5bd51d65e8
replace cend with end and cbegin with begin
2015-09-03 16:06:37 +02:00
dc441b41b8
preprocessor: rework temporary terms
2015-09-03 15:25:36 +02:00
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
7697067062
preprocessor: fix bug in calculation of cost of trinary ops
2015-09-03 12:01:01 +02:00
ee7e5d6814
temp
2015-09-02 18:50:09 +02:00
0fdf76dcf7
preprocessor: fix bug introduced in eb2890d1f5
2015-09-02 15:30:33 +02:00
2846a7023d
preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions
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(cherry picked from commit eb2890d1f5
2015-09-02 15:30:25 +02:00
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"
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This reverts commit eb2890d1f5
2015-09-02 15:29:52 +02:00
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
afba7f273f
preprocessor: add const declaration to temporary terms
2015-09-01 14:58:46 +02:00
d4630ac877
preprocessor: fix typo in julia temporary terms output
2015-09-01 14:34:40 +02:00
311e6bf26a
preprocessor: turn on temporary terms for julia
2015-09-01 14:11:38 +02:00
11eaf27453
Merge branch 'julia'
2015-09-01 11:35:16 +02:00
1dd4e03770
preprocessor: fix build on wheezy due to bug introduced in f143b54142
2015-08-31 14:33:00 +02:00
ae49cddd1d
preprocessor: allow for [paths] block in dynare config file. closes #1039
2015-08-28 18:06:30 +02:00
f143b54142
preprocessor: read config file before macroprocessor run. #1039
2015-08-28 16:09:47 +02:00
2518f6c83c
preprocessor: macroprocessor: add @#includepath macro. #1039
2015-08-28 14:43:26 +02:00
6016d9fc1d
preprocessor: fix bug introduced in 1ba04976aa. #1039
2015-08-28 11:13:19 +02:00
1ba04976aa
preprocessor: macroprocessor: add -I switch. closes #1039
2015-08-27 16:49:12 +02:00
c9f771973d
expand extended preprocessor + first implementation of Petsc interface
2015-08-27 10:00:51 +02:00
154980ec8c
preprocessor: posterior_kernel_density option to estimation. #1035
2015-08-25 11:09:08 +02:00
ddc8eee388
preprocessor: allow first_obs option of estimation to accept a vector of integers. #1034
2015-08-25 10:30:21 +02:00
3ed1d01ba9
adding writeResidualsC() for external files
2015-08-24 14:53:27 +02:00
511801c903
finalize svar_global_identification_check
2015-08-24 14:53:27 +02:00
1d17f6b770
remove fill!(residual, 0.0) statements as all elements of residual are assigned to
2015-08-21 17:13:38 +02:00
d2c3debeb8
add @inbounds to model equations, temporary vars, and model vars
2015-08-21 17:13:38 +02:00
ccd383cbed
fix array indexing for Julia
2015-08-21 17:13:38 +02:00
2a9761ff33
clean up printing
2015-08-21 17:13:32 +02:00
5666e12e8f
add assertions at beginning of function call
2015-08-21 12:05:38 +02:00
59122a1e73
fix comments in generated files
2015-08-21 12:00:47 +02:00
8715878971
remove duplicate try/catch
2015-08-21 11:40:43 +02:00
73a0ad51d6
update static & dynamic function comments
2015-08-20 15:28:32 +02:00
a686a47ce7
check function output argument sizes
2015-08-20 15:26:10 +02:00
b00ed9f0a4
write third derivatives of static and dynamic functions more efficiently
2015-08-20 14:41:15 +02:00
129c8d9e46
fix typo in 357afaab47
2015-08-20 14:02:22 +02:00
357afaab47
update comments in static & dynamic funcitons
2015-08-20 12:27:43 +02:00
c4d3eb5b3c
write Hessians of static and dynamic functions more efficiently
2015-08-20 12:18:19 +02:00
786d1bfcf1
add @inbounds to static and dynamic Jacobian
2015-08-20 12:12:17 +02:00
a244754a15
replace zeros with fill! and remove spzeros in static and dynamic functions
2015-08-20 11:33:19 +02:00
6572b6f14f
replace empty sparse calls with spzeros
2015-08-19 17:12:06 +02:00
996f67c622
fix type in function header
2015-08-19 14:38:35 +02:00
0f76765bd8
add types to dynamic, static, and steady_state function calls
2015-08-19 12:11:08 +02:00
d65e9306cb
remove unnecessary get*Function functions
2015-08-19 11:28:25 +02:00
09541f10ef
load steady_state! function into model.steady_state
2015-08-19 10:59:30 +02:00
ae7132f7ae
make steady state file modify variables in place
2015-08-18 16:31:30 +02:00
534609ffce
change getPowerDeriv to get_power_deriv to accord with Julia function naming style
2015-08-18 15:49:48 +02:00
6ac346606b
adding using Utils to dynamic & static files
2015-08-18 15:45:23 +02:00
2e7e9bc8f0
update static model to use multiple dispatch
2015-08-18 15:42:24 +02:00
252688cf4a
update dynamic model to use multiple dispatch
2015-08-18 15:32:30 +02:00
f2cc9d3899
preprocessor: add utf-8 tokenizing
2015-08-17 17:09:40 +02:00
bba553ff32
modify *_set_auxiliary_variables to work in julia
2015-08-17 15:36:18 +02:00
cf3cdf0d59
remove unnecessary braces
2015-08-17 11:17:26 +02:00
f9ef38e579
preprocessor: write M_.aux_vars(i).eq_nbr as int instead of char. closes #1028
2015-08-17 10:55:39 +02:00
680625f260
Save results of model_comparison to oo_
2015-08-13 17:48:09 +02:00
1fa050830b
Manually merged PR #1022 .
