Commit Graph

798 Commits (c100a04505b1d86fdf77c67697c28c5b9f0de635)

Author SHA1 Message Date
Houtan Bastani 1e78d70659 preprocessor: add data command 2011-12-21 12:21:29 +01:00
Houtan Bastani 29bead75c9 preprocessor: add set_time command 2011-12-21 12:21:29 +01:00
Michel Juillard edd95a94c8 added options_.sub_draws in estimation for controlling the number of draws used in
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
2011-12-15 17:35:26 +01:00
Sébastien Villemot 4e0801a92d Preprocessor: fix forecast command
It was broken since the renaming of forecast.m in
8f1326e2f8
2011-12-14 10:35:25 +01:00
Sébastien Villemot 7c6446032f Preprocessor: delete _steadystate2.m file from previous run if exists
Closes: #224
2011-11-25 15:13:16 +01:00
Michel Juillard e2569f6b6a fixed "clear global" for Octave 2011-11-22 22:09:13 +01:00
Michel Juillard 2ac0e89014 another work-around for Octave 3.2 bug with "clear all" 2011-11-21 15:03:19 +01:00
Michel Juillard 61cd43b3be unit_root_vars now sets the options_.diffuse_filter and options_.steadystate.nocheck 2011-11-20 20:16:02 +01:00
Michel Juillard 7840dbbb77 use "clear -all" instead of "clear all" when running under Octave 2011-11-20 14:48:01 +01:00
Michel Juillard e1856be59b fixing problems for computing steady state in ramsey policy 2011-11-14 21:59:39 +01:00
Michel Juillard 9c3551bcb8 ms-sbvar: adding missing case for linear restriction 2011-11-07 15:47:16 +01:00
Michel Juillard 82d3c76ebb ms-sbvar: correcting bugs in specification of linear restrictions 2011-11-07 12:26:20 +01:00
Michel Juillard f85c43d8f0 ms-sbvar: fixing more bugs in linear restrictions 2011-11-06 17:45:19 +01:00
Michel Juillard 8a885f3468 ms-sbvar: fixing bug in linear restrictions 2011-11-05 21:36:36 +01:00
Sébastien Villemot 168f5589a4 Fix compilation error in preprocessor
Error introduced in ca10372607
2011-10-29 12:22:14 +02:00
Ferhat Mihoubi 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
Sébastien Villemot 28c099bfe0 Fixed bug introduced in ce9fe30a7a
The auxiliary variable type for Lagrange multipliers had been incorrectly
modified
2011-10-28 07:50:40 +02:00
Houtan Bastani ce9fe30a7a Remove unused expectation syntax 2011-10-26 14:30:47 +02:00
Houtan Bastani 8121bd32ba MS-SBVAR: argument check for ms_compute_probabilities 2011-10-26 11:33:18 +02:00
Sébastien Villemot 0fbcc7378e aux vars: update C++ comment to reflect last changes 2011-10-21 16:56:13 +02:00
Michel Juillard 117996c881 code simplification after commit 9425b36358 2011-10-20 20:40:15 +02:00
Michel Juillard 9425b36358 fixing problems related to auxiliary variables 2011-10-19 12:47:15 +02:00
Sébastien Villemot ddc029394c Clean-up last remnants of unit_root_vars (Closes: #167) 2011-10-14 16:22:47 +02:00
Ferhat Mihoubi 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
Michel Juillard e2dd3cb88f fixing more problems with steady state refactoring 2011-10-13 17:14:41 +02:00
Michel Juillard e92c54ae3a ms-sbvar: correcting bug introduced in commit 90e4d40272 2011-10-13 13:34:28 +02:00
Michel Juillard ee7078e56c factoring out steady-state computations; steady_state_model now
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00
Michel Juillard 90e4d40272 ms-sbvar: introduced more general restriction syntax for
identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
Sébastien Villemot 99da257ec3 Merge remote-tracking branch 'houtanb/master' 2011-10-12 17:47:18 +02:00
Ferhat Mihoubi b932615ff4 updates normalizeEquation() to deal with abs, sign (Ticket #200) and trigonometric functions. 2011-10-12 15:03:05 +02:00
Ferhat Mihoubi fe1af9d985 The recursive equations are merged in a recursive block only if they are all backward looking or all forward looking but not both 2011-10-12 14:58:29 +02:00
Ferhat Mihoubi 739f86945c Cleans the messages displayed 2011-10-12 14:45:53 +02:00
Houtan Bastani c73d179f4d preprocessor: remove unused token 2011-10-10 16:56:46 +02:00
Michel Juillard 03693621dd write Latex model: added automatic line breaks with breqn Latex package 2011-10-09 18:24:39 +02:00
Houtan Bastani 385871957e MS-SBVAR: remove estimation_file_tag option 2011-10-07 11:57:53 +02:00
Michel Juillard 762f31bafd preprocessor, auxiliary variables: fixes ordering issue introduced in
347ab4d0c0 and corrects the earlier
ordering problem.
