Houtan Bastani
c42c675075
implement the possibility of passing macro-processor defines on the command-line (ticket 171)
2011-03-29 18:18:46 +02:00
Houtan Bastani
3e92f41079
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
Houtan Bastani
330b11ba48
code cleanup
2011-03-28 11:34:42 +02:00
Houtan Bastani
161647922c
Implement explicit writing of first order conditions of Ramsey problem (ticket #5 )
2011-03-24 17:17:15 +01:00
Houtan Bastani
acf385b58a
bug fix: change order of the way we handle expectation operators and trend vars in transformpass
2011-03-23 15:46:04 +01:00
Houtan Bastani
c4dfb41f5c
bug fix: in cloning binary op node, were losing the order of the power deriv
2011-03-23 11:36:46 +01:00
Houtan Bastani
8cf247e26a
fixed typo
2011-03-22 10:38:58 +01:00
Sébastien Villemot
ae7494efa6
Remove deprecated 'simul_seed' option from manual and MOD-file grammar
2011-03-21 12:54:25 +01:00
Ferhat Mihoubi
c3d653b623
Check for varexo_det declaration and simul command incompatibility in the same mode-file
2011-03-18 12:47:06 +01:00
Ferhat Mihoubi
31b6c08347
Correct a bug when the model contains deterministic exogenous variables and bytecode option is used.
...
Note that stochastic simulations do not work for the moment with block option.
2011-03-18 01:09:20 +01:00
Michel Juillard
14e5bbcad7
adding syntax checks for discretionary_policy in the preprocessor
2011-03-17 20:13:09 +01:00
Michel Juillard
87e4125fa4
put *_params_derivs.m and identification code in conformity with additional steady state argument in *_dynamics.m
2011-03-14 11:40:40 +01:00
Michel Juillard
e029d46697
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
Michel Juillard
55bb27c5f6
new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken.
2011-03-13 17:06:57 +01:00
Houtan Bastani
07f47f045e
ParallelDynare: add node weights to Members option
2011-03-11 18:31:04 +01:00
Houtan Bastani
b2b507110e
ParallelDynare: add operatingSystem option
2011-03-11 17:50:09 +01:00
Houtan Bastani
c5d272bb9f
fix typo
2011-03-08 19:06:04 +01:00
Sébastien Villemot
796af7ee59
Preprocessor: added model local variable definitions to parameter derivative file
2011-03-07 11:59:12 +01:00
Houtan Bastani
98a8f54d38
bug fix: check that osr, osr_params and optim_weights appear together
2011-03-03 16:31:36 +01:00
Houtan Bastani
6d0b8e559e
bug fix: check that planner_objective and ramsey_policy statements appear together
2011-03-03 16:31:33 +01:00
Houtan Bastani
3b0f6c781a
fixed error message
2011-03-03 15:24:59 +01:00
Houtan Bastani
dd6159d791
SWZ: remove instances of swz throughout
2011-02-22 15:06:38 +01:00
Sébastien Villemot
e76dfadc78
Preprocessor: avoid name clashes with model local variables
2011-02-21 18:26:23 +01:00
Sébastien Villemot
056dfeb169
Preprocessor: fix bug introduced in 412e8a7da0
...
The transpose sign (single quote) was no longer recognized in native statements
2011-02-21 16:31:51 +01:00
Sébastien Villemot
12c92ee92e
Preprocessor: fix bug in parameter derivatives file
2011-02-21 12:43:11 +01:00
Sébastien Villemot
412e8a7da0
Preprocessor: fix problem with "%" sign inside string in native statements
2011-02-21 11:33:22 +01:00
Sébastien Villemot
89b5022f9b
Preprocessor: more explicit error message when users enter invalid floating
...
