fc31afb356
- The Jacobian matrix in the block decomposed model without bytecode option is now sparse
2010-10-22 16:20:28 +02:00
1a09426706
- Correction of several bugs with Octave
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- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
2010-10-22 10:09:07 +02:00
57a2e33828
Histval: fixed bug for exogenous introduced in previous commit
2010-10-20 14:56:35 +02:00
4a252d8d7c
Histval block:
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- fail when user tries to initialize a variable at a period which is not in the model, and make the error message explicit
- correctly handle exogenous variables in stochastic mode, which are also substituted with an aux var
- added test files
2010-10-20 14:47:03 +02:00
7f59b8074c
Preprocessor: fix possible bug in histval (need to limit search of aux vars to aux vars for lagged vars, otherwise we could have a wrong match with some other kind)
2010-10-20 11:39:09 +02:00
894155be88
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
bcc590aafa
add preprocessor simplification rule
2010-10-18 15:51:07 +02:00
8f36437662
- Extends the algorithms compatible with bytecode to compute the steady-state (ticket #11 ). The new values for solve_algo are:
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* 0: fsolve
* 1: solve1
* 2, 4: solve1 + block decomposition
* 3: csolve
* 5: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
* 6: GMRES
* 7: BiCGStab
* 8: bytecode own solver (use Gaussian elimination + sparse matrix)
- Bytecode can now evaluate a specific block instead of the overall blocks (new bytecode's option 'Block = block_number')
2010-10-11 19:21:32 +02:00
92d9a62dd3
Preprocessor: give more explicit error message when lead or lag is used inside 'planner_objective'
2010-10-11 14:49:23 +02:00
e2ce87b7d5
Preprocessor: don't create auxiliary variables for expressions appearing only
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in unused model local variables
2010-10-11 12:58:38 +02:00
078574ee4a
external_function: add support for use_dll
2010-10-07 18:05:07 +02:00
c19df582e0
external_function: modified to pass functions as string names as opposed to function handles to reduce number of calls to mexCallMatlab when use_dll option is invoked
2010-10-07 16:49:36 +02:00
a20bc07fdf
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00
bc089f732e
- Correct the simul call without input argument
2010-09-24 11:07:43 +02:00
3068fbda8f
Preprocessor: no longer crashes when some dynamic variables appear only in
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unused model local variables (closes #101 )
2010-09-23 12:13:30 +02:00
a3640239ab
Removed all MSVC workarounds, since we can now definitely drop this compiler on
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Windows/64-bit platform
2010-09-21 15:06:14 +02:00
648c3cd177
Preprocessor: implement STEADY_STATE operator with "use_dll" and "block"
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options (closes #98 )
2010-09-20 17:04:38 +02:00
25b3c84b40
RESID command is compatible now with block option and without bytecode option (closes ticket #45 )
2010-09-17 16:54:43 +02:00
c7eff4ba60
- Adding the relaxation method for block and/or bytecode options
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- Changing the the stack_solve_algo option :
Previous version New version
1 : Sparse LU 0 : Sparse LU
2 : GMRES 1 : Relaxation
3 : BiCGStab 2 : GMRES
4 : Sparse LU & Optimal Path 3 : BiCGStab
5 : bytecode own solver 4 : Sparse LU & Optimal Path
5 : bytecode own solver
2010-09-17 12:18:25 +02:00
60f7678669
- Substitutes lead for exogenous and endogenous variables in the deterministic case: direct substitution of the variables even in non-linear expressions
2010-09-17 12:17:09 +02:00
aeb1a9ee1b
Preprocessor: make option "no_static" work even when "bytecode" is not present
2010-09-17 12:17:05 +02:00
98c371f735
Bug correction in the deterministic simulation: to solve a purely backward or forward looking block requires contemporaneous derivatives only.
