4ea52066b9
preprocessor: simplify a5590f7917
2016-05-19 12:10:19 +02:00
a5590f7917
preprocessor: fix bug in debian compilation
2016-05-19 12:06:53 +02:00
6b7a77d5a9
preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187
2016-05-18 12:26:19 +02:00
253e6c8dfb
Revert "Revert "preprocessor: add option no_2nd_order_params_derivs. #1187""
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This reverts commit c496d6f5ca
2016-05-18 10:34:45 +02:00
42895ce32c
Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
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This reverts commit 6192a6a776
2016-05-18 10:33:45 +02:00
6192a6a776
preprocessor: add params_derivs_order to identification and sensitivity. #1187
2016-05-17 17:18:16 +02:00
4b71593b3c
preprocessor: fix typo
2016-05-17 15:42:23 +02:00
c496d6f5ca
Revert "preprocessor: add option no_2nd_order_params_derivs. #1187"
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This reverts commit 024586fbb1
2016-05-17 15:37:46 +02:00
308828aa95
Revert "preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187"
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This reverts commit 1442f83037
2016-05-17 15:37:29 +02:00
626f8af374
preprocessor: add analytic_derivation_mode option to identification and sensitivity. #1187
2016-05-17 15:32:51 +02:00
7c00ae723e
preprocessor: add analytic_derivation option to identification and sensitivity. #1187
2016-05-17 12:43:05 +02:00
1442f83037
preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187
2016-05-13 10:48:49 +02:00
024586fbb1
preprocessor: add option no_2nd_order_params_derivs. #1187
2016-05-12 14:40:28 +02:00
9d26ab46e9
preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187
2016-05-12 12:02:34 +02:00
a4b6dfa3f3
preprocessor: interface for osr_params_bounds. #948
2016-05-10 18:01:00 +02:00
d5dff28704
preprocessor: fix bug introduced in c9ca46f228. Further simplify ParsingDriver::declare_nonstationary_var(). Closes #1184
2016-05-09 16:10:04 +02:00
25121bca4f
fix copyright dates
2016-05-04 16:05:31 +02:00
800d79d6e5
add option colormap for shocks_decomposition
2016-04-15 09:02:53 +02:00
de567377c3
adding groups of shocks for shock_decomposition
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consistency checks, documentation and test case
are still missing
2016-04-15 09:02:53 +02:00
f6806bf8b8
fixed issue with auxiliary variables and external function
2016-04-09 09:23:17 +02:00
056548ba76
Merge pull request #1152 from JohannesPfeifer/headers
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Cosmetic changes to various function headers
2016-04-08 23:29:16 +02:00
3af546fa7a
simplify writing of auxiliary variables definitions
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This will fail if external function are used in
auxiliary variables definition
2016-04-08 09:33:57 +02:00
cffef33543
fixed bug with external function introduced in the
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refactoring to the _static file
2016-04-07 18:27:44 +02:00
1628f01fdb
fixing problems with Ramsey policy and auxiliary variables
2016-04-04 17:11:03 +02:00
911d2c3d33
build full static model for analytical derivatives
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estimation code
2016-04-01 18:45:19 +02:00
c2a1975194
skipt expectation operator in substitution of auxiliary variables
2016-04-01 18:45:19 +02:00
2313f20a35
completing replacement of auxiliary variables in static model
2016-04-01 18:45:19 +02:00
5199638b3a
replacing auxiliary variables by their definition
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in static model. Doesn't work right yet.
2016-04-01 18:45:19 +02:00
7ce07c9abd
put orig_eq_nbr and ramsey_eq_nbr in mod_file_struct
2016-04-01 18:45:19 +02:00
f37d3afb14
Add headers for param_derivs-files
2016-03-29 15:57:49 +02:00
d1a2b21639
Fix :
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"Bytecode does not enforce positivity constraint on irreversible investment model #439 "
when block model option is used.
When cutoff is set to 0 the block decomposition is performed on the incidence matrix instead of the static Jacobian matrix. This correction avoids to use derivatives on logical operators that are always equal to 0.
2016-03-25 15:38:49 +01:00
369d8dd7a4
Allow prefilter_decomposition as option if calib_smoother
2016-03-23 10:31:10 +01:00
452dfa6a7b
Fix wrong initialization of trend_coeff in preprocessor/ComputingTasks.cc
2016-03-23 10:06:19 +01:00
61e6e80b5a
Allow irf_shocks in DSGE-VAR models.
2016-03-22 16:04:33 +01:00
0ba7dc6d16
Merge pull request #1130 from JohannesPfeifer/dataset_info
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Save dataset_info in results.mat if it exists
2016-03-18 14:30:09 +01:00
939ac02bad
fix copyright dates
2016-03-15 12:45:57 +01:00
2643bfaa40
Fix compatibility with Flex 2.6.
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In Flex 2.6, the C++ scanner changed. yyout is now a reference (and no
longer a pointer).
2016-03-14 16:28:24 +01:00
f60945facc
fix copyright dates
2016-03-11 16:22:42 +01:00
f86ac5ae66
preprocessor: allow for changing planner_discount in .mod file. closes #1092
2016-03-11 15:56:34 +01:00
1b203a3755
Save dataset_info in results.mat if it exists
2016-03-11 15:29:12 +01:00
127637ffd6
Merge branch 'temporary_terms'
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Do not evaluate unnecessary temporary variables (for instance those
used in the evaluation of the jacobian matrix when we only compute the
residuals of the dynamic equations).
2016-03-09 17:53:58 +01:00
38b21feb3e
build system: cosmetic typo fix
2016-03-09 16:53:57 +01:00
d4195ae624
build system: fix typo
2016-03-08 18:06:45 +01:00
d331cf5a7a
Fixed extended path.
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- Removed call to make_ex_,
- Fill oo_.exo_simul in extended path routine,
- Do not update oo_.exo_simul after the call to the extended path routine,
- Cosmetic change.
(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
c9ca46f228
preprocessor: allow arbitrary partitioning of variables (removes long_name keyword)
2016-02-26 16:47:17 +01:00
458cfc4fc6
preprocessor: initialize xref structure and use indices. closes #1125
2016-02-23 14:32:48 +01:00
8c2e6655f1
preprocessor: introduce new option compute_xrefs, #1125
2016-02-23 13:57:55 +01:00
f546368252
preprocessor: print reverse references (param->eqs, endo->eqs, exo->eqs, exo_det->eqs)
2015-12-18 17:13:50 +01:00
4976b2b335
preprocessor: add equation cross references
2015-12-18 15:17:32 +01:00
1b22cb0df1
preprocessor: remove unused structure
2015-12-18 12:35:32 +01:00
Houtan Bastani
Michel Juillard
Stéphane Adjemian
Johannes Pfeifer
Ferhat Mihoubi
Johannes Pfeifer
Sébastien Villemot