f4a4fb9d4c
preprocessor: move reindexing functions from DynamicModel to ModelTree
2015-04-07 15:58:18 +02:00
b99e68d7b7
preprocessor: update warning message for missing varexos
2015-04-03 17:07:25 +02:00
eb23adfb76
remove extra exo’s for shocks statement, nonstationary, and trend vars; fix bugs
2015-03-10 17:57:30 +01:00
6c937b1554
preprocessor: remove extraneous varexo, update model and statements, #841
2015-03-06 16:44:17 +01:00
9ab6be8995
preprocessor: bug fix; warning should be issued if there is at least one unused exo not more than one
2015-03-06 09:49:11 +01:00
dcabcb6b01
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
810c410157
preprocessor: add new commandline option onlyclearglobals. closes #635
2014-12-30 21:51:33 +01:00
c3855a949d
preprocessor: add oo_recursive_ to results file, closes #812
2014-12-17 11:10:09 +01:00
466a6d23a8
preprocessor: add field to store the number of multiplier equations added to ramsey problem. closes #728
2014-10-13 17:25:08 +02:00
3e8acef4cc
preprocessor: add field that contains the total number of equations, #728
2014-10-13 17:17:50 +02:00
da7d721063
preprocessor: always output the original number of equations
2014-10-13 17:16:41 +02:00
d1958e453c
Forbid use of 'identification' with exogenous deterministic variables.
...
Closes #664
2014-07-30 17:28:45 +02:00
6aee567382
Save empty dates and dseries objects in memory (base workspace) instead of disk (faster). Added an initialization mode for dates and dseries constructor. The following commands:
...
dates('initialization');
dseries('initialization');
create variables emptydatesobject and emptydseriesobject in base workspace.
2014-06-11 12:22:31 +02:00
15b44eda25
Merge branch 'master' into ep
2014-05-09 10:02:05 +02:00
ad42818606
fixing extended-preprocessor C++ API and test case
2014-04-24 14:33:04 +02:00
df0db38b3c
Bugfix: M_.sigma_e_is_diagonal could be wrong if there were several shocks blocks.
2014-04-10 11:43:26 +02:00
828f9d73d5
Cosmetic change for clearer code.
2014-04-09 18:33:24 +02:00
9c4b2d949b
Introduce two new command: perfect_foresight_{setup,solver}.
...
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
242a504cdc
Multiple "shocks" block are cumulative.
...
This was the default behavior before commit 82b31156
2014-04-09 15:23:20 +02:00
0983ca78f7
extended-preprocessor: starting a C interface (not finished)
2014-04-05 15:46:35 +02:00
4973aa986e
changes related to #641 for os x
2014-03-25 10:43:14 +01:00
9aabb82c76
Fix call to "mex" helper under MATLAB 8.3 (R2014a) and GNU/Linux.
...
There is a new LINKOPTS variable which governs the list of symbols to be
exported, so we set it to an empty value to have all symbols exported.
Previously we were overloading the LDFLAGS which was containing the list of
exported symbols.
2014-03-24 16:31:43 +01:00
fd323a8217
extended-preprocessor: starting a C interface (not finished)
2014-03-16 18:49:54 +01:00
fabcbb7042
finishing ramsey_model implementation
2014-03-09 12:15:32 +01:00
18e81ab22a
Rename OutputType to FileOutputType (to distinguish it from ExprOutputType).
...
Also rename DynareOutput.hh to FileOutputType.hh. Include the latter in dist
tarball, and add copyright/license header.
2014-02-25 16:45:55 +01:00
8fddca92a2
Remove some limitations of steady state model:
...
