Commit Graph

536 Commits (6f1c02769e743d9f3c81b824dce7c521861d7db9)

Author SHA1 Message Date
Sébastien Villemot 57a2e33828 Histval: fixed bug for exogenous introduced in previous commit 2010-10-20 14:56:35 +02:00
Sébastien Villemot 4a252d8d7c Histval block:
- 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
Sébastien Villemot 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
Houtan Bastani 894155be88 trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +02:00
Houtan Bastani bcc590aafa add preprocessor simplification rule 2010-10-18 15:51:07 +02:00
Ferhat Mihoubi 8f36437662 - Extends the algorithms compatible with bytecode to compute the steady-state (ticket #11). The new values for solve_algo are:
* 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
Sébastien Villemot 92d9a62dd3 Preprocessor: give more explicit error message when lead or lag is used inside 'planner_objective' 2010-10-11 14:49:23 +02:00
Sébastien Villemot e2ce87b7d5 Preprocessor: don't create auxiliary variables for expressions appearing only
in unused model local variables
2010-10-11 12:58:38 +02:00
Houtan Bastani 078574ee4a external_function: add support for use_dll 2010-10-07 18:05:07 +02:00
Houtan Bastani 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
Houtan Bastani a20bc07fdf replace deprecated Matlab function strvcat with char 2010-09-27 16:11:14 +02:00
Ferhat Mihoubi bc089f732e - Correct the simul call without input argument 2010-09-24 11:07:43 +02:00
Sébastien Villemot 3068fbda8f Preprocessor: no longer crashes when some dynamic variables appear only in
unused model local variables (closes #101)
2010-09-23 12:13:30 +02:00
Sébastien Villemot a3640239ab Removed all MSVC workarounds, since we can now definitely drop this compiler on
Windows/64-bit platform
2010-09-21 15:06:14 +02:00
Sébastien Villemot 648c3cd177 Preprocessor: implement STEADY_STATE operator with "use_dll" and "block"
options (closes #98)
2010-09-20 17:04:38 +02:00
Ferhat Mihoubi 25b3c84b40 RESID command is compatible now with block option and without bytecode option (closes ticket #45) 2010-09-17 16:54:43 +02:00
Ferhat Mihoubi c7eff4ba60 - Adding the relaxation method for block and/or bytecode options
- 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
Ferhat Mihoubi 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
Sébastien Villemot aeb1a9ee1b Preprocessor: make option "no_static" work even when "bytecode" is not present 2010-09-17 12:17:05 +02:00
Ferhat Mihoubi 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
Ferhat Mihoubi 0a3c8a4b0c - compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
- 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
Sébastien Villemot dbc9795a08 Preprocessor: rename "NodeID" in "expr_t" 2010-09-17 12:13:26 +02:00
Sébastien Villemot 25cf12f4f1 Preprocessor: uniformize typedef names (with a "_t" suffix) 2010-09-16 19:00:48 +02:00
Sébastien Villemot 3c57d73120 Preprocessor: clean prototypes of ModelTree methods (removed arguments
redundant with data members, added const keywords, use passing-by-reference)
2010-09-16 17:51:50 +02:00
Sébastien Villemot 46b896e987 Preprocessor:
- 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
Sébastien Villemot 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
Michel Juillard a5b5f39987 Preprocessor: corrected bug on HISTVAL with lags > 1 2010-09-10 11:43:48 +02:00
Michel Juillard 19fba43208 Revert "Preprocessor: change the automatically generated name of auxiliary vars for"
This reverts commit 524e9a9c67.
2010-09-07 17:12:06 +02:00
Sébastien Villemot 524e9a9c67 Preprocessor: change the automatically generated name of auxiliary vars for
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
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 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
Michel Juillard 8440c17499 preprocessor: fixing bug for OSR optim_weights with covariances 2010-08-10 20:16:59 +02:00
Michel Juillard 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
Michel Juillard 34828e4110 added conditional variance decomposition to estimation options 2010-06-26 15:39:25 +02:00
Houtan Bastani b5baf45f36 move validation check from constructor to checkpass 2010-06-24 19:42:38 +02:00
Houtan Bastani bc62662fcf DSGE-Var: bug fix. Add init param statement at the before the estimation statement 2010-06-24 15:08:23 +02:00
Houtan Bastani bab490fc7f DSGE-VAR: support deprecated way of declaring dsge_prior_weight 2010-06-22 10:38:54 +02:00
