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1554 Commits (74ed99c6cac1df5456f197cea88ca054353c59f1)

Author SHA1 Message Date
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
sebastien 31ed196c44 Various minor changes for compatibility with MS Visual C++ and GCC 4.4 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3105 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-30 16:29:16 +00:00
houtanb c6ae95e084 changed expectation operator from BinaryOpNode to UnaryOpNode 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3102 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-30 05:21:54 +00:00
sebastien ffd9b2d405 preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-29 17:16:10 +00:00
ferhat 0a5a131e3c - Correction in the memory allocation (new - delete used with object) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3076 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 11:26:29 +00:00
stepan 21d58eac91 * Bug fix. 
* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-22 15:56:32 +00:00
sebastien e9ca5705d2 preprocessor: fixed bug in "plot_conditional_forecast" 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3066 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-22 14:42:12 +00:00
sebastien df7bc34379 Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 16:55:31 +00:00
sebastien 6799dc4301 preprocessor: remove unnecessary stuff ("forecast" has not the same rank than "stoch_simul/estimation/osr/ramsey_policy") 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3062 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 16:17:27 +00:00
sebastien aa6ff983a9 AIM solver: 
* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:44:56 +00:00
ferhat e1f17fa9e5 - adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved. 
- corrects some mod files.
- In steady command, get check argument from bytecode dll

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-18 15:18:16 +00:00
sebastien dbc9e0996d * Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast" 
* Reference manual: created a section on forecasting (with "forecast" option), and added the three new statements to that section


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3049 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-16 17:23:57 +00:00
ferhat 3c2d944cfc - use of classes to describe the bytecode tags 
- use static option for bytecode instead of steady_state option

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3048 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-16 16:34:27 +00:00
sebastien dc49fbffdc Preprocessor: 
* new options to "identification" statement: "ar", "useautocorr", "load_ident_files", "prior_mc"
* implement the call to dynare_identification() when "identification" statement is encountered
* new options to "dynare_sensitivity" statement: "ar", "useautocorr", "load_ident_files"
* trigger computation of model derivatives w.r. to parameters when "identification" option of "dynare_sensitivity" statement is used


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3046 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-14 16:16:43 +00:00
sebastien 4bb040a234 Preprocessor: fixed grammar for "mode_file" option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3042 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-13 19:15:21 +00:00
sebastien 80b1e63cdc preprocessor: implement third-order derivatives in USE_DLL mode 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3036 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-12 16:09:16 +00:00
ferhat 4268f2f7a6 topological sort implemented after the block decomposition for dynamic models 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3035 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-09 10:13:14 +00:00
sebastien 9a673167f8 preprocessor: 
* fixed substitution of endogenous with leads >= 2: take into account exogenous with leads in non-linear terms
* fixed substitution of exogenous with leads: take into account other variables with leads in non-linear terms


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3027 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-07 16:34:42 +00:00
sebastien c84df1aace preprocessor: in stochastic mode, create auxiliary variables for exogenous with non-zero lead/lag 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3026 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-07 14:07:13 +00:00
ferhat f7d69ff58c avoid useless iteration in simulation of simple equations 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3025 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-07 09:31:58 +00:00
michel add652918e added possibility to call user defined optimizing routine with mode_compute option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3023 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-06 14:40:49 +00:00
sebastien ed5bad62c3 preprocessor: always trigger creation of *_dynamic.m file when "identification" is present 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3021 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-06 08:56:02 +00:00
houtanb b765264621 fixes global oo_ declaration for steady state operator as discussed on 14 Sep 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3020 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 18:36:07 +00:00
sebastien 522de968d0 preprocessor: reverted useless changes from last commit 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3016 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 17:02:35 +00:00
ferhat ece194b602 The local variables are implemented with byte code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3015 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 16:47:43 +00:00
sebastien 6f55900bb9 preprocessor: always compute the Dynamic hessian when "identification" keyword is present 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3003 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-01 08:03:40 +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
michel 643551ce22 preprocessor: symbol names that are also option names (alpha, beta, ...) are now case consistent 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2991 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-28 19:29:13 +00:00
sebastien 18a5146082 preprocessor, StaticDllModel: removed useless method 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2990 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-28 13:31:00 +00:00
ferhat 033c321b58 restore the mshocks command 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2985 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-25 12:48:09 +00:00
michel 85ed3d346a preprocessor: adding new options for Marlov Switching 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2975 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 13:13:57 +00:00
sebastien edea5b303b Build system: fixes for creation of the tarball 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2968 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 10:15:59 +00:00
sebastien 45acc68b8b Preprocessor: fix for static model with block+bytecode option and model local variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2958 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-23 12:31:00 +00:00
sebastien 254253e097 Build system: fix for FlexLexer.h 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2954 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-21 10:00:47 +00:00
ferhat 4dff75d79c - the "steady_state" function is implemented with the "bytecode" option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2952 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-18 16:34:11 +00:00
sebastien d7f8ec9108 Build system: incorporate FlexLexer.h, so that one can compile on systems without flex 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2942 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-17 16:02:55 +00:00
sebastien 77eb291162 Build system: don't use symlinks under Cygwin, MATLAB doesn't understand them 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2939 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-17 12:06:44 +00:00
sebastien 31aff0e756 Various fixes to build system 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2937 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-17 08:14:44 +00:00
sebastien befed5c49d Create a symbolic link for preprocessor in matlab/ (instead of a plain copy) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2933 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-16 13:50:09 +00:00
sebastien 91a23e0d21 Build system: 
* add support for Doxygen
* the configure script now tells what will be built and what won't