2015-08-13 14:49:39 +02:00
9556d37fd6
Removed deprecated syntaxes.
2015-08-12 19:03:29 +02:00
7073ddd5a1
preprocessor: remove useless if statements in SymbolTable::writeCCOutput
2015-08-11 12:10:44 +02:00
698a44c98a
Add option for storing contemporaneous correlation
2015-08-11 11:27:55 +02:00
cee7adc078
preprocessor: make hp, one-sided hp, and bandpass filters mutually exclusive
2015-08-03 17:51:45 +02:00
e13a59eb64
preprocessor: add one_sided_hp_filter to stoch_simul. #1011
2015-08-03 17:34:34 +02:00
d9a1b99899
preprocessor: add bandpass_filter option to stoch_simul. #1011
2015-08-03 17:28:55 +02:00
d5cf474b6b
preprocessor: add spectral_density option to stoch_simul. #254
2015-08-03 13:02:17 +02:00
9557142cc4
preprocessor: remove constraint outlined in #849
2015-07-30 17:52:47 +02:00
c88c17728e
preprocessor: issue warning when param used with lead/lag. closes #976
2015-07-30 14:40:03 +02:00
7d11ed7642
histval: use now the same treatment for exogenous and exogenous det
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variables as for endogenous ones. Closes issue #617 .
2015-07-29 16:12:53 +02:00
8f92b975e4
write dynamic model output
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Conflicts:
preprocessor/DynamicModel.cc
2015-07-29 14:59:09 +02:00
114b446bff
Merge branch 'master' into julia
2015-07-29 14:53:35 +02:00
f26551509c
preprocessor: simplify writing of NNZDerivatives
2015-07-29 14:52:15 +02:00
45d1f7c5b6
add linear option to options
2015-07-29 13:31:42 +02:00
8a4357640e
remove unnecessary assignment as the field is assigned in the constructor
2015-07-29 13:22:40 +02:00
e5d0ba599a
fix writing of aux vars, predetermined vars, and observed vars
2015-07-29 11:51:27 +02:00
570230d8f0
rename model__ to model
2015-07-29 11:35:10 +02:00
0126dec837
create options
2015-07-29 11:30:01 +02:00
2b7fc247f7
bug fix in writing of dynamic params derivs file
2015-07-29 10:40:30 +02:00
bc49d06e61
simplify modules created by preprocessor
2015-07-28 18:00:00 +02:00
91eb61d15a
simplify printing of variable arrays
2015-07-28 17:43:57 +02:00
9562b4ffd1
reduce code that is output in modfile.jl
2015-07-28 17:32:34 +02:00
d70ae4d103
write steady state model
2015-07-28 17:27:56 +02:00
5131f3907f
Make sure the used global variables are correctly set and available in the base workspace
2015-07-28 15:36:59 +02:00
b5be9b7437
wrie dynamic params deriv file
2015-07-28 14:59:55 +02:00
b8d69721e2
bug fix in writing of static params derivs
2015-07-28 14:42:10 +02:00
c22cc15655
write static param derivs file
2015-07-28 12:29:42 +02:00
1f2fad8c8d
fix writing for julia
2015-07-27 17:33:22 +02:00
25ae46e204
write dynamic file
2015-07-27 17:02:51 +02:00
be464bb431
clean up writing of static model
2015-07-27 15:59:13 +02:00
b81035a6f3
write static model
2015-07-27 15:33:38 +02:00
32f66d2d35
write more output to modfilename.jl
2015-07-24 12:34:06 +02:00
3a2fa0623a
accord variable names and functions with julia programming style
2015-07-24 11:35:23 +02:00
efd9a563f4
preprocessor: clean up code
2015-07-23 18:10:44 +02:00
4a5dcfca4d
change variable/parameter collections, finish printing SymbolTable info
2015-07-23 18:05:57 +02:00
b8194f7845
histval: replaced initialization with NaN by zeros
2015-07-23 14:25:18 +02:00
d70817ba1e
julia: initial preprocessor stub
2015-07-21 18:02:34 +02:00
f1a5217a64
preprocessor: remove comments associated with c604d9da38
2015-07-21 17:50:33 +02:00
c604d9da38
move external file write functions to class definitions
2015-07-21 17:35:06 +02:00
f94910173d
Merge pull request #937 from JohannesPfeifer/graph_fix
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Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
2269b38465
Merge pull request #740 from JohannesPfeifer/relative_irf
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
7740fdaca0
preprocessor: split creation of latex model files. closes #966
2015-07-15 08:58:15 +02:00
ae4e802c44
Fied bug. Moved option linear_approximation.
2015-07-08 11:11:22 +02:00
8007f508a2
New option linear_approximation for perfect foresight models.
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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
75295b3c54
fix typo
2015-06-30 12:12:49 +02:00
Houtan Bastani
Michel Juillard
Johannes Pfeifer
Stéphane Adjemian (Lupi)