Houtan Bastani 9b5df05804 DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement 2010-06-22 10:38:43 +02:00
Houtan Bastani 6582341799 enable multi-line native matlab statements 2010-06-21 13:08:42 +02:00
Houtan Bastani 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
Houtan Bastani 8b7d4d590b fix typo 2010-06-18 16:21:28 +02:00
Sébastien Villemot f1abbe724f Preprocessor: cosmetic changes related to 'size_t' 2010-06-18 15:48:46 +02:00
Sébastien Villemot c4ef68b293 Preprocessor: fixed bug (substitution was incorrectly done with leads on exogenous) 2010-06-11 19:21:03 +02:00
Sébastien Villemot 04905660b8 Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood) 2010-06-11 19:18:16 +02:00
Sébastien Villemot 6a8ac70f71 Preprocessor: cosmetic changes 2010-06-10 17:54:03 +02:00
Sébastien Villemot f48eb94f0e Preprocessor: remove spurious compiler warning 2010-06-10 17:52:37 +02:00
Houtan Bastani f1f455026b fix error message 2010-06-10 15:16:54 +02:00
Houtan Bastani 28d30d9a62 Bug fix: catch the case when a parameter follows a beta distribution with mean = std err = 0.5 2010-06-09 15:09:55 +02:00
Sébastien Villemot bed8f4b689 Preprocessor: use a sparse representation for the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters 2010-06-07 18:46:57 +02:00
Sébastien Villemot 30d34f2445 Preprocessor: only compute on demand the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters 2010-06-07 16:42:27 +02:00
Sébastien Villemot 4a23d93199 Preprocessor: changing return order of parameter derivatives to match Marco's code 2010-06-04 09:57:56 +03:00
Sébastien Villemot 996a646d8f Preprocessor: fix for 'steady_state_model' when not computing Ramsey policy' 2010-06-04 09:33:54 +03:00
Michel Juillard ade0cd9d26 steady_state_model: authorizing change in parameter values in steady_state_model block + removing ys_ initialization to zero 2010-06-03 15:59:35 +02:00
Sébastien Villemot ccaa8e6443 Preprocessor and ref. manual: added 'pruning' option (closes #104) 2010-05-31 18:38:49 +02:00
Sébastien Villemot c58312d3b7 Steady state file: in the presence of 'ramsey_policy', no longer check that the declarations are recursive, and use input vector of steady state file as initial values 2010-05-31 17:43:17 +02:00
Michel Juillard cfa624f52f preprocessor: corrected missing initialization of v3 in <fname>_dynamic.c 2010-05-21 11:38:23 +02:00
Sébastien Villemot 891ad22564 Macro-processor: integer ranges with lower bound greater than upper bound are now empty (for consistency with MATLAB) 2010-05-12 11:50:27 +02:00
Sébastien Villemot 49389592e7 Preprocessor: never set an equal node as a temporary term 2010-05-05 10:10:01 +02:00
Sébastien Villemot 49bdcef648 Preprocessor: replace non-standard operators 'and'/'or' by '&&'/'||' 2010-04-28 16:03:32 +02:00
Sébastien Villemot b3602541ac Preprocessor: with 'steady_state_model' command, write auxiliary equations in the steady state file 2010-04-27 17:04:52 +02:00
Sébastien Villemot 37abe362a3 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +02:00
Sébastien Villemot ed84e27319 Preprocessor: added new SymbolTable::orig_endo_nbr() method 2010-04-23 18:36:51 +02:00
Sébastien Villemot 19338906ba Preprocessor: add a check to DynamicModel::toStatic() 2010-04-23 18:32:30 +02:00
Sébastien Villemot e2c0854cd4 Preprocessor: removed useless version of DataTree::AddVariable() 2010-04-23 18:32:25 +02:00
Sébastien Villemot 12ca3fe707 Preprocessor: removed useless version of DataTree::AddExternalFunction() 2010-04-23 18:32:19 +02:00
Sébastien Villemot 4b96b35dad Preprocessor: changed the prototype of DataTree::AddLocalVariable() 2010-04-23 18:32:14 +02:00
Ferhat Mihoubi f849b11563 The functions erf, normpdf and normcdf work fine with bytecode option 2010-04-16 17:00:05 +02:00
Sébastien Villemot b2220c0346 Preprocessor: rename a function argument to avoid name conflict with standard error filestream 2010-04-15 17:46:05 +02:00
Sébastien Villemot da74e53204 Preprocessor:
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
Sébastien Villemot 7c01486b84 Preprocessor: minor fix in header inclusion 2010-04-06 11:07:19 +02:00
Michel Juillard d6835338a5 adding option SELECTED_VARIABLES_ONLY 2010-04-02 11:51:21 +02:00
Sébastien Villemot b8b3491a29 Preprocessor: removed spurious warnings 2010-03-29 12:52:29 +02:00
Sébastien Villemot e3be730a46 Preprocessor: fixed bug with warnings (they were all disabled) 2010-03-29 12:44:20 +02:00
