Commit Graph

1338 Commits (943db6fb24d9e4b01f31d084696bb8aec9010ff4)

Author SHA1 Message Date
sebastien 7279f0de1b Updated Doxygen configuration file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2903 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-08 08:06:23 +00:00
sebastien 4c38e9147f Added derivatives of dynamic model residuals with respect to parameters
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2902 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-08 08:06:06 +00:00
sebastien 655fa02710 Removed useless stuff
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2901 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-08 08:05:44 +00:00
sebastien dff2144c2c Added error message if bytecode option specified but no bytecode DLL found
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2896 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 16:34:15 +00:00
sebastien 579b5f509e Cleanup "cutoff" and "mfs" options (the former is no longer in options_)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2888 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 10:10:06 +00:00
sebastien b88c5abcba Remove useless "markowitz" data member in DynamicModel and StaticDllModel
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2886 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:57:17 +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 71f5e527e6 Remove obsolete "cutoff" and "markowitz" statements
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2884 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:50:45 +00:00
ferhat 164eb22f87 - get rid of block and bytcode variable in SimulStatement and StochSimulStatement
- minimalist version of dynamicmodel when no dynamic model is needed

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2883 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 16:44:15 +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
ferhat 9f45200924 simulate.dll has been replaced by bytecode.dll
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2881 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 14:40:54 +00:00
sebastien 9a1339ad11 Added support for equation tags (thanks to Pablo for providing a patch)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2880 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 14:37:59 +00:00
sebastien a56de57637 Various cleanups related to new options "bytecode" and "block"
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2879 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 13:36:56 +00:00
ferhat 1786ba13da - bug fix: block not set to 1 in StaticModel
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2877 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-31 18:56:29 +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
michel 797c9747f6 v4: modify MS option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2869 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-25 18:55:01 +00:00
ferhat a5e047df47 - Adding missing files: StaticDllModel.cc and StaticDllModel.hh
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2867 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-25 10:14:49 +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
sebastien 1736b45404 Fixed typo introduced in previous commit
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2860 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-17 15:07:28 +00:00
michel b1809b2403 corrected problems created by new options name conflict with common variable names
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2859 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-17 14:46:08 +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
ferhat 1d9260251d - sparse_dll option works fine with feedback variables
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2851 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-21 15:50:12 +00:00
sebastien a52d38c856 Preprocessor: handle model local variables in blocks_mfs mode of steady command
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2841 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-13 13:44:46 +00:00
sebastien 515be5ad3a Preprocessor: refactor usage of GNU g++ specific features
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2840 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-13 09:13:42 +00:00
sebastien d9aca4bc4e Preprocessor:
* new ExprNode method for computing set of ModelLocalVariables of an expression
* factorized code with collectEndogenous() and collectExogenous() methods


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2839 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 16:42:08 +00:00
ferhat 45c28cadc2 - minor modifications in Reorder_the_recursive_variables prototype
- no function comment in MinimumFeedbackSet.cc
- writeChaineRuleDerivative in DynamicModel.cc instead of ModelTree.cc


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2836 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 15:37:51 +00:00
ferhat d19ccced9a - Complete implementation of feedback variables in dynamic model with sparse option
- Normalization of linear in endogenous variable equations 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2834 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 15:05:09 +00:00
sebastien 4ba6a505db Preprocessor: bugfixes to block_mfs option of steady
* sort recursive variables in topological order in the _static.m file
* collectEndogenous() returs type specific IDs, not symb_id!


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2833 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 14:22:40 +00:00
sebastien e8700bc046 Implemented MATLAB part of the block_mfs option to steady.
(Still need to fix a bug)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2829 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-09 16:35:07 +00:00
sebastien 5495f0c6c0 Preprocessor, static model handling: added code to output M-file when in block+MFS mode
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2820 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-07 15:58:17 +00:00
sebastien b0f252c2f4 Some restructurings in the preprocessor:
* StaticModel: dropped creation of C file in USE_DLL mode
* StaticModel: added computation of derivatives for block MFS mode
* DynamicModel: catch error codes of mkdir()
* ModelTree: moved "mode" member variable to DynamicModel
* ModFile::writeOutput(): moved manipulations relative to dynamic model file to DynamicModel


