c4a9f93d40
Do not allow the estimation of a parameter that appears in “planner_discount”
...
Ref. dynare#1173
2020-02-04 17:49:53 +01:00
b0c819cb03
Compute 3rd order dynamic derivatives for “dynare_sensitivity(identification)”
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Ref. #40
2020-01-20 17:26:31 +01:00
acdfeb4ee6
simplify calls to `symbol_list.checkPass`
2020-01-07 15:58:30 +01:00
98a9c88880
Allow `dynasave` and `dynatype` to support exogenous variables in their var_list
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issue dynare#1691
2020-01-06 10:52:18 +01:00
54f73e0864
Symbol List check pass: allow caller to specify the valid types of variables in a Symbol List
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dynare#1355
2019-12-23 21:16:00 +01:00
e2d5a83592
Global reindentation
2019-12-20 16:59:30 +01:00
42106f85a8
det_cond_forecast: fix output aesthetics
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- remove semicolon after `end`
- don't test for existence of `oo_`
- fix spacing to conform with MATLAB/Octave spacing
issue #39
2019-12-20 14:51:16 +01:00
9d3be05a2d
remove superfluous comma
2019-12-20 14:51:16 +01:00
76b461de4a
organize function with other members of the same class
2019-12-20 14:51:16 +01:00
32c3910e18
allow symbol list to accept auxiliary variables
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dynare#1355
2019-12-20 14:51:15 +01:00
5f451ebc99
Cosmetic fixes to 8baec1e0ec
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Ref. #1673
2019-12-20 11:48:50 +01:00
82c2682bb2
New “with_epilogue” option of “shock_decomposition”, “realtime_shock_decomposition” and “initial_condition_decomposition”
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Ref. dynare!1688
2019-12-20 11:47:54 +01:00
Stéphane Adjemian (Charybdis)
8baec1e0ec
Allow k order estimation.
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Automatically switch to k_order_solver if order>2. Use old mex file if
order==2 (since it seems unexpectedly significantly faster than
local_state_space_iteration_k, and because it can deal with pruning).
2019-12-20 11:15:16 +01:00
044258b0a2
Make “datafile” option of “perfect_foresight_setup” (and “simul”) equivalent to “initval_file”
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Ref. dynare#1663
2019-12-19 14:53:52 +01:00
c2461981d2
Various provisions for improvements to shock decomposition commands
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– New “squeeze_shock_decomposition” command
— New “max_nrows” option to “plot_shock_decomposition” and
“initial_condition_decomposition”
— “plot_shock_decomposition” now returns oo_ as an output argument
Ref. dynare#1687, dynare!1655
2019-12-18 11:39:44 +01:00
031c0cff5f
Various code simplifications and modernizations
2019-12-16 19:42:59 +01:00
b58bbb8e84
Ramsey: do not warn if instruments are not defined in steady_state_model block
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Closes: dynare#1677
2019-12-12 16:19:15 +01:00
1d3265acb7
C++17: further code simplifications (assignments in if)
2019-12-12 16:19:14 +01:00
8dfa79a0f5
new command `evaluate_planner_objective`
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dynare#1678
2019-12-12 11:35:26 +01:00
f11048f2dc
Pass oo_ as function input for plot_icforecast. Dynare/dynare#1672
2019-11-29 12:17:02 +01:00
c23e136f93
Revert "Merge branch 'master' into 'master'"
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This reverts commit 3ae92499b83ec01b8612
2019-11-26 16:46:12 +01:00
8bfcefe7fb
Add interface for forecast_shock_decomposition. Dynare/dynare#1657
2019-11-25 17:08:59 +01:00
d839aea08b
Drop unused functions for writing C and C++ output
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These functions should have been deleted in
946d105c04
2019-10-24 10:54:46 +02:00
ecdca502aa
Modernization: stop using make_pair() and make_tuple()
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In many cases, they can be replaced by the curly braces syntax.
Otherwise, we can now use the pair() and tuple() constructors, without the need
to specify template parameters, thanks to class template argument
deduction (new in C++17).
2019-10-24 10:49:13 +02:00
8a83e08e79
Fix bug with diff or unary ops that have same static representation
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Previously, for testing whether two diff() expressions or two unary ops were
the lead/lag of each other, the preprocessor would test whether they have the
same static representation. This is ok for simple expressions (e.g.
diff(x(-1))), but not for more complex ones (e.g. diff(x-y) and diff(x(-1)-y)
should not be given the same auxiliary variable).
