Commit Graph

1554 Commits (74ed99c6cac1df5456f197cea88ca054353c59f1)

Author SHA1 Message Date
Stéphane Adjemian (Hermes) 928b0a50a5 Fixed crash when steadystate block does not exist. 2016-05-23 13:48:19 +02:00
Johannes Pfeifer d9e22a149c Fix preprocessor renaming error introduced in b486ae4964 2016-05-22 11:41:54 +02:00
Stéphane Adjemian 0521aa4e09 Merge pull request #1188 from JohannesPfeifer/slice_marco
Add slice and factorization of posterior samplers
2016-05-22 01:45:14 +02:00
Houtan Bastani 5fcd502f3c preprocessor: allow comments in parallel config file. closes #1194 2016-05-20 17:22:26 +02:00
Houtan Bastani 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
Houtan Bastani 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
Houtan Bastani b486ae4964 preprocessor: make modifications to osr_params and osr_params_bounds output. #948 2016-05-20 15:43:12 +02:00
Houtan Bastani 8b85ca19bf preprocessor: support sub lists in posterior_sampling_opt option, hence removing tarb_optim. #1177 2016-05-19 14:37:05 +02:00
Houtan Bastani cf6e3cb14c preprocessor: rework posterior sampler options, #1177 2016-05-19 14:37:05 +02:00
Houtan Bastani 4ea52066b9 preprocessor: simplify a5590f7917 2016-05-19 12:10:19 +02:00
Houtan Bastani a5590f7917 preprocessor: fix bug in debian compilation 2016-05-19 12:06:53 +02:00
Houtan Bastani 6b7a77d5a9 preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187 2016-05-18 12:26:19 +02:00
Houtan Bastani 253e6c8dfb Revert "Revert "preprocessor: add option no_2nd_order_params_derivs. #1187""
This reverts commit c496d6f5ca.
2016-05-18 10:34:45 +02:00
Houtan Bastani 42895ce32c Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
This reverts commit 6192a6a776.
2016-05-18 10:33:45 +02:00
Houtan Bastani 6192a6a776 preprocessor: add params_derivs_order to identification and sensitivity. #1187 2016-05-17 17:18:16 +02:00
Houtan Bastani 4b71593b3c preprocessor: fix typo 2016-05-17 15:42:23 +02:00
Houtan Bastani c496d6f5ca Revert "preprocessor: add option no_2nd_order_params_derivs. #1187"
This reverts commit 024586fbb1.
2016-05-17 15:37:46 +02:00
Houtan Bastani 308828aa95 Revert "preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187"
This reverts commit 1442f83037.
2016-05-17 15:37:29 +02:00
Houtan Bastani 626f8af374 preprocessor: add analytic_derivation_mode option to identification and sensitivity. #1187 2016-05-17 15:32:51 +02:00
Houtan Bastani 7c00ae723e preprocessor: add analytic_derivation option to identification and sensitivity. #1187 2016-05-17 12:43:05 +02:00
Houtan Bastani 1442f83037 preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187 2016-05-13 10:48:49 +02:00
Houtan Bastani 024586fbb1 preprocessor: add option no_2nd_order_params_derivs. #1187 2016-05-12 14:40:28 +02:00
Houtan Bastani 9d26ab46e9 preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187 2016-05-12 12:02:34 +02:00
Houtan Bastani a4b6dfa3f3 preprocessor: interface for osr_params_bounds. #948 2016-05-10 18:01:00 +02:00
Houtan Bastani d5dff28704 preprocessor: fix bug introduced in c9ca46f228. Further simplify ParsingDriver::declare_nonstationary_var(). Closes #1184 2016-05-09 16:10:04 +02:00
