1b203a3755
Save dataset_info in results.mat if it exists
2016-03-11 15:29:12 +01:00
127637ffd6
Merge branch 'temporary_terms'
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Do not evaluate unnecessary temporary variables (for instance those
used in the evaluation of the jacobian matrix when we only compute the
residuals of the dynamic equations).
2016-03-09 17:53:58 +01:00
38b21feb3e
build system: cosmetic typo fix
2016-03-09 16:53:57 +01:00
d4195ae624
build system: fix typo
2016-03-08 18:06:45 +01:00
d331cf5a7a
Fixed extended path.
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- Removed call to make_ex_,
- Fill oo_.exo_simul in extended path routine,
- Do not update oo_.exo_simul after the call to the extended path routine,
- Cosmetic change.
(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
c9ca46f228
preprocessor: allow arbitrary partitioning of variables (removes long_name keyword)
2016-02-26 16:47:17 +01:00
458cfc4fc6
preprocessor: initialize xref structure and use indices. closes #1125
2016-02-23 14:32:48 +01:00
8c2e6655f1
preprocessor: introduce new option compute_xrefs, #1125
2016-02-23 13:57:55 +01:00
f546368252
preprocessor: print reverse references (param->eqs, endo->eqs, exo->eqs, exo_det->eqs)
2015-12-18 17:13:50 +01:00
4976b2b335
preprocessor: add equation cross references
2015-12-18 15:17:32 +01:00
1b22cb0df1
preprocessor: remove unused structure
2015-12-18 12:35:32 +01:00
15716124fa
preprocessor: fix divergence of equations and aux_equations. closes #1110
2015-12-01 12:34:43 +01:00
4ff17d6191
Revert "preprocessor: write auxiliary variable definitions to matlab function"
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This reverts commit ad81129a9b
2015-12-01 11:41:55 +01:00
ad81129a9b
preprocessor: write auxiliary variable definitions to matlab function
2015-11-30 15:36:17 +01:00
c373d1e1be
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
105100c7fe
remove global in dyn_forecast() and change input and output arguments
2015-11-28 17:38:00 +01:00
215de7e8dc
Closes #1057 .
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Use a static file with a list of routines to cleared before each run (because they have
persistent variables).This static file (the script
matlab/list_of_functions_to_be_cleared.m) is distributed with Dynare and
needs to be updated for each release (or each time we add/remove
persistent variables). To update the file just do:
>> clear_persistent_variables(DYNARE_MATLAB_PATH, true)
and add/commit the generated file.
2015-11-12 14:38:16 +01:00
6ef4371630
Revert "preprocessor: add utf-8 tokenizing"
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This reverts commit f2cc9d3899
2015-10-30 18:27:41 +01:00
84f4b7c322
preprocessor: remove rule that should have been removed in fd5ce1366e
2015-10-30 18:23:39 +01:00
ad9ccebc6c
preprocessor: make notation accord with the rest of the preprocessor
2015-10-30 18:13:37 +01:00
4ed2a0dc9d
preprocessor: fix uninitialized variable warning
2015-10-30 18:11:51 +01:00
36992933d2
Merge pull request #1062 from FerhatMihoubi/cond_forecast_and_bytecode
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Allows to compute the extended path and the conditional forecasts wit…
2015-10-16 17:12:54 +02:00
fd5ce1366e
preprocessor: change prior_posterior_function into two arguments. closes #1076
2015-10-14 11:02:35 +02:00
145e2d5542
preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076
2015-10-13 17:41:31 +02:00
f0e94d6475
fix typo
2015-10-13 17:21:32 +02:00
b4aa21f018
preprocessor: interface for prior_posterior_function command. closes #1076
2015-10-13 17:16:10 +02:00
9e28e796d5
preprocessor: simplify code
2015-10-13 15:13:40 +02:00
447b01b0b0
fix typo
2015-10-13 15:13:40 +02:00
b7cbb563d6
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
b51b037ef2
Merge pull request #871 from JohannesPfeifer/prior_posterior_function
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Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
a8580258a1
changed Dynare timer to local timer
2015-10-10 14:33:30 +02:00
3490e400bc
Merge pull request #1015 from JohannesPfeifer/model_comparison
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Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
e52ce43569
Removed clear all for Matlab>=R2015b.
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By default, Dynare clears the globals and functions containing
persistent variables. The behaviour of Dynare is not changed with
Matlab<R2015b or Octave.