This commit fixes this by properly constructing the equivalence relationship
and choosing a representative within each equivalence class. See the comments
above lag_equivalence_table_t in ExprNode.hh for more details.
Closes #27
2019-10-22 15:01:06 +02:00
0b3cd3ec90
pac: fix parsing of linear combination for growth option
2019-10-03 18:26:09 +02:00
b0ac4a4e51
Cosmetic change
2019-09-24 18:47:43 +02:00
04b6a68aef
new calling structure for stoch_simul, discretionary_policy. dynare#1197
2019-09-11 18:05:40 +02:00
2c6fa34a1f
C++17: use structured bindings instead of std::tie whenever possible
2019-09-11 16:40:19 +02:00
d1be4f4946
remove duplicates from stoch_simul symbol_list. closes dynare#1519
2019-09-10 11:13:33 +02:00
fbf535e819
Fix typo
2019-08-27 14:20:00 +02:00
db6d4fb0cd
Support identification(order=3)
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In that case, the preprocessor outputs g4 (4th derivatives of model) and
g3p (1st derivs of g3 w.r.t. parameters).
Ref #10
2019-08-22 17:02:40 +02:00
24d4b2dc77
identification command now accepts the order option
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Note that this option does not modify the global options_.order, for
consistency with the semantics of the identification command.
The preprocessor will compute dynamic derivatives up to at least order+1.
Closes #10
2019-07-05 17:49:16 +02:00
d59f9f75ff
Simplification of previous commit
2019-06-05 15:03:48 +02:00
d873414728
pac_model growth: allow single parameters
2019-05-27 16:06:14 +02:00
3509291b74
pac_model: only write growth fields if growth was passed to pac_model
2019-05-20 16:14:40 +02:00
2753ab9887
pac: collect exogenous variables in growth argument to pass exo use test in ModFile.cc
2019-05-17 15:06:16 +02:00
a0f74f5c16
pac growth: allow linear combination
2019-05-14 12:33:59 +02:00
21fe0f4bdc
avoid cast warnings when compiling boost headers
2019-04-23 14:57:03 +02:00
b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding)
2019-04-16 11:35:31 +02:00
7392cd3a6c
add JSON output for plot_shock_decomposition, realtime_shock_decomposition, and initial_condition_decomposition
2019-04-12 14:34:09 +02:00
39926133b8
More automatic modernizations with clang-tidy
2019-04-03 16:46:20 +02:00
8a41a75c85
Apply modernize-raw-string-literal from clang-tidy
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Use ReplaceShorterLiterals option to enforce replacement of all strings.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-raw-string-literal.html
2019-04-03 16:45:52 +02:00
6ba31087ab
add check for parameter_set option to conditional_forecast
2019-04-03 14:26:02 +02:00
78583135df
Use true/false instead of 1/0 for boolean options
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This is more elegant, and makes it easier to distinguish them from integer
options.
2019-03-19 15:15:10 +01:00
fdefb0f52a
move variable initialization out of body
2019-03-08 16:21:01 +01:00
e56f994d28
pac_model: write growth argument as string
2019-03-01 11:20:26 +01:00
341b9c6667
pac_model: allow diff as argument to growth option
2019-02-28 19:22:34 +01:00
240aba6709
move pac info out of pac expectation node
2019-02-20 15:35:13 +01:00
0ea84fa9a4
pac: allow steady state growth and model consistent expectation substitution in pac equation
2019-02-18 15:11:45 +01:00
d922ae8ffc
pac_model: permit lag on growth option
2019-01-25 14:52:26 +01:00
9c95bfa33f
fix typos
2019-01-18 12:48:45 +01:00
027b59b449
fix typos
2019-01-18 12:36:19 +01:00
e7c9c26d2d
More modernizations with clang-tidy
2019-01-15 11:08:47 +01:00
4c71d143f3
substitute leads/lags appropriately when identification or sensitivity statements are present. Issue: https://git.dynare.org/Dynare/dynare/issues/1631
2019-01-09 14:48:25 +01:00
01385d1f80
Simplify implementation of nopreprocessoroutput option
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Simply redirect cout to /dev/null, instead of propagating a boolean
everywhere.
2018-12-20 17:08:45 +01:00
67ac4bf8ea
Allow diff() and log() in "expression" option of var_expectation_model
2018-11-29 16:01:49 +01:00
e9341c7153
Implement option "expression" of var_expectation_model
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The data structure written in the driver file is changed also in the case of
the "variable" option.
