Commit Graph

1338 Commits (943db6fb24d9e4b01f31d084696bb8aec9010ff4)

Author SHA1 Message Date
Houtan Bastani 9562b4ffd1 reduce code that is output in modfile.jl 2015-07-28 17:32:34 +02:00
Houtan Bastani d70ae4d103 write steady state model 2015-07-28 17:27:56 +02:00
Johannes Pfeifer 5131f3907f Make sure the used global variables are correctly set and available in the base workspace 2015-07-28 15:36:59 +02:00
Houtan Bastani b5be9b7437 wrie dynamic params deriv file 2015-07-28 14:59:55 +02:00
Houtan Bastani b8d69721e2 bug fix in writing of static params derivs 2015-07-28 14:42:10 +02:00
Houtan Bastani c22cc15655 write static param derivs file 2015-07-28 12:29:42 +02:00
Houtan Bastani 1f2fad8c8d fix writing for julia 2015-07-27 17:33:22 +02:00
Houtan Bastani 25ae46e204 write dynamic file 2015-07-27 17:02:51 +02:00
Houtan Bastani be464bb431 clean up writing of static model 2015-07-27 15:59:13 +02:00
Houtan Bastani b81035a6f3 write static model 2015-07-27 15:33:38 +02:00
Houtan Bastani 32f66d2d35 write more output to modfilename.jl 2015-07-24 12:34:06 +02:00
Houtan Bastani 3a2fa0623a accord variable names and functions with julia programming style 2015-07-24 11:35:23 +02:00
Houtan Bastani efd9a563f4 preprocessor: clean up code 2015-07-23 18:10:44 +02:00
Houtan Bastani 4a5dcfca4d change variable/parameter collections, finish printing SymbolTable info 2015-07-23 18:05:57 +02:00
Michel Juillard b8194f7845 histval: replaced initialization with NaN by zeros 2015-07-23 14:25:18 +02:00
Houtan Bastani d70817ba1e julia: initial preprocessor stub 2015-07-21 18:02:34 +02:00
Houtan Bastani f1a5217a64 preprocessor: remove comments associated with c604d9da38 2015-07-21 17:50:33 +02:00
Houtan Bastani c604d9da38 move external file write functions to class definitions 2015-07-21 17:35:06 +02:00
MichelJuillard f94910173d Merge pull request #937 from JohannesPfeifer/graph_fix
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard 2269b38465 Merge pull request #740 from JohannesPfeifer/relative_irf
Fix and document relative_irf
2015-07-20 14:20:00 +02:00
Houtan Bastani 7740fdaca0 preprocessor: split creation of latex model files. closes #966 2015-07-15 08:58:15 +02:00
Stéphane Adjemian (Charybdis) ae4e802c44 Fied bug. Moved option linear_approximation. 2015-07-08 11:11:22 +02:00
Stéphane Adjemian (Charybdis) 8007f508a2 New option linear_approximation for perfect foresight models.
This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).

Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).

If possible, the option is triggered automatically if the model is
declared linear.

TODO:
 * Write a linear version of perfect_foresight_problem routine.
 * Evaluate the approxilation error (just need to evaluate the system of
 stacked non linear equations).
2015-07-07 17:55:41 +02:00
Houtan Bastani 75295b3c54 fix typo 2015-06-30 12:12:49 +02:00
Stéphane Adjemian 71700dff76 Merge pull request #942 from JohannesPfeifer/TaRB_integration
Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
Houtan Bastani aeb1542b48 preprocessor: add VerbatimStatement class. Closes #953 2015-06-16 12:48:32 +02:00
Houtan Bastani 383a852c9c Revert "Merge branch 'rmExtraExo'"
This reverts commit 28ffa9c56f, reversing
changes made to 60b3577a09.

Conflicts:
	preprocessor/Shocks.cc
	preprocessor/SymbolTable.cc
2015-06-09 16:42:51 +02:00
Houtan Bastani e4b8565797 Revert "preprocessor: fix bug in merge of rmExtraExo branch"
This reverts commit def2bf81d2.
2015-06-09 16:41:00 +02:00
Houtan Bastani d6a1a71556 Revert "preprocessor: replace extra exos in steady state model"
This reverts commit 8bc946c148.