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2925 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-15 16:50:23 +00:00
sebastien 992370edff * Fix the STEADY_STATE operator for LaTeX output 
* Allow the STEADY_STATE operator to work with exogenous/exogenous_det with non zero lead/lag
* Other cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2917 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-11 09:16:52 +00:00
houtanb e08fa1f618 added steady_state operator to preprocessor 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2916 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-10 20:09:16 +00:00
sebastien ddd286863d * Convert the rest of the already existing build system to Automake 
* Add new autoconf macros


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2914 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-10 09:50:58 +00:00
sebastien 88dc668544 Added missing rule for copying preprocessor to matlab/ subdir 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2912 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-09 17:00:43 +00:00
sebastien 9c3c314746 * Rewrite preprocessor build system with automake 
* Use new autoconf macros for flex/bison
* Remove autoconf macro for dynare++


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2911 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-09 16:47:43 +00:00
sebastien 3bf1c45ddf Remove autoconf/automake generated files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2910 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-09 16:44:32 +00:00
sebastien 9571276cc1 Reverted to Unix (LF only) end-of-line convention 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2907 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-09 13:15:02 +00:00
ratto df329354a6 Fixed compilation error with gcc (ver 4.3) on Ubuntu 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2906 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-09 13:01:04 +00:00
sebastien ee49993202 Don't create model subdirectory in block+bytecode mode 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2904 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-08 08:07:07 +00:00
sebastien 7279f0de1b Updated Doxygen configuration file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2903 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-08 08:06:23 +00:00
sebastien 4c38e9147f Added derivatives of dynamic model residuals with respect to parameters 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2902 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-08 08:06:06 +00:00
sebastien 655fa02710 Removed useless stuff 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2901 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-08 08:05:44 +00:00
sebastien dff2144c2c Added error message if bytecode option specified but no bytecode DLL found 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2896 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 16:34:15 +00:00
sebastien 579b5f509e Cleanup "cutoff" and "mfs" options (the former is no longer in options_) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2888 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 10:10:06 +00:00
sebastien b88c5abcba Remove useless "markowitz" data member in DynamicModel and StaticDllModel 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2886 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 09:57:17 +00:00
sebastien 0857db4e79 More cleanups related to obsolete "cutoff" and "markowitz" statements 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2885 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 09:55:15 +00:00
sebastien 71f5e527e6 Remove obsolete "cutoff" and "markowitz" statements 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2884 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 09:50:45 +00:00
ferhat 164eb22f87 - get rid of block and bytcode variable in SimulStatement and StochSimulStatement 
- minimalist version of dynamicmodel when no dynamic model is needed

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2883 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 16:44:15 +00:00
sebastien 74232e9ee5 * Added new option stack_solve_algo to simul 
* Added solve_algo=5 for steady
* Remove obsolete method option of simul
* Added various checks to avoid unimplemented combinations of bytecode/block/solve_algo/stack_solve_algo


