Houtan Bastani
a75d8d318e
stoch_simul: add loglinear option #431
2013-08-14 12:02:51 -04:00
Houtan Bastani
201239dbf7
introduce verbatim block closes #437
2013-08-13 17:08:39 -04:00
Sébastien Villemot
87dfa938bb
Remove unfinished "shocks" and "labels" options to shock_decomposition
...
The preprocessor implementation of "shocks" is broken, and the ref. manual
entries are empty. Nothing is implemented in MATLAB files. It's better to
remove this for now, until a working implementation is done.
Ref. #136
2013-08-13 11:37:16 +02:00
Houtan Bastani
85667336a1
macroprocessor: add length command. closes #436
2013-08-12 17:24:47 -04:00
Houtan Bastani
c9edb8d215
fix typo
2013-08-06 16:02:55 -04:00
Johannes Pfeifer
a7eedef031
Add full function header to static and dynamic model files
2013-07-28 11:32:14 +02:00
Stéphane Adjemian (Charybdis)
3dc372e5bc
Added (command line) nointeractive option.
2013-07-10 12:02:12 +02:00
Stéphane Adjemian (Charybdis)
dd21816b13
Added (command line) nograph option.
2013-07-10 11:03:48 +02:00
Stéphane Adjemian (Charybdis)
5d56a4f2b0
Make calib_smoother command call evaluate_smoother matlab routine.
2013-06-28 11:14:24 +02:00
Houtan Bastani
2e4a52d69f
osr: add tolf option closes #423
2013-06-26 12:33:48 +02:00
Houtan Bastani
4569dd9427
osr: add maxit option ref #423
2013-06-26 12:32:30 +02:00
Stéphane Adjemian (Charybdis)
340bcc2739
Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check.
2013-06-20 17:19:44 +02:00
Stéphane Adjemian (Charybdis)
cb2228acad
Merge branch 'master' into experimental-mjdgges-threshold
2013-06-12 17:27:25 +02:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Stéphane Adjemian (Charybdis)
d284f8fb83
Added qz_zero_threshold to check, stoch_simul and estimation commands.
2013-06-12 11:46:56 +02:00
Sébastien Villemot
f6f218f828
extended_path: new order and hybrid options (ref #152 )
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Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
Sébastien Villemot
b5eb134a29
extended_path is a statement, not a block
2013-06-07 17:16:45 +02:00
Sébastien Villemot
2f248dcec4
Do not check for the steady state in diffuse filter mode
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Closes #400
2013-06-03 15:56:10 +02:00
Houtan Bastani
688e30019c
preprocessor: pretty print error info
2013-05-31 18:27:24 +02:00
Sébastien Villemot
f48141755c
Add new option parallel_local_files to model block
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Ref #389
2013-05-31 14:47:38 +02:00
Houtan Bastani
11bea492ac
preprocessor: config file: if creating windows node from unix machine, check to see if the password or remoteDrive are empty
2013-05-30 15:33:33 +02:00
Houtan Bastani
b98bf5e84b
preprocessor: config file: if on Windows machine and operatingSystem is empty, then check to see if password or remoteDrive is empty. otherwise, don't check
2013-05-30 15:33:33 +02:00
Houtan Bastani
7b1ddfb43c
preprocessor: config file: remove redundant check
2013-05-30 15:33:26 +02:00
Sébastien Villemot
9ba5ffd68e
Revert "Reset oo_.{exo_}steady_state to zero before endval"
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This reverts commit cf146ec4e5
.
2013-05-27 17:31:41 +02:00
Sébastien Villemot
bd72848d27
Add interface and doc to use_univariate_filters_if_singularity_is_detected option
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Closes #414
2013-05-27 17:07:47 +02:00
Sébastien Villemot
eb8ba88ea9
Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual
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Closes #320
2013-05-24 12:13:32 +02:00
Sébastien Villemot
7bbe121769
Possibility of restricting differentiate_forward_vars to some variables
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Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot
921e7fdafd
Document how functions with a kink are differentiated
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Also add a warning in the documentation and in the preprocessor about the usage
of some functions (max, min, abs, sign, comparison operators) in a stochastic
context.
Closes #355
2013-05-17 16:53:14 +02:00
Sébastien Villemot
75b5f1d18a
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
Sébastien Villemot
50f2d00ad8
Detect if an extended_path statement is present
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Unused for the time being
2013-04-25 18:07:32 +02:00
Sébastien Villemot
35e77136c3
Remove obsolete stuff from pow/log aux vars
2013-04-25 17:26:39 +02:00
Sébastien Villemot
a7e29af81c
Fix handling of auxiliary variables in endval block
2013-04-22 18:02:32 +02:00
Sébastien Villemot
cf146ec4e5
Reset oo_.{exo_}steady_state to zero before endval
...