- allow recursive definitions (Closes #554 )
- allow a variable to be defined twice, simply emit a warning (Ref #556 )
2014-02-24 17:27:34 +01:00
96ac2c0fd6
extended-preprocessor: update test example1
2014-02-24 13:33:48 +01:00
a18b33ed7e
extended_preprocessor: renaming files/class and bug fixing
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
bd1188f78e
extended-preprocessor: finished removing c_driver mechanism
2014-02-24 13:27:14 +01:00
2885a00c8f
extended-preprocessor: adding line options output= and cuda; starting
...
to change ModFile::c_driver mechanism
2014-02-24 13:27:14 +01:00
9ba4fbded3
pretty end to dynare processing
2014-02-24 12:41:02 +01:00
bb0045a892
ms-dsge: add options statement
...
Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
preprocessor/ParsingDriver.cc
2014-02-24 12:41:02 +01:00
b37e3850e5
ms-dsge: write C output
...
Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
2014-02-24 12:41:02 +01:00
0c5966d487
ms-dsge: add param initialization to C output
2014-02-24 12:41:02 +01:00
b426f7236c
ms-dsge: create C driver file without statements
...
Conflicts:
preprocessor/DynareMain2.cc
preprocessor/ModFile.cc
preprocessor/ModFile.hh
preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
2fcb379b92
adding 3rd order derivatives to Static Model for evaluation of Ramsey
...
policy computed at order = 2
2013-12-11 19:24:29 +01:00
9a21667e69
For Matlab >= 2013a on osx, use renamed SDKROOT macro, MW_SDKROOT
2013-12-10 18:18:46 +01:00
5031f9efc0
Cleanup more preprocessor-generated files at each run
2013-12-02 17:22:16 +01:00
839ae22b1f
Add a warning when some exogenous are not used in the model
2013-11-29 16:03:45 +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
f7cdc39ff2
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
...
Closes #469
2013-11-29 14:51:17 +01:00
3b26467998
saves variables if they exist at end of dynare run. closes #517
2013-11-13 11:29:27 +01:00
07137e804b
preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392
2013-10-29 15:02:07 +01:00
f889760f61
Reactivate and fix the test for the balanced growth path.
...
If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).
Closes #506
2013-10-29 18:46:54 +08:00
37876b2c2b
Comment the trend test for a balance growth path => problematic with eLogTrend
2013-10-28 16:41:21 +01:00
051213f798
Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
...
- Add auxiliary variables for leaded and lagged exogenous
- Set the cutoff applied to the Jacobian at zero for the static and the dynamic models
2013-10-28 14:22:23 +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
3dc372e5bc
Added (command line) nointeractive option.
2013-07-10 12:02:12 +02:00
dd21816b13
Added (command line) nograph option.
2013-07-10 11:03:48 +02:00
f48141755c
Add new option parallel_local_files to model block
...
Ref #389
2013-05-31 14:47:38 +02:00
7bbe121769
Possibility of restricting differentiate_forward_vars to some variables
...
Closes #351
2013-05-17 16:53:15 +02:00
921e7fdafd
Document how functions with a kink are differentiated
...
Also add a warning in the documentation and in the preprocessor about the usage
of some functions (max, min, abs, sign, comparison operators) in a stochastic
context.
Closes #355
2013-05-17 16:53:14 +02:00
75b5f1d18a
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
a7e29af81c
Fix handling of auxiliary variables in endval block
2013-04-22 18:02:32 +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
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
cda0e03776
Add preprocessor messages (stdout, stderr) to the logfile
...
Closes #306
2013-03-18 13:44:04 +01:00
3f8c577630
Remove spurious display when there is zero preprocessor warning
2013-03-05 12:53:37 +01:00
26bc7b55a0
Remove obsolete workaround for Octave 3.2
2013-02-28 10:32:09 +01:00
a64ec3b156
Reorganization of warnings
...
- at the end of the computation, don't display all preprocessor warnings but
only their number
- also display if there has been a MATLAB/Octave warning (counting their
number does not seem feasible). Closes #181
- add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
4b50acbb93
Add more explicit error message when mixing ramsey_policy with varexo_det
2013-02-07 11:52:59 +01:00
1b317f1b9d
Fix linking of static file with use_dll under Windows
...
