Commit Graph

244 Commits (943db6fb24d9e4b01f31d084696bb8aec9010ff4)

Author SHA1 Message Date
ferhat 033c321b58 restore the mshocks command
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2985 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-25 12:48:09 +00:00
michel 85ed3d346a preprocessor: adding new options for Marlov Switching
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2975 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 13:13:57 +00:00
houtanb e08fa1f618 added steady_state operator to preprocessor
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2916 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-10 20:09:16 +00:00
sebastien 9571276cc1 Reverted to Unix (LF only) end-of-line convention
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2907 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-09 13:15:02 +00:00
ratto df329354a6 Fixed compilation error with gcc (ver 4.3) on Ubuntu
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2906 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-09 13:01:04 +00:00
sebastien 0857db4e79 More cleanups related to obsolete "cutoff" and "markowitz" statements
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2885 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:55:15 +00:00
sebastien 74232e9ee5 * Added new option stack_solve_algo to simul
* Added solve_algo=5 for steady
* Remove obsolete method option of simul
* Added various checks to avoid unimplemented combinations of bytecode/block/solve_algo/stack_solve_algo


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2882 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 16:34:48 +00:00
michel 1802078154 updating SWZ sbvar code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2875 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-30 19:24:34 +00:00
ferhat ed6cda0ca1 New options for block decomposition and bytecode (see http://www.dynare.org/DynareWiki/ByteCode):
- the options "sparse_dll" and "sparse" are no more available. They are replaced by combinations of block (for block decomposition) and bytecode (for model stored in a binary file)
- markowitz is now an option of simul and steady commands


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2873 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-29 15:04:11 +00:00
ferhat d32dd99210 - extension of normalization of equations to nonlinear equations
- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
  mfs = 0 => all variables are considered as feedback variables (default value)
  mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
  mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
  mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-25 09:43:01 +00:00
michel a2448f6394 v4: adding preprocessor interface to Sims-Wagonner-Zha code for SBVAR (regular and Markov-Switching).
This is not yet completely operational.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2855 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-26 17:07:07 +00:00
michel ef26fae773 v4: adding interface for shock decomposition
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2853 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-23 08:31:48 +00:00
sebastien 62f6368a19 trunk preprocessor: added new option "block_mfs" to "steady"
* normalizes the static model
* computes its block decomposition, using topological order
* for each block, computes minimum feedback set of variables
* at this stage, only produces text output (no change in the computation of steady state)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2798 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 15:07:09 +00:00
sebastien 44c864f9f7 trunk preprocessor: added new statements "write_latex_dynamic_model" and "write_latex_static_model" which list model equations in LaTeX code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2654 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-30 13:14:33 +00:00
sebastien b775f1812c trunk preprocessor:
* added support for derivatives of Hessian w.r. to parameters
* added "identification" command which does nothing for the moment, except triggering those derivatives w.r. to params


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2613 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 13:58:15 +00:00
sebastien eb2544b2a2 trunk preprocessor: use different tokens for inv_gamma_pdf and inv_gamma1_pdf (for more explicit error messages and for consistency with ln and log)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2580 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 14:47:45 +00:00
sebastien a3485ac69a trunk preprocessor: added new "change_type" command
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2452 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-11 11:43:18 +00:00
sebastien 35d2231010 trunk preprocessor: fix compatibility issues with Bison 2.4
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2442 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-27 14:29:08 +00:00
sebastien 8e75f758e6 trunk: allow the possibility of modifying Matlab matrices which have been earlier used in initval/endval
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2437 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-26 10:46:54 +00:00
sebastien 596d2a801d trunk preprocessor: fixed a memory management bug related to the filename being parsed
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2412 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-12 13:38:01 +00:00
michel 5f148e90f4 adding PLOT_PRIORS option, no plotting is the new default
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2391 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-03 14:10:16 +00:00
sebastien e98844dc61 trunk preprocessor: allow arbitrary expressions (and not just constants) in estimated_params, estimated_params_init and estimated_params_bounds blocks
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2368 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 15:05:38 +00:00
ferhat a0bbe27b95 Load_params_and_steady_state is now a dynare command -> needed to normalize the equations.
-> MatlabFile.cc and MatlabFile.hh are added to dynare in order to read the Mat-File