2011-09-28 22:11:44 +02:00
Michel Juillard 4142aec799 Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2011-09-25 20:22:06 +02:00
Michel Juillard 347ab4d0c0 preprocessor: modified order of auxiliary variables definitions 2011-09-25 20:21:30 +02:00
Ferhat Mihoubi dca37b0349 Correct a bug related to the number of minimum feedback variables reported during the preprocessing step 2011-09-20 15:02:27 +02:00
Ferhat Mihoubi 3d1a0c2652 block-Kalman filter is now available when block option is used 2011-09-20 14:18:31 +02:00
Stéphane Adjemian (Scylla) bcf4fbfeff Changed the output of the preprocessor according to commit 9c0cfe4200029f60af18cec34e3efc220a00b7d6 (change in the calling sequence
of the check command).
2011-09-17 12:53:38 +02:00
Sébastien Villemot 8373f0b9a4 Merge remote-tracking branch 'ferhat/master' 2011-09-16 16:21:10 +02:00
Ferhat Mihoubi b824789d57 Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver. 2011-09-16 16:16:14 +02:00
Houtan Bastani f3a1599d6d svar: constants is not yet supported 2011-09-15 18:15:54 -04:00
Houtan Bastani ee8da2b1c9 MS-SBVAR: add specification option 2011-09-15 18:03:39 -04:00
Houtan Bastani b62c50bc0f aesthetic fix 2011-09-15 18:03:30 -04:00
Houtan Bastani 7d0a55cbf7 MS-SBVAR: change syntax for proposal_type option 2011-09-15 18:03:22 -04:00
Houtan Bastani 6d59190df9 MS-SBVAR: support xls datafile 2011-09-15 18:03:12 -04:00
Houtan Bastani ab7003f8c8 MS-SBVAR: change default for drop option 2011-09-15 18:02:48 -04:00
Houtan Bastani 85d56423ab fix typo 2011-09-15 18:02:38 -04:00
Houtan Bastani 3d8ccd07c4 MS-SBVAR: add keywords for freq option 2011-09-15 18:02:07 -04:00
Houtan Bastani 9b3ca2b663 MS-SBVAR bugfix: allow data_obs_nbr to accept an int argument 2011-09-14 15:04:26 -04:00
Houtan Bastani ba071a0a55 MS-SBVAR bugfix: reinitialize drop if necessary 2011-09-14 14:28:28 -04:00
Houtan Bastani f1dc2c5157 MS-SBVAR bug fix: options_.ms.mh_replic instead of options_.mh_replic and options_.ms.drop instead of options_.drop 2011-09-14 14:28:21 -04:00
Houtan Bastani d033956c52 remove unused option 2011-09-14 12:04:47 -04:00
Houtan Bastani 8747d91d98 MS-SBVAR: fix processing for ms_estimation 2011-09-14 11:53:45 -04:00
Houtan Bastani 4b176e4054 remove unused token 2011-09-14 11:53:45 -04:00
Houtan Bastani 6c3d13da09 remove unused varlist option 2011-09-14 11:53:45 -04:00
Houtan Bastani 75e57f4c18 MS-SBVAR: change bayesian_prior to no_bayesian_prior and remove argument 2011-09-14 11:53:45 -04:00
Houtan Bastani f550c79570 MS-SBVAR: remove arguments to cross_restrictions and contemp_reduced_form 2011-09-14 11:53:45 -04:00
Houtan Bastani da8fabf43c remove upper/lower_cholesky options from ms_estimation and sbvar 2011-09-13 11:45:42 -04:00
Houtan Bastani 3130cc3756 remove load_mh_file option from ms-sbvar code 2011-09-12 16:29:57 -04:00
Houtan Bastani ee84c481d5 sbvar: deprecate restriction_fname 2011-09-09 13:27:01 -04:00
Sébastien Villemot 1b4dcdd7f1 Allow non-integer values for hp_filter parameter 2011-09-08 17:29:49 +02:00
Houtan Bastani 5f3290f7a4 bugfix: sign operator for compiled static file 2011-08-30 16:12:00 +02:00
Houtan Bastani 4674d3a982 ms-sbvar: change error_bands option to no_error_bands as the default is on 2011-08-23 13:43:24 +02:00
Houtan Bastani 426682d632 cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file 2011-08-19 16:59:18 +02:00
Houtan Bastani 65d05f1a31 remove unused variables from preprocessor 2011-08-19 16:59:12 +02:00
Houtan Bastani 18bd51952f output derivatives of static model when identification is present (closes #127) 2011-08-19 16:58:44 +02:00
