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641 Commits (e4c803d0db09bb0a78d1593330db18a89a23aab6)

Author SHA1 Message Date
Houtan Bastani c28d15d78a Dynare parallel: preprocessor implementation 2010-10-28 10:54:43 +02:00
Ferhat Mihoubi 1aceb504fd Check command is now compatible with block and bytecode options 2010-10-27 15:34:48 +02:00
Ferhat Mihoubi c74ee8e61b - Store the incidence matrix containing reordered equations and variable in block_structure 2010-10-27 15:30:01 +02:00
Ferhat Mihoubi fc31afb356 - The Jacobian matrix in the block decomposed model without bytecode option is now sparse 2010-10-22 16:20:28 +02:00
Ferhat Mihoubi 1a09426706 - Correction of several bugs with Octave 
- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
 2010-10-22 10:09:07 +02:00
Sébastien Villemot 57a2e33828 Histval: fixed bug for exogenous introduced in previous commit 2010-10-20 14:56:35 +02:00
Sébastien Villemot 4a252d8d7c Histval block: 
- fail when user tries to initialize a variable at a period which is not in the model, and make the error message explicit
- correctly handle exogenous variables in stochastic mode, which are also substituted with an aux var
- added test files
 2010-10-20 14:47:03 +02:00
Sébastien Villemot 7f59b8074c Preprocessor: fix possible bug in histval (need to limit search of aux vars to aux vars for lagged vars, otherwise we could have a wrong match with some other kind) 2010-10-20 11:39:09 +02:00
Houtan Bastani 894155be88 trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +02:00
Houtan Bastani bcc590aafa add preprocessor simplification rule 2010-10-18 15:51:07 +02:00
Ferhat Mihoubi 8f36437662 - Extends the algorithms compatible with bytecode to compute the steady-state (ticket #11). The new values for solve_algo are: 
* 0: fsolve
   * 1: solve1
   * 2, 4: solve1 + block decomposition
   * 3: csolve
   * 5: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
   * 6: GMRES
   * 7: BiCGStab
   * 8: bytecode own solver (use Gaussian elimination + sparse matrix)