2018-11-28 17:33:59 +01:00
b88e0de53f
Remove useless accessor methods for data members that are const in ExprNode classes
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Those const data members are simply made public.
2018-11-28 14:35:30 +01:00
6fa115aedd
Derivation engine w.r.t. endogenous generalized to any order
2018-11-22 17:13:55 +01:00
4a974bb428
The preprocessor now compiles the MEX when use_dll is specified
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New options "mexext" and "matlabroot" are introduced, so that the preprocessor
knows where to find MATLAB and which architecture to compile for.
Only recent gcc is now supported. A set of optimization flags is used so that
compilation goes reasonably fast on large models.
Consequently, options "msvc", "mingw" and "cygwin" have been removed.
2018-10-26 18:09:13 +02:00
1c33af4844
Fix bug introduced in bfd93f4ac0 with correlations in estim_params
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For correlations, there is one extra columns (since there are two symbol
indices). MATLAB automatically adds the missing column, while Octave is
stricter when verifying dimensions.
By the way, add a missing comma.
2018-10-26 11:11:10 +02:00
bfd93f4ac0
Fixed estimated_params_init behaviour...
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... when an initial value is given to a parameter that is not
estimated.
The generated driver file was crashing with cryptic error message
because we were searching in the first (and second) column of a
potentially empty array with 0 columns. The fix is to initialize the
fields of estimated_params_ with empty arrays with 10 columns (ie
zeros(0, 10)). Also print a message in the matlab command window if
parameter declared in estimated_params_init is not estimated.
2018-10-25 10:24:25 +02:00
1089a223c4
Clean up default constructors/destructors
2018-10-11 17:08:44 +02:00
f2cf86b734
Add copy constructors / assignment operators for the DataTree class hierarchy
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In particular, it is necessary to turn back DataTree::AddVariable() into a
non-virtual method, because it is called from DataTree's constructor. Enforcing
the absence of leads/lags is now done using a new boolean DataTree::is_static.
Take advantage of the new copy constructor for handling
PlannerObjectiveStatement more elegantly.
Unfortunately it is not possible to implement *move* constructor / assigment
operators, because the reference ExprNode::datatree is not mutable.
2018-10-10 12:53:55 +02:00
7bb5382428
Always use brace-initializer in constructors
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The syntax makes clearer the distinction between a function call and an
initialization. Also, it prevents bugs due to implicit type conversions.
2018-10-04 17:19:18 +02:00
139e3efa82
Adds a new model option "linear_decomposition" that creates a block composed of the non-linear equations o the model
2018-09-28 14:54:52 +02:00
85dbb649b7
move trend_component_table and var_model_table to DynamicModel as they are only used there
2018-09-14 17:04:06 +02:00
0c66e724cb
fix typo
2018-08-22 17:09:16 +02:00
7d9072a227
var_expectation: rename var_model_name to aux_model_name
2018-08-22 16:57:36 +02:00
a406c18598
Allow trend_component_model in var_expectations.
2018-08-22 16:50:01 +02:00
539fddc9f6
introduce var model table
2018-08-22 12:15:02 +02:00
afe0e475b1
trend_component_model statement
2018-08-17 16:52:48 +02:00
e24cabe3a5
var_expectation: print type specific id for discount index
2018-08-08 14:59:50 +02:00
32da131a77
Added associated index in M_.endo_names for expected variable.
2018-08-04 19:50:12 +02:00
ed32caeb46
Added missing field in VAR_EXPECTATION_MODEL description (variable).
2018-08-04 12:03:53 +02:00
022395aaf6
Fixed param_indices vector for VAR_EXPECTATION_MODEL.
2018-08-04 11:46:31 +02:00
f3c2a1bf87
New var_expectation_model statement and re-design of var_expectation operator
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Given a previously declared var_model, the var_expectation_model statement is
used to declare a way of forming expectations with this VAR (possibly using a
finite or infinite discounted sum). The var_expectation operator now takes a
single argument, the name of the var_expectation_model.
For the moment, this only works when the var_model is using equations
explicitly declared in the model block.
2018-08-02 08:39:09 +02:00
122e154764
PlannerObjectiveStatement now owns its model_tree
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By the way, error out if the planner_objective statement is used two times.
