Commit Graph

111 Commits (ee7078e56c7af29d699fd525167d31ca39616d75)

Author SHA1 Message Date
Michel Juillard ee7078e56c factoring out steady-state computations; steady_state_model now
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00
Ferhat Mihoubi b932615ff4 updates normalizeEquation() to deal with abs, sign (Ticket #200) and trigonometric functions. 2011-10-12 15:03:05 +02:00
Houtan Bastani 5f3290f7a4 bugfix: sign operator for compiled static file 2011-08-30 16:12:00 +02:00
Houtan Bastani 7357a23114 output mex file for static model (closes #183) 2011-08-19 16:57:27 +02:00
Houtan Bastani 0da1aab3a8 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Houtan Bastani 64ba641add bug fix: add parenthesis around STEADY_STATE output in case it contains an expression 2011-08-08 18:49:18 +02:00
Ferhat Mihoubi e38618127b - correction of the bug in normalization process for expressions of the form a^x (Ticket #186)
- If a case is not handled, the equation is supposed to be impossible to normalize.
- comments added to describe the normalization process
2011-06-10 12:41:21 +02:00
Houtan Bastani 69f3895938 cosmetic change 2011-05-11 11:58:33 +02:00
Houtan Bastani 26d5534320 fixed typo 2011-04-12 16:42:55 +02:00
Houtan Bastani a966eeb99f bug fix: writeOutput calls from within writeOutput were losing tef_terms info 2011-04-12 16:42:55 +02:00
Houtan Bastani 161647922c Implement explicit writing of first order conditions of Ramsey problem (ticket #5) 2011-03-24 17:17:15 +01:00
Houtan Bastani c4dfb41f5c bug fix: in cloning binary op node, were losing the order of the power deriv 2011-03-23 11:36:46 +01:00
Michel Juillard 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
Sébastien Villemot e76dfadc78 Preprocessor: avoid name clashes with model local variables 2011-02-21 18:26:23 +01:00
Sébastien Villemot f4557cb195 Reindentation of the preprocessor 2011-02-04 16:25:38 +01:00
Sébastien Villemot 7c65bceb0e Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments (closes #37) 2011-01-26 13:55:01 -05:00
Sébastien Villemot 9c6d65bc0a Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128) 2011-01-13 18:08:26 +01:00
Sébastien Villemot a6a4b3bc28 Preprocessor: no longer use assert(false) as a way of marking impossible cases 2011-01-13 15:52:44 +01:00
Ferhat Mihoubi 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
Ferhat Mihoubi 129d404eb8 - The binary operator oDerivPower is implemented in bytecode 2010-12-17 18:54:03 +01:00
Houtan Bastani 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
Ferhat Mihoubi 97664607b2 - external functions are compatible with block decomposition and/or bytecode 2010-12-10 12:06:50 +01:00
Houtan Bastani 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
Sébastien Villemot d4520da481 Preprocessor: fix bug with varexo_det in conjunction with USE_DLL 2010-12-08 11:33:20 +01:00
Sébastien Villemot 771b4e766c Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues 2010-11-25 13:45:35 +01:00
Houtan Bastani 894155be88 trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +02:00
Houtan Bastani 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
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 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
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 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 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 c4ef68b293 Preprocessor: fixed bug (substitution was incorrectly done with leads on exogenous) 2010-06-11 19:21:03 +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 37abe362a3 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +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
Ferhat Mihoubi f849b11563 The functions erf, normpdf and normcdf work fine with bytecode option 2010-04-16 17:00:05 +02:00
Houtan Bastani 2c1af4dc3b bug fix: missing break in switch statement 2010-03-15 15:59:54 +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
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 12c4a52ebc Add support for external functions 2010-02-23 18:15:18 +01:00