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2882 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 16:34:48 +00:00
ferhat 9f45200924 simulate.dll has been replaced by bytecode.dll 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2881 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 14:40:54 +00:00
sebastien 9a1339ad11 Added support for equation tags (thanks to Pablo for providing a patch) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2880 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 14:37:59 +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 1786ba13da - bug fix: block not set to 1 in StaticModel 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2877 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-31 18:56:29 +00:00
michel 1802078154 updating SWZ sbvar code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2875 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-30 19:24:34 +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
michel 797c9747f6 v4: modify MS option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2869 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-25 18:55:01 +00:00
ferhat a5e047df47 - Adding missing files: StaticDllModel.cc and StaticDllModel.hh 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2867 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-25 10:14:49 +00:00
ferhat d32dd99210 - extension of normalization of equations to nonlinear equations 
- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
  mfs = 0 => all variables are considered as feedback variables (default value)
  mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
  mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
  mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-25 09:43:01 +00:00
sebastien 1736b45404 Fixed typo introduced in previous commit 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2860 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-17 15:07:28 +00:00
michel b1809b2403 corrected problems created by new options name conflict with common variable names 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2859 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-17 14:46:08 +00:00
michel a2448f6394 v4: adding preprocessor interface to Sims-Wagonner-Zha code for SBVAR (regular and Markov-Switching). 
This is not yet completely operational.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2855 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-26 17:07:07 +00:00
michel ef26fae773 v4: adding interface for shock decomposition 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2853 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-23 08:31:48 +00:00
ferhat 1d9260251d - sparse_dll option works fine with feedback variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2851 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-21 15:50:12 +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 515be5ad3a Preprocessor: refactor usage of GNU g++ specific features 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2840 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-13 09:13:42 +00:00
sebastien d9aca4bc4e Preprocessor: 
* new ExprNode method for computing set of ModelLocalVariables of an expression
* factorized code with collectEndogenous() and collectExogenous() methods


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2839 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-10 16:42:08 +00:00
ferhat 45c28cadc2 - minor modifications in Reorder_the_recursive_variables prototype 
- no function comment in MinimumFeedbackSet.cc
- writeChaineRuleDerivative in DynamicModel.cc instead of ModelTree.cc


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2836 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-10 15:37:51 +00:00
ferhat d19ccced9a - Complete implementation of feedback variables in dynamic model with sparse option 
- Normalization of linear in endogenous variable equations 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2834 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-10 15:05:09 +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 e8700bc046 Implemented MATLAB part of the block_mfs option to steady. 
(Still need to fix a bug)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2829 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-09 16:35:07 +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 479f3340f7 Preprocessor: various minor changes, including 
* moved some declarations from ExprNode.hh to BlockTriangular.hh to which they conceptually belong
* replaced non standard boolean operators (and, or, not) by standard ones (&&, ||, !)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2812 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-06 10:36:36 +00:00
sebastien 1cde972d91 Preprocessor: changes to code for chain rule derivation 
* fixed a bug in the handling of VariableNode: we now make a copy of the recursive_variables map, instead of modifying that of the caller
* factorized code shared with standard derivation
* various minor cleanups


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2811 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-06 09:34:21 +00:00
sebastien db382f1f6f Changes to the write_latex_{static,dynamic}_model: 
* fixed bug in the dynamic version (was putting time subscripts to parameters)
* changed symbol for multiplication to a space (was a dot)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2802 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-02 14:51:14 +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 1f22698295 trunk preprocessor: various minor changes in MinimumFeedbackSet.{cc,hh} 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2797 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-30 14:43:59 +00:00
sebastien a05fa888b0 trunk preprocessor: M_.NNZDerivatives is now a column vector instead of a matrix 
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 
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 
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: 
* 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) 
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 
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 
* 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 
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 
- 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 
- 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) 
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 
- 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 
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 
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 
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) 
- 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 
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 
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 
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: 
* 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 
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: 
* 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 
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 
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: 
* 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 
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 
* 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: 
* 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() 
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 
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 
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 
* 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)) 
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. 
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: 
* 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 
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: 
* 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 
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: 
* 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 
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) 
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) 
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: 
* 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) 
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 
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 
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: 
* 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 
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) 
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) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2572 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 10:07:37 +00:00
sebastien 695a638f09 trunk: fixed bug with USE_DLL (stoch_simul was calling stoch_simul_sparse, because of wrong handling of options_.model_mode) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2571 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 10:02:45 +00:00
sebastien 5ee346e4fd trunk: {load,save}_params_and_steady_state now use a text file for communicating (instead of a MAT-file) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2517 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-24 16:29:58 +00:00
ferhat a5a4c36ac0 Minor corrections on multiprocessing in simulate 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2464 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-13 17:59:45 +00:00
sebastien 433d3c9d13 trunk preprocessor: removed underscore in Model_Graph.{cc,hh} 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2460 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-13 13:48:30 +00:00
sebastien 3586f4b3bd trunk preprocessor: removed the include/ directory 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2459 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-13 13:39:31 +00:00
ferhat b6636fc799 modifications in sparse options to support the new variable indexation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2458 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-13 13:33:09 +00:00
sebastien b502d94145 trunk preprocessor: simplified build system (only one Makefile now) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2455 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-12 11:02:56 +00:00
sebastien a3485ac69a trunk preprocessor: added new "change_type" command 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2452 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-11 11:43:18 +00:00
sebastien 35d2231010 trunk preprocessor: fix compatibility issues with Bison 2.4 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2442 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-27 14:29:08 +00:00
sebastien 4005d25f25 trunk preprocessor: 
* reorganized symbol table so that internally symbols have a unique integer ID (as a result, sparse code is temporarily in a broken state)
* rewritten from scratch ModFile::evalAllExpressions()
* {load,save}_params_and_steady_state moved to NumericalInitialization.{cc,hh}
* fixed bug related to endval block


