Sébastien Villemot
0dfd7629b1
Fix bug in external functions introduced in 711a4f62
.
2014-02-25 16:45:55 +01:00
Sébastien Villemot
18e81ab22a
Rename OutputType to FileOutputType (to distinguish it from ExprOutputType).
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Also rename DynareOutput.hh to FileOutputType.hh. Include the latter in dist
tarball, and add copyright/license header.
2014-02-25 16:45:55 +01:00
Sébastien Villemot
12440a9280
Remove obsolete files.
2014-02-25 16:45:55 +01:00
Houtan Bastani
d3825dcdb1
preprocessor: include avDiffForward in switch statement to supress clang warning
2014-02-25 11:32:01 +01:00
Sébastien Villemot
858a1b9b2a
Add a warning if some endogenous is not present in steady_state_model block.
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Closes #556
2014-02-24 17:27:35 +01:00
Sébastien Villemot
8fddca92a2
Remove some limitations of steady state model:
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- allow recursive definitions (Closes #554 )
- allow a variable to be defined twice, simply emit a warning (Ref #556 )
2014-02-24 17:27:34 +01:00
Sébastien Villemot
711a4f62a2
Small improvements to external functions code.
2014-02-24 17:27:34 +01:00
Michel Juillard
96ac2c0fd6
extended-preprocessor: update test example1
2014-02-24 13:33:48 +01:00
Michel Juillard
f20f2f610a
extended-preprocessor: adding back writing of model local variables (#)
2014-02-24 13:33:48 +01:00
Michel Juillard
98f3a04444
extended_preprocessor: fixed computation of steady state out of
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steady_state_model
2014-02-24 13:33:48 +01:00
Michel Juillard
a18b33ed7e
extended_preprocessor: renaming files/class and bug fixing
2014-02-24 13:33:48 +01:00
Michel Juillard
98a7d67478
Revert "ms-dsge: remove unnecessary output"
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This reverts commit 2568e87b4394961fed1da7d2337d6cae637b4166.
2014-02-24 13:33:48 +01:00
Michel Juillard
c4846430d9
returning sparse matrix in compressed format
2014-02-24 13:33:48 +01:00
Michel Juillard
49b34d4c94
write C++ version of model functions without temporary terms
2014-02-24 13:33:48 +01:00
Michel Juillard
bd1188f78e
extended-preprocessor: finished removing c_driver mechanism
2014-02-24 13:27:14 +01:00
Michel Juillard
2885a00c8f
extended-preprocessor: adding line options output= and cuda; starting
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to change ModFile::c_driver mechanism
2014-02-24 13:27:14 +01:00
Houtan Bastani
c21b7d9b34
rebase fixes
2014-02-24 12:41:02 +01:00
Houtan Bastani
9ba4fbded3
pretty end to dynare processing
2014-02-24 12:41:02 +01:00
Houtan Bastani
bb0045a892
ms-dsge: add options statement
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Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
preprocessor/ParsingDriver.cc
2014-02-24 12:41:02 +01:00
Houtan Bastani
b37e3850e5
ms-dsge: write C output
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Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
2014-02-24 12:41:02 +01:00
Houtan Bastani
14fbc49c9b
ms-dsge: remove unnecessary output
2014-02-24 12:41:02 +01:00
Houtan Bastani
0750bc707b
ms-dsge: change types of output for better packaging
2014-02-24 12:41:02 +01:00
Houtan Bastani
8a0fca85e8
ms-dsge: aesthetic fix
2014-02-24 12:41:02 +01:00
Houtan Bastani
0c5966d487
ms-dsge: add param initialization to C output
2014-02-24 12:41:02 +01:00
Houtan Bastani
b426f7236c
ms-dsge: create C driver file without statements
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Conflicts:
preprocessor/DynareMain2.cc
preprocessor/ModFile.cc
preprocessor/ModFile.hh
preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
Houtan Bastani
658f759ede
ms-dsge: add number_of_lags and parameters option to front end
2014-02-24 12:37:18 +01:00
Sébastien Villemot
9ba5814c2c
Fix size of M_.endo_histval.
