53822c7b76
v4 parser: made LOG and LN distinct tokens, but triggering the same actions
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1487 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-19 10:11:54 +00:00
f60bb42588
v4 parser: corrected bug for normcdf in DynareBison.yy
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begin implementation of homotopy (not finished)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1461 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-26 16:31:48 +00:00
d884d8a397
New features:
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- Implementation of the simulation of the block decomposed model using sparse matrix using MATLAB code:
New option in model : sparse
Example:
Model(SPARSE);
….
End;
- Implementation of the simulation of the block decomposed model using sparse matrix for static model.
- Krylov methods are implemented to solve the linear model J.y=b, with J the Jacobian matrix at each step of the Newton Method. Two Krylov's solvers are considered :
+ Generalized Minimum Residual Method (GMRES)
+ BiConjugate Gradients Stabilized (BICGSTAB)
To call them the SIMULATE command has to be completed with a new option : METHOD which could have three different values :
+ LU : (default value) Sparse LU resolution
+ GMRES
+ BICGSTAB
Example:
simul(periods=100, method=lu);
or simul(method=Gmres);
- Correction of various bugs in “simulate.dll”.
- Correction of simk.m
- Correction allowing a list of VALUES or PERIODS not necessarily separated by a comma.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1447 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-20 23:24:01 +00:00
2a79c2cecc
v4 parser.src: added function normal cumulative density normcdf(x,mean,std dev) and its derivative
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added tests/parser/t_normcdf.mod
added Trinary Operators
increased precision of constants written to *.m or *.c files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1440 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-11 15:24:50 +00:00
a5323768aa
Gets rid of dummy function (replaced by logical operators) and corrects logical operators.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1427 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-15 09:04:08 +00:00
d53caec4af
New logical operators:
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"==", "!=", "<", ">", "<=", ">="
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1421 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-08 22:52:57 +00:00
163c5b4146
Add min(,) max(,) and dummy() functions to dynare... Buggy until tomorrow ;-)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1417 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-05 19:47:27 +00:00
abc824dbdf
New model option: "NO_COMPILE" (simulation of the block decomposed model without compilation).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1409 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-03 22:01:08 +00:00
200812ba6e
v4 parser DynareFlex.ll: removed duplicate rule
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1406 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-02 19:06:21 +00:00
ad3273d726
v4 preprocessor: added code for GSA (Marco) not finishde
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1405 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-02 14:05:16 +00:00
50950ea63f
v4 parser: removed deprecated "olr" command
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1342 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-06 14:39:38 +00:00
86360d9eb4
v4: added BVAR code for computing marginal density and forecasting
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1331 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-25 22:42:30 +00:00
77d6a24cf7
Adding Markowitz criteria in the linear solver (new option in simul: "Markowitz=val" - with val a strictly positive real)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1298 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-03 22:35:30 +00:00
9af2e461c3
New release of deterministic simulation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1292 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-01 11:43:49 +00:00
9f33835d6a
v4 parser:
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* implemented handling of mod file local variables (eModFileLocalVariable)
* renamed "local parameters" to model local variables (eModelLocalVariables)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1253 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-30 12:09:05 +00:00
feec20209d
v4 parser: merged Fehrat's changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1190 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:28:16 +00:00
77cdcce658
v4: adding Ramsey policy to parser;
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changes to Ramsey policy Matlab code
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1133 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-04 14:42:27 +00:00
6b761cf937
v4 parser: added option mh_revover
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1131 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-26 09:23:01 +00:00
637ca0f86e
v4 parser DynareFlex/DynareBison: removed unused tokens and other minor cosmetic changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1130 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-22 11:42:31 +00:00
5bbd779bab
v4 parser:
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* added planner_objective statement, which triggers the creation of filename_objective_static.m
* added computing pass
* added the possibility of writing the hessian in static output file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1126 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-18 23:28:52 +00:00
4f9e8a6e27
v4 parser:
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* clearly separated the parsing process from the output writing, using an abstract intermediary representation of the mod file
* created the Statement class, and its derivatives, for that purpose
* fixed bug with "corr" statements in "shocks" blocks (variables indexes given to matlab were incorrect)