This is necessary to enforce the documented behavior which says that, if a
variable is not given a value in the endval block, a zero value is assumed.
2013-04-22 18:02:32 +02:00
Sébastien Villemot
38824dc1e5
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard
39cc313964
removed changes linked with transforming variables to avoid log or
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power of negative numbers
2013-04-09 16:35:57 +02:00
Sébastien Villemot
3c5ce6aab9
Use syntax log_trend_var(log_growth_factor = …) for consistency
2013-03-26 17:10:37 +01:00
Sébastien Villemot
a0b7178962
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- 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
Ferhat Mihoubi
d3e34711e3
Use type compatibles with Matlab (size_t instead of int)
2013-03-22 15:48:47 +01:00
Sébastien Villemot
cda0e03776
Add preprocessor messages (stdout, stderr) to the logfile
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Closes #306
2013-03-18 13:44:04 +01:00
Sébastien Villemot
ba889e853c
Preprocessor interface and documentation for endogenous_prior option
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Closes #321
2013-03-18 11:12:49 +01:00
Sébastien Villemot
3f8c577630
Remove spurious display when there is zero preprocessor warning
2013-03-05 12:53:37 +01:00
Sébastien Villemot
26bc7b55a0
Remove obsolete workaround for Octave 3.2
2013-02-28 10:32:09 +01:00
Sébastien Villemot
a64ec3b156
Reorganization of warnings
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- at the end of the computation, don't display all preprocessor warnings but
only their number
- also display if there has been a MATLAB/Octave warning (counting their
number does not seem feasible). Closes #181
- add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
Sébastien Villemot
b2dcf27c12
estimated_params: check that no symbol is declared twice in the block
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Closes #296
2013-02-26 12:37:35 +01:00
Sébastien Villemot
4b50acbb93
Add more explicit error message when mixing ramsey_policy with varexo_det
2013-02-07 11:52:59 +01:00
Sébastien Villemot
1b317f1b9d
Fix linking of static file with use_dll under Windows
...
The "Static" symbol was not exported; instead, it was the non-existing
"Dynamic" symbol which was exported.
2013-01-30 14:02:23 +01:00
Sébastien Villemot
eed3651d6e
check only returns eigenvalues, not the whole oo_
2013-01-15 16:45:15 +01:00
Sébastien Villemot
14ed3d94a9
Ensure that running check without stoch_simul still sets oo_.dr.eigval
...
This is documented in the reference manual, but was not working.
The change consists in having check.m returning oo_ as 1st output argument, and
having the preprocessor generating the corresponding code.
2013-01-15 16:14:15 +01:00
Sébastien Villemot
6737077770
Improve error message for 3rd derivatives of external functions
2013-01-15 11:39:04 +01:00
Ferhat Mihoubi
11e151547c
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
Michel Juillard
32b68b713b
fixed bug in computation of derivative of erf() function
2012-12-07 21:46:50 +01:00
Sébastien Villemot
aafff99422
Fix breakage of static file introduced by 8c83135c
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In StaticModel, deriv_ids are no longer equal to symb_ids; some parts of the
code were relying on that assumption
2012-12-01 23:32:24 +01:00
Sébastien Villemot
b77642d3a9
Remove unused stuff
2012-11-29 18:08:53 +01:00
Sébastien Villemot
8c83135c0f
Add derivatives of static model w.r.t. parameters
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The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
Sébastien Villemot
b7c1f5ad05
Remove obsolete workaround for Octave 3.2
2012-11-29 16:44:51 +01:00
Sébastien Villemot
90c15ec9ef
Add ar option to estimation
...
Closes : #276
2012-11-29 15:44:06 +01:00
Sébastien Villemot
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
...
Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Sébastien Villemot
31a13db66a
Remove duplicate information in M_.blocksMFS
2012-11-16 17:39:03 +01:00
Sébastien Villemot
bf19ab801f
Remove duplicate information in M_.blocksEQU
2012-11-16 17:16:40 +01:00
Sébastien Villemot
badeec612f
Add interface and documentation to model_diagnostics
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Closes : #205
2012-11-16 12:34:49 +01:00
Sébastien Villemot
8efb15f0a4
Allow infinite values in threshold_reform option of GSA
...
