Commit Graph

1338 Commits (943db6fb24d9e4b01f31d084696bb8aec9010ff4)

Author SHA1 Message Date
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
Stéphane Adjemian (Scylla) e1e8ab3bac Merge branch 'Det_sim' 2014-12-17 10:43:51 +01:00
ferhat 24b2993f50 Solves issues in deterministic simulation:
- replaces maximum_endo_(lead|lag) by maximum_(lead|lag) to determine the maximum number of lead and lag in deterministic simulation
- allows to use bytecode in solve_perfect_foresight_model.m
- Adds model information in bytecode
2014-12-17 09:37:43 +01:00
Houtan Bastani 0e8aea46a7 preprocessor: replace \n with endl 2014-12-15 11:44:27 +01:00
Houtan Bastani dbf941a3fa preprocessor: add return argument to dynare_estimation, #812 2014-12-15 11:35:28 +01:00
Houtan Bastani eae9f688c5 preprocessor: add weibull and weibull_pdf options for estimation and new estimation, #520 2014-12-12 18:02:07 +01:00
Houtan Bastani 978398323e preprocessor: add prefilter, first_obs, and loglinear options to calib_smoother, #803 2014-11-26 15:05:07 +01:00
Houtan Bastani 4b41aa70c4 preprocessor: add optim option to osr, #779 2014-11-25 11:44:52 +01:00
Houtan Bastani f3ec84971b preprocessor: add diffuse_filter and prior_trunc options to identification, #677 2014-11-18 11:53:34 +01:00
Houtan Bastani 4b338b4bcb preprocessor: add nodecomposition option to estimation and stoch_simul, #702 2014-11-17 12:15:38 +01:00
Houtan Bastani 3f68450d51 osr: add option opt_algo. #779 2014-11-14 17:35:03 +01:00
Houtan Bastani 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
Houtan Bastani 3e8acef4cc preprocessor: add field that contains the total number of equations, #728 2014-10-13 17:17:50 +02:00
Houtan Bastani da7d721063 preprocessor: always output the original number of equations 2014-10-13 17:16:41 +02:00
Houtan Bastani 70d00bf2ee remove repetitive none statement introduced in a6009908e4 2014-10-13 16:02:37 +02:00
ferhat eecf154cc1 Correction of a bug when "block" option is used without "bytecode" option in the "model" statement: for consecutive blocks that are evaluated, only the first one is in fact evaluated but not the following ones 2014-10-04 12:19:52 +02:00
Houtan Bastani f4e40dcf83 more explicit warning when dividing by zero in conversion to static model and when reading model #730 2014-10-03 17:04:07 +02:00
Michel Juillard 8f47c731dc fixing bug introduced in commit 4185e8af14 2014-09-30 07:58:51 +02:00
Michel Juillard 4185e8af14 fixed bug in handling options for ramsey_model 2014-09-28 10:07:08 +02:00
Houtan Bastani 0b5498ee8b remove spurious lines in Statement.cc 2014-09-12 15:13:08 +02:00
Stéphane Adjemian (Scylla) 5500846280 Added option distribution_proposal (estimation, non linear filters). 2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla) df19396acf Added option proposal_approximation (estimation, non linear filters). 2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla) 9bfdeb30e2 Bug fixes. 2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla) 5e4b7d8d42 Added filter_algorithm (estimation command, sets the particle filter algorithm). 2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla) bcad4f31f2 Added option resampling_method (estimation command, non linear filters). 2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla) 08c74b8f41 Added option resampling_threshold (estimation command, non linear filters). 2014-09-08 22:36:40 +02:00
Stéphane Adjemian (Scylla) a6009908e4 Added option resampling (estimation command, non linear filters). 2014-09-08 22:36:40 +02:00
Stéphane Adjemian (Scylla) 648c4717ad Added option number_of_particles (estimation command, non linear filters). 2014-09-08 22:36:40 +02:00
MichelJuillard 5e8489ac45 Merge pull request #696 from JohannesPfeifer/Ramsey_steady_state
Bugfix Ramsey steady state with steady state files
2014-09-08 21:56:13 +02:00
Sébastien Villemot 931ea41f18 Fix substring operator in macro-processor.
The characters of the substring could be mixed with random characters from the
memory space. Thanks to Tom Holden for reporting the bug.