2015-06-09 16:40:14 +02:00
Johannes Pfeifer fa80fbf635 Enable tex option for stoch_simul 2015-06-08 18:00:32 +02:00
Johannes Pfeifer 55d44f0983 Add preprocessor option silent_optimizer 2015-06-08 16:48:57 +02:00
Johannes Pfeifer 8048b0c5c1 Allow for relative_irf option in estimation command
The option was used and inherited from stoch_simul before
2015-06-08 16:42:43 +02:00
Houtan Bastani 8bc946c148 preprocessor: replace extra exos in steady state model
(commit lost in merge)
(cherry picked from commit d7db5070e7cf8d1b043062b04d3bd3c4e18ce6c1)
2015-06-08 15:45:03 +02:00
Houtan Bastani 729954137b preprocessor: fix sign comparison warning 2015-06-08 10:33:04 +02:00
Michel Juillard 5fd307cfd5 option occbin allows for more equations than variables 2015-06-04 14:18:46 +02:00
Michel Juillard 2f0cb39e14 adding options LMMCP and OCCBIN to perfect_foresight_solver and
extended_path
2015-06-02 17:38:22 +02:00
Stéphane Adjemian (Hermes) 88798bfe5e Fixed bug introduced in c22d31330c (Ramsey
constraints).
2015-06-01 12:27:16 +02:00
Michel Juillard c22d31330c Adding 'ramsey_constraints' block to declare contraints for Ramsey
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Houtan Bastani def2bf81d2 preprocessor: fix bug in merge of rmExtraExo branch 2015-05-28 16:16:54 +02:00
Houtan Bastani 28ffa9c56f Merge branch 'rmExtraExo' 2015-05-28 12:33:56 +02:00
Houtan Bastani fe8750c1bc preprocessor: add minimal_workspace option to dynare statement, #946 2015-05-28 11:50:39 +02:00
Houtan Bastani 025e7a13c3 preprocessor: add new field orig_expr for expectation aux vars, closes #773 2015-05-26 15:47:56 +02:00
Houtan Bastani 61ffed3eff preprocessor: fix function call in reindexStaticOnlyEquations 2015-05-20 12:28:49 +02:00
Houtan Bastani eb5f56703f preprocessor: move all dynamic model reindexing to DynamicModel 2015-05-20 12:27:56 +02:00
Houtan Bastani 04ce73f7c4 preprocessor: remove unused, overload of rmExo 2015-05-19 16:47:44 +02:00
Houtan Bastani a91288a714 preprocessor: reindex varobs in symboltable 2015-05-19 16:44:46 +02:00
Houtan Bastani 82f83a58d2 preprocessor: move external_functions_table reindexing to modfile::transformpass 2015-05-19 16:32:26 +02:00
Houtan Bastani 2ff3f06a69 preprocessor: remove unnecessary reindexing 2015-05-19 16:31:50 +02:00
Houtan Bastani 6cc2ac2cbf preprocessor: reindex predetermined variables 2015-05-19 16:31:08 +02:00
Houtan Bastani 89828e56cc preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925 2015-05-19 12:31:22 +02:00
Houtan Bastani e389ab90bf Merge branch 'master' into rmExtraExo 2015-05-18 17:16:55 +02:00
Michel Juillard 2fe7a4156d changing code for making directory baseline in order to comply with mingw 2015-05-13 17:11:56 +02:00
Houtan Bastani 44790abbb7 preprocessor: add tarb_optim option to estimation. #940 2015-05-13 16:50:07 +02:00
Houtan Bastani 12be4e6672 preprocessor: add tarb_new_block_probability option to estimation. #940 2015-05-13 15:49:41 +02:00
Houtan Bastani 0d76e30248 preprocessor: add tarb_mode_compute option to estimation. #940 2015-05-13 15:46:52 +02:00
Houtan Bastani e5df26a6e8 preprocessor: add use_tarb option to estimation. #940 2015-05-13 15:32:24 +02:00
Houtan Bastani f239c1c368 preprocessor: add huge_number to estimation and osr. #924 2015-05-13 15:14:34 +02:00
Houtan Bastani 027f1302d1 preprocessor: add dr_display_tol to stoch_simul. #924 2015-05-13 15:12:39 +02:00
Houtan Bastani 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
Houtan Bastani 662c4e64ee preprocessor: organize external function code 2015-05-11 17:09:29 +02:00
Michel Juillard 3171e87448 fixing logic in creation of checksum file. Improving documentation. 2015-05-11 08:57:24 +02:00
Michel Juillard 530e314786 adding dynare command line option 'fast' in order not to recompile MEX
files if the lists of variables and the equations haven't changed
between two runs of the same model file.