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2349 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 19:29:17 +00:00
sebastien 84ce321048 trunk: added a warning if dr_algo=0 is specified, and an error if dr_algo=1 is specified
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2290 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-05 11:19:30 +00:00
sebastien e0fecf369e trunk: fixed preprocessor crash when there is an unexpected end of file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2234 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-04 09:14:58 +00:00
sebastien 8bbc105fba trunk preprocessor: for better compliance with C standard:
* replaced all occurrences of "exit(-1)" by "exit(EXIT_FAILURE)"
* return EXIT_SUCCESS at the end of main()


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2229 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-29 15:33:16 +00:00
sebastien d46c423c6e trunk preprocessor: removed LCC_COMPILER and GCC_COMPILER options of SPARSE_DLL mode
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2177 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 17:21:22 +00:00
sebastien 2af294a5e6 trunk: removed remnants of dr_algo option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2118 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:49:51 +00:00
sebastien 919c2af259 trunk:
* added back model_comparison logic
* added QUOTED_STRING token in lexer
* added filename rule in parser (filename is NAME or QUOTED_STRING)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2115 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:24:13 +00:00
sebastien a03af050af undoing r2110 and r2111 changesets
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2112 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-25 12:29:35 +00:00
adjemian 20bc1b1401 v4.1: Added Model comparison. Not yet ready but can be used. The preprocessor, surprisingly, seems to sort the compared models (listed after the model_comparison command) by decreasing order of the model names (including path and extension).
TODO: 
+ Add an option to define the benchmark model (bayes ratio).
+ Add comparison to estimated BVAR models.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2110 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-24 21:52:11 +00:00
ferhat 3bcff08e87 - Bugs corrections in deterministic simulation with sparse option
- Check allowed with sparse option
- New command "MODEL_INFO" providing informations about the block structure of the model
- Memory leak corrections

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1993 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 15:06:36 +00:00
sebastien b61c9e6a69 v4 matlab:
* added preprocessor support for inverse gamma of type 2
* added support for this distribution in prior_bounds.m and rndprior.m
* other cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1983 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 10:48:04 +00:00
michel 59ad1a9c54 added diffuse_filter option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1916 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 09:33:58 +00:00
michel 1fc2c7a9f1 v4: added forecast, updated dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1812 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-01 12:04:48 +00:00
michel 0c45802387 v4: added trans_ident option for GSA
updated matlab/dynare_m.exe

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1807 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-20 05:56:21 +00:00
michel 74fb4a04c5 v4: fixing initvalf
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1795 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 07:22:10 +00:00
sebastien 39f4ef9d90 v4 preprocessor/macro: changed escape character one more time.
New syntax:
* directives: @#include "filename.mod"
* expressions to be substituted: @{expr}


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1788 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-10 08:16:54 +00:00
sebastien 9edf0b7dc8 v4 preprocessor: fixed bug with C-style comments, i.e. of the form /* ... */
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1786 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-08 15:14:08 +00:00
sebastien 21d00c14bb v4 preprocessor/macro: changed the macro processor escape character from @ to $
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1780 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-04 14:57:01 +00:00
sebastien efeeb01b33 v4 preprocessor: fixed memory management error
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1723 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-29 16:20:19 +00:00
sebastien adb44d4ade v4 preprocessor: fixed minor issues with operators precedence
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1706 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-15 17:31:00 +00:00
sebastien 0eca1351d9 v4 preprocessor: ignore Ctrl-M in macro-processor
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1699 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-08 13:10:10 +00:00
michel ba0b58dfab v4: changing name of preprocessor directory
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1686 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-03 10:28:36 +00:00