Commit Graph

798 Commits (c100a04505b1d86fdf77c67697c28c5b9f0de635)

Author SHA1 Message Date
Sébastien Villemot aafff99422 Fix breakage of static file introduced by 8c83135c
In StaticModel, deriv_ids are no longer equal to symb_ids; some parts of the
code were relying on that assumption
2012-12-01 23:32:24 +01:00
Sébastien Villemot b77642d3a9 Remove unused stuff 2012-11-29 18:08:53 +01:00
Sébastien Villemot 8c83135c0f Add derivatives of static model w.r.t. parameters
The new file is <FILENAME>_static_params_derives.m

Closes: #160
2012-11-29 18:07:48 +01:00
Sébastien Villemot b7c1f5ad05 Remove obsolete workaround for Octave 3.2 2012-11-29 16:44:51 +01:00
Sébastien Villemot 90c15ec9ef Add ar option to estimation
Closes: #276
2012-11-29 15:44:06 +01:00
Sébastien Villemot c121aa14b1 Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
Replace them by equivalents in M_ (and an extra one: M_.dynamic).

IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.

We now have the following indentities:

M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Sébastien Villemot 31a13db66a Remove duplicate information in M_.blocksMFS 2012-11-16 17:39:03 +01:00
Sébastien Villemot bf19ab801f Remove duplicate information in M_.blocksEQU 2012-11-16 17:16:40 +01:00
Sébastien Villemot badeec612f Add interface and documentation to model_diagnostics
Closes: #205
2012-11-16 12:34:49 +01:00
Sébastien Villemot 8efb15f0a4 Allow infinite values in threshold_reform option of GSA
Closes: #266
2012-11-16 11:08:49 +01:00
Houtan Bastani ddddb5ad0f console => nodisplay (Completes ticket #282) 2012-11-12 16:48:44 +01:00
Houtan Bastani 3530417cf2 all_values_required keyword for initval and endval 2012-11-06 15:45:08 +01:00
Houtan Bastani a23b497a49 bug fix: none instead of pdf to graph_format 2012-10-31 16:16:45 +01:00
Houtan Bastani df4f82de12 bug fix: remove previous declaration of NONE as token in flex 2012-10-31 15:59:12 +01:00
Michel Juillard 34db22c3bc ms-sbvar: made option final_year optional is using the entire sample 2012-10-24 14:05:54 +02:00
Stéphane Adjemian (Charybdis) 449231a2db Added the possibility to write graph_format=none, in which case the graphs are displayed (provided nograph and nodisplay options are not used) but not saved. 2012-10-17 16:28:36 +02:00
Sébastien Villemot cb34c8708f Fix preprocessor crash when an pre-computed constant equals NaN or Inf 2012-10-01 16:22:38 +02:00
Sébastien Villemot dd0190bba9 Isolate block decomposition code
This should fix some random crashes of the preprocessor
2012-09-28 18:41:18 +02:00
Houtan Bastani 12af7298ef ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization) 2012-09-27 15:32:33 +02:00
Houtan Bastani 868afeb953 ms-sbvar bug fix: store no_create_init as number instead of string 2012-09-26 18:07:49 +02:00
Sébastien Villemot db48078736 Preprocessor interface for multiple graph formats 2012-09-11 14:26:53 +02:00
Sébastien Villemot f58b9b755e Provide dynamic 3rd derivaties for estimation w/ analytic derivation 2012-08-08 15:34:43 +02:00
Sébastien Villemot 2b8869d614 Compute static hessian for estimation w/ analytic derivation 2012-08-08 12:42:02 +02:00
Sébastien Villemot a32d23529c Remove FlexLexer.h; rather copy it from /usr/include when flex is run 2012-08-06 18:52:06 +02:00
Michel Juillard 9d224dba1f removing preprocessor check about pruning at 3rd order 2012-08-01 10:01:59 +02:00
Sébastien Villemot 5657dc8228 Amend the workaround for ticket #35, so that shocks+endval+simul can looped over 2012-07-30 17:01:42 +02:00
Sébastien Villemot 48672ad10f Preprocessor: handle underflows and overflows as MATLAB and Octave do
i.e. don't fail when they happen and instead return 0 or Inf
2012-07-12 12:46:22 +02:00
Stéphane Adjemian (Charybdis) c850f03be3 Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose). 2012-07-11 18:26:22 +02:00
Sébastien Villemot 0e5fed4bad Allow back "dr" in variable names 2012-07-02 10:11:32 +02:00
Ferhat Mihoubi 4488357f59 Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
Sébastien Villemot 6bff503aca Fix option simul_replic 2012-06-26 17:01:13 +02:00
Houtan Bastani 20f2c1760b preprocessor: add @#ifndef directive 2012-06-26 15:12:31 +02:00
Houtan Bastani ebc7a783bd fix bug with @#ifdef in macroprocessor 2012-06-26 14:50:16 +02:00
Michel Juillard 540fb1be48 fixing bug in discretionary_policy and implementing option solve_maxit 2012-06-19 14:08:45 +02:00
Houtan Bastani 12980236dc preprocessor: require instruments option for discretionary_policy 2012-06-19 12:07:21 +02:00
Sébastien Villemot 354efdc803 Preprocessor: fixes for identification and dynare_sensitivity 2012-06-15 15:35:00 +02:00
Sébastien Villemot 808dade20f Fix nograph, nodisplay and graph_format for identification and dynare_sensitivity 2012-06-15 11:06:07 +02:00
Sébastien Villemot 8bbc3b2453 Allow nograph, nodisplay and graph_format in identification 2012-06-15 10:30:53 +02:00
Sébastien Villemot bbc6cba4a3 Macroprocessor: mention @#ifdef in error messages 2012-06-13 18:40:12 +02:00
Sébastien Villemot 8fe2eb23b9 New option simul_replic in preprocessor and documentation 2012-06-11 11:53:55 +02:00
Sébastien Villemot 89ed599c01 Fix unitialized variable 2012-06-09 10:24:09 +02:00
Sébastien Villemot c079ace8c3 Remove various compiler warnings 2012-06-08 19:06:03 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Sébastien Villemot a87cac34ca Preprocessor iface to extended_path 2012-06-08 17:36:32 +02:00
Sébastien Villemot b7538ad315 Always compute hessian when analytic_derivation is set 2012-06-08 11:47:10 +02:00
Sébastien Villemot edca74659e Preprocessor iface and doc for nodisplay and graph_format
Closes: #216
2012-06-07 18:29:30 +02:00
Sébastien Villemot 00f526dbb7 Generate derivs wrt params when anaytic_derivation=1 2012-06-07 15:33:43 +02:00
Houtan Bastani 1c2bc9120a config file: only allow GlobalInitFile option to hooks block, one more error check 2012-06-07 13:45:50 +02:00
Stéphane Adjemian (Charybdis) 8dc1b9037d Fixed bug in conditional forecasts (wrong indexing of the controlled variables). 2012-06-07 11:07:22 +02:00
Sébastien Villemot 0caaeddb46 Merge remote-tracking branch 'ferhat/master' 2012-06-06 17:09:27 +02:00