- Bytecode can now evaluate a specific block instead of the overall blocks (new bytecode's option 'Block = block_number')
 2010-10-11 19:21:32 +02:00
Sébastien Villemot 92d9a62dd3 Preprocessor: give more explicit error message when lead or lag is used inside 'planner_objective' 2010-10-11 14:49:23 +02:00
Sébastien Villemot e2ce87b7d5 Preprocessor: don't create auxiliary variables for expressions appearing only 
in unused model local variables
 2010-10-11 12:58:38 +02:00
Houtan Bastani 078574ee4a external_function: add support for use_dll 2010-10-07 18:05:07 +02:00
Houtan Bastani c19df582e0 external_function: modified to pass functions as string names as opposed to function handles to reduce number of calls to mexCallMatlab when use_dll option is invoked 2010-10-07 16:49:36 +02:00
Houtan Bastani a20bc07fdf replace deprecated Matlab function strvcat with char 2010-09-27 16:11:14 +02:00
Ferhat Mihoubi bc089f732e - Correct the simul call without input argument 2010-09-24 11:07:43 +02:00
Sébastien Villemot 3068fbda8f Preprocessor: no longer crashes when some dynamic variables appear only in 
unused model local variables (closes #101)
 2010-09-23 12:13:30 +02:00
Sébastien Villemot a3640239ab Removed all MSVC workarounds, since we can now definitely drop this compiler on 
Windows/64-bit platform
 2010-09-21 15:06:14 +02:00
Sébastien Villemot 648c3cd177 Preprocessor: implement STEADY_STATE operator with "use_dll" and "block" 
options (closes #98)
 2010-09-20 17:04:38 +02:00
Ferhat Mihoubi 25b3c84b40 RESID command is compatible now with block option and without bytecode option (closes ticket #45) 2010-09-17 16:54:43 +02:00
Ferhat Mihoubi c7eff4ba60 - Adding the relaxation method for block and/or bytecode options 
- Changing the the stack_solve_algo option :
Previous version             New version
1 : Sparse LU                0 : Sparse LU
2 : GMRES                    1 : Relaxation
3 : BiCGStab                 2 : GMRES
4 : Sparse LU & Optimal Path 3 : BiCGStab
5 : bytecode own solver      4 : Sparse LU & Optimal Path
                             5 : bytecode own solver
 2010-09-17 12:18:25 +02:00
Ferhat Mihoubi 60f7678669 - Substitutes lead for exogenous and endogenous variables in the deterministic case: direct substitution of the variables even in non-linear expressions 2010-09-17 12:17:09 +02:00
Sébastien Villemot aeb1a9ee1b Preprocessor: make option "no_static" work even when "bytecode" is not present 2010-09-17 12:17:05 +02:00
Ferhat Mihoubi 98c371f735 Bug correction in the deterministic simulation: to solve a purely backward or forward looking block requires contemporaneous derivatives only. 2010-09-17 12:17:00 +02:00
Ferhat Mihoubi 0a3c8a4b0c - compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous 
- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
 2010-09-17 12:16:47 +02:00
Sébastien Villemot dbc9795a08 Preprocessor: rename "NodeID" in "expr_t" 2010-09-17 12:13:26 +02:00
Sébastien Villemot 25cf12f4f1 Preprocessor: uniformize typedef names (with a "_t" suffix) 2010-09-16 19:00:48 +02:00
Sébastien Villemot 3c57d73120 Preprocessor: clean prototypes of ModelTree methods (removed arguments 
redundant with data members, added const keywords, use passing-by-reference)
 2010-09-16 17:51:50 +02:00
Sébastien Villemot 46b896e987 Preprocessor: 
- remove useless output type oMatlabDynamicModelSparseLocalTemporaryTerms
(indistinguishable from oMatlabDynamicModelSparseLocal)
- fix bug in output type of sparse static model
 2010-09-16 16:57:35 +02:00
Sébastien Villemot c3608b9ba7 Preprocessor: fix crash when mean or stderr of an estimated parameter is specified as an expression instead of a plain value (bug introduced in 28d30d9a62) 2010-09-16 15:37:27 +02:00
Michel Juillard a5b5f39987 Preprocessor: corrected bug on HISTVAL with lags > 1 2010-09-10 11:43:48 +02:00
Michel Juillard 19fba43208 Revert "Preprocessor: change the automatically generated name of auxiliary vars for" 
This reverts commit 524e9a9c67.
 2010-09-07 17:12:06 +02:00
Sébastien Villemot 524e9a9c67 Preprocessor: change the automatically generated name of auxiliary vars for 
lagged endo/exo so that they contain the type-specific symbol ID (instead of
the preprocessor internal symbol ID)
 2010-09-07 13:03:51 +02:00
Sébastien Villemot 54c1c0dfb6 Preprocessor: fix line numbering problems due to native MATLAB statements (bug introduced in a0cd4b33ae and 6582341799) 2010-08-30 14:37:48 +02:00
Sébastien Villemot cda56cab74 Preprocessor: in the lexer, "end;" now corresponds to 2 tokens (instead of one), for consistency with the other tokens 2010-08-30 14:16:07 +02:00
Sébastien Villemot e5ce0264bf Preprocessor: when removing lags greater than 2 on endogenous or lags on exogenous, don't substitute model local variables that do not need to 2010-08-19 15:20:54 +02:00
Sébastien Villemot 0657c7151a Preprocessor: in the parameter derivatives file, add the global "oo_" when the STEADY_STATE operator is used 2010-08-12 18:16:24 +02:00
Michel Juillard 8440c17499 preprocessor: fixing bug for OSR optim_weights with covariances 2010-08-10 20:16:59 +02:00
Michel Juillard 96bdf8c371 make sure that 2nd and 3rd order derivatives that haven't been computed are not taken to be zero. 2010-07-17 10:14:22 +02:00
Michel Juillard 34828e4110 added conditional variance decomposition to estimation options 2010-06-26 15:39:25 +02:00
Houtan Bastani b5baf45f36 move validation check from constructor to checkpass 2010-06-24 19:42:38 +02:00
Houtan Bastani bc62662fcf DSGE-Var: bug fix. Add init param statement at the before the estimation statement 2010-06-24 15:08:23 +02:00
Houtan Bastani bab490fc7f DSGE-VAR: support deprecated way of declaring dsge_prior_weight 2010-06-22 10:38:54 +02:00
Houtan Bastani 9b5df05804 DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement 2010-06-22 10:38:43 +02:00
Houtan Bastani 6582341799 enable multi-line native matlab statements 2010-06-21 13:08:42 +02:00
Houtan Bastani a0cd4b33ae remove comments that are placed on the same line as native Matlab code in a .mod file 2010-06-18 16:21:28 +02:00
Houtan Bastani 8b7d4d590b fix typo 2010-06-18 16:21:28 +02:00
Sébastien Villemot f1abbe724f Preprocessor: cosmetic changes related to 'size_t' 2010-06-18 15:48:46 +02:00
Sébastien Villemot c4ef68b293 Preprocessor: fixed bug (substitution was incorrectly done with leads on exogenous) 2010-06-11 19:21:03 +02:00
Sébastien Villemot 04905660b8 Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood) 2010-06-11 19:18:16 +02:00
Sébastien Villemot 6a8ac70f71 Preprocessor: cosmetic changes 2010-06-10 17:54:03 +02:00
Sébastien Villemot f48eb94f0e Preprocessor: remove spurious compiler warning 2010-06-10 17:52:37 +02:00
Houtan Bastani f1f455026b fix error message 2010-06-10 15:16:54 +02:00
Houtan Bastani 28d30d9a62 Bug fix: catch the case when a parameter follows a beta distribution with mean = std err = 0.5 2010-06-09 15:09:55 +02:00
Sébastien Villemot bed8f4b689 Preprocessor: use a sparse representation for the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters 2010-06-07 18:46:57 +02:00
Sébastien Villemot 30d34f2445 Preprocessor: only compute on demand the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters 2010-06-07 16:42:27 +02:00
Sébastien Villemot 4a23d93199 Preprocessor: changing return order of parameter derivatives to match Marco's code 2010-06-04 09:57:56 +03:00
