Commit Graph

153 Commits (6ac346606be0b2b214134b47c4b2bb333eaf694d)

Author SHA1 Message Date
Houtan Bastani d70ae4d103 write steady state model 2015-07-28 17:27:56 +02:00
Houtan Bastani 1f2fad8c8d fix writing for julia 2015-07-27 17:33:22 +02:00
Houtan Bastani 25ae46e204 write dynamic file 2015-07-27 17:02:51 +02:00
Houtan Bastani b81035a6f3 write static model 2015-07-27 15:33:38 +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 28ffa9c56f Merge branch 'rmExtraExo' 2015-05-28 12:33:56 +02:00
Houtan Bastani 025e7a13c3 preprocessor: add new field orig_expr for expectation aux vars, closes #773 2015-05-26 15:47:56 +02:00
Houtan Bastani e389ab90bf Merge branch 'master' into rmExtraExo 2015-05-18 17:16:55 +02:00
Houtan Bastani 2ab8e2a122 preprocessor: external functions bug fix: fixes the case where an external function is contained in a local variable that’s used in an equation with leads/lags that require auxiliary equations. Closes #916 2015-05-12 16:39:10 +02:00
Houtan Bastani 662c4e64ee preprocessor: organize external function code 2015-05-11 17:09:29 +02:00
Houtan Bastani 6c937b1554 preprocessor: remove extraneous varexo, update model and statements, #841 2015-03-06 16:44:17 +01:00
Houtan Bastani dcabcb6b01 preprocessor: new command write_latex_original_model. closes #657 2015-02-16 08:31:30 +01:00
Houtan Bastani 707702a447 Revert "preprocessor: replace oo_.exo_steady_state with steady_state_x, #825"
This reverts commit 2bb97a90d6.
2015-01-14 15:14:57 +01:00
Houtan Bastani 2bb97a90d6 preprocessor: replace oo_.exo_steady_state with steady_state_x, #825 2015-01-14 15:13:48 +01:00
Sébastien Villemot bdfe4f4249 Fix STEADY_STATE operator for model local variables.
Thanks to Tom Holden for spotting the bug.
2014-08-12 18:53:55 +02:00
Sébastien Villemot 2495359919 Fix crash when the model contains 1st or 2nd ext fcn deriv nodes.
In the case where the external function computes itself its derivatives, the
TEF terms were not always created before being used, hence leading to a
preprocessor crash. This problem could only happen with ramsey_policy, because
otherwise the model does not contain derivatives of external functions.
2014-03-13 12:27:13 +01:00
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 da615507f4 Cosmetic renaming for consistency between DataTree method names. 2014-03-11 18:56:48 +01:00
Sébastien Villemot f55fda0938 Implement cloneDynamic() for {First,Second}DerivExternalFunction.
Since the method was not implement, the method of the parent class was used.
This was leading to wrong results in the context of Ramsey Policy (basically
derivative operators on external functions were dropped from FOCs).
2014-03-11 18:56:48 +01:00
Sébastien Villemot 1f6fd55594 Remove spurious test. 2014-03-11 18:56:48 +01:00
Sébastien Villemot 1faae7bf4c Fix output of external functions (and their derivatives) in LaTeX. 2014-03-11 15:31:08 +01:00
Sébastien Villemot 0dfd7629b1 Fix bug in external functions introduced in 711a4f62. 2014-02-25 16:45:55 +01:00
Sébastien Villemot 711a4f62a2 Small improvements to external functions code. 2014-02-24 17:27:34 +01:00
Michel Juillard 49b34d4c94 write C++ version of model functions without temporary terms 2014-02-24 13:33:48 +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 e4526944a9 Remove select1st (GNU extension), replace it by a call to boost::bind 2013-11-05 18:13:29 +01:00
Houtan Bastani 20dba7e623 new nostrict command-line option does not exit when there are more endogenous than equations (closes #2) 2013-09-13 14:44:01 -04:00
Sébastien Villemot 7bbe121769 Possibility of restricting differentiate_forward_vars to some variables
Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot 75b5f1d18a Add new model option 'differentiate_forward_vars' (ref. #351) 2013-04-25 18:09:31 +02:00
Sébastien Villemot 38824dc1e5 Implement tags [static] and [dynamic] for equations
Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard 39cc313964 removed changes linked with transforming variables to avoid log or
power of negative numbers
2013-04-09 16:35:57 +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 6737077770 Improve error message for 3rd derivatives of external functions 2013-01-15 11:39:04 +01:00
Michel Juillard 32b68b713b fixed bug in computation of derivative of erf() function 2012-12-07 21:46:50 +01:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Michel Juillard 539bf0ca69 finishing implementation of optional transformation of log and non
integer power arguments   to insure that they are positive
2012-05-26 20:53:48 +02:00
Michel Juillard c6495dfc9d first implementation of transform_logpow. It creates too many auxilary
variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
Sébastien Villemot f36f76760a Fix bug where the nth derivative of 0^n evaluated to 0 instead of n!
(complement to commit cd0bc28e)
2012-05-21 18:34:10 +02:00
Houtan Bastani c1e4155001 preprocessor: add subsamples statement 2011-12-21 12:21:30 +01:00
Houtan Bastani ce9fe30a7a Remove unused expectation syntax 2011-10-26 14:30:47 +02:00
Michel Juillard ee7078e56c factoring out steady-state computations; steady_state_model now
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00
Ferhat Mihoubi b932615ff4 updates normalizeEquation() to deal with abs, sign (Ticket #200) and trigonometric functions. 2011-10-12 15:03:05 +02:00
Houtan Bastani 5f3290f7a4 bugfix: sign operator for compiled static file 2011-08-30 16:12:00 +02:00
Houtan Bastani 7357a23114 output mex file for static model (closes #183) 2011-08-19 16:57:27 +02:00
Houtan Bastani 0da1aab3a8 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Houtan Bastani 64ba641add bug fix: add parenthesis around STEADY_STATE output in case it contains an expression 2011-08-08 18:49:18 +02:00
Ferhat Mihoubi e38618127b - correction of the bug in normalization process for expressions of the form a^x (Ticket #186)
- If a case is not handled, the equation is supposed to be impossible to normalize.
- comments added to describe the normalization process
2011-06-10 12:41:21 +02:00
Houtan Bastani 69f3895938 cosmetic change 2011-05-11 11:58:33 +02:00