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2818 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-07 14:20:48 +00:00
sebastien 479f3340f7 Preprocessor: various minor changes, including
* moved some declarations from ExprNode.hh to BlockTriangular.hh to which they conceptually belong
* replaced non standard boolean operators (and, or, not) by standard ones (&&, ||, !)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2812 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-06 10:36:36 +00:00
sebastien 1cde972d91 Preprocessor: changes to code for chain rule derivation
* fixed a bug in the handling of VariableNode: we now make a copy of the recursive_variables map, instead of modifying that of the caller
* factorized code shared with standard derivation
* various minor cleanups


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2811 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-06 09:34:21 +00:00
sebastien db382f1f6f Changes to the write_latex_{static,dynamic}_model:
* fixed bug in the dynamic version (was putting time subscripts to parameters)
* changed symbol for multiplication to a space (was a dot)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2802 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-02 14:51:14 +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 1f22698295 trunk preprocessor: various minor changes in MinimumFeedbackSet.{cc,hh}
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2797 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 14:43:59 +00:00
sebastien a05fa888b0 trunk preprocessor: M_.NNZDerivatives is now a column vector instead of a matrix
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2794 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-29 10:52:57 +00:00
sebastien e7c9ec55e9 trunk preprocessor: fixed bug with sparse Hessian and USE_DLL
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2793 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-29 09:27:09 +00:00
sebastien bbd756220c trunk preprocessor: output the number of non-zero derivatives in main M-file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2792 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-26 13:57:07 +00:00
sebastien 14eea65483 trunk preprocessor:
* for 2nd and 3rd derivatives of static and dynamic model, create the sparse matrices in a more efficient way (thanks to Pablo Winant for suggesting this and providing a patch)
* this breaks USE_DLL option at order 2
* fixed bug when hessian or 3rd deriv. matrix was all zero: the matrix was not constructed at all, leading to crashes in Matlab code


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2787 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 09:56:41 +00:00
sebastien 0612cd8ebe trunk preprocessor: fixed logical and operator (thanks to Pablo Winant for pointing this out)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2785 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 07:35:08 +00:00
sebastien cbbaf112e3 trunk preprocessor: fixed bug when loading non-existent steady-state file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2753 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-10 14:45:41 +00:00
sebastien b710347869 trunk: build system updates
* top-level Makefile now generated
* automatic rules for regenerating configure and Makefiles
* enhanced source tarball creation (no longer destroys SVN subdirs)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2734 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-08 10:04:06 +00:00
sebastien 0b0aea0589 trunk: fixed preprocessor/Makefile.in
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2730 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 17:01:15 +00:00
ferhat ed679ec55c - ModelBlocks.cc and ModelBlocks.hh erased
- Makefile.in corrected

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2729 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 16:04:23 +00:00
ferhat 0380ae414a - References to ModelNormalization erased
- Use derivatives w.r. to lead and lag endogenous in BlockTriangular.cc

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2728 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 15:30:32 +00:00
ferhat 1707d7eed9 Minor corrections (comments corrected in MinimumFeedBackSet.hh, makefile updated and ModelNormalization erased)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2727 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 15:04:09 +00:00
ferhat 6479edf5a7 - Correction of several bugs
- normalize an equation linear in its endogenous variable
- Chained rule derivatives (necessary to reduce a block to the feedback equations and variables)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2726 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 14:45:23 +00:00
sebastien 0acc298758 trunk preprocessor BlockTriangular.cc: fixed misleading error message
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2689 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-25 09:46:40 +00:00
sebastien 6f5d4b3c95 trunk: fixed several copyright headers
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2681 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-19 08:57:07 +00:00
michel fb494361e2 4.1: corrected typo in file include name
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2680 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-18 05:02:20 +00:00
ferhat 1a058fea4f - Bugs correction in the new block decomposition (incorporating the feedback variables)
- First draft of DynamicModel.cc files with feedback variables. 
TODO : 
- reduction of the Jacobian matrix 
- symbolic normalization of equations
- application to the binary code evaluation (simulate.dll).