Sébastien Villemot 996a646d8f Preprocessor: fix for 'steady_state_model' when not computing Ramsey policy' 2010-06-04 09:33:54 +03:00
Michel Juillard ade0cd9d26 steady_state_model: authorizing change in parameter values in steady_state_model block + removing ys_ initialization to zero 2010-06-03 15:59:35 +02:00
Sébastien Villemot ccaa8e6443 Preprocessor and ref. manual: added 'pruning' option (closes #104) 2010-05-31 18:38:49 +02:00
Sébastien Villemot c58312d3b7 Steady state file: in the presence of 'ramsey_policy', no longer check that the declarations are recursive, and use input vector of steady state file as initial values 2010-05-31 17:43:17 +02:00
Michel Juillard cfa624f52f preprocessor: corrected missing initialization of v3 in <fname>_dynamic.c 2010-05-21 11:38:23 +02:00
Sébastien Villemot 891ad22564 Macro-processor: integer ranges with lower bound greater than upper bound are now empty (for consistency with MATLAB) 2010-05-12 11:50:27 +02:00
Sébastien Villemot 49389592e7 Preprocessor: never set an equal node as a temporary term 2010-05-05 10:10:01 +02:00
Sébastien Villemot 49bdcef648 Preprocessor: replace non-standard operators 'and'/'or' by '&&'/'||' 2010-04-28 16:03:32 +02:00
Sébastien Villemot b3602541ac Preprocessor: with 'steady_state_model' command, write auxiliary equations in the steady state file 2010-04-27 17:04:52 +02:00
Sébastien Villemot 37abe362a3 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +02:00
Sébastien Villemot ed84e27319 Preprocessor: added new SymbolTable::orig_endo_nbr() method 2010-04-23 18:36:51 +02:00
Sébastien Villemot 19338906ba Preprocessor: add a check to DynamicModel::toStatic() 2010-04-23 18:32:30 +02:00
Sébastien Villemot e2c0854cd4 Preprocessor: removed useless version of DataTree::AddVariable() 2010-04-23 18:32:25 +02:00
Sébastien Villemot 12ca3fe707 Preprocessor: removed useless version of DataTree::AddExternalFunction() 2010-04-23 18:32:19 +02:00
Sébastien Villemot 4b96b35dad Preprocessor: changed the prototype of DataTree::AddLocalVariable() 2010-04-23 18:32:14 +02:00
Ferhat Mihoubi f849b11563 The functions erf, normpdf and normcdf work fine with bytecode option 2010-04-16 17:00:05 +02:00
Sébastien Villemot b2220c0346 Preprocessor: rename a function argument to avoid name conflict with standard error filestream 2010-04-15 17:46:05 +02:00
Sébastien Villemot da74e53204 Preprocessor: 
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
 2010-04-14 15:03:41 +02:00
Sébastien Villemot 7c01486b84 Preprocessor: minor fix in header inclusion 2010-04-06 11:07:19 +02:00
Michel Juillard d6835338a5 adding option SELECTED_VARIABLES_ONLY 2010-04-02 11:51:21 +02:00
Sébastien Villemot b8b3491a29 Preprocessor: removed spurious warnings 2010-03-29 12:52:29 +02:00
Sébastien Villemot e3be730a46 Preprocessor: fixed bug with warnings (they were all disabled) 2010-03-29 12:44:20 +02:00
Michel Juillard 9b20ae958c added options filter_covariance filter_decomposition for new version of the smoother 2010-03-22 21:57:46 +01:00
Sébastien Villemot 41343575a7 Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements 2010-03-18 14:56:22 +01:00
Houtan Bastani eb4efa59ac second derivatives of model equations w.r.t. parameters. 2010-03-16 10:15:19 +01:00
Houtan Bastani b291f4fcf7 small fix to implementation of second derivatives of jacobian w.r.t. parameters 2010-03-15 17:23:55 +01:00
Houtan Bastani 19c4f7426c second derivatives of jacobian w.r.t. parameters 2010-03-15 16:02:07 +01:00
Houtan Bastani 2c1af4dc3b bug fix: missing break in switch statement 2010-03-15 15:59:54 +01:00
Michel Juillard 195fdece71 Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2010-03-15 12:05:33 +01:00
Michel Juillard 6d4b0ecab7 SWZ: 
- reverting part of last change to handling of Qi and Ri in ComputingTasks.cc: r is the number of lags present in the restrictions
- fixing handling of Dirichlet option in mhm_input.dat. This fixes the strange Signal messages when running C executables.
- fix path in test_upper_cholesky.mod
 2010-03-15 12:03:37 +01:00
Houtan Bastani 4eefafef8a bug fix: prevent vars with leads/lags from being used outside of the model block. 2010-03-15 10:47:44 +01:00
Houtan Bastani ad31f7388e derivative of hessian w.r.t. params. 2010-03-11 16:51:07 +01:00
Houtan Bastani 380ced7673 minor code cleanup. 2010-03-11 12:04:06 +01:00
Houtan Bastani 1c3f7b83e5 Added erf as an internally supported function and updated manual. 2010-03-11 12:00:37 +01:00
Houtan Bastani 5d45bf947d Added normpdf as an internally supported function and updated manual. 2010-03-11 10:16:40 +01:00
Michel Juillard 591e426110 - reversed ordering for lower and upper Cholesky 
- added tests
- fixed various bugs
- modified initial values
Still unfinished
 2010-03-10 08:32:51 +01:00
Houtan Bastani 5f3cd9894e fixed spacing 2010-03-09 16:40:52 +01:00
Sébastien Villemot 35a20551a6 Preprocessor: minor refactoring and documentation of ExprNode::writeOutput() methods 2010-03-09 12:16:32 +01:00
Houtan Bastani 30ea396a08 Allow temporary terms to work with external functions 2010-03-09 11:21:14 +01:00
Houtan Bastani 4f6a3669c6 Added expression sharing for external functions 2010-03-03 11:43:22 +01:00
Houtan Bastani 28894927dd Modified external functions to enforce consistent number of function arguments within model_block 2010-03-03 11:40:13 +01:00
Houtan Bastani 19d114ed32 Restricted syntactical variances in the implementation of the external_functions statement. 2010-02-24 15:37:52 +01:00
Sébastien Villemot d860763122 Preprocessor: minor cosmetic changes related to external functions 2010-02-23 19:08:54 +01:00
Houtan Bastani 12c4a52ebc Add support for external functions 2010-02-23 18:15:18 +01:00
Sébastien Villemot 38b8ccf52d Preprocessor: add error message when using USE_DLL with MSVC and some function unsupported by MSVC 2010-02-23 16:59:34 +01:00
Sébastien Villemot eba049899e Preprocessor: 
* in DataTree, new functions for testing if some opcode (unary, binary or trinary) is used somewhere in the tree
* removed DataTree::containsSteadyState(), rather use a call to the new utility function
 2010-02-23 16:45:56 +01:00
Sébastien Villemot 7b8166043e Preprocessor: full support for normcdf() function, in evaluation and in C files (closes #84) 2010-02-23 14:39:49 +01:00
Sébastien Villemot f65ce54dc1 preprocessor: under Octave/Windows, with USE_DLL, do not require "cygwin" or "msvc" option (closes #76) 2010-02-17 18:40:52 +01:00
sebastien f8f57d8d8c preprocessor: added missing header 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3391 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-28 14:18:40 +00:00
ferhat b5727e0658 Adds location indications in error message of "bytecode" + minor correction (string passed as &string). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3374 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-22 16:42:08 +00:00
ferhat 0efd5b1621 "bytecode" option can be used without "block" option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-22 10:03:29 +00:00
houtanb 77897d691e expectation conditional on a restricted information set 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3367 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-18 22:08:44 +00:00
stepan 2377c18e13 Fixed a bug introduced in commit 3319 (trunk). If my understanding is correct, some parenthesis 
were missing in the IF condition (causing a preprocessor error). 



