sebastien
a05fa888b0
trunk preprocessor: M_.NNZDerivatives is now a column vector instead of a matrix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2794 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-29 10:52:57 +00:00
sebastien
e7c9ec55e9
trunk preprocessor: fixed bug with sparse Hessian and USE_DLL
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2793 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-29 09:27:09 +00:00
sebastien
bbd756220c
trunk preprocessor: output the number of non-zero derivatives in main M-file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2792 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-26 13:57:07 +00:00
sebastien
14eea65483
trunk preprocessor:
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* for 2nd and 3rd derivatives of static and dynamic model, create the sparse matrices in a more efficient way (thanks to Pablo Winant for suggesting this and providing a patch)
* this breaks USE_DLL option at order 2
* fixed bug when hessian or 3rd deriv. matrix was all zero: the matrix was not constructed at all, leading to crashes in Matlab code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2787 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 09:56:41 +00:00
sebastien
0612cd8ebe
trunk preprocessor: fixed logical and operator (thanks to Pablo Winant for pointing this out)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2785 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 07:35:08 +00:00
sebastien
cbbaf112e3
trunk preprocessor: fixed bug when loading non-existent steady-state file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2753 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-10 14:45:41 +00:00
sebastien
b710347869
trunk: build system updates
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* top-level Makefile now generated
* automatic rules for regenerating configure and Makefiles
* enhanced source tarball creation (no longer destroys SVN subdirs)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2734 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-08 10:04:06 +00:00
sebastien
0b0aea0589
trunk: fixed preprocessor/Makefile.in
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2730 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 17:01:15 +00:00
ferhat
ed679ec55c
- ModelBlocks.cc and ModelBlocks.hh erased
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- Makefile.in corrected
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2729 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 16:04:23 +00:00
ferhat
0380ae414a
- References to ModelNormalization erased
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- Use derivatives w.r. to lead and lag endogenous in BlockTriangular.cc
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2728 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 15:30:32 +00:00
ferhat
1707d7eed9
Minor corrections (comments corrected in MinimumFeedBackSet.hh, makefile updated and ModelNormalization erased)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2727 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 15:04:09 +00:00
ferhat
6479edf5a7
- Correction of several bugs
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- normalize an equation linear in its endogenous variable
- Chained rule derivatives (necessary to reduce a block to the feedback equations and variables)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2726 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 14:45:23 +00:00
sebastien
0acc298758
trunk preprocessor BlockTriangular.cc: fixed misleading error message
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2689 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-25 09:46:40 +00:00
sebastien
6f5d4b3c95
trunk: fixed several copyright headers
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2681 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-19 08:57:07 +00:00
michel
fb494361e2
4.1: corrected typo in file include name
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2680 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-18 05:02:20 +00:00
ferhat
1a058fea4f
- Bugs correction in the new block decomposition (incorporating the feedback variables)
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- First draft of DynamicModel.cc files with feedback variables.
TODO :
- reduction of the Jacobian matrix
- symbolic normalization of equations
- application to the binary code evaluation (simulate.dll).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2678 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-15 22:41:51 +00:00
ferhat
7384613258
Correction of few bugs in DynamicModel and BlockTriangular
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2674 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-13 22:16:51 +00:00
ferhat
25ca5d3ee8
New implementation of block decomposition & feedback variables using Boost for DynamicModel
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2671 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-12 23:03:40 +00:00
michel
33b9537149
v4.1: added to preprocessor int NNZDerivatives[3] with number of non-zeros derivatives at order 1, 2, and 3
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used it to initialize sparse g2 and g3 in Matlab <modfile>_dynamic.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2668 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-12 20:32:27 +00:00
sebastien
f06a89697d
trunk preprocessor:
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* change the way we check for success of strtod() in NumericalConstants::AddConstant, because of Windows compatibility problem
* reverted r2660 changeset
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2661 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-07 08:50:59 +00:00
michel
6258410a83
4.1: added -DNDEBUG in Makefile.in to avoid assert() problem under Windows. This is a quick fix that needs to be redone correctly
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2660 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-07 07:46:02 +00:00
sebastien
077e61e2c2
trunk preprocessor:
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* fixed bug with normcdf() when converting to static model
* fixed description of derivative computation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2655 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-04 12:59:21 +00:00
sebastien
44c864f9f7
trunk preprocessor: added new statements "write_latex_dynamic_model" and "write_latex_static_model" which list model equations in LaTeX code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2654 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-30 13:14:33 +00:00
sebastien
e96420b3a7
trunk preprocessor: cosmetic changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2653 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-30 13:05:21 +00:00
sebastien
bacbd603fd
trunk preprocessor:
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* removed obsolete output type CDynamicSparseDLL
* probably fixed a bug in BlockTriangular::Reduce_Blocks_and_type_determination
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2652 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 14:16:14 +00:00
sebastien
b8a8bd0068
