Commit Graph

1224 Commits (19fdb309ac18befd9932599047f823a126349fe3)

Author SHA1 Message Date
Houtan Bastani efd9a563f4 preprocessor: clean up code 2015-07-23 18:10:44 +02:00
Michel Juillard b8194f7845 histval: replaced initialization with NaN by zeros 2015-07-23 14:25:18 +02:00
Houtan Bastani f1a5217a64 preprocessor: remove comments associated with c604d9da38 2015-07-21 17:50:33 +02:00
Houtan Bastani c604d9da38 move external file write functions to class definitions 2015-07-21 17:35:06 +02:00
MichelJuillard f94910173d Merge pull request #937 from JohannesPfeifer/graph_fix
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard 2269b38465 Merge pull request #740 from JohannesPfeifer/relative_irf
Fix and document relative_irf
2015-07-20 14:20:00 +02:00
Houtan Bastani 7740fdaca0 preprocessor: split creation of latex model files. closes #966 2015-07-15 08:58:15 +02:00
Stéphane Adjemian (Charybdis) ae4e802c44 Fied bug. Moved option linear_approximation. 2015-07-08 11:11:22 +02:00
Stéphane Adjemian (Charybdis) 8007f508a2 New option linear_approximation for perfect foresight models.
This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).

Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).

If possible, the option is triggered automatically if the model is
declared linear.

TODO:
 * Write a linear version of perfect_foresight_problem routine.
 * Evaluate the approxilation error (just need to evaluate the system of
 stacked non linear equations).
2015-07-07 17:55:41 +02:00
Houtan Bastani 75295b3c54 fix typo 2015-06-30 12:12:49 +02:00
Stéphane Adjemian 71700dff76 Merge pull request #942 from JohannesPfeifer/TaRB_integration
Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
Houtan Bastani aeb1542b48 preprocessor: add VerbatimStatement class. Closes #953 2015-06-16 12:48:32 +02:00
Houtan Bastani 383a852c9c Revert "Merge branch 'rmExtraExo'"
This reverts commit 28ffa9c56f, reversing
changes made to 60b3577a09.