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3336 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-10 21:35:32 +00:00
ferhat 46e144ad80 Add new model option no_static : avoid to compute the static model. Useful for models without steady-state. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3319 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 11:06:25 +00:00
sebastien 0011678cb5 Changes by Ferhat: 
* fix options stack_solve_algo={2,3,4} (closes #68)
* fix crashes for singular normalizations (closes #44) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-21 10:29:21 +00:00
sebastien 80c6e3ad05 Fix problem with USE_DLL under Octave 3.2 (closes #70) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3269 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-18 13:35:50 +00:00
sebastien 30d45ad9c9 Added missing 'nograph' option to 'forecast' command + Fixed affiliations in ref manual 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3265 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-18 08:35:12 +00:00
sebastien e6f1a53e60 Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3249 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:13:23 +00:00
sebastien aa23ed73e9 preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 13:21:31 +00:00
houtanb 271297a446 changed preprocessor internals to support vector<int> type. changed svar_identification to store symbols by symbol ids. Added missing Doxygen comments. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3240 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-14 15:54:00 +00:00
sebastien cf77c3f245 * Fix USE_DLL option at order 2 (closes #64) 
* Added a corresponding test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3236 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-14 11:06:29 +00:00
sebastien 7925cc0d63 preprocessor: fixed USE_DLL under Linux and add a provision for MacOS (need to be tested) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3226 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-11 15:34:47 +00:00
sebastien f1c1ebbd89 preprocessor: fixed typo 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3224 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-11 14:52:04 +00:00
sebastien fb8406ef0a USE_DLL option now works with MSVC + Added new options for Windows to 'dynare' command, to select the compiler: 'cygwin' and 'msvc' + Added the mexopts.bat for Cygwin in the SVN 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3223 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-11 14:46:21 +00:00
houtanb fe723f0dab allow for vector <int> to be passed by Bison and modified processing of svar statement accordingly. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3221 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-10 22:49:50 +00:00
michel 74a8acc29c 4.1 adding instruments option to ramsey_policy; ramsey_policy can now use a *_steadystate.m file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3219 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-10 14:59:32 +00:00
houtanb 203c6582ba svar: allow for two options to be passed instead of only three. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3218 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-09 16:32:30 +00:00
houtanb a1a73b3a17 fixed svar so when the equations option is passed a vec_int it outputs a column vector. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3217 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-09 16:17:12 +00:00
sebastien 2f7c327b0e k-order: 
* in the preprocessor, fail if k_order_solver given without use_dll
* updated the reference manual, in particular w.r. to the new wiki page on MEX compilation under Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3216 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-09 11:50:58 +00:00
houtanb 16e1bb2ef0 swz: implementation of svar 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3214 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-09 00:38:53 +00:00
george 6ef321d09c added missing " >> mex.def" for mexFunction as Matlab could not find mexFunction any more 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3213 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-08 18:45:33 +00:00
houtanb a2f878a179 swz: markov switching statement 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3212 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-08 16:46:13 +00:00
michel 7ac2213f9d 4.1 preprocessor: removing -v option in mex under Linux 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3211 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-08 15:12:59 +00:00
michel 84b65c9179 mex for Linux (to be tested) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3210 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-08 14:02:02 +00:00
michel 5958a3256c 4.1 preprocessor: exporting "Dynamic" symbol is necessary only in Windows; added test for ispc 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3209 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-08 12:00:55 +00:00
michel 64bf9ac188 4.1 preprocessor: exporting Dynamic symbol when making mex file for dynamic model with Matlab 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3208 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-08 11:49:25 +00:00
houtanb 965c743537 swz: svar_identification 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3194 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-04 21:32:19 +00:00
sebastien ee3ceb7db6 M-files and preprocessor: 
* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 17:51:47 +00:00
sebastien 59ca45e4f4 Removed last remnants of "ct_" global variable 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3187 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 16:30:56 +00:00
houtanb 8cfdeacc50 slight bug fix: allow vec_int type to be specified with commas 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3181 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 12:17:44 +00:00
michel 48dad3e37a 4.1: add preprocessor interface for k_order_solver 
rename use_k_order to k_order_solver in Matlab procedures
     fix tests


