425d947859
preprocessor: remove resetDataTree method
2015-04-15 16:16:26 +02:00
018ba39ff0
preprocessor: remove clearing of num_const_node_map
2015-04-15 14:21:05 +02:00
f4a4fb9d4c
preprocessor: move reindexing functions from DynamicModel to ModelTree
2015-04-07 15:58:18 +02:00
3ca0fcfb31
Merge branch 'master' into rmExtraExo
2015-04-01 15:22:10 +02:00
4f1725455a
fixing bug in treatment of temporary terms for blocks with *.m files
2015-03-31 15:50:35 +02:00
eb23adfb76
remove extra exo’s for shocks statement, nonstationary, and trend vars; fix bugs
2015-03-10 17:57:30 +01:00
6c937b1554
preprocessor: remove extraneous varexo, update model and statements, #841
2015-03-06 16:44:17 +01:00
d19592f761
Fixed homotopy for perfect foresight models with block option, cosmetic changes.
2015-02-20 14:48:25 +01:00
1c8e1ab913
Merge branch 'remove-globals-from-blocks'
2015-02-17 13:01:17 +01:00
a894357655
Removed options_ and oo_ globals from *all* generated dynamic model
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routines (with block option) and adapted some routines to reflect this change.
2015-02-17 12:57:30 +01:00
d3275db830
Removed options_ and oo_ globals from generated dynamic model
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routines (with block option).
2015-02-16 16:56:17 +01:00
dcabcb6b01
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
6529fe60b0
Bug correction in splitting the jacobian into blocks: the vector variable_2_block is valid only for endogenous variables.
2015-01-21 13:33:29 +01:00
707702a447
Revert "preprocessor: replace oo_.exo_steady_state with steady_state_x, #825"
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This reverts commit 2bb97a90d6
2015-01-14 15:14:57 +01:00
2bb97a90d6
preprocessor: replace oo_.exo_steady_state with steady_state_x, #825
2015-01-14 15:13:48 +01:00
1b869b26a7
fix dates for changes in 86c3c0fb1b and a40323d2fb
2015-01-08 18:39:04 +01:00
a40323d2fb
Bug correction on the way to collect information about the other endogenous variables in a block
2015-01-06 12:45:34 +01:00
12d6113d8a
preprocessor: remove unused variables
2014-12-30 21:55:43 +01:00
24b2993f50
Solves issues in deterministic simulation:
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- replaces maximum_endo_(lead|lag) by maximum_(lead|lag) to determine the maximum number of lead and lag in deterministic simulation
- allows to use bytecode in solve_perfect_foresight_model.m
- Adds model information in bytecode
2014-12-17 09:37:43 +01:00
eecf154cc1
Correction of a bug when "block" option is used without "bytecode" option in the "model" statement: for consecutive blocks that are evaluated, only the first one is in fact evaluated but not the following ones
2014-10-04 12:19:52 +02:00
f4e40dcf83
more explicit warning when dividing by zero in conversion to static model and when reading model #730
2014-10-03 17:04:07 +02:00
7ead968240
Add info to dynamic and static file headers that auxiliary equations may be present
2014-07-17 20:39:59 +02:00
54d353e255
Fix typo in header of DynamicModel.cc
2014-06-02 13:58:29 +02:00
15b44eda25
Merge branch 'master' into ep
2014-05-09 10:02:05 +02:00
75291659ec
putting functions related to extended preprocessor in ExternalFiles.cc
2014-04-24 20:54:38 +02:00
ad42818606
fixing extended-preprocessor C++ API and test case
2014-04-24 14:33:04 +02:00
184b810b65
Fix compilation error introduced in 0983ca78.
2014-04-07 14:21:28 +02:00
0983ca78f7
extended-preprocessor: starting a C interface (not finished)
2014-04-05 15:46:35 +02:00
9c556f709b
Merge pull request #636 from JohannesPfeifer/preprocessor
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Fix comments in header of dynamic and static files
2014-03-17 15:10:31 +01:00
fd323a8217
extended-preprocessor: starting a C interface (not finished)
2014-03-16 18:49:54 +01:00
370df16cfc
Fix comments in header of dynamic and static files
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Columns and rows were confused
2014-03-14 10:21:42 +01:00
b4c3d004ad
Introduce a new abstract class for external function nodes.
