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361 Commits (b261eb0ba2dae3210752b23c2b7cb2d593795f0e)

Author SHA1 Message Date
Michel Juillard 9b20ae958c added options filter_covariance filter_decomposition for new version of the smoother 2010-03-22 21:57:46 +01:00
Sébastien Villemot 41343575a7 Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements 2010-03-18 14:56:22 +01:00
Houtan Bastani eb4efa59ac second derivatives of model equations w.r.t. parameters. 2010-03-16 10:15:19 +01:00
Houtan Bastani b291f4fcf7 small fix to implementation of second derivatives of jacobian w.r.t. parameters 2010-03-15 17:23:55 +01:00
Houtan Bastani 19c4f7426c second derivatives of jacobian w.r.t. parameters 2010-03-15 16:02:07 +01:00
Houtan Bastani 2c1af4dc3b bug fix: missing break in switch statement 2010-03-15 15:59:54 +01:00
Michel Juillard 195fdece71 Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2010-03-15 12:05:33 +01:00
Michel Juillard 6d4b0ecab7 SWZ: 
- reverting part of last change to handling of Qi and Ri in ComputingTasks.cc: r is the number of lags present in the restrictions
- fixing handling of Dirichlet option in mhm_input.dat. This fixes the strange Signal messages when running C executables.
- fix path in test_upper_cholesky.mod
 2010-03-15 12:03:37 +01:00
Houtan Bastani 4eefafef8a bug fix: prevent vars with leads/lags from being used outside of the model block. 2010-03-15 10:47:44 +01:00
Houtan Bastani ad31f7388e derivative of hessian w.r.t. params. 2010-03-11 16:51:07 +01:00
Houtan Bastani 380ced7673 minor code cleanup. 2010-03-11 12:04:06 +01:00
Houtan Bastani 1c3f7b83e5 Added erf as an internally supported function and updated manual. 2010-03-11 12:00:37 +01:00
Houtan Bastani 5d45bf947d Added normpdf as an internally supported function and updated manual. 2010-03-11 10:16:40 +01:00
Michel Juillard 591e426110 - reversed ordering for lower and upper Cholesky 
- added tests
- fixed various bugs
- modified initial values
Still unfinished
 2010-03-10 08:32:51 +01:00
Houtan Bastani 5f3cd9894e fixed spacing 2010-03-09 16:40:52 +01:00
Sébastien Villemot 35a20551a6 Preprocessor: minor refactoring and documentation of ExprNode::writeOutput() methods 2010-03-09 12:16:32 +01:00
Houtan Bastani 30ea396a08 Allow temporary terms to work with external functions 2010-03-09 11:21:14 +01:00
Houtan Bastani 4f6a3669c6 Added expression sharing for external functions 2010-03-03 11:43:22 +01:00
Houtan Bastani 28894927dd Modified external functions to enforce consistent number of function arguments within model_block 2010-03-03 11:40:13 +01:00
Houtan Bastani 19d114ed32 Restricted syntactical variances in the implementation of the external_functions statement. 2010-02-24 15:37:52 +01:00
Sébastien Villemot d860763122 Preprocessor: minor cosmetic changes related to external functions 2010-02-23 19:08:54 +01:00
Houtan Bastani 12c4a52ebc Add support for external functions 2010-02-23 18:15:18 +01:00
Sébastien Villemot 38b8ccf52d Preprocessor: add error message when using USE_DLL with MSVC and some function unsupported by MSVC 2010-02-23 16:59:34 +01:00
Sébastien Villemot eba049899e Preprocessor: 
* in DataTree, new functions for testing if some opcode (unary, binary or trinary) is used somewhere in the tree
* removed DataTree::containsSteadyState(), rather use a call to the new utility function
 2010-02-23 16:45:56 +01:00
Sébastien Villemot 7b8166043e Preprocessor: full support for normcdf() function, in evaluation and in C files (closes #84) 2010-02-23 14:39:49 +01:00
Sébastien Villemot f65ce54dc1 preprocessor: under Octave/Windows, with USE_DLL, do not require "cygwin" or "msvc" option (closes #76) 2010-02-17 18:40:52 +01:00
sebastien f8f57d8d8c preprocessor: added missing header 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3391 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-28 14:18:40 +00:00
ferhat b5727e0658 Adds location indications in error message of "bytecode" + minor correction (string passed as &string). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3374 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-22 16:42:08 +00:00
ferhat 0efd5b1621 "bytecode" option can be used without "block" option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-22 10:03:29 +00:00
houtanb 77897d691e expectation conditional on a restricted information set 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3367 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-18 22:08:44 +00:00
stepan 2377c18e13 Fixed a bug introduced in commit 3319 (trunk). If my understanding is correct, some parenthesis 
were missing in the IF condition (causing a preprocessor error). 



