Houtan Bastani
b4a9ba78e7
preprocessor: eliminate clang warning about using namespace std
2013-11-21 14:47:44 +01:00
Houtan Bastani
a943463ee5
preprocessor: remove unused private field in ConditionalForecastPathsStatement
2013-11-20 12:17:07 +01:00
Houtan Bastani
7faf72ab85
preprocessor: remove unused private field in EstimationStatement
2013-11-20 12:06:26 +01:00
Houtan Bastani
6f25bfbea0
preprocessor: remove "using namespace std" where not needed
2013-11-20 11:36:01 +01:00
Houtan Bastani
e49ec69719
preprocessor: deal with dates in NativeStatement
2013-11-19 16:35:12 +01:00
Houtan Bastani
fa32a24e2a
preprocessor: match dates in dynare syntax
2013-11-19 13:05:54 +01:00
Houtan Bastani
f1a122a654
fix bug introduced by ee812f3881
2013-11-19 13:05:08 +01:00
Houtan Bastani
7abcd5bcb1
preprocessor: bug fix: return oo
2013-11-19 11:56:39 +01:00
Houtan Bastani
aa0af5e556
proprocessor: block code bug fix: M and oo not being passed to solve_two_boundaries
2013-11-19 11:54:00 +01:00
Houtan Bastani
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
Houtan Bastani
517317dcc0
Revert macro/MacroFlex.ll of 858159a4f5
2013-11-18 12:53:42 +01:00
Houtan Bastani
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
Houtan Bastani
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
Houtan Bastani
f4ab023d13
Revert "simplify flex code"
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This reverts commit 3d57c1e5e9
.
2013-11-18 12:42:01 +01:00
Houtan Bastani
ee812f3881
clang compilation: replace ostringstream array with vector of strings
2013-11-18 12:16:37 +01:00
Houtan Bastani
5dec309bbd
preprocessor: simplify if statement
2013-11-18 12:16:37 +01:00
Stéphane Adjemian (Scylla)
7cfad8eee0
Merge branch 'master' into remove-dynDate-class
2013-11-15 18:36:10 +01:00
Houtan Bastani
38ef4c234b
preprocessor: support long name for parameters, #478
2013-11-15 11:14:16 +01:00
Houtan Bastani
ac2cd6f3dd
preprocessor: support long name for exogenous, #478
2013-11-15 11:14:04 +01:00
Houtan Bastani
0f2bb4c56e
preprocessor: support long name for endogenous, #478
2013-11-15 10:57:51 +01:00
Stéphane Adjemian (Penelope)
0c00151092
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Stéphane Adjemian (Penelope)
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
Sébastien Villemot
9a57698e52
Preprocessor interface for irf_plot_threshold
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Closes #498
2013-11-13 14:34:46 +01:00
Houtan Bastani
3b26467998
saves variables if they exist at end of dynare run. closes #517
2013-11-13 11:29:27 +01:00
Houtan Bastani
611f4f5d89
preprocessor: add use_calibration option for estimated_params_init block. closes #447 , closes #512
2013-11-06 13:59:13 +01:00
Stéphane Adjemian (Scylla)
8429321547
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
Houtan Bastani
13bc928b0c
revert change that breaks gcc build
2013-11-05 18:21:12 +01:00
Sébastien Villemot
e4526944a9
Remove select1st (GNU extension), replace it by a call to boost::bind
2013-11-05 18:13:29 +01:00
Houtan Bastani
5352fb4d16
preprocessor and matlab mex fixes for clang compilation
2013-11-05 18:04:57 +01:00
Sébastien Villemot
73944a10c4
Finish implementation of mcmc_jumping_covariance option
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Closes #112 , #514
2013-11-05 17:16:32 +01:00
Sébastien Villemot
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
Sébastien Villemot
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
Houtan Bastani
07137e804b
preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392
2013-10-29 15:02:07 +01:00
Houtan Bastani
9230a1ea0d
fix header to remove compilation warning
2013-10-29 12:47:40 +01:00
Houtan Bastani
2d4a42c01f
missing semicolon
2013-10-29 12:38:28 +01:00
Sébastien Villemot
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
Sébastien Villemot
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
ferhat
37876b2c2b
Comment the trend test for a balance growth path => problematic with eLogTrend
2013-10-28 16:41:21 +01:00
Stéphane Adjemian (Charybdis)
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
ferhat
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
Houtan Bastani
4da6f10233
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +02:00
Houtan Bastani
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
Houtan Bastani
3d57c1e5e9
simplify flex code
2013-10-23 15:28:16 +02:00
Houtan Bastani
4f93207a30
macroprocessor: copy anything within "dates()" straight to preprocessing stage
2013-10-22 16:32:53 +02:00
Houtan Bastani
9eb34cee4a
macroprocessor: if you encounter dates(date), insert quotes
2013-10-22 14:06:57 +02:00
Houtan Bastani
858159a4f5
disallow -0 year
2013-10-22 14:06:57 +02:00
Houtan Bastani
7894e8eee7
preprocessor: only accept dates of the form: dates('date') in mod file
2013-10-22 14:06:57 +02:00
Houtan Bastani
9be1d084fd
macroprocessor: substitute dates, don't substitute dates preceded by $ or dates('
2013-10-22 14:06:57 +02:00
Houtan Bastani
064b8fccf7
macroprocessor: if you encounter dates(date), insert quotes
2013-10-14 18:16:07 +02:00
Houtan Bastani
9c6ee78388
disallow -0 year
2013-10-14 16:30:17 +02:00
Houtan Bastani
808d6ae1ad
preprocessor: only accept dates of the form: dates('date') in mod file
2013-10-14 09:58:05 +02:00
Houtan Bastani
c556e4c395
macroprocessor: substitute dates, don't substitute dates preceded by $ or dates('
2013-10-14 09:58:05 +02:00
Houtan Bastani
f6cacbd4db
simplify date regex and require [YyAa] to follow annual date
2013-10-11 11:13:15 +02:00
Houtan Bastani
374b36b904
Revert "preprocessor: replace dates with dynDates"
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This reverts commit 030fe52aff
.