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Should fix crashes on models with leads/lags of more than one on exogenous.
Closes #617
2014-02-17 17:52:37 +01:00
Sébastien Villemot
3c1271f5c2
Implement syntaxes for moment_calibration and irf_calibration.
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Ref #267
2014-02-10 19:23:06 +01:00
Sébastien Villemot
3348481104
Add new options consider_all_endogenous and consider_only_observed.
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Closes #336
2014-02-04 14:49:06 +01:00
Sébastien Villemot
535af2d536
Exit gracefully if an external function name is used as a model local variable.
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Closes #599
2014-02-03 16:23:29 +01:00
Stéphane Adjemian (Scylla)
0960861b2a
Added logdata option. Closes #600 .
2014-01-31 11:27:36 +01:00
Sébastien Villemot
37742463bc
Add line numbers of equations in preprocessor error messages.
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Closes #584
2014-01-27 16:41:43 +01:00
Houtan Bastani
886514894b
build system: replace hard-coded flex include dir with that found by autoconf, #575
2014-01-13 11:35:13 -05:00
Sébastien Villemot
dd2aa846a8
It's bison 2.5 that's actually required now.
2014-01-13 14:56:56 +01:00
Sébastien Villemot
5bbfe9cd5a
Remove more remnants from old deterministic conditional forecast syntax.
2014-01-03 12:09:39 +01:00
ferhat
bae79d62a4
The previous syntax used to call the conditional forecast using the extended path method was problematic. It does not allow to match the endogenous and the shock that are flipped. This is problematic as soon as the forecast periods are heterogeneous or the type of expectation (surprise or perfect foresight) are different. We get rid of the previous syntax.
2013-12-31 01:57:30 +01:00
Stéphane Adjemian (Charybdis)
afb36821a8
Merge branch 'master' into sim1-with-variable-dimension
2013-12-30 16:37:16 +01:00
Houtan Bastani
3745409f19
preprocessor: namespace fixes to remove clang warnings
2013-12-30 14:54:00 +01:00
Sébastien Villemot
75dd01421f
Refactor bison files using new prologue syntax.
2013-12-28 21:16:47 +01:00
Sébastien Villemot
96e973a07f
Fix compatibility issue with Bison 3.
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Closes #570
2013-12-28 21:02:15 +01:00
Stéphane Adjemian (Charybdis)
3fbeba66a7
Merge branch 'master' into sim1-with-variable-dimension
2013-12-27 20:32:17 +01:00
Stéphane Adjemian (Charybdis)
1ea7631930
Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
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Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
Sébastien Villemot
503d2baa89
Fix bug in deterministic conditional forecast.
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The type of the first shock was not set according to the user request.
Concretely, it would be random, and almost always a perfect foresight shock.
2013-12-27 12:20:25 +01:00
Stéphane Adjemian (Scylla)
63986a0ebf
Closes #567 .
2013-12-18 16:44:31 +01:00
Michel Juillard
86a083697e
osr: added optimal value of parameters to oo_.osr.optim_params; moved
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osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
Michel Juillard
2fcb379b92
adding 3rd order derivatives to Static Model for evaluation of Ramsey
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policy computed at order = 2
2013-12-11 19:24:29 +01:00
Houtan Bastani
9a21667e69
For Matlab >= 2013a on osx, use renamed SDKROOT macro, MW_SDKROOT
2013-12-10 18:18:46 +01:00
Houtan Bastani
11c04c9b27
preprocessor: streamline addSymbol
2013-12-10 11:41:30 +01:00
Houtan Bastani
54b3a18ced
allow long_name to be used without specifying a latex name, #478
2013-12-09 17:04:32 +01:00
Sébastien Villemot
49a51ed808
Forbid the combination of estimation/mode_file and estimated_params_init/use_calibration
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Closes #549
2013-12-09 16:23:49 +01:00
Stéphane Adjemian (Scylla)
1b57cb4a07
Copy the generated time series in Base workspace (extended_path).