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-30 19:54:45 +00:00
sebastien 19a3db853e preprocessor: fixed option "use_dll" (and therefore "k_order_solver") for Octave 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3178 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-30 16:36:00 +00:00
houtanb 6d5f9b53c6 swz keywords and structure introduced for future implementation of functionality 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3174 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-30 00:38:26 +00:00
sebastien 494668a167 preprocessor: allow the omission of model block when sbvar or ms_sbvar statement is used 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3169 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-26 17:25:04 +00:00
sebastien a2cef7009d Fixes for ticket #57 
preprocessor:
* add a field "M_.orig_endo_nbr" containing the nbr of endogenous before adding aux vars
* always provide "M_.aux_vars" (define it to "[]" when there is no aux var)
* rename "M_.aux_vars().orig_endo_index" to "M_.aux_vars().orig_index"

M-files:
* for commands which accept a list of variables (stoch_simul, osr, estimation, dynasave, dynatype, datatomfile), when no variable is given, use only the set of original endogenous (without aux vars) as the default
* when displaying the decision rule, when there is aux vars in the state variables, replace them by their original name (with the right lag)
* in "steady", don't display aux vars
* special exception for ramsey policy: all vars (including aux vars) are displayed, because the system of aux vars from ramsey policy is not compatible with the aux vars from the preprocessor


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3166 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-25 10:22:39 +00:00
sebastien ef3ee28ce8 preprocessor: when there is no computing task, compute the hessian in the dynamic file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3147 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-12 17:01:26 +00:00
sebastien 76e691c651 preprocessor: 
* fixed a bug with EXPECTATION operator: now handle model local variables
* substitute EXPECTATION operator even in deterministic models (for avoiding crashes, even if use of this operator doesn't make sense there)
* forbid the use of EXPECTATION and STEADY_STEATE outside model block
* minor implementation changes in EXPECTATION and STEADY_STATE operators

reference manual:
* documented EXPECTATION and STEADY_STATE operators
* added a note in write_latex_{static,dynamic}_model commands documentation about auxiliary variables and other model transformations


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3145 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-09 15:13:47 +00:00
sebastien 09f1b60e22 predetermined_variables: fixed a bug in M_.predetermined_variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3144 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-09 11:07:31 +00:00
sebastien af732433d7 predetermined_variables: 
* reworked a little bit the implementation
* documented the command in the reference manual
* added a test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-09 11:03:18 +00:00
houtanb 26185780ac implements predetermined_variables operator 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3137 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-07 18:37:11 +00:00
sebastien ab8b4f37f1 * preprocessor: make optional the warnings about uninitialized parameters/endogenous/exogenous, added a new "warn_uninit" option to dynare command to display them 
* reference manual: documented the new option, fixed XML conformance of the document


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3135 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-06 18:31:03 +00:00
sebastien 28a9a11878 preprocessor: cosmetic changes 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3134 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-06 18:19:52 +00:00
sebastien 3f52a21352 preprocessor: always create a dynamic model file, even when there is no Dynare command needing it 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3126 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-05 09:59:30 +00:00
michel c68b300954 4.1: removed preprocessor useless initialization of 
estim_params_.param_names
     estim_params_.user_param_names


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3125 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-04 20:40:36 +00:00
houtanb cb52002b77 added default cases to remove gcc warnings 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3116 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-02 18:31:50 +00:00
stepan bd3ae5a1e9 Removed changes introduced in revision 3108. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3111 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-31 10:54:58 +00:00
stepan b998047499 Merge branch 'master' of git@vandrezanne.net:/home/git/repositories/dynare 
Conflicts:
	preprocessor/DynamicModel.cc