2015-10-06 11:34:56 +02:00
7c5272d852
Allows to compute the extended path and the conditional forecasts with bytecode
2015-09-22 15:39:49 +02:00
c598f4dde3
fixed another bug in col_id computation
2015-09-20 15:46:17 +02:00
df793cebe5
fixed bug in col_id computation
2015-09-19 15:51:32 +02:00
ad3d00f0da
preprocessor: fix bug when printing model variables containing underscores in latex file. closes #1059
2015-09-16 12:22:39 +02:00
fbd178c5be
preprocessor: add horizon option to ms_forecast
2015-09-08 17:28:08 +02:00
17c1f52868
preprocessor: quick fix for #263
2015-09-07 15:56:37 +02:00
8d54aeeaf6
preprocessor: add relative_irf option to irf_calibration block. closes #720
2015-09-07 11:49:17 +02:00
ae8d5774b7
preprocessor: fix scoping problem with temporary variables
2015-09-04 15:28:06 +02:00
f72fcbbe78
preprocessor: make ramsey_policy/ramsey_model and discretionary_policy mutually exclusive. closes #1047
2015-09-03 17:04:34 +02:00
5bd51d65e8
replace cend with end and cbegin with begin
2015-09-03 16:06:37 +02:00
dc441b41b8
preprocessor: rework temporary terms
2015-09-03 15:25:36 +02:00
6c34da5c12
raise cost of oPowerDeriv to always create a temporary variable if it has been encountered at least twice
2015-09-03 14:25:17 +02:00
7697067062
preprocessor: fix bug in calculation of cost of trinary ops
2015-09-03 12:01:01 +02:00
ee7e5d6814
temp
2015-09-02 18:50:09 +02:00
0fdf76dcf7
preprocessor: fix bug introduced in eb2890d1f5
2015-09-02 15:30:33 +02:00
2846a7023d
preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions
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(cherry picked from commit eb2890d1f5
2015-09-02 15:30:25 +02:00
9b525713d9
Revert "preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions"
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This reverts commit eb2890d1f5
2015-09-02 15:29:52 +02:00
eb2890d1f5
preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions
2015-09-01 18:29:10 +02:00
afba7f273f
preprocessor: add const declaration to temporary terms
2015-09-01 14:58:46 +02:00
d4630ac877
preprocessor: fix typo in julia temporary terms output
2015-09-01 14:34:40 +02:00
311e6bf26a
preprocessor: turn on temporary terms for julia
2015-09-01 14:11:38 +02:00
11eaf27453
Merge branch 'julia'
2015-09-01 11:35:16 +02:00
1dd4e03770
preprocessor: fix build on wheezy due to bug introduced in f143b54142
2015-08-31 14:33:00 +02:00
ae49cddd1d
preprocessor: allow for [paths] block in dynare config file. closes #1039
2015-08-28 18:06:30 +02:00
f143b54142
preprocessor: read config file before macroprocessor run. #1039
2015-08-28 16:09:47 +02:00
2518f6c83c
preprocessor: macroprocessor: add @#includepath macro. #1039
2015-08-28 14:43:26 +02:00
6016d9fc1d
preprocessor: fix bug introduced in 1ba04976aa. #1039
2015-08-28 11:13:19 +02:00
1ba04976aa
preprocessor: macroprocessor: add -I switch. closes #1039
2015-08-27 16:49:12 +02:00
c9f771973d
expand extended preprocessor + first implementation of Petsc interface
2015-08-27 10:00:51 +02:00
154980ec8c
preprocessor: posterior_kernel_density option to estimation. #1035
2015-08-25 11:09:08 +02:00
ddc8eee388
preprocessor: allow first_obs option of estimation to accept a vector of integers. #1034
2015-08-25 10:30:21 +02:00
3ed1d01ba9
adding writeResidualsC() for external files
2015-08-24 14:53:27 +02:00
511801c903
finalize svar_global_identification_check
2015-08-24 14:53:27 +02:00
1d17f6b770
remove fill!(residual, 0.0) statements as all elements of residual are assigned to
2015-08-21 17:13:38 +02:00
d2c3debeb8
