Commit Graph

1564 Commits (7d180e2fcb76e31c0ba5d6d6097f72175a4b21aa)

Author SHA1 Message Date
Houtan Bastani 91096d8d02 preprocessor: store max lead/lag info, write to output 2017-07-27 12:33:19 -04:00
Houtan Bastani 7d3f59607a Merge pull request #1470 from JohannesPfeifer/use_shock_groups
Fix bug in use_shock_groups
2017-07-07 12:41:22 +02:00
Johannes Pfeifer 3bac10a97d Fix bug in use_shock_groups and colormap
Option was not written to correct subfield of options_-structure. Related to 7cd56e9687
2017-07-07 12:38:20 +02:00
Houtan Bastani 5eb66ff1ab preprocessor: only create one dynamic/static JSON file 2017-06-29 15:11:22 +02:00
Houtan Bastani 49a866255a preprocessor: couch JSON stdout output in constant text so users can easily find it 2017-06-29 13:18:59 +02:00
Houtan Bastani 153bcb8fe4 preprocessor: cleanup writing JSON to standardout 2017-06-29 13:15:35 +02:00
Houtan Bastani 9a13adb111 preprocessor: print JSON deriv detail by default; use option to print less-detailed versions of dynamic/static models 2017-06-29 13:08:41 +02:00
Houtan Bastani a48fbee19e preprocessor: write certain variables from M_ to JSON output 2017-06-28 17:11:24 +02:00
Sébastien Villemot 45ea2e477a Add julia preprocessor to the clean rule. 2017-06-28 15:59:20 +02:00
Stéphane Adjemian (Charybdis) 2007ceea45 Cosmetic change.
A "lag"" key with a negative value should be interpreted as a lead (and not a
lag). Possible solutions are (1) Change the sign of the value, (2) Add a new
key "lead" and consider only positive values, and (3) Change the key name for
"shift" with negative values for lags and positive values for leads.

The commit implements the third choice.
2017-06-28 15:49:09 +02:00
Sébastien Villemot 1ff5c3f571 Fix various typos (thanks lintian). 2017-06-28 15:06:54 +02:00
Houtan Bastani a81420d889 preprocessor: remove warning on int/size_t comparison 2017-06-28 12:06:20 +02:00
Houtan Bastani 3938381e99 preprocessor: write JSON output for original model when writing after transform pass 2017-06-28 12:04:04 +02:00
houtanb 45fa9324bd preprocessor: write original model in JSON output after computing pass 2017-06-23 14:20:48 +02:00
houtanb 4d53b6bf55 preprocessor: add tag information to cloned dynamic model 2017-06-23 14:19:57 +02:00
Stéphane Adjemian (Charybdis) 119b5a62f2 Merge branch 'master' into json 2017-06-16 20:03:36 +02:00
Houtan Bastani e6ffc59296 preprocessor: remove comparison warnings from compilation of ModelTree.cc 2017-06-14 23:49:10 +02:00
Houtan Bastani 2cbb619f6f preprocessor: fix bug: check whether second string in pair is empty. closes #1469 2017-06-14 23:40:30 +02:00
Stéphane Adjemian (Charybdis) 6c0ab379ad Fixed code indentation. 2017-06-14 07:01:31 +02:00
Johannes Pfeifer 7cd56e9687 Get rid of unused and superseded options_.colormap and make sure options_.plot_shock_decomp.colormap is set 2017-05-23 13:20:47 +02:00
Stéphane Adjemian (Charybdis) 24a2fc340a Merge branch 'prepare-4.5' 2017-05-19 16:33:12 +02:00
Stéphane Adjemian (Charybdis) 1bf81c9f5a Fixed copyright notices. 2017-05-18 18:36:38 +02:00
Houtan Bastani 95da783110 preprocessor: clean up initval output 2017-05-18 18:02:22 +02:00
Stéphane Adjemian (Charybdis) b4448937cc Fixed indentation of c/h/cc/hh files. 2017-05-16 16:30:27 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Stéphane Adjemian 072246c5ab Merge pull request #1441 from JohannesPfeifer/ksstat
Remove redundant ksstat option
2017-04-29 18:00:25 +02:00
Johannes Pfeifer 451646ff16 Remove redundant ksstat option
Closes #1431
2017-04-27 11:08:17 +02:00
Stéphane Adjemian (Charybdis) d6e1d0baa5 Added option rescale_prediction_error_covariance. 2017-04-26 18:22:03 +02:00
Houtan Bastani 68d24d33af preprocessor: change trend test to warning. #1389 2017-04-20 18:41:28 +02:00
Johannes Pfeifer 59ab66f9a0 Fix typo in error message 2017-04-06 08:41:12 +02:00
Houtan Bastani 636b959a02 preprocessor: add warning for potential non-linearities in model declared linear. #1404 2017-04-05 11:07:34 +02:00
Houtan Bastani 753d8a17f0 preprocessor: move equation tags out of dmath mode, include all equation tags in one set of brackets, allow equation tags to be interpreted as latex, modify manual and test accordingly. #477 2017-04-05 11:01:25 +02:00
Houtan Bastani 14f4544a29 preprocessor: add option to write equation tags in latex output. closes #477 2017-04-04 16:08:30 +02:00
Houtan Bastani 052d62e150 preprocessor: remove unused filed histval_present from mod_file_struct 2017-04-03 15:23:01 +02:00
Stéphane Adjemian (Charybdis) f9a462bf07 Added option nonlinear_filter_initialization.
Default value is 1 (initialization with the ergodic variance of the reduced
form solution of the model approximated at order one).