2018-07-31 13:00:41 +02:00
725b91e5d6
Several fixes to computing tasks statements
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- store objects whose persistence is not guaranteed (e.g. strings) as values
instead of references (to avoid possible segfaults)
- on the contrary, always store the SymbolTable as a reference, since its
persistence is guaranteed, and we don't want to copy it
- use pass-by-value in constructors whenever possible
- remove useless const keyword when passing by value
2018-07-31 10:51:28 +02:00
4a04a38374
C++11: convert ExtendedPreprocessorTypes to class enums
2018-07-18 17:28:26 +02:00
14948401e4
C++11: convert PriorDistributions to a class enum
2018-07-18 16:52:12 +02:00
4ad0e500d4
C++11: convert {Unary,Binary,Trinary}Opcode to class enums
2018-07-18 16:18:26 +02:00
d6055c1407
C++11: convert SymbolType to a class enum
2018-07-17 18:55:26 +02:00
53f83aeb12
No longer use boost::lexical_cast
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Most cases can be handled in C++11 by std::stoi() and std::stod().
For the macroprocessor ArrayMV<T>::print() method, use template
specialization (instead of a lexical_cast to detect between T=int and
T=string).
2018-07-04 15:53:41 +02:00
30c205f418
C++11: replace calls to std::atof() by std::stod()
2018-07-04 14:53:13 +02:00
5e1d722013
C++11: replace most calls to std::atoi() by std::stoi()
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The latter accepts a std::string as argument.
2018-07-04 14:53:08 +02:00
b91ed6f78c
Move the location of static and dynamic files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode and C source now under ${MODELNAME}/model/
2018-06-27 15:30:25 +02:00
a2b19cbfff
Added missing writeJsonOutput method for VarModelStatement.
2018-06-15 14:56:44 +02:00
d453e81594
pac_model: write as more output to M_ instead of options_; use rmfield instead of clear
2018-06-05 11:14:03 +02:00
16a049f0d8
Make changes to pac code for C++11
2018-06-05 11:14:03 +02:00
608c43450c
Replace most calls to make_pair by braced-initializer lists or emplace()/emplace_back()
2018-06-04 16:36:46 +02:00
182c53273e
Remove useless spaces in type qualifiers
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In C++11, it is no longer necessary to put a space between two consecutive ">".
2018-06-04 15:03:31 +02:00
1e56c73377
Port to C++11 nullptr keyword
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Performed using modernize-use-nullptr from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-nullptr.html
2018-06-04 15:03:31 +02:00
64eb494298
Port to C++11 syntax for default constructors
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Performed using modernize-use-equals-default from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-equals-default.html
2018-06-04 15:03:31 +02:00
c0ed97d247
Port to C++11 auto keyword
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Performed using modernize-use-auto from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-auto.html
2018-06-04 15:03:26 +02:00
dcfc598196
Remove redundant void arguments
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Performed using modernize-redundant-void-arg from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-redundant-void-arg.html
2018-06-04 15:02:57 +02:00
20bbbd46c3
Port some constructors to pass-by-value using C++11 move semantics
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Performed using modernize-pass-by-value from clang-tidy.
Manual intervention was needed to fix an issue in MacroValue.hh.
Also replace std::move by move, since we import the std namespace.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-pass-by-value.html
2018-06-04 12:35:28 +02:00
6cf4e6dc0c
Port to C++11 range-based for loops
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Performed using modernize-loop-convert from clang-tidy.
Manual intervention was needed in MacroValue.cc because of a variable name
capture issue.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-loop-convert.html
2018-06-04 12:26:16 +02:00
08eedcb448
Add const qualifier for tef_terms in writeOutput method and siblings
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Consequently, change various function calls where tef_terms was empty, passing
an (empty) rvalue instead of an lvalue.
2018-05-29 14:22:01 +02:00
dd8b05e2f0
add undiff info to pac output
2018-05-17 16:53:27 +02:00
bb1cc0bebf
simplify var_model statement calls
2018-04-17 16:56:02 +02:00
fb8d9258d0
add pac_model statement
2018-04-04 11:48:59 +02:00
5d339b69de
simplify pac_expectation code
2018-03-07 15:04:07 +01:00
81f2258228
var_model: store max lag info
2018-03-06 15:17:39 +01:00
a69c53b0c8
clean up var_model code
2018-03-06 14:42:11 +01:00
a1437ac982
Merge remote-tracking branch 'dynare-preprocessor-github/master' into other-master
2018-02-26 12:09:58 +01:00
b504f160ca
move files to src directory
2018-02-15 11:48:04 +01:00
Sébastien Villemot
Houtan Bastani
Stéphane Adjemian (Charybdis)
Dóra Kocsis
Stéphane Adjemia (Scylla)
Ferhat Mihoubi
Stéphane Adjemian(Charybdis)