Closes #708
2014-08-12 19:30:09 +02:00
Sébastien Villemot bdfe4f4249 Fix STEADY_STATE operator for model local variables.
Thanks to Tom Holden for spotting the bug.
2014-08-12 18:53:55 +02:00
Sébastien Villemot d1958e453c Forbid use of 'identification' with exogenous deterministic variables.
Closes #664
2014-07-30 17:28:45 +02:00
Sébastien Villemot 1123cb2b9e Fix equation number associated to Ramsey Lagrange multipliers in M_.aux_vars.
Closes #695
2014-07-18 12:44:15 +02:00
Sébastien Villemot 9b5a09958c Fixes to make install.
- fix DESTDIR for preprocessor and MEX files (it was duplicated)
- don't install libdynare++.a
2014-07-18 12:15:36 +02:00
Johannes Pfeifer 7ead968240 Add info to dynamic and static file headers that auxiliary equations may be present 2014-07-17 20:39:59 +02:00
Houtan Bastani 8d2b79a224 make install, closes #576 2014-07-16 16:18:06 +02:00
Sébastien Villemot 46a0edb9b3 Better error message when block option when a variable does not appear at current period. 2014-07-15 17:32:12 +02:00
Sébastien Villemot cebed5435f Clarify error message for external functions misuse in model block.
Thanks to Johannes Pfeifer.
2014-07-15 16:54:30 +02:00
Sébastien Villemot 939fb78624 Merge pull request #663 from JohannesPfeifer/master
Bugfix and cosmetic fix
2014-07-01 17:56:48 +02:00
Sébastien Villemot 31a1426277 More explicit error message when using the derivative of an external function in the model block.
Closes #678
2014-07-01 17:41:37 +02:00
Stéphane Adjemian (Scylla) 744bb91c78 Fixed bug (test if the returned index is less than UINT_MAX). 2014-06-27 18:48:50 +02:00
Stéphane Adjemian (Charybdis) 4f02e58010 Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk). 2014-06-17 16:03:30 +02:00
Stéphane Adjemian (Charybdis) af1009d8a4 Merge branch 'master' into use-dynSeries 2014-06-12 17:42:52 +02:00
Stéphane Adjemian (Charybdis) 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
Johannes Pfeifer 54d353e255 Fix typo in header of DynamicModel.cc 2014-06-02 13:58:29 +02:00
Stéphane Adjemian (Charybdis) 06d1f66242 Fix initialization of the fields in options_.dataset + Cosmetic changes. 2014-05-21 16:47:58 +02:00
Stéphane Adjemian (Charybdis) d6cb18ab15 Do not initialize subfields of options_ as empty structs if they are already defined (in global_initialization). 2014-05-21 16:41:41 +02:00
Stéphane Adjemian (Charybdis) f054428318 Merge branch 'master' into bitbucket-use-dynSeries 2014-05-18 09:13:09 +02:00
Sébastien Villemot c45f45f58e Forbid model local variables in planner_objective.
Otherwise the preprocessor crashes.
2014-05-13 11:46:19 +02:00
Michel Juillard 15b44eda25 Merge branch 'master' into ep 2014-05-09 10:02:05 +02:00
Stéphane Adjemian (Scylla) 66d08ac3bf Merge branch 'master' into use-dynSeries
Conflicts:
	matlab/dynare_estimation_init.m
	matlab/global_initialization.m
	matlab/prior_posterior_statistics.m
	matlab/read_variables.m
	matlab/set_prior.m
	matlab/utilities/dataset/initialize_dataset.m
	preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
Michel Juillard 75291659ec putting functions related to extended preprocessor in ExternalFiles.cc 2014-04-24 20:54:38 +02:00
Michel Juillard ad42818606 fixing extended-preprocessor C++ API and test case 2014-04-24 14:33:04 +02:00
Michel Juillard b62e300f8a fixing bugs in commit 182c27f 2014-04-24 14:33:04 +02:00
Michel Juillard 35831c5c46 changed line options for extended preprocessor, adding language option
renamed FileOutputType.hh as ExtendedPreprocessorTypes.hh
updated Makefile.am
2014-04-24 14:33:04 +02:00
Houtan Bastani aa135218a5 preprocessor: don't substitute 'dates' when preceded by an underscore 2014-04-18 16:08:39 +02:00
Sébastien Villemot 85f7af9133 Perfect foresight solver now uses a homotopy technique by default.
This commit introduces a "no_homotopy" option to restore the old behavior.

Ref #220
2014-04-10 16:39:06 +02:00
Michel Juillard 98357c4591 left over change for external API 2014-04-10 16:37:47 +02:00
Sébastien Villemot a8f9fdf296 New option "overwrite" to "shocks" and "mshocks".
Tells that a new block overwrite the previous ones instead of being cumulative.
2014-04-10 11:54:49 +02:00
Sébastien Villemot df0db38b3c Bugfix: M_.sigma_e_is_diagonal could be wrong if there were several shocks blocks. 2014-04-10 11:43:26 +02:00
Sébastien Villemot 755b572548 Simplify MATLAB output of symbol lists. 2014-04-10 11:29:11 +02:00
Sébastien Villemot 828f9d73d5 Cosmetic change for clearer code. 2014-04-09 18:33:24 +02:00
Sébastien Villemot 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
Sébastien Villemot 242a504cdc Multiple "shocks" block are cumulative.
This was the default behavior before commit 82b31156. This commit reintroduces
this behavior.
2014-04-09 15:23:20 +02:00
Sébastien Villemot a03bc44d45 Remove workaround preventing the use of "shocks" before "endval".
It now works correctly since 82b31156.

Closes #35
2014-04-08 17:53:10 +02:00
Sébastien Villemot 82b3115696 Store deterministic shocks information in M_.
Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35.