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2441 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-27 12:19:25 +00:00
sebastien 8e75f758e6 trunk: allow the possibility of modifying Matlab matrices which have been earlier used in initval/endval 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2437 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-26 10:46:54 +00:00
sebastien 596d2a801d trunk preprocessor: fixed a memory management bug related to the filename being parsed 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2412 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-12 13:38:01 +00:00
sebastien 449baffb0a trunk preprocessor/macro: allow empty arrays, and iteration over them in @#for loops (empty array can only be constructed through set difference for the moment) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2401 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-06 15:47:26 +00:00
sebastien d4e10fdaa5 trunk preprocessor: fixed bug in the macro-processor, when the body of a @#for loop is empty 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2399 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-05 15:54:09 +00:00
sebastien de5ed16ef1 trunk preprocessor: cosmetic change to Bison file, for consistency with other options 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2398 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-05 15:07:49 +00:00
sebastien 7cb97d5ac0 trunk preprocessor: allow one line comments behind @#else 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2396 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-04 23:42:48 +00:00
sebastien 783b1adfb6 trunk preprocessor: allow one line comments behind @#endif and @#endfor 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2394 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-04 23:24:16 +00:00
michel 5f148e90f4 adding PLOT_PRIORS option, no plotting is the new default 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2391 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-03 14:10:16 +00:00
ferhat 851b5896c0 correction of the constants returned by functions ReadNum and ReadAlpha in the SimpleEleme virtual class 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2384 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-30 11:04:21 +00:00
michel 44a9cd73b8 added expression_or_empty token 
re-authorized empty expression between commas in estimated_parameters statements


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2374 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-25 09:50:21 +00:00
ferhat 56c0af0b7e Find the temporary terms even in local model variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2373 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-23 14:09:24 +00:00
sebastien 723b260f9f trunk preprocessor: automatic reindentation of all code with emacs 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2372 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-23 10:59:37 +00:00
sebastien e98844dc61 trunk preprocessor: allow arbitrary expressions (and not just constants) in estimated_params, estimated_params_init and estimated_params_bounds blocks 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2368 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-22 15:05:38 +00:00
sebastien 50985b004e trunk preprocessor: fixed bug with estimated_params_init and estimated_params_bounds in conjunction with correlation of endogenous variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2366 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-22 10:10:39 +00:00
sebastien 2495aca72a trunk: 
* updated copyright headers of all files modified since January 1st: the copyright notice now encompasses 2009
* fixed various other copyright header issues


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2364 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-21 14:39:24 +00:00
sebastien c6761f79dd trunk preprocessor: added option to remove @#line statements in output of macro-processor 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2361 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-21 13:45:44 +00:00
sebastien 8acb8f98e4 trunk preprocessor: no longer impose that extension be .dyn or .mod 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2360 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-21 12:08:11 +00:00
sebastien bc384c2f5f trunk preprocessor: removed unused header file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2359 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-21 11:37:02 +00:00
ferhat 4fe7e3e155 - SymbolGaussElim.cc is discarded from the preprocessor (all simulations are now implemented in simulate) 
- Correction in model_info.m

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2358 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-20 22:04:37 +00:00
ferhat b18d8ae275 - forgotten files in the previous upload: MatlabFile.cc and MatlabFile.hh 
- temporary terms computed just before the equation where they appeared => important for "evaluated blocks" where temporary terms depend on endogenous computed in the block

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2351 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-02 13:00:43 +00:00
ferhat a0bbe27b95 Load_params_and_steady_state is now a dynare command -> needed to normalize the equations. 
-> MatlabFile.cc and MatlabFile.hh are added to dynare in order to read the Mat-File

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2349 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-31 19:29:17 +00:00
ferhat 487afce68d - corrections of few bugs in local model variable with sparse option 
- simplifications of model blocks management in Modeltree
- corrections of the temporary variables management with sparse option

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2341 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-24 15:49:01 +00:00
ferhat 5eead4dfa9 - corrections of bugs in exprnode and with solve_two_boundaries_simple type 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2333 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-19 16:24:22 +00:00
ferhat 29ca49f885 - Correction of several bugs in sparse_dll 
- Pound expressions accepted with sparse option


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2329 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-19 10:24:31 +00:00
sebastien ace3002b72 trunk: added options_ structure to *_results.mat file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2318 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-18 11:14:05 +00:00
sebastien dd79043bb2 trunk preprocessor: fixed bug with optim options 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2317 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-15 15:45:54 +00:00
sebastien e8918e7ab0 trunk preprocessor: 
* added "onlymacro" option
* added the possibility to specify macro output file with "savemacro=..."


