Commit Graph

1077 Commits (0e7100d1763688d77dce6f0b1e196fbd07ab7884)

Author SHA1 Message Date
Michel Juillard 0e7100d176 fixed bug in handling options for ramsey_model 2014-09-28 10:07:08 +02:00
Houtan Bastani 9f9452ea9c remove spurious lines in Statement.cc 2014-09-12 15:13:08 +02:00
Stéphane Adjemian (Scylla) a124d2b255 Added option distribution_proposal (estimation, non linear filters). 2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla) b62dd9f0db Added option proposal_approximation (estimation, non linear filters). 2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla) 7e9dc99b61 Bug fixes. 2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla) 04754432b3 Added filter_algorithm (estimation command, sets the particle filter algorithm). 2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla) 63450d99a6 Added option resampling_method (estimation command, non linear filters). 2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla) e5007a873f Added option resampling_threshold (estimation command, non linear filters). 2014-09-08 22:36:40 +02:00
Stéphane Adjemian (Scylla) cdb2eb0abf Added option resampling (estimation command, non linear filters). 2014-09-08 22:36:40 +02:00
Stéphane Adjemian (Scylla) b17f65d0a2 Added option number_of_particles (estimation command, non linear filters). 2014-09-08 22:36:40 +02:00
MichelJuillard 68ef985888 Merge pull request #696 from JohannesPfeifer/Ramsey_steady_state
Bugfix Ramsey steady state with steady state files
2014-09-08 21:56:13 +02:00
Sébastien Villemot 6d22ae06cb Fix substring operator in macro-processor.
The characters of the substring could be mixed with random characters from the
memory space. Thanks to Tom Holden for reporting the bug.

Closes #708
2014-08-12 19:30:09 +02:00
Sébastien Villemot 56e1ed2f12 Fix STEADY_STATE operator for model local variables.
Thanks to Tom Holden for spotting the bug.
2014-08-12 18:53:55 +02:00
Sébastien Villemot 901d4b8394 Forbid use of 'identification' with exogenous deterministic variables.
Closes #664
2014-07-30 17:28:45 +02:00
Sébastien Villemot 66c51b881a Fix equation number associated to Ramsey Lagrange multipliers in M_.aux_vars.
Closes #695
2014-07-18 12:44:15 +02:00
Sébastien Villemot 5ac58152fd Fixes to make install.
- fix DESTDIR for preprocessor and MEX files (it was duplicated)
- don't install libdynare++.a
2014-07-18 12:15:36 +02:00
Johannes Pfeifer 1c1d3e8bfc Add info to dynamic and static file headers that auxiliary equations may be present 2014-07-17 20:39:59 +02:00
Houtan Bastani 01e9651b75 make install, closes #576 2014-07-16 16:18:06 +02:00
Sébastien Villemot 18ae7894c6 Better error message when block option when a variable does not appear at current period. 2014-07-15 17:32:12 +02:00
Sébastien Villemot 3c548d6f5d Clarify error message for external functions misuse in model block.
Thanks to Johannes Pfeifer.
2014-07-15 16:54:30 +02:00
Sébastien Villemot 5c36ef3c02 Merge pull request #663 from JohannesPfeifer/master
Bugfix and cosmetic fix
2014-07-01 17:56:48 +02:00
Sébastien Villemot 5916768bdd More explicit error message when using the derivative of an external function in the model block.
Closes #678
2014-07-01 17:41:37 +02:00
Stéphane Adjemian (Scylla) 5cba5f37cc Fixed bug (test if the returned index is less than UINT_MAX). 2014-06-27 18:48:50 +02:00
Stéphane Adjemian (Charybdis) 78c72dad5f Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk). 2014-06-17 16:03:30 +02:00
Stéphane Adjemian (Charybdis) 2adc349bea Merge branch 'master' into use-dynSeries 2014-06-12 17:42:52 +02:00
Stéphane Adjemian (Charybdis) a6ffab3e7f Save empty dates and dseries objects in memory (base workspace) instead of disk (faster). Added an initialization mode for dates and dseries constructor. The following commands:
dates('initialization');
dseries('initialization');

create variables emptydatesobject and emptydseriesobject in base workspace.
2014-06-11 12:22:31 +02:00
Johannes Pfeifer f8ce5637e3 Fix typo in header of DynamicModel.cc 2014-06-02 13:58:29 +02:00
Stéphane Adjemian (Charybdis) 90e2837bcb Fix initialization of the fields in options_.dataset + Cosmetic changes. 2014-05-21 16:47:58 +02:00
Stéphane Adjemian (Charybdis) 6ce31cfea0 Do not initialize subfields of options_ as empty structs if they are already defined (in global_initialization). 2014-05-21 16:41:41 +02:00
Stéphane Adjemian (Charybdis) 13358ce992 Merge branch 'master' into bitbucket-use-dynSeries 2014-05-18 09:13:09 +02:00
Sébastien Villemot 63706abf2b Forbid model local variables in planner_objective.
Otherwise the preprocessor crashes.
2014-05-13 11:46:19 +02:00
Michel Juillard cb45fe885e Merge branch 'master' into ep 2014-05-09 10:02:05 +02:00
Stéphane Adjemian (Scylla) 7df88a57e5 Merge branch 'master' into use-dynSeries
Conflicts:
	matlab/dynare_estimation_init.m
	matlab/global_initialization.m
	matlab/prior_posterior_statistics.m
	matlab/read_variables.m
	matlab/set_prior.m
	matlab/utilities/dataset/initialize_dataset.m
	preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
Michel Juillard 8d3876e55b putting functions related to extended preprocessor in ExternalFiles.cc 2014-04-24 20:54:38 +02:00
Michel Juillard cffe121a37 fixing extended-preprocessor C++ API and test case 2014-04-24 14:33:04 +02:00
Michel Juillard b32bf86055 fixing bugs in commit 182c27f 2014-04-24 14:33:04 +02:00
Michel Juillard 09e719046b changed line options for extended preprocessor, adding language option
renamed FileOutputType.hh as ExtendedPreprocessorTypes.hh
updated Makefile.am
2014-04-24 14:33:04 +02:00
Houtan Bastani 03833cee2f preprocessor: don't substitute 'dates' when preceded by an underscore 2014-04-18 16:08:39 +02:00
Sébastien Villemot 578da1e0bc Perfect foresight solver now uses a homotopy technique by default.
This commit introduces a "no_homotopy" option to restore the old behavior.

Ref #220
2014-04-10 16:39:06 +02:00
Michel Juillard a64786707d left over change for external API 2014-04-10 16:37:47 +02:00
Sébastien Villemot 1644412875 New option "overwrite" to "shocks" and "mshocks".
Tells that a new block overwrite the previous ones instead of being cumulative.
2014-04-10 11:54:49 +02:00
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 27c2396a81 Simplify MATLAB output of symbol lists. 2014-04-10 11:29:11 +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
Sébastien Villemot e040e4d0d6 Remove workaround preventing the use of "shocks" before "endval".
It now works correctly since 82b31156.

Closes #35
2014-04-08 17:53:10 +02:00
Sébastien Villemot f06da421cd Store deterministic shocks information in M_.
Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35.

Closes #271
2014-04-08 17:43:58 +02:00
Sébastien Villemot 0908b0a50a Fix compilation error introduced in 0983ca78. 2014-04-07 14:21:28 +02:00
Michel Juillard cd063ce3fe extended-preprocessor: starting a C interface (not finished) 2014-04-05 15:46:35 +02:00