cdf4ca5116
preprocessor: take care of extra exos in osr_params
2015-04-03 17:07:25 +02:00
b99e68d7b7
preprocessor: update warning message for missing varexos
2015-04-03 17:07:25 +02:00
9fa6cb3bd1
preprocessor: take care of extra exos in observation_trends
2015-04-03 17:07:18 +02:00
5d3753f466
take care of extra exos in estimated_params_bounds
2015-04-02 18:03:16 +02:00
3842303fc4
take care of extra exos in estimated_params_init
2015-04-02 17:57:12 +02:00
3422bfcf93
take care of extra exos in estimated_params
2015-04-02 17:42:01 +02:00
a6c9e36769
preprocessor: take care of extra exos in rplot
2015-04-01 15:48:07 +02:00
3ca0fcfb31
Merge branch 'master' into rmExtraExo
2015-04-01 15:22:10 +02:00
86d6e21450
preprocessor: remove unnecessary options_list argument to rplot
2015-04-01 15:18:09 +02:00
01f42d3313
preprocessor: take care of extra exos in dynare_sensitivity
2015-04-01 15:06:04 +02:00
e519e99220
preprocessor: take care of extra exos in estimation
2015-04-01 14:36:56 +02:00
fbe777c4fd
preprocessor: take care of extra exos in discretionary_policy
2015-04-01 14:26:07 +02:00
3842b45868
preprocessor: take care of extra exos in ramsey_policy
2015-04-01 14:19:51 +02:00
afe123a79f
preprocessor: take care of extra exos in ramsey_model statement
2015-03-31 17:50:16 +02:00
5b77bb817e
preprocessor: take care of extra exos in forecast statement
2015-03-31 17:41:41 +02:00
5873adc5df
preprocessor: take care of extra exos in stoch_simul
2015-03-31 16:59:47 +02:00
4f1725455a
fixing bug in treatment of temporary terms for blocks with *.m files
2015-03-31 15:50:35 +02:00
8fa6dbc233
preprocessor: fix bug in shocks statement for removal of exos
2015-03-31 12:45:31 +02:00
181649e420
fix copyright dates
2015-03-31 12:23:36 +02:00
600715127c
build system: changes for #862 broke preprocessor parallel build
2015-03-30 11:15:19 +02:00
e10ea545b8
build system: fix preprocessor clean, #862
2015-03-30 11:08:04 +02:00
90e00b3871
fixes for windows
2015-03-27 17:29:10 +01:00
d7c253ae59
support 64-bit preprocessor, #862
2015-03-26 19:08:30 +01:00
39a2dcd70f
preprocessor: bug fix for Windows 7 in joint parameters syntax. Closes #855
2015-03-19 15:33:35 +01:00
eb23adfb76
remove extra exo’s for shocks statement, nonstationary, and trend vars; fix bugs
2015-03-10 17:57:30 +01:00
9443157a66
preprocessor: remove spurious print statement
2015-03-10 11:24:20 +01:00
6db9f10353
preprocessor: remove use of tables completely as they were introduced in Matlab R2013b. #824
2015-03-09 17:59:05 +01:00
d77b5104d2
preprocessor: cell2table doesn’t exist in Octave
2015-03-09 17:16:59 +01:00
6c937b1554
preprocessor: remove extraneous varexo, update model and statements, #841
2015-03-06 16:44:17 +01:00
9ab6be8995
preprocessor: bug fix; warning should be issued if there is at least one unused exo not more than one
2015-03-06 09:49:11 +01:00
30428aeb17
preprocessor: add joint prior syntax, #824
2015-03-03 15:08:33 +01:00
03532ae3a1
macroprocessor: fix memory leak
2015-02-25 09:03:48 +01:00
2809afaa11
macroprocessor: add support for passing macro values to @#include statement, closes #848
2015-02-24 14:43:19 +01:00
d19592f761
Fixed homotopy for perfect foresight models with block option, cosmetic changes.
