Sébastien Villemot
75dbe4afde
Bugfix: M_.sigma_e_is_diagonal could be wrong if there were several shocks blocks.
2014-04-10 11:43:26 +02:00
Sébastien Villemot
bd89254791
Cosmetic change for clearer code.
2014-04-09 18:33:24 +02:00
Sébastien Villemot
d44cb3af93
Introduce two new command: perfect_foresight_{setup,solver}.
...
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
Sébastien Villemot
ff17a871dd
Multiple "shocks" block are cumulative.
...
This was the default behavior before commit 82b31156. This commit reintroduces
this behavior.
2014-04-09 15:23:20 +02:00
Michel Juillard
cd063ce3fe
extended-preprocessor: starting a C interface (not finished)
2014-04-05 15:46:35 +02:00
Houtan Bastani
2515d772ab
changes related to #641 for os x
2014-03-25 10:43:14 +01:00
Sébastien Villemot
51e8a70bf4
Fix call to "mex" helper under MATLAB 8.3 (R2014a) and GNU/Linux.
...
There is a new LINKOPTS variable which governs the list of symbols to be
exported, so we set it to an empty value to have all symbols exported.
Previously we were overloading the LDFLAGS which was containing the list of
exported symbols.
2014-03-24 16:31:43 +01:00
Michel Juillard
8d042b8121
finishing ramsey_model implementation
2014-03-09 12:15:32 +01:00
Sébastien Villemot
9a0dddef31
Rename OutputType to FileOutputType (to distinguish it from ExprOutputType).
...
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
eaf02155cb
Remove some limitations of steady state model:
...
- 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
3d11273a61
extended-preprocessor: update test example1
2014-02-24 13:33:48 +01:00
Michel Juillard
1cfaddcd44
extended_preprocessor: renaming files/class and bug fixing
2014-02-24 13:33:48 +01:00
Michel Juillard
6e0ef026ac
write C++ version of model functions without temporary terms
2014-02-24 13:33:48 +01:00
Michel Juillard
71824b3d4c
extended-preprocessor: finished removing c_driver mechanism
2014-02-24 13:27:14 +01:00
Michel Juillard
2e7afdb22b
extended-preprocessor: adding line options output= and cuda; starting
...
to change ModFile::c_driver mechanism
2014-02-24 13:27:14 +01:00
Houtan Bastani
0e469dc6e8
pretty end to dynare processing
2014-02-24 12:41:02 +01:00
Houtan Bastani
109045a97b
ms-dsge: add options statement
...
Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
preprocessor/ParsingDriver.cc
2014-02-24 12:41:02 +01:00
Houtan Bastani
1424f34eed
ms-dsge: write C output
...
Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
2014-02-24 12:41:02 +01:00
Houtan Bastani
e1cebde83a
ms-dsge: add param initialization to C output
2014-02-24 12:41:02 +01:00
Houtan Bastani
053ee41ac0
ms-dsge: create C driver file without statements
...
Conflicts:
preprocessor/DynareMain2.cc
preprocessor/ModFile.cc
preprocessor/ModFile.hh
preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
Michel Juillard
9dfcf897f7
adding 3rd order derivatives to Static Model for evaluation of Ramsey
...
policy computed at order = 2
2013-12-11 19:24:29 +01:00
Houtan Bastani
1d7646a6e5
For Matlab >= 2013a on osx, use renamed SDKROOT macro, MW_SDKROOT
2013-12-10 18:18:46 +01:00
Sébastien Villemot
78ea064592
Cleanup more preprocessor-generated files at each run
2013-12-02 17:22:16 +01:00
Sébastien Villemot
6ba0980460
Add a warning when some exogenous are not used in the model
2013-11-29 16:03:45 +01:00
Sébastien Villemot
1414f98cff
Refactor code for collecting variables appearing in expressions
...
- 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
173dc32e60
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
...
Closes #469
2013-11-29 14:51:17 +01:00
Houtan Bastani
f964d06e22
saves variables if they exist at end of dynare run. closes #517
2013-11-13 11:29:27 +01:00
Houtan Bastani
bd9e8acdab
preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392
2013-10-29 15:02:07 +01:00
Sébastien Villemot
46c7622f1c
Reactivate and fix the test for the balanced growth path.
...
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
b21252b895
Comment the trend test for a balance growth path => problematic with eLogTrend
2013-10-28 16:41:21 +01:00
ferhat
b6c0850fb7
Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
...
- 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
76714b34df
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)
4fe0f4af65
Added (command line) nointeractive option.
2013-07-10 12:02:12 +02:00
Stéphane Adjemian (Charybdis)
d7c4d4d3eb
Added (command line) nograph option.
2013-07-10 11:03:48 +02:00
Sébastien Villemot
a595a83b16
Add new option parallel_local_files to model block
...
Ref #389
2013-05-31 14:47:38 +02:00
Sébastien Villemot
55a548282c
Possibility of restricting differentiate_forward_vars to some variables
...
Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot
ddaedb5ee3
Document how functions with a kink are differentiated
...
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
94e6f569b8
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
Sébastien Villemot
270a5db60a
Fix handling of auxiliary variables in endval block
2013-04-22 18:02:32 +02:00
Sébastien Villemot
75f8467803
Implement tags [static] and [dynamic] for equations
...
Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard
24cac29cdf
removed changes linked with transforming variables to avoid log or
...
power of negative numbers
2013-04-09 16:35:57 +02:00
Sébastien Villemot
69a5271db7
Revert spurious preprocessor changes introduced in dfa744f
2013-03-26 16:51:10 +01:00
Ferhat Mihoubi
832c9d37ef
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
Sébastien Villemot
4f2f9e7ed6
Add preprocessor messages (stdout, stderr) to the logfile
...
Closes #306
2013-03-18 13:44:04 +01:00
Sébastien Villemot
70193c92b2
Remove spurious display when there is zero preprocessor warning
2013-03-05 12:53:37 +01:00
Sébastien Villemot
8ba4a3a4d2
Remove obsolete workaround for Octave 3.2
2013-02-28 10:32:09 +01:00
Sébastien Villemot
8610453baf
Reorganization of warnings
...
- 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
e717881115
Add more explicit error message when mixing ramsey_policy with varexo_det
2013-02-07 11:52:59 +01:00
Sébastien Villemot
b02662e2d9
Fix linking of static file with use_dll under Windows
...
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
dc1be70d82
Add derivatives of static model w.r.t. parameters
...
The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00