4f02e58010
Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk).
2014-06-17 16:03:30 +02:00
af1009d8a4
Merge branch 'master' into use-dynSeries
2014-06-12 17:42:52 +02:00
6aee567382
Save empty dates and dseries objects in memory (base workspace) instead of disk (faster). Added an initialization mode for dates and dseries constructor. The following commands:
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dates('initialization');
dseries('initialization');
create variables emptydatesobject and emptydseriesobject in base workspace.
2014-06-11 12:22:31 +02:00
06d1f66242
Fix initialization of the fields in options_.dataset + Cosmetic changes.
2014-05-21 16:47:58 +02:00
d6cb18ab15
Do not initialize subfields of options_ as empty structs if they are already defined (in global_initialization).
2014-05-21 16:41:41 +02:00
f054428318
Merge branch 'master' into bitbucket-use-dynSeries
2014-05-18 09:13:09 +02:00
c45f45f58e
Forbid model local variables in planner_objective.
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Otherwise the preprocessor crashes.
2014-05-13 11:46:19 +02:00
15b44eda25
Merge branch 'master' into ep
2014-05-09 10:02:05 +02:00
66d08ac3bf
Merge branch 'master' into use-dynSeries
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Conflicts:
matlab/dynare_estimation_init.m
matlab/global_initialization.m
matlab/prior_posterior_statistics.m
matlab/read_variables.m
matlab/set_prior.m
matlab/utilities/dataset/initialize_dataset.m
preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
75291659ec
putting functions related to extended preprocessor in ExternalFiles.cc
2014-04-24 20:54:38 +02:00
ad42818606
fixing extended-preprocessor C++ API and test case
2014-04-24 14:33:04 +02:00
b62e300f8a
fixing bugs in commit 182c27f
2014-04-24 14:33:04 +02:00
35831c5c46
changed line options for extended preprocessor, adding language option
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renamed FileOutputType.hh as ExtendedPreprocessorTypes.hh
updated Makefile.am
2014-04-24 14:33:04 +02:00
aa135218a5
preprocessor: don't substitute 'dates' when preceded by an underscore
2014-04-18 16:08:39 +02:00
85f7af9133
Perfect foresight solver now uses a homotopy technique by default.
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This commit introduces a "no_homotopy" option to restore the old behavior.
Ref #220
2014-04-10 16:39:06 +02:00
98357c4591
left over change for external API
2014-04-10 16:37:47 +02:00
a8f9fdf296
New option "overwrite" to "shocks" and "mshocks".
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Tells that a new block overwrite the previous ones instead of being cumulative.
2014-04-10 11:54:49 +02:00
df0db38b3c
Bugfix: M_.sigma_e_is_diagonal could be wrong if there were several shocks blocks.
2014-04-10 11:43:26 +02:00
755b572548
Simplify MATLAB output of symbol lists.
2014-04-10 11:29:11 +02:00
828f9d73d5
Cosmetic change for clearer code.
2014-04-09 18:33:24 +02:00
9c4b2d949b
Introduce two new command: perfect_foresight_{setup,solver}.
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simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
242a504cdc
Multiple "shocks" block are cumulative.
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This was the default behavior before commit 82b31156
2014-04-09 15:23:20 +02:00
a03bc44d45
Remove workaround preventing the use of "shocks" before "endval".
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It now works correctly since 82b31156Closes #35
2014-04-08 17:53:10 +02:00
82b3115696
Store deterministic shocks information in M_.
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Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35 .
Closes #271
2014-04-08 17:43:58 +02:00
184b810b65
Fix compilation error introduced in 0983ca78.
2014-04-07 14:21:28 +02:00
0983ca78f7
extended-preprocessor: starting a C interface (not finished)
2014-04-05 15:46:35 +02:00
9eebfc87b0
Improvements to smoother2histval (ref #594 )
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- 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
8956bddeba
dmm/estimation: add dirichlet prior shape front end, #642
2014-03-26 11:12:43 +01:00
b0546cd939
add missing semicolon
2014-03-25 15:42:33 +01:00
4973aa986e
changes related to #641 for os x
2014-03-25 10:43:14 +01:00
865ad09ee3
Remove last preprocessor information message.
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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
9aabb82c76
Fix call to "mex" helper under MATLAB 8.3 (R2014a) and GNU/Linux.
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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
632fd01836
Allow ranges in lags/periods specification of {irf,moment}_calibration.
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Ref #267
2014-03-17 18:12:04 +01:00
159cdea475
Change fields in options_ for {irf,moment}_calibration.
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Ref #267
2014-03-17 18:12:04 +01:00
9c556f709b
Merge pull request #636 from JohannesPfeifer/preprocessor
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Fix comments in header of dynamic and static files
2014-03-17 15:10:31 +01:00
fd323a8217
extended-preprocessor: starting a C interface (not finished)
2014-03-16 18:49:54 +01:00
370df16cfc
Fix comments in header of dynamic and static files
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Columns and rows were confused
2014-03-14 10:21:42 +01:00
2495359919
Fix crash when the model contains 1st or 2nd ext fcn deriv nodes.
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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
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
da615507f4
Cosmetic renaming for consistency between DataTree method names.
2014-03-11 18:56:48 +01:00
f55fda0938
Implement cloneDynamic() for {First,Second}DerivExternalFunction.
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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
1f6fd55594
Remove spurious test.
2014-03-11 18:56:48 +01:00
1faae7bf4c
Fix output of external functions (and their derivatives) in LaTeX.
2014-03-11 15:31:08 +01:00
fabcbb7042
finishing ramsey_model implementation
2014-03-09 12:15:32 +01:00
d945395a15
adding ramsey_model to ComputingTasks
2014-03-09 12:15:32 +01:00
e90859ba52
adding ramsey_model to ParsingDriver
2014-03-09 12:15:32 +01:00
17477ab095
adding ramsey_model to Dynare grammar
2014-03-09 12:15:32 +01:00
35795c3ba9
Add option mh_conf_sig
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Fixes #598
2014-03-06 10:06:55 +01:00
9973c0f8fc
Verify types of the symbols in estimated_params{,_init,_bounds} statements.
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Closes #624
2014-02-28 18:01:03 +01:00
2668d55705
steady_state_model: fix bug introduced in 8fddca92
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- 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 (Charybdis)
Sébastien Villemot
Michel Juillard
Houtan Bastani
Sébastien Villemot
Johannes Pfeifer