add @inbounds to model equations, temporary vars, and model vars
2015-08-21 17:13:38 +02:00
ccd383cbed
fix array indexing for Julia
2015-08-21 17:13:38 +02:00
2a9761ff33
clean up printing
2015-08-21 17:13:32 +02:00
5666e12e8f
add assertions at beginning of function call
2015-08-21 12:05:38 +02:00
59122a1e73
fix comments in generated files
2015-08-21 12:00:47 +02:00
8715878971
remove duplicate try/catch
2015-08-21 11:40:43 +02:00
73a0ad51d6
update static & dynamic function comments
2015-08-20 15:28:32 +02:00
a686a47ce7
check function output argument sizes
2015-08-20 15:26:10 +02:00
b00ed9f0a4
write third derivatives of static and dynamic functions more efficiently
2015-08-20 14:41:15 +02:00
129c8d9e46
fix typo in 357afaab47
2015-08-20 14:02:22 +02:00
357afaab47
update comments in static & dynamic funcitons
2015-08-20 12:27:43 +02:00
c4d3eb5b3c
write Hessians of static and dynamic functions more efficiently
2015-08-20 12:18:19 +02:00
786d1bfcf1
add @inbounds to static and dynamic Jacobian
2015-08-20 12:12:17 +02:00
a244754a15
replace zeros with fill! and remove spzeros in static and dynamic functions
2015-08-20 11:33:19 +02:00
6572b6f14f
replace empty sparse calls with spzeros
2015-08-19 17:12:06 +02:00
996f67c622
fix type in function header
2015-08-19 14:38:35 +02:00
0f76765bd8
add types to dynamic, static, and steady_state function calls
2015-08-19 12:11:08 +02:00
d65e9306cb
remove unnecessary get*Function functions
2015-08-19 11:28:25 +02:00
09541f10ef
load steady_state! function into model.steady_state
2015-08-19 10:59:30 +02:00
ae7132f7ae
make steady state file modify variables in place
2015-08-18 16:31:30 +02:00
534609ffce
change getPowerDeriv to get_power_deriv to accord with Julia function naming style
2015-08-18 15:49:48 +02:00
6ac346606b
adding using Utils to dynamic & static files
2015-08-18 15:45:23 +02:00
2e7e9bc8f0
update static model to use multiple dispatch
2015-08-18 15:42:24 +02:00
252688cf4a
update dynamic model to use multiple dispatch
2015-08-18 15:32:30 +02:00
f2cc9d3899
preprocessor: add utf-8 tokenizing
2015-08-17 17:09:40 +02:00
bba553ff32
modify *_set_auxiliary_variables to work in julia
2015-08-17 15:36:18 +02:00
cf3cdf0d59
remove unnecessary braces
2015-08-17 11:17:26 +02:00
f9ef38e579
preprocessor: write M_.aux_vars(i).eq_nbr as int instead of char. closes #1028
2015-08-17 10:55:39 +02:00
680625f260
Save results of model_comparison to oo_
2015-08-13 17:48:09 +02:00
1fa050830b
Manually merged PR #1022 .
2015-08-13 14:49:39 +02:00
9556d37fd6
Removed deprecated syntaxes.
2015-08-12 19:03:29 +02:00
7073ddd5a1
preprocessor: remove useless if statements in SymbolTable::writeCCOutput
2015-08-11 12:10:44 +02:00
698a44c98a
Add option for storing contemporaneous correlation
2015-08-11 11:27:55 +02:00
cee7adc078
preprocessor: make hp, one-sided hp, and bandpass filters mutually exclusive
2015-08-03 17:51:45 +02:00
e13a59eb64
preprocessor: add one_sided_hp_filter to stoch_simul. #1011
2015-08-03 17:34:34 +02:00
d9a1b99899
preprocessor: add bandpass_filter option to stoch_simul. #1011
2015-08-03 17:28:55 +02:00
d5cf474b6b
preprocessor: add spectral_density option to stoch_simul. #254
2015-08-03 13:02:17 +02:00
9557142cc4
preprocessor: remove constraint outlined in #849
2015-07-30 17:52:47 +02:00
c88c17728e
preprocessor: issue warning when param used with lead/lag. closes #976
2015-07-30 14:40:03 +02:00
7d11ed7642
histval: use now the same treatment for exogenous and exogenous det
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variables as for endogenous ones. Closes issue #617 .