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2678 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-15 22:41:51 +00:00
ferhat 7384613258 Correction of few bugs in DynamicModel and BlockTriangular
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2674 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-13 22:16:51 +00:00
ferhat 25ca5d3ee8 New implementation of block decomposition & feedback variables using Boost for DynamicModel
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2671 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-12 23:03:40 +00:00
michel 33b9537149 v4.1: added to preprocessor int NNZDerivatives[3] with number of non-zeros derivatives at order 1, 2, and 3
used it to initialize sparse g2 and g3 in Matlab <modfile>_dynamic.m


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2668 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-12 20:32:27 +00:00
sebastien f06a89697d trunk preprocessor:
* change the way we check for success of strtod() in NumericalConstants::AddConstant, because of Windows compatibility problem
* reverted r2660 changeset


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2661 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-07 08:50:59 +00:00
michel 6258410a83 4.1: added -DNDEBUG in Makefile.in to avoid assert() problem under Windows. This is a quick fix that needs to be redone correctly
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2660 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-07 07:46:02 +00:00
sebastien 077e61e2c2 trunk preprocessor:
* fixed bug with normcdf() when converting to static model
* fixed description of derivative computation


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2655 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-04 12:59:21 +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 e96420b3a7 trunk preprocessor: cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2653 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-30 13:05:21 +00:00
sebastien bacbd603fd trunk preprocessor:
* removed obsolete output type CDynamicSparseDLL
* probably fixed a bug in BlockTriangular::Reduce_Blocks_and_type_determination


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2652 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 14:16:14 +00:00
sebastien b8a8bd0068 trunk preprocessor: enforce impossibility of mixing deterministic and stochastic statements, even in Sparse/SparseDLL modes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2649 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 11:35:44 +00:00
sebastien c431ca637c trunk preprocessor: in NumericalConstants
* fixed bug introduced in r2642 with NaN
* added a check to verify that the conversion to double succeeded (use strtod() instead of atof())
* store the double values in a vector


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2647 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 11:05:40 +00:00
sebastien 6a4a414a3b trunk preprocessor:
* finished normalization algorithm
* added routine for computing the equations which are already in normalized form


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2645 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 17:11:48 +00:00
sebastien 920e21561b trunk preprocessor: added method VariableNode::get_symb_id()
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2643 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 17:03:21 +00:00
sebastien 84ba1aff7c trunk preprocessor: use assert() function at several places
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2642 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 16:21:39 +00:00
sebastien bc86ddc1a2 trunk preprocessor: small simplification of the Makefile
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2641 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 16:16:12 +00:00
sebastien a7e32f5025 trunk preprocessor: added two more symbolic simplication rules, particularly useful for the static model
* x-x=0
* x/x=1


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2640 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 16:04:29 +00:00
sebastien 5cc4e16ebf trunk StaticModel.cc: added model normalization (still need to force normalization of equations of the form a = f(b,c))
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2638 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-27 17:15:14 +00:00
michel af69c4d6a5 4.1: changed mex LDFLAGS option for compiling *_dynamics.c to make the Dynamic function public.
This most likely makes it unusable for compilers other than gcc


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2632 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-25 13:06:36 +00:00
sebastien fc71060fa6 trunk:
* use autoconf to create the preprocessor Makefile
* the preprocessor now displays the version number
* the top-level Makefile triggers compilation of the preprocessor and of the documentation


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2621 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 15:52:00 +00:00
sebastien d55470ca88 trunk preprocessor: cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2614 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 15:54:19 +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 f7c97fcebe trunk preprocessor: restructuring the way we decide which derivatives to compute
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2610 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 10:48:54 +00:00
sebastien a8bed91300 trunk preprocessor:
* fixed bug with planner_objective
* fixed another bug due to unitialized max_{lead,lags} values