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2316 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-15 14:39:36 +00:00
michel ee5e86f91e corrected typo in preprocessing of exo_det_names 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2314 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 16:36:28 +00:00
sebastien 299e68470d trunk preprocessor/macro: report the location of @#for or @#if statement when not matched by an @#endfor or an @#endif 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2304 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-09 16:13:03 +00:00
sebastien 6017007f4f trunk: fixed dsample command (was broken until now) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2301 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-08 16:19:59 +00:00
sebastien 34bfaeb3ab trunk preprocessor/macro: added new 'in' operator for testing membership of an array 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2300 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-08 15:13:08 +00:00
sebastien 6c0480d7f2 trunk: fixed bug in operator precedence in macro-processor (+ and - had highest precedence than * and /, colon (:) precedence was too high) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2298 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-08 14:42:43 +00:00
sebastien 2134146033 trunk: 
* removed obsolete global variables "endval_" and "rplottype_"
* removed duplicate initialization of options_.replic


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2295 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-05 15:34:26 +00:00
sebastien 824c5764e3 trunk: only execute the 'rmpath basename' in Sparse mode 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2294 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-05 11:27:28 +00:00
sebastien 4cfcc6f5c1 trunk preprocessor: save M_ in the _results.mat file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2292 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-05 11:24:57 +00:00
sebastien 84ce321048 trunk: added a warning if dr_algo=0 is specified, and an error if dr_algo=1 is specified 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2290 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-05 11:19:30 +00:00
ferhat 26ae037863 - factorization of simulation methods for static m-file 
- correction of bugs in resid.m

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2280 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-02 21:29:43 +00:00
sebastien 0a50d6033d trunk preprocessor: removed obsolete global variables 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2272 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-25 14:40:51 +00:00
sebastien ad9ac0a311 trunk preprocessor: compilation fix for Linux/Unix systems 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2270 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-24 10:55:37 +00:00
ferhat 23de7b250a - factorization of simulation methods in dynamic m-file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2266 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-21 17:40:52 +00:00
sebastien 5fe4ebb670 trunk preprocessor: added missing headers in IncidenceMatrix.cc (otherwise fails to compile with gcc 4.3) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2259 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-17 09:10:38 +00:00
ferhat 0b0f0704c4 Correction of few bugs in IncidenceMatrix, BlockTriangular and ModelTree 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2258 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-16 18:02:52 +00:00
ferhat af27f63392 - separated file for the IncidenceMatrix class 
- List of incidence matrix handled with a map instead of a chained list

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2257 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-14 20:12:59 +00:00
ferhat f904a1a19d - new Incidence_Matrix class 
- lead and lag on exogenous variables
- corrections in dr1_sparse and dr11_sparse
- minor corrections in simulate

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2255 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-14 16:07:47 +00:00
sebastien b65e92c11d trunk: 
* fixed displaying of subtitles when HP filter is present
* fail if HP filter required on empirical simulations (not yet implemented)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2237 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-04 11:00:54 +00:00
sebastien 0601e50341 trunk preprocessor: fail if order > 1 given for ramsey_policy 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2236 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-04 10:52:06 +00:00
sebastien e0fecf369e trunk: fixed preprocessor crash when there is an unexpected end of file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2234 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-04 09:14:58 +00:00
sebastien 6a3b09c2b4 trunk preprocessor: fixed bug when both "simul" and "periods" options are given to stoch_simul 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2232 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-03 16:35:40 +00:00
sebastien 8bbc105fba trunk preprocessor: for better compliance with C standard: 
* replaced all occurrences of "exit(-1)" by "exit(EXIT_FAILURE)"
* return EXIT_SUCCESS at the end of main()


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2229 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-29 15:33:16 +00:00
sebastien 23b2ac039c trunk preprocessor: 
* added "notmpterms" to usage notice
* fail when unknown option is given


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2227 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-29 15:19:56 +00:00
sebastien 342f32b59c trunk preprocessor: added option "notmpterms" to dynare command, for disabling temporary terms in static and dynamic files 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2226 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-29 15:10:51 +00:00
ferhat 7c6ed357b6 Bugs correction in check command with sparse option in model command 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2196 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-24 16:35:06 +00:00
sebastien 3594aebd43 trunk preprocessor/ModelTree.cc: 
* fixed compilation problem related to temporary integer
* removed unused variable


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2179 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-19 16:21:05 +00:00
ferhat f59bba3ddc - Adding SOLVE_FORWARD_COMPLETE and SOLVE_BACKWARD_COMPLETE simulation type for sparse model option 
- Adding dyn2vec at the end of a deterministic simulation with sparse or sparse_dll option

