Commit Graph

7283 Commits (9eebfc87b0678de5db99dfe8036ba0f217c8472a)

Author SHA1 Message Date
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 3e00a99cc6 Merge pull request #634 from JohannesPfeifer/bvar
Filter out stale or inconsistent number of observations in bvar
2014-03-11 15:57:48 +01:00
Sébastien Villemot 8b90ca5d07 Merge pull request #632 from JohannesPfeifer/osr_doc
Cosmetic changes to documentation of osr
2014-03-11 15:54:44 +01:00
Sébastien Villemot 1fd89dffe5 Merge pull request #631 from JohannesPfeifer/ident_graph
Cosmetic Changes to figure names in identification
2014-03-11 15:52:48 +01:00
Sébastien Villemot 1faae7bf4c Fix output of external functions (and their derivatives) in LaTeX. 2014-03-11 15:31:08 +01:00
Sébastien Villemot 76e276d629 Change initial values to accomodate the change of default solver. 2014-03-11 14:54:42 +01:00
Michel Juillard 821389fcc6 checking first whether initval values satisfy static model for Ramsey policy 2014-03-11 13:22:19 +01:00
Johannes Pfeifer 2a791e51df Filter out stale or inconsistent number of observations. 2014-03-11 12:11:47 +01:00
Johannes Pfeifer 4bb1222b35 Clarify role var_list and option for OSR 2014-03-11 10:26:25 +01:00
Johannes Pfeifer 8d7c908dc7 Filter out DSGE-VAR in identification 2014-03-11 10:15:19 +01:00
Johannes Pfeifer 23f0322236 Cosmetic changes to documentation of osr 2014-03-11 10:05:17 +01:00
Johannes Pfeifer 3ee033ab10 Cosmetic Changes to figure names in identification 2014-03-10 20:57:29 +01:00
Sébastien Villemot 9d32204790 Ensure that -lpthread is statically linked under MinGW. 2014-03-10 17:25:39 +01:00
Sébastien Villemot 7c4cc82012 Change initial values to accomodate the change of default solver. 2014-03-10 14:09:40 +01:00
Sébastien Villemot 210d2f24e6 Trust-region solver is now the default solver. 2014-03-10 14:08:40 +01:00
Michel Juillard daff028830 updating the documentation for ramsey_model 2014-03-09 12:15:32 +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
Sébastien Villemot f58a72c54d Merge pull request #629 from JohannesPfeifer/mh_conf_sig
Add option mh_conf_sig
2014-03-07 18:38:36 +01:00
Johannes Pfeifer 35795c3ba9 Add option mh_conf_sig
Fixes #598
2014-03-06 10:06:55 +01:00
Sébastien Villemot 658aa7c7fa Fix release announcement, #598 is not yet fixed. 2014-03-04 16:54:17 +01:00
Sébastien Villemot b3e69da93b Merge pull request #627 from JohannesPfeifer/master
Fix bug in evaluation of steady state file
2014-03-04 15:24:10 +01:00
Sébastien Villemot e6bf064784 Release notes for Dynare 4.4.2. 2014-03-04 15:22:35 +01:00
Johannes Pfeifer 13df4979d8 Make error message for insufficient simulation length more informative. 2014-03-03 19:50:25 +01:00
Johannes Pfeifer cf4f7f362f Fix bug where NaN in residual of steady state were not detected with steady_state_model 2014-03-03 19:37:57 +01:00
Sébastien Villemot 2300419226 Upgrade macros AX_{BLAS,LAPACK,COMPARE_VERSION,PTHREAD}. 2014-03-03 11:21:54 +01:00
Sébastien Villemot 75ae191d33 Upgrade to a newer version of the AX_BOOST_BASE macro.
Our workaround for cross-compilation has been incorporated upstream.
2014-03-03 11:13:27 +01:00
Stéphane Adjemian (Scylla) 78a015a7d2 Fixed bug introduced in commit bb18c9386d. 2014-03-01 17:13:49 +01:00
Sébastien Villemot 9e332ef305 Forbid MOD file names that are too long.
And rename filenames in the testsuite that are too long.

Closes #626
2014-02-28 18:25:02 +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 b759318be9 Merge pull request #625 from JohannesPfeifer/check_fix
Check fix
2014-02-28 14:22:41 +01:00
Johannes Pfeifer cf1cec341f Update the manual information on the deterministic solver
The Laffargue-Boucekkine-Juillard algorithm is not the default anymore
2014-02-28 13:50:59 +01:00
Johannes Pfeifer e595626259 Make check.m display error messages
Fixes #619
2014-02-28 13:06:01 +01:00
Stéphane Adjemian 70b5cc88b2 Merge pull request #622 from rattoma/master
Bug fix with metropolis with load_mh_file option
2014-02-26 14:28:51 +01:00
Houtan Bastani 99ca979190 build: texi2dvi on os x is too old, modify build instructions accordingly 2014-02-25 18:10:10 +01:00
Houtan Bastani 230715aa5a gitignore: add rule to ignore files created by make pdf 2014-02-25 18:04:40 +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
Stéphane Adjemian (Scylla) bb18c9386d Fixed bug.
MCMC convergence diagnostics should be computed even if mh_replic is less than 2000, provided that the total number of iterations is greater than 2000 (if option load_mh_file is used).
2014-02-25 17:26:08 +01:00
Sébastien Villemot fac3ba661c Add license stanza for DMM. 2014-02-25 16:45:55 +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 fa8c69503f submodule update: dmm 2014-02-25 16:21:26 +01:00
Stéphane Adjemian (Scylla) c57aa43ca8 Bug fix.
<M_.fname>_optimal_mh_scale_parameter.mat was not deleted if mode_compute>0.
2014-02-25 15:44:34 +01:00