Commit Graph

36 Commits (c079ace8c3185fded3fa260e464f15912be1dbd2)

Author SHA1 Message Date
Houtan Bastani 7feb27fe1c estimation: rewrite options output 2012-03-29 16:45:46 +02:00
Houtan Bastani d54e4c4b17 estimation: rewrite prior output 2012-03-29 16:07:01 +02:00
Houtan Bastani 0ca000cdc9 preprocessor: display a summary of preprocessor warnings at the end of a Dynare run 2012-01-30 10:44:14 +01:00
Houtan Bastani 2a2da609c2 ms-sbvar: enforce consecutive chain numbers for markov_switching 2012-01-04 14:42:06 +01:00
Houtan Bastani 7ec25ee27e bug_fix: add initializations for modfilestructure bools 2012-01-04 14:42:06 +01:00
Houtan Bastani 29bead75c9 preprocessor: add set_time command 2011-12-21 12:21:29 +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
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
Sébastien Villemot 551db4a446 Workaround for ticket #157 2011-02-04 12:38:12 +01:00
Sébastien Villemot 25cf12f4f1 Preprocessor: uniformize typedef names (with a "_t" suffix) 2010-09-16 19:00:48 +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
Sébastien Villemot da74e53204 Preprocessor:
* 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
ferhat 46e144ad80 Add new model option no_static : avoid to compute the static model. Useful for models without steady-state.
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 e6f1a53e60 Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3249 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:13:23 +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.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3240 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 15:54:00 +00:00
houtanb fe723f0dab allow for vector <int> to be passed by Bison and modified processing of svar statement accordingly.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3221 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-10 22:49:50 +00:00
sebastien 2f7c327b0e k-order:
* in the preprocessor, fail if k_order_solver given without use_dll
* updated the reference manual, in particular w.r. to the new wiki page on MEX compilation under Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3216 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 11:50:58 +00:00
houtanb 965c743537 swz: svar_identification
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3194 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-04 21:32:19 +00:00
sebastien 494668a167 preprocessor: allow the omission of model block when sbvar or ms_sbvar statement is used
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3169 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-26 17:25:04 +00:00
sebastien ffd9b2d405 preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
sebastien df7bc34379 Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:55:31 +00:00
sebastien 6799dc4301 preprocessor: remove unnecessary stuff ("forecast" has not the same rank than "stoch_simul/estimation/osr/ramsey_policy")
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3062 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:17:27 +00:00
sebastien a56de57637 Various cleanups related to new options "bytecode" and "block"
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2879 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 13:36:56 +00:00
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 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
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 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
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
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 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
sebastien f68dba509d v4 preprocessor:
* renamed TmpSymbolTable to SymbolList (with some clean up by the way)
* removed unused mechanism of alternative variable names in tmp_var_list
* OptionsList: fixed memory leak and bug in clear()


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1785 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-07 13:14:40 +00:00
michel 1618d9533f v4 preprocessor: added provision for local options; used by dynare_sensitivity.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1784 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-05 10:52:58 +00:00
michel 1867caa5b0 v4 preprocessor: adding list of strings as option type
added some options for GSA

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1781 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-04 18:40:20 +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