* fixed bug with "optim" option of "estimation" (this option was not passed to matlab)
* fixed bug with "dynatype" and "dynasave" (variable list was not passed correctly to matlab)
* fixed bug with "calib" and "calib_var" (they were unusable because of flex misspecification)
* fixed segmentation fault with "estimated_params_bound" and "estimation_params_init"
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1117 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-12 11:54:30 +00:00
f84feddb02
v4 parser: added missing tokens in DynareFlex.ll; added error message for unrecognized characters; fixed minor bugs in DynareBison.yy
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1112 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-28 14:26:06 +00:00
4e324b8410
v4 parser DynareFlex.ll: adding missing pound (#) token; removed catch-all rule
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1111 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-28 13:39:04 +00:00
d5ac5b1fbd
v4 parser: created ModFile class, which is the abstract representation of a mod file; removed all static variables
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1110 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-28 11:56:02 +00:00
f2b1f68e75
v4: prior_analysis, again
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1098 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-25 17:55:02 +00:00
56f54de49a
v4 parser: removed Objects class; fixed memory leaks associated to parsing
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1093 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-22 19:01:40 +00:00
6d18a704b0
v4 parser: removed ylmm, replaced by Bison C++ support
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1084 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-17 17:48:11 +00:00
d26b0a49b1
v4 parser: removed factorial, because its logic is not implemented
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1079 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-15 22:48:32 +00:00
05d0931fdd
v4 parser: removed LN token, replaced by LOG
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1077 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-15 22:37:51 +00:00
c50f757b5d
v4 parser: renamed .h files to .hh
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1029 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-04 22:41:30 +00:00
c276dc4a3b
v4 DynareFlex.ll: undoing all of Sebastien's changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1008 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-30 11:30:32 +00:00
a92a999579
v4 parser.src/DynareFlex.ll: added back #include <unistd.h>, needed for -mno-cygwin in Windows
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@992 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-22 13:49:11 +00:00
884e5d700b
v4 lexical analyzer: removed useless stuff
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@983 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-13 15:32:48 +00:00
68b552aef2
v4 parser.src: undoing rev. 944
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@945 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-04 18:32:33 +00:00
c04c947d4c
New version of the parser with block decomposition
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@944 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-04 16:46:10 +00:00
49075f9331
v4 parser: added constant/noconstant option
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@910 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-11 13:59:06 +00:00
4e180bd3a1
v4 parser.src: added deterministic shocks
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@722 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 13:38:12 +00:00
91f8b693fc
v4 parser: set up # statements
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@702 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-03 08:33:57 +00:00
d5b79d36ee
v4 parser: corrected bug in coments
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@700 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-30 19:47:00 +00:00
06baee8f9b
v4 added irf option for estimation; removed useless instruction in DynareFlex.ll; removed include/DynareBsion.h that shouldn't be on SVN
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@673 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-11 16:55:40 +00:00
7274e3fbcb
v4 parser: changed option nobs to vec_int and added option filter_step_ahead
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@646 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-05 14:31:22 +00:00
898f6fcd9f
v4 parser: correcting bug with FLOAT_NUMBER and adding handling of XLS files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@627 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-02-14 10:43:11 +00:00
aeb0c6dffa
v4 parser: DynareFlex.ll corrected definition of FLOAT_NUMBER
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@620 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-02-11 20:50:27 +00:00
a479cc1ed1
v4 DynareFlex.ll: corrected handling of end of line (bug with DOS files)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@614 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-20 21:23:36 +00:00
dd557a7c8c
v4: corrected bug in ; after end at end of Dynare blocks
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@518 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-11-24 15:54:00 +00:00
9eb6c0c5ea
added option periods
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@481 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-06 08:12:20 +00:00
ab037755d8
added all syntax of version 3.046+correction for parentheses bug
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@439 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-04 19:14:17 +00:00
56f4663197
corrected problem with check for backward models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@13 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-20 18:25:09 +00:00
9a9872fd33
dynare_v4 from CVS
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-18 19:54:39 +00:00
sebastien
michel
ferhat
adjemian