Conflicts:
preprocessor/Statement.cc
2013-10-10 11:04:56 +02:00
Stéphane Adjemian (Charybdis)
cc0d9b42f0
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
Stéphane Adjemian (Charybdis)
8997ae8a70
Merge branch 'master' into maxit
2013-10-09 12:19:17 +02:00
Houtan Bastani
c737f35ca7
remove error message because odd numbers of apostrophes are valid for transposing matrices in Matlab syntax
2013-10-04 16:17:29 +02:00
Houtan Bastani
68bdf1aff8
remove unused portion of code, code cleanup
2013-10-03 16:39:33 +02:00
Houtan Bastani
06ab26f742
handle inline comments
2013-10-03 16:27:25 +02:00
Houtan Bastani
d3111863fe
fix regular expression
2013-10-03 16:26:17 +02:00
Houtan Bastani
0cac8a2dec
clarify error message
2013-10-03 15:44:31 +02:00
Houtan Bastani
b372973ab3
catch leading space before comment
2013-10-03 10:48:29 +02:00
Houtan Bastani
51e4e490d6
remove unnecessary test
2013-10-03 09:16:31 +02:00
Houtan Bastani
030fe52aff
preprocessor: replace dates with dynDates
2013-10-02 17:21:55 +02:00
Houtan Bastani
62c623f6c9
remove unnecessary parenthesis
2013-10-02 17:21:55 +02:00
Houtan Bastani
c1305f7f87
support unbounded years
2013-10-02 17:21:55 +02:00
Houtan Bastani
845a8736b5
simplify regex
2013-10-02 17:21:55 +02:00
Houtan Bastani
a34afdfdc3
support negative dates
2013-10-02 17:21:55 +02:00
Houtan Bastani
b3b2cdfe7b
bug fix for date_number: don't permit weeks >= 53
2013-10-02 11:12:32 +02:00
Sébastien Villemot
cfea63b4de
Merge pull request #474 from houtanb/geweke
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Geweke
2013-09-25 05:54:31 -07:00
Sébastien Villemot
80768beb1f
Fix a bug similar to #476 in estimated_params_bounds
2013-09-25 14:44:49 +02:00
Stéphane Adjemian (Charybdis)
022f05490a
Merge branch 'master' into use-dynSeries
2013-09-24 16:49:38 +02:00
Houtan Bastani
e75e6a12db
estim_params: remove short-circuit ops, #476
2013-09-24 16:01:47 +02:00
Houtan Bastani
d369b8ad0e
front end for maxit: ref #293 , #262
2013-09-24 15:40:13 +02:00
Houtan Bastani
8c12e4afe3
estim_params: remove extraneous find, ref #476
2013-09-24 15:39:15 +02:00
Houtan Bastani
691828cc2f
estim_params: correct for symmetry of correlation, closes #476
2013-09-24 15:31:41 +02:00
Houtan Bastani
388b32ef94
estim_params: fix parenthesis bug, ref #476
2013-09-24 15:12:52 +02:00
Houtan Bastani
d2b020c853
estim_params: use short-circuit AND
2013-09-24 15:10:35 +02:00
Houtan Bastani
30cb093048
front end for Geweke convergence diagnostics for single chains
2013-09-23 15:40:19 +02:00
Stéphane Adjemian (Charybdis)
c5c3b45f3c
Merge branch 'master' into use-dynSeries
2013-09-23 08:14:46 +02:00
Houtan Bastani
d8a64df886
nostrict option works for endval too
2013-09-16 17:25:41 -04:00
Houtan Bastani
ebd9d9dee7
nostrict command-line option ignores extraneous assignments in initval. closes #1
2013-09-16 16:14:34 -04:00
Houtan Bastani
20dba7e623
new nostrict command-line option does not exit when there are more endogenous than equations ( closes #2 )
2013-09-13 14:44:01 -04:00
Stéphane Adjemian (Charybdis)
a71edd5485
Removed test on datafile option. This option is no more mandatory
2013-09-12 13:52:24 +02:00
Stéphane Adjemian (Charybdis)
82e4905914
Create options_.varobs as a cell array.
2013-09-07 16:05:01 +02:00
Stéphane Adjemian (Charybdis)
42bd3ee85d
Fixed typo.
2013-09-07 16:05:01 +02:00
Sébastien Villemot
e1fbb2c5cd
Move check on variables types within 'shocks' block to the checking pass stage
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Closes #448
2013-08-27 10:38:54 +02:00
Houtan Bastani
a75d8d318e
stoch_simul: add loglinear option #431
2013-08-14 12:02:51 -04:00
Houtan Bastani
201239dbf7
introduce verbatim block closes #437
2013-08-13 17:08:39 -04:00
Sébastien Villemot
87dfa938bb
Remove unfinished "shocks" and "labels" options to shock_decomposition
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The preprocessor implementation of "shocks" is broken, and the ref. manual
entries are empty. Nothing is implemented in MATLAB files. It's better to
remove this for now, until a working implementation is done.
Ref. #136
2013-08-13 11:37:16 +02:00
Houtan Bastani
85667336a1
macroprocessor: add length command. closes #436
2013-08-12 17:24:47 -04:00
Houtan Bastani
c9edb8d215
fix typo
2013-08-06 16:02:55 -04:00
Johannes Pfeifer
a7eedef031
Add full function header to static and dynamic model files
2013-07-28 11:32:14 +02:00
Stéphane Adjemian (Charybdis)
3dc372e5bc
Added (command line) nointeractive option.
2013-07-10 12:02:12 +02:00
Stéphane Adjemian (Charybdis)
dd21816b13
Added (command line) nograph option.
2013-07-10 11:03:48 +02:00
Stéphane Adjemian (Charybdis)
5d56a4f2b0
Make calib_smoother command call evaluate_smoother matlab routine.
2013-06-28 11:14:24 +02:00
Houtan Bastani
2e4a52d69f
osr: add tolf option closes #423
2013-06-26 12:33:48 +02:00
Houtan Bastani
4569dd9427
osr: add maxit option ref #423
2013-06-26 12:32:30 +02:00
Stéphane Adjemian (Charybdis)
340bcc2739
Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check.
2013-06-20 17:19:44 +02:00
Stéphane Adjemian (Charybdis)
cb2228acad
Merge branch 'master' into experimental-mjdgges-threshold
2013-06-12 17:27:25 +02:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Stéphane Adjemian (Charybdis)
d284f8fb83
Added qz_zero_threshold to check, stoch_simul and estimation commands.
2013-06-12 11:46:56 +02:00
Sébastien Villemot
f6f218f828
extended_path: new order and hybrid options (ref #152 )
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Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
Sébastien Villemot
b5eb134a29
extended_path is a statement, not a block
2013-06-07 17:16:45 +02:00
Sébastien Villemot
2f248dcec4
Do not check for the steady state in diffuse filter mode
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Closes #400
2013-06-03 15:56:10 +02:00
Houtan Bastani
688e30019c
preprocessor: pretty print error info
2013-05-31 18:27:24 +02:00
Sébastien Villemot
f48141755c
Add new option parallel_local_files to model block
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Ref #389
2013-05-31 14:47:38 +02:00
Houtan Bastani
11bea492ac
preprocessor: config file: if creating windows node from unix machine, check to see if the password or remoteDrive are empty
2013-05-30 15:33:33 +02:00
Houtan Bastani
b98bf5e84b
preprocessor: config file: if on Windows machine and operatingSystem is empty, then check to see if password or remoteDrive is empty. otherwise, don't check
2013-05-30 15:33:33 +02:00
Houtan Bastani
7b1ddfb43c
preprocessor: config file: remove redundant check
2013-05-30 15:33:26 +02:00
Sébastien Villemot
9ba5ffd68e
Revert "Reset oo_.{exo_}steady_state to zero before endval"
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This reverts commit cf146ec4e5
.
2013-05-27 17:31:41 +02:00
Sébastien Villemot
bd72848d27
Add interface and doc to use_univariate_filters_if_singularity_is_detected option
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Closes #414
2013-05-27 17:07:47 +02:00
Sébastien Villemot
eb8ba88ea9
Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual
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Closes #320
2013-05-24 12:13:32 +02:00
Sébastien Villemot
7bbe121769
Possibility of restricting differentiate_forward_vars to some variables
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Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot
921e7fdafd
Document how functions with a kink are differentiated
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Also add a warning in the documentation and in the preprocessor about the usage
of some functions (max, min, abs, sign, comparison operators) in a stochastic
context.
Closes #355
2013-05-17 16:53:14 +02:00
Sébastien Villemot
75b5f1d18a
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
Sébastien Villemot
50f2d00ad8
Detect if an extended_path statement is present
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Unused for the time being
2013-04-25 18:07:32 +02:00
Sébastien Villemot
35e77136c3
Remove obsolete stuff from pow/log aux vars
2013-04-25 17:26:39 +02:00
Sébastien Villemot
a7e29af81c
Fix handling of auxiliary variables in endval block
2013-04-22 18:02:32 +02:00
Sébastien Villemot
cf146ec4e5
Reset oo_.{exo_}steady_state to zero before endval
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This is necessary to enforce the documented behavior which says that, if a
variable is not given a value in the endval block, a zero value is assumed.