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2604 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 18:07:28 +00:00
sebastien db2bcba968 trunk: reverted r2572 changeset
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2601 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 14:07:57 +00:00
sebastien c4e1b8ef80 trunk preprocessor: fixed bug with normcdf derivative (introduced in r2596)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2598 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-17 21:22:44 +00:00
sebastien 4bb5ce9b86 trunk preprocessor: restructuration of the code before adding derivatives w.r. to parameters (in particular, removed VariableTable, and replaced it by a system of derivation IDs)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2597 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-17 16:26:23 +00:00
sebastien 03ce535f04 trunk preprocessor:
* enforce lag=0 for DataTree and StaticModel
* various minor and cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2596 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-16 10:33:30 +00:00
sebastien da408a908f trunk preprocessor: some cleanups related to sparse mode (removed SimulSparseStatement class and incorporated it into SimulStatement, determine mode at preprocessing time instead of runtime in StochSimulStatement)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2595 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 15:02:51 +00:00
sebastien 2e9ce1fe1e trunk preprocessor: added missing headers for recent versions of GCC
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2594 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:47:57 +00:00
sebastien 845888d692 trunk preprocessor: cosmetic change for consistency in bison file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2593 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:43:54 +00:00
sebastien 6dc870727d trunk preprocessor:
* created a distinct expression tree for the static model (thus giving better sharing of sub-expressions and better computation of temporary terms for the static model)
* for that purpose, created StaticModel and DynamicModel classes (ModelTree still persists, but only contains code shared between StaticModel and DynamicModel)
* removed sparse static file (to be later replaced by new algorithm for steady state computation on large models)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2592 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:39:53 +00:00
ferhat ee64d9abac The sparse option in model is now compatible with homotopy => preprocessor commit
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2588 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-10 16:56:27 +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 c00e5ac992 trunk: fixed bug with USE_DLL and second order (Hessian matrix was not sparse)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2572 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 10:07:37 +00:00
sebastien 695a638f09 trunk: fixed bug with USE_DLL (stoch_simul was calling stoch_simul_sparse, because of wrong handling of options_.model_mode)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2571 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 10:02:45 +00:00
sebastien 5ee346e4fd trunk: {load,save}_params_and_steady_state now use a text file for communicating (instead of a MAT-file)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2517 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-24 16:29:58 +00:00
ferhat a5a4c36ac0 Minor corrections on multiprocessing in simulate
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2464 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-13 17:59:45 +00:00
sebastien 433d3c9d13 trunk preprocessor: removed underscore in Model_Graph.{cc,hh}
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2460 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-13 13:48:30 +00:00
sebastien 3586f4b3bd trunk preprocessor: removed the include/ directory
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2459 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-13 13:39:31 +00:00
ferhat b6636fc799 modifications in sparse options to support the new variable indexation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2458 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-13 13:33:09 +00:00
sebastien b502d94145 trunk preprocessor: simplified build system (only one Makefile now)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2455 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-12 11:02:56 +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 4005d25f25 trunk preprocessor:
* reorganized symbol table so that internally symbols have a unique integer ID (as a result, sparse code is temporarily in a broken state)
* rewritten from scratch ModFile::evalAllExpressions()
* {load,save}_params_and_steady_state moved to NumericalInitialization.{cc,hh}
* fixed bug related to endval block


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2441 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-27 12:19:25 +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
sebastien 449baffb0a trunk preprocessor/macro: allow empty arrays, and iteration over them in @#for loops (empty array can only be constructed through set difference for the moment)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2401 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-06 15:47:26 +00:00
sebastien d4e10fdaa5 trunk preprocessor: fixed bug in the macro-processor, when the body of a @#for loop is empty
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2399 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-05 15:54:09 +00:00
sebastien de5ed16ef1 trunk preprocessor: cosmetic change to Bison file, for consistency with other options
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2398 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-05 15:07:49 +00:00
sebastien 7cb97d5ac0 trunk preprocessor: allow one line comments behind @#else
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2396 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-04 23:42:48 +00:00
sebastien 783b1adfb6 trunk preprocessor: allow one line comments behind @#endif and @#endfor
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2394 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-04 23:24:16 +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
ferhat 851b5896c0 correction of the constants returned by functions ReadNum and ReadAlpha in the SimpleEleme virtual class
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2384 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-30 11:04:21 +00:00
michel 44a9cd73b8 added expression_or_empty token
re-authorized empty expression between commas in estimated_parameters statements


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2374 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-25 09:50:21 +00:00
ferhat 56c0af0b7e Find the temporary terms even in local model variables
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2373 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-23 14:09:24 +00:00
sebastien 723b260f9f trunk preprocessor: automatic reindentation of all code with emacs
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2372 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-23 10:59:37 +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
sebastien 50985b004e trunk preprocessor: fixed bug with estimated_params_init and estimated_params_bounds in conjunction with correlation of endogenous variables
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2366 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 10:10:39 +00:00
sebastien 2495aca72a trunk:
* updated copyright headers of all files modified since January 1st: the copyright notice now encompasses 2009
* fixed various other copyright header issues