2015-05-10 20:29:03 +02:00
Michel Juillard a5a5490a12 adding feature to recompile MEX files only if the model has
changed (not activated yet)
detail of compilation code moved from preprocessor (ModFile.cc) to
./matlab/utilities/general/dyn_mex.m
2015-05-10 18:16:53 +02:00
Houtan Bastani 445fd653f1 preprocessor: add dynare_version field to oo_, M_, and options_, #546 2015-04-30 14:45:53 +02:00
Houtan Bastani 18e9521450 preprocessor: add dirname option to estimation. closes #910 2015-04-27 11:59:21 +02:00
Houtan Bastani 6702d5b8ca preprocessor: remove commented code 2015-04-21 16:49:37 +02:00
Houtan Bastani 524528bbde preprocessor: take care of expressions_tree and steady_state_model 2015-04-21 15:06:56 +02:00
Houtan Bastani acb6f70a29 preprocessor: provide more info in error message 2015-04-16 18:47:31 +02:00
Houtan Bastani 450b8fc638 preprocessor: take care of instruments option in discretionary_policy
squash
2015-04-16 17:14:49 +02:00
Houtan Bastani 225e0fe01f fix typo 2015-04-16 16:45:36 +02:00
Houtan Bastani 2435961c68 preprocessor: reindex equations marked as [static] 2015-04-15 17:00:17 +02:00
Houtan Bastani 425d947859 preprocessor: remove resetDataTree method 2015-04-15 16:16:26 +02:00
Houtan Bastani 018ba39ff0 preprocessor: remove clearing of num_const_node_map 2015-04-15 14:21:05 +02:00
Houtan Bastani 7c8ad4bfed preprocessor: little fixes for removing unused exos from symbol_table 2015-04-14 18:13:28 +02:00
Houtan Bastani 11ec30c12a preprocessor: take care of exos in smoother2histval statement 2015-04-14 15:05:03 +02:00
Houtan Bastani c27fbcfa79 Merge branch 'master' into rmExtraExo 2015-04-14 14:47:59 +02:00
Houtan Bastani f5cf7617a6 preprocessor: method out of order 2015-04-14 14:47:26 +02:00
Houtan Bastani a7ffb0e6c8 preprocessor: take care of exos in calib_smoother statements 2015-04-14 14:42:17 +02:00
Houtan Bastani d6dec9335e preprocessor: take care of exos in options statements 2015-04-14 12:49:15 +02:00
Houtan Bastani 008cf9dc0a preprocessor: take care of exos in prior statements 2015-04-14 12:06:53 +02:00
Houtan Bastani 69ec4bf269 Merge branch 'master' into rmExtraExo 2015-04-14 11:33:57 +02:00
Houtan Bastani 44bb0672d2 preprocessor: method out of order 2015-04-14 11:33:02 +02:00
Houtan Bastani 37e9b5d3fa preprocessor: take care of extra exos in ramsey_model instruments option 2015-04-09 16:29:52 +02:00
Houtan Bastani a8888f4c70 preprocessor: fix error message for InitParamStatement clone/reindex method 2015-04-09 16:17:47 +02:00
Houtan Bastani c71d1e77a9 preprocessor: replace catch all exceptions in catch statements for clone/reindex methods 2015-04-09 16:17:22 +02:00
Houtan Bastani 1f58e0cc64 preprocessor: remove unnecessary cloneAndReindexSymbIds method 2015-04-09 16:14:25 +02:00
Houtan Bastani 4d8e0c7f3b preprocessor: pointer to symbol_table unnecessary 2015-04-09 16:08:55 +02:00
Houtan Bastani d8b132e39a preprocessor: remove commented code 2015-04-09 12:36:07 +02:00
Houtan Bastani 960130867e preprocessor: take care of extra exos in plot_conditional_forecast 2015-04-09 12:16:52 +02:00
Houtan Bastani 5be06a3352 preprocessor: take care of extra exos in conditional_forecast 2015-04-09 12:12:09 +02:00
Houtan Bastani 959890b375 preprocessor: take care of extra exos in shock_decomposition 2015-04-09 12:04:36 +02:00
Houtan Bastani 346e8bae13 preprocessor: take care of extra exos in ms_sbvar_irf 2015-04-08 17:30:45 +02:00