2015-02-20 14:48:25 +01:00
bbee883040
fix copyright date
2015-02-18 04:00:11 +01:00
f547d46e9a
modify error message when @#endfor and @#endif not followed by newline at EOF. closes #706
2015-02-18 03:54:31 +01:00
1c8e1ab913
Merge branch 'remove-globals-from-blocks'
2015-02-17 13:01:17 +01:00
a894357655
Removed options_ and oo_ globals from *all* generated dynamic model
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routines (with block option) and adapted some routines to reflect this change.
2015-02-17 12:57:30 +01:00
d3275db830
Removed options_ and oo_ globals from generated dynamic model
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routines (with block option).
2015-02-16 16:56:17 +01:00
dcabcb6b01
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
bdb6a2602e
preprocessor: ensure that options_.k_order_solver = 1 when order >= 3, closes #844
2015-02-10 03:39:18 +01:00
f72910ae33
fix preprocessor implimentation of filter_algorithm option to estimation. closes #843
2015-02-09 03:20:37 +01:00
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
707702a447
Revert "preprocessor: replace oo_.exo_steady_state with steady_state_x, #825"
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This reverts commit 2bb97a90d6
2015-01-14 15:14:57 +01:00
2bb97a90d6
preprocessor: replace oo_.exo_steady_state with steady_state_x, #825
2015-01-14 15:13:48 +01:00
1b869b26a7
fix dates for changes in 86c3c0fb1b and a40323d2fb
2015-01-08 18:39:04 +01:00
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
12d6113d8a
preprocessor: remove unused variables
2014-12-30 21:55:43 +01:00
810c410157
preprocessor: add new commandline option onlyclearglobals. closes #635
2014-12-30 21:51:33 +01:00
c3855a949d
preprocessor: add oo_recursive_ to results file, closes #812
2014-12-17 11:10:09 +01:00
e1e8ab3bac
Merge branch 'Det_sim'
2014-12-17 10:43:51 +01:00
24b2993f50
Solves issues in deterministic simulation:
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- 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
0e8aea46a7
preprocessor: replace \n with endl
2014-12-15 11:44:27 +01:00
dbf941a3fa
preprocessor: add return argument to dynare_estimation, #812
2014-12-15 11:35:28 +01:00
eae9f688c5
preprocessor: add weibull and weibull_pdf options for estimation and new estimation, #520
2014-12-12 18:02:07 +01:00
978398323e
preprocessor: add prefilter, first_obs, and loglinear options to calib_smoother, #803
2014-11-26 15:05:07 +01:00
4b41aa70c4
preprocessor: add optim option to osr, #779
2014-11-25 11:44:52 +01:00
f3ec84971b
preprocessor: add diffuse_filter and prior_trunc options to identification, #677
2014-11-18 11:53:34 +01:00
4b338b4bcb
preprocessor: add nodecomposition option to estimation and stoch_simul, #702
2014-11-17 12:15:38 +01:00
3f68450d51
osr: add option opt_algo. #779
2014-11-14 17:35:03 +01:00
466a6d23a8
preprocessor: add field to store the number of multiplier equations added to ramsey problem. closes #728
2014-10-13 17:25:08 +02:00
3e8acef4cc
preprocessor: add field that contains the total number of equations, #728
2014-10-13 17:17:50 +02:00
da7d721063
preprocessor: always output the original number of equations
2014-10-13 17:16:41 +02:00
70d00bf2ee
remove repetitive none statement introduced in a6009908e4
2014-10-13 16:02:37 +02:00
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
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
8f47c731dc
fixing bug introduced in commit 4185e8af14
2014-09-30 07:58:51 +02:00
4185e8af14
fixed bug in handling options for ramsey_model
2014-09-28 10:07:08 +02:00
0b5498ee8b
remove spurious lines in Statement.cc
2014-09-12 15:13:08 +02:00
5500846280
Added option distribution_proposal (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
df19396acf
Added option proposal_approximation (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
9bfdeb30e2
Bug fixes.