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2364 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 14:39:24 +00:00
sebastien c6761f79dd trunk preprocessor: added option to remove @#line statements in output of macro-processor
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2361 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 13:45:44 +00:00
sebastien 8acb8f98e4 trunk preprocessor: no longer impose that extension be .dyn or .mod
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2360 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 12:08:11 +00:00
sebastien bc384c2f5f trunk preprocessor: removed unused header file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2359 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 11:37:02 +00:00
ferhat 4fe7e3e155 - SymbolGaussElim.cc is discarded from the preprocessor (all simulations are now implemented in simulate)
- Correction in model_info.m

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2358 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-20 22:04:37 +00:00
ferhat b18d8ae275 - forgotten files in the previous upload: MatlabFile.cc and MatlabFile.hh
- temporary terms computed just before the equation where they appeared => important for "evaluated blocks" where temporary terms depend on endogenous computed in the block

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2351 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-02 13:00:43 +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
ferhat 487afce68d - corrections of few bugs in local model variable with sparse option
- simplifications of model blocks management in Modeltree
- corrections of the temporary variables management with sparse option

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2341 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-24 15:49:01 +00:00
ferhat 5eead4dfa9 - corrections of bugs in exprnode and with solve_two_boundaries_simple type
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2333 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-19 16:24:22 +00:00
ferhat 29ca49f885 - Correction of several bugs in sparse_dll
- Pound expressions accepted with sparse option


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2329 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-19 10:24:31 +00:00
sebastien ace3002b72 trunk: added options_ structure to *_results.mat file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2318 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-18 11:14:05 +00:00
sebastien dd79043bb2 trunk preprocessor: fixed bug with optim options
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2317 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-15 15:45:54 +00:00
sebastien e8918e7ab0 trunk preprocessor:
* added "onlymacro" option
* added the possibility to specify macro output file with "savemacro=..."


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2316 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-15 14:39:36 +00:00
michel ee5e86f91e corrected typo in preprocessing of exo_det_names
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2314 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-12 16:36:28 +00:00
sebastien 299e68470d trunk preprocessor/macro: report the location of @#for or @#if statement when not matched by an @#endfor or an @#endif
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2304 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-09 16:13:03 +00:00
sebastien 6017007f4f trunk: fixed dsample command (was broken until now)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2301 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-08 16:19:59 +00:00
sebastien 34bfaeb3ab trunk preprocessor/macro: added new 'in' operator for testing membership of an array
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2300 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-08 15:13:08 +00:00
sebastien 6c0480d7f2 trunk: fixed bug in operator precedence in macro-processor (+ and - had highest precedence than * and /, colon (:) precedence was too high)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2298 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-08 14:42:43 +00:00
sebastien 2134146033 trunk:
* removed obsolete global variables "endval_" and "rplottype_"
* removed duplicate initialization of options_.replic


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2295 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-05 15:34:26 +00:00
sebastien 824c5764e3 trunk: only execute the 'rmpath basename' in Sparse mode
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2294 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-05 11:27:28 +00:00
sebastien 4cfcc6f5c1 trunk preprocessor: save M_ in the _results.mat file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2292 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-05 11:24:57 +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
ferhat 26ae037863 - factorization of simulation methods for static m-file
- correction of bugs in resid.m

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2280 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-02 21:29:43 +00:00
sebastien 0a50d6033d trunk preprocessor: removed obsolete global variables
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2272 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-25 14:40:51 +00:00
sebastien ad9ac0a311 trunk preprocessor: compilation fix for Linux/Unix systems
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2270 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-24 10:55:37 +00:00
ferhat 23de7b250a - factorization of simulation methods in dynamic m-file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2266 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-21 17:40:52 +00:00
sebastien 5fe4ebb670 trunk preprocessor: added missing headers in IncidenceMatrix.cc (otherwise fails to compile with gcc 4.3)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2259 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-17 09:10:38 +00:00
ferhat 0b0f0704c4 Correction of few bugs in IncidenceMatrix, BlockTriangular and ModelTree
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2258 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-16 18:02:52 +00:00
ferhat af27f63392 - separated file for the IncidenceMatrix class
- List of incidence matrix handled with a map instead of a chained list

