stepan
/
preprocessor
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
1,600 Commits
9 Branches
0 Tags
10 MiB
Commit Graph

261 Commits (0d31c7a8936fc1c553fdae967132736425709c34)

Author SHA1 Message Date
Houtan Bastani 462f0d85f4 Merge branch 'master' into ecb-master 2017-06-19 18:02:57 +02:00
Stéphane Adjemian (Charybdis) 7af01dd0a2 Merge branch 'master' into json 2017-06-16 20:03:36 +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 6d57354731 preprocessor: add var_model info to restrictions class 2017-05-19 14:58:01 +02:00
Houtan Bastani 1d079d4edf preprocessor: var_estimation: remove unnecessary equation specifiers in syntax 2017-05-19 14:58:01 +02:00
Stéphane Adjemian (Charybdis) d2b7503e1c Fixed indentation of c/h/cc/hh files. 2017-05-16 16:30:27 +02:00
Houtan Bastani 805f57f119 preprocessor: more backend var_estimation changes 2017-05-16 10:12:24 +02:00
Houtan Bastani d0131f3652 var_estimation: add datafile option 2017-05-16 10:12:24 +02:00
Houtan Bastani 644f1345ea preprocessor: add var_estimation statement 2017-05-10 17:23:40 +02:00
Houtan Bastani 1a1e2c1810 preprocessor: VAR restrictions 2017-05-10 16:25:01 +02:00
Houtan Bastani a2771a62ad var_model: allow non model-block variables in VAR 2017-05-04 16:15:33 +02:00
Houtan Bastani 35adc47c14 Merge branch 'master' into ecb-master 2017-04-14 11:35:43 +02:00
Houtan Bastani 053407314d preprocessor: add option to write equation tags in latex output. closes #477 2017-04-04 16:08:30 +02:00
Houtan Bastani bc9a619d8a preprocessor: initial_condition_decomposition front end. closes #1425 2017-03-31 13:19:04 +02:00
Johannes Pfeifer ddcad84f13 Clarify error message if model-local variable was already used on RHS 2017-03-29 14:49:37 +02:00
Houtan Bastani 59322da2a7 preprocessor: add plot_shock_decomposition command. closes #1406 2017-03-24 12:11:36 +01:00
Houtan Bastani 53d0792712 stoi was introduced in C++11. replace with stringstream 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 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
Houtan Bastani 85a7d72515 VAR(p) forecast first draft, preprocessor for var command and backend for forecast 2017-03-22 09:41:09 +01:00
Stéphane Adjemian (Charybdis) 80e322d319 Added declaration of observed exogenous variables. 
With integration test.
 2017-03-22 09:41:09 +01:00
Houtan Bastani d2dfb65602 preprocessor: add realtime_shock_decomposition statement. #1406 2017-03-21 15:20:32 +01:00
Houtan Bastani 58951045d9 preprocessor: JSON output for statements, #1387 2017-02-20 11:23:10 +01:00
Houtan Bastani d3455d42c1 preprocessor: don’t automatically declare external functions 2017-01-27 20:36:26 +01:00
Houtan Bastani e3fe88d9d8 preprocessor: handle undeclared external functions and lagged variables 2017-01-27 20:36:26 +01:00
Houtan Bastani ff3b2d0ae3 keep track of all times an undeclared variable is encountered 2017-01-27 20:36:26 +01:00
Houtan Bastani a9de8dd0a0 preprocessor: issue warnings for undeclared model variables when the end of the model block is encountered. #1286 2017-01-27 20:36:26 +01:00
Houtan Bastani 9b0fbdb4fe ramsey_policy: accept all endogenous variables in var_list_, even auxiliary variables. closes #1355 2016-12-27 14:08:50 +01:00
Houtan Bastani 14fb833165 preprocessor: fix iterator types in ParsingDriver::svar() 2016-11-04 14:44:45 +01:00
Houtan Bastani 1bd8679ddd preprocessor: fix warning in parsing 2016-10-07 14:41:33 +02:00
Houtan Bastani 1f3ea3ad5c preprocessor: fix bug in conditional_forecast_paths where the shocked endogenous variable id was provided as symb_id instead of type specific symb_id. #1276 2016-09-06 14:58:25 +02:00
Stéphane Adjemian (Hermes) db44b7337f Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions"" 
This reverts commit b0e7f1cfd7d7b26305f6434de2869c1f19e8ff6d.
 2016-06-24 17:38:54 +02:00
Houtan Bastani 24e25fd151 Revert "preprocessor: allow for partitioning of variables along multiple dimensions" 
This reverts commit 7a29f50d99e20c2a5872f77592585b3dbd9fa00c.
 2016-06-23 15:59:35 +02:00
Houtan Bastani f2afcb8094 preprocessor: allow for partitioning of variables along multiple dimensions 2016-06-23 15:36:42 +02:00
Houtan Bastani 50ead246b1 preprocessor: add all_values_required option to histval. closes #261 2016-06-02 12:57:11 +02:00
Stéphane Adjemian 07aa54821b Merge pull request #1188 from JohannesPfeifer/slice_marco 
Add slice and factorization of posterior samplers
 2016-05-22 01:45:14 +02:00
Houtan Bastani a4045ae2da preprocessor: make modifications to osr_params and osr_params_bounds output. #948 2016-05-20 15:43:12 +02:00
Houtan Bastani 275cb6c2b0 preprocessor: support sub lists in posterior_sampling_opt option, hence removing tarb_optim. #1177 2016-05-19 14:37:05 +02:00
Houtan Bastani 57afa7d80f preprocessor: rework posterior sampler options, #1177 2016-05-19 14:37:05 +02:00
Houtan Bastani ca1879fe7d preprocessor: interface for osr_params_bounds. #948 2016-05-10 18:01:00 +02:00
Houtan Bastani 8f2007fac5 preprocessor: fix bug introduced in c9ca46f228c73dc8b85322109f896cc32f446a7c. Further simplify ParsingDriver::declare_nonstationary_var(). Closes #1184 2016-05-09 16:10:04 +02:00
Michel Juillard 94f1f9883a adding groups of shocks for shock_decomposition 
consistency checks, documentation and test case
are still missing
 2016-04-15 09:02:53 +02:00
Houtan Bastani 92624c2bcb preprocessor: allow for changing planner_discount in .mod file. closes #1092 2016-03-11 15:56:34 +01:00
Houtan Bastani f0ff0d911b preprocessor: allow arbitrary partitioning of variables (removes long_name keyword) 2016-02-26 16:47:17 +01:00
Houtan Bastani d587a5133f preprocessor: change prior_posterior_function into two arguments. closes #1076 2015-10-14 11:02:35 +02:00