2013-04-22 18:02:32 +02:00
Sébastien Villemot
38824dc1e5
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard
39cc313964
removed changes linked with transforming variables to avoid log or
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power of negative numbers
2013-04-09 16:35:57 +02:00
Sébastien Villemot
3c5ce6aab9
Use syntax log_trend_var(log_growth_factor = …) for consistency
2013-03-26 17:10:37 +01:00
Sébastien Villemot
a0b7178962
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
Sébastien Villemot
c681b5e4ed
Revert spurious preprocessor changes introduced in dfa744f
2013-03-26 16:51:10 +01:00
Ferhat Mihoubi
dfa744fcb3
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
Ferhat Mihoubi
d3e34711e3
Use type compatibles with Matlab (size_t instead of int)
2013-03-22 15:48:47 +01:00
Sébastien Villemot
cda0e03776
Add preprocessor messages (stdout, stderr) to the logfile
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Closes #306
2013-03-18 13:44:04 +01:00
Sébastien Villemot
ba889e853c
Preprocessor interface and documentation for endogenous_prior option
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Closes #321
2013-03-18 11:12:49 +01:00
Sébastien Villemot
3f8c577630
Remove spurious display when there is zero preprocessor warning
2013-03-05 12:53:37 +01:00
Sébastien Villemot
26bc7b55a0
Remove obsolete workaround for Octave 3.2
2013-02-28 10:32:09 +01:00
Sébastien Villemot
a64ec3b156
Reorganization of warnings
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- at the end of the computation, don't display all preprocessor warnings but
only their number
- also display if there has been a MATLAB/Octave warning (counting their
number does not seem feasible). Closes #181
- add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
Sébastien Villemot
b2dcf27c12
estimated_params: check that no symbol is declared twice in the block
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Closes #296
2013-02-26 12:37:35 +01:00
Sébastien Villemot
4b50acbb93
Add more explicit error message when mixing ramsey_policy with varexo_det
2013-02-07 11:52:59 +01:00
Sébastien Villemot
1b317f1b9d
Fix linking of static file with use_dll under Windows
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The "Static" symbol was not exported; instead, it was the non-existing
"Dynamic" symbol which was exported.
2013-01-30 14:02:23 +01:00
Sébastien Villemot
eed3651d6e
check only returns eigenvalues, not the whole oo_
2013-01-15 16:45:15 +01:00
Sébastien Villemot
14ed3d94a9
Ensure that running check without stoch_simul still sets oo_.dr.eigval
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This is documented in the reference manual, but was not working.
The change consists in having check.m returning oo_ as 1st output argument, and
having the preprocessor generating the corresponding code.
2013-01-15 16:14:15 +01:00
Sébastien Villemot
6737077770
Improve error message for 3rd derivatives of external functions
2013-01-15 11:39:04 +01:00
Ferhat Mihoubi
11e151547c
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
Michel Juillard
32b68b713b
fixed bug in computation of derivative of erf() function
2012-12-07 21:46:50 +01:00
Sébastien Villemot
aafff99422
Fix breakage of static file introduced by 8c83135c
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In StaticModel, deriv_ids are no longer equal to symb_ids; some parts of the
code were relying on that assumption
2012-12-01 23:32:24 +01:00
Sébastien Villemot
b77642d3a9
Remove unused stuff
2012-11-29 18:08:53 +01:00
Sébastien Villemot
8c83135c0f
Add derivatives of static model w.r.t. parameters
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The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
Sébastien Villemot
b7c1f5ad05
Remove obsolete workaround for Octave 3.2
2012-11-29 16:44:51 +01:00
Sébastien Villemot
90c15ec9ef
Add ar option to estimation
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Closes : #276
2012-11-29 15:44:06 +01:00
Sébastien Villemot
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Sébastien Villemot
31a13db66a
Remove duplicate information in M_.blocksMFS
2012-11-16 17:39:03 +01:00
Sébastien Villemot
bf19ab801f
Remove duplicate information in M_.blocksEQU
2012-11-16 17:16:40 +01:00
Sébastien Villemot
badeec612f
Add interface and documentation to model_diagnostics
...
Closes : #205
2012-11-16 12:34:49 +01:00
Sébastien Villemot
8efb15f0a4
Allow infinite values in threshold_reform option of GSA
...
Closes : #266
2012-11-16 11:08:49 +01:00
Houtan Bastani
ddddb5ad0f
console => nodisplay (Completes ticket #282 )
2012-11-12 16:48:44 +01:00
Houtan Bastani
3530417cf2
all_values_required keyword for initval and endval
2012-11-06 15:45:08 +01:00
Houtan Bastani
a23b497a49
bug fix: none instead of pdf to graph_format
2012-10-31 16:16:45 +01:00
Houtan Bastani
df4f82de12
bug fix: remove previous declaration of NONE as token in flex
2012-10-31 15:59:12 +01:00
Michel Juillard
34db22c3bc
ms-sbvar: made option final_year optional is using the entire sample
2012-10-24 14:05:54 +02:00
Stéphane Adjemian (Charybdis)
449231a2db
Added the possibility to write graph_format=none, in which case the graphs are displayed (provided nograph and nodisplay options are not used) but not saved.
2012-10-17 16:28:36 +02:00
Sébastien Villemot
cb34c8708f
Fix preprocessor crash when an pre-computed constant equals NaN or Inf
2012-10-01 16:22:38 +02:00
Sébastien Villemot
dd0190bba9
Isolate block decomposition code
...
This should fix some random crashes of the preprocessor
2012-09-28 18:41:18 +02:00
Houtan Bastani
12af7298ef
ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)
2012-09-27 15:32:33 +02:00
Houtan Bastani
868afeb953
ms-sbvar bug fix: store no_create_init as number instead of string
2012-09-26 18:07:49 +02:00
Sébastien Villemot
db48078736
Preprocessor interface for multiple graph formats
2012-09-11 14:26:53 +02:00
Sébastien Villemot
f58b9b755e
Provide dynamic 3rd derivaties for estimation w/ analytic derivation
2012-08-08 15:34:43 +02:00
Sébastien Villemot
2b8869d614
Compute static hessian for estimation w/ analytic derivation
2012-08-08 12:42:02 +02:00
Sébastien Villemot
a32d23529c
Remove FlexLexer.h; rather copy it from /usr/include when flex is run
2012-08-06 18:52:06 +02:00
Michel Juillard
9d224dba1f
removing preprocessor check about pruning at 3rd order
2012-08-01 10:01:59 +02:00
Sébastien Villemot
5657dc8228
Amend the workaround for ticket #35 , so that shocks+endval+simul can looped over
2012-07-30 17:01:42 +02:00
Sébastien Villemot
48672ad10f
Preprocessor: handle underflows and overflows as MATLAB and Octave do
...
i.e. don't fail when they happen and instead return 0 or Inf
2012-07-12 12:46:22 +02:00
Stéphane Adjemian (Charybdis)
c850f03be3
Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
2012-07-11 18:26:22 +02:00
Sébastien Villemot
0e5fed4bad
Allow back "dr" in variable names
2012-07-02 10:11:32 +02:00
Ferhat Mihoubi
4488357f59
Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
...
associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
Sébastien Villemot
6bff503aca
Fix option simul_replic
2012-06-26 17:01:13 +02:00
Houtan Bastani
20f2c1760b
preprocessor: add @#ifndef directive
2012-06-26 15:12:31 +02:00
Houtan Bastani
ebc7a783bd
fix bug with @#ifdef in macroprocessor
2012-06-26 14:50:16 +02:00
Michel Juillard
540fb1be48
fixing bug in discretionary_policy and implementing option solve_maxit
2012-06-19 14:08:45 +02:00
Houtan Bastani
12980236dc
preprocessor: require instruments option for discretionary_policy
2012-06-19 12:07:21 +02:00
Sébastien Villemot
354efdc803
Preprocessor: fixes for identification and dynare_sensitivity
2012-06-15 15:35:00 +02:00
Sébastien Villemot
808dade20f
Fix nograph, nodisplay and graph_format for identification and dynare_sensitivity
2012-06-15 11:06:07 +02:00
Sébastien Villemot
8bbc3b2453
Allow nograph, nodisplay and graph_format in identification
2012-06-15 10:30:53 +02:00
Sébastien Villemot
bbc6cba4a3
Macroprocessor: mention @#ifdef in error messages
2012-06-13 18:40:12 +02:00
Sébastien Villemot
8fe2eb23b9
New option simul_replic in preprocessor and documentation
2012-06-11 11:53:55 +02:00
Sébastien Villemot
89ed599c01
Fix unitialized variable
2012-06-09 10:24:09 +02:00
Sébastien Villemot
c079ace8c3
Remove various compiler warnings
2012-06-08 19:06:03 +02:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Sébastien Villemot
a87cac34ca
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
Sébastien Villemot
b7538ad315
Always compute hessian when analytic_derivation is set
2012-06-08 11:47:10 +02:00
Sébastien Villemot
edca74659e
Preprocessor iface and doc for nodisplay and graph_format
...
Closes : #216
2012-06-07 18:29:30 +02:00
Sébastien Villemot
00f526dbb7
Generate derivs wrt params when anaytic_derivation=1
2012-06-07 15:33:43 +02:00
Houtan Bastani
1c2bc9120a
config file: only allow GlobalInitFile option to hooks block, one more error check
2012-06-07 13:45:50 +02:00
Stéphane Adjemian (Charybdis)
8dc1b9037d
Fixed bug in conditional forecasts (wrong indexing of the controlled variables).
2012-06-07 11:07:22 +02:00
Sébastien Villemot
0caaeddb46
Merge remote-tracking branch 'ferhat/master'
2012-06-06 17:09:27 +02:00
Sébastien Villemot
b823014657
Fix calib_smoother (enforce order=1)
2012-06-06 17:08:53 +02:00
Sébastien Villemot
9bea42f411
order=2 in estimation command now triggers particle filter
2012-06-06 17:08:53 +02:00
Ferhat Mihoubi
b72dafcb82
Add options static to model_info command and fixes the ticket #134
2012-06-06 16:36:56 +02:00
Houtan Bastani
72b25638e0
preprocessor: handle compilation warnings
2012-06-06 16:30:36 +02:00
Houtan Bastani
976b807310
preprocessor: remove unused enum types (added in commit c6495dfc9d
)
2012-06-06 16:27:44 +02:00
Houtan Bastani
9a2e4cc6cf
config file: support GlobalInitFile option
2012-06-06 16:18:09 +02:00
Sébastien Villemot
2156f67298
New option analytic_derivation for estimation
2012-06-06 11:34:32 +02:00
Sébastien Villemot
008d95935c
Fix bug introduced in 4b86df05
2012-06-05 09:48:03 +02:00
Sébastien Villemot
4b86df0581
Preprocessor: remove MATLAB short-circuit operators
...
They emit a warning under Octave
2012-06-04 17:18:13 +02:00
Sébastien Villemot
8ad27aba0c
Bison/Flex files: do not load C++ mode under Emacs
...
It is better to use bison-mode and flex-mode (see the wiki)
2012-06-04 11:59:35 +02:00
Sébastien Villemot
7044c8da2b
Add new command "calib_smoother"
...
Closes : #233
2012-05-30 16:28:29 +02:00
Michel Juillard
539bf0ca69
finishing implementation of optional transformation of log and non
...
integer power arguments to insure that they are positive
2012-05-26 20:53:48 +02:00
Michel Juillard
c6495dfc9d
first implementation of transform_logpow. It creates too many auxilary
...
variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
Michel Juillard
629673199e
starting implementation of transformed variables to replace arguments
...
of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
Sébastien Villemot
f36f76760a
Fix bug where the nth derivative of 0^n evaluated to 0 instead of n!
...
(complement to commit cd0bc28e
)
2012-05-21 18:34:10 +02:00
Michel Juillard
6b100d3dbe
fixes the correction of the Jacobian when encountering complex
...
numbers. This should be 2*imag(g1) and not imag(g1).^2
2012-05-18 16:19:07 +02:00
Michel Juillard
1316bd9555
fixed issues relative to homotopy (type I) when the user wants to
...
continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
2012-05-17 17:27:07 +02:00
Houtan Bastani
4186a431ff
parallel: add port option to config file
2012-05-09 12:44:57 +02:00
Sébastien Villemot
615535ad88
Fix compilation errors with GCC 4.7
2012-05-08 16:10:10 +02:00
Michel Juillard
8fec04dbf8
corrected but in plot of conditional forecast
2012-04-28 15:11:49 +02:00
Michel Juillard
7a4405e754
added check_options are the same as steady_options. Added option
...
nocheck to 'check' in test fs2000/fs2000a as there is a unit root and
the user provided _steadystate.m doesn't solve the static equations
2012-04-24 10:32:59 +02:00
Michel Juillard
f7cf75a228
fixed problems with trying to make homotopy robust to problems in one run.
2012-04-23 16:57:46 +02:00
Michel Juillard
aa22cb56d1
computing shock_decomposition for calibrated models
2012-04-21 21:37:52 +02:00
Michel Juillard
6131e597f3
changed option name discretion_tol -> discretionary_tol, added the option
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to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
Sébastien Villemot
1dfba1b99f
Merge remote-tracking branch 'ferhat/master'
2012-04-20 21:15:09 +02:00
Ferhat
eed54fb08a
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
...
- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
Sébastien Villemot
52cc77fe0e
New preprocessor option for not creating a logfile
...
Closes : #241
2012-04-20 18:15:02 +02:00
Michel Juillard
41e027aee3
added steady option stop_on_error. stop_on_error = 0 permits to
...
continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
Houtan Bastani
648690a2d9
estimation: instatiate date output as dynDate class
2012-04-04 11:44:07 +02:00
Houtan Bastani
a2497dc0ae
estamiton: check variable types in copy statements
2012-04-04 10:43:29 +02:00
Houtan Bastani
83afb256cf
bug fix: output not correct for corr(a,b).prior statement
2012-04-03 18:33:24 +02:00
Houtan Bastani
74476d1276
estimation: simplify output using estimation_info.empty_* structures
2012-04-03 18:33:24 +02:00
Houtan Bastani
cabf4bba8e
estimation: bug fix: clear range_index
2012-04-03 18:33:24 +02:00
Houtan Bastani
9e30b3e5d0
estimation: clear subsamples substructure whenever a subsamples copy statement is encountered
2012-04-03 18:33:24 +02:00
Houtan Bastani
08bcf39fe7
estimation: clear subsamples substructure whenever a subsamples statement is encountered
2012-04-03 18:33:23 +02:00
Houtan Bastani
7e6bd80f17
estimation: remove s from parameters substructure
2012-04-03 18:33:23 +02:00
Houtan Bastani
8d69c8bf2b
estimation: introduce options = options syntax
2012-03-30 15:37:15 +02:00
Houtan Bastani
9741b3b3ec
estimation: reorganize options output
2012-03-30 15:37:15 +02:00
Houtan Bastani
36295da47a
cosmetic change
2012-03-30 15:37:15 +02:00
Houtan Bastani
26d245ac4b
estimation: introduce prior = prior syntax
2012-03-30 15:37:15 +02:00
Houtan Bastani
50551cc6b2
estimation: remove unnecessary function
2012-03-30 15:37:14 +02:00
Houtan Bastani
93db8937ab
estimation: reorganize Matlab structure output
2012-03-30 15:37:14 +02:00
Houtan Bastani
2be333da55
estimation: change name handling for correlation statements
2012-03-30 15:37:14 +02:00
Houtan Bastani
7feb27fe1c
estimation: rewrite options output
2012-03-29 16:45:46 +02:00
Houtan Bastani
d54e4c4b17
estimation: rewrite prior output
2012-03-29 16:07:01 +02:00
Houtan Bastani
791d0ff06a
estimation: check that appropriate options are passed to prior statement
2012-03-28 19:07:08 +02:00
Houtan Bastani
46a655fbd5
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
Houtan Bastani
90e2de65f7
estimation: add subsample name to index
2012-03-27 13:03:10 +02:00
Houtan Bastani
c5ace037ad
estimation: add subsamples for std / corr, prior / options statements & simplify code
2012-03-27 13:03:09 +02:00
Houtan Bastani
f7ca98554e
estimation: add truncate and median options to prior statement
2012-03-15 14:33:02 +01:00
Houtan Bastani
2e6762ebd0
estimation: remove deprecation warnings
2012-03-09 11:52:32 +01:00
Houtan Bastani
ec2528ae9b
estimation: fixes to options statement
2012-03-09 11:47:25 +01:00
Houtan Bastani
dd67a81e57
estimation: place parameter priors in their own substructure
2012-03-09 11:46:09 +01:00
Sébastien Villemot
7889ac21b2
Merge remote-tracking branch 'ferhat/master'
2012-03-09 10:30:01 +01:00
Houtan Bastani
402363bab2
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
Houtan Bastani
5f60f1bd27
MS-SBVAR: rewrite ms_forecast
2012-03-08 17:54:05 +01:00
Houtan Bastani
864e0b7c7e
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
Ferhat Mihoubi
dfbd6c8f2a
Adds the index of equations (M_.blocksEQU) for a block decomposed model without bytecode option and use this index in resid.m to retrieve the residuals
2012-03-08 15:29:56 +01:00
Ferhat Mihoubi
8ac14f8c80
Adds fixed point solvers for Sylvester and Lyapunov equations
2012-03-06 12:03:23 +01:00
Ferhat Mihoubi
24e58262fc
Error message for external function provides more details
2012-03-06 11:33:02 +01:00
Ferhat
ee9213d77c
Corrects a bug in the computation of the number of leads and lags
2012-02-17 10:50:54 +01:00
Ferhat
28a1cf52cd
Corrects the number of lead and lags of a block
2012-02-17 10:48:28 +01:00
Houtan Bastani
0f9d5d93d1
bug fix: quotes in warnings do not comply with Matlab disp
2012-02-10 17:05:37 +01:00
Houtan Bastani
870766f6e1
preprocessor: add lik_init to dynare_sensitivity command
2012-02-09 12:52:33 +01:00
Sébastien Villemot
ebbae7936e
Preprocessor: add warning message for signature of checkPass method
2012-02-06 12:16:38 +01:00
Michel Juillard
3cdde731dc
propagating the change in calling sequence for CheckPass()
2012-02-02 21:10:47 +01:00
Houtan Bastani
0ca000cdc9
preprocessor: display a summary of preprocessor warnings at the end of a Dynare run
2012-01-30 10:44:14 +01:00
Michel Juillard
1433bb6485
the overall time of execution is now saved in the log file
2012-01-22 16:09:42 +01:00
Sébastien Villemot
b5c71ed1c8
Add kalman_algo option to identification and dynare_sensitivity
...
Only in preprocessor and ref. manual for the moment
2012-01-20 12:11:14 -05:00
Sébastien Villemot
bcc091a58d
Preprocessor: compute temp. terms for 2nd deriv of residuals and jacobian wrt
...
params and 1st deriv of hessian wrt to params
2012-01-20 12:07:36 -05:00
Houtan Bastani
58a03937ec
bug_fix: add missing ifstream close statement
2012-01-18 14:43:04 +01:00
Houtan Bastani
c977b666b3
warning output stream should be cerr
2012-01-18 14:42:57 +01:00
Houtan Bastani
63018c63e7
preprocessor: replace if checks with asserts
2012-01-04 14:42:06 +01:00
Houtan Bastani
81dd94f717
aesthetic fix: remove commented code
2012-01-04 14:42:06 +01:00
Houtan Bastani
f80ad954ce
bug_fix: missing exit statement
2012-01-04 14:42:06 +01:00
Houtan Bastani
13ce36ebd2
bug_fix: add missing assertion
2012-01-04 14:42:06 +01:00
Houtan Bastani
c19950d358
update copyright dates for files already modified in 2012
2012-01-04 14:42:06 +01:00
Houtan Bastani
2a2da609c2
ms-sbvar: enforce consecutive chain numbers for markov_switching
2012-01-04 14:42:06 +01:00
Houtan Bastani
7ec25ee27e
bug_fix: add initializations for modfilestructure bools
2012-01-04 14:42:06 +01:00
Houtan Bastani
0b64c61fc9
preprocessor: check size of domain argument
2012-01-02 22:44:50 +01:00
Houtan Bastani
143c5f569b
macroprocessor: add @#ifdef
2012-01-02 18:27:04 +01:00
Houtan Bastani
fd2d3b0e4a
preprocessor: added back prior names w/o _pdf and fixed check and write
2011-12-30 17:09:45 +01:00
Houtan Bastani
6c5722ad2a
preprocessor: enumerate prior distributions
2011-12-30 15:41:51 +01:00
Houtan Bastani
2094297d59
preprocessor: remove unnecessary class prefix
2011-12-30 15:41:51 +01:00
Houtan Bastani
48f38af576
fix typo
2011-12-30 15:41:51 +01:00
Sébastien Villemot
3f384cc4d1
Preprocessor: minor fix for internal doc
2011-12-28 11:47:49 +01:00
Sébastien Villemot
30cbcdbb55
Store histval information for endogenous in M_.endo_histval
...
Really closes : #157
2011-12-28 11:35:22 +01:00
Houtan Bastani
f01b0025e0
ms-sbvar: add restrictions option
2011-12-23 18:22:41 +01:00
Houtan Bastani
5c0a17e9f2
preprocessor: separate dynamic and static functions from their mexfiles
2011-12-23 18:22:41 +01:00
Houtan Bastani
ed82146c37
preprocessor: bug fix in setting prior_variance
2011-12-23 18:22:40 +01:00
Sébastien Villemot
a2061b6f4e
Initialize empirical simulations with information provided in histval
...
