Commit Graph

1232 Commits (7bdc6de48161703caf91cda317265afb616f63f7)

Author SHA1 Message Date
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 f26551509c preprocessor: simplify writing of NNZDerivatives 2015-07-29 14:52:15 +02:00
Houtan Bastani efd9a563f4 preprocessor: clean up code 2015-07-23 18:10:44 +02:00
Michel Juillard b8194f7845 histval: replaced initialization with NaN by zeros 2015-07-23 14:25:18 +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
Michel Juillard 5fd307cfd5 option occbin allows for more equations than variables 2015-06-04 14:18:46 +02:00
Michel Juillard 2f0cb39e14 adding options LMMCP and OCCBIN to perfect_foresight_solver and
extended_path
2015-06-02 17:38:22 +02:00
Stéphane Adjemian (Hermes) 88798bfe5e Fixed bug introduced in c22d31330c (Ramsey
constraints).
2015-06-01 12:27:16 +02:00
Michel Juillard c22d31330c Adding 'ramsey_constraints' block to declare contraints for Ramsey
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Houtan Bastani def2bf81d2 preprocessor: fix bug in merge of rmExtraExo branch 2015-05-28 16:16:54 +02:00
Houtan Bastani 28ffa9c56f Merge branch 'rmExtraExo' 2015-05-28 12:33:56 +02:00
Houtan Bastani fe8750c1bc preprocessor: add minimal_workspace option to dynare statement, #946 2015-05-28 11:50:39 +02:00
Houtan Bastani 025e7a13c3 preprocessor: add new field orig_expr for expectation aux vars, closes #773 2015-05-26 15:47:56 +02:00
Houtan Bastani 61ffed3eff preprocessor: fix function call in reindexStaticOnlyEquations 2015-05-20 12:28:49 +02:00
Houtan Bastani eb5f56703f preprocessor: move all dynamic model reindexing to DynamicModel 2015-05-20 12:27:56 +02:00
Houtan Bastani 04ce73f7c4 preprocessor: remove unused, overload of rmExo 2015-05-19 16:47:44 +02:00
Houtan Bastani a91288a714 preprocessor: reindex varobs in symboltable 2015-05-19 16:44:46 +02:00
Houtan Bastani 82f83a58d2 preprocessor: move external_functions_table reindexing to modfile::transformpass 2015-05-19 16:32:26 +02:00
Houtan Bastani 2ff3f06a69 preprocessor: remove unnecessary reindexing 2015-05-19 16:31:50 +02:00
Houtan Bastani 6cc2ac2cbf preprocessor: reindex predetermined variables 2015-05-19 16:31:08 +02:00
Houtan Bastani 89828e56cc preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925 2015-05-19 12:31:22 +02:00
Houtan Bastani e389ab90bf Merge branch 'master' into rmExtraExo 2015-05-18 17:16:55 +02:00
Michel Juillard 2fe7a4156d changing code for making directory baseline in order to comply with mingw 2015-05-13 17:11:56 +02:00
Houtan Bastani 44790abbb7 preprocessor: add tarb_optim option to estimation. #940 2015-05-13 16:50:07 +02:00
Houtan Bastani 12be4e6672 preprocessor: add tarb_new_block_probability option to estimation. #940 2015-05-13 15:49:41 +02:00
Houtan Bastani 0d76e30248 preprocessor: add tarb_mode_compute option to estimation. #940 2015-05-13 15:46:52 +02:00
Houtan Bastani e5df26a6e8 preprocessor: add use_tarb option to estimation. #940 2015-05-13 15:32:24 +02:00