2013-12-09 11:08:08 +01:00
Sébastien Villemot
5031f9efc0
Cleanup more preprocessor-generated files at each run
2013-12-02 17:22:16 +01:00
Sébastien Villemot
cf6f5915e0
Fix bug with DSGE-VAR introduced in f7cdc39f
2013-12-02 17:22:16 +01:00
Sébastien Villemot
330dca7d36
Forbid the use of trend variables in expressions outside the model block
2013-11-29 16:29:25 +01:00
Sébastien Villemot
839ae22b1f
Add a warning when some exogenous are not used in the model
2013-11-29 16:03:45 +01:00
Sébastien Villemot
ed2f6d62c1
Refactor code for collecting variables appearing in expressions
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- rename ExprNode::collectVariables in ExprNode::collectDynamicVariables
- new ExprNode::collectVariables: same as above, but without lag information
- remove ExprNode::findUnusedEndogenous: essentially redundant with the above)
- remove ExprNode::collectModelLocalVariables: idem
2013-11-29 15:37:11 +01:00
Sébastien Villemot
f7cdc39ff2
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
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Closes #469
2013-11-29 14:51:17 +01:00
Houtan Bastani
46dc981ce4
preprocessor: allow empty estimated_params_init block
2013-11-21 15:11:57 +01:00
Houtan Bastani
12140fb814
preprocessor: ExprNodeLess is a struct
2013-11-21 14:48:11 +01:00
Houtan Bastani
b4a9ba78e7
preprocessor: eliminate clang warning about using namespace std
2013-11-21 14:47:44 +01:00
Houtan Bastani
a943463ee5
preprocessor: remove unused private field in ConditionalForecastPathsStatement
2013-11-20 12:17:07 +01:00
Houtan Bastani
7faf72ab85
preprocessor: remove unused private field in EstimationStatement
2013-11-20 12:06:26 +01:00
Houtan Bastani
6f25bfbea0
preprocessor: remove "using namespace std" where not needed
2013-11-20 11:36:01 +01:00
Houtan Bastani
e49ec69719
preprocessor: deal with dates in NativeStatement
2013-11-19 16:35:12 +01:00
Houtan Bastani
fa32a24e2a
preprocessor: match dates in dynare syntax
2013-11-19 13:05:54 +01:00
Houtan Bastani
f1a122a654
fix bug introduced by ee812f3881
2013-11-19 13:05:08 +01:00
Houtan Bastani
7abcd5bcb1
preprocessor: bug fix: return oo
2013-11-19 11:56:39 +01:00
Houtan Bastani
aa0af5e556
proprocessor: block code bug fix: M and oo not being passed to solve_two_boundaries
2013-11-19 11:54:00 +01:00
Houtan Bastani
14b1abf52a
Revert "macroprocessor: substitute dates, don't substitute dates preceded by $ or dates('"
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This reverts commit 9be1d084fd
.
2013-11-18 12:53:55 +01:00
Houtan Bastani
517317dcc0
Revert macro/MacroFlex.ll of 858159a4f5
2013-11-18 12:53:42 +01:00
Houtan Bastani
c004cde911
Revert "macroprocessor: if you encounter dates(date), insert quotes"
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This reverts commit 9eb34cee4a
.
2013-11-18 12:42:48 +01:00
Houtan Bastani
2d825755fa
Revert "macroprocessor: copy anything within "dates()" straight to preprocessing stage"
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This reverts commit 4f93207a30
.
2013-11-18 12:42:25 +01:00
Houtan Bastani
f4ab023d13
Revert "simplify flex code"
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This reverts commit 3d57c1e5e9
.
