1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
72b25638e0
preprocessor: handle compilation warnings
2012-06-06 16:30:36 +02:00
008d95935c
Fix bug introduced in 4b86df05
2012-06-05 09:48:03 +02:00
4b86df0581
Preprocessor: remove MATLAB short-circuit operators
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They emit a warning under Octave
2012-06-04 17:18:13 +02:00
c6495dfc9d
first implementation of transform_logpow. It creates too many auxilary
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
629673199e
starting implementation of transformed variables to replace arguments
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of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
28a1cf52cd
Corrects the number of lead and lags of a block
2012-02-17 10:48:28 +01:00
bcc091a58d
Preprocessor: compute temp. terms for 2nd deriv of residuals and jacobian wrt
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params and 1st deriv of hessian wrt to params
2012-01-20 12:07:36 -05:00
5c0a17e9f2
preprocessor: separate dynamic and static functions from their mexfiles
2011-12-23 18:22:41 +01:00
168f5589a4
Fix compilation error in preprocessor
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Error introduced in ca10372607
2011-10-29 12:22:14 +02:00
ca10372607
* Correction of a bug appearing in a block decomposed model when an observable variable are also a state variable
2011-10-28 22:25:05 +02:00
ce9fe30a7a
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
0fbcc7378e
aux vars: update C++ comment to reflect last changes
2011-10-21 16:56:13 +02:00
117996c881
code simplification after commit 9425b36358
2011-10-20 20:40:15 +02:00
9425b36358
fixing problems related to auxiliary variables
2011-10-19 12:47:15 +02:00
99c0508909
Displays an error message when the model contains pound expressions and 'bytecode' or 'block' options are present
2011-10-14 14:35:32 +02:00
739f86945c
Cleans the messages displayed
2011-10-12 14:45:53 +02:00
762f31bafd
preprocessor, auxiliary variables: fixes ordering issue introduced in
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347ab4d0c0
2011-09-28 22:11:44 +02:00
3d1a0c2652
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
426682d632
cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file
2011-08-19 16:59:18 +02:00
dfec70bcfd
correct a bug during the state variables detection
2011-08-11 14:15:51 +02:00
46e0873eef
remove writing of getPowerDeriv M function from block code functions
2011-07-25 10:21:02 +02:00
509cc15191
bug fix: getPowerDeriv not accessible from modfile.m
2011-07-19 14:35:35 +02:00
69ddfadde9
Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree
2011-06-22 11:56:07 +02:00
ae76a8f842
Preprocessor: fix crash when no computational task is required
2011-06-22 11:34:38 +02:00
311102ff6f
- Compute :
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+ the number of static, lag, lead and both variables,
+ the lead_lag_incidence matrix for variables related to previous blocks
+ the index of reordered policy rule
for each block during the preprocessing step
- correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode
- avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for estimated or stochastically simulated models: the cutoff option is set to 0.
2011-06-18 17:53:50 +02:00
80dbd45ac8
external_function: bug fix in writeParamsDerivativesFile, writeDynamicModel and writeStaticMFile
2011-06-10 11:09:43 +02:00
ef38fb951d
updating one comment
2011-05-27 22:09:54 +02:00
075837b2f8
renamed ramsey_policy_discount_factor by optimal_policy_discount_factor because it is also used by discretionary_policy
2011-05-24 16:02:42 +02:00
9ef3a2796c
Preprocessor: use NaN() for initializing vector of parameters
2011-04-27 12:07:13 +02:00
39e396fe12
bug fix: allow use of external functions with model local variables
2011-04-12 16:42:56 +02:00
3e92f41079
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
330b11ba48
code cleanup
2011-03-28 11:34:42 +02:00
161647922c
Implement explicit writing of first order conditions of Ramsey problem (ticket #5 )
2011-03-24 17:17:15 +01:00
31b6c08347
Correct a bug when the model contains deterministic exogenous variables and bytecode option is used.
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Note that stochastic simulations do not work for the moment with block option.
2011-03-18 01:09:20 +01:00
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
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
796af7ee59
Preprocessor: added model local variable definitions to parameter derivative file
2011-03-07 11:59:12 +01:00
12c92ee92e
Preprocessor: fix bug in parameter derivatives file
2011-02-21 12:43:11 +01:00
f4557cb195
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
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
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
9c6d65bc0a
Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128 )
2011-01-13 18:08:26 +01:00
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
d8dbc68e84
- The function getPowerDeriv must end with an "end" instruction
2010-12-17 18:54:02 +01:00
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
97664607b2
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
a9b4331a95
Bugfix at order 3 (hopefully was not affecting final results, thanks to Pablo Winant for spotting this):
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- 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
8d79ed5db9
- Adds the derivatives with respect to deterministic exogenous variables
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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
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
Houtan Bastani
Michel Juillard
Ferhat