cffef33543
fixed bug with external function introduced in the
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refactoring to the _static file
2016-04-07 18:27:44 +02:00
1628f01fdb
fixing problems with Ramsey policy and auxiliary variables
2016-04-04 17:11:03 +02:00
911d2c3d33
build full static model for analytical derivatives
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estimation code
2016-04-01 18:45:19 +02:00
c2a1975194
skipt expectation operator in substitution of auxiliary variables
2016-04-01 18:45:19 +02:00
2313f20a35
completing replacement of auxiliary variables in static model
2016-04-01 18:45:19 +02:00
5199638b3a
replacing auxiliary variables by their definition
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in static model. Doesn't work right yet.
2016-04-01 18:45:19 +02:00
7ce07c9abd
put orig_eq_nbr and ramsey_eq_nbr in mod_file_struct
2016-04-01 18:45:19 +02:00
f37d3afb14
Add headers for param_derivs-files
2016-03-29 15:57:49 +02:00
d1a2b21639
Fix :
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"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
369d8dd7a4
Allow prefilter_decomposition as option if calib_smoother
2016-03-23 10:31:10 +01:00
452dfa6a7b
Fix wrong initialization of trend_coeff in preprocessor/ComputingTasks.cc
2016-03-23 10:06:19 +01:00
61e6e80b5a
Allow irf_shocks in DSGE-VAR models.
2016-03-22 16:04:33 +01:00
0ba7dc6d16
Merge pull request #1130 from JohannesPfeifer/dataset_info
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Save dataset_info in results.mat if it exists
2016-03-18 14:30:09 +01:00
939ac02bad
fix copyright dates
2016-03-15 12:45:57 +01:00
2643bfaa40
Fix compatibility with Flex 2.6.
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In Flex 2.6, the C++ scanner changed. yyout is now a reference (and no
longer a pointer).
2016-03-14 16:28:24 +01:00
f60945facc
fix copyright dates
2016-03-11 16:22:42 +01:00
f86ac5ae66
preprocessor: allow for changing planner_discount in .mod file. closes #1092
2016-03-11 15:56:34 +01:00
1b203a3755
Save dataset_info in results.mat if it exists
2016-03-11 15:29:12 +01:00
127637ffd6
Merge branch 'temporary_terms'
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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
38b21feb3e
build system: cosmetic typo fix
2016-03-09 16:53:57 +01:00
d4195ae624
build system: fix typo
2016-03-08 18:06:45 +01:00
d331cf5a7a
Fixed extended path.
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- Removed call to make_ex_,
- Fill oo_.exo_simul in extended path routine,
- Do not update oo_.exo_simul after the call to the extended path routine,
- Cosmetic change.
(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
c9ca46f228
preprocessor: allow arbitrary partitioning of variables (removes long_name keyword)
2016-02-26 16:47:17 +01:00
458cfc4fc6
preprocessor: initialize xref structure and use indices. closes #1125
2016-02-23 14:32:48 +01:00
8c2e6655f1
preprocessor: introduce new option compute_xrefs, #1125
2016-02-23 13:57:55 +01:00
f546368252
preprocessor: print reverse references (param->eqs, endo->eqs, exo->eqs, exo_det->eqs)
2015-12-18 17:13:50 +01:00
4976b2b335
preprocessor: add equation cross references
2015-12-18 15:17:32 +01:00
1b22cb0df1
preprocessor: remove unused structure
2015-12-18 12:35:32 +01:00
15716124fa
preprocessor: fix divergence of equations and aux_equations. closes #1110
2015-12-01 12:34:43 +01:00
4ff17d6191
Revert "preprocessor: write auxiliary variable definitions to matlab function"
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This reverts commit ad81129a9b
2015-12-01 11:41:55 +01:00
ad81129a9b
preprocessor: write auxiliary variable definitions to matlab function
2015-11-30 15:36:17 +01:00
c373d1e1be
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
105100c7fe
remove global in dyn_forecast() and change input and output arguments
2015-11-28 17:38:00 +01:00
215de7e8dc
Closes #1057 .
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Use a static file with a list of routines to cleared before each run (because they have
persistent variables).This static file (the script
matlab/list_of_functions_to_be_cleared.m) is distributed with Dynare and
needs to be updated for each release (or each time we add/remove
persistent variables). To update the file just do:
>> clear_persistent_variables(DYNARE_MATLAB_PATH, true)
and add/commit the generated file.
2015-11-12 14:38:16 +01:00
6ef4371630
Revert "preprocessor: add utf-8 tokenizing"
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This reverts commit f2cc9d3899
2015-10-30 18:27:41 +01:00
84f4b7c322
preprocessor: remove rule that should have been removed in fd5ce1366e
2015-10-30 18:23:39 +01:00
ad9ccebc6c
preprocessor: make notation accord with the rest of the preprocessor
2015-10-30 18:13:37 +01:00
4ed2a0dc9d
preprocessor: fix uninitialized variable warning
2015-10-30 18:11:51 +01:00
36992933d2
Merge pull request #1062 from FerhatMihoubi/cond_forecast_and_bytecode
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Allows to compute the extended path and the conditional forecasts wit…
2015-10-16 17:12:54 +02:00
fd5ce1366e
preprocessor: change prior_posterior_function into two arguments. closes #1076
2015-10-14 11:02:35 +02:00
145e2d5542
preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076
2015-10-13 17:41:31 +02:00
f0e94d6475
fix typo
2015-10-13 17:21:32 +02:00
b4aa21f018
preprocessor: interface for prior_posterior_function command. closes #1076
2015-10-13 17:16:10 +02:00
9e28e796d5
preprocessor: simplify code
2015-10-13 15:13:40 +02:00
447b01b0b0
fix typo
2015-10-13 15:13:40 +02:00
b7cbb563d6
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
b51b037ef2
Merge pull request #871 from JohannesPfeifer/prior_posterior_function
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Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
a8580258a1
changed Dynare timer to local timer
2015-10-10 14:33:30 +02:00
3490e400bc
Merge pull request #1015 from JohannesPfeifer/model_comparison
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Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
e52ce43569
Removed clear all for Matlab>=R2015b.
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By default, Dynare clears the globals and functions containing
persistent variables. The behaviour of Dynare is not changed with
Matlab<R2015b or Octave.
2015-10-06 11:34:56 +02:00
7c5272d852
Allows to compute the extended path and the conditional forecasts with bytecode
2015-09-22 15:39:49 +02:00
c598f4dde3
fixed another bug in col_id computation
2015-09-20 15:46:17 +02:00
df793cebe5
fixed bug in col_id computation
2015-09-19 15:51:32 +02:00
ad3d00f0da
preprocessor: fix bug when printing model variables containing underscores in latex file. closes #1059
2015-09-16 12:22:39 +02:00
fbd178c5be
preprocessor: add horizon option to ms_forecast
2015-09-08 17:28:08 +02:00
17c1f52868
preprocessor: quick fix for #263
2015-09-07 15:56:37 +02:00
8d54aeeaf6
preprocessor: add relative_irf option to irf_calibration block. closes #720
2015-09-07 11:49:17 +02:00
ae8d5774b7
preprocessor: fix scoping problem with temporary variables
2015-09-04 15:28:06 +02:00
f72fcbbe78
preprocessor: make ramsey_policy/ramsey_model and discretionary_policy mutually exclusive. closes #1047
2015-09-03 17:04:34 +02:00
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
Michel Juillard
Johannes Pfeifer
Ferhat Mihoubi
Johannes Pfeifer
Stéphane Adjemian(Charybdis)
Houtan Bastani
Sébastien Villemot
ferhat