Commit Graph

134 Commits (3efe283bf026ccb055641aeb09568ea4e5cdd370)

Author SHA1 Message Date
Houtan Bastani 90a493ac98 preprocessor: fix bug in writing of temporary terms. closes #1201 2016-06-01 15:29:10 +02:00
Houtan Bastani 6b7a77d5a9 preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187 2016-05-18 12:26:19 +02:00
Houtan Bastani 42895ce32c Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
This reverts commit 6192a6a776.
2016-05-18 10:33:45 +02:00
Houtan Bastani 6192a6a776 preprocessor: add params_derivs_order to identification and sensitivity. #1187 2016-05-17 17:18:16 +02:00
Houtan Bastani 308828aa95 Revert "preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187"
This reverts commit 1442f83037.
2016-05-17 15:37:29 +02:00
Houtan Bastani 1442f83037 preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187 2016-05-13 10:48:49 +02:00
Houtan Bastani 9d26ab46e9 preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187 2016-05-12 12:02:34 +02:00
Ferhat Mihoubi d1a2b21639 Fix :
"Bytecode does not enforce positivity constraint on irreversible investment model #439 "
when block model option is used.
When cutoff is set to 0 the block decomposition is performed on the incidence matrix instead of the static Jacobian matrix. This correction avoids to use derivatives on logical operators that are always equal to 0.
2016-03-25 15:38:49 +01:00
Stéphane Adjemian (Hermes) 127637ffd6 Merge branch 'temporary_terms'
Do not evaluate unnecessary temporary variables (for instance those
used in the evaluation of the jacobian matrix when we only compute the
residuals of the dynamic equations).
2016-03-09 17:53:58 +01:00
Houtan Bastani 458cfc4fc6 preprocessor: initialize xref structure and use indices. closes #1125 2016-02-23 14:32:48 +01:00
Houtan Bastani f546368252 preprocessor: print reverse references (param->eqs, endo->eqs, exo->eqs, exo_det->eqs) 2015-12-18 17:13:50 +01:00
Houtan Bastani 4976b2b335 preprocessor: add equation cross references 2015-12-18 15:17:32 +01:00
Houtan Bastani 4ff17d6191 Revert "preprocessor: write auxiliary variable definitions to matlab function"
This reverts commit ad81129a9b.
2015-12-01 11:41:55 +01:00
Houtan Bastani ad81129a9b preprocessor: write auxiliary variable definitions to matlab function 2015-11-30 15:36:17 +01:00
Houtan Bastani ad3d00f0da preprocessor: fix bug when printing model variables containing underscores in latex file. closes #1059 2015-09-16 12:22:39 +02:00
Houtan Bastani 5bd51d65e8 replace cend with end and cbegin with begin 2015-09-03 16:06:37 +02:00
Houtan Bastani dc441b41b8 preprocessor: rework temporary terms 2015-09-03 15:25:36 +02:00
Houtan Bastani ee7e5d6814 temp 2015-09-02 18:50:09 +02:00
Houtan Bastani 2846a7023d preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions
(cherry picked from commit eb2890d1f5)
2015-09-02 15:30:25 +02:00
Houtan Bastani 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"
This reverts commit eb2890d1f5.
2015-09-02 15:29:52 +02:00
Houtan Bastani 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
Houtan Bastani afba7f273f preprocessor: add const declaration to temporary terms 2015-09-01 14:58:46 +02:00
Houtan Bastani d4630ac877 preprocessor: fix typo in julia temporary terms output 2015-09-01 14:34:40 +02:00
Houtan Bastani d2c3debeb8 add @inbounds to model equations, temporary vars, and model vars 2015-08-21 17:13:38 +02:00
Houtan Bastani 786d1bfcf1 add @inbounds to static and dynamic Jacobian 2015-08-20 12:12:17 +02:00
Houtan Bastani 25ae46e204 write dynamic file 2015-07-27 17:02:51 +02:00
Houtan Bastani 7740fdaca0 preprocessor: split creation of latex model files. closes #966 2015-07-15 08:58:15 +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 524528bbde preprocessor: take care of expressions_tree and steady_state_model 2015-04-21 15:06:56 +02:00
Houtan Bastani 425d947859 preprocessor: remove resetDataTree method 2015-04-15 16:16:26 +02:00
Houtan Bastani 8975110bcf preprocessor: take care of extra exos in external functions 2015-04-08 16:23:30 +02:00
Houtan Bastani f4a4fb9d4c preprocessor: move reindexing functions from DynamicModel to ModelTree 2015-04-07 15:58:18 +02:00
Houtan Bastani dcabcb6b01 preprocessor: new command write_latex_original_model. closes #657 2015-02-16 08:31:30 +01:00
Sébastien Villemot 46a0edb9b3 Better error message when block option when a variable does not appear at current period. 2014-07-15 17:32:12 +02:00
Sébastien Villemot b4c3d004ad Introduce a new abstract class for external function nodes.
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 37742463bc Add line numbers of equations in preprocessor error messages.
Closes #584
2014-01-27 16:41:43 +01:00
Sébastien Villemot ed2f6d62c1 Refactor code for collecting variables appearing in expressions
- 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 9b22dc8096 Refuse non-stationary endogenous variables in deflators.
It is not clear what we should do in that case anyways.
2013-10-29 18:47:59 +08:00
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Sébastien Villemot 38824dc1e5 Implement tags [static] and [dynamic] for equations
Closes #307
2013-04-11 17:11:35 +02:00
Sébastien Villemot a0b7178962 Automatic detrending engine can now handle models written in logs (ref. #309)
- 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 8c83135c0f Add derivatives of static model w.r.t. parameters
The new file is <FILENAME>_static_params_derives.m

Closes: #160
2012-11-29 18:07:48 +01:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Ferhat ee9213d77c Corrects a bug in the computation of the number of leads and lags 2012-02-17 10:50:54 +01:00
Ferhat Mihoubi fe1af9d985 The recursive equations are merged in a recursive block only if they are all backward looking or all forward looking but not both 2011-10-12 14:58:29 +02:00
Michel Juillard 03693621dd write Latex model: added automatic line breaks with breqn Latex package 2011-10-09 18:24:39 +02:00
Ferhat Mihoubi dca37b0349 Correct a bug related to the number of minimum feedback variables reported during the preprocessing step 2011-09-20 15:02:27 +02:00
Houtan Bastani 426682d632 cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file 2011-08-19 16:59:18 +02:00