2010-09-17 12:17:00 +02:00
0a3c8a4b0c
- compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
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- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +02:00
dbc9795a08
Preprocessor: rename "NodeID" in "expr_t"
2010-09-17 12:13:26 +02:00
25cf12f4f1
Preprocessor: uniformize typedef names (with a "_t" suffix)
2010-09-16 19:00:48 +02:00
3c57d73120
Preprocessor: clean prototypes of ModelTree methods (removed arguments
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redundant with data members, added const keywords, use passing-by-reference)
2010-09-16 17:51:50 +02:00
46b896e987
Preprocessor:
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- remove useless output type oMatlabDynamicModelSparseLocalTemporaryTerms
(indistinguishable from oMatlabDynamicModelSparseLocal)
- fix bug in output type of sparse static model
2010-09-16 16:57:35 +02:00
c3608b9ba7
Preprocessor: fix crash when mean or stderr of an estimated parameter is specified as an expression instead of a plain value (bug introduced in 28d30d9a62)
2010-09-16 15:37:27 +02:00
a5b5f39987
Preprocessor: corrected bug on HISTVAL with lags > 1
2010-09-10 11:43:48 +02:00
19fba43208
Revert "Preprocessor: change the automatically generated name of auxiliary vars for"
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This reverts commit 524e9a9c67
2010-09-07 17:12:06 +02:00
524e9a9c67
Preprocessor: change the automatically generated name of auxiliary vars for
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lagged endo/exo so that they contain the type-specific symbol ID (instead of
the preprocessor internal symbol ID)
2010-09-07 13:03:51 +02:00
54c1c0dfb6
Preprocessor: fix line numbering problems due to native MATLAB statements (bug introduced in a0cd4b33ae and 6582341799)
2010-08-30 14:37:48 +02:00
cda56cab74
Preprocessor: in the lexer, "end;" now corresponds to 2 tokens (instead of one), for consistency with the other tokens
2010-08-30 14:16:07 +02:00
e5ce0264bf
Preprocessor: when removing lags greater than 2 on endogenous or lags on exogenous, don't substitute model local variables that do not need to
2010-08-19 15:20:54 +02:00
0657c7151a
Preprocessor: in the parameter derivatives file, add the global "oo_" when the STEADY_STATE operator is used
2010-08-12 18:16:24 +02:00
8440c17499
preprocessor: fixing bug for OSR optim_weights with covariances
2010-08-10 20:16:59 +02:00
96bdf8c371
make sure that 2nd and 3rd order derivatives that haven't been computed are not taken to be zero.
2010-07-17 10:14:22 +02:00
34828e4110
added conditional variance decomposition to estimation options
2010-06-26 15:39:25 +02:00
b5baf45f36
move validation check from constructor to checkpass
2010-06-24 19:42:38 +02:00
bc62662fcf
DSGE-Var: bug fix. Add init param statement at the before the estimation statement
2010-06-24 15:08:23 +02:00
bab490fc7f
DSGE-VAR: support deprecated way of declaring dsge_prior_weight
2010-06-22 10:38:54 +02:00
9b5df05804
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
2010-06-22 10:38:43 +02:00
6582341799
enable multi-line native matlab statements
2010-06-21 13:08:42 +02:00
a0cd4b33ae
remove comments that are placed on the same line as native Matlab code in a .mod file
2010-06-18 16:21:28 +02:00
8b7d4d590b
fix typo
2010-06-18 16:21:28 +02:00
f1abbe724f
Preprocessor: cosmetic changes related to 'size_t'
2010-06-18 15:48:46 +02:00
c4ef68b293
Preprocessor: fixed bug (substitution was incorrectly done with leads on exogenous)
2010-06-11 19:21:03 +02:00
04905660b8
Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood)
2010-06-11 19:18:16 +02:00
6a8ac70f71
Preprocessor: cosmetic changes
2010-06-10 17:54:03 +02:00
f48eb94f0e
Preprocessor: remove spurious compiler warning
2010-06-10 17:52:37 +02:00
Ferhat Mihoubi
Sébastien Villemot
Houtan Bastani
Houtan Bastani
Michel Juillard