Closes : #195 , #157
2011-12-21 18:37:45 +01:00
Houtan Bastani
ea8162c11f
preprocessor: allow vec_value to accept commas
2011-12-21 12:21:30 +01:00
Houtan Bastani
0554e47dc0
ms-sbvar: remove regime argument and support duration=array
2011-12-21 12:21:30 +01:00
Houtan Bastani
3ff704d36d
ms-sbvar: replace state with regime
2011-12-21 12:21:30 +01:00
Houtan Bastani
16e11d49df
ms-sbvar: replaced number_of_states with number_of_regimes
2011-12-21 12:21:30 +01:00
Houtan Bastani
16bf5c7642
preprocessor: removed unused token
2011-12-21 12:21:30 +01:00
Houtan Bastani
87ffab3200
preprocessor: add symbol.options statement
2011-12-21 12:21:30 +01:00
Houtan Bastani
eb20a995f2
preprocessor: allow symbol.subsample=symbol.subsample
2011-12-21 12:21:30 +01:00
Houtan Bastani
c1e4155001
preprocessor: add subsamples statement
2011-12-21 12:21:30 +01:00
Houtan Bastani
f5bfdbb23f
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
Houtan Bastani
1e78d70659
preprocessor: add data command
2011-12-21 12:21:29 +01:00
Houtan Bastani
29bead75c9
preprocessor: add set_time command
2011-12-21 12:21:29 +01:00
Michel Juillard
edd95a94c8
added options_.sub_draws in estimation for controlling the number of draws used in
...
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
2011-12-15 17:35:26 +01:00
Sébastien Villemot
4e0801a92d
Preprocessor: fix forecast command
...
It was broken since the renaming of forecast.m in
8f1326e2f8
2011-12-14 10:35:25 +01:00
Sébastien Villemot
7c6446032f
Preprocessor: delete _steadystate2.m file from previous run if exists
...
Closes : #224
2011-11-25 15:13:16 +01:00
Michel Juillard
e2569f6b6a
fixed "clear global" for Octave
2011-11-22 22:09:13 +01:00
Michel Juillard
2ac0e89014
another work-around for Octave 3.2 bug with "clear all"
2011-11-21 15:03:19 +01:00
Michel Juillard
61cd43b3be
unit_root_vars now sets the options_.diffuse_filter and options_.steadystate.nocheck
2011-11-20 20:16:02 +01:00
Michel Juillard
7840dbbb77
use "clear -all" instead of "clear all" when running under Octave
2011-11-20 14:48:01 +01:00
Michel Juillard
e1856be59b
fixing problems for computing steady state in ramsey policy
2011-11-14 21:59:39 +01:00
Michel Juillard
9c3551bcb8
ms-sbvar: adding missing case for linear restriction
2011-11-07 15:47:16 +01:00
Michel Juillard
82d3c76ebb
ms-sbvar: correcting bugs in specification of linear restrictions
2011-11-07 12:26:20 +01:00
Michel Juillard
f85c43d8f0
ms-sbvar: fixing more bugs in linear restrictions
2011-11-06 17:45:19 +01:00
Michel Juillard
8a885f3468
ms-sbvar: fixing bug in linear restrictions
2011-11-05 21:36:36 +01:00
Sébastien Villemot
168f5589a4
Fix compilation error in preprocessor
...
Error introduced in ca10372607
2011-10-29 12:22:14 +02:00
Ferhat Mihoubi
ca10372607
* Correction of a bug appearing in a block decomposed model when an observable variable are also a state variable
2011-10-28 22:25:05 +02:00
Sébastien Villemot
28c099bfe0
Fixed bug introduced in ce9fe30a7a
...
The auxiliary variable type for Lagrange multipliers had been incorrectly
modified
2011-10-28 07:50:40 +02:00
Houtan Bastani
ce9fe30a7a
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
Houtan Bastani
8121bd32ba
MS-SBVAR: argument check for ms_compute_probabilities
2011-10-26 11:33:18 +02:00
Sébastien Villemot
0fbcc7378e
aux vars: update C++ comment to reflect last changes
2011-10-21 16:56:13 +02:00
Michel Juillard
117996c881
code simplification after commit 9425b36358
2011-10-20 20:40:15 +02:00
Michel Juillard
9425b36358
fixing problems related to auxiliary variables
2011-10-19 12:47:15 +02:00
Sébastien Villemot
ddc029394c
Clean-up last remnants of unit_root_vars ( Closes : #167 )
2011-10-14 16:22:47 +02:00
Ferhat Mihoubi
99c0508909
Displays an error message when the model contains pound expressions and 'bytecode' or 'block' options are present
2011-10-14 14:35:32 +02:00
Michel Juillard
e2dd3cb88f
fixing more problems with steady state refactoring
2011-10-13 17:14:41 +02:00
Michel Juillard
e92c54ae3a
ms-sbvar: correcting bug introduced in commit 90e4d40272
2011-10-13 13:34:28 +02:00
Michel Juillard
ee7078e56c
factoring out steady-state computations; steady_state_model now
...
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00
Michel Juillard
90e4d40272
ms-sbvar: introduced more general restriction syntax for
...
identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
Sébastien Villemot
99da257ec3
Merge remote-tracking branch 'houtanb/master'
2011-10-12 17:47:18 +02:00
Ferhat Mihoubi
b932615ff4
updates normalizeEquation() to deal with abs, sign (Ticket #200 ) and trigonometric functions.
2011-10-12 15:03:05 +02:00
Ferhat Mihoubi
fe1af9d985
The recursive equations are merged in a recursive block only if they are all backward looking or all forward looking but not both
2011-10-12 14:58:29 +02:00
Ferhat Mihoubi
739f86945c
Cleans the messages displayed
2011-10-12 14:45:53 +02:00
Houtan Bastani
c73d179f4d
preprocessor: remove unused token
2011-10-10 16:56:46 +02:00
Michel Juillard
03693621dd
write Latex model: added automatic line breaks with breqn Latex package
2011-10-09 18:24:39 +02:00
Houtan Bastani
385871957e
MS-SBVAR: remove estimation_file_tag option
2011-10-07 11:57:53 +02:00
Michel Juillard
762f31bafd
preprocessor, auxiliary variables: fixes ordering issue introduced in
...
347ab4d0c0
and corrects the earlier
ordering problem.
2011-09-28 22:11:44 +02:00
Michel Juillard
4142aec799
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2011-09-25 20:22:06 +02:00
Michel Juillard
347ab4d0c0
preprocessor: modified order of auxiliary variables definitions
2011-09-25 20:21:30 +02:00
Ferhat Mihoubi
dca37b0349
Correct a bug related to the number of minimum feedback variables reported during the preprocessing step
2011-09-20 15:02:27 +02:00
Ferhat Mihoubi
3d1a0c2652
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
Stéphane Adjemian (Scylla)
bcf4fbfeff
Changed the output of the preprocessor according to commit 9c0cfe4200029f60af18cec34e3efc220a00b7d6 (change in the calling sequence
...
of the check command).
2011-09-17 12:53:38 +02:00
Sébastien Villemot
8373f0b9a4
Merge remote-tracking branch 'ferhat/master'
2011-09-16 16:21:10 +02:00
Ferhat Mihoubi
b824789d57
Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver.