Houtan Bastani 7357a23114 output mex file for static model (closes #183) 2011-08-19 16:57:27 +02:00
Sébastien Villemot d05d1f878b Merge remote-tracking branch 'houtanb/master' 2011-08-17 15:55:24 +02:00
Houtan Bastani 0da1aab3a8 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Ferhat Mihoubi dfec70bcfd correct a bug during the state variables detection 2011-08-11 14:15:51 +02:00
Houtan Bastani 8ac06f9319 MS-SBVAR: reinitialize options before calls to mssbvar functions 2011-08-10 18:23:01 +02:00
Houtan Bastani 0f001abbe4 MS-SBVAR: input options that allow code to be called with previous output files 2011-08-10 18:22:53 +02:00
Houtan Bastani 64ba641add bug fix: add parenthesis around STEADY_STATE output in case it contains an expression 2011-08-08 18:49:18 +02:00
Houtan Bastani 588ecee275 MS-SBVAR: preprocessor bug fixes 2011-08-04 00:40:26 +02:00
Houtan Bastani 9ac3d6800d MS-SBVAR: bug fix 2011-08-03 11:10:57 +02:00
Michel Juillard 54b813d3d7 MS-SBVAR: correcting bug in handling of exclusion of constants. Changed options_.ms.Qi and options_.ms.Ri from 3 dimension arrays into cellarray of matrices. 2011-08-02 10:49:50 +02:00
Michel Juillard 6f406ffca1 bug correction for exculsion_constants 2011-08-01 10:50:07 +02:00
Michel Juillard ac93cd0897 added possibility to do conditional forecast with a calibrated model + bug correction + new test file 2011-07-30 20:19:15 +02:00
Michel Juillard 5cd7ef323e adding "exclusion constants" to svar identification 2011-07-29 18:11:50 +02:00
Houtan Bastani 46e0873eef remove writing of getPowerDeriv M function from block code functions 2011-07-25 10:21:02 +02:00
Michel Juillard f5e453343f adding creation of <fname>_set_auxiliary_variables.m containing recursive definition of auxiliary variables 2011-07-24 20:56:30 +02:00
Houtan Bastani 509cc15191 bug fix: getPowerDeriv not accessible from modfile.m 2011-07-19 14:35:35 +02:00
Michel Juillard a25454bedd MS-SBVAR: corrected bug in COEFFICIENTS_PRIOR_HYPERPARAMETERS option 2011-07-14 21:10:01 +02:00
Houtan Bastani 0ec30956c7 add irf_shocks option to estimation 2011-07-12 16:32:37 +02:00
Michel Juillard 0baa7d7ae9 ms-sbvar: adding coefficients_prior_hyperparameters option to SBVAR 2011-07-12 14:31:19 +02:00
Michel Juillard ad2bfdf1de ms-sbvar: correcting bug with restriction of lagged variables 2011-07-12 14:30:07 +02:00
Houtan Bastani 166c9bfa1c dynare_sensitivity: added new options 2011-07-08 11:12:13 +02:00
Houtan Bastani bf85614668 fix typo 2011-07-07 15:15:44 +02:00
Houtan Bastani 3a2d740732 preprocessor: remove initialization of option to make conisistent 2011-06-23 11:53:15 +02:00
Houtan Bastani d4d25d82d9 preprocessor: add identification option lik_init 2011-06-23 11:13:35 +02:00
Sébastien Villemot 69ddfadde9 Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree 2011-06-22 11:56:07 +02:00
Sébastien Villemot ae76a8f842 Preprocessor: fix crash when no computational task is required 2011-06-22 11:34:38 +02:00
Ferhat Mihoubi 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
Michel Juillard 597a4b92a0 discretionary_policy: fixing bug in preprocessor requirements 2011-06-18 06:53:00 +02:00
Sébastien Villemot ff6ae323a6 Build system: add boost includes for macroprocessor 2011-06-13 10:23:55 +02:00
Houtan Bastani 6844e2bef7 Allow commandline defines with string values 2011-06-10 13:25:16 +02:00
Sébastien Villemot 36794edd43 Merge remote-tracking branch 'ferhat/master' 2011-06-10 12:45:52 +02:00
Ferhat Mihoubi e38618127b - correction of the bug in normalization process for expressions of the form a^x (Ticket #186)
- If a case is not handled, the equation is supposed to be impossible to normalize.
