2495359919
Fix crash when the model contains 1st or 2nd ext fcn deriv nodes.
...
In the case where the external function computes itself its derivatives, the
TEF terms were not always created before being used, hence leading to a
preprocessor crash. This problem could only happen with ramsey_policy, because
otherwise the model does not contain derivatives of external functions.
2014-03-13 12:27:13 +01:00
b4c3d004ad
Introduce a new abstract class for external function nodes.
...
This fixes the following bugs:
- 1st and 2nd ext fcn deriv nodes were incorrectly added to
DataTree::external_function_node_map, because of the chaining of
constructors.
- the following methods of FirstDerivExternalFunctionNode were not overloaded:
toStatic(), buildSimilarExternalFunctionNode()
- the following methods of SecondDerivExternalFunctionNode were not overloaded:
toStatic(), buildSimilarExternalFunctionNode(), compile(),
compileExternalFunctionOutput()
2014-03-13 12:12:17 +01:00
da615507f4
Cosmetic renaming for consistency between DataTree method names.
2014-03-11 18:56:48 +01:00
f55fda0938
Implement cloneDynamic() for {First,Second}DerivExternalFunction.
...
Since the method was not implement, the method of the parent class was used.
This was leading to wrong results in the context of Ramsey Policy (basically
derivative operators on external functions were dropped from FOCs).
2014-03-11 18:56:48 +01:00
1f6fd55594
Remove spurious test.
2014-03-11 18:56:48 +01:00
1faae7bf4c
Fix output of external functions (and their derivatives) in LaTeX.
2014-03-11 15:31:08 +01:00
0dfd7629b1
Fix bug in external functions introduced in 711a4f62.
2014-02-25 16:45:55 +01:00
711a4f62a2
Small improvements to external functions code.
2014-02-24 17:27:34 +01:00
49b34d4c94
write C++ version of model functions without temporary terms
2014-02-24 13:33:48 +01:00
ed2f6d62c1
Refactor code for collecting variables appearing in expressions
...
- rename ExprNode::collectVariables in ExprNode::collectDynamicVariables
- new ExprNode::collectVariables: same as above, but without lag information
- remove ExprNode::findUnusedEndogenous: essentially redundant with the above)
- remove ExprNode::collectModelLocalVariables: idem
2013-11-29 15:37:11 +01:00
e4526944a9
Remove select1st (GNU extension), replace it by a call to boost::bind
2013-11-05 18:13:29 +01:00
20dba7e623
new nostrict command-line option does not exit when there are more endogenous than equations ( closes #2 )
2013-09-13 14:44:01 -04:00
7bbe121769
Possibility of restricting differentiate_forward_vars to some variables
...
Closes #351
2013-05-17 16:53:15 +02:00
75b5f1d18a
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
38824dc1e5
Implement tags [static] and [dynamic] for equations
...
Closes #307
2013-04-11 17:11:35 +02:00
39cc313964
removed changes linked with transforming variables to avoid log or
...
power of negative numbers
2013-04-09 16:35:57 +02:00
a0b7178962
Automatic detrending engine can now handle models written in logs (ref. #309 )
...
- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
c681b5e4ed
Revert spurious preprocessor changes introduced in dfa744f
2013-03-26 16:51:10 +01:00
dfa744fcb3
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
6737077770
Improve error message for 3rd derivatives of external functions
2013-01-15 11:39:04 +01:00
32b68b713b
fixed bug in computation of derivative of erf() function
2012-12-07 21:46:50 +01:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
539bf0ca69
finishing implementation of optional transformation of log and non
...
integer power arguments to insure that they are positive
2012-05-26 20:53:48 +02:00
c6495dfc9d
first implementation of transform_logpow. It creates too many auxilary
...
variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
f36f76760a
Fix bug where the nth derivative of 0^n evaluated to 0 instead of n!
...
(complement to commit cd0bc28e
2012-05-21 18:34:10 +02:00
c1e4155001
preprocessor: add subsamples statement
2011-12-21 12:21:30 +01:00
ce9fe30a7a
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
ee7078e56c
factoring out steady-state computations; steady_state_model now
...
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00
b932615ff4
updates normalizeEquation() to deal with abs, sign (Ticket #200 ) and trigonometric functions.
2011-10-12 15:03:05 +02:00
5f3290f7a4
bugfix: sign operator for compiled static file
2011-08-30 16:12:00 +02:00
7357a23114
output mex file for static model ( closes #183 )
2011-08-19 16:57:27 +02:00
0da1aab3a8
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
64ba641add
bug fix: add parenthesis around STEADY_STATE output in case it contains an expression
2011-08-08 18:49:18 +02:00
e38618127b
- correction of the bug in normalization process for expressions of the form a^x (Ticket #186 )
...
- If a case is not handled, the equation is supposed to be impossible to normalize.
- comments added to describe the normalization process
2011-06-10 12:41:21 +02:00
69f3895938
cosmetic change
2011-05-11 11:58:33 +02:00
26d5534320
fixed typo
2011-04-12 16:42:55 +02:00
a966eeb99f
bug fix: writeOutput calls from within writeOutput were losing tef_terms info
2011-04-12 16:42:55 +02:00
161647922c
Implement explicit writing of first order conditions of Ramsey problem (ticket #5 )
2011-03-24 17:17:15 +01:00
c4dfb41f5c
bug fix: in cloning binary op node, were losing the order of the power deriv
2011-03-23 11:36:46 +01:00
55bb27c5f6
new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken.
2011-03-13 17:06:57 +01:00
e76dfadc78
Preprocessor: avoid name clashes with model local variables
2011-02-21 18:26:23 +01:00
f4557cb195
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
7c65bceb0e
Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments ( closes #37 )
2011-01-26 13:55:01 -05:00
9c6d65bc0a
Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128 )
2011-01-13 18:08:26 +01:00
a6a4b3bc28
Preprocessor: no longer use assert(false) as a way of marking impossible cases
2011-01-13 15:52:44 +01:00
f46f1831f6
Stores the first order derivatives in the TEFD matrix, when derivatives are computed with a different external function (useful only for printing the model equations)
2010-12-31 16:26:25 +01:00
129d404eb8
- The binary operator oDerivPower is implemented in bytecode
2010-12-17 18:54:03 +01:00
35450a292b
extend domain of derivative of x^p to x=0 under certain conditions (see ticket 78)
2010-12-13 17:03:57 +01:00
97664607b2
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
641f03b8d0
fixed bug that would force node sharing when two or more expectation operators had the same expression but different information sets
2010-12-08 12:29:47 +01:00
Sébastien Villemot
Michel Juillard
Houtan Bastani
Ferhat Mihoubi
Sébastien Villemot
Houtan Bastani