point numbers (like "1e-10000")
2011-02-16 11:08:40 +01:00
Michel Juillard
e5d9a7eb42
corrected bug for options_.kalman_tol and increased its default value to 1e-10
2011-02-10 18:48:08 +01:00
Michel Juillard
6ad29c9879
SWZ: fixing options vlistlog and vlistpercentage
2011-02-09 06:29:21 +01:00
Sébastien Villemot
115050456a
Bytecode DLL: remove warning about incorrect type assignment
2011-02-07 12:38:04 +01:00
Sébastien Villemot
ca52f1a323
Preprocessor: fix error message for conditional_forecast_paths
2011-02-07 11:51:13 +01:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
Sébastien Villemot
f4557cb195
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
Sébastien Villemot
551db4a446
Workaround for ticket #157
2011-02-04 12:38:12 +01:00
Ferhat Mihoubi
3ef85c55c3
The derivatives with respect to endogenous variables of the previous blocks are corrected for a block-decomposed model without bytecode option
2011-02-03 17:29:26 +01:00
Ferhat Mihoubi
905036844b
- Adds a "lead_lag_incidence" matrix in each block for the endogenous variables belonging to previous blocks (other_endo)
2011-01-31 17:47:22 +01:00
Ferhat Mihoubi
37efe120fa
Allows for block decomposition if "simul" command is not present in the mod file.
2011-01-31 09:58:13 +01:00
Sébastien Villemot
7c65bceb0e
Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments ( closes #37 )
2011-01-26 13:55:01 -05:00
Michel Juillard
2985413ac6
modified syntax for estimation option plot_priors + addition to manual
2011-01-21 17:04:00 +01:00
Michel Juillard
89c332fdd6
adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed.
2011-01-18 19:31:59 +01:00
Sébastien Villemot
23d797d214
Preprocessor: minor refactoring of ParsingDriver::add_model_var_or_external_function
2011-01-13 19:10:16 +01:00
Sébastien Villemot
572f71881a
Preprocessor: add "noreturn" attribute to ParsingDriver::error, to remove some warnings about unitialized variables
2011-01-13 19:04:40 +01:00
Sébastien Villemot
044e3a963b
Preprocessor: remove some warnings about comparison of signed with unsigned integers
2011-01-13 19:03:55 +01:00
Sébastien Villemot
6f93b18802
Fix bug in histval with exogenous variables in a stochastic setup
2011-01-13 18:18:57 +01:00
Sébastien Villemot
9c6d65bc0a
Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128 )
2011-01-13 18:08:26 +01:00
Sébastien Villemot
a6a4b3bc28
Preprocessor: no longer use assert(false) as a way of marking impossible cases
2011-01-13 15:52:44 +01:00
Sébastien Villemot
92b1451c70
Removed remnants of calib commands
2011-01-10 12:25:42 +01:00
Michel Juillard
05b9c70ae8
removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method.
2011-01-04 10:16:38 +01:00
Ferhat Mihoubi
ca05db33db
- For static model considers two different management cases for temporary terms: one for an evaluated model and another for a simulated model
2010-12-31 16:46:09 +01:00
Ferhat Mihoubi
f46f1831f6
Stores the first order derivatives in the TEFD matrix, when derivatives are computed with a different external function (useful only for printing the model equations)
2010-12-31 16:26:25 +01:00
Sébastien Villemot
fa37a6c0a2
getPowerDeriv: workaround for MS Visual Studio
2010-12-22 13:50:13 +01:00
Houtan Bastani
a11817cfa4
k-order: added support for m-files, added tests and modified manual
2010-12-22 09:48:05 +01:00
Houtan Bastani
1a9d6eece5
fixed bug: end _dynamic and _static and getPowerDeriv functions with "end" tags to comply with commit d8dbc68e84
2010-12-22 09:48:05 +01:00
Michel Juillard
e6da2849c8
preprocessor: Matlab function getPowerDeriv should not be terminated by 'end' because neither _static nor _dynamic are
2010-12-21 20:42:35 +01:00
Ferhat Mihoubi
129d404eb8
- The binary operator oDerivPower is implemented in bytecode
2010-12-17 18:54:03 +01:00
Ferhat Mihoubi
d8dbc68e84
- The function getPowerDeriv must end with an "end" instruction
2010-12-17 18:54:02 +01:00
Houtan Bastani
3faaad7335
parallel: removed warning and clarified error message
2010-12-17 12:16:27 +01:00
Houtan Bastani
e6b0e50aac
parallel: SingleCompThread bug fix
2010-12-17 12:03:37 +01:00
Houtan Bastani
35450a292b
extend domain of derivative of x^p to x=0 under certain conditions (see ticket 78)
2010-12-13 17:03:57 +01:00
Sébastien Villemot
d9b9360a81
Preprocessor: no longer use boost::graph::GraphvizDigraph class, removed in Boost 1.44 ( closes #155 )
2010-12-13 14:23:04 +01:00
Ferhat Mihoubi
667a25ce9e
- Bug correction during the block decomposition: the models' graph was ill oriented before the search of strong components
2010-12-10 15:11:12 +01:00
Ferhat Mihoubi
97664607b2
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
Michel Juillard
dfbd10a524
added choice of parameter set to shock_decomposition. This corrects a bug when shock_decomposition is requested after Metropolis iterations.