Houtan Bastani 25121bca4f fix copyright dates 2016-05-04 16:05:31 +02:00
Michel Juillard 800d79d6e5 add option colormap for shocks_decomposition 2016-04-15 09:02:53 +02:00
Michel Juillard de567377c3 adding groups of shocks for shock_decomposition
consistency checks, documentation and test case
are still missing
2016-04-15 09:02:53 +02:00
Michel Juillard f6806bf8b8 fixed issue with auxiliary variables and external function 2016-04-09 09:23:17 +02:00
Stéphane Adjemian 056548ba76 Merge pull request #1152 from JohannesPfeifer/headers
Cosmetic changes to various function headers
2016-04-08 23:29:16 +02:00
Michel Juillard 3af546fa7a simplify writing of auxiliary variables definitions
This will fail if external function are used in
auxiliary variables definition
2016-04-08 09:33:57 +02:00
Michel Juillard cffef33543 fixed bug with external function introduced in the
refactoring to the _static file
2016-04-07 18:27:44 +02:00
Michel Juillard 1628f01fdb fixing problems with Ramsey policy and auxiliary variables 2016-04-04 17:11:03 +02:00
Michel Juillard 911d2c3d33 build full static model for analytical derivatives
estimation code
2016-04-01 18:45:19 +02:00
Michel Juillard c2a1975194 skipt expectation operator in substitution of auxiliary variables 2016-04-01 18:45:19 +02:00
Michel Juillard 2313f20a35 completing replacement of auxiliary variables in static model 2016-04-01 18:45:19 +02:00
Michel Juillard 5199638b3a replacing auxiliary variables by their definition
in static model. Doesn't work right yet.
2016-04-01 18:45:19 +02:00
Michel Juillard 7ce07c9abd put orig_eq_nbr and ramsey_eq_nbr in mod_file_struct 2016-04-01 18:45:19 +02:00
Johannes Pfeifer f37d3afb14 Add headers for param_derivs-files 2016-03-29 15:57:49 +02:00
Ferhat Mihoubi d1a2b21639 Fix :
"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
Johannes Pfeifer 369d8dd7a4 Allow prefilter_decomposition as option if calib_smoother 2016-03-23 10:31:10 +01:00
Johannes Pfeifer 452dfa6a7b Fix wrong initialization of trend_coeff in preprocessor/ComputingTasks.cc 2016-03-23 10:06:19 +01:00
Stéphane Adjemian(Charybdis) 61e6e80b5a Allow irf_shocks in DSGE-VAR models. 2016-03-22 16:04:33 +01:00
Stéphane Adjemian 0ba7dc6d16 Merge pull request #1130 from JohannesPfeifer/dataset_info
Save dataset_info in results.mat if it exists
2016-03-18 14:30:09 +01:00
Houtan Bastani 939ac02bad fix copyright dates 2016-03-15 12:45:57 +01:00
Sébastien Villemot 2643bfaa40 Fix compatibility with Flex 2.6.
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
Houtan Bastani f60945facc fix copyright dates 2016-03-11 16:22:42 +01:00
Houtan Bastani f86ac5ae66 preprocessor: allow for changing planner_discount in .mod file. closes #1092 2016-03-11 15:56:34 +01:00
Johannes Pfeifer 1b203a3755 Save dataset_info in results.mat if it exists 2016-03-11 15:29:12 +01:00
Stéphane Adjemian (Hermes) 127637ffd6 Merge branch 'temporary_terms'
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
Houtan Bastani 38b21feb3e build system: cosmetic typo fix 2016-03-09 16:53:57 +01:00
Houtan Bastani d4195ae624 build system: fix typo 2016-03-08 18:06:45 +01:00
Stéphane Adjemian (Hermes) d331cf5a7a Fixed extended path.