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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
96ac2c0fd6
extended-preprocessor: update test example1
2014-02-24 13:33:48 +01:00
f20f2f610a
extended-preprocessor: adding back writing of model local variables (#)
2014-02-24 13:33:48 +01:00
c4846430d9
returning sparse matrix in compressed format
2014-02-24 13:33:48 +01:00
49b34d4c94
write C++ version of model functions without temporary terms
2014-02-24 13:33:48 +01:00
0750bc707b
ms-dsge: change types of output for better packaging
2014-02-24 12:41:02 +01:00
b426f7236c
ms-dsge: create C driver file without statements
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Conflicts:
preprocessor/DynareMain2.cc
preprocessor/ModFile.cc
preprocessor/ModFile.hh
preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
37742463bc
Add line numbers of equations in preprocessor error messages.
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Closes #584
2014-01-27 16:41:43 +01:00
839ae22b1f
Add a warning when some exogenous are not used in the model
2013-11-29 16:03:45 +01:00
ed2f6d62c1
Refactor code for collecting variables appearing in expressions
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- 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
f1a122a654
fix bug introduced by ee812f3881
2013-11-19 13:05:08 +01:00
7abcd5bcb1
preprocessor: bug fix: return oo
2013-11-19 11:56:39 +01:00
aa0af5e556
proprocessor: block code bug fix: M and oo not being passed to solve_two_boundaries
2013-11-19 11:54:00 +01:00
ee812f3881
clang compilation: replace ostringstream array with vector of strings
2013-11-18 12:16:37 +01:00
5dec309bbd
preprocessor: simplify if statement
2013-11-18 12:16:37 +01:00
13bc928b0c
revert change that breaks gcc build
2013-11-05 18:21:12 +01:00
5352fb4d16
preprocessor and matlab mex fixes for clang compilation
2013-11-05 18:04:57 +01:00
27f525e1e4
Always initialize M_.maximum_{endo,exo}_{lead,lag} and M_.params
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Closes #515
2013-11-04 16:02:28 +01:00
2d4a42c01f
missing semicolon
2013-10-29 12:38:28 +01:00
f889760f61
Reactivate and fix the test for the balanced growth path.
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If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).
Closes #506
2013-10-29 18:46:54 +08:00
cc0d9b42f0
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
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
a7eedef031
Add full function header to static and dynamic model files
2013-07-28 11:32:14 +02:00
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
7bbe121769
Possibility of restricting differentiate_forward_vars to some variables
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Closes #351
2013-05-17 16:53:15 +02:00
75b5f1d18a
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
38824dc1e5
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
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
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
c681b5e4ed
Revert spurious preprocessor changes introduced in dfa744f
2013-03-26 16:51:10 +01:00
dfa744fcb3
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
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
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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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
dd0190bba9
Isolate block decomposition code
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This should fix some random crashes of the preprocessor
2012-09-28 18:41:18 +02:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
72b25638e0
preprocessor: handle compilation warnings
2012-06-06 16:30:36 +02:00
008d95935c
Fix bug introduced in 4b86df05
2012-06-05 09:48:03 +02:00
4b86df0581
Preprocessor: remove MATLAB short-circuit operators
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They emit a warning under Octave
2012-06-04 17:18:13 +02:00
c6495dfc9d
first implementation of transform_logpow. It creates too many auxilary
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