- comments added to describe the normalization process
2011-06-10 12:41:21 +02:00
Houtan Bastani 80dbd45ac8 external_function: bug fix in writeParamsDerivativesFile, writeDynamicModel and writeStaticMFile 2011-06-10 11:09:43 +02:00
Sébastien Villemot 45a566345a Preprocessor: fixed bug with native MATLAB statements (for example something
like "x = { 'foo' 'bar' };" was incorrectly passed on to MATLAB)
2011-06-09 15:15:16 +02:00
Houtan Bastani dbf57b37e2 ParallelDynare: set weights for all nodes in preprocessor 2011-06-09 14:44:58 +02:00
Michel Juillard d07d2ebf77 MS-SBVAR: updating options for command SBVAR 2011-06-03 14:06:15 +02:00
Houtan Bastani 09df8bcf77 clean up sbvar code 2011-05-31 16:07:05 +02:00
Houtan Bastani 1487147ba0 removed extraneous flag 2011-05-30 17:46:35 +02:00
Houtan Bastani 2b2de22956 bug fix: add sbvar options back to global_initialization 2011-05-30 17:46:11 +02:00
Michel Juillard 82600953f1 MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions. 2011-05-30 15:54:46 +02:00
Michel Juillard ef38fb951d updating one comment 2011-05-27 22:09:54 +02:00
Michel Juillard 8c9127adda numbering names of Lagrange multipliers from 1 instead of 0: MULT_1, MULT_2,... 2011-05-24 16:02:42 +02:00
Michel Juillard 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
Houtan Bastani 2cc8e061e6 preprocessor: added dynare_sensitivity option 2011-05-23 11:20:24 +02:00
Houtan Bastani 7f374f491f SWZ: updates for irf, forecast and variance decomposition mex calls 2011-05-20 14:34:26 +02:00
Houtan Bastani 074b6acb7d SWZ: changes for new code 2011-05-13 17:23:41 +02:00
Houtan Bastani 69f3895938 cosmetic change 2011-05-11 11:58:33 +02:00
Michel Juillard fb68592592 correcting bug in forcing real values for complex elements of Jacobian in static model 2011-05-11 07:32:00 +02:00
Sébastien Villemot a25a0997d9 Preprocessor: adopt a more consistent behavior when no computing task is requested 2011-05-03 11:28:43 +02:00
Houtan Bastani 4b1ea6ae4e identification: add new options 2011-04-29 11:51:18 +02:00
Sébastien Villemot 055104704e Preprocessor: tentative fix for testsuite crash in block/bytecode 2011-04-28 10:41:43 +02:00
Sébastien Villemot 7bc92541ad Preprocessor: cosmetic change 2011-04-28 10:39:59 +02:00
Houtan Bastani 90916c2359 dynare_sensitivity interface: remove unused option 2011-04-27 14:33:50 +02:00
Sébastien Villemot 9ef3a2796c Preprocessor: use NaN() for initializing vector of parameters 2011-04-27 12:07:13 +02:00
Houtan Bastani f027679045 dynare_sensitivity: removed unused option trans_ident from preprocessor 2011-04-27 08:40:46 +02:00
Houtan Bastani b86224199d dynare_sensitivity interface: bug fix 2011-04-22 11:35:05 +02:00
Houtan Bastani 595171a02b identification: added advanced and max_dim_cova_group to the preprocessor 2011-04-20 12:14:47 +02:00
Houtan Bastani 39e396fe12 bug fix: allow use of external functions with model local variables 2011-04-12 16:42:56 +02:00
Houtan Bastani 26d5534320 fixed typo 2011-04-12 16:42:55 +02:00
Houtan Bastani a966eeb99f bug fix: writeOutput calls from within writeOutput were losing tef_terms info 2011-04-12 16:42:55 +02:00
Houtan Bastani aff5629736 bug fix: nonstationary vars and tex names 2011-04-08 13:37:05 +02:00
Houtan Bastani 865dcb57f8 IRF: add an option to limit the exogenous shocked in the computations (ticket 114) 2011-03-31 17:04:16 +02:00
Houtan Bastani c42c675075 implement the possibility of passing macro-processor defines on the command-line (ticket 171) 2011-03-29 18:18:46 +02:00
Houtan Bastani 3e92f41079 ramsey_policy: allow discount factor to be an expression 2011-03-29 18:18:32 +02:00
Houtan Bastani 330b11ba48 code cleanup 2011-03-28 11:34:42 +02:00
Houtan Bastani 161647922c Implement explicit writing of first order conditions of Ramsey problem (ticket #5) 2011-03-24 17:17:15 +01:00
Houtan Bastani 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