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3108 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-31 07:55:10 +00:00
sebastien 31ed196c44 Various minor changes for compatibility with MS Visual C++ and GCC 4.4 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3105 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-30 16:29:16 +00:00
houtanb c6ae95e084 changed expectation operator from BinaryOpNode to UnaryOpNode 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3102 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-30 05:21:54 +00:00
sebastien ffd9b2d405 preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-29 17:16:10 +00:00
ferhat 0a5a131e3c - Correction in the memory allocation (new - delete used with object) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3076 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 11:26:29 +00:00
stepan 21d58eac91 * Bug fix. 
* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-22 15:56:32 +00:00
sebastien e9ca5705d2 preprocessor: fixed bug in "plot_conditional_forecast" 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3066 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-22 14:42:12 +00:00
sebastien df7bc34379 Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 16:55:31 +00:00
sebastien 6799dc4301 preprocessor: remove unnecessary stuff ("forecast" has not the same rank than "stoch_simul/estimation/osr/ramsey_policy") 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3062 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 16:17:27 +00:00
sebastien aa6ff983a9 AIM solver: 
* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:44:56 +00:00
ferhat e1f17fa9e5 - adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved. 
- corrects some mod files.
- In steady command, get check argument from bytecode dll

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-18 15:18:16 +00:00
sebastien dbc9e0996d * Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast" 
* Reference manual: created a section on forecasting (with "forecast" option), and added the three new statements to that section


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3049 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-16 17:23:57 +00:00
ferhat 3c2d944cfc - use of classes to describe the bytecode tags 
- use static option for bytecode instead of steady_state option

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3048 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-16 16:34:27 +00:00
sebastien dc49fbffdc Preprocessor: 
* new options to "identification" statement: "ar", "useautocorr", "load_ident_files", "prior_mc"
* implement the call to dynare_identification() when "identification" statement is encountered
* new options to "dynare_sensitivity" statement: "ar", "useautocorr", "load_ident_files"
* trigger computation of model derivatives w.r. to parameters when "identification" option of "dynare_sensitivity" statement is used


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3046 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-14 16:16:43 +00:00
sebastien 4bb040a234 Preprocessor: fixed grammar for "mode_file" option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3042 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-13 19:15:21 +00:00
sebastien 80b1e63cdc preprocessor: implement third-order derivatives in USE_DLL mode 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3036 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-12 16:09:16 +00:00
ferhat 4268f2f7a6 topological sort implemented after the block decomposition for dynamic models 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3035 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-09 10:13:14 +00:00
sebastien 9a673167f8 preprocessor: 
* fixed substitution of endogenous with leads >= 2: take into account exogenous with leads in non-linear terms
* fixed substitution of exogenous with leads: take into account other variables with leads in non-linear terms


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3027 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-07 16:34:42 +00:00
sebastien c84df1aace preprocessor: in stochastic mode, create auxiliary variables for exogenous with non-zero lead/lag 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3026 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-07 14:07:13 +00:00
ferhat f7d69ff58c avoid useless iteration in simulation of simple equations 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3025 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-07 09:31:58 +00:00
michel add652918e added possibility to call user defined optimizing routine with mode_compute option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3023 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-06 14:40:49 +00:00
sebastien ed5bad62c3 preprocessor: always trigger creation of *_dynamic.m file when "identification" is present 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3021 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-06 08:56:02 +00:00
houtanb b765264621 fixes global oo_ declaration for steady state operator as discussed on 14 Sep 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3020 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 18:36:07 +00:00
sebastien 522de968d0 preprocessor: reverted useless changes from last commit 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3016 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 17:02:35 +00:00
ferhat ece194b602 The local variables are implemented with byte code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3015 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 16:47:43 +00:00
sebastien 6f55900bb9 preprocessor: always compute the Dynamic hessian when "identification" keyword is present 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3003 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-01 08:03:40 +00:00
sebastien 97cb944831 preprocessor: 
* In stochastic mode, now transforms the model by removing leads and lags greater or equal to 2 (creating auxiliary variables and equations in the process)
* Information about these variables is in structure M_.aux_vars
* Automatically add the necessary initialization for auxiliary vars after the initval block or load_params_and_steady_state


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3002 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-30 15:10:31 +00:00
michel 643551ce22 preprocessor: symbol names that are also option names (alpha, beta, ...) are now case consistent 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2991 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-28 19:29:13 +00:00
sebastien 18a5146082 preprocessor, StaticDllModel: removed useless method 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2990 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-28 13:31:00 +00:00
ferhat 033c321b58 restore the mshocks command 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2985 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-25 12:48:09 +00:00
michel 85ed3d346a preprocessor: adding new options for Marlov Switching 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2975 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 13:13:57 +00:00
sebastien edea5b303b Build system: fixes for creation of the tarball 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2968 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 10:15:59 +00:00
sebastien 45acc68b8b Preprocessor: fix for static model with block+bytecode option and model local variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2958 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-23 12:31:00 +00:00
sebastien 254253e097 Build system: fix for FlexLexer.h 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2954 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-21 10:00:47 +00:00
ferhat 4dff75d79c - the "steady_state" function is implemented with the "bytecode" option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2952 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-18 16:34:11 +00:00
sebastien d7f8ec9108 Build system: incorporate FlexLexer.h, so that one can compile on systems without flex 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2942 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-17 16:02:55 +00:00
sebastien 77eb291162 Build system: don't use symlinks under Cygwin, MATLAB doesn't understand them 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2939 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-17 12:06:44 +00:00
sebastien 31aff0e756 Various fixes to build system 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2937 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-17 08:14:44 +00:00
sebastien befed5c49d Create a symbolic link for preprocessor in matlab/ (instead of a plain copy) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2933 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-16 13:50:09 +00:00
sebastien 91a23e0d21 Build system: 
* add support for Doxygen
* the configure script now tells what will be built and what won't


