88cdf0193c
- Correction of a bug in the Jacobian Matrix computation for a non block-decomposed model using bytecode
2010-11-25 16:11:22 +01:00
8d79ed5db9
- Adds the derivatives with respect to deterministic exogenous variables
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and corrects the computation of the number of column in the jacobian matrices in a block decomposed model without bytecode
- Identical corrections for models using bytecode without block decomposition
2010-11-25 16:11:12 +01:00
61a251535f
Correction of bugs in check command with block decomposition and
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Add the missing dr_block m-file
2010-11-25 16:10:46 +01:00
e5c7e848e4
Preprocessor: also perform numeric initializations in stochastic context
2010-11-25 16:07:55 +01:00
771b4e766c
Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues
2010-11-25 13:45:35 +01:00
76d5d441ea
Change the syntax for values of deterministic shocks:
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Arbirtrary expressions after the "values" keywords must now be enclosed
within parentheses; consider the following example:
<code>
periods 1:2;
values -1 -2;
</code>
In the previous syntax, this was interpreted by the preprocessor as a shock of
value -1-2 = -3 for periods 1 and 2, which is clearly not the intent of the
user; with the new syntax, this will be rejected (too many values compared to
the number of ranges).
Also note that now commas are no longer required between arbitrary expressions,
since the parentheses are sufficient for separating them.
2010-11-24 18:26:43 +01:00
3459e1ffc4
Preprocessor: max lead/lags in the model are no longer affected by lead/lags on parameters ( closes #153 )
2010-11-18 11:21:20 +01:00
9d6ad96abd
New "console" option ( closes #130 )
2010-10-28 11:29:39 +02:00
c28d15d78a
Dynare parallel: preprocessor implementation
2010-10-28 10:54:43 +02:00
1aceb504fd
Check command is now compatible with block and bytecode options
2010-10-27 15:34:48 +02:00
c74ee8e61b
- Store the incidence matrix containing reordered equations and variable in block_structure
2010-10-27 15:30:01 +02:00
fc31afb356
- The Jacobian matrix in the block decomposed model without bytecode option is now sparse
2010-10-22 16:20:28 +02:00
1a09426706
- Correction of several bugs with Octave
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- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
2010-10-22 10:09:07 +02:00
57a2e33828
Histval: fixed bug for exogenous introduced in previous commit
2010-10-20 14:56:35 +02:00
4a252d8d7c
Histval block:
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- fail when user tries to initialize a variable at a period which is not in the model, and make the error message explicit
- correctly handle exogenous variables in stochastic mode, which are also substituted with an aux var
- added test files
2010-10-20 14:47:03 +02:00
7f59b8074c
Preprocessor: fix possible bug in histval (need to limit search of aux vars to aux vars for lagged vars, otherwise we could have a wrong match with some other kind)
2010-10-20 11:39:09 +02:00
894155be88
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
bcc590aafa
add preprocessor simplification rule
2010-10-18 15:51:07 +02:00
8f36437662
- Extends the algorithms compatible with bytecode to compute the steady-state (ticket #11 ). The new values for solve_algo are:
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* 0: fsolve
* 1: solve1
* 2, 4: solve1 + block decomposition
* 3: csolve
* 5: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
* 6: GMRES
* 7: BiCGStab
* 8: bytecode own solver (use Gaussian elimination + sparse matrix)
- Bytecode can now evaluate a specific block instead of the overall blocks (new bytecode's option 'Block = block_number')
2010-10-11 19:21:32 +02:00
92d9a62dd3
Preprocessor: give more explicit error message when lead or lag is used inside 'planner_objective'
2010-10-11 14:49:23 +02:00
e2ce87b7d5
Preprocessor: don't create auxiliary variables for expressions appearing only
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in unused model local variables
2010-10-11 12:58:38 +02:00
078574ee4a
external_function: add support for use_dll
2010-10-07 18:05:07 +02:00
c19df582e0
external_function: modified to pass functions as string names as opposed to function handles to reduce number of calls to mexCallMatlab when use_dll option is invoked
2010-10-07 16:49:36 +02:00
a20bc07fdf
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00
bc089f732e