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2178 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-19 15:44:08 +00:00
sebastien d46c423c6e trunk preprocessor: removed LCC_COMPILER and GCC_COMPILER options of SPARSE_DLL mode 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2177 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-17 17:21:22 +00:00
sebastien 58358122da trunk preprocessor: added some comments 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2176 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-17 17:15:23 +00:00
ferhat 8aab45ce5d Suppress the addpath command before the call to Bicgstab 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2174 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-17 15:30:47 +00:00
sebastien ebb0095360 trunk preprocessor: allow zero equation if standalone BVAR estimation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2170 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-17 12:52:08 +00:00
sebastien d1e5b0d4b8 trunk preprocessor: added error message if model local variable (pound sign expression) used outside model scope 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2168 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-17 12:22:35 +00:00
sebastien 59fad3df56 trunk preprocessor: removed unused recursive variable type 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2167 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-17 11:54:35 +00:00
sebastien cc64a40ac7 trunk preprocessor: renamed "Type" to "SymbolType" for the sake of clarity 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2166 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-17 10:20:19 +00:00
sebastien 21914feb4f trunk preprocessor: 
* added some comments
* created enumerations for block type and block simulation type


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2165 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-17 10:11:54 +00:00
sebastien 61e307d737 trunk preprocessor: 
* forbid lead/lag on model local variables (constructed with pound sign)
* forbid unknown function names in model block
* code simplication


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2147 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-13 16:44:20 +00:00
sebastien 73c513802f trunk: 
* DynareBison.yy: use "filename" rule for initval_file, dynasave, dynatype and datafile option
* DynareBison.yy: removed some spurious syntaxes for dynatype and dynasave
* ComputingTasks.cc: bugfix for dynatype
* cosmetic changes to dynatype.m and dynasave.m


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2145 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-13 16:06:07 +00:00
michel 6ea5d0b9d5 Fix parentheses error in corr expression in shocks block 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2130 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-02 08:05:11 +00:00
sebastien 74fb2cb05f trunk preprocessor: 
* fail if no. of equations is different from no. of endogenous (unless ramsey_policy is used)
* more fields in the ModFileStructure class
* cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2121 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-29 10:16:13 +00:00
sebastien 2af294a5e6 trunk: removed remnants of dr_algo option 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2118 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-26 16:49:51 +00:00
sebastien 26adb11ae0 trunk: renamed sec2hms.m to dynsec2hms.m (name collision with Matlab package) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2116 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-26 16:26:21 +00:00
sebastien 919c2af259 trunk: 
* added back model_comparison logic
* added QUOTED_STRING token in lexer
* added filename rule in parser (filename is NAME or QUOTED_STRING)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2115 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-26 16:24:13 +00:00
sebastien a03af050af undoing r2110 and r2111 changesets 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2112 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-25 12:29:35 +00:00
adjemian 20bc1b1401 v4.1: Added Model comparison. Not yet ready but can be used. The preprocessor, surprisingly, seems to sort the compared models (listed after the model_comparison command) by decreasing order of the model names (including path and extension). 
TODO: 
+ Add an option to define the benchmark model (bayes ratio).
+ Add comparison to estimated BVAR models.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2110 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-24 21:52:11 +00:00
michel 5d9f0670c2 changed name of function called for normcdf 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2091 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-22 18:58:04 +00:00
sebastien 30ffa48eec trunk: merge r2076 changeset from 4.0 branch 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2077 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-15 13:40:02 +00:00
michel ec53cae4d0 bugs correction for exo_det 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2067 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-14 16:36:58 +00:00
sebastien 80c86e23ed v4.1 preprocessor: 
* refactored code for the standard normcdf()
* cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2035 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-04 08:10:42 +00:00
michel 3d2b9c7e7b added short cut for standardized cummulative normal distribution 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2030 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-04 01:01:36 +00:00
sebastien 53aa9ce545 v4 preprocessor: allow option "order" in "estimation" statement 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2021 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 16:15:15 +00:00
ferhat 6a3d20452b Minor corrections: 
- Bug in check.m with model without sparse options
- Display in simulate.dll
- "Model_InfoStatement" renamed "Model_InfoStatement" in ComputingTasks

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2010 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-29 12:31:25 +00:00
ferhat 3f047dab9c - Bugs and memory leak correction 
- implementation of model_info command

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2007 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-28 13:20:34 +00:00
michel 662cdea02d add an upper bound to loops in VariableTable::computeDynJacobianCols() 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1997 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-25 19:57:21 +00:00
sebastien 2a7ee3d056 v4 preprocessor: 
* DynareBison.yy: added missing declaration of MODEL_INFO as a token
* various cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1995 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-25 16:45:39 +00:00
ferhat 3bcff08e87 - Bugs corrections in deterministic simulation with sparse option 
- Check allowed with sparse option
- New command "MODEL_INFO" providing informations about the block structure of the model
- Memory leak corrections