Michel Juillard 9b20ae958c added options filter_covariance filter_decomposition for new version of the smoother 2010-03-22 21:57:46 +01:00
Sébastien Villemot 41343575a7 Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements 2010-03-18 14:56:22 +01:00
Houtan Bastani eb4efa59ac second derivatives of model equations w.r.t. parameters. 2010-03-16 10:15:19 +01:00
Houtan Bastani b291f4fcf7 small fix to implementation of second derivatives of jacobian w.r.t. parameters 2010-03-15 17:23:55 +01:00
Houtan Bastani 19c4f7426c second derivatives of jacobian w.r.t. parameters 2010-03-15 16:02:07 +01:00
Houtan Bastani 2c1af4dc3b bug fix: missing break in switch statement 2010-03-15 15:59:54 +01:00
Michel Juillard 195fdece71 Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2010-03-15 12:05:33 +01:00
Michel Juillard 6d4b0ecab7 SWZ:
- reverting part of last change to handling of Qi and Ri in ComputingTasks.cc: r is the number of lags present in the restrictions
- fixing handling of Dirichlet option in mhm_input.dat. This fixes the strange Signal messages when running C executables.
- fix path in test_upper_cholesky.mod
2010-03-15 12:03:37 +01:00
Houtan Bastani 4eefafef8a bug fix: prevent vars with leads/lags from being used outside of the model block. 2010-03-15 10:47:44 +01:00
Houtan Bastani ad31f7388e derivative of hessian w.r.t. params. 2010-03-11 16:51:07 +01:00
Houtan Bastani 380ced7673 minor code cleanup. 2010-03-11 12:04:06 +01:00
Houtan Bastani 1c3f7b83e5 Added erf as an internally supported function and updated manual. 2010-03-11 12:00:37 +01:00
Houtan Bastani 5d45bf947d Added normpdf as an internally supported function and updated manual. 2010-03-11 10:16:40 +01:00
Michel Juillard 591e426110 - reversed ordering for lower and upper Cholesky
- added tests
- fixed various bugs
- modified initial values
Still unfinished
2010-03-10 08:32:51 +01:00
Houtan Bastani 5f3cd9894e fixed spacing 2010-03-09 16:40:52 +01:00
Sébastien Villemot 35a20551a6 Preprocessor: minor refactoring and documentation of ExprNode::writeOutput() methods 2010-03-09 12:16:32 +01:00
Houtan Bastani 30ea396a08 Allow temporary terms to work with external functions 2010-03-09 11:21:14 +01:00
Houtan Bastani 4f6a3669c6 Added expression sharing for external functions 2010-03-03 11:43:22 +01:00
Houtan Bastani 28894927dd Modified external functions to enforce consistent number of function arguments within model_block 2010-03-03 11:40:13 +01:00
Houtan Bastani 19d114ed32 Restricted syntactical variances in the implementation of the external_functions statement. 2010-02-24 15:37:52 +01:00
Sébastien Villemot d860763122 Preprocessor: minor cosmetic changes related to external functions 2010-02-23 19:08:54 +01:00
Houtan Bastani 12c4a52ebc Add support for external functions 2010-02-23 18:15:18 +01:00
Sébastien Villemot 38b8ccf52d Preprocessor: add error message when using USE_DLL with MSVC and some function unsupported by MSVC 2010-02-23 16:59:34 +01:00
Sébastien Villemot eba049899e Preprocessor:
* in DataTree, new functions for testing if some opcode (unary, binary or trinary) is used somewhere in the tree
* removed DataTree::containsSteadyState(), rather use a call to the new utility function
2010-02-23 16:45:56 +01:00
Sébastien Villemot 7b8166043e Preprocessor: full support for normcdf() function, in evaluation and in C files (closes #84) 2010-02-23 14:39:49 +01:00
Sébastien Villemot f65ce54dc1 preprocessor: under Octave/Windows, with USE_DLL, do not require "cygwin" or "msvc" option (closes #76) 2010-02-17 18:40:52 +01:00
sebastien f8f57d8d8c preprocessor: added missing header
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3391 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-28 14:18:40 +00:00
ferhat b5727e0658 Adds location indications in error message of "bytecode" + minor correction (string passed as &string).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3374 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 16:42:08 +00:00
ferhat 0efd5b1621 "bytecode" option can be used without "block" option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
houtanb 77897d691e expectation conditional on a restricted information set
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3367 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-18 22:08:44 +00:00
stepan 2377c18e13 Fixed a bug introduced in commit 3319 (trunk). If my understanding is correct, some parenthesis
were missing in the IF condition (causing a preprocessor error). 



