Commit Graph

1839 Commits (1b952a12e68f6b8946b34d580b9550d616edf72e)

Author SHA1 Message Date
Houtan Bastani 1b952a12e6 fix bug in var max lag and simplify code 2018-05-31 15:36:03 +02:00
Houtan Bastani e532ed9bab fix typo 2018-05-30 16:53:16 +02:00
Houtan Bastani 0aea4f0cc4 introduce dynare command transform_unary_ops to create auxiliary variables for certain unary ops. This will be used for VARs and VECMs but can also be used for OLS, for example 2018-05-30 16:48:08 +02:00
Houtan Bastani 856f6f508a Revert "create aux vars for certain unary ops contained in diff operator"
This reverts commit f600a65c0e.
2018-05-30 15:50:42 +02:00
Houtan Bastani 922d0551a8 Revert "fixes to auxiliary variable creation for unary ops in diff operators"
This reverts commit 48031b99f6.
2018-05-30 15:50:26 +02:00
Houtan Bastani 48031b99f6 fixes to auxiliary variable creation for unary ops in diff operators 2018-05-30 14:42:00 +02:00
Houtan Bastani f600a65c0e create aux vars for certain unary ops contained in diff operator 2018-05-29 17:00:56 +02:00
Houtan Bastani 90c90ca85d pac: undiff: fix bug in erroneous conditional 2018-05-28 15:55:01 +02:00
Houtan Bastani ad19c535ef clarify error messages 2018-05-28 15:54:20 +02:00
Houtan Bastani dd8b05e2f0 add undiff info to pac output 2018-05-17 16:53:27 +02:00
Stéphane Adjemian(Charybdis) 1ba023e37d Added option for tuning mh_jscale. 2018-05-16 15:48:39 +02:00
Houtan Bastani 3d946ec8b7 var: check for leaded/contemporaneous variables 2018-05-16 12:17:06 +02:00
Sébastien Villemot 7798d45eb9 Update my email 2018-05-16 10:23:09 +02:00
Houtan Bastani 32041cf81a Revert "Enforce C++ 2003 standard (with GNU extensions), to silence deprecation warnings"
This reverts commit 4fce93eea9.
2018-05-15 16:09:07 +02:00
Houtan Bastani 3a71215ae1 pac: change auxiliary variable creation, fix VAR max lag 2018-05-15 14:42:36 +02:00
Sébastien Villemot 4fce93eea9 Enforce C++ 2003 standard (with GNU extensions), to silence deprecation warnings 2018-05-09 17:31:30 +02:00
Houtan Bastani 912261e5fc pac: separate params into EC and AR 2018-05-04 15:26:21 +02:00
Houtan Bastani 1310ec3caa update pac output 2018-04-18 15:50:35 +02:00
Houtan Bastani d686275da1 fix bug with predetermined variables used in model local variables 2018-04-18 14:29:40 +02:00
Houtan Bastani 7ac33099f8 support undiff in pac model 2018-04-17 16:56:27 +02:00
Houtan Bastani bb1cc0bebf simplify var_model statement calls 2018-04-17 16:56:02 +02:00
Houtan Bastani 09e73f3bb4 var_model: fix lag info when diff present 2018-04-17 16:55:55 +02:00
Houtan Bastani fb8d9258d0 add pac_model statement 2018-04-04 11:48:59 +02:00
Stéphane Adjemian(Charybdis) c4ae840b20 Added {endo,exo,exo_det,param}_nbr in Julia output (in model_). 2018-03-27 14:47:51 +02:00
Houtan Bastani 493f98fa3a fix typo 2018-03-27 11:01:29 +02:00
Houtan Bastani db1f6c2998 Modify changes from on-the-fly branch 2018-03-20 11:03:46 +01:00
Houtan Bastani 80060fb9ef Merge remote-tracking branch 'origin/declare_vars_in_model_block' 2018-03-19 17:05:03 +01:00
Houtan Bastani 246637e4a9 Revert "Updated .gitignore file."
This reverts commit 5727083865.
2018-03-19 17:02:49 +01:00
Stéphane Adjemian(Charybdis) 5727083865 Updated .gitignore file. 2018-03-13 09:23:35 +01:00
Stéphane Adjemian(Charybdis) deb77be8f1 Fixed bug.
Preprocessor was not returning an error when some of the exogenous
variables were not used in the model.
2018-03-13 09:20:14 +01:00
Stéphane Adjemian(Charybdis) 84c6bf5daf Added new routine for the dynamic model (only computes the jacobian). 2018-03-10 10:20:50 +01:00
Stéphane Adjemian(Charybdis) 7c9c83fba1 Added new routine for the static model (only computes the jacobian). 2018-03-10 10:20:50 +01:00
Houtan Bastani 5d339b69de simplify pac_expectation code 2018-03-07 15:04:07 +01:00
Houtan Bastani 7a4312c48b create build-aux dir 2018-03-07 13:15:17 +01:00
Houtan Bastani 2a2f2799dd fix compilation warnings 2018-03-07 12:58:51 +01:00
Houtan Bastani 1102f0eb1c update version number 2018-03-07 12:37:55 +01:00
Houtan Bastani 81f2258228 var_model: store max lag info 2018-03-06 15:17:39 +01:00
Houtan Bastani a69c53b0c8 clean up var_model code 2018-03-06 14:42:11 +01:00
Houtan Bastani 03f88931c6 Merge branch 'diff' 2018-03-05 13:08:09 +01:00
Stéphane Adjemian(Charybdis) 051f41c5f7 Shortened a function name. 2018-03-04 16:54:11 +01:00
Houtan Bastani de9e897a59 fix bug when the argument of the diff operator is not a variable 2018-03-02 18:39:38 +01:00
Houtan Bastani 204457cd86 explicitly close output streams 2018-03-02 18:39:16 +01:00
Houtan Bastani feb5b93eea create function to calculate aux vars as dseries 2018-03-02 17:50:35 +01:00
Houtan Bastani 583734f515 new diff equations not added to aux_equations 2018-03-02 16:40:19 +01:00
Houtan Bastani f56ae705a4 fix bug in symb_id when diff'd expr is not a VariableNode 2018-03-02 15:22:54 +01:00
Houtan Bastani 9885fbacff diff: substitute auxiliary variables starting from the least lagged 2018-03-02 12:32:01 +01:00
Stéphane Adjemian(Charybdis) 02ef145aa5 Fixed initialization of state_var for julia. 2018-03-01 15:55:14 +01:00
Stéphane Adjemian(Charybdis) 250106f1d2 Cosmetic change. 2018-03-01 09:58:04 +01:00
Houtan Bastani 1e20717f58 fix bug in substitution of diff operator 2018-02-28 17:33:00 +01:00
Houtan Bastani 4897ab7d69 clean up adl code 2018-02-28 11:31:08 +01:00