d7d2e4fde3
preprocessor: fix bug introduced in 4255be00b8. Normcdf is not supported by MSVC
2016-10-14 13:59:36 +02:00
4255be00b8
preprocessor: allow acosh, asinh, atanh, normcdf for MSVC 11.0 or later
2016-10-14 13:44:21 +02:00
accd70a4c7
preprocessor: add support for MinGW. #1226
2016-10-14 11:25:23 +02:00
bfe182f464
build system: make cp thread safe
2016-10-14 10:57:49 +02:00
dbec97c447
preprocessor: fix warning in parsing
2016-10-07 14:41:33 +02:00
209f1b4a7c
Allow first_obs and nobs as options of shock_decomposition
2016-10-06 14:20:04 +02:00
f553f893c6
Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands
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- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
2016-10-02 10:51:47 +02:00
4b3c98d953
preprocessor: add keep_kalman_algo_if_singularity_is_detected option to estimation. #1294
2016-09-30 14:31:13 +02:00
c6f4af8894
preprocessor: add nograph option to shock_decomposition. closes #1290
2016-09-23 17:44:36 +02:00
804d31e8af
preprocessor: allow shock group names to contain spaces. closes #1280
2016-09-14 14:10:00 +02:00
d74550e050
preprocessor: simplify code
2016-09-06 14:59:31 +02:00
833f8c7845
preprocessor: fix bug in conditional_forecast_paths where the shocked endogenous variable id was provided as symb_id instead of type specific symb_id. #1276
2016-09-06 14:58:25 +02:00
e31f0a8d0f
macroprocessor: stop with error when division by zero is encountered. closes #1278
2016-09-05 17:36:40 +02:00
f0909834c0
preprocessor: external_function: add comma to function output args
2016-08-25 15:35:32 +02:00
077b725a52
Correct comment in _dynamic files that misstated columns of derivative matrices
2016-08-22 19:24:35 +02:00
6a6ccfa966
Merge pull request #1257 from JohannesPfeifer/conf_sig
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Conf sig
2016-08-21 16:14:28 +02:00
7680749130
preprocessor: issue error when exogenous included in planner_objective. closes #1264
2016-08-12 11:50:57 +02:00
3695bf4695
preprocessor: Return equation numbers/tags in error message when linear model contains nonzero hessian entries. #419
2016-07-27 15:01:54 -04:00
7695031e77
preprocessor: check linear model hessian = 0. closes #419
2016-07-25 13:43:34 -04:00
816b5bb884
Revert "preprocessor: remove maxit, tolf from osr. #1249"
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This reverts commit 86bc3bd435
2016-07-21 11:04:04 -04:00
86bc3bd435
preprocessor: remove maxit, tolf from osr. #1249
2016-07-21 09:46:08 -04:00
ed549d3ba7
preprocessor: add tolx to perfect_foresight_solver
2016-07-21 09:40:19 -04:00
8446e6bc14
preprocessor: add tolf to perfect_foresight_solver and steady. #1249
2016-07-20 10:57:06 -04:00
e5b851d175
preprocessor: remove extraneous token
2016-07-20 10:43:13 -04:00
dcff4b57a9
adding missing initializations
2016-07-15 17:43:58 +02:00
ad4d77853d
preprocessor: rework conf_sig option
2016-07-04 17:34:44 +02:00
581198741f
Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
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This reverts commit b0e7f1cfd7
2016-06-24 17:38:54 +02:00
b0e7f1cfd7
Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
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This reverts commit 7a29f50d99
2016-06-23 15:59:35 +02:00
7a29f50d99
preprocessor: allow for partitioning of variables along multiple dimensions
2016-06-23 15:36:42 +02:00
5d1162d229
fixed bug in writeCCOutput
2016-06-18 11:21:42 +02:00
1c420e6056
Allow for parameter_set=mle_mode in shock_decomposition
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Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
d86e78ab01
Fixed dynamic model (julia output)
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The number of columns in the Jacobian matrix is the number of endogenous
variables appearing at time t-1, t and t+1 plus the number of exogenous
variables.