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2925 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-15 16:50:23 +00:00
sebastien 992370edff * Fix the STEADY_STATE operator for LaTeX output 
* Allow the STEADY_STATE operator to work with exogenous/exogenous_det with non zero lead/lag
* Other cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2917 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-11 09:16:52 +00:00
houtanb e08fa1f618 added steady_state operator to preprocessor 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2916 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-10 20:09:16 +00:00
sebastien ddd286863d * Convert the rest of the already existing build system to Automake 
* Add new autoconf macros


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2914 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-10 09:50:58 +00:00
sebastien 88dc668544 Added missing rule for copying preprocessor to matlab/ subdir 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2912 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-09 17:00:43 +00:00
sebastien 9c3c314746 * Rewrite preprocessor build system with automake 
* Use new autoconf macros for flex/bison
* Remove autoconf macro for dynare++


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2911 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-09 16:47:43 +00:00
sebastien 3bf1c45ddf Remove autoconf/automake generated files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2910 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-09 16:44:32 +00:00
sebastien 9571276cc1 Reverted to Unix (LF only) end-of-line convention 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2907 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-09 13:15:02 +00:00
ratto df329354a6 Fixed compilation error with gcc (ver 4.3) on Ubuntu 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2906 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-09 13:01:04 +00:00
sebastien ee49993202 Don't create model subdirectory in block+bytecode mode 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2904 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-08 08:07:07 +00:00
sebastien 7279f0de1b Updated Doxygen configuration file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2903 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-08 08:06:23 +00:00
sebastien 4c38e9147f Added derivatives of dynamic model residuals with respect to parameters 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2902 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-08 08:06:06 +00:00
sebastien 655fa02710 Removed useless stuff 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2901 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-08 08:05:44 +00:00
sebastien dff2144c2c Added error message if bytecode option specified but no bytecode DLL found 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2896 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 16:34:15 +00:00
sebastien 579b5f509e Cleanup "cutoff" and "mfs" options (the former is no longer in options_) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2888 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 10:10:06 +00:00
sebastien b88c5abcba Remove useless "markowitz" data member in DynamicModel and StaticDllModel 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2886 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 09:57:17 +00:00
sebastien 0857db4e79 More cleanups related to obsolete "cutoff" and "markowitz" statements 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2885 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 09:55:15 +00:00
sebastien 71f5e527e6 Remove obsolete "cutoff" and "markowitz" statements 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2884 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 09:50:45 +00:00
ferhat 164eb22f87 - get rid of block and bytcode variable in SimulStatement and StochSimulStatement 
- minimalist version of dynamicmodel when no dynamic model is needed

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2883 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 16:44:15 +00:00
sebastien 74232e9ee5 * Added new option stack_solve_algo to simul 
* Added solve_algo=5 for steady
* Remove obsolete method option of simul
* Added various checks to avoid unimplemented combinations of bytecode/block/solve_algo/stack_solve_algo


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2882 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 16:34:48 +00:00
ferhat 9f45200924 simulate.dll has been replaced by bytecode.dll 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2881 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 14:40:54 +00:00
sebastien 9a1339ad11 Added support for equation tags (thanks to Pablo for providing a patch) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2880 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 14:37:59 +00:00
sebastien a56de57637 Various cleanups related to new options "bytecode" and "block" 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2879 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 13:36:56 +00:00
ferhat 1786ba13da - bug fix: block not set to 1 in StaticModel 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2877 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-31 18:56:29 +00:00
michel 1802078154 updating SWZ sbvar code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2875 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-30 19:24:34 +00:00
ferhat ed6cda0ca1 New options for block decomposition and bytecode (see http://www.dynare.org/DynareWiki/ByteCode): 
- the options "sparse_dll" and "sparse" are no more available. They are replaced by combinations of block (for block decomposition) and bytecode (for model stored in a binary file)
- markowitz is now an option of simul and steady commands


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2873 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-29 15:04:11 +00:00
michel 797c9747f6 v4: modify MS option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2869 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-25 18:55:01 +00:00
ferhat a5e047df47 - Adding missing files: StaticDllModel.cc and StaticDllModel.hh 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2867 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-25 10:14:49 +00:00
ferhat d32dd99210 - extension of normalization of equations to nonlinear equations 
- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
  mfs = 0 => all variables are considered as feedback variables (default value)
  mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
  mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
  mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-25 09:43:01 +00:00
sebastien 1736b45404 Fixed typo introduced in previous commit 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2860 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-17 15:07:28 +00:00
michel b1809b2403 corrected problems created by new options name conflict with common variable names 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2859 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-17 14:46:08 +00:00
michel a2448f6394 v4: adding preprocessor interface to Sims-Wagonner-Zha code for SBVAR (regular and Markov-Switching). 
This is not yet completely operational.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2855 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-26 17:07:07 +00:00
michel ef26fae773 v4: adding interface for shock decomposition 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2853 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-23 08:31:48 +00:00
ferhat 1d9260251d - sparse_dll option works fine with feedback variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2851 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-21 15:50:12 +00:00
sebastien a52d38c856 Preprocessor: handle model local variables in blocks_mfs mode of steady command 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2841 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-13 13:44:46 +00:00
sebastien 515be5ad3a Preprocessor: refactor usage of GNU g++ specific features 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2840 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-13 09:13:42 +00:00
sebastien d9aca4bc4e Preprocessor: 
* new ExprNode method for computing set of ModelLocalVariables of an expression
* factorized code with collectEndogenous() and collectExogenous() methods


