Commit Graph

14000 Commits (47477e152a3575b0108f5845ba76ec2ca3c54330)

Author SHA1 Message Date
sebastien c188e1e1be v4 parser: removed OperatorTable (no longer needed)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1205 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-10 08:44:18 +00:00
sebastien 573227a044 v4 parser:
* removed Expression class; the "ExprNode" class is therefore now used everywhere
* removed interprete class, and replaced it by a method in ExprNode and an global evaluation context in ModFile
* fixed breakage of SparseDLL / Block decomposition code introduced in previous revision


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1204 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-09 17:27:46 +00:00
sebastien 30c70a35e3 v4 parser:
* reorganised code in ModelTree so that block decomposition and SparseDLL code is clearly separated
* replaced DataTree::offset by ModelTree::mode, using an enumeration of the three modes which is more explicit
* reorganised ExprNode::writeOutput method by using a sixfold enumeration type (ExprNodeOutputType) corresponding to the 6 different contexts in which an expression can be written


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1203 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-06 17:14:35 +00:00
tommaso c65351ad6c v4: adding doc/userguide
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1201 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-02 21:01:02 +00:00
sebastien 68c57ae019 v4 parser: no temporary terms in local parameters declaration
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1200 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-28 10:21:20 +00:00
michel cf200ccd4c v4 parser: updating DynareBison.cc/hh
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1199 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:22:02 +00:00
michel aa6e833462 v4 parser: bug correction in ModelTree.cc
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1198 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:21:08 +00:00
michel eb5ab33a71 v4 parser: reverting DataTree.cc to revision 1190
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1197 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:20:23 +00:00
michel f4d669f3e3 v4 parser: write local parameters before temporary terms in ModelTree
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1196 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:04:03 +00:00
michel abd3b96583 v4 parser: added initialization of node_counter in DataTree
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1195 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:02:07 +00:00
sebastien d36702b67a v4 tests/ferhat: removed spurious file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1194 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:33:05 +00:00
sebastien c8d0ea4f60 v4 tests: added Ferhat's test files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1192 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:29:01 +00:00
sebastien 5c285d6fa0 v4 erase_compiled_function.m: merged Ferhat's changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1191 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:28:38 +00:00
sebastien feec20209d v4 parser: merged Fehrat's changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1190 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:28:16 +00:00
michel 4cf7281291 v4: bug correction in initialization of engodnous variables
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1189 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-15 11:24:34 +00:00
adjemian 9f0ce4ac18 Estimation of BVAR models
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1188 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-13 16:38:51 +00:00
michel c19e59857f v4: added provision for calibrated measurement errors;
correction of bugs in smoother;
there are still problems in diffuse initialization of univariate smoother
this applies to previous revisions

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1186 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 13:04:17 +00:00
michel 18bd0d8eaf v4: added provision for calibrated measurement errors;
correction of bugs in smoother;
there are still problems in diffuse initialization of univariate smoother
this applies to previous revisions

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1185 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 13:03:13 +00:00
michel 86cac39227 v4 adding test for kalman filter and smoother
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1184 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 13:02:29 +00:00
michel 4e1122f014 v4: merge changes to dynare_estimation.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1183 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 12:48:41 +00:00
michel 5fa4cb9eac v4 mult_elimination: bug correction
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1182 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 12:45:55 +00:00
adjemian 0448da2649 Bug fixes (BVAR-DSGE)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1181 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-09 16:30:47 +00:00
sebastien 934f5f21a7 v4 parser:
* added third order derivatives in dynamic file (triggered by order=3 option of stoch_simul/olr/osr/ramsey_policy)
* don't output hessian in dynamic file if order=1 is specified