2016-06-14 11:21:23 +02:00
9ca893ca1d
Added routines for steady state computation (julia).
2016-06-14 11:21:23 +02:00
ea4ec224e1
preprocessor: add all_values_required option to histval. closes #261
2016-06-02 12:57:11 +02:00
15f83d0e18
Added new option for setting weights in CPF algorithm.
2016-06-01 16:29:53 +02:00
90a493ac98
preprocessor: fix bug in writing of temporary terms. closes #1201
2016-06-01 15:29:10 +02:00
13ca15a278
Allow (S)EP with arbitrary sequence of innovations.
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The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
b60bd7b36b
Removed globals from extended_path routine.
2016-05-24 17:28:24 +02:00
53747cb082
Fixed lmmcp option.
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This option may be used in extended_path and perfect_foresight_solver commands.
2016-05-24 17:26:06 +02:00
8b084595e2
Added solve_algo as an option for perfect_foresight_solver.
2016-05-24 17:26:06 +02:00
4658d81740
Add pointer to user written steady state routine.
2016-05-23 13:48:19 +02:00
9c1739520b
Bug fix in assert (Julia output)
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Same as 4b830d29ed2d230908a1a5ec1c7badd29c7dc86a but for static model.
2016-05-23 13:48:19 +02:00
0398832e4f
Assign parameter values in main julia module.
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See PR #1102 by spencerlyon2.
Added support for filling in the model.params Vector.
2016-05-23 13:48:19 +02:00
cf9883ef61
Bug fix in assert (Julia output).
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See PR #1102 by spencerlyon2.
size always returns a tuple, and we were comparing to an int. Dispatch restricts these arguments to all be vectors so length works here.
2016-05-23 13:48:19 +02:00
e65c4f970b
Fixed indexing of params in steady state file.
2016-05-23 13:48:19 +02:00
e44d90adc1
Fixed type issues.
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params, exo_steady_state and steady_state are vectors not matrices!
2016-05-23 13:48:19 +02:00
2e8f528bef
Cosmetic changes.
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+ Renamed model as model_
+ Renamed options as options_
+ Renamed output as oo_
+ Also export oo_ and options_
+ Fixed typos in comments.
2016-05-23 13:48:19 +02:00
bcd39ef2f7
Made room for user written steady state file.
2016-05-23 13:48:19 +02:00
96d538469c
Added boolean variable for tracking if a steadystate block is present in the mod file.
2016-05-23 13:48:19 +02:00
73787c0c16
Removed try-catch block.
2016-05-23 13:48:19 +02:00
928b0a50a5
Fixed crash when steadystate block does not exist.
2016-05-23 13:48:19 +02:00
d9e22a149c
Fix preprocessor renaming error introduced in b486ae4964
2016-05-22 11:41:54 +02:00
0521aa4e09
Merge pull request #1188 from JohannesPfeifer/slice_marco
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Add slice and factorization of posterior samplers
2016-05-22 01:45:14 +02:00
5fcd502f3c
preprocessor: allow comments in parallel config file. closes #1194
2016-05-20 17:22:26 +02:00
2ce34e3207
preprocessor: replace obj_var_ with M_.osr.variable_indices and optim_weights with M_.osr.variable_weights. #948
2016-05-20 15:53:49 +02:00
5fdd24ab8b
preprocessor: add warning if more than one osr_params statement is encountered in the .mod file. #948
2016-05-20 15:46:33 +02:00
b486ae4964
preprocessor: make modifications to osr_params and osr_params_bounds output. #948
2016-05-20 15:43:12 +02:00
8b85ca19bf
preprocessor: support sub lists in posterior_sampling_opt option, hence removing tarb_optim. #1177
2016-05-19 14:37:05 +02:00
cf6e3cb14c
preprocessor: rework posterior sampler options, #1177
2016-05-19 14:37:05 +02:00
4ea52066b9
preprocessor: simplify a5590f7917
2016-05-19 12:10:19 +02:00
a5590f7917
preprocessor: fix bug in debian compilation
2016-05-19 12:06:53 +02:00
6b7a77d5a9
preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187
2016-05-18 12:26:19 +02:00
253e6c8dfb
