80dbd45ac8
external_function: bug fix in writeParamsDerivativesFile, writeDynamicModel and writeStaticMFile
2011-06-10 11:09:43 +02:00
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
dbf57b37e2
ParallelDynare: set weights for all nodes in preprocessor
2011-06-09 14:44:58 +02:00
d07d2ebf77
MS-SBVAR: updating options for command SBVAR
2011-06-03 14:06:15 +02:00
09df8bcf77
clean up sbvar code
2011-05-31 16:07:05 +02:00
1487147ba0
removed extraneous flag
2011-05-30 17:46:35 +02:00
2b2de22956
bug fix: add sbvar options back to global_initialization
2011-05-30 17:46:11 +02:00
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
ef38fb951d
updating one comment
2011-05-27 22:09:54 +02:00
8c9127adda
numbering names of Lagrange multipliers from 1 instead of 0: MULT_1, MULT_2,...
2011-05-24 16:02:42 +02:00
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
2cc8e061e6
preprocessor: added dynare_sensitivity option
2011-05-23 11:20:24 +02:00
7f374f491f
SWZ: updates for irf, forecast and variance decomposition mex calls
2011-05-20 14:34:26 +02:00
074b6acb7d
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
69f3895938
cosmetic change
2011-05-11 11:58:33 +02:00
fb68592592
correcting bug in forcing real values for complex elements of Jacobian in static model
2011-05-11 07:32:00 +02:00
a25a0997d9
Preprocessor: adopt a more consistent behavior when no computing task is requested
2011-05-03 11:28:43 +02:00
4b1ea6ae4e
identification: add new options
2011-04-29 11:51:18 +02:00
055104704e
Preprocessor: tentative fix for testsuite crash in block/bytecode
2011-04-28 10:41:43 +02:00
7bc92541ad
Preprocessor: cosmetic change
2011-04-28 10:39:59 +02:00
90916c2359
dynare_sensitivity interface: remove unused option
2011-04-27 14:33:50 +02:00
9ef3a2796c
Preprocessor: use NaN() for initializing vector of parameters
2011-04-27 12:07:13 +02:00
f027679045
dynare_sensitivity: removed unused option trans_ident from preprocessor
2011-04-27 08:40:46 +02:00
b86224199d
dynare_sensitivity interface: bug fix
2011-04-22 11:35:05 +02:00
595171a02b
identification: added advanced and max_dim_cova_group to the preprocessor
2011-04-20 12:14:47 +02:00
39e396fe12
bug fix: allow use of external functions with model local variables
2011-04-12 16:42:56 +02:00
26d5534320
fixed typo
2011-04-12 16:42:55 +02:00
a966eeb99f
bug fix: writeOutput calls from within writeOutput were losing tef_terms info
2011-04-12 16:42:55 +02:00
aff5629736
bug fix: nonstationary vars and tex names
2011-04-08 13:37:05 +02:00
865dcb57f8
IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
2011-03-31 17:04:16 +02:00
c42c675075
implement the possibility of passing macro-processor defines on the command-line (ticket 171)
2011-03-29 18:18:46 +02:00
3e92f41079
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
330b11ba48
code cleanup
2011-03-28 11:34:42 +02:00
161647922c
Implement explicit writing of first order conditions of Ramsey problem (ticket #5 )
2011-03-24 17:17:15 +01:00
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
c4dfb41f5c
bug fix: in cloning binary op node, were losing the order of the power deriv
2011-03-23 11:36:46 +01:00
8cf247e26a
fixed typo
2011-03-22 10:38:58 +01:00
ae7494efa6
Remove deprecated 'simul_seed' option from manual and MOD-file grammar
2011-03-21 12:54:25 +01:00
c3d653b623
Check for varexo_det declaration and simul command incompatibility in the same mode-file
2011-03-18 12:47:06 +01:00
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
14e5bbcad7
adding syntax checks for discretionary_policy in the preprocessor
2011-03-17 20:13:09 +01:00
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
e029d46697
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
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
07f47f045e
ParallelDynare: add node weights to Members option
2011-03-11 18:31:04 +01:00
b2b507110e
ParallelDynare: add operatingSystem option
2011-03-11 17:50:09 +01:00
c5d272bb9f
fix typo
2011-03-08 19:06:04 +01:00
796af7ee59
Preprocessor: added model local variable definitions to parameter derivative file
2011-03-07 11:59:12 +01:00
98a8f54d38
bug fix: check that osr, osr_params and optim_weights appear together
2011-03-03 16:31:36 +01:00
6d0b8e559e
bug fix: check that planner_objective and ramsey_policy statements appear together
2011-03-03 16:31:33 +01:00
3b0f6c781a
fixed error message
2011-03-03 15:24:59 +01:00
dd6159d791
SWZ: remove instances of swz throughout
2011-02-22 15:06:38 +01:00
e76dfadc78
Preprocessor: avoid name clashes with model local variables
2011-02-21 18:26:23 +01:00
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
12c92ee92e
Preprocessor: fix bug in parameter derivatives file
2011-02-21 12:43:11 +01:00
412e8a7da0
Preprocessor: fix problem with "%" sign inside string in native statements
2011-02-21 11:33:22 +01:00
89b5022f9b
Preprocessor: more explicit error message when users enter invalid floating
...