Conflicts:
	preprocessor/Shocks.cc
	preprocessor/SymbolTable.cc
2015-06-09 16:42:51 +02:00
Houtan Bastani e4b8565797 Revert "preprocessor: fix bug in merge of rmExtraExo branch"
This reverts commit def2bf81d2.
2015-06-09 16:41:00 +02:00
Houtan Bastani d6a1a71556 Revert "preprocessor: replace extra exos in steady state model"
This reverts commit 8bc946c148.
2015-06-09 16:40:14 +02:00
Johannes Pfeifer fa80fbf635 Enable tex option for stoch_simul 2015-06-08 18:00:32 +02:00
Johannes Pfeifer 55d44f0983 Add preprocessor option silent_optimizer 2015-06-08 16:48:57 +02:00
Johannes Pfeifer 8048b0c5c1 Allow for relative_irf option in estimation command
The option was used and inherited from stoch_simul before
2015-06-08 16:42:43 +02:00
Houtan Bastani 8bc946c148 preprocessor: replace extra exos in steady state model
(commit lost in merge)
(cherry picked from commit d7db5070e7cf8d1b043062b04d3bd3c4e18ce6c1)
2015-06-08 15:45:03 +02:00
Houtan Bastani 729954137b preprocessor: fix sign comparison warning 2015-06-08 10:33:04 +02:00
Michel Juillard 5fd307cfd5 option occbin allows for more equations than variables 2015-06-04 14:18:46 +02:00
Michel Juillard 2f0cb39e14 adding options LMMCP and OCCBIN to perfect_foresight_solver and
extended_path
2015-06-02 17:38:22 +02:00
Stéphane Adjemian (Hermes) 88798bfe5e Fixed bug introduced in c22d31330c (Ramsey
constraints).
2015-06-01 12:27:16 +02:00
Michel Juillard c22d31330c Adding 'ramsey_constraints' block to declare contraints for Ramsey
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Houtan Bastani def2bf81d2 preprocessor: fix bug in merge of rmExtraExo branch 2015-05-28 16:16:54 +02:00
Houtan Bastani 28ffa9c56f Merge branch 'rmExtraExo' 2015-05-28 12:33:56 +02:00
Houtan Bastani fe8750c1bc preprocessor: add minimal_workspace option to dynare statement, #946 2015-05-28 11:50:39 +02:00
Houtan Bastani 025e7a13c3 preprocessor: add new field orig_expr for expectation aux vars, closes #773 2015-05-26 15:47:56 +02:00
Houtan Bastani 61ffed3eff preprocessor: fix function call in reindexStaticOnlyEquations 2015-05-20 12:28:49 +02:00
Houtan Bastani eb5f56703f preprocessor: move all dynamic model reindexing to DynamicModel 2015-05-20 12:27:56 +02:00
Houtan Bastani 04ce73f7c4 preprocessor: remove unused, overload of rmExo 2015-05-19 16:47:44 +02:00
Houtan Bastani a91288a714 preprocessor: reindex varobs in symboltable 2015-05-19 16:44:46 +02:00
Houtan Bastani 82f83a58d2 preprocessor: move external_functions_table reindexing to modfile::transformpass 2015-05-19 16:32:26 +02:00
Houtan Bastani 2ff3f06a69 preprocessor: remove unnecessary reindexing 2015-05-19 16:31:50 +02:00
Houtan Bastani 6cc2ac2cbf preprocessor: reindex predetermined variables 2015-05-19 16:31:08 +02:00
Houtan Bastani 89828e56cc preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925 2015-05-19 12:31:22 +02:00
Houtan Bastani e389ab90bf Merge branch 'master' into rmExtraExo 2015-05-18 17:16:55 +02:00
Michel Juillard 2fe7a4156d changing code for making directory baseline in order to comply with mingw 2015-05-13 17:11:56 +02:00
Houtan Bastani 44790abbb7 preprocessor: add tarb_optim option to estimation. #940 2015-05-13 16:50:07 +02:00
Houtan Bastani 12be4e6672 preprocessor: add tarb_new_block_probability option to estimation. #940 2015-05-13 15:49:41 +02:00
Houtan Bastani 0d76e30248 preprocessor: add tarb_mode_compute option to estimation. #940 2015-05-13 15:46:52 +02:00
Houtan Bastani e5df26a6e8 preprocessor: add use_tarb option to estimation. #940 2015-05-13 15:32:24 +02:00
Houtan Bastani f239c1c368 preprocessor: add huge_number to estimation and osr. #924 2015-05-13 15:14:34 +02:00
Houtan Bastani 027f1302d1 preprocessor: add dr_display_tol to stoch_simul. #924 2015-05-13 15:12:39 +02:00
Houtan Bastani 2ab8e2a122 preprocessor: external functions bug fix: fixes the case where an external function is contained in a local variable that’s used in an equation with leads/lags that require auxiliary equations. Closes #916 2015-05-12 16:39:10 +02:00
Houtan Bastani 662c4e64ee preprocessor: organize external function code 2015-05-11 17:09:29 +02:00
Michel Juillard 3171e87448 fixing logic in creation of checksum file. Improving documentation. 2015-05-11 08:57:24 +02:00
Michel Juillard 530e314786 adding dynare command line option 'fast' in order not to recompile MEX
files if the lists of variables and the equations haven't changed
between two runs of the same model file.
2015-05-10 20:29:03 +02:00
Michel Juillard a5a5490a12 adding feature to recompile MEX files only if the model has
changed (not activated yet)
detail of compilation code moved from preprocessor (ModFile.cc) to
./matlab/utilities/general/dyn_mex.m
2015-05-10 18:16:53 +02:00
Houtan Bastani 445fd653f1 preprocessor: add dynare_version field to oo_, M_, and options_, #546 2015-04-30 14:45:53 +02:00