2014-09-08 22:36:41 +02:00
5e4b7d8d42
Added filter_algorithm (estimation command, sets the particle filter algorithm).
2014-09-08 22:36:41 +02:00
bcad4f31f2
Added option resampling_method (estimation command, non linear filters).
2014-09-08 22:36:41 +02:00
08c74b8f41
Added option resampling_threshold (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
a6009908e4
Added option resampling (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
648c4717ad
Added option number_of_particles (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
5e8489ac45
Merge pull request #696 from JohannesPfeifer/Ramsey_steady_state
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Bugfix Ramsey steady state with steady state files
2014-09-08 21:56:13 +02:00
931ea41f18
Fix substring operator in macro-processor.
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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
bdfe4f4249
Fix STEADY_STATE operator for model local variables.
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Thanks to Tom Holden for spotting the bug.
2014-08-12 18:53:55 +02:00
d1958e453c
Forbid use of 'identification' with exogenous deterministic variables.
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Closes #664
2014-07-30 17:28:45 +02:00
1123cb2b9e
Fix equation number associated to Ramsey Lagrange multipliers in M_.aux_vars.
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Closes #695
2014-07-18 12:44:15 +02:00
9b5a09958c
Fixes to make install.
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- fix DESTDIR for preprocessor and MEX files (it was duplicated)
- don't install libdynare++.a
2014-07-18 12:15:36 +02:00
7ead968240
Add info to dynamic and static file headers that auxiliary equations may be present
2014-07-17 20:39:59 +02:00
8d2b79a224
make install, closes #576
2014-07-16 16:18:06 +02:00
46a0edb9b3
Better error message when block option when a variable does not appear at current period.
2014-07-15 17:32:12 +02:00
cebed5435f
Clarify error message for external functions misuse in model block.
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Thanks to Johannes Pfeifer.
2014-07-15 16:54:30 +02:00
939fb78624
Merge pull request #663 from JohannesPfeifer/master
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Bugfix and cosmetic fix
2014-07-01 17:56:48 +02:00
31a1426277
More explicit error message when using the derivative of an external function in the model block.
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Closes #678
2014-07-01 17:41:37 +02:00
744bb91c78
Fixed bug (test if the returned index is less than UINT_MAX).
2014-06-27 18:48:50 +02:00
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
af1009d8a4
Merge branch 'master' into use-dynSeries
2014-06-12 17:42:52 +02:00
6aee567382
Save empty dates and dseries objects in memory (base workspace) instead of disk (faster). Added an initialization mode for dates and dseries constructor. The following commands:
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dates('initialization');
dseries('initialization');
create variables emptydatesobject and emptydseriesobject in base workspace.
2014-06-11 12:22:31 +02:00
54d353e255
Fix typo in header of DynamicModel.cc
2014-06-02 13:58:29 +02:00
06d1f66242
Fix initialization of the fields in options_.dataset + Cosmetic changes.
2014-05-21 16:47:58 +02:00
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
f054428318
Merge branch 'master' into bitbucket-use-dynSeries
2014-05-18 09:13:09 +02:00
c45f45f58e
Forbid model local variables in planner_objective.
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Otherwise the preprocessor crashes.
2014-05-13 11:46:19 +02:00
15b44eda25
Merge branch 'master' into ep
2014-05-09 10:02:05 +02:00
66d08ac3bf
Merge branch 'master' into use-dynSeries
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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
75291659ec
putting functions related to extended preprocessor in ExternalFiles.cc
2014-04-24 20:54:38 +02:00
ad42818606
fixing extended-preprocessor C++ API and test case
2014-04-24 14:33:04 +02:00
b62e300f8a
fixing bugs in commit 182c27f
2014-04-24 14:33:04 +02:00
35831c5c46
changed line options for extended preprocessor, adding language option
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renamed FileOutputType.hh as ExtendedPreprocessorTypes.hh
updated Makefile.am
2014-04-24 14:33:04 +02:00
aa135218a5
preprocessor: don't substitute 'dates' when preceded by an underscore
2014-04-18 16:08:39 +02:00
85f7af9133
Perfect foresight solver now uses a homotopy technique by default.
