a244754a15
replace zeros with fill! and remove spzeros in static and dynamic functions
2015-08-20 11:33:19 +02:00
6572b6f14f
replace empty sparse calls with spzeros
2015-08-19 17:12:06 +02:00
996f67c622
fix type in function header
2015-08-19 14:38:35 +02:00
0f76765bd8
add types to dynamic, static, and steady_state function calls
2015-08-19 12:11:08 +02:00
d65e9306cb
remove unnecessary get*Function functions
2015-08-19 11:28:25 +02:00
09541f10ef
load steady_state! function into model.steady_state
2015-08-19 10:59:30 +02:00
ae7132f7ae
make steady state file modify variables in place
2015-08-18 16:31:30 +02:00
534609ffce
change getPowerDeriv to get_power_deriv to accord with Julia function naming style
2015-08-18 15:49:48 +02:00
6ac346606b
adding using Utils to dynamic & static files
2015-08-18 15:45:23 +02:00
2e7e9bc8f0
update static model to use multiple dispatch
2015-08-18 15:42:24 +02:00
252688cf4a
update dynamic model to use multiple dispatch
2015-08-18 15:32:30 +02:00
f2cc9d3899
preprocessor: add utf-8 tokenizing
2015-08-17 17:09:40 +02:00
bba553ff32
modify *_set_auxiliary_variables to work in julia
2015-08-17 15:36:18 +02:00
cf3cdf0d59
remove unnecessary braces
2015-08-17 11:17:26 +02:00
f9ef38e579
preprocessor: write M_.aux_vars(i).eq_nbr as int instead of char. closes #1028
2015-08-17 10:55:39 +02:00
680625f260
Save results of model_comparison to oo_
2015-08-13 17:48:09 +02:00
1fa050830b
Manually merged PR #1022 .
2015-08-13 14:49:39 +02:00
9556d37fd6
Removed deprecated syntaxes.
2015-08-12 19:03:29 +02:00
7073ddd5a1
preprocessor: remove useless if statements in SymbolTable::writeCCOutput
2015-08-11 12:10:44 +02:00
698a44c98a
Add option for storing contemporaneous correlation
2015-08-11 11:27:55 +02:00
cee7adc078
preprocessor: make hp, one-sided hp, and bandpass filters mutually exclusive
2015-08-03 17:51:45 +02:00
e13a59eb64
preprocessor: add one_sided_hp_filter to stoch_simul. #1011
2015-08-03 17:34:34 +02:00
d9a1b99899
preprocessor: add bandpass_filter option to stoch_simul. #1011
2015-08-03 17:28:55 +02:00
d5cf474b6b
preprocessor: add spectral_density option to stoch_simul. #254
2015-08-03 13:02:17 +02:00
9557142cc4
preprocessor: remove constraint outlined in #849
2015-07-30 17:52:47 +02:00
c88c17728e
preprocessor: issue warning when param used with lead/lag. closes #976
2015-07-30 14:40:03 +02:00
7d11ed7642
histval: use now the same treatment for exogenous and exogenous det
...
variables as for endogenous ones. Closes issue #617 .
2015-07-29 16:12:53 +02:00
8f92b975e4
write dynamic model output
...