- Correct the simul call without input argument
2010-09-24 11:07:43 +02:00
3068fbda8f
Preprocessor: no longer crashes when some dynamic variables appear only in
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unused model local variables (closes #101 )
2010-09-23 12:13:30 +02:00
a3640239ab
Removed all MSVC workarounds, since we can now definitely drop this compiler on
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Windows/64-bit platform
2010-09-21 15:06:14 +02:00
648c3cd177
Preprocessor: implement STEADY_STATE operator with "use_dll" and "block"
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options (closes #98 )
2010-09-20 17:04:38 +02:00
25b3c84b40
RESID command is compatible now with block option and without bytecode option (closes ticket #45 )
2010-09-17 16:54:43 +02:00
c7eff4ba60
- Adding the relaxation method for block and/or bytecode options
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- Changing the the stack_solve_algo option :
Previous version New version
1 : Sparse LU 0 : Sparse LU
2 : GMRES 1 : Relaxation
3 : BiCGStab 2 : GMRES
4 : Sparse LU & Optimal Path 3 : BiCGStab
5 : bytecode own solver 4 : Sparse LU & Optimal Path
5 : bytecode own solver
2010-09-17 12:18:25 +02:00
60f7678669
- Substitutes lead for exogenous and endogenous variables in the deterministic case: direct substitution of the variables even in non-linear expressions
2010-09-17 12:17:09 +02:00
aeb1a9ee1b
Preprocessor: make option "no_static" work even when "bytecode" is not present
2010-09-17 12:17:05 +02:00
98c371f735
Bug correction in the deterministic simulation: to solve a purely backward or forward looking block requires contemporaneous derivatives only.
2010-09-17 12:17:00 +02:00
0a3c8a4b0c
- compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
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- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +02:00
dbc9795a08
Preprocessor: rename "NodeID" in "expr_t"
2010-09-17 12:13:26 +02:00
25cf12f4f1
Preprocessor: uniformize typedef names (with a "_t" suffix)
2010-09-16 19:00:48 +02:00
3c57d73120
Preprocessor: clean prototypes of ModelTree methods (removed arguments
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redundant with data members, added const keywords, use passing-by-reference)
2010-09-16 17:51:50 +02:00
46b896e987
Preprocessor:
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- remove useless output type oMatlabDynamicModelSparseLocalTemporaryTerms
(indistinguishable from oMatlabDynamicModelSparseLocal)
- fix bug in output type of sparse static model
2010-09-16 16:57:35 +02:00
c3608b9ba7
Preprocessor: fix crash when mean or stderr of an estimated parameter is specified as an expression instead of a plain value (bug introduced in 28d30d9a62)
2010-09-16 15:37:27 +02:00
a5b5f39987
Preprocessor: corrected bug on HISTVAL with lags > 1
2010-09-10 11:43:48 +02:00
19fba43208
Revert "Preprocessor: change the automatically generated name of auxiliary vars for"
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This reverts commit 524e9a9c67
2010-09-07 17:12:06 +02:00
524e9a9c67
Preprocessor: change the automatically generated name of auxiliary vars for
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lagged endo/exo so that they contain the type-specific symbol ID (instead of
the preprocessor internal symbol ID)
2010-09-07 13:03:51 +02:00
54c1c0dfb6
Preprocessor: fix line numbering problems due to native MATLAB statements (bug introduced in a0cd4b33ae and 6582341799)
2010-08-30 14:37:48 +02:00
cda56cab74
Preprocessor: in the lexer, "end;" now corresponds to 2 tokens (instead of one), for consistency with the other tokens
2010-08-30 14:16:07 +02:00
e5ce0264bf
Preprocessor: when removing lags greater than 2 on endogenous or lags on exogenous, don't substitute model local variables that do not need to
2010-08-19 15:20:54 +02:00
0657c7151a
Preprocessor: in the parameter derivatives file, add the global "oo_" when the STEADY_STATE operator is used
2010-08-12 18:16:24 +02:00
8440c17499
preprocessor: fixing bug for OSR optim_weights with covariances
2010-08-10 20:16:59 +02:00
96bdf8c371
make sure that 2nd and 3rd order derivatives that haven't been computed are not taken to be zero.
2010-07-17 10:14:22 +02:00
34828e4110
added conditional variance decomposition to estimation options
2010-06-26 15:39:25 +02:00
b5baf45f36
move validation check from constructor to checkpass
2010-06-24 19:42:38 +02:00
Ferhat Mihoubi
Sébastien Villemot
Houtan Bastani
Houtan Bastani
Michel Juillard