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This commit introduces a "no_homotopy" option to restore the old behavior.
Ref #220
2014-04-10 16:39:06 +02:00
98357c4591
left over change for external API
2014-04-10 16:37:47 +02:00
a8f9fdf296
New option "overwrite" to "shocks" and "mshocks".
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Tells that a new block overwrite the previous ones instead of being cumulative.
2014-04-10 11:54:49 +02:00
df0db38b3c
Bugfix: M_.sigma_e_is_diagonal could be wrong if there were several shocks blocks.
2014-04-10 11:43:26 +02:00
755b572548
Simplify MATLAB output of symbol lists.
2014-04-10 11:29:11 +02:00
828f9d73d5
Cosmetic change for clearer code.
2014-04-09 18:33:24 +02:00
9c4b2d949b
Introduce two new command: perfect_foresight_{setup,solver}.
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simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
242a504cdc
Multiple "shocks" block are cumulative.
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This was the default behavior before commit 82b31156
2014-04-09 15:23:20 +02:00
a03bc44d45
Remove workaround preventing the use of "shocks" before "endval".
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It now works correctly since 82b31156Closes #35
2014-04-08 17:53:10 +02:00
82b3115696
Store deterministic shocks information in M_.
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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
184b810b65
Fix compilation error introduced in 0983ca78.
2014-04-07 14:21:28 +02:00
0983ca78f7
extended-preprocessor: starting a C interface (not finished)
2014-04-05 15:46:35 +02:00
9eebfc87b0
Improvements to smoother2histval (ref #594 )
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- 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
8956bddeba
dmm/estimation: add dirichlet prior shape front end, #642
2014-03-26 11:12:43 +01:00
b0546cd939
add missing semicolon
2014-03-25 15:42:33 +01:00
4973aa986e
changes related to #641 for os x
2014-03-25 10:43:14 +01:00
865ad09ee3
Remove last preprocessor information message.
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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
9aabb82c76
Fix call to "mex" helper under MATLAB 8.3 (R2014a) and GNU/Linux.
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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
632fd01836
Allow ranges in lags/periods specification of {irf,moment}_calibration.
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Ref #267
2014-03-17 18:12:04 +01:00
159cdea475
Change fields in options_ for {irf,moment}_calibration.
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Ref #267
2014-03-17 18:12:04 +01:00
9c556f709b
Merge pull request #636 from JohannesPfeifer/preprocessor
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Fix comments in header of dynamic and static files
2014-03-17 15:10:31 +01:00
fd323a8217
extended-preprocessor: starting a C interface (not finished)
2014-03-16 18:49:54 +01:00
370df16cfc
Fix comments in header of dynamic and static files
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Columns and rows were confused
2014-03-14 10:21:42 +01:00
2495359919
Fix crash when the model contains 1st or 2nd ext fcn deriv nodes.
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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
b4c3d004ad
Introduce a new abstract class for external function nodes.
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This fixes the following bugs:
- 1st and 2nd ext fcn deriv nodes were incorrectly added to
DataTree::external_function_node_map, because of the chaining of
constructors.
- the following methods of FirstDerivExternalFunctionNode were not overloaded:
toStatic(), buildSimilarExternalFunctionNode()
- the following methods of SecondDerivExternalFunctionNode were not overloaded:
toStatic(), buildSimilarExternalFunctionNode(), compile(),
compileExternalFunctionOutput()
2014-03-13 12:12:17 +01:00
da615507f4
Cosmetic renaming for consistency between DataTree method names.
