Commit Graph

1015 Commits (9eebfc87b0678de5db99dfe8036ba0f217c8472a)

Author SHA1 Message Date
Sébastien Villemot 9eebfc87b0 Improvements to smoother2histval (ref #594)
- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
Houtan Bastani 8956bddeba dmm/estimation: add dirichlet prior shape front end, #642 2014-03-26 11:12:43 +01:00
Houtan Bastani b0546cd939 add missing semicolon 2014-03-25 15:42:33 +01:00
Houtan Bastani 4973aa986e changes related to #641 for os x 2014-03-25 10:43:14 +01:00
Sébastien Villemot 865ad09ee3 Remove last preprocessor information message.
First, the current logic is buggy, because mod_file->use_dll is undefined at
this point (mod_file having been deleted above).

More fundamentally, the preprocessor is now evolving into something to be used
without MATLAB/Octave, so this statement is now inaccurate in some use cases.
2014-03-24 17:06:18 +01:00
Sébastien Villemot 9aabb82c76 Fix call to "mex" helper under MATLAB 8.3 (R2014a) and GNU/Linux.
There is a new LINKOPTS variable which governs the list of symbols to be
exported, so we set it to an empty value to have all symbols exported.
Previously we were overloading the LDFLAGS which was containing the list of
exported symbols.
2014-03-24 16:31:43 +01:00
Sébastien Villemot 632fd01836 Allow ranges in lags/periods specification of {irf,moment}_calibration.
Ref #267
2014-03-17 18:12:04 +01:00
Sébastien Villemot 159cdea475 Change fields in options_ for {irf,moment}_calibration.
Ref #267
2014-03-17 18:12:04 +01:00
Sébastien Villemot 9c556f709b Merge pull request #636 from JohannesPfeifer/preprocessor
Fix comments in header of dynamic and static files
2014-03-17 15:10:31 +01:00
Johannes Pfeifer 370df16cfc Fix comments in header of dynamic and static files
Columns and rows were confused
2014-03-14 10:21:42 +01:00
Sébastien Villemot 2495359919 Fix crash when the model contains 1st or 2nd ext fcn deriv nodes.
In the case where the external function computes itself its derivatives, the
TEF terms were not always created before being used, hence leading to a
preprocessor crash. This problem could only happen with ramsey_policy, because
otherwise the model does not contain derivatives of external functions.
2014-03-13 12:27:13 +01:00
Sébastien Villemot b4c3d004ad Introduce a new abstract class for external function nodes.
This fixes the following bugs:

- 1st and 2nd ext fcn deriv nodes were incorrectly added to
  DataTree::external_function_node_map, because of the chaining of
  constructors.

- the following methods of FirstDerivExternalFunctionNode were not overloaded:
  toStatic(), buildSimilarExternalFunctionNode()

- the following methods of SecondDerivExternalFunctionNode were not overloaded:
  toStatic(), buildSimilarExternalFunctionNode(), compile(),
  compileExternalFunctionOutput()
2014-03-13 12:12:17 +01:00
Sébastien Villemot da615507f4 Cosmetic renaming for consistency between DataTree method names. 2014-03-11 18:56:48 +01:00
Sébastien Villemot f55fda0938 Implement cloneDynamic() for {First,Second}DerivExternalFunction.
Since the method was not implement, the method of the parent class was used.
This was leading to wrong results in the context of Ramsey Policy (basically
derivative operators on external functions were dropped from FOCs).
2014-03-11 18:56:48 +01:00
Sébastien Villemot 1f6fd55594 Remove spurious test. 2014-03-11 18:56:48 +01:00
Sébastien Villemot 1faae7bf4c Fix output of external functions (and their derivatives) in LaTeX. 2014-03-11 15:31:08 +01:00
Michel Juillard fabcbb7042 finishing ramsey_model implementation 2014-03-09 12:15:32 +01:00
Michel Juillard d945395a15 adding ramsey_model to ComputingTasks 2014-03-09 12:15:32 +01:00
Michel Juillard e90859ba52 adding ramsey_model to ParsingDriver 2014-03-09 12:15:32 +01:00
Michel Juillard 17477ab095 adding ramsey_model to Dynare grammar 2014-03-09 12:15:32 +01:00
Johannes Pfeifer 35795c3ba9 Add option mh_conf_sig
Fixes #598
2014-03-06 10:06:55 +01:00
Sébastien Villemot 9973c0f8fc Verify types of the symbols in estimated_params{,_init,_bounds} statements.
Closes #624
2014-02-28 18:01:03 +01:00
Sébastien Villemot 2668d55705 steady_state_model: fix bug introduced in 8fddca92
- don't emit warnings if the steady_state_model block is not used
- the ramsey_policy check is spurious, there is another one deeper
2014-02-25 17:58:25 +01:00
Sébastien Villemot 0dfd7629b1 Fix bug in external functions introduced in 711a4f62. 2014-02-25 16:45:55 +01:00
Sébastien Villemot 18e81ab22a Rename OutputType to FileOutputType (to distinguish it from ExprOutputType).
Also rename DynareOutput.hh to FileOutputType.hh. Include the latter in dist
tarball, and add copyright/license header.
2014-02-25 16:45:55 +01:00
Sébastien Villemot 12440a9280 Remove obsolete files. 2014-02-25 16:45:55 +01:00
Houtan Bastani d3825dcdb1 preprocessor: include avDiffForward in switch statement to supress clang warning 2014-02-25 11:32:01 +01:00
Sébastien Villemot 858a1b9b2a Add a warning if some endogenous is not present in steady_state_model block.
Closes #556
2014-02-24 17:27:35 +01:00
Sébastien Villemot 8fddca92a2 Remove some limitations of steady state model:
- allow recursive definitions (Closes #554)
- allow a variable to be defined twice, simply emit a warning (Ref #556)
2014-02-24 17:27:34 +01:00
Sébastien Villemot 711a4f62a2 Small improvements to external functions code. 2014-02-24 17:27:34 +01:00
Michel Juillard 96ac2c0fd6 extended-preprocessor: update test example1 2014-02-24 13:33:48 +01:00
Michel Juillard f20f2f610a extended-preprocessor: adding back writing of model local variables (#) 2014-02-24 13:33:48 +01:00
Michel Juillard 98f3a04444 extended_preprocessor: fixed computation of steady state out of
steady_state_model
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 98a7d67478 Revert "ms-dsge: remove unnecessary output"
This reverts commit 2568e87b4394961fed1da7d2337d6cae637b4166.
2014-02-24 13:33:48 +01:00
Michel Juillard c4846430d9 returning sparse matrix in compressed format 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 c21b7d9b34 rebase fixes 2014-02-24 12:41:02 +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 14fbc49c9b ms-dsge: remove unnecessary output 2014-02-24 12:41:02 +01:00
Houtan Bastani 0750bc707b ms-dsge: change types of output for better packaging 2014-02-24 12:41:02 +01:00
Houtan Bastani 8a0fca85e8 ms-dsge: aesthetic fix 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
Houtan Bastani 658f759ede ms-dsge: add number_of_lags and parameters option to front end 2014-02-24 12:37:18 +01:00
Sébastien Villemot 9ba5814c2c Fix size of M_.endo_histval.
Should fix crashes on models with leads/lags of more than one on exogenous.

Closes #617
2014-02-17 17:52:37 +01:00