The "Static" symbol was not exported; instead, it was the non-existing
"Dynamic" symbol which was exported.
2013-01-30 14:02:23 +01:00
8c83135c0f
Add derivatives of static model w.r.t. parameters
...
The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
b7c1f5ad05
Remove obsolete workaround for Octave 3.2
2012-11-29 16:44:51 +01:00
ddddb5ad0f
console => nodisplay (Completes ticket #282 )
2012-11-12 16:48:44 +01:00
f58b9b755e
Provide dynamic 3rd derivaties for estimation w/ analytic derivation
2012-08-08 15:34:43 +02:00
2b8869d614
Compute static hessian for estimation w/ analytic derivation
2012-08-08 12:42:02 +02:00
b7538ad315
Always compute hessian when analytic_derivation is set
2012-06-08 11:47:10 +02:00
00f526dbb7
Generate derivs wrt params when anaytic_derivation=1
2012-06-07 15:33:43 +02:00
9a2e4cc6cf
config file: support GlobalInitFile option
2012-06-06 16:18:09 +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
629673199e
starting implementation of transformed variables to replace arguments
...
of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
615535ad88
Fix compilation errors with GCC 4.7
2012-05-08 16:10:10 +02:00
52cc77fe0e
New preprocessor option for not creating a logfile
...
Closes : #241
2012-04-20 18:15:02 +02:00
0ca000cdc9
preprocessor: display a summary of preprocessor warnings at the end of a Dynare run
2012-01-30 10:44:14 +01:00
1433bb6485
the overall time of execution is now saved in the log file
2012-01-22 16:09:42 +01:00
c977b666b3
warning output stream should be cerr
2012-01-18 14:42:57 +01:00
5c0a17e9f2
preprocessor: separate dynamic and static functions from their mexfiles
2011-12-23 18:22:41 +01:00
f5bfdbb23f
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
7c6446032f
Preprocessor: delete _steadystate2.m file from previous run if exists
...
Closes : #224
2011-11-25 15:13:16 +01:00
e2569f6b6a
fixed "clear global" for Octave
2011-11-22 22:09:13 +01:00
2ac0e89014
another work-around for Octave 3.2 bug with "clear all"
2011-11-21 15:03:19 +01:00
7840dbbb77
use "clear -all" instead of "clear all" when running under Octave
2011-11-20 14:48:01 +01:00
99c0508909
Displays an error message when the model contains pound expressions and 'bytecode' or 'block' options are present
2011-10-14 14:35:32 +02:00
3d1a0c2652
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
18bd51952f
output derivatives of static model when identification is present ( closes #127 )
2011-08-19 16:58:44 +02:00
7357a23114
output mex file for static model ( closes #183 )
2011-08-19 16:57:27 +02:00
ae76a8f842
Preprocessor: fix crash when no computational task is required
2011-06-22 11:34:38 +02:00
311102ff6f
- Compute :
...
+ the number of static, lag, lead and both variables,
+ the lead_lag_incidence matrix for variables related to previous blocks
+ the index of reordered policy rule
for each block during the preprocessing step
- correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode
- avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for estimated or stochastically simulated models: the cutoff option is set to 0.
2011-06-18 17:53:50 +02:00
597a4b92a0
discretionary_policy: fixing bug in preprocessor requirements
2011-06-18 06:53:00 +02:00
a25a0997d9
Preprocessor: adopt a more consistent behavior when no computing task is requested
2011-05-03 11:28:43 +02:00
055104704e
Preprocessor: tentative fix for testsuite crash in block/bytecode
2011-04-28 10:41:43 +02:00
7bc92541ad
Preprocessor: cosmetic change
2011-04-28 10:39:59 +02:00
3e92f41079
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +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
acf385b58a
bug fix: change order of the way we handle expectation operators and trend vars in transformpass
2011-03-23 15:46:04 +01:00
Houtan Bastani
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Michel Juillard
Houtan Bastani
ferhat
Sébastien Villemot