Houtan Bastani 613e7461e0 preprocessor: take care of extra exos in planner_objective 2015-04-08 16:35:09 +02:00
Houtan Bastani 8975110bcf preprocessor: take care of extra exos in external functions 2015-04-08 16:23:30 +02:00
Houtan Bastani f4a4fb9d4c preprocessor: move reindexing functions from DynamicModel to ModelTree 2015-04-07 15:58:18 +02:00
Stéphane Adjemian (Charybdis) 090c4fedbd Added new option (diffuse_kalman_tol) and fixed tolerance paremeters in diffuse smoother routines. 2015-04-03 18:02:03 +02:00
Houtan Bastani c72ebcdef1 preprocessor: take care of extra exos in dynatype 2015-04-03 17:15:01 +02:00
Houtan Bastani 526dd30d8c preprocessor: take care of extra exos in dynasave 2015-04-03 17:11:28 +02:00
Houtan Bastani 2cd3213230 preprocessor: take care of extra exos in optim_weights 2015-04-03 17:07:26 +02:00
Houtan Bastani 28f9e3ed09 preprocessor: take care of extra exos in osr 2015-04-03 17:07:25 +02:00
Houtan Bastani cdf4ca5116 preprocessor: take care of extra exos in osr_params 2015-04-03 17:07:25 +02:00
Houtan Bastani b99e68d7b7 preprocessor: update warning message for missing varexos 2015-04-03 17:07:25 +02:00
Houtan Bastani 9fa6cb3bd1 preprocessor: take care of extra exos in observation_trends 2015-04-03 17:07:18 +02:00
Houtan Bastani 5d3753f466 take care of extra exos in estimated_params_bounds 2015-04-02 18:03:16 +02:00
Houtan Bastani 3842303fc4 take care of extra exos in estimated_params_init 2015-04-02 17:57:12 +02:00
Houtan Bastani 3422bfcf93 take care of extra exos in estimated_params 2015-04-02 17:42:01 +02:00
Houtan Bastani a6c9e36769 preprocessor: take care of extra exos in rplot 2015-04-01 15:48:07 +02:00
Houtan Bastani 3ca0fcfb31 Merge branch 'master' into rmExtraExo 2015-04-01 15:22:10 +02:00
Houtan Bastani 86d6e21450 preprocessor: remove unnecessary options_list argument to rplot 2015-04-01 15:18:09 +02:00
Houtan Bastani 01f42d3313 preprocessor: take care of extra exos in dynare_sensitivity 2015-04-01 15:06:04 +02:00
Houtan Bastani e519e99220 preprocessor: take care of extra exos in estimation 2015-04-01 14:36:56 +02:00
Houtan Bastani fbe777c4fd preprocessor: take care of extra exos in discretionary_policy 2015-04-01 14:26:07 +02:00
Houtan Bastani 3842b45868 preprocessor: take care of extra exos in ramsey_policy 2015-04-01 14:19:51 +02:00
Houtan Bastani afe123a79f preprocessor: take care of extra exos in ramsey_model statement 2015-03-31 17:50:16 +02:00
Houtan Bastani 5b77bb817e preprocessor: take care of extra exos in forecast statement 2015-03-31 17:41:41 +02:00
Houtan Bastani 5873adc5df preprocessor: take care of extra exos in stoch_simul 2015-03-31 16:59:47 +02:00
Michel Juillard 4f1725455a fixing bug in treatment of temporary terms for blocks with *.m files 2015-03-31 15:50:35 +02:00
Houtan Bastani 8fa6dbc233 preprocessor: fix bug in shocks statement for removal of exos 2015-03-31 12:45:31 +02:00
Houtan Bastani 181649e420 fix copyright dates 2015-03-31 12:23:36 +02:00
Houtan Bastani 600715127c build system: changes for #862 broke preprocessor parallel build 2015-03-30 11:15:19 +02:00
Houtan Bastani e10ea545b8 build system: fix preprocessor clean, #862 2015-03-30 11:08:04 +02:00
Houtan Bastani 90e00b3871 fixes for windows 2015-03-27 17:29:10 +01:00
Houtan Bastani d7c253ae59 support 64-bit preprocessor, #862 2015-03-26 19:08:30 +01:00
