Commit Graph

192 Commits (0d31c7a8936fc1c553fdae967132736425709c34)

Author SHA1 Message Date
Houtan Bastani 462f0d85f4 Merge branch 'master' into ecb-master 2017-06-19 18:02:57 +02:00
Houtan Bastani cb369b3b98 preprocessor: support adl and diff 2017-06-14 16:12:08 +02:00
Stéphane Adjemian (Charybdis) 51feda7d02 Fixed code indentation. 2017-06-14 07:01:31 +02:00
Stéphane Adjemian (Charybdis) a01b347564 Fixed indentation if c and c++ files. 2017-06-01 19:58:32 +02:00
Houtan Bastani a2771a62ad var_model: allow non model-block variables in VAR 2017-05-04 16:15:33 +02:00
Houtan Bastani 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
Houtan Bastani 323a3684bf var_forecast: only make one call per var model, regardless of forecast horizon 2017-03-22 09:41:09 +01:00
Houtan Bastani a4004ac8bf var_forecast: fix writing in dynamic file 2017-03-22 09:41:09 +01:00
Houtan Bastani 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
Houtan Bastani 1ab66f549f var_expectation: create possibility for h-step-ahead forecast 2017-03-22 09:41:09 +01:00
Houtan Bastani 012360c370 var_forecast: create individual .m files for each forecast 2017-03-22 09:41:09 +01:00
Houtan Bastani a020daef37 var_expectation: first draft 2017-03-22 09:41:09 +01:00
Houtan Bastani bab5d9bea1 Merge branch 'master' into json 2017-03-10 17:20:15 +01:00
Houtan Bastani cde54d7ad4 Revert "preprocessor: write equation cross references in JSON. #1387"
This reverts commit 0ccc82300c3046d159554c24027ded09a93b687e.
2017-03-10 17:18:41 +01:00
Houtan Bastani b4ac9aac8d preprocessor: add lag info to equation cross references. closes #1398 2017-03-10 16:59:52 +01:00
Houtan Bastani 2a3ef9d168 preprocessor: write equation cross references in JSON. #1387 2017-03-06 16:34:08 +01:00
Houtan Bastani 236f1ca7d0 preprocessor: fix JSON bugs. #1387 2017-02-27 14:23:55 +01:00
Houtan Bastani 915bea91a1 preprocessor: output JSON after different steps, write static, dynamic, params derivs files in JSON. #1387 2017-02-24 17:43:22 +01:00
Houtan Bastani 64642d928c preprocessor: write JSON output. #1387 2017-02-06 17:41:18 +01:00
Houtan Bastani bb6ad83e72 preprocessor: external_function: add comma to function output args 2016-08-25 15:35:32 +02:00
Houtan Bastani 01552008ba preprocessor: issue error when exogenous included in planner_objective. closes #1264 2016-08-12 11:50:57 +02:00
Houtan Bastani 4462591347 fix copyright dates 2016-05-04 16:05:31 +02:00
Michel Juillard f6f4ea70fb skipt expectation operator in substitution of auxiliary variables 2016-04-01 18:45:19 +02:00
Michel Juillard 1b4f68f934 replacing auxiliary variables by their definition
in static model. Doesn't work right yet.
2016-04-01 18:45:19 +02:00
Stéphane Adjemian (Hermes) 0f794948ff Merge branch 'temporary_terms'
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
Houtan Bastani de0ce35ee3 preprocessor: add equation cross references 2015-12-18 15:17:32 +01:00
Michel Juillard 294cf81d8b fixed another bug in col_id computation 2015-09-20 15:46:17 +02:00
Houtan Bastani f2069a345a preprocessor: quick fix for #263 2015-09-07 15:56:37 +02:00
Houtan Bastani 0f75ddbd64 replace cend with end and cbegin with begin 2015-09-03 16:06:37 +02:00
Houtan Bastani 13be25314e preprocessor: rework temporary terms 2015-09-03 15:25:36 +02:00
Houtan Bastani 4e7aa84fee 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
Houtan Bastani b600930b2f preprocessor: fix bug in calculation of cost of trinary ops 2015-09-03 12:01:01 +02:00
Houtan Bastani 82cee99723 temp 2015-09-02 18:50:09 +02:00
Houtan Bastani 2618211859 preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions
(cherry picked from commit eb2890d1f58f2285306821c85fa631b865fb80b6)
2015-09-02 15:30:25 +02:00
Houtan Bastani 7c28c672a4 Revert "preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions"
This reverts commit eb2890d1f58f2285306821c85fa631b865fb80b6.
2015-09-02 15:29:52 +02:00
Houtan Bastani 7f014b94df 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
Houtan Bastani 7cc90013cd Merge branch 'julia' 2015-09-01 11:35:16 +02:00
Michel Juillard a538e29f1e expand extended preprocessor + first implementation of Petsc interface 2015-08-27 10:00:51 +02:00
Houtan Bastani 3bf6b14049 change getPowerDeriv to get_power_deriv to accord with Julia function naming style 2015-08-18 15:49:48 +02:00
Houtan Bastani 789d881cca write steady state model 2015-07-28 17:27:56 +02:00
Houtan Bastani dc955b56ee fix writing for julia 2015-07-27 17:33:22 +02:00
Houtan Bastani 2bb2682b50 write dynamic file 2015-07-27 17:02:51 +02:00
Houtan Bastani f3c14ec396 write static model 2015-07-27 15:33:38 +02:00
Houtan Bastani 4102e0cc56 Revert "Merge branch 'rmExtraExo'"
This reverts commit 28ffa9c56fd021cc75415aeafc13d3810d1b3132, reversing
changes made to 60b3577a09f3eb9cf3cc590241343b1f0fee8706.

Conflicts:
	preprocessor/Shocks.cc
	preprocessor/SymbolTable.cc
2015-06-09 16:42:51 +02:00
Houtan Bastani 6d727f534e Merge branch 'rmExtraExo' 2015-05-28 12:33:56 +02:00
Houtan Bastani 0a2f09566f preprocessor: add new field orig_expr for expectation aux vars, closes #773 2015-05-26 15:47:56 +02:00
Houtan Bastani 6a37dc9e21 Merge branch 'master' into rmExtraExo 2015-05-18 17:16:55 +02:00
Houtan Bastani ec82663580 preprocessor: external functions bug fix: fixes the case where an external function is contained in a local variable that’s used in an equation with leads/lags that require auxiliary equations. Closes #916 2015-05-12 16:39:10 +02:00
Houtan Bastani dbf2e0e379 preprocessor: organize external function code 2015-05-11 17:09:29 +02:00
Houtan Bastani 96a5949d9e preprocessor: remove extraneous varexo, update model and statements, #841 2015-03-06 16:44:17 +01:00