Stéphane Adjemian (Hermes)
e65c4f970b
Fixed indexing of params in steady state file.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
e44d90adc1
Fixed type issues.
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params, exo_steady_state and steady_state are vectors not matrices!
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
2e8f528bef
Cosmetic changes.
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+ Renamed model as model_
+ Renamed options as options_
+ Renamed output as oo_
+ Also export oo_ and options_
+ Fixed typos in comments.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
bcd39ef2f7
Made room for user written steady state file.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
96d538469c
Added boolean variable for tracking if a steadystate block is present in the mod file.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
73787c0c16
Removed try-catch block.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
928b0a50a5
Fixed crash when steadystate block does not exist.
2016-05-23 13:48:19 +02:00
Johannes Pfeifer
d9e22a149c
Fix preprocessor renaming error introduced in b486ae4964
2016-05-22 11:41:54 +02:00
Stéphane Adjemian
0521aa4e09
Merge pull request #1188 from JohannesPfeifer/slice_marco
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Add slice and factorization of posterior samplers
2016-05-22 01:45:14 +02:00
Houtan Bastani
5fcd502f3c
preprocessor: allow comments in parallel config file. closes #1194
2016-05-20 17:22:26 +02:00
Houtan Bastani
2ce34e3207
preprocessor: replace obj_var_ with M_.osr.variable_indices and optim_weights with M_.osr.variable_weights. #948
2016-05-20 15:53:49 +02:00
Houtan Bastani
5fdd24ab8b
preprocessor: add warning if more than one osr_params statement is encountered in the .mod file. #948
2016-05-20 15:46:33 +02:00
Houtan Bastani
b486ae4964
preprocessor: make modifications to osr_params and osr_params_bounds output. #948
2016-05-20 15:43:12 +02:00
Houtan Bastani
8b85ca19bf
preprocessor: support sub lists in posterior_sampling_opt option, hence removing tarb_optim. #1177
2016-05-19 14:37:05 +02:00
Houtan Bastani
cf6e3cb14c
preprocessor: rework posterior sampler options, #1177
2016-05-19 14:37:05 +02:00
Houtan Bastani
4ea52066b9
preprocessor: simplify a5590f7917
2016-05-19 12:10:19 +02:00
Houtan Bastani
a5590f7917
preprocessor: fix bug in debian compilation
2016-05-19 12:06:53 +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
253e6c8dfb
Revert "Revert "preprocessor: add option no_2nd_order_params_derivs. #1187""
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This reverts commit c496d6f5ca
.
2016-05-18 10:34:45 +02:00
Houtan Bastani
42895ce32c
Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
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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
4b71593b3c
preprocessor: fix typo
2016-05-17 15:42:23 +02:00
Houtan Bastani
c496d6f5ca
Revert "preprocessor: add option no_2nd_order_params_derivs. #1187"
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This reverts commit 024586fbb1
.
2016-05-17 15:37:46 +02:00
Houtan Bastani
308828aa95
Revert "preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187"
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This reverts commit 1442f83037
.
2016-05-17 15:37:29 +02:00
Houtan Bastani
626f8af374
preprocessor: add analytic_derivation_mode option to identification and sensitivity. #1187
2016-05-17 15:32:51 +02:00
Houtan Bastani
7c00ae723e
preprocessor: add analytic_derivation option to identification and sensitivity. #1187
2016-05-17 12:43:05 +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
024586fbb1
preprocessor: add option no_2nd_order_params_derivs. #1187
2016-05-12 14:40:28 +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
Houtan Bastani
a4b6dfa3f3
preprocessor: interface for osr_params_bounds. #948
2016-05-10 18:01:00 +02:00
Houtan Bastani
d5dff28704
preprocessor: fix bug introduced in c9ca46f228
. Further simplify ParsingDriver::declare_nonstationary_var(). Closes #1184
2016-05-09 16:10:04 +02:00
Houtan Bastani
25121bca4f
fix copyright dates
2016-05-04 16:05:31 +02:00
Michel Juillard
800d79d6e5
add option colormap for shocks_decomposition
2016-04-15 09:02:53 +02:00
Michel Juillard
de567377c3
adding groups of shocks for shock_decomposition
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consistency checks, documentation and test case
are still missing
2016-04-15 09:02:53 +02:00
Michel Juillard
f6806bf8b8
fixed issue with auxiliary variables and external function
2016-04-09 09:23:17 +02:00
Stéphane Adjemian
056548ba76
Merge pull request #1152 from JohannesPfeifer/headers
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Cosmetic changes to various function headers
2016-04-08 23:29:16 +02:00
Michel Juillard
3af546fa7a
simplify writing of auxiliary variables definitions
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This will fail if external function are used in
auxiliary variables definition
2016-04-08 09:33:57 +02:00
Michel Juillard
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
Michel Juillard
1628f01fdb
fixing problems with Ramsey policy and auxiliary variables
2016-04-04 17:11:03 +02:00
Michel Juillard
911d2c3d33
build full static model for analytical derivatives
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estimation code
2016-04-01 18:45:19 +02:00
Michel Juillard
c2a1975194
skipt expectation operator in substitution of auxiliary variables
2016-04-01 18:45:19 +02:00
Michel Juillard
2313f20a35
completing replacement of auxiliary variables in static model
2016-04-01 18:45:19 +02:00
Michel Juillard
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
Michel Juillard
7ce07c9abd
put orig_eq_nbr and ramsey_eq_nbr in mod_file_struct
2016-04-01 18:45:19 +02:00
Johannes Pfeifer
f37d3afb14
Add headers for param_derivs-files
2016-03-29 15:57:49 +02:00
Ferhat Mihoubi
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
Johannes Pfeifer
369d8dd7a4
Allow prefilter_decomposition as option if calib_smoother
2016-03-23 10:31:10 +01:00
Johannes Pfeifer
452dfa6a7b
Fix wrong initialization of trend_coeff in preprocessor/ComputingTasks.cc
2016-03-23 10:06:19 +01:00
Stéphane Adjemian(Charybdis)
61e6e80b5a
Allow irf_shocks in DSGE-VAR models.
