Commit Graph

2958 Commits (5.x)

Author SHA1 Message Date
Willi Mutschler c79ae5d4bd
Save 'Total computing time' into oo_.time 2021-01-28 11:28:41 +01:00
Johannes Pfeifer ad22e62874
filter_initial_state: Port lost preprocessor commits from https://git.dynare.org/JohannesPfeifer/dynare/-/commits/filter_initial_state 2021-01-26 16:03:04 +01:00
Sébastien Villemot 7468b4d8d7
Remove more stuff related to unfinished decomposition in linear and nonlinear blocks
Ref. #39, dynare!1626
2021-01-25 18:13:35 +01:00
Sébastien Villemot af9bd8f109
Remove the unfinished decomposition in linear and nonlinear blocks
Also remove the det_cond_forecast interface, that was related to it.

Ref. dynare!1626
Closes: #39
2021-01-25 18:03:37 +01:00
Sébastien Villemot 1e5de7d71e
Fix typo
Introduced in 4c14dc3fbf.
2021-01-22 14:20:52 +01:00
Sébastien Villemot 4c14dc3fbf
Macro processor: gracefully fail when argument to @#ifdef/@#ifndef is not a variable name
Ref. dynare#1771
2021-01-22 12:20:13 +01:00
Sébastien Villemot ec66768a63
Forbid exogenous deterministic variables with a lead or lag
Ref. dynare#1765
2021-01-22 11:59:44 +01:00
Sébastien Villemot ab656f2d84
macOS/use_dll: upgrade to gcc-10 compiler 2021-01-13 15:42:09 +01:00
Sébastien Villemot a0d12310cb
macOS/use_dll: drop -mmacosx-version-min=10.9 flag
The MEX files are not intended for distribution to other systems.
2021-01-13 15:42:09 +01:00
Sébastien Villemot c91178e3e3
macOS/use_dll: no longer pass -arch x86_64, in preparation for ARM support 2021-01-13 15:42:09 +01:00
Stéphane Adjemian (Charybdis) 7a8446e836
Added call to a routine filling the fields required by some nonlinear solvers.
At some point this task might be delegated to the preprocessor.

(cherry picked from commit ca230d0902eadeb89ab705cf66790ffa2f135192)
2021-01-12 19:50:37 +01:00
Willi Mutschler a87b2753ed
MoM: Add option analytic_jacobian 2021-01-08 18:57:06 +01:00
Sébastien Villemot 8e03f17350
Cleanup the “output” option
— output Julia files as soon as “language=julia” is passed, independently of
  the value of the “output” option
— drop the “dynamic” and “first” values of the “output” option, since they
  actually do nothing
— obey the “output” option even in the deterministic case

Ref. dynare#1600
2021-01-08 18:51:48 +01:00
Sébastien Villemot f5760c33ea
CI: on macOS, enforce flex and bison from Homebrew 2021-01-07 18:35:02 +01:00
Sébastien Villemot 6efad1447f
More robust way of finding the absolute path to FlexLexer.h
Ref. #575
2021-01-07 18:33:10 +01:00
Sébastien Villemot a9daec1c07
Rename preprocessor binary to dynare-preprocessor
Ref. dynare#1728
2021-01-06 17:08:42 +01:00
Sébastien Villemot 93f233738b
Updates to README 2021-01-06 16:09:35 +01:00
Sébastien Villemot cd443a6083
Revert to accepting the “nolog” option, but do nothing about it
This is necessary to avoid an “unknown option” error.

Ref. dynare#1743
2021-01-06 15:50:30 +01:00
Sébastien Villemot 78874a01d3
No longer deal with the log file at the preprocessor level
Ref. dynare#1743
2021-01-06 14:19:33 +01:00
Sébastien Villemot 7f77c4df60 Merge branch 'schur_vec_tol' into 'master'
Add interface to set Schur_vec_tol

See merge request Dynare/preprocessor!29
2020-12-18 13:00:37 +00:00
Johannes Pfeifer 1def52a088 Add interface to set schur_vec_tol 2020-12-17 19:55:20 +01:00
Sébastien Villemot 1f7ed12d4a
CI: bump Boost version used for Windows preprocessor binaries for Julia 2020-12-17 15:30:45 +01:00
Sébastien Villemot 91db87b1cf
Forbid some basenames, since they will cause trouble
Closes: preprocessor#62
2020-12-16 18:21:55 +01:00
Sébastien Villemot 84d79226cd
Lexer: no longer associate a semantic value to GMM and SMM tokens
This was forgotten from commit 78f6d48601.
2020-12-14 19:10:29 +01:00
Sébastien Villemot e74bac52e6 Merge branch 'analytic_standard_errors' into 'master'
GMM: introduce option analytic_standard_errors

See merge request Dynare/preprocessor!28
2020-12-14 16:09:21 +00:00
Johannes Pfeifer 78f6d48601 GMM: introduce option analytic_standard_errors 2020-12-12 09:36:40 +01:00
Sébastien Villemot 7baeda8b8d
Occbin: add equation number in M_.occbin.constraint structure
Ref. #569
2020-12-10 15:57:47 +01:00
Sébastien Villemot f67e9c044b
JSON output: fix “variable_mapping” for Ramsey models
Ref. dynare#1755
2020-12-09 17:32:29 +01:00
Sébastien Villemot bf1da3c6fb
JSON output: fix logic in “variable_mapping” that could lead to invalid JSON formatting
Ref. dynare#1755
2020-12-09 16:47:55 +01:00
Sébastien Villemot ec779235ea
Macro-processor: move environment out of node classes
This completes the separation of parse trees from their evaluation.