2011-09-16 16:16:14 +02:00
Houtan Bastani
f3a1599d6d
svar: constants is not yet supported
2011-09-15 18:15:54 -04:00
Houtan Bastani
ee8da2b1c9
MS-SBVAR: add specification option
2011-09-15 18:03:39 -04:00
Houtan Bastani
b62c50bc0f
aesthetic fix
2011-09-15 18:03:30 -04:00
Houtan Bastani
7d0a55cbf7
MS-SBVAR: change syntax for proposal_type option
2011-09-15 18:03:22 -04:00
Houtan Bastani
6d59190df9
MS-SBVAR: support xls datafile
2011-09-15 18:03:12 -04:00
Houtan Bastani
ab7003f8c8
MS-SBVAR: change default for drop option
2011-09-15 18:02:48 -04:00
Houtan Bastani
85d56423ab
fix typo
2011-09-15 18:02:38 -04:00
Houtan Bastani
3d8ccd07c4
MS-SBVAR: add keywords for freq option
2011-09-15 18:02:07 -04:00
Houtan Bastani
9b3ca2b663
MS-SBVAR bugfix: allow data_obs_nbr to accept an int argument
2011-09-14 15:04:26 -04:00
Houtan Bastani
ba071a0a55
MS-SBVAR bugfix: reinitialize drop if necessary
2011-09-14 14:28:28 -04:00
Houtan Bastani
f1dc2c5157
MS-SBVAR bug fix: options_.ms.mh_replic instead of options_.mh_replic and options_.ms.drop instead of options_.drop
2011-09-14 14:28:21 -04:00
Houtan Bastani
d033956c52
remove unused option
2011-09-14 12:04:47 -04:00
Houtan Bastani
8747d91d98
MS-SBVAR: fix processing for ms_estimation
2011-09-14 11:53:45 -04:00
Houtan Bastani
4b176e4054
remove unused token
2011-09-14 11:53:45 -04:00
Houtan Bastani
6c3d13da09
remove unused varlist option
2011-09-14 11:53:45 -04:00
Houtan Bastani
75e57f4c18
MS-SBVAR: change bayesian_prior to no_bayesian_prior and remove argument
2011-09-14 11:53:45 -04:00
Houtan Bastani
f550c79570
MS-SBVAR: remove arguments to cross_restrictions and contemp_reduced_form
2011-09-14 11:53:45 -04:00
Houtan Bastani
da8fabf43c
remove upper/lower_cholesky options from ms_estimation and sbvar
2011-09-13 11:45:42 -04:00
Houtan Bastani
3130cc3756
remove load_mh_file option from ms-sbvar code
2011-09-12 16:29:57 -04:00
Houtan Bastani
ee84c481d5
sbvar: deprecate restriction_fname
2011-09-09 13:27:01 -04:00
Sébastien Villemot
1b4dcdd7f1
Allow non-integer values for hp_filter parameter
2011-09-08 17:29:49 +02:00
Houtan Bastani
5f3290f7a4
bugfix: sign operator for compiled static file
2011-08-30 16:12:00 +02:00
Houtan Bastani
4674d3a982
ms-sbvar: change error_bands option to no_error_bands as the default is on
2011-08-23 13:43:24 +02:00
Houtan Bastani
426682d632
cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file
2011-08-19 16:59:18 +02:00
Houtan Bastani
65d05f1a31
remove unused variables from preprocessor
2011-08-19 16:59:12 +02:00
Houtan Bastani
18bd51952f
output derivatives of static model when identification is present ( closes #127 )
2011-08-19 16:58:44 +02:00
Houtan Bastani
7357a23114
output mex file for static model ( closes #183 )
2011-08-19 16:57:27 +02:00
Sébastien Villemot
d05d1f878b
Merge remote-tracking branch 'houtanb/master'
2011-08-17 15:55:24 +02:00
Houtan Bastani
0da1aab3a8
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
Ferhat Mihoubi
dfec70bcfd
correct a bug during the state variables detection
2011-08-11 14:15:51 +02:00
Houtan Bastani
8ac06f9319
MS-SBVAR: reinitialize options before calls to mssbvar functions
2011-08-10 18:23:01 +02:00
Houtan Bastani
0f001abbe4
MS-SBVAR: input options that allow code to be called with previous output files
2011-08-10 18:22:53 +02:00
Houtan Bastani
64ba641add
bug fix: add parenthesis around STEADY_STATE output in case it contains an expression
2011-08-08 18:49:18 +02:00
Houtan Bastani
588ecee275
MS-SBVAR: preprocessor bug fixes
2011-08-04 00:40:26 +02:00
Houtan Bastani
9ac3d6800d
MS-SBVAR: bug fix
2011-08-03 11:10:57 +02:00
Michel Juillard
54b813d3d7
MS-SBVAR: correcting bug in handling of exclusion of constants. Changed options_.ms.Qi and options_.ms.Ri from 3 dimension arrays into cellarray of matrices.
2011-08-02 10:49:50 +02:00
Michel Juillard
6f406ffca1
bug correction for exculsion_constants
2011-08-01 10:50:07 +02:00
Michel Juillard
ac93cd0897
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
2011-07-30 20:19:15 +02:00
Michel Juillard
5cd7ef323e
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
Houtan Bastani
46e0873eef
remove writing of getPowerDeriv M function from block code functions
2011-07-25 10:21:02 +02:00
Michel Juillard
f5e453343f
adding creation of <fname>_set_auxiliary_variables.m containing recursive definition of auxiliary variables
2011-07-24 20:56:30 +02:00
Houtan Bastani
509cc15191
bug fix: getPowerDeriv not accessible from modfile.m
2011-07-19 14:35:35 +02:00
Michel Juillard
a25454bedd
MS-SBVAR: corrected bug in COEFFICIENTS_PRIOR_HYPERPARAMETERS option
2011-07-14 21:10:01 +02:00
Houtan Bastani
0ec30956c7
add irf_shocks option to estimation
2011-07-12 16:32:37 +02:00
Michel Juillard
0baa7d7ae9
ms-sbvar: adding coefficients_prior_hyperparameters option to SBVAR
2011-07-12 14:31:19 +02:00
Michel Juillard
ad2bfdf1de
ms-sbvar: correcting bug with restriction of lagged variables
2011-07-12 14:30:07 +02:00
Houtan Bastani
166c9bfa1c
dynare_sensitivity: added new options
2011-07-08 11:12:13 +02:00
Houtan Bastani
bf85614668
fix typo
2011-07-07 15:15:44 +02:00
Houtan Bastani
3a2d740732
preprocessor: remove initialization of option to make conisistent
2011-06-23 11:53:15 +02:00
Houtan Bastani
d4d25d82d9
preprocessor: add identification option lik_init
2011-06-23 11:13:35 +02:00
Sébastien Villemot
69ddfadde9
Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree
2011-06-22 11:56:07 +02:00
Sébastien Villemot
ae76a8f842
Preprocessor: fix crash when no computational task is required
2011-06-22 11:34:38 +02:00
Ferhat Mihoubi
311102ff6f
- Compute :
...
+ the number of static, lag, lead and both variables,
+ the lead_lag_incidence matrix for variables related to previous blocks
+ the index of reordered policy rule
for each block during the preprocessing step
- correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode
- avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for estimated or stochastically simulated models: the cutoff option is set to 0.
2011-06-18 17:53:50 +02:00
Michel Juillard
597a4b92a0
discretionary_policy: fixing bug in preprocessor requirements
2011-06-18 06:53:00 +02:00
Sébastien Villemot
ff6ae323a6
Build system: add boost includes for macroprocessor
2011-06-13 10:23:55 +02:00
Houtan Bastani
6844e2bef7
Allow commandline defines with string values
2011-06-10 13:25:16 +02:00
Sébastien Villemot
36794edd43
Merge remote-tracking branch 'ferhat/master'
2011-06-10 12:45:52 +02:00
Ferhat Mihoubi
e38618127b
- correction of the bug in normalization process for expressions of the form a^x (Ticket #186 )
...
- If a case is not handled, the equation is supposed to be impossible to normalize.