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2839 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-10 16:42:08 +00:00
ferhat 45c28cadc2 - minor modifications in Reorder_the_recursive_variables prototype 
- no function comment in MinimumFeedbackSet.cc
- writeChaineRuleDerivative in DynamicModel.cc instead of ModelTree.cc


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2836 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-10 15:37:51 +00:00
ferhat d19ccced9a - Complete implementation of feedback variables in dynamic model with sparse option 
- Normalization of linear in endogenous variable equations 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2834 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-10 15:05:09 +00:00
sebastien 4ba6a505db Preprocessor: bugfixes to block_mfs option of steady 
* sort recursive variables in topological order in the _static.m file
* collectEndogenous() returs type specific IDs, not symb_id!


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2833 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-10 14:22:40 +00:00
sebastien e8700bc046 Implemented MATLAB part of the block_mfs option to steady. 
(Still need to fix a bug)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2829 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-09 16:35:07 +00:00
sebastien 5495f0c6c0 Preprocessor, static model handling: added code to output M-file when in block+MFS mode 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2820 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-07 15:58:17 +00:00
sebastien b0f252c2f4 Some restructurings in the preprocessor: 
* StaticModel: dropped creation of C file in USE_DLL mode
* StaticModel: added computation of derivatives for block MFS mode
* DynamicModel: catch error codes of mkdir()
* ModelTree: moved "mode" member variable to DynamicModel
* ModFile::writeOutput(): moved manipulations relative to dynamic model file to DynamicModel


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2818 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-07 14:20:48 +00:00
sebastien 479f3340f7 Preprocessor: various minor changes, including 
* moved some declarations from ExprNode.hh to BlockTriangular.hh to which they conceptually belong
* replaced non standard boolean operators (and, or, not) by standard ones (&&, ||, !)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2812 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-06 10:36:36 +00:00
sebastien 1cde972d91 Preprocessor: changes to code for chain rule derivation 
* fixed a bug in the handling of VariableNode: we now make a copy of the recursive_variables map, instead of modifying that of the caller
* factorized code shared with standard derivation
* various minor cleanups


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2811 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-06 09:34:21 +00:00
sebastien db382f1f6f Changes to the write_latex_{static,dynamic}_model: 
* fixed bug in the dynamic version (was putting time subscripts to parameters)
* changed symbol for multiplication to a space (was a dot)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2802 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-02 14:51:14 +00:00
sebastien 62f6368a19 trunk preprocessor: added new option "block_mfs" to "steady" 
* normalizes the static model
* computes its block decomposition, using topological order
* for each block, computes minimum feedback set of variables
* at this stage, only produces text output (no change in the computation of steady state)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2798 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-30 15:07:09 +00:00
sebastien 1f22698295 trunk preprocessor: various minor changes in MinimumFeedbackSet.{cc,hh} 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2797 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-30 14:43:59 +00:00
sebastien a05fa888b0 trunk preprocessor: M_.NNZDerivatives is now a column vector instead of a matrix 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2794 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-29 10:52:57 +00:00
sebastien e7c9ec55e9 trunk preprocessor: fixed bug with sparse Hessian and USE_DLL 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2793 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-29 09:27:09 +00:00
sebastien bbd756220c trunk preprocessor: output the number of non-zero derivatives in main M-file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2792 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-26 13:57:07 +00:00
sebastien 14eea65483 trunk preprocessor: 
* for 2nd and 3rd derivatives of static and dynamic model, create the sparse matrices in a more efficient way (thanks to Pablo Winant for suggesting this and providing a patch)
* this breaks USE_DLL option at order 2
* fixed bug when hessian or 3rd deriv. matrix was all zero: the matrix was not constructed at all, leading to crashes in Matlab code


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2787 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-25 09:56:41 +00:00
sebastien 0612cd8ebe trunk preprocessor: fixed logical and operator (thanks to Pablo Winant for pointing this out) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2785 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-25 07:35:08 +00:00
sebastien cbbaf112e3 trunk preprocessor: fixed bug when loading non-existent steady-state file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2753 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-10 14:45:41 +00:00
sebastien b710347869 trunk: build system updates 
* top-level Makefile now generated
* automatic rules for regenerating configure and Makefiles
* enhanced source tarball creation (no longer destroys SVN subdirs)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2734 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-08 10:04:06 +00:00
sebastien 0b0aea0589 trunk: fixed preprocessor/Makefile.in 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2730 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 17:01:15 +00:00
ferhat ed679ec55c - ModelBlocks.cc and ModelBlocks.hh erased 
- Makefile.in corrected

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2729 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 16:04:23 +00:00