2010-12-08 13:02:59 +01:00
Houtan Bastani
641f03b8d0
fixed bug that would force node sharing when two or more expectation operators had the same expression but different information sets
2010-12-08 12:29:47 +01:00
Sébastien Villemot
d4520da481
Preprocessor: fix bug with varexo_det in conjunction with USE_DLL
2010-12-08 11:33:20 +01:00
Sébastien Villemot
8b9d0e91b5
Preprocessor: delete remaining dynamic.m file when using USE_DLL
2010-12-08 11:32:13 +01:00
Sébastien Villemot
33dee34214
MOD files ending with @#endif/@#endfor but no newline now work ( closes #73 )
2010-12-06 17:59:30 +01:00
Sébastien Villemot
a9b4331a95
Bugfix at order 3 (hopefully was not affecting final results, thanks to Pablo Winant for spotting this):
...
- in the 3rd derivatives matrix, among symmetric elements, the first one had
the right values but the following ones were set to zero
- moreover, the k-order DLL was trying to add all the symmetric elements in the
folded tensor, instead of only keeping one value among all the symmetric ones
- hopefully, Ondra's tensor library was (silently) refusing to add symmetric
elements after the first (and right) value had been added
- so the final result was correct
2010-12-06 17:00:46 +01:00
Ferhat Mihoubi
88cdf0193c
- Correction of a bug in the Jacobian Matrix computation for a non block-decomposed model using bytecode
2010-11-25 16:11:22 +01:00
Ferhat Mihoubi
8d79ed5db9
- Adds the derivatives with respect to deterministic exogenous variables
...
and corrects the computation of the number of column in the jacobian matrices in a block decomposed model without bytecode
- Identical corrections for models using bytecode without block decomposition
2010-11-25 16:11:12 +01:00
Ferhat Mihoubi
61a251535f
Correction of bugs in check command with block decomposition and
...
Add the missing dr_block m-file
2010-11-25 16:10:46 +01:00
Sébastien Villemot
e5c7e848e4
Preprocessor: also perform numeric initializations in stochastic context
2010-11-25 16:07:55 +01:00
Sébastien Villemot
771b4e766c
Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues
2010-11-25 13:45:35 +01:00
Sébastien Villemot
76d5d441ea
Change the syntax for values of deterministic shocks:
...
Arbirtrary expressions after the "values" keywords must now be enclosed
within parentheses; consider the following example:
<code>
periods 1:2;
values -1 -2;
</code>
In the previous syntax, this was interpreted by the preprocessor as a shock of
value -1-2 = -3 for periods 1 and 2, which is clearly not the intent of the
user; with the new syntax, this will be rejected (too many values compared to
the number of ranges).
Also note that now commas are no longer required between arbitrary expressions,
since the parentheses are sufficient for separating them.
2010-11-24 18:26:43 +01:00
Sébastien Villemot
3459e1ffc4
Preprocessor: max lead/lags in the model are no longer affected by lead/lags on parameters ( closes #153 )
2010-11-18 11:21:20 +01:00
Sébastien Villemot
9d6ad96abd
New "console" option ( closes #130 )
2010-10-28 11:29:39 +02:00
Houtan Bastani
c28d15d78a
Dynare parallel: preprocessor implementation
2010-10-28 10:54:43 +02:00
Ferhat Mihoubi
1aceb504fd
Check command is now compatible with block and bytecode options
2010-10-27 15:34:48 +02:00
Ferhat Mihoubi
c74ee8e61b
- Store the incidence matrix containing reordered equations and variable in block_structure
2010-10-27 15:30:01 +02:00
Ferhat Mihoubi
fc31afb356
- The Jacobian matrix in the block decomposed model without bytecode option is now sparse
2010-10-22 16:20:28 +02:00
Ferhat Mihoubi
1a09426706
- Correction of several bugs with Octave
...
- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
2010-10-22 10:09:07 +02:00
Sébastien Villemot
57a2e33828
Histval: fixed bug for exogenous introduced in previous commit
2010-10-20 14:56:35 +02:00
Sébastien Villemot
4a252d8d7c
Histval block:
...