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2257 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-14 20:12:59 +00:00
ferhat f904a1a19d - new Incidence_Matrix class
- lead and lag on exogenous variables
- corrections in dr1_sparse and dr11_sparse
- minor corrections in simulate

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2255 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-14 16:07:47 +00:00
sebastien b65e92c11d trunk:
* fixed displaying of subtitles when HP filter is present
* fail if HP filter required on empirical simulations (not yet implemented)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2237 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-04 11:00:54 +00:00
sebastien 0601e50341 trunk preprocessor: fail if order > 1 given for ramsey_policy
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2236 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-04 10:52:06 +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 6a3b09c2b4 trunk preprocessor: fixed bug when both "simul" and "periods" options are given to stoch_simul
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2232 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-03 16:35:40 +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 23b2ac039c trunk preprocessor:
* added "notmpterms" to usage notice
* fail when unknown option is given


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2227 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-29 15:19:56 +00:00
sebastien 342f32b59c trunk preprocessor: added option "notmpterms" to dynare command, for disabling temporary terms in static and dynamic files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2226 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-29 15:10:51 +00:00
ferhat 7c6ed357b6 Bugs correction in check command with sparse option in model command
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2196 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-24 16:35:06 +00:00
sebastien 3594aebd43 trunk preprocessor/ModelTree.cc:
* fixed compilation problem related to temporary integer
* removed unused variable


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2179 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-19 16:21:05 +00:00
ferhat f59bba3ddc - Adding SOLVE_FORWARD_COMPLETE and SOLVE_BACKWARD_COMPLETE simulation type for sparse model option
- Adding dyn2vec at the end of a deterministic simulation with sparse or sparse_dll option

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2178 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-19 15:44:08 +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 58358122da trunk preprocessor: added some comments
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2176 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 17:15:23 +00:00
ferhat 8aab45ce5d Suppress the addpath command before the call to Bicgstab
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2174 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 15:30:47 +00:00
sebastien ebb0095360 trunk preprocessor: allow zero equation if standalone BVAR estimation
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2170 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 12:52:08 +00:00
sebastien d1e5b0d4b8 trunk preprocessor: added error message if model local variable (pound sign expression) used outside model scope
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2168 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 12:22:35 +00:00
sebastien 59fad3df56 trunk preprocessor: removed unused recursive variable type
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2167 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 11:54:35 +00:00
sebastien cc64a40ac7 trunk preprocessor: renamed "Type" to "SymbolType" for the sake of clarity
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2166 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 10:20:19 +00:00
sebastien 21914feb4f trunk preprocessor:
* added some comments
* created enumerations for block type and block simulation type


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2165 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 10:11:54 +00:00
sebastien 61e307d737 trunk preprocessor:
* forbid lead/lag on model local variables (constructed with pound sign)
* forbid unknown function names in model block
* code simplication


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2147 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 16:44:20 +00:00
sebastien 73c513802f trunk:
* DynareBison.yy: use "filename" rule for initval_file, dynasave, dynatype and datafile option
* DynareBison.yy: removed some spurious syntaxes for dynatype and dynasave
* ComputingTasks.cc: bugfix for dynatype
* cosmetic changes to dynatype.m and dynasave.m


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2145 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 16:06:07 +00:00
michel 6ea5d0b9d5 Fix parentheses error in corr expression in shocks block
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2130 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-02 08:05:11 +00:00
sebastien 74fb2cb05f trunk preprocessor:
* fail if no. of equations is different from no. of endogenous (unless ramsey_policy is used)
* more fields in the ModFileStructure class
* cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2121 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-29 10:16:13 +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 26adb11ae0 trunk: renamed sec2hms.m to dynsec2hms.m (name collision with Matlab package)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2116 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:26:21 +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
michel 5d9f0670c2 changed name of function called for normcdf
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2091 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-22 18:58:04 +00:00
sebastien 30ffa48eec trunk: merge r2076 changeset from 4.0 branch
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2077 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-15 13:40:02 +00:00
michel ec53cae4d0 bugs correction for exo_det
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2067 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-14 16:36:58 +00:00
sebastien 80c86e23ed v4.1 preprocessor:
* refactored code for the standard normcdf()
* cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2035 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-04 08:10:42 +00:00
michel 3d2b9c7e7b added short cut for standardized cummulative normal distribution
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2030 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-04 01:01:36 +00:00
sebastien 53aa9ce545 v4 preprocessor: allow option "order" in "estimation" statement
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2021 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 16:15:15 +00:00
ferhat 6a3d20452b Minor corrections:
- Bug in check.m with model without sparse options
- Display in simulate.dll
- "Model_InfoStatement" renamed "Model_InfoStatement" in ComputingTasks