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1180 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-08 11:56:46 +00:00
sebastien c3d114a7a1 v4 parser:
* declared ExprNode::cost as const
* Makefile: removed DynareBison.{cc,hh} from "clean" rule. Added a "distclean" rule for that purpose
* various minor changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1179 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-05 09:55:41 +00:00
michel ba57343ac3 v4 parser: adding position.hh for people who have an old bison
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1177 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-01 20:05:36 +00:00
michel 4bc9ebeeb6 v4 parser: adding location.hh for people who have an old bison
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1176 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-01 20:04:31 +00:00
michel b514885d99 v4 parser: adding stack.hh for people who have an old bison
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1175 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-01 20:03:09 +00:00
michel 6c31af64cc v4 parser: adding DynareBison.cc .hh for people who have an old bison
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1174 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-01 20:00:44 +00:00
michel b9c7cff8fb v4: ramsey_dynamic.m bug correction;
dr1.m: save jacobian on options_.debug == 1

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1168 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-30 15:50:22 +00:00
adjemian 44093cbbb9 BVAR-DSGE with constant (not yet ready)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1167 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-26 14:50:30 +00:00
adjemian 6c7fcaa567 correction of a bug related to the names of the shocks and measurement errors when mh_replic = 0 and load_mh_file = 1
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1166 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-26 09:03:41 +00:00
adjemian ee75bf6a58 load oo_ from _results.mat if mh_replic = 0 and load_mh_file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1165 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-26 08:58:07 +00:00
adjemian 863680fb4d yet another bug correction
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1164 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-24 13:29:14 +00:00
adjemian ee4ced27b0 git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1163 ac1d8469-bf42-47a9-8791-bf33cf982152 2007-01-22 18:58:37 +00:00
adjemian eed9b1b335 git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1162 ac1d8469-bf42-47a9-8791-bf33cf982152 2007-01-22 18:11:34 +00:00
adjemian f9d57f9389 Initialization of options_ in global_initialization (dynare_estimation+stoch_simul)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1161 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 16:34:54 +00:00
adjemian a5b243b32c Bug correction related to the case where mh_replic=0 and load_mh_file=1 (oo_ is saved after marginal_density.m and GetPosteriorParametersStatistcs.m)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1160 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 16:32:36 +00:00
adjemian 8de9d8b5cb initialization of options_ in global_initialization.m.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1159 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 16:22:29 +00:00
adjemian bc90be074a qr2.m was missing !
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1158 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 13:40:05 +00:00
adjemian bcedf81d59 do not compute posterior moment and densities when mh_replic = 0 and load_mh_file = 1.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1157 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 13:34:44 +00:00
adjemian c5b8c596f2 do not compute the marginal density (harmonic mean estimator) when mh_replic = 0 and load_mh_file = 1
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1156 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 13:33:59 +00:00
adjemian a4670516c5 Correction of a bug related to the number of lines per mh file.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1155 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-21 20:34:45 +00:00
adjemian 5275ba88e0 correction of a bug related to metropolis.log.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1154 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-21 13:53:31 +00:00
michel 6e4577326d v4: union function exists in Matlab
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1153 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-21 13:10:28 +00:00
michel 5b17081b2b v4 parser.src: corrected bug in EstimatedParamStatement::WriteOutput
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1151 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-13 21:10:16 +00:00
michel 4afa566652 v4 dr1.m: bug correction in unrolling kron
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1150 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-11 09:22:22 +00:00
sebastien 0c16f52806 v4 parser:
* reshaped DataTree/ModelTree using a more object-oriented approach
* improved expression sharing algorithm (temporary terms in output files), resulting in smaller output files for big models
* optimized performance (both in computing time and memory consumption)
* bugfix: the expressions stored in local parameters of models (pound expressions) are now derived
* bugfix: cosh(0) = 1
* removed some useless parentheses in output


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1148 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-09 19:00:05 +00:00
michel 7417d18014 v4 dr1.m: bug correction to kron unrolling
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1144 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-08 11:00:02 +00:00
michel de3460760f v4 dr1.m: checking size of all call to kron (except deterministic shock part);
unrolling kron() in each case when necessary


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1143 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-08 10:14:30 +00:00
michel 348bfca62b v4 resol.m: bug fixing
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1142 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-06 16:21:15 +00:00