2014-03-11 18:56:48 +01:00
f55fda0938
Implement cloneDynamic() for {First,Second}DerivExternalFunction.
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Since the method was not implement, the method of the parent class was used.
This was leading to wrong results in the context of Ramsey Policy (basically
derivative operators on external functions were dropped from FOCs).
2014-03-11 18:56:48 +01:00
1f6fd55594
Remove spurious test.
2014-03-11 18:56:48 +01:00
1faae7bf4c
Fix output of external functions (and their derivatives) in LaTeX.
2014-03-11 15:31:08 +01:00
fabcbb7042
finishing ramsey_model implementation
2014-03-09 12:15:32 +01:00
d945395a15
adding ramsey_model to ComputingTasks
2014-03-09 12:15:32 +01:00
e90859ba52
adding ramsey_model to ParsingDriver
2014-03-09 12:15:32 +01:00
17477ab095
adding ramsey_model to Dynare grammar
2014-03-09 12:15:32 +01:00
35795c3ba9
Add option mh_conf_sig
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Fixes #598
2014-03-06 10:06:55 +01:00
9973c0f8fc
Verify types of the symbols in estimated_params{,_init,_bounds} statements.
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Closes #624
2014-02-28 18:01:03 +01:00
2668d55705
steady_state_model: fix bug introduced in 8fddca92
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- 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
0dfd7629b1
Fix bug in external functions introduced in 711a4f62.
2014-02-25 16:45:55 +01:00
18e81ab22a
Rename OutputType to FileOutputType (to distinguish it from ExprOutputType).
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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
12440a9280
Remove obsolete files.
2014-02-25 16:45:55 +01:00
d3825dcdb1
preprocessor: include avDiffForward in switch statement to supress clang warning
2014-02-25 11:32:01 +01:00
858a1b9b2a
Add a warning if some endogenous is not present in steady_state_model block.
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Closes #556
2014-02-24 17:27:35 +01:00
8fddca92a2
Remove some limitations of steady state model:
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- 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
711a4f62a2
Small improvements to external functions code.
2014-02-24 17:27:34 +01:00
96ac2c0fd6
extended-preprocessor: update test example1
2014-02-24 13:33:48 +01:00
f20f2f610a
extended-preprocessor: adding back writing of model local variables (#)
2014-02-24 13:33:48 +01:00
98f3a04444
extended_preprocessor: fixed computation of steady state out of
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steady_state_model
2014-02-24 13:33:48 +01:00
a18b33ed7e
extended_preprocessor: renaming files/class and bug fixing
2014-02-24 13:33:48 +01:00
98a7d67478
Revert "ms-dsge: remove unnecessary output"
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This reverts commit 2568e87b4394961fed1da7d2337d6cae637b4166.
2014-02-24 13:33:48 +01:00
c4846430d9
returning sparse matrix in compressed format
2014-02-24 13:33:48 +01:00
49b34d4c94
write C++ version of model functions without temporary terms
2014-02-24 13:33:48 +01:00
bd1188f78e
extended-preprocessor: finished removing c_driver mechanism
2014-02-24 13:27:14 +01:00
2885a00c8f
extended-preprocessor: adding line options output= and cuda; starting
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to change ModFile::c_driver mechanism
2014-02-24 13:27:14 +01:00
c21b7d9b34
rebase fixes
2014-02-24 12:41:02 +01:00
9ba4fbded3
pretty end to dynare processing
2014-02-24 12:41:02 +01:00
bb0045a892
ms-dsge: add options statement
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Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
preprocessor/ParsingDriver.cc
2014-02-24 12:41:02 +01:00
b37e3850e5
ms-dsge: write C output
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Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
2014-02-24 12:41:02 +01:00
14fbc49c9b
ms-dsge: remove unnecessary output
2014-02-24 12:41:02 +01:00
0750bc707b
ms-dsge: change types of output for better packaging
2014-02-24 12:41:02 +01:00
8a0fca85e8
ms-dsge: aesthetic fix
2014-02-24 12:41:02 +01:00
0c5966d487
ms-dsge: add param initialization to C output
2014-02-24 12:41:02 +01:00
b426f7236c
ms-dsge: create C driver file without statements
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Conflicts:
preprocessor/DynareMain2.cc
preprocessor/ModFile.cc
preprocessor/ModFile.hh
preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
658f759ede
ms-dsge: add number_of_lags and parameters option to front end
2014-02-24 12:37:18 +01:00
9ba5814c2c
Fix size of M_.endo_histval.
