b7538ad315
Always compute hessian when analytic_derivation is set
2012-06-08 11:47:10 +02:00
00f526dbb7
Generate derivs wrt params when anaytic_derivation=1
2012-06-07 15:33:43 +02:00
9a2e4cc6cf
config file: support GlobalInitFile option
2012-06-06 16:18:09 +02:00
c6495dfc9d
first implementation of transform_logpow. It creates too many auxilary
...
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
...
of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
615535ad88
Fix compilation errors with GCC 4.7
2012-05-08 16:10:10 +02:00
52cc77fe0e
New preprocessor option for not creating a logfile
...
Closes : #241
2012-04-20 18:15:02 +02:00
0ca000cdc9
preprocessor: display a summary of preprocessor warnings at the end of a Dynare run
2012-01-30 10:44:14 +01:00
1433bb6485
the overall time of execution is now saved in the log file
2012-01-22 16:09:42 +01:00
c977b666b3
warning output stream should be cerr
2012-01-18 14:42:57 +01:00
5c0a17e9f2
preprocessor: separate dynamic and static functions from their mexfiles
2011-12-23 18:22:41 +01:00
f5bfdbb23f
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
7c6446032f
Preprocessor: delete _steadystate2.m file from previous run if exists
...
Closes : #224
2011-11-25 15:13:16 +01:00
e2569f6b6a
fixed "clear global" for Octave
2011-11-22 22:09:13 +01:00
2ac0e89014
another work-around for Octave 3.2 bug with "clear all"
2011-11-21 15:03:19 +01:00
7840dbbb77
use "clear -all" instead of "clear all" when running under Octave
2011-11-20 14:48:01 +01:00
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
3d1a0c2652
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
18bd51952f
output derivatives of static model when identification is present ( closes #127 )
2011-08-19 16:58:44 +02:00
7357a23114
output mex file for static model ( closes #183 )
2011-08-19 16:57:27 +02:00
ae76a8f842
Preprocessor: fix crash when no computational task is required
2011-06-22 11:34:38 +02:00
311102ff6f
- Compute :
...
+ 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
597a4b92a0
discretionary_policy: fixing bug in preprocessor requirements
2011-06-18 06:53:00 +02:00
a25a0997d9
Preprocessor: adopt a more consistent behavior when no computing task is requested
2011-05-03 11:28:43 +02:00
055104704e
Preprocessor: tentative fix for testsuite crash in block/bytecode
2011-04-28 10:41:43 +02:00
7bc92541ad
Preprocessor: cosmetic change
2011-04-28 10:39:59 +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
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
c3d653b623
Check for varexo_det declaration and simul command incompatibility in the same mode-file
2011-03-18 12:47:06 +01:00
14e5bbcad7
adding syntax checks for discretionary_policy in the preprocessor
2011-03-17 20:13:09 +01:00
98a8f54d38
bug fix: check that osr, osr_params and optim_weights appear together
2011-03-03 16:31:36 +01:00
6d0b8e559e
bug fix: check that planner_objective and ramsey_policy statements appear together
2011-03-03 16:31:33 +01:00
3b0f6c781a
fixed error message
2011-03-03 15:24:59 +01:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
f4557cb195
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
37efe120fa
Allows for block decomposition if "simul" command is not present in the mod file.
2011-01-31 09:58:13 +01:00
a11817cfa4
k-order: added support for m-files, added tests and modified manual
2010-12-22 09:48:05 +01:00
97664607b2
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
8b9d0e91b5
Preprocessor: delete remaining dynamic.m file when using USE_DLL
2010-12-08 11:32:13 +01:00
e5c7e848e4
Preprocessor: also perform numeric initializations in stochastic context
2010-11-25 16:07:55 +01:00
771b4e766c
Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues
2010-11-25 13:45:35 +01:00
9d6ad96abd
New "console" option ( closes #130 )
2010-10-28 11:29:39 +02:00
c28d15d78a
Dynare parallel: preprocessor implementation
2010-10-28 10:54:43 +02:00
894155be88
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
078574ee4a
external_function: add support for use_dll
2010-10-07 18:05:07 +02:00
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
aeb1a9ee1b
Preprocessor: make option "no_static" work even when "bytecode" is not present
2010-09-17 12:17:05 +02:00
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
Houtan Bastani
Michel Juillard
Ferhat Mihoubi