1414f98cff
Refactor code for collecting variables appearing in expressions
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- rename ExprNode::collectVariables in ExprNode::collectDynamicVariables
- new ExprNode::collectVariables: same as above, but without lag information
- remove ExprNode::findUnusedEndogenous: essentially redundant with the above)
- remove ExprNode::collectModelLocalVariables: idem
2013-11-29 15:37:11 +01:00
173dc32e60
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
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Closes #469
2013-11-29 14:51:17 +01:00
f964d06e22
saves variables if they exist at end of dynare run. closes #517
2013-11-13 11:29:27 +01:00
bd9e8acdab
preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392
2013-10-29 15:02:07 +01:00
46c7622f1c
Reactivate and fix the test for the balanced growth path.
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If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).
Closes #506
2013-10-29 18:46:54 +08:00
b21252b895
Comment the trend test for a balance growth path => problematic with eLogTrend
2013-10-28 16:41:21 +01:00
b6c0850fb7
Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
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- Add auxiliary variables for leaded and lagged exogenous
- Set the cutoff applied to the Jacobian at zero for the static and the dynamic models
2013-10-28 14:22:23 +01:00
76714b34df
new nostrict command-line option does not exit when there are more endogenous than equations ( closes #2 )
2013-09-13 14:44:01 -04:00
4fe0f4af65
Added (command line) nointeractive option.
2013-07-10 12:02:12 +02:00
d7c4d4d3eb
Added (command line) nograph option.
2013-07-10 11:03:48 +02:00
a595a83b16
Add new option parallel_local_files to model block
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Ref #389
2013-05-31 14:47:38 +02:00
55a548282c
Possibility of restricting differentiate_forward_vars to some variables
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Closes #351
2013-05-17 16:53:15 +02:00
ddaedb5ee3
Document how functions with a kink are differentiated
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Also add a warning in the documentation and in the preprocessor about the usage
of some functions (max, min, abs, sign, comparison operators) in a stochastic
context.
Closes #355
2013-05-17 16:53:14 +02:00
94e6f569b8
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
270a5db60a
Fix handling of auxiliary variables in endval block
2013-04-22 18:02:32 +02:00
75f8467803
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
24cac29cdf
removed changes linked with transforming variables to avoid log or
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power of negative numbers
2013-04-09 16:35:57 +02:00
69a5271db7
Revert spurious preprocessor changes introduced in dfa744f
2013-03-26 16:51:10 +01:00
832c9d37ef
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
4f2f9e7ed6
Add preprocessor messages (stdout, stderr) to the logfile
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Closes #306
2013-03-18 13:44:04 +01:00
70193c92b2
Remove spurious display when there is zero preprocessor warning
2013-03-05 12:53:37 +01:00
8ba4a3a4d2
Remove obsolete workaround for Octave 3.2
2013-02-28 10:32:09 +01:00
8610453baf
Reorganization of warnings
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- at the end of the computation, don't display all preprocessor warnings but
only their number
- also display if there has been a MATLAB/Octave warning (counting their
number does not seem feasible). Closes #181
- add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
e717881115
Add more explicit error message when mixing ramsey_policy with varexo_det
2013-02-07 11:52:59 +01:00
b02662e2d9
Fix linking of static file with use_dll under Windows
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The "Static" symbol was not exported; instead, it was the non-existing
"Dynamic" symbol which was exported.
2013-01-30 14:02:23 +01:00
dc1be70d82
Add derivatives of static model w.r.t. parameters
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The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
aca256eb02
Remove obsolete workaround for Octave 3.2
2012-11-29 16:44:51 +01:00
ab604b7d16
console => nodisplay (Completes ticket #282 )
2012-11-12 16:48:44 +01:00
fb4a8d6186
Provide dynamic 3rd derivaties for estimation w/ analytic derivation
2012-08-08 15:34:43 +02:00
1082a16a64
Compute static hessian for estimation w/ analytic derivation
2012-08-08 12:42:02 +02:00
de80c3dade
Always compute hessian when analytic_derivation is set
2012-06-08 11:47:10 +02:00
73a503eba4
Generate derivs wrt params when anaytic_derivation=1
2012-06-07 15:33:43 +02:00
dc2e5e9226
config file: support GlobalInitFile option
2012-06-06 16:18:09 +02:00
73b4052f2b
first implementation of transform_logpow. It creates too many auxilary
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
2098528f9e
starting implementation of transformed variables to replace arguments
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of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
ec83afaa29
Fix compilation errors with GCC 4.7
2012-05-08 16:10:10 +02:00
e1e77909a1
New preprocessor option for not creating a logfile
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Closes : #241
2012-04-20 18:15:02 +02:00
e4916a1d84
preprocessor: display a summary of preprocessor warnings at the end of a Dynare run
2012-01-30 10:44:14 +01:00
c60de03e84
the overall time of execution is now saved in the log file
2012-01-22 16:09:42 +01:00
7c8baba064
warning output stream should be cerr
2012-01-18 14:42:57 +01:00
67f3a0ecc0
preprocessor: separate dynamic and static functions from their mexfiles
2011-12-23 18:22:41 +01:00
29d8028fc4
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
bb39de5496
Preprocessor: delete _steadystate2.m file from previous run if exists
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Closes : #224
2011-11-25 15:13:16 +01:00
411a7fa683
fixed "clear global" for Octave
2011-11-22 22:09:13 +01:00
c9509817f0
another work-around for Octave 3.2 bug with "clear all"
2011-11-21 15:03:19 +01:00
805d01c785
use "clear -all" instead of "clear all" when running under Octave
2011-11-20 14:48:01 +01:00
fd923d428d
Displays an error message when the model contains pound expressions and 'bytecode' or 'block' options are present
2011-10-14 14:35:32 +02:00
c4e0158e44
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
ab589aaaa8
output derivatives of static model when identification is present ( closes #127 )
2011-08-19 16:58:44 +02:00
5c48733f55
output mex file for static model ( closes #183 )
2011-08-19 16:57:27 +02:00
Sébastien Villemot
Houtan Bastani
ferhat
Stéphane Adjemian (Charybdis)
Michel Juillard
Sébastien Villemot
Houtan Bastani