Closes : #266
2012-11-16 11:08:49 +01:00
Houtan Bastani
ddddb5ad0f
console => nodisplay (Completes ticket #282 )
2012-11-12 16:48:44 +01:00
Houtan Bastani
3530417cf2
all_values_required keyword for initval and endval
2012-11-06 15:45:08 +01:00
Houtan Bastani
a23b497a49
bug fix: none instead of pdf to graph_format
2012-10-31 16:16:45 +01:00
Houtan Bastani
df4f82de12
bug fix: remove previous declaration of NONE as token in flex
2012-10-31 15:59:12 +01:00
Michel Juillard
34db22c3bc
ms-sbvar: made option final_year optional is using the entire sample
2012-10-24 14:05:54 +02:00
Stéphane Adjemian (Charybdis)
449231a2db
Added the possibility to write graph_format=none, in which case the graphs are displayed (provided nograph and nodisplay options are not used) but not saved.
2012-10-17 16:28:36 +02:00
Sébastien Villemot
cb34c8708f
Fix preprocessor crash when an pre-computed constant equals NaN or Inf
2012-10-01 16:22:38 +02:00
Sébastien Villemot
dd0190bba9
Isolate block decomposition code
...
This should fix some random crashes of the preprocessor
2012-09-28 18:41:18 +02:00
Houtan Bastani
12af7298ef
ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)
2012-09-27 15:32:33 +02:00
Houtan Bastani
868afeb953
ms-sbvar bug fix: store no_create_init as number instead of string
2012-09-26 18:07:49 +02:00
Sébastien Villemot
db48078736
Preprocessor interface for multiple graph formats
2012-09-11 14:26:53 +02:00
Sébastien Villemot
f58b9b755e
Provide dynamic 3rd derivaties for estimation w/ analytic derivation
2012-08-08 15:34:43 +02:00
Sébastien Villemot
2b8869d614
Compute static hessian for estimation w/ analytic derivation
2012-08-08 12:42:02 +02:00
Sébastien Villemot
a32d23529c
Remove FlexLexer.h; rather copy it from /usr/include when flex is run
2012-08-06 18:52:06 +02:00
Michel Juillard
9d224dba1f
removing preprocessor check about pruning at 3rd order
2012-08-01 10:01:59 +02:00
Sébastien Villemot
5657dc8228
Amend the workaround for ticket #35 , so that shocks+endval+simul can looped over
2012-07-30 17:01:42 +02:00
Sébastien Villemot
48672ad10f
Preprocessor: handle underflows and overflows as MATLAB and Octave do
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i.e. don't fail when they happen and instead return 0 or Inf
2012-07-12 12:46:22 +02:00
Stéphane Adjemian (Charybdis)
c850f03be3
Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
2012-07-11 18:26:22 +02:00
Sébastien Villemot
0e5fed4bad
Allow back "dr" in variable names
2012-07-02 10:11:32 +02:00
Ferhat Mihoubi
4488357f59
Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
...
associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
Sébastien Villemot
6bff503aca
Fix option simul_replic
2012-06-26 17:01:13 +02:00
Houtan Bastani
20f2c1760b
preprocessor: add @#ifndef directive
2012-06-26 15:12:31 +02:00
Houtan Bastani
ebc7a783bd
fix bug with @#ifdef in macroprocessor
2012-06-26 14:50:16 +02:00
Michel Juillard
540fb1be48
fixing bug in discretionary_policy and implementing option solve_maxit
2012-06-19 14:08:45 +02:00
Houtan Bastani
12980236dc
preprocessor: require instruments option for discretionary_policy
2012-06-19 12:07:21 +02:00
Sébastien Villemot
354efdc803
Preprocessor: fixes for identification and dynare_sensitivity
2012-06-15 15:35:00 +02:00
Sébastien Villemot
808dade20f
Fix nograph, nodisplay and graph_format for identification and dynare_sensitivity
2012-06-15 11:06:07 +02:00
Sébastien Villemot
8bbc3b2453
Allow nograph, nodisplay and graph_format in identification
2012-06-15 10:30:53 +02:00
Sébastien Villemot
bbc6cba4a3
Macroprocessor: mention @#ifdef in error messages
2012-06-13 18:40:12 +02:00
Sébastien Villemot
8fe2eb23b9
New option simul_replic in preprocessor and documentation
2012-06-11 11:53:55 +02:00
Sébastien Villemot
89ed599c01
Fix unitialized variable
2012-06-09 10:24:09 +02:00
Sébastien Villemot
c079ace8c3
Remove various compiler warnings
2012-06-08 19:06:03 +02:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Sébastien Villemot
a87cac34ca
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
Sébastien Villemot
b7538ad315
Always compute hessian when analytic_derivation is set
2012-06-08 11:47:10 +02:00
Sébastien Villemot
edca74659e
Preprocessor iface and doc for nodisplay and graph_format
...
Closes : #216
2012-06-07 18:29:30 +02:00
Sébastien Villemot
00f526dbb7
Generate derivs wrt params when anaytic_derivation=1
2012-06-07 15:33:43 +02:00