Ferhat Mihoubi
d1a2b21639
Fix :
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"Bytecode does not enforce positivity constraint on irreversible investment model #439 "
when block model option is used.
When cutoff is set to 0 the block decomposition is performed on the incidence matrix instead of the static Jacobian matrix. This correction avoids to use derivatives on logical operators that are always equal to 0.
2016-03-25 15:38:49 +01:00
Stéphane Adjemian (Hermes)
127637ffd6
Merge branch 'temporary_terms'
...
Do not evaluate unnecessary temporary variables (for instance those
used in the evaluation of the jacobian matrix when we only compute the
residuals of the dynamic equations).
2016-03-09 17:53:58 +01:00
Houtan Bastani
458cfc4fc6
preprocessor: initialize xref structure and use indices. closes #1125
2016-02-23 14:32:48 +01:00
Houtan Bastani
f546368252
preprocessor: print reverse references (param->eqs, endo->eqs, exo->eqs, exo_det->eqs)
2015-12-18 17:13:50 +01:00
Houtan Bastani
4976b2b335
preprocessor: add equation cross references
2015-12-18 15:17:32 +01:00
Houtan Bastani
4ff17d6191
Revert "preprocessor: write auxiliary variable definitions to matlab function"
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This reverts commit ad81129a9b
.
2015-12-01 11:41:55 +01:00
Houtan Bastani
ad81129a9b
preprocessor: write auxiliary variable definitions to matlab function
2015-11-30 15:36:17 +01:00
Houtan Bastani
ad3d00f0da
preprocessor: fix bug when printing model variables containing underscores in latex file. closes #1059
2015-09-16 12:22:39 +02:00
Houtan Bastani
5bd51d65e8
replace cend with end and cbegin with begin
2015-09-03 16:06:37 +02:00
Houtan Bastani
dc441b41b8
preprocessor: rework temporary terms
2015-09-03 15:25:36 +02:00
Houtan Bastani
ee7e5d6814
temp
2015-09-02 18:50:09 +02:00
Houtan Bastani
2846a7023d
preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions
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(cherry picked from commit eb2890d1f5
)
2015-09-02 15:30:25 +02:00
Houtan Bastani
9b525713d9
Revert "preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions"
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This reverts commit eb2890d1f5
.
2015-09-02 15:29:52 +02:00
Houtan Bastani
eb2890d1f5
preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions
2015-09-01 18:29:10 +02:00
Houtan Bastani
afba7f273f
preprocessor: add const declaration to temporary terms
2015-09-01 14:58:46 +02:00
Houtan Bastani
d4630ac877
preprocessor: fix typo in julia temporary terms output
2015-09-01 14:34:40 +02:00
Houtan Bastani
d2c3debeb8
add @inbounds to model equations, temporary vars, and model vars
2015-08-21 17:13:38 +02:00
Houtan Bastani
786d1bfcf1
add @inbounds to static and dynamic Jacobian
2015-08-20 12:12:17 +02:00
Houtan Bastani
25ae46e204
write dynamic file
2015-07-27 17:02:51 +02:00
Houtan Bastani
7740fdaca0
preprocessor: split creation of latex model files. closes #966
2015-07-15 08:58:15 +02:00
Houtan Bastani
383a852c9c
Revert "Merge branch 'rmExtraExo'"
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This reverts commit 28ffa9c56f
, reversing
changes made to 60b3577a09
.
Conflicts:
preprocessor/Shocks.cc
preprocessor/SymbolTable.cc
2015-06-09 16:42:51 +02:00
Houtan Bastani
524528bbde
preprocessor: take care of expressions_tree and steady_state_model
2015-04-21 15:06:56 +02:00
Houtan Bastani
425d947859
preprocessor: remove resetDataTree method
2015-04-15 16:16:26 +02:00
Houtan Bastani
8975110bcf
preprocessor: take care of extra exos in external functions
2015-04-08 16:23:30 +02:00
Houtan Bastani
f4a4fb9d4c
preprocessor: move reindexing functions from DynamicModel to ModelTree
2015-04-07 15:58:18 +02:00
Houtan Bastani
dcabcb6b01
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
Sébastien Villemot
46a0edb9b3
Better error message when block option when a variable does not appear at current period.
2014-07-15 17:32:12 +02:00
Sébastien Villemot
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
Sébastien Villemot
37742463bc
Add line numbers of equations in preprocessor error messages.
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Closes #584
2014-01-27 16:41:43 +01:00
Sébastien Villemot
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
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
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +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
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
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
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Ferhat
ee9213d77c
Corrects a bug in the computation of the number of leads and lags
2012-02-17 10:50:54 +01:00
Ferhat 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
Michel Juillard
03693621dd
write Latex model: added automatic line breaks with breqn Latex package
2011-10-09 18:24:39 +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
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
Sébastien Villemot
69ddfadde9
Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree
2011-06-22 11:56:07 +02:00
Houtan Bastani
39e396fe12
bug fix: allow use of external functions with model local variables
2011-04-12 16:42:56 +02:00
Sébastien Villemot
e76dfadc78
Preprocessor: avoid name clashes with model local variables
2011-02-21 18:26:23 +01:00
Sébastien Villemot
f4557cb195
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
Sébastien Villemot
044e3a963b
Preprocessor: remove some warnings about comparison of signed with unsigned integers
2011-01-13 19:03:55 +01:00
Sébastien Villemot
d9b9360a81
Preprocessor: no longer use boost::graph::GraphvizDigraph class, removed in Boost 1.44 ( closes #155 )
2010-12-13 14:23:04 +01:00