f6806bf8b8
fixed issue with auxiliary variables and external function
2016-04-09 09:23:17 +02:00
056548ba76
Merge pull request #1152 from JohannesPfeifer/headers
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Cosmetic changes to various function headers
2016-04-08 23:29:16 +02:00
3af546fa7a
simplify writing of auxiliary variables definitions
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This will fail if external function are used in
auxiliary variables definition
2016-04-08 09:33:57 +02:00
cffef33543
fixed bug with external function introduced in the
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refactoring to the _static file
2016-04-07 18:27:44 +02:00
1628f01fdb
fixing problems with Ramsey policy and auxiliary variables
2016-04-04 17:11:03 +02:00
911d2c3d33
build full static model for analytical derivatives
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estimation code
2016-04-01 18:45:19 +02:00
c2a1975194
skipt expectation operator in substitution of auxiliary variables
2016-04-01 18:45:19 +02:00
2313f20a35
completing replacement of auxiliary variables in static model
2016-04-01 18:45:19 +02:00
5199638b3a
replacing auxiliary variables by their definition
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in static model. Doesn't work right yet.
2016-04-01 18:45:19 +02:00
7ce07c9abd
put orig_eq_nbr and ramsey_eq_nbr in mod_file_struct
2016-04-01 18:45:19 +02:00
f37d3afb14
Add headers for param_derivs-files
2016-03-29 15:57:49 +02:00
d1a2b21639
Fix :
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"Bytecode does not enforce positivity constraint on irreversible investment model #439 "
when block model option is used.
When cutoff is set to 0 the block decomposition is performed on the incidence matrix instead of the static Jacobian matrix. This correction avoids to use derivatives on logical operators that are always equal to 0.
2016-03-25 15:38:49 +01:00
369d8dd7a4
Allow prefilter_decomposition as option if calib_smoother
2016-03-23 10:31:10 +01:00
452dfa6a7b
Fix wrong initialization of trend_coeff in preprocessor/ComputingTasks.cc
2016-03-23 10:06:19 +01:00
61e6e80b5a
Allow irf_shocks in DSGE-VAR models.
2016-03-22 16:04:33 +01:00
0ba7dc6d16
Merge pull request #1130 from JohannesPfeifer/dataset_info
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Save dataset_info in results.mat if it exists
2016-03-18 14:30:09 +01:00
939ac02bad
fix copyright dates
2016-03-15 12:45:57 +01:00
2643bfaa40
Fix compatibility with Flex 2.6.
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In Flex 2.6, the C++ scanner changed. yyout is now a reference (and no
longer a pointer).
2016-03-14 16:28:24 +01:00
f60945facc
fix copyright dates
2016-03-11 16:22:42 +01:00
f86ac5ae66
preprocessor: allow for changing planner_discount in .mod file. closes #1092
2016-03-11 15:56:34 +01:00
1b203a3755
Save dataset_info in results.mat if it exists
2016-03-11 15:29:12 +01:00
127637ffd6
Merge branch 'temporary_terms'
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Do not evaluate unnecessary temporary variables (for instance those
used in the evaluation of the jacobian matrix when we only compute the
residuals of the dynamic equations).
2016-03-09 17:53:58 +01:00
38b21feb3e
build system: cosmetic typo fix
2016-03-09 16:53:57 +01:00
d4195ae624
build system: fix typo
2016-03-08 18:06:45 +01:00
d331cf5a7a
Fixed extended path.
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- Removed call to make_ex_,
- Fill oo_.exo_simul in extended path routine,
- Do not update oo_.exo_simul after the call to the extended path routine,
- Cosmetic change.
(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
c9ca46f228
preprocessor: allow arbitrary partitioning of variables (removes long_name keyword)
2016-02-26 16:47:17 +01:00
458cfc4fc6
preprocessor: initialize xref structure and use indices. closes #1125
2016-02-23 14:32:48 +01:00
8c2e6655f1
preprocessor: introduce new option compute_xrefs, #1125
2016-02-23 13:57:55 +01:00
f546368252
preprocessor: print reverse references (param->eqs, endo->eqs, exo->eqs, exo_det->eqs)
2015-12-18 17:13:50 +01:00
4976b2b335
preprocessor: add equation cross references
2015-12-18 15:17:32 +01:00
1b22cb0df1
preprocessor: remove unused structure
2015-12-18 12:35:32 +01:00
15716124fa
preprocessor: fix divergence of equations and aux_equations. closes #1110
2015-12-01 12:34:43 +01:00
4ff17d6191
Revert "preprocessor: write auxiliary variable definitions to matlab function"
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This reverts commit ad81129a9b
2015-12-01 11:41:55 +01:00
ad81129a9b
preprocessor: write auxiliary variable definitions to matlab function
2015-11-30 15:36:17 +01:00
c373d1e1be
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
105100c7fe
remove global in dyn_forecast() and change input and output arguments
2015-11-28 17:38:00 +01:00
215de7e8dc
Closes #1057 .
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Use a static file with a list of routines to cleared before each run (because they have
persistent variables).This static file (the script
matlab/list_of_functions_to_be_cleared.m) is distributed with Dynare and
needs to be updated for each release (or each time we add/remove
persistent variables). To update the file just do:
>> clear_persistent_variables(DYNARE_MATLAB_PATH, true)
and add/commit the generated file.
2015-11-12 14:38:16 +01:00
6ef4371630
Revert "preprocessor: add utf-8 tokenizing"
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This reverts commit f2cc9d3899
2015-10-30 18:27:41 +01:00
84f4b7c322
preprocessor: remove rule that should have been removed in fd5ce1366e
2015-10-30 18:23:39 +01:00
ad9ccebc6c
preprocessor: make notation accord with the rest of the preprocessor
2015-10-30 18:13:37 +01:00
4ed2a0dc9d
preprocessor: fix uninitialized variable warning
2015-10-30 18:11:51 +01:00
36992933d2
Merge pull request #1062 from FerhatMihoubi/cond_forecast_and_bytecode
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Allows to compute the extended path and the conditional forecasts wit…
2015-10-16 17:12:54 +02:00
fd5ce1366e
preprocessor: change prior_posterior_function into two arguments. closes #1076
2015-10-14 11:02:35 +02:00
145e2d5542
preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076
2015-10-13 17:41:31 +02:00
f0e94d6475
fix typo
2015-10-13 17:21:32 +02:00
b4aa21f018
preprocessor: interface for prior_posterior_function command. closes #1076
2015-10-13 17:16:10 +02:00
9e28e796d5
preprocessor: simplify code
2015-10-13 15:13:40 +02:00
447b01b0b0
fix typo
2015-10-13 15:13:40 +02:00
b7cbb563d6
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
b51b037ef2
Merge pull request #871 from JohannesPfeifer/prior_posterior_function
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Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
Michel Juillard
Stéphane Adjemian
Johannes Pfeifer
Ferhat Mihoubi
Johannes Pfeifer
Houtan Bastani
Sébastien Villemot