- comments added to describe the normalization process
2011-06-10 12:41:21 +02:00
Houtan Bastani
80dbd45ac8
external_function: bug fix in writeParamsDerivativesFile, writeDynamicModel and writeStaticMFile
2011-06-10 11:09:43 +02:00
Sébastien Villemot
45a566345a
Preprocessor: fixed bug with native MATLAB statements (for example something
...
like "x = { 'foo' 'bar' };" was incorrectly passed on to MATLAB)
2011-06-09 15:15:16 +02:00
Houtan Bastani
dbf57b37e2
ParallelDynare: set weights for all nodes in preprocessor
2011-06-09 14:44:58 +02:00
Michel Juillard
d07d2ebf77
MS-SBVAR: updating options for command SBVAR
2011-06-03 14:06:15 +02:00
Houtan Bastani
09df8bcf77
clean up sbvar code
2011-05-31 16:07:05 +02:00
Houtan Bastani
1487147ba0
removed extraneous flag
2011-05-30 17:46:35 +02:00
Houtan Bastani
2b2de22956
bug fix: add sbvar options back to global_initialization
2011-05-30 17:46:11 +02:00
Michel Juillard
82600953f1
MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions.
2011-05-30 15:54:46 +02:00
Michel Juillard
ef38fb951d
updating one comment
2011-05-27 22:09:54 +02:00
Michel Juillard
8c9127adda
numbering names of Lagrange multipliers from 1 instead of 0: MULT_1, MULT_2,...
2011-05-24 16:02:42 +02:00
Michel Juillard
075837b2f8
renamed ramsey_policy_discount_factor by optimal_policy_discount_factor because it is also used by discretionary_policy
2011-05-24 16:02:42 +02:00
Houtan Bastani
2cc8e061e6
preprocessor: added dynare_sensitivity option
2011-05-23 11:20:24 +02:00
Houtan Bastani
7f374f491f
SWZ: updates for irf, forecast and variance decomposition mex calls
2011-05-20 14:34:26 +02:00
Houtan Bastani
074b6acb7d
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
Houtan Bastani
69f3895938
cosmetic change
2011-05-11 11:58:33 +02:00
Michel Juillard
fb68592592
correcting bug in forcing real values for complex elements of Jacobian in static model
2011-05-11 07:32:00 +02:00
Sébastien Villemot
a25a0997d9
Preprocessor: adopt a more consistent behavior when no computing task is requested
2011-05-03 11:28:43 +02:00
Houtan Bastani
4b1ea6ae4e
identification: add new options
2011-04-29 11:51:18 +02:00
Sébastien Villemot
055104704e
Preprocessor: tentative fix for testsuite crash in block/bytecode
2011-04-28 10:41:43 +02:00
Sébastien Villemot
7bc92541ad
Preprocessor: cosmetic change
2011-04-28 10:39:59 +02:00
Houtan Bastani
90916c2359
dynare_sensitivity interface: remove unused option
2011-04-27 14:33:50 +02:00
Sébastien Villemot
9ef3a2796c
Preprocessor: use NaN() for initializing vector of parameters
2011-04-27 12:07:13 +02:00
Houtan Bastani
f027679045
dynare_sensitivity: removed unused option trans_ident from preprocessor
2011-04-27 08:40:46 +02:00
Houtan Bastani
b86224199d
dynare_sensitivity interface: bug fix
2011-04-22 11:35:05 +02:00
Houtan Bastani
595171a02b
identification: added advanced and max_dim_cova_group to the preprocessor
2011-04-20 12:14:47 +02:00
Houtan Bastani
39e396fe12
bug fix: allow use of external functions with model local variables
2011-04-12 16:42:56 +02:00
Houtan Bastani
26d5534320
fixed typo
2011-04-12 16:42:55 +02:00
Houtan Bastani
a966eeb99f
bug fix: writeOutput calls from within writeOutput were losing tef_terms info
2011-04-12 16:42:55 +02:00
Houtan Bastani
aff5629736
bug fix: nonstationary vars and tex names
2011-04-08 13:37:05 +02:00
Houtan Bastani
865dcb57f8
IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
2011-03-31 17:04:16 +02:00
Houtan Bastani
c42c675075
implement the possibility of passing macro-processor defines on the command-line (ticket 171)
2011-03-29 18:18:46 +02:00
Houtan Bastani
3e92f41079
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
Houtan Bastani
330b11ba48
code cleanup
2011-03-28 11:34:42 +02:00
Houtan Bastani
161647922c
Implement explicit writing of first order conditions of Ramsey problem (ticket #5 )
2011-03-24 17:17:15 +01:00
Houtan Bastani
acf385b58a
bug fix: change order of the way we handle expectation operators and trend vars in transformpass
2011-03-23 15:46:04 +01:00
Houtan Bastani
c4dfb41f5c
bug fix: in cloning binary op node, were losing the order of the power deriv
2011-03-23 11:36:46 +01:00
Houtan Bastani
8cf247e26a
fixed typo
2011-03-22 10:38:58 +01:00
Sébastien Villemot
ae7494efa6
Remove deprecated 'simul_seed' option from manual and MOD-file grammar
2011-03-21 12:54:25 +01:00
Ferhat Mihoubi
c3d653b623
Check for varexo_det declaration and simul command incompatibility in the same mode-file
2011-03-18 12:47:06 +01:00
Ferhat Mihoubi
31b6c08347
Correct a bug when the model contains deterministic exogenous variables and bytecode option is used.
...
Note that stochastic simulations do not work for the moment with block option.
2011-03-18 01:09:20 +01:00
Michel Juillard
14e5bbcad7
adding syntax checks for discretionary_policy in the preprocessor
2011-03-17 20:13:09 +01:00
Michel Juillard
87e4125fa4
put *_params_derivs.m and identification code in conformity with additional steady state argument in *_dynamics.m
2011-03-14 11:40:40 +01:00
Michel Juillard
e029d46697
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
Michel Juillard
55bb27c5f6
new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken.
2011-03-13 17:06:57 +01:00
Houtan Bastani
07f47f045e
ParallelDynare: add node weights to Members option
2011-03-11 18:31:04 +01:00
Houtan Bastani
b2b507110e
ParallelDynare: add operatingSystem option
2011-03-11 17:50:09 +01:00
Houtan Bastani
c5d272bb9f
fix typo
2011-03-08 19:06:04 +01:00
Sébastien Villemot
796af7ee59
Preprocessor: added model local variable definitions to parameter derivative file
2011-03-07 11:59:12 +01:00
Houtan Bastani
98a8f54d38
bug fix: check that osr, osr_params and optim_weights appear together
2011-03-03 16:31:36 +01:00
Houtan Bastani
6d0b8e559e
bug fix: check that planner_objective and ramsey_policy statements appear together
2011-03-03 16:31:33 +01:00
Houtan Bastani
3b0f6c781a
fixed error message
2011-03-03 15:24:59 +01:00
Houtan Bastani
dd6159d791
SWZ: remove instances of swz throughout
2011-02-22 15:06:38 +01:00
Sébastien Villemot
e76dfadc78
Preprocessor: avoid name clashes with model local variables
2011-02-21 18:26:23 +01:00
Sébastien Villemot
056dfeb169
Preprocessor: fix bug introduced in 412e8a7da0
...
The transpose sign (single quote) was no longer recognized in native statements
2011-02-21 16:31:51 +01:00
Sébastien Villemot
12c92ee92e
Preprocessor: fix bug in parameter derivatives file
2011-02-21 12:43:11 +01:00
Sébastien Villemot
412e8a7da0
Preprocessor: fix problem with "%" sign inside string in native statements
2011-02-21 11:33:22 +01:00
Sébastien Villemot
89b5022f9b
Preprocessor: more explicit error message when users enter invalid floating
...
point numbers (like "1e-10000")
2011-02-16 11:08:40 +01:00
Michel Juillard
e5d9a7eb42
corrected bug for options_.kalman_tol and increased its default value to 1e-10
2011-02-10 18:48:08 +01:00
Michel Juillard
6ad29c9879
SWZ: fixing options vlistlog and vlistpercentage
2011-02-09 06:29:21 +01:00