If the model has unit roots, the user must use `nonlinear_filter_initialization=3`,
which select an identity matrix for the initial covariance matrix of the state variables.

A side effect of this option is to temporarily change the value of options_.qz_criterium to
a value above one (ie 1+1e-6) so that the unit roots are not rejected. If the
model has unit roots and if the and if the option
nonlinear_filter_initialization has a value less than 3, the evaluation of the
likelihood will fail, because by default the unit root is counted as an
unstable root.
2017-04-03 11:25:05 +02:00
Houtan Bastani 1891ab70f8 preprocessor: add options plot_init_date and plot_end_date to plot_shock_decomposition 2017-03-31 14:38:44 +02:00
Houtan Bastani ac851b0bac preprocessor: initial_condition_decomposition front end. closes #1425 2017-03-31 13:19:04 +02:00
Johannes Pfeifer 8d2dcc422f Clarify error message if model-local variable was already used on RHS 2017-03-29 14:49:37 +02:00
Houtan Bastani 12f8e5f512 plot_shock_decomposition: remove argument to steadystate option 2017-03-28 12:15:00 +02:00
Houtan Bastani b3ecc8c003 preprocessor: add plot_shock_decomposition command. closes #1406 2017-03-24 12:11:36 +01:00
Houtan Bastani 5282e737e7 preprocessor: add realtime_shock_decomposition statement. #1406 2017-03-21 15:20:32 +01:00
Houtan Bastani e6f5316b99 preprocessor: fix bug introduced in a4eb8d6b91 2017-03-21 14:07:30 +01:00
Houtan Bastani a4eb8d6b91 preprocessor: add init_state option to shock_decomposition 2017-03-21 12:48:11 +01:00
Johannes Pfeifer 5d8d5e90d8 evaluate_smoother.m: pass updated M_.params and oo_ back to base workspace
Closes #1373
2017-03-17 13:15:39 +01:00
Johannes Pfeifer 569de10511 Make sure block-decomposed model returns with correct error code if Inf or NaN is encountered
Missing from 5f85d3a200 where only residual was set to error code. If oo_.deterministic_simulation.status is not set to 0, model will erroneously be considered as solved and homotopy will not be triggered.
2017-03-17 10:07:13 +01:00
Houtan Bastani e2b30857a0 preprocessor: split equation output into lhs and rhs. #1387 2017-03-15 12:52:55 +01:00
Houtan Bastani 425bab1461 preprocessor: write JSON output for cross refs #1387 2017-03-10 17:28:25 +01:00
Houtan Bastani 9f7b084970 Merge branch 'master' into json 2017-03-10 17:20:15 +01:00
Houtan Bastani 99d948463e Revert "preprocessor: write equation cross references in JSON. #1387"
This reverts commit 0ccc82300c.
2017-03-10 17:18:41 +01:00
Houtan Bastani ea13b12cf2 preprocessor: add lag info to equation cross references. closes #1398 2017-03-10 16:59:52 +01:00