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3336 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-10 21:35:32 +00:00
ferhat 46e144ad80 Add new model option no_static : avoid to compute the static model. Useful for models without steady-state. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3319 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 11:06:25 +00:00
sebastien 0011678cb5 Changes by Ferhat: 
* fix options stack_solve_algo={2,3,4} (closes #68)
* fix crashes for singular normalizations (closes #44) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-21 10:29:21 +00:00
sebastien 80c6e3ad05 Fix problem with USE_DLL under Octave 3.2 (closes #70) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3269 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-18 13:35:50 +00:00
sebastien 30d45ad9c9 Added missing 'nograph' option to 'forecast' command + Fixed affiliations in ref manual 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3265 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-18 08:35:12 +00:00
sebastien e6f1a53e60 Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3249 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:13:23 +00:00
sebastien aa23ed73e9 preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 13:21:31 +00:00
houtanb 271297a446 changed preprocessor internals to support vector<int> type. changed svar_identification to store symbols by symbol ids. Added missing Doxygen comments. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3240 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-14 15:54:00 +00:00
sebastien cf77c3f245 * Fix USE_DLL option at order 2 (closes #64) 
* Added a corresponding test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3236 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-14 11:06:29 +00:00
sebastien 7925cc0d63 preprocessor: fixed USE_DLL under Linux and add a provision for MacOS (need to be tested) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3226 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-11 15:34:47 +00:00
sebastien f1c1ebbd89 preprocessor: fixed typo 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3224 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-11 14:52:04 +00:00
sebastien fb8406ef0a USE_DLL option now works with MSVC + Added new options for Windows to 'dynare' command, to select the compiler: 'cygwin' and 'msvc' + Added the mexopts.bat for Cygwin in the SVN 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3223 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-11 14:46:21 +00:00
houtanb fe723f0dab allow for vector <int> to be passed by Bison and modified processing of svar statement accordingly. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3221 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-10 22:49:50 +00:00
michel 74a8acc29c 4.1 adding instruments option to ramsey_policy; ramsey_policy can now use a *_steadystate.m file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3219 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-10 14:59:32 +00:00
houtanb 203c6582ba svar: allow for two options to be passed instead of only three. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3218 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-09 16:32:30 +00:00
houtanb a1a73b3a17 fixed svar so when the equations option is passed a vec_int it outputs a column vector. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3217 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-09 16:17:12 +00:00
sebastien 2f7c327b0e k-order: 
* in the preprocessor, fail if k_order_solver given without use_dll
* updated the reference manual, in particular w.r. to the new wiki page on MEX compilation under Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3216 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-09 11:50:58 +00:00
houtanb 16e1bb2ef0 swz: implementation of svar 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3214 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-09 00:38:53 +00:00
george 6ef321d09c added missing " >> mex.def" for mexFunction as Matlab could not find mexFunction any more 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3213 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-08 18:45:33 +00:00
houtanb a2f878a179 swz: markov switching statement 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3212 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-08 16:46:13 +00:00