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Should fix crashes on models with leads/lags of more than one on exogenous.
Closes #617
2014-02-17 17:52:37 +01:00
3c1271f5c2
Implement syntaxes for moment_calibration and irf_calibration.
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Ref #267
2014-02-10 19:23:06 +01:00
3348481104
Add new options consider_all_endogenous and consider_only_observed.
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Closes #336
2014-02-04 14:49:06 +01:00
535af2d536
Exit gracefully if an external function name is used as a model local variable.
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Closes #599
2014-02-03 16:23:29 +01:00
0960861b2a
Added logdata option. Closes #600 .
2014-01-31 11:27:36 +01:00
37742463bc
Add line numbers of equations in preprocessor error messages.
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Closes #584
2014-01-27 16:41:43 +01:00
886514894b
build system: replace hard-coded flex include dir with that found by autoconf, #575
2014-01-13 11:35:13 -05:00
dd2aa846a8
It's bison 2.5 that's actually required now.
2014-01-13 14:56:56 +01:00
5bbfe9cd5a
Remove more remnants from old deterministic conditional forecast syntax.
2014-01-03 12:09:39 +01:00
bae79d62a4
The previous syntax used to call the conditional forecast using the extended path method was problematic. It does not allow to match the endogenous and the shock that are flipped. This is problematic as soon as the forecast periods are heterogeneous or the type of expectation (surprise or perfect foresight) are different. We get rid of the previous syntax.
2013-12-31 01:57:30 +01:00
afb36821a8
Merge branch 'master' into sim1-with-variable-dimension
2013-12-30 16:37:16 +01:00
3745409f19
preprocessor: namespace fixes to remove clang warnings
2013-12-30 14:54:00 +01:00
75dd01421f
Refactor bison files using new prologue syntax.
2013-12-28 21:16:47 +01:00
96e973a07f
Fix compatibility issue with Bison 3.
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Closes #570
2013-12-28 21:02:15 +01:00
3fbeba66a7
Merge branch 'master' into sim1-with-variable-dimension
2013-12-27 20:32:17 +01:00
1ea7631930
Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
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Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
503d2baa89
Fix bug in deterministic conditional forecast.
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The type of the first shock was not set according to the user request.
Concretely, it would be random, and almost always a perfect foresight shock.
2013-12-27 12:20:25 +01:00
63986a0ebf
Closes #567 .
2013-12-18 16:44:31 +01:00
86a083697e
osr: added optimal value of parameters to oo_.osr.optim_params; moved
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osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
2fcb379b92
adding 3rd order derivatives to Static Model for evaluation of Ramsey
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policy computed at order = 2
2013-12-11 19:24:29 +01:00
9a21667e69
For Matlab >= 2013a on osx, use renamed SDKROOT macro, MW_SDKROOT
2013-12-10 18:18:46 +01:00
11c04c9b27
preprocessor: streamline addSymbol
2013-12-10 11:41:30 +01:00
54b3a18ced
allow long_name to be used without specifying a latex name, #478
2013-12-09 17:04:32 +01:00
49a51ed808
Forbid the combination of estimation/mode_file and estimated_params_init/use_calibration
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Closes #549
2013-12-09 16:23:49 +01:00
1b57cb4a07
Copy the generated time series in Base workspace (extended_path).
