9b525713d9
Revert "preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions"
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This reverts commit eb2890d1f5
2015-09-02 15:29:52 +02:00
eb2890d1f5
preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions
2015-09-01 18:29:10 +02:00
11eaf27453
Merge branch 'julia'
2015-09-01 11:35:16 +02:00
c9f771973d
expand extended preprocessor + first implementation of Petsc interface
2015-08-27 10:00:51 +02:00
ccd383cbed
fix array indexing for Julia
2015-08-21 17:13:38 +02:00
d70ae4d103
write steady state model
2015-07-28 17:27:56 +02:00
25ae46e204
write dynamic file
2015-07-27 17:02:51 +02:00
b81035a6f3
write static model
2015-07-27 15:33:38 +02:00
383a852c9c
Revert "Merge branch 'rmExtraExo'"
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This reverts commit 28ffa9c56f60b3577a09
2015-06-09 16:42:51 +02:00
e4b8565797
Revert "preprocessor: fix bug in merge of rmExtraExo branch"
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This reverts commit def2bf81d2
2015-06-09 16:41:00 +02:00
def2bf81d2
preprocessor: fix bug in merge of rmExtraExo branch
2015-05-28 16:16:54 +02:00
e389ab90bf
Merge branch 'master' into rmExtraExo
2015-05-18 17:16:55 +02:00
2ab8e2a122
preprocessor: external functions bug fix: fixes the case where an external function is contained in a local variable that’s used in an equation with leads/lags that require auxiliary equations. Closes #916
2015-05-12 16:39:10 +02:00
6c937b1554
preprocessor: remove extraneous varexo, update model and statements, #841
2015-03-06 16:44:17 +01:00
b4c3d004ad
Introduce a new abstract class for external function nodes.
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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
f55fda0938
Implement cloneDynamic() for {First,Second}DerivExternalFunction.
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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
98f3a04444
extended_preprocessor: fixed computation of steady state out of
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steady_state_model
2014-02-24 13:33:48 +01:00
49b34d4c94
write C++ version of model functions without temporary terms
2014-02-24 13:33:48 +01:00
3745409f19
preprocessor: namespace fixes to remove clang warnings
2013-12-30 14:54:00 +01:00
ed2f6d62c1
Refactor code for collecting variables appearing in expressions
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- 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
12140fb814
preprocessor: ExprNodeLess is a struct
2013-11-21 14:48:11 +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
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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
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Closes #307
2013-04-11 17:11:35 +02:00
39cc313964
removed changes linked with transforming variables to avoid log or
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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 )
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- 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
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
539bf0ca69
finishing implementation of optional transformation of log and non
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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
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
629673199e
starting implementation of transformed variables to replace arguments
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of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
ce9fe30a7a
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
7357a23114
output mex file for static model ( closes #183 )
2011-08-19 16:57:27 +02:00
330b11ba48
code cleanup
2011-03-28 11:34:42 +02:00
161647922c
Implement explicit writing of first order conditions of Ramsey problem (ticket #5 )
2011-03-24 17:17:15 +01:00
f4557cb195
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
9c6d65bc0a
Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128 )
2011-01-13 18:08:26 +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
894155be88
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
078574ee4a
external_function: add support for use_dll
2010-10-07 18:05:07 +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
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
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
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
Houtan Bastani
Michel Juillard
Sébastien Villemot
Ferhat Mihoubi
Sébastien Villemot
Houtan Bastani