Revert "Revert "preprocessor: add option no_2nd_order_params_derivs. #1187""
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This reverts commit c496d6f5ca
2016-05-18 10:34:45 +02:00
42895ce32c
Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
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This reverts commit 6192a6a776
2016-05-18 10:33:45 +02:00
6192a6a776
preprocessor: add params_derivs_order to identification and sensitivity. #1187
2016-05-17 17:18:16 +02:00
4b71593b3c
preprocessor: fix typo
2016-05-17 15:42:23 +02:00
c496d6f5ca
Revert "preprocessor: add option no_2nd_order_params_derivs. #1187"
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This reverts commit 024586fbb1
2016-05-17 15:37:46 +02:00
308828aa95
Revert "preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187"
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This reverts commit 1442f83037
2016-05-17 15:37:29 +02:00
626f8af374
preprocessor: add analytic_derivation_mode option to identification and sensitivity. #1187
2016-05-17 15:32:51 +02:00
7c00ae723e
preprocessor: add analytic_derivation option to identification and sensitivity. #1187
2016-05-17 12:43:05 +02:00
1442f83037
preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187
2016-05-13 10:48:49 +02:00
024586fbb1
preprocessor: add option no_2nd_order_params_derivs. #1187
2016-05-12 14:40:28 +02:00
9d26ab46e9
preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187
2016-05-12 12:02:34 +02:00
a4b6dfa3f3
preprocessor: interface for osr_params_bounds. #948
2016-05-10 18:01:00 +02:00
d5dff28704
preprocessor: fix bug introduced in c9ca46f228. Further simplify ParsingDriver::declare_nonstationary_var(). Closes #1184
2016-05-09 16:10:04 +02:00
25121bca4f
fix copyright dates
2016-05-04 16:05:31 +02:00
800d79d6e5
add option colormap for shocks_decomposition
2016-04-15 09:02:53 +02:00
de567377c3
adding groups of shocks for shock_decomposition
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consistency checks, documentation and test case
are still missing
2016-04-15 09:02:53 +02:00
f6806bf8b8
fixed issue with auxiliary variables and external function
2016-04-09 09:23:17 +02:00
056548ba76
Merge pull request #1152 from JohannesPfeifer/headers
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Cosmetic changes to various function headers
2016-04-08 23:29:16 +02:00
3af546fa7a
simplify writing of auxiliary variables definitions
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This will fail if external function are used in
auxiliary variables definition
2016-04-08 09:33:57 +02:00
cffef33543
fixed bug with external function introduced in the
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refactoring to the _static file
2016-04-07 18:27:44 +02:00
1628f01fdb
fixing problems with Ramsey policy and auxiliary variables
2016-04-04 17:11:03 +02:00
911d2c3d33
build full static model for analytical derivatives
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estimation code
2016-04-01 18:45:19 +02:00
c2a1975194
skipt expectation operator in substitution of auxiliary variables
2016-04-01 18:45:19 +02:00
2313f20a35
completing replacement of auxiliary variables in static model
2016-04-01 18:45:19 +02:00
5199638b3a
replacing auxiliary variables by their definition
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in static model. Doesn't work right yet.
2016-04-01 18:45:19 +02:00
7ce07c9abd
put orig_eq_nbr and ramsey_eq_nbr in mod_file_struct
2016-04-01 18:45:19 +02:00
f37d3afb14
Add headers for param_derivs-files
2016-03-29 15:57:49 +02:00
d1a2b21639
Fix :
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"Bytecode does not enforce positivity constraint on irreversible investment model #439 "
when block model option is used.
When cutoff is set to 0 the block decomposition is performed on the incidence matrix instead of the static Jacobian matrix. This correction avoids to use derivatives on logical operators that are always equal to 0.