2013-12-09 11:08:08 +01:00
5031f9efc0
Cleanup more preprocessor-generated files at each run
2013-12-02 17:22:16 +01:00
cf6f5915e0
Fix bug with DSGE-VAR introduced in f7cdc39f
2013-12-02 17:22:16 +01:00
330dca7d36
Forbid the use of trend variables in expressions outside the model block
2013-11-29 16:29:25 +01:00
839ae22b1f
Add a warning when some exogenous are not used in the model
2013-11-29 16:03:45 +01:00
ed2f6d62c1
Refactor code for collecting variables appearing in expressions
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- rename ExprNode::collectVariables in ExprNode::collectDynamicVariables
- new ExprNode::collectVariables: same as above, but without lag information
- remove ExprNode::findUnusedEndogenous: essentially redundant with the above)
- remove ExprNode::collectModelLocalVariables: idem
2013-11-29 15:37:11 +01:00
f7cdc39ff2
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
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Closes #469
2013-11-29 14:51:17 +01:00
46dc981ce4
preprocessor: allow empty estimated_params_init block
2013-11-21 15:11:57 +01:00
12140fb814
preprocessor: ExprNodeLess is a struct
2013-11-21 14:48:11 +01:00
b4a9ba78e7
preprocessor: eliminate clang warning about using namespace std
2013-11-21 14:47:44 +01:00
a943463ee5
preprocessor: remove unused private field in ConditionalForecastPathsStatement
2013-11-20 12:17:07 +01:00
7faf72ab85
preprocessor: remove unused private field in EstimationStatement
2013-11-20 12:06:26 +01:00
6f25bfbea0
preprocessor: remove "using namespace std" where not needed
2013-11-20 11:36:01 +01:00
e49ec69719
preprocessor: deal with dates in NativeStatement
2013-11-19 16:35:12 +01:00
fa32a24e2a
preprocessor: match dates in dynare syntax
2013-11-19 13:05:54 +01:00
f1a122a654
fix bug introduced by ee812f3881
2013-11-19 13:05:08 +01:00
7abcd5bcb1
preprocessor: bug fix: return oo
2013-11-19 11:56:39 +01:00
aa0af5e556
proprocessor: block code bug fix: M and oo not being passed to solve_two_boundaries
2013-11-19 11:54:00 +01:00
14b1abf52a
Revert "macroprocessor: substitute dates, don't substitute dates preceded by $ or dates('"
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This reverts commit 9be1d084fd
2013-11-18 12:53:55 +01:00
517317dcc0
Revert macro/MacroFlex.ll of 858159a4f5
2013-11-18 12:53:42 +01:00
c004cde911
Revert "macroprocessor: if you encounter dates(date), insert quotes"
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This reverts commit 9eb34cee4a
2013-11-18 12:42:48 +01:00
2d825755fa
Revert "macroprocessor: copy anything within "dates()" straight to preprocessing stage"
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This reverts commit 4f93207a30
2013-11-18 12:42:25 +01:00
f4ab023d13
Revert "simplify flex code"
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This reverts commit 3d57c1e5e9
2013-11-18 12:42:01 +01:00
ee812f3881
clang compilation: replace ostringstream array with vector of strings
2013-11-18 12:16:37 +01:00
5dec309bbd
preprocessor: simplify if statement
2013-11-18 12:16:37 +01:00
7cfad8eee0
Merge branch 'master' into remove-dynDate-class
2013-11-15 18:36:10 +01:00
38ef4c234b
preprocessor: support long name for parameters, #478
2013-11-15 11:14:16 +01:00
ac2cd6f3dd
preprocessor: support long name for exogenous, #478
2013-11-15 11:14:04 +01:00
0f2bb4c56e
preprocessor: support long name for endogenous, #478
2013-11-15 10:57:51 +01:00
0c00151092
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
7e22f43fe0
Merge branch 'preprocessor-dates' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
preprocessor/DynareFlex.ll
preprocessor/macro/MacroFlex.ll
2013-11-14 15:50:20 +01:00
9a57698e52