Houtan Bastani 39a2dcd70f preprocessor: bug fix for Windows 7 in joint parameters syntax. Closes #855 2015-03-19 15:33:35 +01:00
Houtan Bastani eb23adfb76 remove extra exo’s for shocks statement, nonstationary, and trend vars; fix bugs 2015-03-10 17:57:30 +01:00
Houtan Bastani 9443157a66 preprocessor: remove spurious print statement 2015-03-10 11:24:20 +01:00
Houtan Bastani 6db9f10353 preprocessor: remove use of tables completely as they were introduced in Matlab R2013b. #824 2015-03-09 17:59:05 +01:00
Houtan Bastani d77b5104d2 preprocessor: cell2table doesn’t exist in Octave 2015-03-09 17:16:59 +01:00
Houtan Bastani 6c937b1554 preprocessor: remove extraneous varexo, update model and statements, #841 2015-03-06 16:44:17 +01:00
Houtan Bastani 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
Houtan Bastani 30428aeb17 preprocessor: add joint prior syntax, #824 2015-03-03 15:08:33 +01:00
Houtan Bastani 03532ae3a1 macroprocessor: fix memory leak 2015-02-25 09:03:48 +01:00
Houtan Bastani 2809afaa11 macroprocessor: add support for passing macro values to @#include statement, closes #848 2015-02-24 14:43:19 +01:00
Stéphane Adjemian (Charybdis) d19592f761 Fixed homotopy for perfect foresight models with block option, cosmetic changes. 2015-02-20 14:48:25 +01:00
Houtan Bastani bbee883040 fix copyright date 2015-02-18 04:00:11 +01:00
Houtan Bastani f547d46e9a modify error message when @#endfor and @#endif not followed by newline at EOF. closes #706 2015-02-18 03:54:31 +01:00
Stéphane Adjemian (Charybdis) 1c8e1ab913 Merge branch 'remove-globals-from-blocks' 2015-02-17 13:01:17 +01:00
Stéphane Adjemian (Charybdis) a894357655 Removed options_ and oo_ globals from *all* generated dynamic model
routines (with block option) and adapted some routines to reflect this change.
2015-02-17 12:57:30 +01:00
Stéphane Adjemian (Charybdis) d3275db830 Removed options_ and oo_ globals from generated dynamic model
routines (with block option).
2015-02-16 16:56:17 +01:00
Houtan Bastani dcabcb6b01 preprocessor: new command write_latex_original_model. closes #657 2015-02-16 08:31:30 +01:00
Houtan Bastani bdb6a2602e preprocessor: ensure that options_.k_order_solver = 1 when order >= 3, closes #844 2015-02-10 03:39:18 +01:00
Houtan Bastani f72910ae33 fix preprocessor implimentation of filter_algorithm option to estimation. closes #843 2015-02-09 03:20:37 +01:00
ferhat 6529fe60b0 Bug correction in splitting the jacobian into blocks: the vector variable_2_block is valid only for endogenous variables. 2015-01-21 13:33:29 +01:00
Houtan Bastani 707702a447 Revert "preprocessor: replace oo_.exo_steady_state with steady_state_x, #825"
This reverts commit 2bb97a90d6.
2015-01-14 15:14:57 +01:00
Houtan Bastani 2bb97a90d6 preprocessor: replace oo_.exo_steady_state with steady_state_x, #825 2015-01-14 15:13:48 +01:00
Houtan Bastani 1b869b26a7 fix dates for changes in 86c3c0fb1b and a40323d2fb 2015-01-08 18:39:04 +01:00
ferhat a40323d2fb Bug correction on the way to collect information about the other endogenous variables in a block 2015-01-06 12:45:34 +01:00
Houtan Bastani 12d6113d8a preprocessor: remove unused variables 2014-12-30 21:55:43 +01:00
Houtan Bastani 810c410157 preprocessor: add new commandline option onlyclearglobals. closes #635 2014-12-30 21:51:33 +01:00
Houtan Bastani c3855a949d preprocessor: add oo_recursive_ to results file, closes #812 2014-12-17 11:10:09 +01:00