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1993 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-25 15:06:36 +00:00
sebastien ba45419c70 v4 preprocessor: 
* fixed bug related to column numbering of exogenous variables in dynamic jacobian
* gave more explicit names to some methods in VariableTable, and other cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1990 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-24 10:54:20 +00:00
sebastien c5069d1896 v4 preprocessor: removed unnecessary round() before call to sec2hms() 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1989 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-24 10:41:46 +00:00
sebastien b61c9e6a69 v4 matlab: 
* added preprocessor support for inverse gamma of type 2
* added support for this distribution in prior_bounds.m and rndprior.m
* other cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1983 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-05 10:48:04 +00:00
michel 59ad1a9c54 added diffuse_filter option 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1916 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 09:33:58 +00:00
sebastien 5ef425857a v4 preprocessor mex: various minor fixed to ensure correct compilation under g++ 4.3 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1906 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-28 11:20:45 +00:00
sebastien e08cad8265 v4: merged Octave branch into trunk 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-24 18:20:48 +00:00
sebastien 06d886b370 v4 preprocessor: use GNU make's standard variables names and default values for g++ (CXX) and ar (AR) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1885 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-19 16:39:23 +00:00
sebastien 120d412152 v4: dropped Scilab support 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1878 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-16 16:33:28 +00:00
sebastien 75fb140b5c v4 matlab+preprocessor: 
* removed global variables from "static" and "dynamic" files (in standard and USE_DLL modes only)
* added extra arguments when those functions are called from M-files


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1859 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-06 14:01:02 +00:00
michel ffc6c8fdef v4: fixed bugs for dynasave 
updated dynare_m.exe

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1819 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-02 13:54:59 +00:00
michel 1fc2c7a9f1 v4: added forecast, updated dynare_m.exe 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1812 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-01 12:04:48 +00:00
sebastien f120c49dde v4 preprocessor: removed unused bits of code 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1811 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-29 15:15:35 +00:00
sebastien 7eb6fa3ed1 v4 preprocessor: fixed bug with "order" option 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1809 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-24 10:55:26 +00:00
michel 0c45802387 v4: added trans_ident option for GSA 
updated matlab/dynare_m.exe

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1807 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-20 05:56:21 +00:00
michel f4eda9e12f v4 preprocessor: added mode_file to dynare_sensitivity options 
corrected threshold_redform option
                 threshold_redform option accepts float and (-)Inf
                 split value (puts NaN for no value) and value1 (doesn't accept no value)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1803 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 20:22:42 +00:00
sebastien 9f8deb4fdd v4 preprocessor/macro: added a difference operator on macro arrays 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1799 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 09:19:01 +00:00
sebastien fcc7233a37 v4 preprocessor: 
* fixed bug in InitValFile statement (typo in Matlab option name)
* various cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1798 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 09:17:15 +00:00
michel 74fb4a04c5 v4: fixing initvalf 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1795 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 07:22:10 +00:00
michel 9330ff1786 v4 preprocessor: added some estimation options for dynare_sensitivity 
updated matlab/dynare_m.exe

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1794 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-13 12:58:44 +00:00
michel 40a049c359 v4 preprocessor: corrected bug with initval_file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1793 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-11 19:24:19 +00:00
michel 48166a9c96 v4 preprocessor: added syntax (:) for all variables in 
option_lists
                 updated matlab/dynare_m.exe


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1792 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-11 14:41:52 +00:00
sebastien 39f4ef9d90 v4 preprocessor/macro: changed escape character one more time. 
New syntax:
* directives: @#include "filename.mod"
* expressions to be substituted: @{expr}


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1788 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-10 08:16:54 +00:00
michel 2d4403b2ae v4 preprocessor: corrected bugs in GSA options 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1787 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-10 08:04:43 +00:00
sebastien 9edf0b7dc8 v4 preprocessor: fixed bug with C-style comments, i.e. of the form /* ... */ 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1786 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-08 15:14:08 +00:00
sebastien f68dba509d v4 preprocessor: 
* renamed TmpSymbolTable to SymbolList (with some clean up by the way)
* removed unused mechanism of alternative variable names in tmp_var_list
* OptionsList: fixed memory leak and bug in clear()


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1785 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-07 13:14:40 +00:00
michel 1618d9533f v4 preprocessor: added provision for local options; used by dynare_sensitivity.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1784 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-05 10:52:58 +00:00
michel 1867caa5b0 v4 preprocessor: adding list of strings as option type 
added some options for GSA