Preprocessor interface for irf_plot_threshold
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Closes #498
2013-11-13 14:34:46 +01:00
3b26467998
saves variables if they exist at end of dynare run. closes #517
2013-11-13 11:29:27 +01:00
611f4f5d89
preprocessor: add use_calibration option for estimated_params_init block. closes #447 , closes #512
2013-11-06 13:59:13 +01:00
8429321547
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
13bc928b0c
revert change that breaks gcc build
2013-11-05 18:21:12 +01:00
e4526944a9
Remove select1st (GNU extension), replace it by a call to boost::bind
2013-11-05 18:13:29 +01:00
5352fb4d16
preprocessor and matlab mex fixes for clang compilation
2013-11-05 18:04:57 +01:00
73944a10c4
Finish implementation of mcmc_jumping_covariance option
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Closes #112 , #514
2013-11-05 17:16:32 +01:00
27f525e1e4
Always initialize M_.maximum_{endo,exo}_{lead,lag} and M_.params
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Closes #515
2013-11-04 16:02:28 +01:00
1a8bba6393
Allow a custom function named 'prior' as a value for 'mode_compute' option
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Closes #507
2013-11-04 15:42:59 +01:00
07137e804b
preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392
2013-10-29 15:02:07 +01:00
9230a1ea0d
fix header to remove compilation warning
2013-10-29 12:47:40 +01:00
2d4a42c01f
missing semicolon
2013-10-29 12:38:28 +01:00
9b22dc8096
Refuse non-stationary endogenous variables in deflators.
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It is not clear what we should do in that case anyways.
2013-10-29 18:47:59 +08:00
f889760f61
Reactivate and fix the test for the balanced growth path.
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If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).
Closes #506
2013-10-29 18:46:54 +08:00
37876b2c2b
Comment the trend test for a balance growth path => problematic with eLogTrend
2013-10-28 16:41:21 +01:00
9df1b8548e
Merge branch 'master' into remove-dynDate-class
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Conflicts:
matlab/reports/@report_series/getLine.m
matlab/reports/@report_series/write.m
matlab/reports/@report_table/report_table.m
matlab/reports/@report_table/write.m
2013-10-28 15:04:21 +01:00
051213f798
Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
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- Add auxiliary variables for leaded and lagged exogenous
- Set the cutoff applied to the Jacobian at zero for the static and the dynamic models
2013-10-28 14:22:23 +01:00
4da6f10233
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +02:00
5565e13cd4
preprocessor: allow anything of the form dates(*) to be accepted as a valid date by the preprocessor
2013-10-23 16:09:32 +02:00
3d57c1e5e9
simplify flex code
2013-10-23 15:28:16 +02:00
4f93207a30
macroprocessor: copy anything within "dates()" straight to preprocessing stage
2013-10-22 16:32:53 +02:00
9eb34cee4a
macroprocessor: if you encounter dates(date), insert quotes
2013-10-22 14:06:57 +02:00
858159a4f5
disallow -0 year
2013-10-22 14:06:57 +02:00
7894e8eee7
preprocessor: only accept dates of the form: dates('date') in mod file
2013-10-22 14:06:57 +02:00
9be1d084fd
macroprocessor: substitute dates, don't substitute dates preceded by $ or dates('
2013-10-22 14:06:57 +02:00
064b8fccf7
macroprocessor: if you encounter dates(date), insert quotes
2013-10-14 18:16:07 +02:00
9c6ee78388
disallow -0 year
2013-10-14 16:30:17 +02:00
Houtan Bastani
Michel Juillard
Stéphane Adjemian (Charybdis)
ferhat
Sébastien Villemot
Johannes Pfeifer
Sébastien Villemot
Houtan Bastani