- fail when user tries to initialize a variable at a period which is not in the model, and make the error message explicit
- correctly handle exogenous variables in stochastic mode, which are also substituted with an aux var
- added test files
2010-10-20 14:47:03 +02:00
Sébastien Villemot
7f59b8074c
Preprocessor: fix possible bug in histval (need to limit search of aux vars to aux vars for lagged vars, otherwise we could have a wrong match with some other kind)
2010-10-20 11:39:09 +02:00
Houtan Bastani
894155be88
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
Houtan Bastani
bcc590aafa
add preprocessor simplification rule
2010-10-18 15:51:07 +02:00
Ferhat Mihoubi
8f36437662
- Extends the algorithms compatible with bytecode to compute the steady-state (ticket #11 ). The new values for solve_algo are:
...
* 0: fsolve
* 1: solve1
* 2, 4: solve1 + block decomposition
* 3: csolve
* 5: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
* 6: GMRES
* 7: BiCGStab
* 8: bytecode own solver (use Gaussian elimination + sparse matrix)
- Bytecode can now evaluate a specific block instead of the overall blocks (new bytecode's option 'Block = block_number')
2010-10-11 19:21:32 +02:00
Sébastien Villemot
92d9a62dd3
Preprocessor: give more explicit error message when lead or lag is used inside 'planner_objective'
2010-10-11 14:49:23 +02:00
Sébastien Villemot
e2ce87b7d5
Preprocessor: don't create auxiliary variables for expressions appearing only
...
in unused model local variables
2010-10-11 12:58:38 +02:00
Houtan Bastani
078574ee4a
external_function: add support for use_dll
2010-10-07 18:05:07 +02:00
Houtan Bastani
c19df582e0
external_function: modified to pass functions as string names as opposed to function handles to reduce number of calls to mexCallMatlab when use_dll option is invoked
2010-10-07 16:49:36 +02:00
Houtan Bastani
a20bc07fdf
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00
Ferhat Mihoubi
bc089f732e
- Correct the simul call without input argument
2010-09-24 11:07:43 +02:00
Sébastien Villemot
3068fbda8f
Preprocessor: no longer crashes when some dynamic variables appear only in
...
unused model local variables (closes #101 )
2010-09-23 12:13:30 +02:00
Sébastien Villemot
a3640239ab
Removed all MSVC workarounds, since we can now definitely drop this compiler on
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Windows/64-bit platform
2010-09-21 15:06:14 +02:00
Sébastien Villemot
648c3cd177
Preprocessor: implement STEADY_STATE operator with "use_dll" and "block"
...
options (closes #98 )
2010-09-20 17:04:38 +02:00
Ferhat Mihoubi
25b3c84b40
RESID command is compatible now with block option and without bytecode option (closes ticket #45 )
2010-09-17 16:54:43 +02:00
Ferhat Mihoubi
c7eff4ba60
- Adding the relaxation method for block and/or bytecode options
...
- Changing the the stack_solve_algo option :
Previous version New version
1 : Sparse LU 0 : Sparse LU
2 : GMRES 1 : Relaxation
3 : BiCGStab 2 : GMRES
4 : Sparse LU & Optimal Path 3 : BiCGStab
5 : bytecode own solver 4 : Sparse LU & Optimal Path
5 : bytecode own solver
2010-09-17 12:18:25 +02:00
Ferhat Mihoubi
60f7678669
- Substitutes lead for exogenous and endogenous variables in the deterministic case: direct substitution of the variables even in non-linear expressions
2010-09-17 12:17:09 +02:00
Sébastien Villemot
aeb1a9ee1b
Preprocessor: make option "no_static" work even when "bytecode" is not present
2010-09-17 12:17:05 +02:00
Ferhat Mihoubi
98c371f735
Bug correction in the deterministic simulation: to solve a purely backward or forward looking block requires contemporaneous derivatives only.
2010-09-17 12:17:00 +02:00
Ferhat Mihoubi
0a3c8a4b0c
- compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
...
- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +02:00
Sébastien Villemot
dbc9795a08
Preprocessor: rename "NodeID" in "expr_t"
2010-09-17 12:13:26 +02:00
Sébastien Villemot
25cf12f4f1
Preprocessor: uniformize typedef names (with a "_t" suffix)
2010-09-16 19:00:48 +02:00
Sébastien Villemot
3c57d73120
Preprocessor: clean prototypes of ModelTree methods (removed arguments
...
redundant with data members, added const keywords, use passing-by-reference)
2010-09-16 17:51:50 +02:00
Sébastien Villemot
46b896e987
Preprocessor:
...
- remove useless output type oMatlabDynamicModelSparseLocalTemporaryTerms
(indistinguishable from oMatlabDynamicModelSparseLocal)
- fix bug in output type of sparse static model
2010-09-16 16:57:35 +02:00
Sébastien Villemot
c3608b9ba7
Preprocessor: fix crash when mean or stderr of an estimated parameter is specified as an expression instead of a plain value (bug introduced in 28d30d9a62
)
2010-09-16 15:37:27 +02:00
Michel Juillard
a5b5f39987
Preprocessor: corrected bug on HISTVAL with lags > 1
2010-09-10 11:43:48 +02:00
Michel Juillard
19fba43208
Revert "Preprocessor: change the automatically generated name of auxiliary vars for"
...
This reverts commit 524e9a9c67
.
2010-09-07 17:12:06 +02:00
Sébastien Villemot
524e9a9c67
Preprocessor: change the automatically generated name of auxiliary vars for
...
lagged endo/exo so that they contain the type-specific symbol ID (instead of
the preprocessor internal symbol ID)
2010-09-07 13:03:51 +02:00
Sébastien Villemot
54c1c0dfb6
Preprocessor: fix line numbering problems due to native MATLAB statements (bug introduced in a0cd4b33ae
and 6582341799
)
2010-08-30 14:37:48 +02:00
Sébastien Villemot
cda56cab74
Preprocessor: in the lexer, "end;" now corresponds to 2 tokens (instead of one), for consistency with the other tokens
2010-08-30 14:16:07 +02:00
Sébastien Villemot
e5ce0264bf
Preprocessor: when removing lags greater than 2 on endogenous or lags on exogenous, don't substitute model local variables that do not need to
2010-08-19 15:20:54 +02:00
Sébastien Villemot
0657c7151a
Preprocessor: in the parameter derivatives file, add the global "oo_" when the STEADY_STATE operator is used
2010-08-12 18:16:24 +02:00
Michel Juillard
8440c17499
preprocessor: fixing bug for OSR optim_weights with covariances
2010-08-10 20:16:59 +02:00
Michel Juillard
96bdf8c371
make sure that 2nd and 3rd order derivatives that haven't been computed are not taken to be zero.
2010-07-17 10:14:22 +02:00
Michel Juillard
34828e4110
added conditional variance decomposition to estimation options
2010-06-26 15:39:25 +02:00
Houtan Bastani
b5baf45f36
move validation check from constructor to checkpass
2010-06-24 19:42:38 +02:00
Houtan Bastani
bc62662fcf
DSGE-Var: bug fix. Add init param statement at the before the estimation statement
2010-06-24 15:08:23 +02:00
Houtan Bastani
bab490fc7f
DSGE-VAR: support deprecated way of declaring dsge_prior_weight
2010-06-22 10:38:54 +02:00
Houtan Bastani
9b5df05804
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
2010-06-22 10:38:43 +02:00
Houtan Bastani
6582341799
enable multi-line native matlab statements
2010-06-21 13:08:42 +02:00
Houtan Bastani
a0cd4b33ae
remove comments that are placed on the same line as native Matlab code in a .mod file
2010-06-18 16:21:28 +02:00
Houtan Bastani
8b7d4d590b
fix typo
2010-06-18 16:21:28 +02:00
Sébastien Villemot
f1abbe724f
Preprocessor: cosmetic changes related to 'size_t'
2010-06-18 15:48:46 +02:00
Sébastien Villemot
c4ef68b293
Preprocessor: fixed bug (substitution was incorrectly done with leads on exogenous)
2010-06-11 19:21:03 +02:00
Sébastien Villemot
04905660b8
Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood)
2010-06-11 19:18:16 +02:00
Sébastien Villemot
6a8ac70f71
Preprocessor: cosmetic changes
2010-06-10 17:54:03 +02:00
Sébastien Villemot
f48eb94f0e
Preprocessor: remove spurious compiler warning
2010-06-10 17:52:37 +02:00
Houtan Bastani
f1f455026b
fix error message
2010-06-10 15:16:54 +02:00
Houtan Bastani
28d30d9a62
Bug fix: catch the case when a parameter follows a beta distribution with mean = std err = 0.5
2010-06-09 15:09:55 +02:00
Sébastien Villemot
bed8f4b689
Preprocessor: use a sparse representation for the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters
2010-06-07 18:46:57 +02:00
Sébastien Villemot
30d34f2445
Preprocessor: only compute on demand the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters
2010-06-07 16:42:27 +02:00
Sébastien Villemot
4a23d93199
Preprocessor: changing return order of parameter derivatives to match Marco's code
2010-06-04 09:57:56 +03:00
Sébastien Villemot
996a646d8f
Preprocessor: fix for 'steady_state_model' when not computing Ramsey policy'
2010-06-04 09:33:54 +03:00
Michel Juillard
ade0cd9d26
steady_state_model: authorizing change in parameter values in steady_state_model block + removing ys_ initialization to zero
2010-06-03 15:59:35 +02:00
Sébastien Villemot
ccaa8e6443
