7827d2e04d
add info about max endo/exo lag by variable. closes dynare#1596
2019-09-09 14:29:22 +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
1491b2d225
Give better names to ostringstream variables storing derivs w.r.t. params.
2019-08-22 17:02:39 +02:00
4594fdd0fd
More comment improvements in relation to diff operator expansion/substitution
2019-08-20 18:22:02 +02:00
3941278832
Add more comments in routines for aux vars for unary ops / diff operators
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By the way, do some small code simplifications.
2019-08-19 18:27:57 +02:00
8e9f6e4c57
Improve some function prototypes for better distinction between input and output arguments
2019-08-19 18:27:57 +02:00
0988a1f755
Generated LaTeX files are now under <basename>/latex/
2019-07-11 17:33:53 +02:00
271a579808
Remove symmetric elements in 3rd derivatives
2019-06-17 15:28:33 +02:00
51beb9c2ef
New M_.has_external_function field
2019-05-15 15:02:36 +02:00
840b5f4f7f
Bugfix for M_.dynamic_tmp_nbr: first element was not including temp. terms for model local vars
2019-05-14 17:08:38 +02:00
a0f74f5c16
pac growth: allow linear combination
2019-05-14 12:33:59 +02:00
40ef954802
Add new dynamic_g1_nz.m generated file, for perfect_foresight_stacked_solver DLL
2019-05-03 19:25:23 +02:00
82cd95a653
Remove some unnecessary headers
2019-05-02 15:30:33 +02:00
bf89cedd88
fix compilation of static/dynamic files on macOS
2019-04-24 17:40:50 +02:00
1907249fac
Ask GCC to warn about C-style casts (-Wold-style-cast)
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Adapt the code accordingly.
2019-04-23 12:54:11 +02:00
c628f21245
JSON: output derivatives at an arbitrary order
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Backward incompatible change: the temporary terms for 3rd order are now stored
in "temporary_terms_third_derivative" (without the final "s"; same for external
functions), for consistency with the name of the slot for the derivatives
themselves ("third_derivative").
Ref dynare#217
2019-04-18 17:13:16 +02:00
43906691d3
JSON: simplification of method for writing temporary terms
2019-04-18 17:10:39 +02:00
b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding)
2019-04-16 11:35:31 +02:00
bbab112d65
Support for output of arbitrary derivation order (in MATLAB and DLL modes)
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Does not work for Julia mode, neither with block and bytecode.
Note: in DLL mode, the number of temporary terms in no longer given in the
‘ntt’ symbol; it must be computed using ‘M_.dynamic_tmp_nbr’.
Ref dynare#217
2019-04-12 18:13:50 +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
58adbdeddd
Compatibility fix with MATLAB ≤ R2011a
2019-03-26 15:41:48 +01:00
fd6e700ec7
Simplification: use std::max when computing maxima
2019-03-21 17:24:49 +01:00
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
f1d1c1e1c1
trend_component_model: simplify AR
2019-03-15 12:27:32 +01:00
a3c08f932e
simplify code to find autoregressive matrix for VARs
2019-03-15 12:26:59 +01:00
69e7763490
pac: change vectors that store additive parts
2019-03-07 12:57:47 +01:00
2201907245
pac: support additive elements whether optimizing agents are present or not
2019-03-07 12:36:08 +01:00
9b1b4113d9
pac: keep order of variables in ec part of pac equation and add scaling factor to output
2019-03-07 11:31:45 +01:00
b0dac547e9
shorten writing of istarget output
2019-03-07 11:31:45 +01:00
9963686e72
handle additive terms when PAC equation does NOT have non/optimizing agents
2019-03-05 12:20:45 +01:00
341b9c6667
pac_model: allow diff as argument to growth option
2019-02-28 19:22:34 +01:00
5f013756f2
find additive parts to pac equation
2019-02-27 23:12:05 +01:00
2312ce13dc
Changed non_optimizing_behaviour.type field to non_optimizing_behaviour.isendo.
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The elements are logicals true/false (true iff corresponding variable is an endogenous variable).
2019-02-27 15:35:19 +01:00
ec21208ed7
pac: specify type of variables in non optimizing part of equation
2019-02-27 15:10:48 +01:00
64f55e4a5e
pac: declare endogenous variables needed by pac model consistent expectation before the creation of auxiliary variables
2019-02-25 15:29:46 +01:00
36b2ae5026
pac: model consistent expectation: add 1 to max lag from pac equation to obtain correct `m` for substitution
2019-02-25 10:48:53 +01:00
6a34603f91
Conform to spelling used in Matlab codes.
2019-02-22 12:31:58 +01:00
d8c9bbc353
ensure that h1/h0_param_indices are created regardless of whether there are parameters or not
2019-02-22 11:52:07 +01:00
7d16fff786
Further simplifications
2019-02-21 12:16:22 +01:00
be023bdab9
Simplification: the [] operator already inserts the new element
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See https://en.cppreference.com/w/cpp/container/map/operator_at
2019-02-21 12:15:50 +01:00
f41e681122
use emplace instead of insert and emplace_back instead of push_back
2019-02-21 10:59:53 +01:00
520c7fc9b2
use auto instead of specific initializer
2019-02-21 10:52:59 +01:00
469a328cfc
replace make_pair and make_tuple
2019-02-21 10:42:10 +01:00
b09b50472b
pac: fix writing to use modstruct instead of M_
2019-02-20 16:46:52 +01:00
f88682d683
pac: output model type in M_.pac.(model_name)
2019-02-20 16:43:24 +01:00
5e1521f42b
don’t save unnecessary pac model info
2019-02-20 16:38:44 +01:00
240aba6709
move pac info out of pac expectation node
2019-02-20 15:35:13 +01:00
34756833ae
pac: output info into substructures based on pac model name & equation tag
2019-02-19 18:32:42 +01:00
fc6d04b015
create A0 and A0star matrices for trend component models
2019-02-19 12:26:30 +01:00
0ea84fa9a4
pac: allow steady state growth and model consistent expectation substitution in pac equation
2019-02-18 15:11:45 +01:00
Houtan Bastani
Sébastien Villemot
Stéphane Adjemian (Charybdis)