Conflicts:
preprocessor/DynamicModel.cc
2015-07-29 14:59:09 +02:00
114b446bff
Merge branch 'master' into julia
2015-07-29 14:53:35 +02:00
f26551509c
preprocessor: simplify writing of NNZDerivatives
2015-07-29 14:52:15 +02:00
45d1f7c5b6
add linear option to options
2015-07-29 13:31:42 +02:00
8a4357640e
remove unnecessary assignment as the field is assigned in the constructor
2015-07-29 13:22:40 +02:00
e5d0ba599a
fix writing of aux vars, predetermined vars, and observed vars
2015-07-29 11:51:27 +02:00
570230d8f0
rename model__ to model
2015-07-29 11:35:10 +02:00
0126dec837
create options
2015-07-29 11:30:01 +02:00
2b7fc247f7
bug fix in writing of dynamic params derivs file
2015-07-29 10:40:30 +02:00
bc49d06e61
simplify modules created by preprocessor
2015-07-28 18:00:00 +02:00
91eb61d15a
simplify printing of variable arrays
2015-07-28 17:43:57 +02:00
9562b4ffd1
reduce code that is output in modfile.jl
2015-07-28 17:32:34 +02:00
d70ae4d103
write steady state model
2015-07-28 17:27:56 +02:00
5131f3907f
Make sure the used global variables are correctly set and available in the base workspace
2015-07-28 15:36:59 +02:00
b5be9b7437
wrie dynamic params deriv file
2015-07-28 14:59:55 +02:00
b8d69721e2
bug fix in writing of static params derivs
2015-07-28 14:42:10 +02:00
c22cc15655
write static param derivs file
2015-07-28 12:29:42 +02:00
1f2fad8c8d
fix writing for julia
2015-07-27 17:33:22 +02:00
25ae46e204
write dynamic file
2015-07-27 17:02:51 +02:00
be464bb431
clean up writing of static model
2015-07-27 15:59:13 +02:00
b81035a6f3
write static model
2015-07-27 15:33:38 +02:00
32f66d2d35
write more output to modfilename.jl
2015-07-24 12:34:06 +02:00
3a2fa0623a
accord variable names and functions with julia programming style
2015-07-24 11:35:23 +02:00
efd9a563f4
preprocessor: clean up code
2015-07-23 18:10:44 +02:00
4a5dcfca4d
change variable/parameter collections, finish printing SymbolTable info
2015-07-23 18:05:57 +02:00
b8194f7845
histval: replaced initialization with NaN by zeros
2015-07-23 14:25:18 +02:00
d70817ba1e
julia: initial preprocessor stub
2015-07-21 18:02:34 +02:00
f1a5217a64
preprocessor: remove comments associated with c604d9da38
2015-07-21 17:50:33 +02:00
c604d9da38
move external file write functions to class definitions
2015-07-21 17:35:06 +02:00
f94910173d
Merge pull request #937 from JohannesPfeifer/graph_fix
...
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
2269b38465
Merge pull request #740 from JohannesPfeifer/relative_irf
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
7740fdaca0
preprocessor: split creation of latex model files. closes #966
2015-07-15 08:58:15 +02:00
ae4e802c44
Fied bug. Moved option linear_approximation.
2015-07-08 11:11:22 +02:00
8007f508a2
New option linear_approximation for perfect foresight models.
...
This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).
Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).
If possible, the option is triggered automatically if the model is
declared linear.
TODO:
* Write a linear version of perfect_foresight_problem routine.
* Evaluate the approxilation error (just need to evaluate the system of
stacked non linear equations).
2015-07-07 17:55:41 +02:00
75295b3c54
fix typo
2015-06-30 12:12:49 +02:00
71700dff76
Merge pull request #942 from JohannesPfeifer/TaRB_integration
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Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
aeb1542b48
preprocessor: add VerbatimStatement class. Closes #953
2015-06-16 12:48:32 +02:00
383a852c9c
Revert "Merge branch 'rmExtraExo'"
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This reverts commit 28ffa9c56f60b3577a09
2015-06-09 16:42:51 +02:00
e4b8565797
Revert "preprocessor: fix bug in merge of rmExtraExo branch"
...
This reverts commit def2bf81d2
2015-06-09 16:41:00 +02:00
d6a1a71556
Revert "preprocessor: replace extra exos in steady state model"
...
This reverts commit 8bc946c148
2015-06-09 16:40:14 +02:00
fa80fbf635
Enable tex option for stoch_simul
2015-06-08 18:00:32 +02:00
55d44f0983
Add preprocessor option silent_optimizer
2015-06-08 16:48:57 +02:00
8048b0c5c1
Allow for relative_irf option in estimation command
...
The option was used and inherited from stoch_simul before
2015-06-08 16:42:43 +02:00
8bc946c148
preprocessor: replace extra exos in steady state model
...
(commit lost in merge)
(cherry picked from commit d7db5070e7cf8d1b043062b04d3bd3c4e18ce6c1)
2015-06-08 15:45:03 +02:00
729954137b
preprocessor: fix sign comparison warning
2015-06-08 10:33:04 +02:00
5fd307cfd5
option occbin allows for more equations than variables
2015-06-04 14:18:46 +02:00
2f0cb39e14
adding options LMMCP and OCCBIN to perfect_foresight_solver and
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extended_path
2015-06-02 17:38:22 +02:00
88798bfe5e
Fixed bug introduced in c22d31330c (Ramsey
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constraints).