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2010 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-29 12:31:25 +00:00
ferhat 3f047dab9c - Bugs and memory leak correction
- implementation of model_info command

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2007 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:20:34 +00:00
michel 662cdea02d add an upper bound to loops in VariableTable::computeDynJacobianCols()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1997 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:57:21 +00:00
sebastien 2a7ee3d056 v4 preprocessor:
* DynareBison.yy: added missing declaration of MODEL_INFO as a token
* various cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1995 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 16:45:39 +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 ba45419c70 v4 preprocessor:
* fixed bug related to column numbering of exogenous variables in dynamic jacobian
* gave more explicit names to some methods in VariableTable, and other cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1990 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-24 10:54:20 +00:00
sebastien c5069d1896 v4 preprocessor: removed unnecessary round() before call to sec2hms()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1989 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-24 10:41:46 +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
sebastien 5ef425857a v4 preprocessor mex: various minor fixed to ensure correct compilation under g++ 4.3
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1906 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-28 11:20:45 +00:00
sebastien e08cad8265 v4: merged Octave branch into trunk
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 18:20:48 +00:00
sebastien 06d886b370 v4 preprocessor: use GNU make's standard variables names and default values for g++ (CXX) and ar (AR)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1885 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-19 16:39:23 +00:00
sebastien 120d412152 v4: dropped Scilab support
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1878 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-16 16:33:28 +00:00
sebastien 75fb140b5c v4 matlab+preprocessor:
* removed global variables from "static" and "dynamic" files (in standard and USE_DLL modes only)
* added extra arguments when those functions are called from M-files


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1859 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-06 14:01:02 +00:00
michel ffc6c8fdef v4: fixed bugs for dynasave
updated dynare_m.exe

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1819 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 13:54:59 +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
sebastien f120c49dde v4 preprocessor: removed unused bits of code
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1811 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-29 15:15:35 +00:00
sebastien 7eb6fa3ed1 v4 preprocessor: fixed bug with "order" option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1809 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-24 10:55:26 +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 f4eda9e12f v4 preprocessor: added mode_file to dynare_sensitivity options
corrected threshold_redform option
                 threshold_redform option accepts float and (-)Inf
                 split value (puts NaN for no value) and value1 (doesn't accept no value)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1803 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 20:22:42 +00:00
sebastien 9f8deb4fdd v4 preprocessor/macro: added a difference operator on macro arrays
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1799 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 09:19:01 +00:00
sebastien fcc7233a37 v4 preprocessor:
* fixed bug in InitValFile statement (typo in Matlab option name)
* various cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1798 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 09:17:15 +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
michel 9330ff1786 v4 preprocessor: added some estimation options for dynare_sensitivity
updated matlab/dynare_m.exe

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1794 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-13 12:58:44 +00:00
michel 40a049c359 v4 preprocessor: corrected bug with initval_file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1793 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-11 19:24:19 +00:00
michel 48166a9c96 v4 preprocessor: added syntax (:) for all variables in
option_lists
                 updated matlab/dynare_m.exe


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1792 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-11 14:41:52 +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
michel 2d4403b2ae v4 preprocessor: corrected bugs in GSA options
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1787 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-10 08:04:43 +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 f68dba509d v4 preprocessor:
* renamed TmpSymbolTable to SymbolList (with some clean up by the way)
* removed unused mechanism of alternative variable names in tmp_var_list
* OptionsList: fixed memory leak and bug in clear()


