Commit Graph

139 Commits (c079ace8c3185fded3fa260e464f15912be1dbd2)

Author SHA1 Message Date
ferhat d32dd99210 - extension of normalization of equations to nonlinear equations
- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
  mfs = 0 => all variables are considered as feedback variables (default value)
  mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
  mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
  mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-25 09:43:01 +00:00
sebastien b0f252c2f4 Some restructurings in the preprocessor:
* StaticModel: dropped creation of C file in USE_DLL mode
* StaticModel: added computation of derivatives for block MFS mode
* DynamicModel: catch error codes of mkdir()
* ModelTree: moved "mode" member variable to DynamicModel
* ModFile::writeOutput(): moved manipulations relative to dynamic model file to DynamicModel


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2818 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-07 14:20:48 +00:00
sebastien 62f6368a19 trunk preprocessor: added new option "block_mfs" to "steady"
* normalizes the static model
* computes its block decomposition, using topological order
* for each block, computes minimum feedback set of variables
* at this stage, only produces text output (no change in the computation of steady state)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2798 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 15:07:09 +00:00
ferhat 6479edf5a7 - Correction of several bugs
- normalize an equation linear in its endogenous variable
- Chained rule derivatives (necessary to reduce a block to the feedback equations and variables)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2726 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 14:45:23 +00:00
sebastien e96420b3a7 trunk preprocessor: cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2653 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-30 13:05:21 +00:00
sebastien b8a8bd0068 trunk preprocessor: enforce impossibility of mixing deterministic and stochastic statements, even in Sparse/SparseDLL modes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2649 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 11:35:44 +00:00
sebastien 84ba1aff7c trunk preprocessor: use assert() function at several places
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2642 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 16:21:39 +00:00
michel af69c4d6a5 4.1: changed mex LDFLAGS option for compiling *_dynamics.c to make the Dynamic function public.
This most likely makes it unusable for compilers other than gcc


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2632 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-25 13:06:36 +00:00
sebastien b775f1812c trunk preprocessor:
* added support for derivatives of Hessian w.r. to parameters
* added "identification" command which does nothing for the moment, except triggering those derivatives w.r. to params


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2613 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 13:58:15 +00:00
sebastien f7c97fcebe trunk preprocessor: restructuring the way we decide which derivatives to compute
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2610 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 10:48:54 +00:00
sebastien 6dc870727d trunk preprocessor:
* created a distinct expression tree for the static model (thus giving better sharing of sub-expressions and better computation of temporary terms for the static model)
* for that purpose, created StaticModel and DynamicModel classes (ModelTree still persists, but only contains code shared between StaticModel and DynamicModel)
* removed sparse static file (to be later replaced by new algorithm for steady state computation on large models)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2592 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:39:53 +00:00
sebastien 4005d25f25 trunk preprocessor:
* reorganized symbol table so that internally symbols have a unique integer ID (as a result, sparse code is temporarily in a broken state)
* rewritten from scratch ModFile::evalAllExpressions()
* {load,save}_params_and_steady_state moved to NumericalInitialization.{cc,hh}
* fixed bug related to endval block


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2441 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-27 12:19:25 +00:00
sebastien 723b260f9f trunk preprocessor: automatic reindentation of all code with emacs
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2372 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-23 10:59:37 +00:00
sebastien 2495aca72a trunk:
* updated copyright headers of all files modified since January 1st: the copyright notice now encompasses 2009
* fixed various other copyright header issues


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2364 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 14:39:24 +00:00
ferhat 4fe7e3e155 - SymbolGaussElim.cc is discarded from the preprocessor (all simulations are now implemented in simulate)
- Correction in model_info.m

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2358 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-20 22:04:37 +00:00
ferhat b18d8ae275 - forgotten files in the previous upload: MatlabFile.cc and MatlabFile.hh
- temporary terms computed just before the equation where they appeared => important for "evaluated blocks" where temporary terms depend on endogenous computed in the block