2016-03-25 15:38:49 +01:00
369d8dd7a4
Allow prefilter_decomposition as option if calib_smoother
2016-03-23 10:31:10 +01:00
452dfa6a7b
Fix wrong initialization of trend_coeff in preprocessor/ComputingTasks.cc
2016-03-23 10:06:19 +01:00
61e6e80b5a
Allow irf_shocks in DSGE-VAR models.
2016-03-22 16:04:33 +01:00
0ba7dc6d16
Merge pull request #1130 from JohannesPfeifer/dataset_info
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Save dataset_info in results.mat if it exists
2016-03-18 14:30:09 +01:00
939ac02bad
fix copyright dates
2016-03-15 12:45:57 +01:00
2643bfaa40
Fix compatibility with Flex 2.6.
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In Flex 2.6, the C++ scanner changed. yyout is now a reference (and no
longer a pointer).
2016-03-14 16:28:24 +01:00
f60945facc
fix copyright dates
2016-03-11 16:22:42 +01:00
f86ac5ae66
preprocessor: allow for changing planner_discount in .mod file. closes #1092
2016-03-11 15:56:34 +01:00
1b203a3755
Save dataset_info in results.mat if it exists
2016-03-11 15:29:12 +01:00
127637ffd6
Merge branch 'temporary_terms'
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Do not evaluate unnecessary temporary variables (for instance those
used in the evaluation of the jacobian matrix when we only compute the
residuals of the dynamic equations).
2016-03-09 17:53:58 +01:00
38b21feb3e
build system: cosmetic typo fix
2016-03-09 16:53:57 +01:00
d4195ae624
build system: fix typo
2016-03-08 18:06:45 +01:00
d331cf5a7a
Fixed extended path.
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- Removed call to make_ex_,
- Fill oo_.exo_simul in extended path routine,
- Do not update oo_.exo_simul after the call to the extended path routine,
- Cosmetic change.
(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
c9ca46f228
preprocessor: allow arbitrary partitioning of variables (removes long_name keyword)
2016-02-26 16:47:17 +01:00
458cfc4fc6
preprocessor: initialize xref structure and use indices. closes #1125
2016-02-23 14:32:48 +01:00
8c2e6655f1
preprocessor: introduce new option compute_xrefs, #1125
2016-02-23 13:57:55 +01:00
f546368252
preprocessor: print reverse references (param->eqs, endo->eqs, exo->eqs, exo_det->eqs)
2015-12-18 17:13:50 +01:00
4976b2b335
preprocessor: add equation cross references
2015-12-18 15:17:32 +01:00
1b22cb0df1
preprocessor: remove unused structure
2015-12-18 12:35:32 +01:00
15716124fa
preprocessor: fix divergence of equations and aux_equations. closes #1110
2015-12-01 12:34:43 +01:00
4ff17d6191
Revert "preprocessor: write auxiliary variable definitions to matlab function"
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This reverts commit ad81129a9b
2015-12-01 11:41:55 +01:00
ad81129a9b
preprocessor: write auxiliary variable definitions to matlab function
2015-11-30 15:36:17 +01:00
c373d1e1be
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
105100c7fe
remove global in dyn_forecast() and change input and output arguments
2015-11-28 17:38:00 +01:00
215de7e8dc
Closes #1057 .
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Use a static file with a list of routines to cleared before each run (because they have
persistent variables).This static file (the script
matlab/list_of_functions_to_be_cleared.m) is distributed with Dynare and
needs to be updated for each release (or each time we add/remove
persistent variables). To update the file just do:
>> clear_persistent_variables(DYNARE_MATLAB_PATH, true)
and add/commit the generated file.
