Commit Graph

1057 Commits (dd1e19ca36c8f1de52419beb3b42db6c19d18020)

Author SHA1 Message Date
Sébastien Villemot d1958e453c Forbid use of 'identification' with exogenous deterministic variables.
Closes #664
2014-07-30 17:28:45 +02:00
Sébastien Villemot 1123cb2b9e Fix equation number associated to Ramsey Lagrange multipliers in M_.aux_vars.
Closes #695
2014-07-18 12:44:15 +02:00
Sébastien Villemot 9b5a09958c Fixes to make install.
- fix DESTDIR for preprocessor and MEX files (it was duplicated)
- don't install libdynare++.a
2014-07-18 12:15:36 +02:00
Houtan Bastani 8d2b79a224 make install, closes #576 2014-07-16 16:18:06 +02:00
Sébastien Villemot 46a0edb9b3 Better error message when block option when a variable does not appear at current period. 2014-07-15 17:32:12 +02:00
Sébastien Villemot cebed5435f Clarify error message for external functions misuse in model block.
Thanks to Johannes Pfeifer.
2014-07-15 16:54:30 +02:00
Sébastien Villemot 939fb78624 Merge pull request #663 from JohannesPfeifer/master
Bugfix and cosmetic fix
2014-07-01 17:56:48 +02:00
Sébastien Villemot 31a1426277 More explicit error message when using the derivative of an external function in the model block.
Closes #678
2014-07-01 17:41:37 +02:00
Stéphane Adjemian (Scylla) 744bb91c78 Fixed bug (test if the returned index is less than UINT_MAX). 2014-06-27 18:48:50 +02:00
Stéphane Adjemian (Charybdis) 4f02e58010 Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk). 2014-06-17 16:03:30 +02:00
Stéphane Adjemian (Charybdis) af1009d8a4 Merge branch 'master' into use-dynSeries 2014-06-12 17:42:52 +02:00
Stéphane Adjemian (Charybdis) 6aee567382 Save empty dates and dseries objects in memory (base workspace) instead of disk (faster). Added an initialization mode for dates and dseries constructor. The following commands:
dates('initialization');
dseries('initialization');

create variables emptydatesobject and emptydseriesobject in base workspace.
2014-06-11 12:22:31 +02:00
Johannes Pfeifer 54d353e255 Fix typo in header of DynamicModel.cc 2014-06-02 13:58:29 +02:00
Stéphane Adjemian (Charybdis) 06d1f66242 Fix initialization of the fields in options_.dataset + Cosmetic changes. 2014-05-21 16:47:58 +02:00
Stéphane Adjemian (Charybdis) d6cb18ab15 Do not initialize subfields of options_ as empty structs if they are already defined (in global_initialization). 2014-05-21 16:41:41 +02:00
Stéphane Adjemian (Charybdis) f054428318 Merge branch 'master' into bitbucket-use-dynSeries 2014-05-18 09:13:09 +02:00
Sébastien Villemot c45f45f58e Forbid model local variables in planner_objective.
Otherwise the preprocessor crashes.
2014-05-13 11:46:19 +02:00
Michel Juillard 15b44eda25 Merge branch 'master' into ep 2014-05-09 10:02:05 +02:00
Stéphane Adjemian (Scylla) 66d08ac3bf Merge branch 'master' into use-dynSeries
Conflicts:
	matlab/dynare_estimation_init.m
	matlab/global_initialization.m
	matlab/prior_posterior_statistics.m
	matlab/read_variables.m
	matlab/set_prior.m
	matlab/utilities/dataset/initialize_dataset.m
	preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
Michel Juillard 75291659ec putting functions related to extended preprocessor in ExternalFiles.cc 2014-04-24 20:54:38 +02:00
Michel Juillard ad42818606 fixing extended-preprocessor C++ API and test case 2014-04-24 14:33:04 +02:00
Michel Juillard b62e300f8a fixing bugs in commit 182c27f 2014-04-24 14:33:04 +02:00
Michel Juillard 35831c5c46 changed line options for extended preprocessor, adding language option
renamed FileOutputType.hh as ExtendedPreprocessorTypes.hh
updated Makefile.am
2014-04-24 14:33:04 +02:00
Houtan Bastani aa135218a5 preprocessor: don't substitute 'dates' when preceded by an underscore 2014-04-18 16:08:39 +02:00
Sébastien Villemot 85f7af9133 Perfect foresight solver now uses a homotopy technique by default.
This commit introduces a "no_homotopy" option to restore the old behavior.