- 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
Houtan Bastani c9ca46f228 preprocessor: allow arbitrary partitioning of variables (removes long_name keyword) 2016-02-26 16:47:17 +01:00
Houtan Bastani 458cfc4fc6 preprocessor: initialize xref structure and use indices. closes #1125 2016-02-23 14:32:48 +01:00
Houtan Bastani 8c2e6655f1 preprocessor: introduce new option compute_xrefs, #1125 2016-02-23 13:57:55 +01:00
Houtan Bastani f546368252 preprocessor: print reverse references (param->eqs, endo->eqs, exo->eqs, exo_det->eqs) 2015-12-18 17:13:50 +01:00
Houtan Bastani 4976b2b335 preprocessor: add equation cross references 2015-12-18 15:17:32 +01:00
Houtan Bastani 1b22cb0df1 preprocessor: remove unused structure 2015-12-18 12:35:32 +01:00
Houtan Bastani 15716124fa preprocessor: fix divergence of equations and aux_equations. closes #1110 2015-12-01 12:34:43 +01:00
Houtan Bastani 4ff17d6191 Revert "preprocessor: write auxiliary variable definitions to matlab function"
This reverts commit ad81129a9b.
2015-12-01 11:41:55 +01:00
Houtan Bastani ad81129a9b preprocessor: write auxiliary variable definitions to matlab function 2015-11-30 15:36:17 +01:00
Michel Juillard c373d1e1be adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach 2015-11-28 17:38:00 +01:00
Michel Juillard 105100c7fe remove global in dyn_forecast() and change input and output arguments 2015-11-28 17:38:00 +01:00
Stéphane Adjemian (Charybdis) 215de7e8dc Closes #1057.
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
Houtan Bastani 6ef4371630 Revert "preprocessor: add utf-8 tokenizing"
This reverts commit f2cc9d3899.

This commit causes warnings in Flex
2015-10-30 18:27:41 +01:00
Houtan Bastani 84f4b7c322 preprocessor: remove rule that should have been removed in fd5ce1366e 2015-10-30 18:23:39 +01:00
Houtan Bastani ad9ccebc6c preprocessor: make notation accord with the rest of the preprocessor 2015-10-30 18:13:37 +01:00
Houtan Bastani 4ed2a0dc9d preprocessor: fix uninitialized variable warning 2015-10-30 18:11:51 +01:00
Stéphane Adjemian 36992933d2 Merge pull request #1062 from FerhatMihoubi/cond_forecast_and_bytecode
Allows to compute the extended path and the conditional forecasts wit…
2015-10-16 17:12:54 +02:00
Houtan Bastani fd5ce1366e preprocessor: change prior_posterior_function into two arguments. closes #1076 2015-10-14 11:02:35 +02:00
Houtan Bastani 145e2d5542 preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076 2015-10-13 17:41:31 +02:00
Houtan Bastani f0e94d6475 fix typo 2015-10-13 17:21:32 +02:00
Houtan Bastani b4aa21f018 preprocessor: interface for prior_posterior_function command. closes #1076 2015-10-13 17:16:10 +02:00
Houtan Bastani 9e28e796d5 preprocessor: simplify code 2015-10-13 15:13:40 +02:00
Houtan Bastani 447b01b0b0 fix typo 2015-10-13 15:13:40 +02:00
Johannes Pfeifer b7cbb563d6 Allow suppressing density of smoother and forecast objects 2015-10-12 15:34:52 +02:00
MichelJuillard b51b037ef2 Merge pull request #871 from JohannesPfeifer/prior_posterior_function
Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
Michel Juillard a8580258a1 changed Dynare timer to local timer 2015-10-10 14:33:30 +02:00
Stéphane Adjemian 3490e400bc Merge pull request #1015 from JohannesPfeifer/model_comparison
Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
Stéphane Adjemian (Charybdis) e52ce43569 Removed clear all for Matlab>=R2015b.