Closes: #32
2020-12-07 17:29:05 +01:00
Sébastien Villemot 638b4c7ac5
Ensure that all statements produce an output in JSON mode 2020-11-26 16:25:22 +01:00
Sébastien Villemot a99ca9f450
Remove obsolete “var_estimation” statement 2020-11-26 16:13:52 +01:00
Sébastien Villemot 1b40327639
Remove obsolete “restrictions” block 2020-11-26 16:13:49 +01:00
Sébastien Villemot c697a63119
Fix typo 2020-11-25 18:08:49 +01:00
Sébastien Villemot 9292b0692e
Rename DetCondForecast to DetCondForecastStatement, for naming consistency 2020-11-25 17:40:00 +01:00
Sébastien Villemot 4b8290faa5
Do not crash when unknown symbol is passed to “irf_shocks” option
Closes: #57
2020-11-18 17:47:37 +01:00
Sébastien Villemot b1df9ecc38
Parallel config file: switch back to DynarePath field (instead of ProgramPath)
This is a partial revert of f022f666b7

Ref. dynare#1748
2020-11-13 15:35:01 +01:00
Sébastien Villemot cfb41d291c
Substitute out model-local variables early in the model transform pass
Incidentally, this makes it possible to use model-local variables with either
the “block” or “bytecode” option. (Ref: dynare#1243)
2020-11-10 18:07:57 +01:00
Sébastien Villemot 1e419a48e4
Remove unused function 2020-11-10 18:02:06 +01:00
Sébastien Villemot 9bca65c7e5
Deterministic models: replace exogenous with lead/lags by auxiliary variables
This brings those models in line with stochastic models.

However note that transformation is still not exactly the same on stochastic
and deterministic models, because there is no need to take into account the
Jensen inequality on the latter. In deterministic models, there is a one-to-one
mapping between exogenous with lead/lags and auxiliaries, while in stochastic
models, an auxiliary endo may correspond to a more complex nonlinear expression.
2020-11-09 16:28:32 +01:00
Sébastien Villemot 5d564eed07
Fix the interpretation of @#elseif clauses within an @#ifdef or @#ifndef 2020-11-02 12:47:33 +01:00
Sébastien Villemot df8d8ef116
Fix logic for @#ifndef
Ref. dynare#1747
2020-11-02 12:27:27 +01:00
Stéphane Adjemian (Charybdis) abf5a6553b
Removed useless subfield (only julia output).
TODO: Check that we can do the same in the matlab version…
2020-10-21 18:16:07 +02:00
Stéphane Adjemian (Charybdis) b8f7b5846b
Fixed flags for temporaries (julia output). 2020-10-21 16:37:13 +02:00
Sébastien Villemot 56581b1dd4
PAC model: make detection of non-optimizing part more robust
Introduce a new method for decomposing a product of factors, so that we can
identify expressions of the form (1-optim_share)*A*B.

Also enforce that the optim_share parameter be in a factor of the form
1-optim_share (previously it would accept any expression containing the
parameter).

Note that this fix does not yet allow to actually write non-optimizing parts of
the form (1-optim_share)*A*B, since at a later point the preprocessor imposes
that this part be a linear combination of variables (but in the future we could
think of expanding the A*B product into a linear combination if, for example, A
is a paramater or a constant and B is a linear combination).

Closes: #50
2020-10-19 18:32:30 +02:00
Sébastien Villemot db3ef925a7
Fix handling of diffLead in SymbolTable::getOrigLeadLagForDiffAuxVar() 2020-10-16 16:31:55 +02:00
Sébastien Villemot d2cbe2a19e
PAC model: fixes to M_.pac.MODEL.ar (information about autoregressive part)
– Fix order of items in this structure. Previously, items were ordered
  according to the declaration order of parameters. Now, items are order
  according to lag order (first lag appears first)
– Gracefully handle the case where there is no autoregressive part
  (Closes: #52)
2020-10-16 16:31:51 +02:00
Sébastien Villemot 740ea833f6
Block decomposition: bugfix for solve one boundary blocks with mfs>0
Ref. dynare#1726
2020-10-07 18:55:19 +02:00
Sébastien Villemot e736b9234f
Minor simplification 2020-10-07 17:15:53 +02:00
Sébastien Villemot 4560639eb4
Block decomposition: fix evaluation of recursive variables in solved blocks
Ref. dynare#1726
2020-10-06 18:30:34 +02:00