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2351 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-02 13:00:43 +00:00
ferhat a0bbe27b95 Load_params_and_steady_state is now a dynare command -> needed to normalize the equations.
-> MatlabFile.cc and MatlabFile.hh are added to dynare in order to read the Mat-File

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2349 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 19:29:17 +00:00
ferhat 487afce68d - corrections of few bugs in local model variable with sparse option
- simplifications of model blocks management in Modeltree
- corrections of the temporary variables management with sparse option

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2341 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-24 15:49:01 +00:00
ferhat 29ca49f885 - Correction of several bugs in sparse_dll
- Pound expressions accepted with sparse option


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2329 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-19 10:24:31 +00:00
sebastien ace3002b72 trunk: added options_ structure to *_results.mat file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2318 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-18 11:14:05 +00:00
sebastien 2134146033 trunk:
* removed obsolete global variables "endval_" and "rplottype_"
* removed duplicate initialization of options_.replic


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2295 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-05 15:34:26 +00:00
sebastien 824c5764e3 trunk: only execute the 'rmpath basename' in Sparse mode
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2294 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-05 11:27:28 +00:00
sebastien 4cfcc6f5c1 trunk preprocessor: save M_ in the _results.mat file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2292 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-05 11:24:57 +00:00
ferhat 26ae037863 - factorization of simulation methods for static m-file
- correction of bugs in resid.m

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2280 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-02 21:29:43 +00:00
sebastien 0a50d6033d trunk preprocessor: removed obsolete global variables
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2272 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-25 14:40:51 +00:00
ferhat 23de7b250a - factorization of simulation methods in dynamic m-file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2266 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-21 17:40:52 +00:00
ferhat f904a1a19d - new Incidence_Matrix class
- lead and lag on exogenous variables
- corrections in dr1_sparse and dr11_sparse
- minor corrections in simulate

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2255 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-14 16:07:47 +00:00
sebastien 8bbc105fba trunk preprocessor: for better compliance with C standard:
* replaced all occurrences of "exit(-1)" by "exit(EXIT_FAILURE)"
* return EXIT_SUCCESS at the end of main()


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2229 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-29 15:33:16 +00:00
sebastien 342f32b59c trunk preprocessor: added option "notmpterms" to dynare command, for disabling temporary terms in static and dynamic files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2226 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-29 15:10:51 +00:00
sebastien ebb0095360 trunk preprocessor: allow zero equation if standalone BVAR estimation
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2170 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 12:52:08 +00:00
sebastien 74fb2cb05f trunk preprocessor:
* fail if no. of equations is different from no. of endogenous (unless ramsey_policy is used)
* more fields in the ModFileStructure class
* cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2121 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-29 10:16:13 +00:00
sebastien 26adb11ae0 trunk: renamed sec2hms.m to dynsec2hms.m (name collision with Matlab package)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2116 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:26:21 +00:00
ferhat 3bcff08e87 - Bugs corrections in deterministic simulation with sparse option
- Check allowed with sparse option
- New command "MODEL_INFO" providing informations about the block structure of the model
- Memory leak corrections

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1993 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 15:06:36 +00:00
sebastien c5069d1896 v4 preprocessor: removed unnecessary round() before call to sec2hms()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1989 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-24 10:41:46 +00:00
sebastien 5ef425857a v4 preprocessor mex: various minor fixed to ensure correct compilation under g++ 4.3
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1906 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-28 11:20:45 +00:00
sebastien e08cad8265 v4: merged Octave branch into trunk
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 18:20:48 +00:00
sebastien 120d412152 v4: dropped Scilab support
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1878 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-16 16:33:28 +00:00
sebastien 7eb6fa3ed1 v4 preprocessor: fixed bug with "order" option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1809 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-24 10:55:26 +00:00
michel ba0b58dfab v4: changing name of preprocessor directory
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1686 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-03 10:28:36 +00:00