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
ferhat 7c5272d852 Allows to compute the extended path and the conditional forecasts with bytecode 2015-09-22 15:39:49 +02:00
Michel Juillard c598f4dde3 fixed another bug in col_id computation 2015-09-20 15:46:17 +02:00
Michel Juillard df793cebe5 fixed bug in col_id computation 2015-09-19 15:51:32 +02:00
Houtan Bastani ad3d00f0da preprocessor: fix bug when printing model variables containing underscores in latex file. closes #1059 2015-09-16 12:22:39 +02:00
Houtan Bastani fbd178c5be preprocessor: add horizon option to ms_forecast 2015-09-08 17:28:08 +02:00
Houtan Bastani 17c1f52868 preprocessor: quick fix for #263 2015-09-07 15:56:37 +02:00
Houtan Bastani 8d54aeeaf6 preprocessor: add relative_irf option to irf_calibration block. closes #720 2015-09-07 11:49:17 +02:00
Houtan Bastani ae8d5774b7 preprocessor: fix scoping problem with temporary variables 2015-09-04 15:28:06 +02:00
Houtan Bastani f72fcbbe78 preprocessor: make ramsey_policy/ramsey_model and discretionary_policy mutually exclusive. closes #1047 2015-09-03 17:04:34 +02:00
Houtan Bastani 5bd51d65e8 replace cend with end and cbegin with begin 2015-09-03 16:06:37 +02:00
Houtan Bastani dc441b41b8 preprocessor: rework temporary terms 2015-09-03 15:25:36 +02:00
Houtan Bastani 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
Houtan Bastani 7697067062 preprocessor: fix bug in calculation of cost of trinary ops 2015-09-03 12:01:01 +02:00
Houtan Bastani ee7e5d6814 temp 2015-09-02 18:50:09 +02:00
Houtan Bastani 0fdf76dcf7 preprocessor: fix bug introduced in eb2890d1f5 2015-09-02 15:30:33 +02:00
Houtan Bastani 2846a7023d preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions
(cherry picked from commit eb2890d1f5)
2015-09-02 15:30:25 +02:00
Houtan Bastani 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"
This reverts commit eb2890d1f5.
2015-09-02 15:29:52 +02:00
Houtan Bastani 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
Houtan Bastani afba7f273f preprocessor: add const declaration to temporary terms 2015-09-01 14:58:46 +02:00
Houtan Bastani d4630ac877 preprocessor: fix typo in julia temporary terms output 2015-09-01 14:34:40 +02:00
Houtan Bastani 311e6bf26a preprocessor: turn on temporary terms for julia 2015-09-01 14:11:38 +02:00
Houtan Bastani 11eaf27453 Merge branch 'julia' 2015-09-01 11:35:16 +02:00
Houtan Bastani 1dd4e03770 preprocessor: fix build on wheezy due to bug introduced in f143b54142 2015-08-31 14:33:00 +02:00
Houtan Bastani ae49cddd1d preprocessor: allow for [paths] block in dynare config file. closes #1039 2015-08-28 18:06:30 +02:00
Houtan Bastani f143b54142 preprocessor: read config file before macroprocessor run. #1039 2015-08-28 16:09:47 +02:00
Houtan Bastani 2518f6c83c preprocessor: macroprocessor: add @#includepath macro. #1039 2015-08-28 14:43:26 +02:00
Houtan Bastani 6016d9fc1d preprocessor: fix bug introduced in 1ba04976aa. #1039 2015-08-28 11:13:19 +02:00
Houtan Bastani 1ba04976aa preprocessor: macroprocessor: add -I switch. closes #1039 2015-08-27 16:49:12 +02:00
Michel Juillard c9f771973d expand extended preprocessor + first implementation of Petsc interface 2015-08-27 10:00:51 +02:00
Houtan Bastani 154980ec8c preprocessor: posterior_kernel_density option to estimation. #1035 2015-08-25 11:09:08 +02:00