trunk preprocessor: enforce impossibility of mixing deterministic and stochastic statements, even in Sparse/SparseDLL modes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2649 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 11:35:44 +00:00
sebastien
c431ca637c
trunk preprocessor: in NumericalConstants
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* fixed bug introduced in r2642 with NaN
* added a check to verify that the conversion to double succeeded (use strtod() instead of atof())
* store the double values in a vector
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2647 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 11:05:40 +00:00
sebastien
6a4a414a3b
trunk preprocessor:
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* finished normalization algorithm
* added routine for computing the equations which are already in normalized form
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2645 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 17:11:48 +00:00
sebastien
920e21561b
trunk preprocessor: added method VariableNode::get_symb_id()
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2643 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 17:03:21 +00:00
sebastien
84ba1aff7c
trunk preprocessor: use assert() function at several places
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2642 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 16:21:39 +00:00
sebastien
bc86ddc1a2
trunk preprocessor: small simplification of the Makefile
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2641 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 16:16:12 +00:00
sebastien
a7e32f5025
trunk preprocessor: added two more symbolic simplication rules, particularly useful for the static model
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* x-x=0
* x/x=1
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2640 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 16:04:29 +00:00
sebastien
5cc4e16ebf
trunk StaticModel.cc: added model normalization (still need to force normalization of equations of the form a = f(b,c))
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2638 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-27 17:15:14 +00:00
michel
af69c4d6a5
4.1: changed mex LDFLAGS option for compiling *_dynamics.c to make the Dynamic function public.
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This most likely makes it unusable for compilers other than gcc
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2632 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-25 13:06:36 +00:00
sebastien
fc71060fa6
trunk:
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* use autoconf to create the preprocessor Makefile
* the preprocessor now displays the version number
* the top-level Makefile triggers compilation of the preprocessor and of the documentation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2621 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 15:52:00 +00:00
sebastien
d55470ca88
trunk preprocessor: cosmetic changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2614 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 15:54:19 +00:00
sebastien
b775f1812c
trunk preprocessor:
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* added support for derivatives of Hessian w.r. to parameters
* added "identification" command which does nothing for the moment, except triggering those derivatives w.r. to params
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2613 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 13:58:15 +00:00
sebastien
f7c97fcebe
trunk preprocessor: restructuring the way we decide which derivatives to compute
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2610 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 10:48:54 +00:00
sebastien
a8bed91300
trunk preprocessor:
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* fixed bug with planner_objective
* fixed another bug due to unitialized max_{lead,lags} values
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2604 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 18:07:28 +00:00
sebastien
db2bcba968
trunk: reverted r2572 changeset
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2601 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 14:07:57 +00:00
sebastien
c4e1b8ef80
trunk preprocessor: fixed bug with normcdf derivative (introduced in r2596)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2598 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-17 21:22:44 +00:00
sebastien
4bb5ce9b86
trunk preprocessor: restructuration of the code before adding derivatives w.r. to parameters (in particular, removed VariableTable, and replaced it by a system of derivation IDs)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2597 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-17 16:26:23 +00:00
sebastien
03ce535f04
trunk preprocessor:
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* enforce lag=0 for DataTree and StaticModel
* various minor and cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2596 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-16 10:33:30 +00:00
sebastien
da408a908f
trunk preprocessor: some cleanups related to sparse mode (removed SimulSparseStatement class and incorporated it into SimulStatement, determine mode at preprocessing time instead of runtime in StochSimulStatement)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2595 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 15:02:51 +00:00
sebastien
2e9ce1fe1e
trunk preprocessor: added missing headers for recent versions of GCC
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2594 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:47:57 +00:00
sebastien
845888d692
trunk preprocessor: cosmetic change for consistency in bison file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2593 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:43:54 +00:00
sebastien
6dc870727d
trunk preprocessor:
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* created a distinct expression tree for the static model (thus giving better sharing of sub-expressions and better computation of temporary terms for the static model)
* for that purpose, created StaticModel and DynamicModel classes (ModelTree still persists, but only contains code shared between StaticModel and DynamicModel)
* removed sparse static file (to be later replaced by new algorithm for steady state computation on large models)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2592 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:39:53 +00:00
ferhat
ee64d9abac
The sparse option in model is now compatible with homotopy => preprocessor commit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2588 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-10 16:56:27 +00:00
sebastien
eb2544b2a2
trunk preprocessor: use different tokens for inv_gamma_pdf and inv_gamma1_pdf (for more explicit error messages and for consistency with ln and log)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2580 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 14:47:45 +00:00
sebastien
c00e5ac992
trunk: fixed bug with USE_DLL and second order (Hessian matrix was not sparse)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2572 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 10:07:37 +00:00