Ref #220
2014-04-10 16:39:06 +02:00
Michel Juillard 98357c4591 left over change for external API 2014-04-10 16:37:47 +02:00
Sébastien Villemot a8f9fdf296 New option "overwrite" to "shocks" and "mshocks".
Tells that a new block overwrite the previous ones instead of being cumulative.
2014-04-10 11:54:49 +02:00
Sébastien Villemot df0db38b3c Bugfix: M_.sigma_e_is_diagonal could be wrong if there were several shocks blocks. 2014-04-10 11:43:26 +02:00
Sébastien Villemot 755b572548 Simplify MATLAB output of symbol lists. 2014-04-10 11:29:11 +02:00
Sébastien Villemot 828f9d73d5 Cosmetic change for clearer code. 2014-04-09 18:33:24 +02:00
Sébastien Villemot 9c4b2d949b Introduce two new command: perfect_foresight_{setup,solver}.
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
Sébastien Villemot 242a504cdc Multiple "shocks" block are cumulative.
This was the default behavior before commit 82b31156. This commit reintroduces
this behavior.
2014-04-09 15:23:20 +02:00
Sébastien Villemot a03bc44d45 Remove workaround preventing the use of "shocks" before "endval".
It now works correctly since 82b31156.

Closes #35
2014-04-08 17:53:10 +02:00
Sébastien Villemot 82b3115696 Store deterministic shocks information in M_.
Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35.

Closes #271
2014-04-08 17:43:58 +02:00
Sébastien Villemot 184b810b65 Fix compilation error introduced in 0983ca78. 2014-04-07 14:21:28 +02:00
Michel Juillard 0983ca78f7 extended-preprocessor: starting a C interface (not finished) 2014-04-05 15:46:35 +02:00
Sébastien Villemot 9eebfc87b0 Improvements to smoother2histval (ref #594)
- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
Houtan Bastani 8956bddeba dmm/estimation: add dirichlet prior shape front end, #642 2014-03-26 11:12:43 +01:00
Houtan Bastani b0546cd939 add missing semicolon 2014-03-25 15:42:33 +01:00
Houtan Bastani 4973aa986e changes related to #641 for os x 2014-03-25 10:43:14 +01:00
Sébastien Villemot 865ad09ee3 Remove last preprocessor information message.
First, the current logic is buggy, because mod_file->use_dll is undefined at
this point (mod_file having been deleted above).

More fundamentally, the preprocessor is now evolving into something to be used
without MATLAB/Octave, so this statement is now inaccurate in some use cases.
2014-03-24 17:06:18 +01:00
Sébastien Villemot 9aabb82c76 Fix call to "mex" helper under MATLAB 8.3 (R2014a) and GNU/Linux.
There is a new LINKOPTS variable which governs the list of symbols to be
exported, so we set it to an empty value to have all symbols exported.
Previously we were overloading the LDFLAGS which was containing the list of
exported symbols.
2014-03-24 16:31:43 +01:00
Sébastien Villemot 632fd01836 Allow ranges in lags/periods specification of {irf,moment}_calibration.
Ref #267
2014-03-17 18:12:04 +01:00
Sébastien Villemot 159cdea475 Change fields in options_ for {irf,moment}_calibration.
Ref #267
2014-03-17 18:12:04 +01:00
Sébastien Villemot 9c556f709b Merge pull request #636 from JohannesPfeifer/preprocessor
Fix comments in header of dynamic and static files
2014-03-17 15:10:31 +01:00
Michel Juillard fd323a8217 extended-preprocessor: starting a C interface (not finished) 2014-03-16 18:49:54 +01:00
Johannes Pfeifer 370df16cfc Fix comments in header of dynamic and static files
Columns and rows were confused
2014-03-14 10:21:42 +01:00
Sébastien Villemot 2495359919 Fix crash when the model contains 1st or 2nd ext fcn deriv nodes.
In the case where the external function computes itself its derivatives, the
TEF terms were not always created before being used, hence leading to a
preprocessor crash. This problem could only happen with ramsey_policy, because
otherwise the model does not contain derivatives of external functions.
2014-03-13 12:27:13 +01:00
Sébastien Villemot b4c3d004ad Introduce a new abstract class for external function nodes.
This fixes the following bugs:

- 1st and 2nd ext fcn deriv nodes were incorrectly added to
  DataTree::external_function_node_map, because of the chaining of
  constructors.

- the following methods of FirstDerivExternalFunctionNode were not overloaded:
  toStatic(), buildSimilarExternalFunctionNode()

- the following methods of SecondDerivExternalFunctionNode were not overloaded:
  toStatic(), buildSimilarExternalFunctionNode(), compile(),
  compileExternalFunctionOutput()
2014-03-13 12:12:17 +01:00
Sébastien Villemot da615507f4 Cosmetic renaming for consistency between DataTree method names. 2014-03-11 18:56:48 +01:00