Houtan Bastani c4dfb41f5c bug fix: in cloning binary op node, were losing the order of the power deriv 2011-03-23 11:36:46 +01:00
Houtan Bastani 8cf247e26a fixed typo 2011-03-22 10:38:58 +01:00
Sébastien Villemot ae7494efa6 Remove deprecated 'simul_seed' option from manual and MOD-file grammar 2011-03-21 12:54:25 +01:00
Ferhat Mihoubi c3d653b623 Check for varexo_det declaration and simul command incompatibility in the same mode-file 2011-03-18 12:47:06 +01:00
Ferhat Mihoubi 31b6c08347 Correct a bug when the model contains deterministic exogenous variables and bytecode option is used.
Note that stochastic simulations do not work for the moment with block option.
2011-03-18 01:09:20 +01:00
Michel Juillard 14e5bbcad7 adding syntax checks for discretionary_policy in the preprocessor 2011-03-17 20:13:09 +01:00
Michel Juillard 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
Michel Juillard e029d46697 adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00
Michel Juillard 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
Houtan Bastani 07f47f045e ParallelDynare: add node weights to Members option 2011-03-11 18:31:04 +01:00
Houtan Bastani b2b507110e ParallelDynare: add operatingSystem option 2011-03-11 17:50:09 +01:00
Houtan Bastani c5d272bb9f fix typo 2011-03-08 19:06:04 +01:00
Sébastien Villemot 796af7ee59 Preprocessor: added model local variable definitions to parameter derivative file 2011-03-07 11:59:12 +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
Houtan Bastani 3b0f6c781a fixed error message 2011-03-03 15:24:59 +01:00
Houtan Bastani dd6159d791 SWZ: remove instances of swz throughout 2011-02-22 15:06:38 +01:00
Sébastien Villemot e76dfadc78 Preprocessor: avoid name clashes with model local variables 2011-02-21 18:26:23 +01:00
Sébastien Villemot 056dfeb169 Preprocessor: fix bug introduced in 412e8a7da0
The transpose sign (single quote) was no longer recognized in native statements
2011-02-21 16:31:51 +01:00
Sébastien Villemot 12c92ee92e Preprocessor: fix bug in parameter derivatives file 2011-02-21 12:43:11 +01:00
Sébastien Villemot 412e8a7da0 Preprocessor: fix problem with "%" sign inside string in native statements 2011-02-21 11:33:22 +01:00
Sébastien Villemot 89b5022f9b Preprocessor: more explicit error message when users enter invalid floating
point numbers (like "1e-10000")
2011-02-16 11:08:40 +01:00
Michel Juillard e5d9a7eb42 corrected bug for options_.kalman_tol and increased its default value to 1e-10 2011-02-10 18:48:08 +01:00
Michel Juillard 6ad29c9879 SWZ: fixing options vlistlog and vlistpercentage 2011-02-09 06:29:21 +01:00
Sébastien Villemot 115050456a Bytecode DLL: remove warning about incorrect type assignment 2011-02-07 12:38:04 +01:00
Sébastien Villemot ca52f1a323 Preprocessor: fix error message for conditional_forecast_paths 2011-02-07 11:51:13 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot f4557cb195 Reindentation of the preprocessor 2011-02-04 16:25:38 +01:00
Sébastien Villemot 551db4a446 Workaround for ticket #157 2011-02-04 12:38:12 +01:00
Ferhat Mihoubi 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
Ferhat Mihoubi 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
Ferhat Mihoubi 37efe120fa Allows for block decomposition if "simul" command is not present in the mod file. 2011-01-31 09:58:13 +01:00
Sébastien Villemot 7c65bceb0e Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments (closes #37) 2011-01-26 13:55:01 -05:00
Michel Juillard 2985413ac6 modified syntax for estimation option plot_priors + addition to manual 2011-01-21 17:04:00 +01:00
Michel Juillard 89c332fdd6 adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed. 2011-01-18 19:31:59 +01:00
Sébastien Villemot 23d797d214 Preprocessor: minor refactoring of ParsingDriver::add_model_var_or_external_function 2011-01-13 19:10:16 +01:00