Closes #271
2014-04-08 17:43:58 +02:00
Sébastien Villemot 184b810b65 Fix compilation error introduced in 0983ca78. 2014-04-07 14:21:28 +02:00
Michel Juillard 0983ca78f7 extended-preprocessor: starting a C interface (not finished) 2014-04-05 15:46:35 +02:00
Sébastien Villemot 9eebfc87b0 Improvements to smoother2histval (ref #594)
- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
Houtan Bastani 8956bddeba dmm/estimation: add dirichlet prior shape front end, #642 2014-03-26 11:12:43 +01:00
Houtan Bastani b0546cd939 add missing semicolon 2014-03-25 15:42:33 +01:00
Houtan Bastani 4973aa986e changes related to #641 for os x 2014-03-25 10:43:14 +01:00
Sébastien Villemot 865ad09ee3 Remove last preprocessor information message.
First, the current logic is buggy, because mod_file->use_dll is undefined at
this point (mod_file having been deleted above).

More fundamentally, the preprocessor is now evolving into something to be used
without MATLAB/Octave, so this statement is now inaccurate in some use cases.
2014-03-24 17:06:18 +01:00
Sébastien Villemot 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
Sébastien Villemot 632fd01836 Allow ranges in lags/periods specification of {irf,moment}_calibration.
Ref #267
2014-03-17 18:12:04 +01:00
Sébastien Villemot 159cdea475 Change fields in options_ for {irf,moment}_calibration.
Ref #267
2014-03-17 18:12:04 +01:00
Sébastien Villemot 9c556f709b Merge pull request #636 from JohannesPfeifer/preprocessor
Fix comments in header of dynamic and static files
2014-03-17 15:10:31 +01:00
Michel Juillard fd323a8217 extended-preprocessor: starting a C interface (not finished) 2014-03-16 18:49:54 +01:00
Johannes Pfeifer 370df16cfc Fix comments in header of dynamic and static files
Columns and rows were confused
2014-03-14 10:21:42 +01:00
Sébastien Villemot 2495359919 Fix crash when the model contains 1st or 2nd ext fcn deriv nodes.
In the case where the external function computes itself its derivatives, the
TEF terms were not always created before being used, hence leading to a
preprocessor crash. This problem could only happen with ramsey_policy, because
otherwise the model does not contain derivatives of external functions.
2014-03-13 12:27:13 +01:00
Sébastien Villemot b4c3d004ad Introduce a new abstract class for external function nodes.
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
Sébastien Villemot da615507f4 Cosmetic renaming for consistency between DataTree method names. 2014-03-11 18:56:48 +01:00
Sébastien Villemot f55fda0938 Implement cloneDynamic() for {First,Second}DerivExternalFunction.
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
Sébastien Villemot 1f6fd55594 Remove spurious test. 2014-03-11 18:56:48 +01:00
Sébastien Villemot 1faae7bf4c Fix output of external functions (and their derivatives) in LaTeX. 2014-03-11 15:31:08 +01:00
Michel Juillard fabcbb7042 finishing ramsey_model implementation 2014-03-09 12:15:32 +01:00
Michel Juillard d945395a15 adding ramsey_model to ComputingTasks 2014-03-09 12:15:32 +01:00
Michel Juillard e90859ba52 adding ramsey_model to ParsingDriver 2014-03-09 12:15:32 +01:00
Michel Juillard 17477ab095 adding ramsey_model to Dynare grammar 2014-03-09 12:15:32 +01:00
Johannes Pfeifer 35795c3ba9 Add option mh_conf_sig
Fixes #598
2014-03-06 10:06:55 +01:00
Sébastien Villemot 9973c0f8fc Verify types of the symbols in estimated_params{,_init,_bounds} statements.
Closes #624
2014-02-28 18:01:03 +01:00
Sébastien Villemot 2668d55705 steady_state_model: fix bug introduced in 8fddca92
- don't emit warnings if the steady_state_model block is not used
- the ramsey_policy check is spurious, there is another one deeper
2014-02-25 17:58:25 +01:00
Sébastien Villemot 0dfd7629b1 Fix bug in external functions introduced in 711a4f62. 2014-02-25 16:45:55 +01:00
Sébastien Villemot 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
Sébastien Villemot 12440a9280 Remove obsolete files. 2014-02-25 16:45:55 +01:00
Houtan Bastani d3825dcdb1 preprocessor: include avDiffForward in switch statement to supress clang warning 2014-02-25 11:32:01 +01:00
Sébastien Villemot 858a1b9b2a Add a warning if some endogenous is not present in steady_state_model block.
Closes #556
2014-02-24 17:27:35 +01:00
Sébastien Villemot 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
Sébastien Villemot 711a4f62a2 Small improvements to external functions code. 2014-02-24 17:27:34 +01:00
Michel Juillard 96ac2c0fd6 extended-preprocessor: update test example1 2014-02-24 13:33:48 +01:00
Michel Juillard f20f2f610a extended-preprocessor: adding back writing of model local variables (#) 2014-02-24 13:33:48 +01:00