Preprocessor and ref. manual: added 'pruning' option ( closes #104 )
2010-05-31 18:38:49 +02:00
Sébastien Villemot
c58312d3b7
Steady state file: in the presence of 'ramsey_policy', no longer check that the declarations are recursive, and use input vector of steady state file as initial values
2010-05-31 17:43:17 +02:00
Michel Juillard
cfa624f52f
preprocessor: corrected missing initialization of v3 in <fname>_dynamic.c
2010-05-21 11:38:23 +02:00
Sébastien Villemot
891ad22564
Macro-processor: integer ranges with lower bound greater than upper bound are now empty (for consistency with MATLAB)
2010-05-12 11:50:27 +02:00
Sébastien Villemot
49389592e7
Preprocessor: never set an equal node as a temporary term
2010-05-05 10:10:01 +02:00
Sébastien Villemot
49bdcef648
Preprocessor: replace non-standard operators 'and'/'or' by '&&'/'||'
2010-04-28 16:03:32 +02:00
Sébastien Villemot
b3602541ac
Preprocessor: with 'steady_state_model' command, write auxiliary equations in the steady state file
2010-04-27 17:04:52 +02:00
Sébastien Villemot
37abe362a3
Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file
2010-04-23 18:39:07 +02:00
Sébastien Villemot
ed84e27319
Preprocessor: added new SymbolTable::orig_endo_nbr() method
2010-04-23 18:36:51 +02:00
Sébastien Villemot
19338906ba
Preprocessor: add a check to DynamicModel::toStatic()
2010-04-23 18:32:30 +02:00
Sébastien Villemot
e2c0854cd4
Preprocessor: removed useless version of DataTree::AddVariable()
2010-04-23 18:32:25 +02:00
Sébastien Villemot
12ca3fe707
Preprocessor: removed useless version of DataTree::AddExternalFunction()
2010-04-23 18:32:19 +02:00
Sébastien Villemot
4b96b35dad
Preprocessor: changed the prototype of DataTree::AddLocalVariable()
2010-04-23 18:32:14 +02:00
Ferhat Mihoubi
f849b11563
The functions erf, normpdf and normcdf work fine with bytecode option
2010-04-16 17:00:05 +02:00
Sébastien Villemot
b2220c0346
Preprocessor: rename a function argument to avoid name conflict with standard error filestream
2010-04-15 17:46:05 +02:00
Sébastien Villemot
da74e53204
Preprocessor:
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* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
Sébastien Villemot
7c01486b84
Preprocessor: minor fix in header inclusion
2010-04-06 11:07:19 +02:00
Michel Juillard
d6835338a5
adding option SELECTED_VARIABLES_ONLY
2010-04-02 11:51:21 +02:00
Sébastien Villemot
b8b3491a29
Preprocessor: removed spurious warnings
2010-03-29 12:52:29 +02:00
Sébastien Villemot
e3be730a46
Preprocessor: fixed bug with warnings (they were all disabled)
2010-03-29 12:44:20 +02:00
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:
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- 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
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- 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:
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* 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
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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).
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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
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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
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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
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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.
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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:
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* 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 )
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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
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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)
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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)
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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.
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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 )
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* 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)
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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
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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
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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.
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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
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3219 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-10 14:59:32 +00:00