Sébastien Villemot 572f71881a Preprocessor: add "noreturn" attribute to ParsingDriver::error, to remove some warnings about unitialized variables 2011-01-13 19:04:40 +01:00
Sébastien Villemot 044e3a963b Preprocessor: remove some warnings about comparison of signed with unsigned integers 2011-01-13 19:03:55 +01:00
Sébastien Villemot 6f93b18802 Fix bug in histval with exogenous variables in a stochastic setup 2011-01-13 18:18:57 +01:00
Sébastien Villemot 9c6d65bc0a Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128) 2011-01-13 18:08:26 +01:00
Sébastien Villemot a6a4b3bc28 Preprocessor: no longer use assert(false) as a way of marking impossible cases 2011-01-13 15:52:44 +01:00
Sébastien Villemot 92b1451c70 Removed remnants of calib commands 2011-01-10 12:25:42 +01:00
Michel Juillard 05b9c70ae8 removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method. 2011-01-04 10:16:38 +01:00
Ferhat Mihoubi ca05db33db - For static model considers two different management cases for temporary terms: one for an evaluated model and another for a simulated model 2010-12-31 16:46:09 +01:00
Ferhat Mihoubi f46f1831f6 Stores the first order derivatives in the TEFD matrix, when derivatives are computed with a different external function (useful only for printing the model equations) 2010-12-31 16:26:25 +01:00
Sébastien Villemot fa37a6c0a2 getPowerDeriv: workaround for MS Visual Studio 2010-12-22 13:50:13 +01:00
Houtan Bastani a11817cfa4 k-order: added support for m-files, added tests and modified manual 2010-12-22 09:48:05 +01:00
Houtan Bastani 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
Michel Juillard e6da2849c8 preprocessor: Matlab function getPowerDeriv should not be terminated by 'end' because neither _static nor _dynamic are 2010-12-21 20:42:35 +01:00
Ferhat Mihoubi 129d404eb8 - The binary operator oDerivPower is implemented in bytecode 2010-12-17 18:54:03 +01:00
Ferhat Mihoubi d8dbc68e84 - The function getPowerDeriv must end with an "end" instruction 2010-12-17 18:54:02 +01:00
Houtan Bastani 3faaad7335 parallel: removed warning and clarified error message 2010-12-17 12:16:27 +01:00
Houtan Bastani e6b0e50aac parallel: SingleCompThread bug fix 2010-12-17 12:03:37 +01:00
Houtan Bastani 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
Sébastien Villemot d9b9360a81 Preprocessor: no longer use boost::graph::GraphvizDigraph class, removed in Boost 1.44 (closes #155) 2010-12-13 14:23:04 +01:00
Ferhat Mihoubi 667a25ce9e - Bug correction during the block decomposition: the models' graph was ill oriented before the search of strong components 2010-12-10 15:11:12 +01:00
Ferhat Mihoubi 97664607b2 - external functions are compatible with block decomposition and/or bytecode 2010-12-10 12:06:50 +01:00
Michel Juillard dfbd10a524 added choice of parameter set to shock_decomposition. This corrects a bug when shock_decomposition is requested after Metropolis iterations. 2010-12-08 13:02:59 +01:00
Houtan Bastani 641f03b8d0 fixed bug that would force node sharing when two or more expectation operators had the same expression but different information sets 2010-12-08 12:29:47 +01:00
Sébastien Villemot d4520da481 Preprocessor: fix bug with varexo_det in conjunction with USE_DLL 2010-12-08 11:33:20 +01:00
Sébastien Villemot 8b9d0e91b5 Preprocessor: delete remaining dynamic.m file when using USE_DLL 2010-12-08 11:32:13 +01:00
Sébastien Villemot 33dee34214 MOD files ending with @#endif/@#endfor but no newline now work (closes #73) 2010-12-06 17:59:30 +01:00
Sébastien Villemot a9b4331a95 Bugfix at order 3 (hopefully was not affecting final results, thanks to Pablo Winant for spotting this):
- 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
Ferhat Mihoubi 88cdf0193c - Correction of a bug in the Jacobian Matrix computation for a non block-decomposed model using bytecode 2010-11-25 16:11:22 +01:00