Houtan Bastani ddc8eee388 preprocessor: allow first_obs option of estimation to accept a vector of integers. #1034 2015-08-25 10:30:21 +02:00
Michel Juillard 3ed1d01ba9 adding writeResidualsC() for external files 2015-08-24 14:53:27 +02:00
Michel Juillard 511801c903 finalize svar_global_identification_check 2015-08-24 14:53:27 +02:00
Houtan Bastani 1d17f6b770 remove fill!(residual, 0.0) statements as all elements of residual are assigned to 2015-08-21 17:13:38 +02:00
Houtan Bastani d2c3debeb8 add @inbounds to model equations, temporary vars, and model vars 2015-08-21 17:13:38 +02:00
Houtan Bastani ccd383cbed fix array indexing for Julia 2015-08-21 17:13:38 +02:00
Houtan Bastani 2a9761ff33 clean up printing 2015-08-21 17:13:32 +02:00
Houtan Bastani 5666e12e8f add assertions at beginning of function call 2015-08-21 12:05:38 +02:00
Houtan Bastani 59122a1e73 fix comments in generated files 2015-08-21 12:00:47 +02:00
Houtan Bastani 8715878971 remove duplicate try/catch 2015-08-21 11:40:43 +02:00
Houtan Bastani 73a0ad51d6 update static & dynamic function comments 2015-08-20 15:28:32 +02:00
Houtan Bastani a686a47ce7 check function output argument sizes 2015-08-20 15:26:10 +02:00
Houtan Bastani b00ed9f0a4 write third derivatives of static and dynamic functions more efficiently 2015-08-20 14:41:15 +02:00
Houtan Bastani 129c8d9e46 fix typo in 357afaab47 2015-08-20 14:02:22 +02:00
Houtan Bastani 357afaab47 update comments in static & dynamic funcitons 2015-08-20 12:27:43 +02:00
Houtan Bastani c4d3eb5b3c write Hessians of static and dynamic functions more efficiently 2015-08-20 12:18:19 +02:00
Houtan Bastani 786d1bfcf1 add @inbounds to static and dynamic Jacobian 2015-08-20 12:12:17 +02:00
Houtan Bastani a244754a15 replace zeros with fill! and remove spzeros in static and dynamic functions 2015-08-20 11:33:19 +02:00
Houtan Bastani 6572b6f14f replace empty sparse calls with spzeros 2015-08-19 17:12:06 +02:00
Houtan Bastani 996f67c622 fix type in function header 2015-08-19 14:38:35 +02:00
Houtan Bastani 0f76765bd8 add types to dynamic, static, and steady_state function calls 2015-08-19 12:11:08 +02:00
Houtan Bastani d65e9306cb remove unnecessary get*Function functions 2015-08-19 11:28:25 +02:00
Houtan Bastani 09541f10ef load steady_state! function into model.steady_state 2015-08-19 10:59:30 +02:00
Houtan Bastani ae7132f7ae make steady state file modify variables in place 2015-08-18 16:31:30 +02:00
Houtan Bastani 534609ffce change getPowerDeriv to get_power_deriv to accord with Julia function naming style 2015-08-18 15:49:48 +02:00
Houtan Bastani 6ac346606b adding using Utils to dynamic & static files 2015-08-18 15:45:23 +02:00
Houtan Bastani 2e7e9bc8f0 update static model to use multiple dispatch 2015-08-18 15:42:24 +02:00
Houtan Bastani 252688cf4a update dynamic model to use multiple dispatch 2015-08-18 15:32:30 +02:00
Houtan Bastani f2cc9d3899 preprocessor: add utf-8 tokenizing 2015-08-17 17:09:40 +02:00
Houtan Bastani bba553ff32 modify *_set_auxiliary_variables to work in julia 2015-08-17 15:36:18 +02:00
Houtan Bastani cf3cdf0d59 remove unnecessary braces 2015-08-17 11:17:26 +02:00
Houtan Bastani f9ef38e579 preprocessor: write M_.aux_vars(i).eq_nbr as int instead of char. closes #1028 2015-08-17 10:55:39 +02:00