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1781 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-04 18:40:20 +00:00
sebastien 21d00c14bb v4 preprocessor/macro: changed the macro processor escape character from @ to $ 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1780 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-04 14:57:01 +00:00
sebastien dc57439e43 v4 matlab+preprocessor: allow syntax of homotopy_setup without initial value 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1779 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-03 16:22:52 +00:00
sebastien 1e6b15f042 v4 preprocessor: rewrote ExprNode::collectEndogenous() 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1778 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-03 14:47:39 +00:00
sebastien efed83f793 v4 preprocessor: catch evaluation error in ModelTree::evaluateJacobian to avoid abrupt program exiting 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1776 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-02 15:18:51 +00:00
sebastien 694496ee14 v4 preprocessor: removed irrelevant error messages in ExprNode evaluation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1775 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-02 15:08:44 +00:00
sebastien c72e6ff02e v4 matlab+preprocessor: fix display of preprocessor error message (was truncated by Matlab if too long) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1774 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-02 15:01:52 +00:00
sebastien 34d0ecfdb4 v4 preprocessor/macro: bugfix related to nested @for and @if structures 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1770 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-02 07:40:09 +00:00
sebastien 367948e4db v4 matlab+preprocessor: the three homotopy modes should now work 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1769 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-31 16:19:16 +00:00
sebastien b2238b80e7 v4 preprocessor/macro: minor fix 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1753 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-28 17:45:40 +00:00
sebastien 8e4374ad10 v4 preprocessor: another minor tweak 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1752 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-28 17:38:10 +00:00
sebastien b155cb56ba v4 preprocessor: minor improvement related to debugging of scanning & parsing 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1751 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-28 17:21:45 +00:00
sebastien 5a4d0eb4ec v4 preprocessor/macro: a double at-sign (@@) can be used to output a single at-sign (@); useful for Matlab function handles 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1747 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-28 11:10:28 +00:00
sebastien c239ae9ef3 v4 preprocessor/macro: 
* added @if/@then/@else
* added @echo and @error


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1738 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-07 15:58:35 +00:00
sebastien 98f9619003 v4 preprocessor/macro: added @for loops 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1724 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-29 16:21:01 +00:00
sebastien efeeb01b33 v4 preprocessor: fixed memory management error 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1723 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-29 16:20:19 +00:00
sebastien c43a8d6bdf v4 preprocessor/macro: cosmetic changes in the stack used for nested includes 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1720 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-22 14:03:46 +00:00
sebastien 2af63803e8 v4 preprocessor/macro: added various checks and error messages 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1719 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-22 12:03:38 +00:00
michel d54aed35ce preprocessor: mod_file_struct.option_order must be the LARGEST stated in the *.mod file, not the last one 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1717 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-20 13:36:17 +00:00
sebastien 27f7c4834e v4 preprocessor/macro: 
* added integer ranges
* added Doxygen documents for MacroValue and its subclass
* fixed string delimiter in macro language (it's double quote and not single)
* fixed problem with line count in presence of macro directives


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1714 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-20 09:56:47 +00:00
sebastien dba0205e1c v4 preprocessor mex/sources/simulate: replaced C headers by their C++ counterpart 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1712 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-19 14:35:59 +00:00
sebastien 666f93aa77 v4 preprocessor/macro: added handling of arrays 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1711 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-19 14:24:40 +00:00
sebastien 0dd30038cb v4 preprocessor/macro: added preliminary handling of expressions and @define 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1707 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-15 17:31:40 +00:00
sebastien adb44d4ade v4 preprocessor: fixed minor issues with operators precedence 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1706 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-15 17:31:00 +00:00
sebastien 083cae4c84 v4 preprocessor: also open included files in binary mode 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1701 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-08 17:55:37 +00:00
michel c30f1ab5bc preprocessor: opening file in binary mode solves mysterious bug with CR LF terminated lines under Cygwin 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1700 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-08 17:42:09 +00:00
sebastien 0eca1351d9 v4 preprocessor: ignore Ctrl-M in macro-processor 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1699 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-08 13:10:10 +00:00
sebastien 567a518b4a v4 preprocessor: fixed minor memory leak 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1698 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-08 11:34:10 +00:00
michel b6632e894f adapted Makefile for cross compiling 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1696 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-07 21:20:49 +00:00
adjemian 4bda21d4db Bug correction. Initialization of deterministic simulations was buggy when we start from an arbitrary initial condition (ie when steady is not used after initval). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1695 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-07 10:50:31 +00:00
michel c296d7d895 preprocessor: stoch_simul must return info for loops 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1693 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-05 11:17:01 +00:00
michel ba0b58dfab v4: changing name of preprocessor directory 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1686 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-03 10:28:36 +00:00