point numbers (like "1e-10000")
2011-02-16 11:08:40 +01:00
e5d9a7eb42
corrected bug for options_.kalman_tol and increased its default value to 1e-10
2011-02-10 18:48:08 +01:00
6ad29c9879
SWZ: fixing options vlistlog and vlistpercentage
2011-02-09 06:29:21 +01:00
115050456a
Bytecode DLL: remove warning about incorrect type assignment
2011-02-07 12:38:04 +01:00
ca52f1a323
Preprocessor: fix error message for conditional_forecast_paths
2011-02-07 11:51:13 +01:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
f4557cb195
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
551db4a446
Workaround for ticket #157
2011-02-04 12:38:12 +01:00
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
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
37efe120fa
Allows for block decomposition if "simul" command is not present in the mod file.
2011-01-31 09:58:13 +01:00
7c65bceb0e
Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments ( closes #37 )
2011-01-26 13:55:01 -05:00
2985413ac6
modified syntax for estimation option plot_priors + addition to manual
2011-01-21 17:04:00 +01:00
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
23d797d214
Preprocessor: minor refactoring of ParsingDriver::add_model_var_or_external_function
2011-01-13 19:10:16 +01:00
572f71881a
Preprocessor: add "noreturn" attribute to ParsingDriver::error, to remove some warnings about unitialized variables
2011-01-13 19:04:40 +01:00
044e3a963b
Preprocessor: remove some warnings about comparison of signed with unsigned integers
2011-01-13 19:03:55 +01:00
6f93b18802
Fix bug in histval with exogenous variables in a stochastic setup
2011-01-13 18:18:57 +01:00
9c6d65bc0a
Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128 )
2011-01-13 18:08:26 +01:00
a6a4b3bc28
Preprocessor: no longer use assert(false) as a way of marking impossible cases
2011-01-13 15:52:44 +01:00
92b1451c70
Removed remnants of calib commands
2011-01-10 12:25:42 +01:00
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
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
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
fa37a6c0a2
getPowerDeriv: workaround for MS Visual Studio
2010-12-22 13:50:13 +01:00
a11817cfa4
k-order: added support for m-files, added tests and modified manual
2010-12-22 09:48:05 +01:00
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
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
129d404eb8
- The binary operator oDerivPower is implemented in bytecode
2010-12-17 18:54:03 +01:00
d8dbc68e84
- The function getPowerDeriv must end with an "end" instruction
2010-12-17 18:54:02 +01:00
3faaad7335
parallel: removed warning and clarified error message
2010-12-17 12:16:27 +01:00
e6b0e50aac
parallel: SingleCompThread bug fix
2010-12-17 12:03:37 +01:00
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
d9b9360a81
Preprocessor: no longer use boost::graph::GraphvizDigraph class, removed in Boost 1.44 ( closes #155 )
2010-12-13 14:23:04 +01:00
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
97664607b2
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
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
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
d4520da481
Preprocessor: fix bug with varexo_det in conjunction with USE_DLL
2010-12-08 11:33:20 +01:00
8b9d0e91b5
Preprocessor: delete remaining dynamic.m file when using USE_DLL
2010-12-08 11:32:13 +01:00
33dee34214
MOD files ending with @#endif/@#endfor but no newline now work ( closes #73 )
2010-12-06 17:59:30 +01:00
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
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
8d79ed5db9
- Adds the derivatives with respect to deterministic exogenous variables
...
and corrects the computation of the number of column in the jacobian matrices in a block decomposed model without bytecode
- Identical corrections for models using bytecode without block decomposition
2010-11-25 16:11:12 +01:00
Houtan Bastani
Sébastien Villemot
Michel Juillard
Ferhat Mihoubi
Michel Juillard