2016-03-22 16:04:33 +01:00
Stéphane Adjemian
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
Houtan Bastani
939ac02bad
fix copyright dates
2016-03-15 12:45:57 +01:00
Sébastien Villemot
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
Houtan Bastani
f60945facc
fix copyright dates
2016-03-11 16:22:42 +01:00
Houtan Bastani
f86ac5ae66
preprocessor: allow for changing planner_discount in .mod file. closes #1092
2016-03-11 15:56:34 +01:00
Johannes Pfeifer
1b203a3755
Save dataset_info in results.mat if it exists
2016-03-11 15:29:12 +01:00
Stéphane Adjemian (Hermes)
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
Houtan Bastani
38b21feb3e
build system: cosmetic typo fix
2016-03-09 16:53:57 +01:00
Houtan Bastani
d4195ae624
build system: fix typo
2016-03-08 18:06:45 +01:00
Stéphane Adjemian (Hermes)
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
Houtan Bastani
c9ca46f228
preprocessor: allow arbitrary partitioning of variables (removes long_name keyword)
2016-02-26 16:47:17 +01:00
Houtan Bastani
458cfc4fc6
preprocessor: initialize xref structure and use indices. closes #1125
2016-02-23 14:32:48 +01:00
Houtan Bastani
8c2e6655f1
preprocessor: introduce new option compute_xrefs, #1125
2016-02-23 13:57:55 +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
1b22cb0df1
preprocessor: remove unused structure
2015-12-18 12:35:32 +01:00
Houtan Bastani
15716124fa
preprocessor: fix divergence of equations and aux_equations. closes #1110
2015-12-01 12:34:43 +01:00
Houtan Bastani
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
Houtan Bastani
ad81129a9b
preprocessor: write auxiliary variable definitions to matlab function
2015-11-30 15:36:17 +01:00
Michel Juillard
c373d1e1be
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
Michel Juillard
105100c7fe
remove global in dyn_forecast() and change input and output arguments
2015-11-28 17:38:00 +01:00
Stéphane Adjemian (Charybdis)
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
Houtan Bastani
6ef4371630
Revert "preprocessor: add utf-8 tokenizing"
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This reverts commit f2cc9d3899
.
This commit causes warnings in Flex
2015-10-30 18:27:41 +01:00
Houtan Bastani
84f4b7c322
preprocessor: remove rule that should have been removed in fd5ce1366e
2015-10-30 18:23:39 +01:00
Houtan Bastani
ad9ccebc6c
preprocessor: make notation accord with the rest of the preprocessor
2015-10-30 18:13:37 +01:00
Houtan Bastani
4ed2a0dc9d
preprocessor: fix uninitialized variable warning
2015-10-30 18:11:51 +01:00
Stéphane Adjemian
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
Houtan Bastani
fd5ce1366e
preprocessor: change prior_posterior_function into two arguments. closes #1076
2015-10-14 11:02:35 +02:00
Houtan Bastani
145e2d5542
preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076
2015-10-13 17:41:31 +02:00
Houtan Bastani
f0e94d6475
fix typo
2015-10-13 17:21:32 +02:00
Houtan Bastani
b4aa21f018
preprocessor: interface for prior_posterior_function command. closes #1076
2015-10-13 17:16:10 +02:00
Houtan Bastani
9e28e796d5
preprocessor: simplify code
2015-10-13 15:13:40 +02:00
Houtan Bastani
447b01b0b0
fix typo
2015-10-13 15:13:40 +02:00
Johannes Pfeifer
b7cbb563d6
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
MichelJuillard
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
Michel Juillard
a8580258a1
changed Dynare timer to local timer
2015-10-10 14:33:30 +02:00
Stéphane Adjemian
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
Stéphane Adjemian (Charybdis)
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
ferhat
7c5272d852
Allows to compute the extended path and the conditional forecasts with bytecode
2015-09-22 15:39:49 +02:00
Michel Juillard
c598f4dde3
fixed another bug in col_id computation
2015-09-20 15:46:17 +02:00
Michel Juillard
df793cebe5
fixed bug in col_id computation
2015-09-19 15:51:32 +02:00
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
fbd178c5be
preprocessor: add horizon option to ms_forecast
2015-09-08 17:28:08 +02:00
Houtan Bastani
17c1f52868
preprocessor: quick fix for #263
2015-09-07 15:56:37 +02:00
Houtan Bastani
8d54aeeaf6
preprocessor: add relative_irf option to irf_calibration block. closes #720
2015-09-07 11:49:17 +02:00
Houtan Bastani
ae8d5774b7
preprocessor: fix scoping problem with temporary variables
2015-09-04 15:28:06 +02:00
Houtan Bastani
f72fcbbe78
preprocessor: make ramsey_policy/ramsey_model and discretionary_policy mutually exclusive. closes #1047
2015-09-03 17:04:34 +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
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
Houtan Bastani
7697067062
preprocessor: fix bug in calculation of cost of trinary ops
2015-09-03 12:01:01 +02:00