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3336 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 21:35:32 +00:00
ferhat 46e144ad80 Add new model option no_static : avoid to compute the static model. Useful for models without steady-state.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3319 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 11:06:25 +00:00
sebastien 0011678cb5 Changes by Ferhat:
* fix options stack_solve_algo={2,3,4} (closes #68)
* fix crashes for singular normalizations (closes #44) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-21 10:29:21 +00:00
sebastien 80c6e3ad05 Fix problem with USE_DLL under Octave 3.2 (closes #70)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3269 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 13:35:50 +00:00
sebastien 30d45ad9c9 Added missing 'nograph' option to 'forecast' command + Fixed affiliations in ref manual
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3265 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 08:35:12 +00:00
sebastien e6f1a53e60 Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3249 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:13:23 +00:00
sebastien aa23ed73e9 preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:21:31 +00:00
houtanb 271297a446 changed preprocessor internals to support vector<int> type. changed svar_identification to store symbols by symbol ids. Added missing Doxygen comments.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3240 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 15:54:00 +00:00
sebastien cf77c3f245 * Fix USE_DLL option at order 2 (closes #64)
* Added a corresponding test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3236 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 11:06:29 +00:00
sebastien 7925cc0d63 preprocessor: fixed USE_DLL under Linux and add a provision for MacOS (need to be tested)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3226 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-11 15:34:47 +00:00
sebastien f1c1ebbd89 preprocessor: fixed typo
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3224 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-11 14:52:04 +00:00
sebastien fb8406ef0a USE_DLL option now works with MSVC + Added new options for Windows to 'dynare' command, to select the compiler: 'cygwin' and 'msvc' + Added the mexopts.bat for Cygwin in the SVN
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3223 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-11 14:46:21 +00:00
houtanb fe723f0dab allow for vector <int> to be passed by Bison and modified processing of svar statement accordingly.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3221 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-10 22:49:50 +00:00
michel 74a8acc29c 4.1 adding instruments option to ramsey_policy; ramsey_policy can now use a *_steadystate.m file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3219 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-10 14:59:32 +00:00
houtanb 203c6582ba svar: allow for two options to be passed instead of only three.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3218 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 16:32:30 +00:00
houtanb a1a73b3a17 fixed svar so when the equations option is passed a vec_int it outputs a column vector.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3217 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 16:17:12 +00:00
sebastien 2f7c327b0e k-order:
* in the preprocessor, fail if k_order_solver given without use_dll
* updated the reference manual, in particular w.r. to the new wiki page on MEX compilation under Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3216 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 11:50:58 +00:00
houtanb 16e1bb2ef0 swz: implementation of svar
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3214 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 00:38:53 +00:00
george 6ef321d09c added missing " >> mex.def" for mexFunction as Matlab could not find mexFunction any more
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3213 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 18:45:33 +00:00
houtanb a2f878a179 swz: markov switching statement
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3212 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 16:46:13 +00:00
michel 7ac2213f9d 4.1 preprocessor: removing -v option in mex under Linux
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3211 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 15:12:59 +00:00
michel 84b65c9179 mex for Linux (to be tested)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3210 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 14:02:02 +00:00
michel 5958a3256c 4.1 preprocessor: exporting "Dynamic" symbol is necessary only in Windows; added test for ispc
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3209 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 12:00:55 +00:00
michel 64bf9ac188 4.1 preprocessor: exporting Dynamic symbol when making mex file for dynamic model with Matlab
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3208 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 11:49:25 +00:00
houtanb 965c743537 swz: svar_identification
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3194 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-04 21:32:19 +00:00
sebastien ee3ceb7db6 M-files and preprocessor:
* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 17:51:47 +00:00
sebastien 59ca45e4f4 Removed last remnants of "ct_" global variable
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3187 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 16:30:56 +00:00
houtanb 8cfdeacc50 slight bug fix: allow vec_int type to be specified with commas
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3181 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 12:17:44 +00:00
michel 48dad3e37a 4.1: add preprocessor interface for k_order_solver
rename use_k_order to k_order_solver in Matlab procedures
     fix tests


