dll 2010-10-07 18:05:07 +02:00
Sébastien Villemot 648c3cd177 Preprocessor: implement STEADY_STATE operator with "use_dll" and "block"
options (closes #98)
2010-09-20 17:04:38 +02:00
Ferhat Mihoubi 60f7678669 - Substitutes lead for exogenous and endogenous variables in the deterministic case: direct substitution of the variables even in non-linear expressions 2010-09-17 12:17:09 +02:00
Ferhat Mihoubi 0a3c8a4b0c - compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +02:00
Sébastien Villemot dbc9795a08 Preprocessor: rename "NodeID" in "expr_t" 2010-09-17 12:13:26 +02:00
Sébastien Villemot 25cf12f4f1 Preprocessor: uniformize typedef names (with a "_t" suffix) 2010-09-16 19:00:48 +02:00
Sébastien Villemot 46b896e987 Preprocessor:
- remove useless output type oMatlabDynamicModelSparseLocalTemporaryTerms
(indistinguishable from oMatlabDynamicModelSparseLocal)
- fix bug in output type of sparse static model
2010-09-16 16:57:35 +02:00
Sébastien Villemot e5ce0264bf Preprocessor: when removing lags greater than 2 on endogenous or lags on exogenous, don't substitute model local variables that do not need to 2010-08-19 15:20:54 +02:00
Sébastien Villemot 37abe362a3 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +02:00
Ferhat Mihoubi f849b11563 The functions erf, normpdf and normcdf work fine with bytecode option 2010-04-16 17:00:05 +02:00
Houtan Bastani 5f3cd9894e fixed spacing 2010-03-09 16:40:52 +01:00
Sébastien Villemot 35a20551a6 Preprocessor: minor refactoring and documentation of ExprNode::writeOutput() methods 2010-03-09 12:16:32 +01:00
Houtan Bastani 30ea396a08 Allow temporary terms to work with external functions 2010-03-09 11:21:14 +01:00
Houtan Bastani 12c4a52ebc Add support for external functions 2010-02-23 18:15:18 +01:00
ferhat b5727e0658 Adds location indications in error message of "bytecode" + minor correction (string passed as &string).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3374 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 16:42:08 +00:00
ferhat 0efd5b1621 "bytecode" option can be used without "block" option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
houtanb 77897d691e expectation conditional on a restricted information set
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3367 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-18 22:08:44 +00:00
sebastien e6f1a53e60 Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3249 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:13:23 +00:00
sebastien aa23ed73e9 preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:21:31 +00:00
sebastien 76e691c651 preprocessor:
* fixed a bug with EXPECTATION operator: now handle model local variables
* substitute EXPECTATION operator even in deterministic models (for avoiding crashes, even if use of this operator doesn't make sense there)
* forbid the use of EXPECTATION and STEADY_STEATE outside model block
* minor implementation changes in EXPECTATION and STEADY_STATE operators

reference manual:
* documented EXPECTATION and STEADY_STATE operators
* added a note in write_latex_{static,dynamic}_model commands documentation about auxiliary variables and other model transformations


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3145 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 15:13:47 +00:00
sebastien af732433d7 predetermined_variables:
* reworked a little bit the implementation
* documented the command in the reference manual
* added a test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:03:18 +00:00
houtanb 26185780ac implements predetermined_variables operator
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3137 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-07 18:37:11 +00:00
sebastien 28a9a11878 preprocessor: cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3134 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 18:19:52 +00:00
houtanb c6ae95e084 changed expectation operator from BinaryOpNode to UnaryOpNode
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3102 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 05:21:54 +00:00
sebastien ffd9b2d405 preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
sebastien 9a673167f8 preprocessor:
* fixed substitution of endogenous with leads >= 2: take into account exogenous with leads in non-linear terms
* fixed substitution of exogenous with leads: take into account other variables with leads in non-linear terms


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3027 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 16:34:42 +00:00
sebastien c84df1aace preprocessor: in stochastic mode, create auxiliary variables for exogenous with non-zero lead/lag
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3026 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 14:07:13 +00:00
sebastien 522de968d0 preprocessor: reverted useless changes from last commit
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3016 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 17:02:35 +00:00
ferhat ece194b602 The local variables are implemented with byte code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3015 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 16:47:43 +00:00
sebastien 97cb944831 preprocessor:
* In stochastic mode, now transforms the model by removing leads and lags greater or equal to 2 (creating auxiliary variables and equations in the process)
* Information about these variables is in structure M_.aux_vars
* Automatically add the necessary initialization for auxiliary vars after the initval block or load_params_and_steady_state


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3002 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 15:10:31 +00:00
ferhat 4dff75d79c - the "steady_state" function is implemented with the "bytecode" option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2952 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-18 16:34:11 +00:00
houtanb e08fa1f618 added steady_state operator to preprocessor
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2916 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-10 20:09:16 +00:00
ferhat d32dd99210 - extension of normalization of equations to nonlinear equations
- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
  mfs = 0 => all variables are considered as feedback variables (default value)
  mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
  mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
  mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-25 09:43:01 +00:00
sebastien d9aca4bc4e Preprocessor:
* new ExprNode method for computing set of ModelLocalVariables of an expression
* factorized code with collectEndogenous() and collectExogenous() methods


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2839 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 16:42:08 +00:00
sebastien 4ba6a505db Preprocessor: bugfixes to block_mfs option of steady
* sort recursive variables in topological order in the _static.m file
* collectEndogenous() returs type specific IDs, not symb_id!


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2833 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 14:22:40 +00:00
sebastien b0f252c2f4 Some restructurings in the preprocessor:
* StaticModel: dropped creation of C file in USE_DLL mode
* StaticModel: added computation of derivatives for block MFS mode
* DynamicModel: catch error codes of mkdir()
* ModelTree: moved "mode" member variable to DynamicModel
* ModFile::writeOutput(): moved manipulations relative to dynamic model file to DynamicModel


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2818 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-07 14:20:48 +00:00
sebastien 479f3340f7 Preprocessor: various minor changes, including
* moved some declarations from ExprNode.hh to BlockTriangular.hh to which they conceptually belong
* replaced non standard boolean operators (and, or, not) by standard ones (&&, ||, !)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2812 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-06 10:36:36 +00:00