629673199e
starting implementation of transformed variables to replace arguments
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of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
28a1cf52cd
Corrects the number of lead and lags of a block
2012-02-17 10:48:28 +01:00
bcc091a58d
Preprocessor: compute temp. terms for 2nd deriv of residuals and jacobian wrt
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params and 1st deriv of hessian wrt to params
2012-01-20 12:07:36 -05:00
5c0a17e9f2
preprocessor: separate dynamic and static functions from their mexfiles
2011-12-23 18:22:41 +01:00
168f5589a4
Fix compilation error in preprocessor
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Error introduced in ca10372607
2011-10-29 12:22:14 +02:00
ca10372607
* Correction of a bug appearing in a block decomposed model when an observable variable are also a state variable
2011-10-28 22:25:05 +02:00
ce9fe30a7a
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
0fbcc7378e
aux vars: update C++ comment to reflect last changes
2011-10-21 16:56:13 +02:00
117996c881
code simplification after commit 9425b36358
2011-10-20 20:40:15 +02:00
9425b36358
fixing problems related to auxiliary variables
2011-10-19 12:47:15 +02:00
99c0508909
Displays an error message when the model contains pound expressions and 'bytecode' or 'block' options are present
2011-10-14 14:35:32 +02:00
739f86945c
Cleans the messages displayed
2011-10-12 14:45:53 +02:00
762f31bafd
preprocessor, auxiliary variables: fixes ordering issue introduced in
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347ab4d0c0
2011-09-28 22:11:44 +02:00
3d1a0c2652
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
426682d632
cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file
2011-08-19 16:59:18 +02:00
dfec70bcfd
correct a bug during the state variables detection
2011-08-11 14:15:51 +02:00
46e0873eef
remove writing of getPowerDeriv M function from block code functions
2011-07-25 10:21:02 +02:00
509cc15191
bug fix: getPowerDeriv not accessible from modfile.m
2011-07-19 14:35:35 +02:00
69ddfadde9
Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree
2011-06-22 11:56:07 +02:00
ae76a8f842
Preprocessor: fix crash when no computational task is required
2011-06-22 11:34:38 +02:00
311102ff6f
- Compute :
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+ the number of static, lag, lead and both variables,
+ the lead_lag_incidence matrix for variables related to previous blocks
+ the index of reordered policy rule
for each block during the preprocessing step
- correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode
- avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for estimated or stochastically simulated models: the cutoff option is set to 0.
2011-06-18 17:53:50 +02:00
80dbd45ac8
external_function: bug fix in writeParamsDerivativesFile, writeDynamicModel and writeStaticMFile
2011-06-10 11:09:43 +02:00
ef38fb951d
updating one comment
2011-05-27 22:09:54 +02:00
075837b2f8
renamed ramsey_policy_discount_factor by optimal_policy_discount_factor because it is also used by discretionary_policy
2011-05-24 16:02:42 +02:00
9ef3a2796c
Preprocessor: use NaN() for initializing vector of parameters
2011-04-27 12:07:13 +02:00
39e396fe12
bug fix: allow use of external functions with model local variables
2011-04-12 16:42:56 +02:00
3e92f41079
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
330b11ba48
code cleanup
2011-03-28 11:34:42 +02:00
161647922c
Implement explicit writing of first order conditions of Ramsey problem (ticket #5 )
2011-03-24 17:17:15 +01:00
31b6c08347
Correct a bug when the model contains deterministic exogenous variables and bytecode option is used.
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Note that stochastic simulations do not work for the moment with block option.
2011-03-18 01:09:20 +01:00
87e4125fa4
put *_params_derivs.m and identification code in conformity with additional steady state argument in *_dynamics.m
2011-03-14 11:40:40 +01:00
55bb27c5f6
new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken.