2013-11-18 12:42:01 +01:00
Houtan Bastani
ee812f3881
clang compilation: replace ostringstream array with vector of strings
2013-11-18 12:16:37 +01:00
Houtan Bastani
5dec309bbd
preprocessor: simplify if statement
2013-11-18 12:16:37 +01:00
Stéphane Adjemian (Scylla)
7cfad8eee0
Merge branch 'master' into remove-dynDate-class
2013-11-15 18:36:10 +01:00
Houtan Bastani
38ef4c234b
preprocessor: support long name for parameters, #478
2013-11-15 11:14:16 +01:00
Houtan Bastani
ac2cd6f3dd
preprocessor: support long name for exogenous, #478
2013-11-15 11:14:04 +01:00
Houtan Bastani
0f2bb4c56e
preprocessor: support long name for endogenous, #478
2013-11-15 10:57:51 +01:00
Stéphane Adjemian (Penelope)
0c00151092
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Stéphane Adjemian (Penelope)
7e22f43fe0
Merge branch 'preprocessor-dates' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
preprocessor/DynareFlex.ll
preprocessor/macro/MacroFlex.ll
2013-11-14 15:50:20 +01:00
Sébastien Villemot
9a57698e52
Preprocessor interface for irf_plot_threshold
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Closes #498
2013-11-13 14:34:46 +01:00
Houtan Bastani
3b26467998
saves variables if they exist at end of dynare run. closes #517
2013-11-13 11:29:27 +01:00
Houtan Bastani
611f4f5d89
preprocessor: add use_calibration option for estimated_params_init block. closes #447 , closes #512
2013-11-06 13:59:13 +01:00
Stéphane Adjemian (Scylla)
8429321547
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
Houtan Bastani
13bc928b0c
revert change that breaks gcc build
2013-11-05 18:21:12 +01:00
Sébastien Villemot
e4526944a9
Remove select1st (GNU extension), replace it by a call to boost::bind
2013-11-05 18:13:29 +01:00
Houtan Bastani
5352fb4d16
preprocessor and matlab mex fixes for clang compilation
2013-11-05 18:04:57 +01:00
Sébastien Villemot
73944a10c4
Finish implementation of mcmc_jumping_covariance option
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Closes #112 , #514
2013-11-05 17:16:32 +01:00
Sébastien Villemot
27f525e1e4
Always initialize M_.maximum_{endo,exo}_{lead,lag} and M_.params
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Closes #515
2013-11-04 16:02:28 +01:00
Sébastien Villemot
1a8bba6393
Allow a custom function named 'prior' as a value for 'mode_compute' option
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Closes #507
2013-11-04 15:42:59 +01:00
Houtan Bastani
07137e804b
preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392
2013-10-29 15:02:07 +01:00
Houtan Bastani
9230a1ea0d
fix header to remove compilation warning
2013-10-29 12:47:40 +01:00
Houtan Bastani
2d4a42c01f
missing semicolon
2013-10-29 12:38:28 +01:00
Sébastien Villemot
9b22dc8096
Refuse non-stationary endogenous variables in deflators.
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It is not clear what we should do in that case anyways.
2013-10-29 18:47:59 +08:00
Sébastien Villemot
f889760f61
Reactivate and fix the test for the balanced growth path.
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If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).
Closes #506
2013-10-29 18:46:54 +08:00
ferhat
37876b2c2b
Comment the trend test for a balance growth path => problematic with eLogTrend
2013-10-28 16:41:21 +01:00
Stéphane Adjemian (Charybdis)
9df1b8548e
Merge branch 'master' into remove-dynDate-class
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Conflicts:
matlab/reports/@report_series/getLine.m
matlab/reports/@report_series/write.m
matlab/reports/@report_table/report_table.m
matlab/reports/@report_table/write.m
2013-10-28 15:04:21 +01:00
ferhat
051213f798
Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
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- Add auxiliary variables for leaded and lagged exogenous
- Set the cutoff applied to the Jacobian at zero for the static and the dynamic models
2013-10-28 14:22:23 +01:00
Houtan Bastani
4da6f10233
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +02:00