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 19:54:45 +00:00
sebastien 19a3db853e preprocessor: fixed option "use_dll" (and therefore "k_order_solver") for Octave
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3178 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 16:36:00 +00:00
houtanb 6d5f9b53c6 swz keywords and structure introduced for future implementation of functionality
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3174 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 00:38:26 +00:00
sebastien 494668a167 preprocessor: allow the omission of model block when sbvar or ms_sbvar statement is used
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3169 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-26 17:25:04 +00:00
sebastien a2cef7009d Fixes for ticket #57
preprocessor:
* add a field "M_.orig_endo_nbr" containing the nbr of endogenous before adding aux vars
* always provide "M_.aux_vars" (define it to "[]" when there is no aux var)
* rename "M_.aux_vars().orig_endo_index" to "M_.aux_vars().orig_index"

M-files:
* for commands which accept a list of variables (stoch_simul, osr, estimation, dynasave, dynatype, datatomfile), when no variable is given, use only the set of original endogenous (without aux vars) as the default
* when displaying the decision rule, when there is aux vars in the state variables, replace them by their original name (with the right lag)
* in "steady", don't display aux vars
* special exception for ramsey policy: all vars (including aux vars) are displayed, because the system of aux vars from ramsey policy is not compatible with the aux vars from the preprocessor


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3166 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 10:22:39 +00:00
sebastien ef3ee28ce8 preprocessor: when there is no computing task, compute the hessian in the dynamic file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3147 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-12 17:01:26 +00:00
sebastien 76e691c651 preprocessor:
* fixed a bug with EXPECTATION operator: now handle model local variables
* substitute EXPECTATION operator even in deterministic models (for avoiding crashes, even if use of this operator doesn't make sense there)
* forbid the use of EXPECTATION and STEADY_STEATE outside model block
* minor implementation changes in EXPECTATION and STEADY_STATE operators

reference manual:
* documented EXPECTATION and STEADY_STATE operators
* added a note in write_latex_{static,dynamic}_model commands documentation about auxiliary variables and other model transformations


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3145 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 15:13:47 +00:00
sebastien 09f1b60e22 predetermined_variables: fixed a bug in M_.predetermined_variables
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3144 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:07:31 +00:00
sebastien af732433d7 predetermined_variables:
* reworked a little bit the implementation
* documented the command in the reference manual
* added a test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:03:18 +00:00
houtanb 26185780ac implements predetermined_variables operator
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3137 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-07 18:37:11 +00:00
sebastien ab8b4f37f1 * preprocessor: make optional the warnings about uninitialized parameters/endogenous/exogenous, added a new "warn_uninit" option to dynare command to display them
* reference manual: documented the new option, fixed XML conformance of the document


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3135 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 18:31:03 +00:00
sebastien 28a9a11878 preprocessor: cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3134 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 18:19:52 +00:00
sebastien 3f52a21352 preprocessor: always create a dynamic model file, even when there is no Dynare command needing it
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3126 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-05 09:59:30 +00:00
michel c68b300954 4.1: removed preprocessor useless initialization of
estim_params_.param_names
     estim_params_.user_param_names


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3125 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-04 20:40:36 +00:00
houtanb cb52002b77 added default cases to remove gcc warnings
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3116 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 18:31:50 +00:00
stepan bd3ae5a1e9 Removed changes introduced in revision 3108.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3111 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-31 10:54:58 +00:00
stepan b998047499 Merge branch 'master' of git@vandrezanne.net:/home/git/repositories/dynare
Conflicts:
	preprocessor/DynamicModel.cc

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3108 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-31 07:55:10 +00:00