Commit Graph

56 Commits (74ed99c6cac1df5456f197cea88ca054353c59f1)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 6c0ab379ad Fixed code indentation. 2017-06-14 07:01:31 +02:00
Houtan Bastani defe06d513 preprocessor: create two different static and dynamic files with the option jsonprintderivdetail. #1387 2017-03-03 14:42:37 +01:00
Houtan Bastani 5063020c5d Merge branch 'master' into json 2017-03-03 14:42:25 +01:00
Houtan Bastani 2d25858886 preprocessor: fix bug that caused temporary terms not to be printed for the parameter derivatives of the static model. closes #1397 2017-03-01 12:20:55 +01:00
Houtan Bastani 5e5a9e3b9a preprocessor: JSON output aesthetic fixes, support planner objective. #1387 2017-02-27 15:40:34 +01:00
Houtan Bastani a4171ad4ab preprocessor: output JSON after different steps, write static, dynamic, params derivs files in JSON. #1387 2017-02-24 17:43:22 +01:00
Houtan Bastani 7680749130 preprocessor: issue error when exogenous included in planner_objective. closes #1264 2016-08-12 11:50:57 +02:00
Houtan Bastani 6b7a77d5a9 preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187 2016-05-18 12:26:19 +02:00
Houtan Bastani 42895ce32c Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
This reverts commit 6192a6a776.
2016-05-18 10:33:45 +02:00
Houtan Bastani 6192a6a776 preprocessor: add params_derivs_order to identification and sensitivity. #1187 2016-05-17 17:18:16 +02:00
Houtan Bastani 9d26ab46e9 preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187 2016-05-12 12:02:34 +02:00
Houtan Bastani 25121bca4f fix copyright dates 2016-05-04 16:05:31 +02:00
Michel Juillard 1628f01fdb fixing problems with Ramsey policy and auxiliary variables 2016-04-04 17:11:03 +02:00
Houtan Bastani bba553ff32 modify *_set_auxiliary_variables to work in julia 2015-08-17 15:36:18 +02:00
Houtan Bastani c22cc15655 write static param derivs file 2015-07-28 12:29:42 +02:00
Houtan Bastani be464bb431 clean up writing of static model 2015-07-27 15:59:13 +02:00
Houtan Bastani b81035a6f3 write static model 2015-07-27 15:33:38 +02:00
Michel Juillard 2fcb379b92 adding 3rd order derivatives to Static Model for evaluation of Ramsey
policy computed at order = 2
2013-12-11 19:24:29 +01:00
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Sébastien Villemot b77642d3a9 Remove unused stuff 2012-11-29 18:08:53 +01:00
Sébastien Villemot 8c83135c0f Add derivatives of static model w.r.t. parameters
The new file is <FILENAME>_static_params_derives.m

Closes: #160
2012-11-29 18:07:48 +01:00
Sébastien Villemot 3f384cc4d1 Preprocessor: minor fix for internal doc 2011-12-28 11:47:49 +01:00
Houtan Bastani 426682d632 cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file 2011-08-19 16:59:18 +02:00
Houtan Bastani 7357a23114 output mex file for static model (closes #183) 2011-08-19 16:57:27 +02:00
Michel Juillard f5e453343f adding creation of <fname>_set_auxiliary_variables.m containing recursive definition of auxiliary variables 2011-07-24 20:56:30 +02:00
Sébastien Villemot 69ddfadde9 Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree 2011-06-22 11:56:07 +02:00
Ferhat Mihoubi 311102ff6f - Compute :
+ 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
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot f4557cb195 Reindentation of the preprocessor 2011-02-04 16:25:38 +01:00
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
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 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
Houtan Bastani 12c4a52ebc Add support for external functions 2010-02-23 18:15:18 +01:00
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
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 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
sebastien 97cb944831 preprocessor:
* In stochastic mode, now transforms the model by removing leads and lags greater or equal to 2 (creating auxiliary variables and equations in the process)
* Information about these variables is in structure M_.aux_vars
* Automatically add the necessary initialization for auxiliary vars after the initval block or load_params_and_steady_state


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3002 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 15:10:31 +00:00
sebastien a56de57637 Various cleanups related to new options "bytecode" and "block"
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2879 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 13:36:56 +00:00
ferhat ed6cda0ca1 New options for block decomposition and bytecode (see http://www.dynare.org/DynareWiki/ByteCode):
- the options "sparse_dll" and "sparse" are no more available. They are replaced by combinations of block (for block decomposition) and bytecode (for model stored in a binary file)
- markowitz is now an option of simul and steady commands


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2873 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-29 15:04:11 +00:00
sebastien a52d38c856 Preprocessor: handle model local variables in blocks_mfs mode of steady command
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2841 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-13 13:44:46 +00:00
sebastien 4ba6a505db Preprocessor: bugfixes to block_mfs option of steady
* sort recursive variables in topological order in the _static.m file
* collectEndogenous() returs type specific IDs, not symb_id!


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2833 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 14:22:40 +00:00
sebastien 5495f0c6c0 Preprocessor, static model handling: added code to output M-file when in block+MFS mode
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2820 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-07 15:58:17 +00:00
sebastien b0f252c2f4 Some restructurings in the preprocessor:
* StaticModel: dropped creation of C file in USE_DLL mode
* StaticModel: added computation of derivatives for block MFS mode
* DynamicModel: catch error codes of mkdir()
* ModelTree: moved "mode" member variable to DynamicModel
* ModFile::writeOutput(): moved manipulations relative to dynamic model file to DynamicModel


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2818 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-07 14:20:48 +00:00
sebastien 62f6368a19 trunk preprocessor: added new option "block_mfs" to "steady"
* normalizes the static model
* computes its block decomposition, using topological order
* for each block, computes minimum feedback set of variables
* at this stage, only produces text output (no change in the computation of steady state)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2798 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 15:07:09 +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
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 6a4a414a3b trunk preprocessor:
* 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