2011-03-13 17:06:57 +01:00
796af7ee59
Preprocessor: added model local variable definitions to parameter derivative file
2011-03-07 11:59:12 +01:00
12c92ee92e
Preprocessor: fix bug in parameter derivatives file
2011-02-21 12:43:11 +01:00
f4557cb195
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
3ef85c55c3
The derivatives with respect to endogenous variables of the previous blocks are corrected for a block-decomposed model without bytecode option
2011-02-03 17:29:26 +01:00
905036844b
- Adds a "lead_lag_incidence" matrix in each block for the endogenous variables belonging to previous blocks (other_endo)
2011-01-31 17:47:22 +01:00
9c6d65bc0a
Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128 )
2011-01-13 18:08:26 +01:00
1a9d6eece5
fixed bug: end _dynamic and _static and getPowerDeriv functions with "end" tags to comply with commit d8dbc68e84
2010-12-22 09:48:05 +01:00
d8dbc68e84
- The function getPowerDeriv must end with an "end" instruction
2010-12-17 18:54:02 +01:00
35450a292b
extend domain of derivative of x^p to x=0 under certain conditions (see ticket 78)
2010-12-13 17:03:57 +01:00
97664607b2
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
a9b4331a95
Bugfix at order 3 (hopefully was not affecting final results, thanks to Pablo Winant for spotting this):
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- in the 3rd derivatives matrix, among symmetric elements, the first one had
the right values but the following ones were set to zero
- moreover, the k-order DLL was trying to add all the symmetric elements in the
folded tensor, instead of only keeping one value among all the symmetric ones
- hopefully, Ondra's tensor library was (silently) refusing to add symmetric
elements after the first (and right) value had been added
- so the final result was correct
2010-12-06 17:00:46 +01:00
8d79ed5db9
- Adds the derivatives with respect to deterministic exogenous variables
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and corrects the computation of the number of column in the jacobian matrices in a block decomposed model without bytecode
- Identical corrections for models using bytecode without block decomposition
2010-11-25 16:11:12 +01:00
3459e1ffc4
Preprocessor: max lead/lags in the model are no longer affected by lead/lags on parameters ( closes #153 )
2010-11-18 11:21:20 +01:00
1aceb504fd
Check command is now compatible with block and bytecode options
2010-10-27 15:34:48 +02:00
c74ee8e61b
- Store the incidence matrix containing reordered equations and variable in block_structure
2010-10-27 15:30:01 +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
894155be88
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +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
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
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
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
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
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
f1abbe724f
Preprocessor: cosmetic changes related to 'size_t'
2010-06-18 15:48:46 +02:00
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
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
4a23d93199
Preprocessor: changing return order of parameter derivatives to match Marco's code
2010-06-04 09:57:56 +03:00
cfa624f52f
preprocessor: corrected missing initialization of v3 in <fname>_dynamic.c
2010-05-21 11:38:23 +02:00
49bdcef648
Preprocessor: replace non-standard operators 'and'/'or' by '&&'/'||'
2010-04-28 16:03:32 +02:00
19338906ba
Preprocessor: add a check to DynamicModel::toStatic()
2010-04-23 18:32:30 +02:00
4b96b35dad
Preprocessor: changed the prototype of DataTree::AddLocalVariable()
2010-04-23 18:32:14 +02:00
eb4efa59ac
second derivatives of model equations w.r.t. parameters.
2010-03-16 10:15:19 +01:00
b291f4fcf7
small fix to implementation of second derivatives of jacobian w.r.t. parameters
2010-03-15 17:23:55 +01:00
19c4f7426c
second derivatives of jacobian w.r.t. parameters
2010-03-15 16:02:07 +01:00
ad31f7388e
derivative of hessian w.r.t. params.
2010-03-11 16:51:07 +01:00
12c4a52ebc
Add support for external functions
2010-02-23 18:15:18 +01:00
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
b5727e0658
Adds location indications in error message of "bytecode" + minor correction (string passed as &string).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3374 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 16:42:08 +00:00
0efd5b1621
"bytecode" option can be used without "block" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
77897d691e
expectation conditional on a restricted information set
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3367 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-18 22:08:44 +00:00
0011678cb5
Changes by Ferhat:
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* 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
e6f1a53e60
Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3249 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:13:23 +00:00
Houtan Bastani
Michel Juillard
Stéphane Adjemian (Charybdis)
ferhat
Johannes Pfeifer
Sébastien Villemot
Sébastien Villemot
Houtan Bastani
Sébastien Villemot
Michel Juillard
Houtan Bastani
ferhat
houtanb
sebastien