2015-11-12 14:38:16 +01:00
6ef4371630
Revert "preprocessor: add utf-8 tokenizing"
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This reverts commit f2cc9d3899
2015-10-30 18:27:41 +01:00
84f4b7c322
preprocessor: remove rule that should have been removed in fd5ce1366e
2015-10-30 18:23:39 +01:00
ad9ccebc6c
preprocessor: make notation accord with the rest of the preprocessor
2015-10-30 18:13:37 +01:00
4ed2a0dc9d
preprocessor: fix uninitialized variable warning
2015-10-30 18:11:51 +01:00
36992933d2
Merge pull request #1062 from FerhatMihoubi/cond_forecast_and_bytecode
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Allows to compute the extended path and the conditional forecasts wit…
2015-10-16 17:12:54 +02:00
fd5ce1366e
preprocessor: change prior_posterior_function into two arguments. closes #1076
2015-10-14 11:02:35 +02:00
145e2d5542
preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076
2015-10-13 17:41:31 +02:00
f0e94d6475
fix typo
2015-10-13 17:21:32 +02:00
b4aa21f018
preprocessor: interface for prior_posterior_function command. closes #1076
2015-10-13 17:16:10 +02:00
9e28e796d5
preprocessor: simplify code
2015-10-13 15:13:40 +02:00
447b01b0b0
fix typo
2015-10-13 15:13:40 +02:00
b7cbb563d6
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
b51b037ef2
Merge pull request #871 from JohannesPfeifer/prior_posterior_function
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Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
a8580258a1
changed Dynare timer to local timer
2015-10-10 14:33:30 +02:00
3490e400bc
Merge pull request #1015 from JohannesPfeifer/model_comparison
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Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
e52ce43569
Removed clear all for Matlab>=R2015b.
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By default, Dynare clears the globals and functions containing
persistent variables. The behaviour of Dynare is not changed with
Matlab<R2015b or Octave.
2015-10-06 11:34:56 +02:00
7c5272d852
Allows to compute the extended path and the conditional forecasts with bytecode
2015-09-22 15:39:49 +02:00
c598f4dde3
fixed another bug in col_id computation
2015-09-20 15:46:17 +02:00
df793cebe5
fixed bug in col_id computation
2015-09-19 15:51:32 +02:00
ad3d00f0da
preprocessor: fix bug when printing model variables containing underscores in latex file. closes #1059
2015-09-16 12:22:39 +02:00
fbd178c5be
preprocessor: add horizon option to ms_forecast
2015-09-08 17:28:08 +02:00
17c1f52868
preprocessor: quick fix for #263
2015-09-07 15:56:37 +02:00
8d54aeeaf6
preprocessor: add relative_irf option to irf_calibration block. closes #720
2015-09-07 11:49:17 +02:00
ae8d5774b7
preprocessor: fix scoping problem with temporary variables
2015-09-04 15:28:06 +02:00
f72fcbbe78
preprocessor: make ramsey_policy/ramsey_model and discretionary_policy mutually exclusive. closes #1047
2015-09-03 17:04:34 +02:00
5bd51d65e8
replace cend with end and cbegin with begin
2015-09-03 16:06:37 +02:00
dc441b41b8
preprocessor: rework temporary terms
2015-09-03 15:25:36 +02:00
6c34da5c12
raise cost of oPowerDeriv to always create a temporary variable if it has been encountered at least twice
2015-09-03 14:25:17 +02:00
7697067062
preprocessor: fix bug in calculation of cost of trinary ops
2015-09-03 12:01:01 +02:00
ee7e5d6814
temp
2015-09-02 18:50:09 +02:00
0fdf76dcf7
preprocessor: fix bug introduced in eb2890d1f5
2015-09-02 15:30:33 +02:00
2846a7023d
preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions
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(cherry picked from commit eb2890d1f5
2015-09-02 15:30:25 +02:00
9b525713d9
Revert "preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions"
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This reverts commit eb2890d1f5
2015-09-02 15:29:52 +02:00
eb2890d1f5
preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions
2015-09-01 18:29:10 +02:00
afba7f273f
preprocessor: add const declaration to temporary terms
2015-09-01 14:58:46 +02:00
Houtan Bastani
Johannes Pfeifer
MichelJuillard
Stéphane Adjemian (Hermes)
Ferhat Mihoubi
Johannes Pfeifer
Sébastien Villemot
ferhat