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1785 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-07 13:14:40 +00:00
michel 1618d9533f v4 preprocessor: added provision for local options; used by dynare_sensitivity.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1784 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-05 10:52:58 +00:00
michel 1867caa5b0 v4 preprocessor: adding list of strings as option type
added some options for GSA

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1781 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-04 18:40:20 +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 dc57439e43 v4 matlab+preprocessor: allow syntax of homotopy_setup without initial value
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1779 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-03 16:22:52 +00:00
sebastien 1e6b15f042 v4 preprocessor: rewrote ExprNode::collectEndogenous()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1778 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-03 14:47:39 +00:00
sebastien efed83f793 v4 preprocessor: catch evaluation error in ModelTree::evaluateJacobian to avoid abrupt program exiting
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1776 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-02 15:18:51 +00:00
sebastien 694496ee14 v4 preprocessor: removed irrelevant error messages in ExprNode evaluation
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1775 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-02 15:08:44 +00:00
sebastien c72e6ff02e v4 matlab+preprocessor: fix display of preprocessor error message (was truncated by Matlab if too long)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1774 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-02 15:01:52 +00:00
sebastien 34d0ecfdb4 v4 preprocessor/macro: bugfix related to nested @for and @if structures
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1770 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-02 07:40:09 +00:00
sebastien 367948e4db v4 matlab+preprocessor: the three homotopy modes should now work
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1769 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-31 16:19:16 +00:00
sebastien b2238b80e7 v4 preprocessor/macro: minor fix
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1753 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-28 17:45:40 +00:00
sebastien 8e4374ad10 v4 preprocessor: another minor tweak
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1752 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-28 17:38:10 +00:00
sebastien b155cb56ba v4 preprocessor: minor improvement related to debugging of scanning & parsing
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1751 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-28 17:21:45 +00:00
sebastien 5a4d0eb4ec v4 preprocessor/macro: a double at-sign (@@) can be used to output a single at-sign (@); useful for Matlab function handles
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1747 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-28 11:10:28 +00:00
sebastien c239ae9ef3 v4 preprocessor/macro:
* added @if/@then/@else
* added @echo and @error


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1738 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-07 15:58:35 +00:00
sebastien 98f9619003 v4 preprocessor/macro: added @for loops
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1724 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-29 16:21:01 +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 c43a8d6bdf v4 preprocessor/macro: cosmetic changes in the stack used for nested includes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1720 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-22 14:03:46 +00:00
sebastien 2af63803e8 v4 preprocessor/macro: added various checks and error messages
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1719 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-22 12:03:38 +00:00
michel d54aed35ce preprocessor: mod_file_struct.option_order must be the LARGEST stated in the *.mod file, not the last one
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1717 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-20 13:36:17 +00:00
sebastien 27f7c4834e v4 preprocessor/macro:
* added integer ranges
* added Doxygen documents for MacroValue and its subclass
* fixed string delimiter in macro language (it's double quote and not single)
* fixed problem with line count in presence of macro directives


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1714 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-20 09:56:47 +00:00
sebastien dba0205e1c v4 preprocessor mex/sources/simulate: replaced C headers by their C++ counterpart
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1712 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-19 14:35:59 +00:00
sebastien 666f93aa77 v4 preprocessor/macro: added handling of arrays
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1711 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-19 14:24:40 +00:00
sebastien 0dd30038cb v4 preprocessor/macro: added preliminary handling of expressions and @define
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1707 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-15 17:31:40 +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 083cae4c84 v4 preprocessor: also open included files in binary mode
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1701 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-08 17:55:37 +00:00
michel c30f1ab5bc preprocessor: opening file in binary mode solves mysterious bug with CR LF terminated lines under Cygwin
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1700 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-08 17:42:09 +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
sebastien 567a518b4a v4 preprocessor: fixed minor memory leak
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1698 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-08 11:34:10 +00:00
michel b6632e894f adapted Makefile for cross compiling
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1696 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-07 21:20:49 +00:00
adjemian 4bda21d4db Bug correction. Initialization of deterministic simulations was buggy when we start from an arbitrary initial condition (ie when steady is not used after initval).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1695 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-07 10:50:31 +00:00
michel c296d7d895 preprocessor: stoch_simul must return info for loops
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1693 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-05 11:17:01 +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