Commit Graph

161 Commits (e12367067577fa773c465f1067c1ec3d5faf5551)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 3dc372e5bc Added (command line) nointeractive option. 2013-07-10 12:02:12 +02:00
Stéphane Adjemian (Charybdis) dd21816b13 Added (command line) nograph option. 2013-07-10 11:03:48 +02:00
Sébastien Villemot f48141755c Add new option parallel_local_files to model block
Ref #389
2013-05-31 14:47:38 +02:00
Sébastien Villemot 7bbe121769 Possibility of restricting differentiate_forward_vars to some variables
Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot 921e7fdafd Document how functions with a kink are differentiated
Also add a warning in the documentation and in the preprocessor about the usage
of some functions (max, min, abs, sign, comparison operators) in a stochastic
context.

Closes #355
2013-05-17 16:53:14 +02:00
Sébastien Villemot 75b5f1d18a Add new model option 'differentiate_forward_vars' (ref. #351) 2013-04-25 18:09:31 +02:00
Sébastien Villemot a7e29af81c Fix handling of auxiliary variables in endval block 2013-04-22 18:02:32 +02:00
Sébastien Villemot 38824dc1e5 Implement tags [static] and [dynamic] for equations
Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard 39cc313964 removed changes linked with transforming variables to avoid log or
power of negative numbers
2013-04-09 16:35:57 +02:00
Sébastien Villemot c681b5e4ed Revert spurious preprocessor changes introduced in dfa744f 2013-03-26 16:51:10 +01:00
Ferhat Mihoubi dfa744fcb3 - adds new files: Evaluate.cc and Evaluate.hh to bytecode 2013-03-22 16:34:50 +01:00
Sébastien Villemot cda0e03776 Add preprocessor messages (stdout, stderr) to the logfile
Closes #306
2013-03-18 13:44:04 +01:00
Sébastien Villemot 3f8c577630 Remove spurious display when there is zero preprocessor warning 2013-03-05 12:53:37 +01:00
Sébastien Villemot 26bc7b55a0 Remove obsolete workaround for Octave 3.2 2013-02-28 10:32:09 +01:00
Sébastien Villemot a64ec3b156 Reorganization of warnings
- at the end of the computation, don't display all preprocessor warnings but
   only their number
 - also display if there has been a MATLAB/Octave warning (counting their
   number does not seem feasible). Closes #181
 - add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
Sébastien Villemot 4b50acbb93 Add more explicit error message when mixing ramsey_policy with varexo_det 2013-02-07 11:52:59 +01:00
Sébastien Villemot 1b317f1b9d Fix linking of static file with use_dll under Windows
The "Static" symbol was not exported; instead, it was the non-existing
"Dynamic" symbol which was exported.
2013-01-30 14:02:23 +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
Houtan Bastani ddddb5ad0f console => nodisplay (Completes ticket #282) 2012-11-12 16:48:44 +01:00
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 b7538ad315 Always compute hessian when analytic_derivation is set 2012-06-08 11:47:10 +02:00
Sébastien Villemot 00f526dbb7 Generate derivs wrt params when anaytic_derivation=1 2012-06-07 15:33:43 +02:00
Houtan Bastani 9a2e4cc6cf config file: support GlobalInitFile option 2012-06-06 16:18:09 +02:00
Michel Juillard c6495dfc9d first implementation of transform_logpow. It creates too many auxilary
variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
Michel Juillard 629673199e starting implementation of transformed variables to replace arguments
of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
Sébastien Villemot 615535ad88 Fix compilation errors with GCC 4.7 2012-05-08 16:10:10 +02:00
Sébastien Villemot 52cc77fe0e New preprocessor option for not creating a logfile
Closes: #241
2012-04-20 18:15:02 +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
Michel Juillard 1433bb6485 the overall time of execution is now saved in the log file 2012-01-22 16:09:42 +01:00
Houtan Bastani c977b666b3 warning output stream should be cerr 2012-01-18 14:42:57 +01:00
Houtan Bastani 5c0a17e9f2 preprocessor: separate dynamic and static functions from their mexfiles 2011-12-23 18:22:41 +01:00
Houtan Bastani f5bfdbb23f preprocessor: add prior statement 2011-12-21 12:21:29 +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 7840dbbb77 use "clear -all" instead of "clear all" when running under Octave 2011-11-20 14:48:01 +01:00
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
Ferhat Mihoubi 3d1a0c2652 block-Kalman filter is now available when block option is used 2011-09-20 14:18:31 +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 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 a25a0997d9 Preprocessor: adopt a more consistent behavior when no computing task is requested 2011-05-03 11:28:43 +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 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