Commit Graph

191 Commits (9c4b2d949b6981ea46fb671f46d14f1aaad821ed)

Author SHA1 Message Date
Sébastien Villemot 9c4b2d949b Introduce two new command: perfect_foresight_{setup,solver}.
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
Sébastien Villemot 242a504cdc Multiple "shocks" block are cumulative.
This was the default behavior before commit 82b31156. This commit reintroduces
this behavior.
2014-04-09 15:23:20 +02:00
Michel Juillard 0983ca78f7 extended-preprocessor: starting a C interface (not finished) 2014-04-05 15:46:35 +02:00
Houtan Bastani 4973aa986e changes related to #641 for os x 2014-03-25 10:43:14 +01:00
Sébastien Villemot 9aabb82c76 Fix call to "mex" helper under MATLAB 8.3 (R2014a) and GNU/Linux.
There is a new LINKOPTS variable which governs the list of symbols to be
exported, so we set it to an empty value to have all symbols exported.
Previously we were overloading the LDFLAGS which was containing the list of
exported symbols.
2014-03-24 16:31:43 +01:00
Michel Juillard fabcbb7042 finishing ramsey_model implementation 2014-03-09 12:15:32 +01:00
Sébastien Villemot 18e81ab22a Rename OutputType to FileOutputType (to distinguish it from ExprOutputType).
Also rename DynareOutput.hh to FileOutputType.hh. Include the latter in dist
tarball, and add copyright/license header.
2014-02-25 16:45:55 +01:00
Sébastien Villemot 8fddca92a2 Remove some limitations of steady state model:
- allow recursive definitions (Closes #554)
- allow a variable to be defined twice, simply emit a warning (Ref #556)
2014-02-24 17:27:34 +01:00
Michel Juillard 96ac2c0fd6 extended-preprocessor: update test example1 2014-02-24 13:33:48 +01:00
Michel Juillard a18b33ed7e extended_preprocessor: renaming files/class and bug fixing 2014-02-24 13:33:48 +01:00
Michel Juillard 49b34d4c94 write C++ version of model functions without temporary terms 2014-02-24 13:33:48 +01:00
Michel Juillard bd1188f78e extended-preprocessor: finished removing c_driver mechanism 2014-02-24 13:27:14 +01:00
Michel Juillard 2885a00c8f extended-preprocessor: adding line options output= and cuda; starting
to change ModFile::c_driver mechanism
2014-02-24 13:27:14 +01:00
Houtan Bastani 9ba4fbded3 pretty end to dynare processing 2014-02-24 12:41:02 +01:00
Houtan Bastani bb0045a892 ms-dsge: add options statement
Conflicts:
	preprocessor/ComputingTasks.cc
	preprocessor/ComputingTasks.hh
	preprocessor/ParsingDriver.cc
2014-02-24 12:41:02 +01:00
Houtan Bastani b37e3850e5 ms-dsge: write C output
Conflicts:
	preprocessor/ComputingTasks.cc
	preprocessor/ComputingTasks.hh
2014-02-24 12:41:02 +01:00
Houtan Bastani 0c5966d487 ms-dsge: add param initialization to C output 2014-02-24 12:41:02 +01:00
Houtan Bastani b426f7236c ms-dsge: create C driver file without statements
Conflicts:
	preprocessor/DynareMain2.cc
	preprocessor/ModFile.cc
	preprocessor/ModFile.hh
	preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
Michel Juillard 2fcb379b92 adding 3rd order derivatives to Static Model for evaluation of Ramsey
policy computed at order = 2
2013-12-11 19:24:29 +01:00
Houtan Bastani 9a21667e69 For Matlab >= 2013a on osx, use renamed SDKROOT macro, MW_SDKROOT 2013-12-10 18:18:46 +01:00
Sébastien Villemot 5031f9efc0 Cleanup more preprocessor-generated files at each run 2013-12-02 17:22:16 +01:00
Sébastien Villemot 839ae22b1f Add a warning when some exogenous are not used in the model 2013-11-29 16:03:45 +01:00
Sébastien Villemot ed2f6d62c1 Refactor code for collecting variables appearing in expressions
- 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 f7cdc39ff2 Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
Closes #469
2013-11-29 14:51:17 +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 07137e804b preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392 2013-10-29 15:02:07 +01:00
Sébastien Villemot f889760f61 Reactivate and fix the test for the balanced growth path.
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
ferhat 051213f798 Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
- 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 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) 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
Sébastien Villemot f48141755c Add new option parallel_local_files to model block
Ref #389
2013-05-31 14:47:38 +02:00
Sébastien Villemot 7bbe121769 Possibility of restricting differentiate_forward_vars to some variables
Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot 921e7fdafd Document how functions with a kink are differentiated
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 a7e29af81c Fix handling of auxiliary variables in endval block 2013-04-22 18:02:32 +02:00
Sébastien Villemot 38824dc1e5 Implement tags [static] and [dynamic] for equations
Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard 39cc313964 removed changes linked with transforming variables to avoid log or
power of negative numbers
2013-04-09 16:35:57 +02:00
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 cda0e03776 Add preprocessor messages (stdout, stderr) to the logfile
Closes #306
2013-03-18 13:44:04 +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
- 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 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
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 8c83135c0f Add derivatives of static model w.r.t. parameters
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
Houtan Bastani ddddb5ad0f console => nodisplay (Completes ticket #282) 2012-11-12 16:48:44 +01:00