c74dac7e73
preprocessor: add warning for potential non-linearities in model declared linear. #1404
2017-04-05 11:07:34 +02:00
5021601b5b
preprocessor: move equation tags out of dmath mode, include all equation tags in one set of brackets, allow equation tags to be interpreted as latex, modify manual and test accordingly. #477
2017-04-05 11:01:25 +02:00
053407314d
preprocessor: add option to write equation tags in latex output. closes #477
2017-04-04 16:08:30 +02:00
7c09ae7f3d
preprocessor: remove unused filed histval_present from mod_file_struct
2017-04-03 15:23:01 +02:00
f9a803f4a9
Added option nonlinear_filter_initialization.
...
Default value is 1 (initialization with the ergodic variance of the reduced
form solution of the model approximated at order one).
If the model has unit roots, the user must use `nonlinear_filter_initialization=3`,
which select an identity matrix for the initial covariance matrix of the state variables.
A side effect of this option is to temporarily change the value of options_.qz_criterium to
a value above one (ie 1+1e-6) so that the unit roots are not rejected. If the
model has unit roots and if the and if the option
nonlinear_filter_initialization has a value less than 3, the evaluation of the
likelihood will fail, because by default the unit root is counted as an
unstable root.
2017-04-03 11:25:05 +02:00
5be4206092
preprocessor: add options plot_init_date and plot_end_date to plot_shock_decomposition
2017-03-31 14:38:44 +02:00
bc9a619d8a
preprocessor: initial_condition_decomposition front end. closes #1425
2017-03-31 13:19:04 +02:00
ddcad84f13
Clarify error message if model-local variable was already used on RHS
2017-03-29 14:49:37 +02:00
5fb2ba6f7c
plot_shock_decomposition: remove argument to steadystate option
2017-03-28 12:15:00 +02:00
59322da2a7
preprocessor: add plot_shock_decomposition command. closes #1406
2017-03-24 12:11:36 +01:00
490a3d66a6
Removed initialization for dates and dseries.
...
This is not required with the new oop interface.
2017-03-22 09:41:10 +01:00
3308f252c9
preprocessor: add aux var/equation when var_model is of order > max lag of its variables in the model block
2017-03-22 09:41:10 +01:00
f3e4a75aad
var_forecast: make calls more efficient
2017-03-22 09:41:10 +01:00
323a3684bf
var_forecast: only make one call per var model, regardless of forecast horizon
2017-03-22 09:41:09 +01:00
a4004ac8bf
var_forecast: fix writing in dynamic file
2017-03-22 09:41:09 +01:00
53d0792712
stoi was introduced in C++11. replace with stringstream
2017-03-22 09:41:09 +01:00
f45575fb74
var_forecast: create separate VarExpectationNode class to better handle calls to .m function that calculates var forecasts
2017-03-22 09:41:09 +01:00
1ab66f549f
var_expectation: create possibility for h-step-ahead forecast
2017-03-22 09:41:09 +01:00
012360c370
var_forecast: create individual .m files for each forecast
2017-03-22 09:41:09 +01:00
a020daef37
var_expectation: first draft
2017-03-22 09:41:09 +01:00
b08a397983
var_forecast: move var declaration from options_ to M_, simplify structure in which it is stored
2017-03-22 09:41:09 +01:00
85a7d72515
VAR(p) forecast first draft, preprocessor for var command and backend for forecast
2017-03-22 09:41:09 +01:00
d089c730d4
Remove preprocessor warning.
...
Do not issue a warning when observed exogenous variables do not appear
in the model.
2017-03-22 09:41:09 +01:00
80e322d319
Added declaration of observed exogenous variables.
...
With integration test.
2017-03-22 09:41:09 +01:00
d2dfb65602
preprocessor: add realtime_shock_decomposition statement. #1406
2017-03-21 15:20:32 +01:00
ea450d4254
preprocessor: fix bug introduced in a4eb8d6b91b3b9d5c0293b78be0678c52c4395a4
2017-03-21 14:07:30 +01:00
bc5ac82612
preprocessor: add init_state option to shock_decomposition
2017-03-21 12:48:11 +01:00
8c595e3298
evaluate_smoother.m: pass updated M_.params and oo_ back to base workspace
...
Closes #1373
2017-03-17 13:15:39 +01:00
5a35040126
Make sure block-decomposed model returns with correct error code if Inf or NaN is encountered
...
Missing from 5f85d3a2005ae1d2b3650776cc33830967721159 where only residual was set to error code. If oo_.deterministic_simulation.status is not set to 0, model will erroneously be considered as solved and homotopy will not be triggered.
2017-03-17 10:07:13 +01:00
3eddd5ce88
preprocessor: split equation output into lhs and rhs. #1387
2017-03-15 12:52:55 +01:00
6e9e2eac40
preprocessor: write JSON output for cross refs #1387
2017-03-10 17:28:25 +01:00
bab5d9bea1
Merge branch 'master' into json
2017-03-10 17:20:15 +01:00
cde54d7ad4
Revert "preprocessor: write equation cross references in JSON. #1387"
...
This reverts commit 0ccc82300c3046d159554c24027ded09a93b687e.
2017-03-10 17:18:41 +01:00
b4ac9aac8d
preprocessor: add lag info to equation cross references. closes #1398
2017-03-10 16:59:52 +01:00
2a3ef9d168
preprocessor: write equation cross references in JSON. #1387
2017-03-06 16:34:08 +01:00
746f88eb6e
preprocessor: create two different static and dynamic files with the option jsonprintderivdetail. #1387
2017-03-03 14:42:37 +01:00
1b3cccb602
Merge branch 'master' into json
2017-03-03 14:42:25 +01:00
5fbadbadd3
preprocessor: make JSON output start counting at 1 instead of 0. #1387
2017-03-02 17:34:34 +01:00
fc48bf26b9
preprocessor: write error messages to cerr instead of cout, replace \n with endl
2017-03-01 12:44:31 +01:00
9eb7c00da1
preprocessor: fix bug that caused temporary terms not to be printed for the parameter derivatives of the static model. closes #1397
2017-03-01 12:20:55 +01:00
32a08f8db0
preprocessor: add onlyjson option to allow exit upon writing of JSON output. #1387
2017-02-28 14:34:22 +01:00
301c9691d9
preprocessor: JSON output aesthetic fixes, support planner objective. #1387
2017-02-27 15:40:34 +01:00
236f1ca7d0
preprocessor: fix JSON bugs. #1387
2017-02-27 14:23:55 +01:00
915bea91a1
preprocessor: output JSON after different steps, write static, dynamic, params derivs files in JSON. #1387
2017-02-24 17:43:22 +01:00
ad84914118
preprocessor: for consistency, use equations.size() instead of equation_number() in classes that have equations as a field
2017-02-24 11:20:54 +01:00
58951045d9
preprocessor: JSON output for statements, #1387
2017-02-20 11:23:10 +01:00
4486df9f8f
preprocessor: bug fix for writing of parameter values. Closes #1394
2017-02-13 14:03:44 +01:00
96b35ff078
FIX: JSON remove space before symbols + quote values
2017-02-12 16:45:05 +01:00
83ea269155
preprocessor: aesthetic fix
2017-02-10 12:47:43 +01:00
4dc640c635
preprocessor: aesthetic fix
2017-02-09 16:23:42 +01:00
Houtan Bastani
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Winant Pablo