2015-06-01 12:27:16 +02:00
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
def2bf81d2
preprocessor: fix bug in merge of rmExtraExo branch
2015-05-28 16:16:54 +02:00
28ffa9c56f
Merge branch 'rmExtraExo'
2015-05-28 12:33:56 +02:00
fe8750c1bc
preprocessor: add minimal_workspace option to dynare statement, #946
2015-05-28 11:50:39 +02:00
025e7a13c3
preprocessor: add new field orig_expr for expectation aux vars, closes #773
2015-05-26 15:47:56 +02:00
61ffed3eff
preprocessor: fix function call in reindexStaticOnlyEquations
2015-05-20 12:28:49 +02:00
eb5f56703f
preprocessor: move all dynamic model reindexing to DynamicModel
2015-05-20 12:27:56 +02:00
04ce73f7c4
preprocessor: remove unused, overload of rmExo
2015-05-19 16:47:44 +02:00
a91288a714
preprocessor: reindex varobs in symboltable
2015-05-19 16:44:46 +02:00
82f83a58d2
preprocessor: move external_functions_table reindexing to modfile::transformpass
2015-05-19 16:32:26 +02:00
2ff3f06a69
preprocessor: remove unnecessary reindexing
2015-05-19 16:31:50 +02:00
6cc2ac2cbf
preprocessor: reindex predetermined variables
2015-05-19 16:31:08 +02:00
89828e56cc
preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925
2015-05-19 12:31:22 +02:00
e389ab90bf
Merge branch 'master' into rmExtraExo
2015-05-18 17:16:55 +02:00
2fe7a4156d
changing code for making directory baseline in order to comply with mingw
2015-05-13 17:11:56 +02:00
44790abbb7
preprocessor: add tarb_optim option to estimation. #940
2015-05-13 16:50:07 +02:00
12be4e6672
preprocessor: add tarb_new_block_probability option to estimation. #940
2015-05-13 15:49:41 +02:00
0d76e30248
preprocessor: add tarb_mode_compute option to estimation. #940
2015-05-13 15:46:52 +02:00
e5df26a6e8
preprocessor: add use_tarb option to estimation. #940
2015-05-13 15:32:24 +02:00
f239c1c368
preprocessor: add huge_number to estimation and osr. #924
2015-05-13 15:14:34 +02:00
027f1302d1
preprocessor: add dr_display_tol to stoch_simul. #924
2015-05-13 15:12:39 +02:00
2ab8e2a122
preprocessor: external functions bug fix: fixes the case where an external function is contained in a local variable that’s used in an equation with leads/lags that require auxiliary equations. Closes #916
2015-05-12 16:39:10 +02:00
662c4e64ee
preprocessor: organize external function code
2015-05-11 17:09:29 +02:00
3171e87448
fixing logic in creation of checksum file. Improving documentation.
2015-05-11 08:57:24 +02:00
530e314786
adding dynare command line option 'fast' in order not to recompile MEX
...
files if the lists of variables and the equations haven't changed
between two runs of the same model file.
2015-05-10 20:29:03 +02:00
a5a5490a12
adding feature to recompile MEX files only if the model has
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changed (not activated yet)
detail of compilation code moved from preprocessor (ModFile.cc) to
./matlab/utilities/general/dyn_mex.m
2015-05-10 18:16:53 +02:00
445fd653f1
preprocessor: add dynare_version field to oo_, M_, and options_, #546
2015-04-30 14:45:53 +02:00
18e9521450
preprocessor: add dirname option to estimation. closes #910
2015-04-27 11:59:21 +02:00
6702d5b8ca
preprocessor: remove commented code
2015-04-21 16:49:37 +02:00
524528bbde
preprocessor: take care of expressions_tree and steady_state_model
2015-04-21 15:06:56 +02:00
acb6f70a29
preprocessor: provide more info in error message
2015-04-16 18:47:31 +02:00
450b8fc638
preprocessor: take care of instruments option in discretionary_policy
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squash
2015-04-16 17:14:49 +02:00
225e0fe01f
fix typo
2015-04-16 16:45:36 +02:00
2435961c68
preprocessor: reindex equations marked as [static]
2015-04-15 17:00:17 +02:00
425d947859
preprocessor: remove resetDataTree method
2015-04-15 16:16:26 +02:00
018ba39ff0
preprocessor: remove clearing of num_const_node_map
