Houtan Bastani
383a852c9c
Revert "Merge branch 'rmExtraExo'"
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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"
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This reverts commit def2bf81d2
.
2015-06-09 16:41:00 +02:00
Houtan Bastani
def2bf81d2
preprocessor: fix bug in merge of rmExtraExo branch
2015-05-28 16:16:54 +02:00
Houtan Bastani
e389ab90bf
Merge branch 'master' into rmExtraExo
2015-05-18 17:16:55 +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
6c937b1554
preprocessor: remove extraneous varexo, update model and statements, #841
2015-03-06 16:44:17 +01:00
Sébastien Villemot
b4c3d004ad
Introduce a new abstract class for external function nodes.
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This fixes the following bugs:
- 1st and 2nd ext fcn deriv nodes were incorrectly added to
DataTree::external_function_node_map, because of the chaining of
constructors.
- the following methods of FirstDerivExternalFunctionNode were not overloaded:
toStatic(), buildSimilarExternalFunctionNode()
- the following methods of SecondDerivExternalFunctionNode were not overloaded:
toStatic(), buildSimilarExternalFunctionNode(), compile(),
compileExternalFunctionOutput()
2014-03-13 12:12:17 +01:00
Sébastien Villemot
f55fda0938
Implement cloneDynamic() for {First,Second}DerivExternalFunction.
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Since the method was not implement, the method of the parent class was used.
This was leading to wrong results in the context of Ramsey Policy (basically
derivative operators on external functions were dropped from FOCs).
2014-03-11 18:56:48 +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
49b34d4c94
write C++ version of model functions without temporary terms
2014-02-24 13:33:48 +01:00
Houtan Bastani
3745409f19
preprocessor: namespace fixes to remove clang warnings
2013-12-30 14:54:00 +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
Houtan Bastani
12140fb814
preprocessor: ExprNodeLess is a struct
2013-11-21 14:48:11 +01:00
Houtan Bastani
20dba7e623
new nostrict command-line option does not exit when there are more endogenous than equations ( closes #2 )
2013-09-13 14:44:01 -04:00
Sébastien Villemot
7bbe121769
Possibility of restricting differentiate_forward_vars to some variables
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Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot
75b5f1d18a
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
Sébastien Villemot
38824dc1e5
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard
39cc313964
removed changes linked with transforming variables to avoid log or
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power of negative numbers
2013-04-09 16:35:57 +02:00
Sébastien Villemot
a0b7178962
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
Sébastien Villemot
c681b5e4ed
Revert spurious preprocessor changes introduced in dfa744f
2013-03-26 16:51:10 +01:00
Ferhat Mihoubi
dfa744fcb3
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Michel Juillard
539bf0ca69
finishing implementation of optional transformation of log and non
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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
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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
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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"
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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
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- 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:
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- 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).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3374 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 16:42:08 +00:00