Johannes Pfeifer 680625f260 Save results of model_comparison to oo_ 2015-08-13 17:48:09 +02:00
Stéphane Adjemian (Lupi) 1fa050830b Manually merged PR #1022. 2015-08-13 14:49:39 +02:00
Stéphane Adjemian (Charybdis) 9556d37fd6 Removed deprecated syntaxes. 2015-08-12 19:03:29 +02:00
Houtan Bastani 7073ddd5a1 preprocessor: remove useless if statements in SymbolTable::writeCCOutput 2015-08-11 12:10:44 +02:00
Johannes Pfeifer 698a44c98a Add option for storing contemporaneous correlation 2015-08-11 11:27:55 +02:00
Houtan Bastani cee7adc078 preprocessor: make hp, one-sided hp, and bandpass filters mutually exclusive 2015-08-03 17:51:45 +02:00
Houtan Bastani e13a59eb64 preprocessor: add one_sided_hp_filter to stoch_simul. #1011 2015-08-03 17:34:34 +02:00
Houtan Bastani d9a1b99899 preprocessor: add bandpass_filter option to stoch_simul. #1011 2015-08-03 17:28:55 +02:00
Houtan Bastani d5cf474b6b preprocessor: add spectral_density option to stoch_simul. #254 2015-08-03 13:02:17 +02:00
Houtan Bastani 9557142cc4 preprocessor: remove constraint outlined in #849 2015-07-30 17:52:47 +02:00
Houtan Bastani c88c17728e preprocessor: issue warning when param used with lead/lag. closes #976 2015-07-30 14:40:03 +02:00
Michel Juillard 7d11ed7642 histval: use now the same treatment for exogenous and exogenous det
variables as for endogenous ones. Closes issue #617.
2015-07-29 16:12:53 +02:00
Houtan Bastani 8f92b975e4 write dynamic model output
Conflicts:
	preprocessor/DynamicModel.cc
2015-07-29 14:59:09 +02:00
Houtan Bastani 114b446bff Merge branch 'master' into julia 2015-07-29 14:53:35 +02:00
Houtan Bastani f26551509c preprocessor: simplify writing of NNZDerivatives 2015-07-29 14:52:15 +02:00
Houtan Bastani 45d1f7c5b6 add linear option to options 2015-07-29 13:31:42 +02:00
Houtan Bastani 8a4357640e remove unnecessary assignment as the field is assigned in the constructor 2015-07-29 13:22:40 +02:00
Houtan Bastani e5d0ba599a fix writing of aux vars, predetermined vars, and observed vars 2015-07-29 11:51:27 +02:00
Houtan Bastani 570230d8f0 rename model__ to model 2015-07-29 11:35:10 +02:00
Houtan Bastani 0126dec837 create options 2015-07-29 11:30:01 +02:00
Houtan Bastani 2b7fc247f7 bug fix in writing of dynamic params derivs file 2015-07-29 10:40:30 +02:00
Houtan Bastani bc49d06e61 simplify modules created by preprocessor 2015-07-28 18:00:00 +02:00
Houtan Bastani 91eb61d15a simplify printing of variable arrays 2015-07-28 17:43:57 +02:00
Houtan Bastani 9562b4ffd1 reduce code that is output in modfile.jl 2015-07-28 17:32:34 +02:00
Houtan Bastani d70ae4d103 write steady state model 2015-07-28 17:27:56 +02:00
Johannes Pfeifer 5131f3907f Make sure the used global variables are correctly set and available in the base workspace 2015-07-28 15:36:59 +02:00
Houtan Bastani b5be9b7437 wrie dynamic params deriv file 2015-07-28 14:59:55 +02:00
Houtan Bastani b8d69721e2 bug fix in writing of static params derivs 2015-07-28 14:42:10 +02:00
Houtan Bastani c22cc15655 write static param derivs file 2015-07-28 12:29:42 +02:00
Houtan Bastani 1f2fad8c8d fix writing for julia 2015-07-27 17:33:22 +02:00
Houtan Bastani 25ae46e204 write dynamic file 2015-07-27 17:02:51 +02:00
Houtan Bastani be464bb431 clean up writing of static model 2015-07-27 15:59:13 +02:00
Houtan Bastani b81035a6f3 write static model 2015-07-27 15:33:38 +02:00