2015-04-15 14:21:05 +02:00
7c8ad4bfed
preprocessor: little fixes for removing unused exos from symbol_table
2015-04-14 18:13:28 +02:00
11ec30c12a
preprocessor: take care of exos in smoother2histval statement
2015-04-14 15:05:03 +02:00
c27fbcfa79
Merge branch 'master' into rmExtraExo
2015-04-14 14:47:59 +02:00
f5cf7617a6
preprocessor: method out of order
2015-04-14 14:47:26 +02:00
a7ffb0e6c8
preprocessor: take care of exos in calib_smoother statements
2015-04-14 14:42:17 +02:00
d6dec9335e
preprocessor: take care of exos in options statements
2015-04-14 12:49:15 +02:00
008cf9dc0a
preprocessor: take care of exos in prior statements
2015-04-14 12:06:53 +02:00
69ec4bf269
Merge branch 'master' into rmExtraExo
2015-04-14 11:33:57 +02:00
44bb0672d2
preprocessor: method out of order
2015-04-14 11:33:02 +02:00
37e9b5d3fa
preprocessor: take care of extra exos in ramsey_model instruments option
2015-04-09 16:29:52 +02:00
a8888f4c70
preprocessor: fix error message for InitParamStatement clone/reindex method
2015-04-09 16:17:47 +02:00
c71d1e77a9
preprocessor: replace catch all exceptions in catch statements for clone/reindex methods
2015-04-09 16:17:22 +02:00
1f58e0cc64
preprocessor: remove unnecessary cloneAndReindexSymbIds method
2015-04-09 16:14:25 +02:00
4d8e0c7f3b
preprocessor: pointer to symbol_table unnecessary
2015-04-09 16:08:55 +02:00
d8b132e39a
preprocessor: remove commented code
2015-04-09 12:36:07 +02:00
960130867e
preprocessor: take care of extra exos in plot_conditional_forecast
2015-04-09 12:16:52 +02:00
5be06a3352
preprocessor: take care of extra exos in conditional_forecast
2015-04-09 12:12:09 +02:00
959890b375
preprocessor: take care of extra exos in shock_decomposition
2015-04-09 12:04:36 +02:00
346e8bae13
preprocessor: take care of extra exos in ms_sbvar_irf
2015-04-08 17:30:45 +02:00
613e7461e0
preprocessor: take care of extra exos in planner_objective
2015-04-08 16:35:09 +02:00
8975110bcf
preprocessor: take care of extra exos in external functions
2015-04-08 16:23:30 +02:00
f4a4fb9d4c
preprocessor: move reindexing functions from DynamicModel to ModelTree
2015-04-07 15:58:18 +02:00
090c4fedbd
Added new option (diffuse_kalman_tol) and fixed tolerance paremeters in diffuse smoother routines.
2015-04-03 18:02:03 +02:00
c72ebcdef1
preprocessor: take care of extra exos in dynatype
2015-04-03 17:15:01 +02:00
526dd30d8c
preprocessor: take care of extra exos in dynasave
2015-04-03 17:11:28 +02:00
2cd3213230
preprocessor: take care of extra exos in optim_weights
2015-04-03 17:07:26 +02:00
28f9e3ed09
preprocessor: take care of extra exos in osr
2015-04-03 17:07:25 +02:00
cdf4ca5116
preprocessor: take care of extra exos in osr_params
2015-04-03 17:07:25 +02:00
b99e68d7b7
preprocessor: update warning message for missing varexos
2015-04-03 17:07:25 +02:00
9fa6cb3bd1
preprocessor: take care of extra exos in observation_trends
2015-04-03 17:07:18 +02:00
5d3753f466
take care of extra exos in estimated_params_bounds
2015-04-02 18:03:16 +02:00
3842303fc4
take care of extra exos in estimated_params_init
2015-04-02 17:57:12 +02:00
3422bfcf93
take care of extra exos in estimated_params
2015-04-02 17:42:01 +02:00
a6c9e36769
preprocessor: take care of extra exos in rplot
2015-04-01 15:48:07 +02:00
3ca0fcfb31
Merge branch 'master' into rmExtraExo
2015-04-01 15:22:10 +02:00
86d6e21450
preprocessor: remove unnecessary options_list argument to rplot
2015-04-01 15:18:09 +02:00
01f42d3313
preprocessor: take care of extra exos in dynare_sensitivity
2015-04-01 15:06:04 +02:00
e519e99220
preprocessor: take care of extra exos in estimation
2015-04-01 14:36:56 +02:00
fbe777c4fd
preprocessor: take care of extra exos in discretionary_policy
2015-04-01 14:26:07 +02:00
Houtan Bastani
Johannes Pfeifer
Stéphane Adjemian (Lupi)
Michel Juillard
Johannes Pfeifer