Sébastien Villemot
18e81ab22a
Rename OutputType to FileOutputType (to distinguish it from ExprOutputType).
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Also rename DynareOutput.hh to FileOutputType.hh. Include the latter in dist
tarball, and add copyright/license header.
2014-02-25 16:45:55 +01:00
Sébastien Villemot
8fddca92a2
Remove some limitations of steady state model:
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- allow recursive definitions (Closes #554 )
- allow a variable to be defined twice, simply emit a warning (Ref #556 )
2014-02-24 17:27:34 +01:00
Michel Juillard
96ac2c0fd6
extended-preprocessor: update test example1
2014-02-24 13:33:48 +01:00
Michel Juillard
a18b33ed7e
extended_preprocessor: renaming files/class and bug fixing
2014-02-24 13:33:48 +01:00
Michel Juillard
49b34d4c94
write C++ version of model functions without temporary terms
2014-02-24 13:33:48 +01:00
Michel Juillard
bd1188f78e
extended-preprocessor: finished removing c_driver mechanism
2014-02-24 13:27:14 +01:00
Michel Juillard
2885a00c8f
extended-preprocessor: adding line options output= and cuda; starting
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to change ModFile::c_driver mechanism
2014-02-24 13:27:14 +01:00
Houtan Bastani
9ba4fbded3
pretty end to dynare processing
2014-02-24 12:41:02 +01:00
Houtan Bastani
bb0045a892
ms-dsge: add options statement
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Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
preprocessor/ParsingDriver.cc
2014-02-24 12:41:02 +01:00
Houtan Bastani
b37e3850e5
ms-dsge: write C output
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Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
2014-02-24 12:41:02 +01:00
Houtan Bastani
0c5966d487
ms-dsge: add param initialization to C output
2014-02-24 12:41:02 +01:00
Houtan Bastani
b426f7236c
ms-dsge: create C driver file without statements
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Conflicts:
preprocessor/DynareMain2.cc
preprocessor/ModFile.cc
preprocessor/ModFile.hh
preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
Michel Juillard
2fcb379b92
adding 3rd order derivatives to Static Model for evaluation of Ramsey
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policy computed at order = 2
2013-12-11 19:24:29 +01:00
Houtan Bastani
9a21667e69
For Matlab >= 2013a on osx, use renamed SDKROOT macro, MW_SDKROOT
2013-12-10 18:18:46 +01:00
Sébastien Villemot
5031f9efc0
Cleanup more preprocessor-generated files at each run
2013-12-02 17:22:16 +01:00
Sébastien Villemot
839ae22b1f
Add a warning when some exogenous are not used in the model
2013-11-29 16:03:45 +01:00
Sébastien Villemot
ed2f6d62c1
Refactor code for collecting variables appearing in expressions
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- rename ExprNode::collectVariables in ExprNode::collectDynamicVariables
- new ExprNode::collectVariables: same as above, but without lag information
- remove ExprNode::findUnusedEndogenous: essentially redundant with the above)
- remove ExprNode::collectModelLocalVariables: idem
2013-11-29 15:37:11 +01:00
Sébastien Villemot
f7cdc39ff2
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
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Closes #469
2013-11-29 14:51:17 +01:00
Houtan Bastani
3b26467998
saves variables if they exist at end of dynare run. closes #517
2013-11-13 11:29:27 +01:00
Houtan Bastani
07137e804b
preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392
2013-10-29 15:02:07 +01:00
Sébastien Villemot
f889760f61
Reactivate and fix the test for the balanced growth path.
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If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).
Closes #506
2013-10-29 18:46:54 +08:00
ferhat
37876b2c2b
Comment the trend test for a balance growth path => problematic with eLogTrend
2013-10-28 16:41:21 +01:00
ferhat
051213f798
Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
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- Add auxiliary variables for leaded and lagged exogenous
- Set the cutoff applied to the Jacobian at zero for the static and the dynamic models
2013-10-28 14:22:23 +01:00
Houtan Bastani
20dba7e623
new nostrict command-line option does not exit when there are more endogenous than equations ( closes #2 )
2013-09-13 14:44:01 -04:00
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
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Ref #389
2013-05-31 14:47:38 +02:00
Sébastien Villemot
7bbe121769
Possibility of restricting differentiate_forward_vars to some variables
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Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot
921e7fdafd
Document how functions with a kink are differentiated
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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
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Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard
39cc313964
removed changes linked with transforming variables to avoid log or
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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
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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
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- 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
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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
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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
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00