Houtan Bastani 32f66d2d35 write more output to modfilename.jl 2015-07-24 12:34:06 +02:00
Houtan Bastani 3a2fa0623a accord variable names and functions with julia programming style 2015-07-24 11:35:23 +02:00
Houtan Bastani efd9a563f4 preprocessor: clean up code 2015-07-23 18:10:44 +02:00
Houtan Bastani 4a5dcfca4d change variable/parameter collections, finish printing SymbolTable info 2015-07-23 18:05:57 +02:00
Michel Juillard b8194f7845 histval: replaced initialization with NaN by zeros 2015-07-23 14:25:18 +02:00
Houtan Bastani d70817ba1e julia: initial preprocessor stub 2015-07-21 18:02:34 +02:00
Houtan Bastani f1a5217a64 preprocessor: remove comments associated with c604d9da38 2015-07-21 17:50:33 +02:00
Houtan Bastani c604d9da38 move external file write functions to class definitions 2015-07-21 17:35:06 +02:00
MichelJuillard f94910173d Merge pull request #937 from JohannesPfeifer/graph_fix
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard 2269b38465 Merge pull request #740 from JohannesPfeifer/relative_irf
Fix and document relative_irf
2015-07-20 14:20:00 +02:00
Houtan Bastani 7740fdaca0 preprocessor: split creation of latex model files. closes #966 2015-07-15 08:58:15 +02:00
Stéphane Adjemian (Charybdis) ae4e802c44 Fied bug. Moved option linear_approximation. 2015-07-08 11:11:22 +02:00
Stéphane Adjemian (Charybdis) 8007f508a2 New option linear_approximation for perfect foresight models.
This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).

Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).

If possible, the option is triggered automatically if the model is
declared linear.

TODO:
 * Write a linear version of perfect_foresight_problem routine.
 * Evaluate the approxilation error (just need to evaluate the system of
 stacked non linear equations).
2015-07-07 17:55:41 +02:00
Houtan Bastani 75295b3c54 fix typo 2015-06-30 12:12:49 +02:00
Stéphane Adjemian 71700dff76 Merge pull request #942 from JohannesPfeifer/TaRB_integration
Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
Houtan Bastani aeb1542b48 preprocessor: add VerbatimStatement class. Closes #953 2015-06-16 12:48:32 +02:00
Houtan Bastani 383a852c9c Revert "Merge branch 'rmExtraExo'"
This reverts commit 28ffa9c56f, reversing
changes made to 60b3577a09.

Conflicts:
	preprocessor/Shocks.cc
	preprocessor/SymbolTable.cc
2015-06-09 16:42:51 +02:00
Houtan Bastani e4b8565797 Revert "preprocessor: fix bug in merge of rmExtraExo branch"
This reverts commit def2bf81d2.
2015-06-09 16:41:00 +02:00
Houtan Bastani d6a1a71556 Revert "preprocessor: replace extra exos in steady state model"
This reverts commit 8bc946c148.
2015-06-09 16:40:14 +02:00
Johannes Pfeifer fa80fbf635 Enable tex option for stoch_simul 2015-06-08 18:00:32 +02:00
Johannes Pfeifer 55d44f0983 Add preprocessor option silent_optimizer 2015-06-08 16:48:57 +02:00
Johannes Pfeifer 8048b0c5c1 Allow for relative_irf option in estimation command
The option was used and inherited from stoch_simul before
2015-06-08 16:42:43 +02:00
Houtan Bastani 8bc946c148 preprocessor: replace extra exos in steady state model
(commit lost in merge)
(cherry picked from commit d7db5070e7cf8d1b043062b04d3bd3c4e18ce6c1)
2015-06-08 15:45:03 +02:00
Houtan Bastani 729954137b preprocessor: fix sign comparison warning 2015-06-08 10:33:04 +02:00