2015-07-29 16:12:53 +02:00
8f92b975e4
write dynamic model output
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Conflicts:
preprocessor/DynamicModel.cc
2015-07-29 14:59:09 +02:00
114b446bff
Merge branch 'master' into julia
2015-07-29 14:53:35 +02:00
f26551509c
preprocessor: simplify writing of NNZDerivatives
2015-07-29 14:52:15 +02:00
45d1f7c5b6
add linear option to options
2015-07-29 13:31:42 +02:00
8a4357640e
remove unnecessary assignment as the field is assigned in the constructor
2015-07-29 13:22:40 +02:00
e5d0ba599a
fix writing of aux vars, predetermined vars, and observed vars
2015-07-29 11:51:27 +02:00
570230d8f0
rename model__ to model
2015-07-29 11:35:10 +02:00
0126dec837
create options
2015-07-29 11:30:01 +02:00
2b7fc247f7
bug fix in writing of dynamic params derivs file
2015-07-29 10:40:30 +02:00
bc49d06e61
simplify modules created by preprocessor
2015-07-28 18:00:00 +02:00
91eb61d15a
simplify printing of variable arrays
2015-07-28 17:43:57 +02:00
9562b4ffd1
reduce code that is output in modfile.jl
2015-07-28 17:32:34 +02:00
d70ae4d103
write steady state model
2015-07-28 17:27:56 +02:00
5131f3907f
Make sure the used global variables are correctly set and available in the base workspace
2015-07-28 15:36:59 +02:00
b5be9b7437
wrie dynamic params deriv file
2015-07-28 14:59:55 +02:00
b8d69721e2
bug fix in writing of static params derivs
2015-07-28 14:42:10 +02:00
c22cc15655
write static param derivs file
2015-07-28 12:29:42 +02:00
1f2fad8c8d
fix writing for julia
2015-07-27 17:33:22 +02:00
25ae46e204
write dynamic file
2015-07-27 17:02:51 +02:00
be464bb431
clean up writing of static model
2015-07-27 15:59:13 +02:00
b81035a6f3
write static model
2015-07-27 15:33:38 +02:00
32f66d2d35
write more output to modfilename.jl
2015-07-24 12:34:06 +02:00
3a2fa0623a
accord variable names and functions with julia programming style
2015-07-24 11:35:23 +02:00
efd9a563f4
preprocessor: clean up code
2015-07-23 18:10:44 +02:00
4a5dcfca4d
change variable/parameter collections, finish printing SymbolTable info
2015-07-23 18:05:57 +02:00
b8194f7845
histval: replaced initialization with NaN by zeros
2015-07-23 14:25:18 +02:00
d70817ba1e
julia: initial preprocessor stub
2015-07-21 18:02:34 +02:00
f1a5217a64
preprocessor: remove comments associated with c604d9da38
2015-07-21 17:50:33 +02:00
c604d9da38
move external file write functions to class definitions
2015-07-21 17:35:06 +02:00
f94910173d
Merge pull request #937 from JohannesPfeifer/graph_fix
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Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
2269b38465
Merge pull request #740 from JohannesPfeifer/relative_irf
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
7740fdaca0
preprocessor: split creation of latex model files. closes #966
2015-07-15 08:58:15 +02:00
ae4e802c44
Fied bug. Moved option linear_approximation.
2015-07-08 11:11:22 +02:00
8007f508a2
New option linear_approximation for perfect foresight models.
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This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).
Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).
If possible, the option is triggered automatically if the model is
declared linear.
TODO:
* Write a linear version of perfect_foresight_problem routine.
* Evaluate the approxilation error (just need to evaluate the system of
stacked non linear equations).
2015-07-07 17:55:41 +02:00
75295b3c54
fix typo
2015-06-30 12:12:49 +02:00
71700dff76
Merge pull request #942 from JohannesPfeifer/TaRB_integration
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Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
aeb1542b48
preprocessor: add VerbatimStatement class. Closes #953
2015-06-16 12:48:32 +02:00
383a852c9c
Revert "Merge branch 'rmExtraExo'"
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This reverts commit 28ffa9c56f60b3577a09
2015-06-09 16:42:51 +02:00
e4b8565797
Revert "preprocessor: fix bug in merge of rmExtraExo branch"
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This reverts commit def2bf81d2
2015-06-09 16:41:00 +02:00
d6a1a71556
Revert "preprocessor: replace extra exos in steady state model"
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This reverts commit 8bc946c148
2015-06-09 16:40:14 +02:00
fa80fbf635
Enable tex option for stoch_simul
2015-06-08 18:00:32 +02:00
55d44f0983
Add preprocessor option silent_optimizer
2015-06-08 16:48:57 +02:00
8048b0c5c1
Allow for relative_irf option in estimation command
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The option was used and inherited from stoch_simul before
2015-06-08 16:42:43 +02:00
Johannes Pfeifer
Stéphane Adjemian (Hermes)
Houtan Bastani
Michel Juillard
ferhat
Johannes Pfeifer