Houtan Bastani
1e307ca50f
preprocessor: read config file before macroprocessor run. #1039
2015-08-28 16:09:47 +02:00
Houtan Bastani
ee6880bfdb
preprocessor: macroprocessor: add @#includepath macro. #1039
2015-08-28 14:43:26 +02:00
Houtan Bastani
38443b0775
preprocessor: fix bug introduced in 1ba04976aac043deca38edb03e0dfc866dfadd67. #1039
2015-08-28 11:13:19 +02:00
Houtan Bastani
9f90d6ae8c
preprocessor: macroprocessor: add -I switch. closes #1039
2015-08-27 16:49:12 +02:00
Michel Juillard
a538e29f1e
expand extended preprocessor + first implementation of Petsc interface
2015-08-27 10:00:51 +02:00
Houtan Bastani
73a1ca92c0
preprocessor: posterior_kernel_density option to estimation. #1035
2015-08-25 11:09:08 +02:00
Houtan Bastani
d8d2124866
preprocessor: allow first_obs option of estimation to accept a vector of integers. #1034
2015-08-25 10:30:21 +02:00
Michel Juillard
50097bc054
adding writeResidualsC() for external files
2015-08-24 14:53:27 +02:00
Michel Juillard
203ddeba3d
finalize svar_global_identification_check
2015-08-24 14:53:27 +02:00
Houtan Bastani
33fe47d367
preprocessor: write M_.aux_vars(i).eq_nbr as int instead of char. closes #1028
2015-08-17 10:55:39 +02:00
Stéphane Adjemian (Lupi)
3d8c6e5b13
Manually merged PR #1022 .
2015-08-13 14:49:39 +02:00
Houtan Bastani
dbc29de6ef
preprocessor: remove useless if statements in SymbolTable::writeCCOutput
2015-08-11 12:10:44 +02:00
Johannes Pfeifer
8c1cd0e8ba
Add option for storing contemporaneous correlation
2015-08-11 11:27:55 +02:00
Houtan Bastani
ffc2188383
preprocessor: make hp, one-sided hp, and bandpass filters mutually exclusive
2015-08-03 17:51:45 +02:00
Houtan Bastani
7f7e0d5f1a
preprocessor: add one_sided_hp_filter to stoch_simul. #1011
2015-08-03 17:34:34 +02:00
Houtan Bastani
5b4e94149c
preprocessor: add bandpass_filter option to stoch_simul. #1011
2015-08-03 17:28:55 +02:00
Houtan Bastani
8af8ee193e
preprocessor: add spectral_density option to stoch_simul. #254
2015-08-03 13:02:17 +02:00
Houtan Bastani
6016463c33
preprocessor: remove constraint outlined in #849
2015-07-30 17:52:47 +02:00
Houtan Bastani
ce7a172c21
preprocessor: issue warning when param used with lead/lag. closes #976
2015-07-30 14:40:03 +02:00
Michel Juillard
2ea7d40fc2
histval: use now the same treatment for exogenous and exogenous det
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variables as for endogenous ones. Closes issue #617 .
2015-07-29 16:12:53 +02:00
Houtan Bastani
22ac2f4f92
preprocessor: simplify writing of NNZDerivatives
2015-07-29 14:52:15 +02:00
Houtan Bastani
ab65c1abc2
preprocessor: clean up code
2015-07-23 18:10:44 +02:00
Michel Juillard
fa6a08e8c5
histval: replaced initialization with NaN by zeros
2015-07-23 14:25:18 +02:00
Michel Juillard
1b8d7c6e2f
Merge branch 'master' into new_ep
2015-07-22 09:31:22 +02:00
Houtan Bastani
de695fb496
preprocessor: remove comments associated with c604d9da385a4e28fa049d79db13cf1c749c9d55
2015-07-21 17:50:33 +02:00
Houtan Bastani
db3f2b3c06
move external file write functions to class definitions
2015-07-21 17:35:06 +02:00
Michel Juillard
7c4562e7e6
Merge branch 'master' into new_ep
2015-07-21 09:30:58 +02:00
MichelJuillard
ecf52751d6
Merge pull request #937 from JohannesPfeifer/graph_fix
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Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard
585d9f1974
Merge pull request #740 from JohannesPfeifer/relative_irf
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
Houtan Bastani
947ca38440
preprocessor: split creation of latex model files. closes #966
2015-07-15 08:58:15 +02:00
Stéphane Adjemian (Charybdis)
7dfba933e5
Fied bug. Moved option linear_approximation.
2015-07-08 11:11:22 +02:00
Stéphane Adjemian (Charybdis)
6e52dfb828
New option linear_approximation for perfect foresight models.
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This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).
Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).
If possible, the option is triggered automatically if the model is
declared linear.
TODO:
* Write a linear version of perfect_foresight_problem routine.
* Evaluate the approxilation error (just need to evaluate the system of
stacked non linear equations).
2015-07-07 17:55:41 +02:00
Houtan Bastani
663d7d82bb
fix typo
2015-06-30 12:12:49 +02:00
Stéphane Adjemian
55cdd7d6cc
Merge pull request #942 from JohannesPfeifer/TaRB_integration
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Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
Houtan Bastani
f94c7ab332
preprocessor: add VerbatimStatement class. Closes #953
2015-06-16 12:48:32 +02:00
Houtan Bastani
4102e0cc56
Revert "Merge branch 'rmExtraExo'"
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This reverts commit 28ffa9c56fd021cc75415aeafc13d3810d1b3132, reversing
changes made to 60b3577a09f3eb9cf3cc590241343b1f0fee8706.
Conflicts:
preprocessor/Shocks.cc
preprocessor/SymbolTable.cc
2015-06-09 16:42:51 +02:00
Houtan Bastani
8f121273bc
Revert "preprocessor: fix bug in merge of rmExtraExo branch"
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This reverts commit def2bf81d2b8dacda4b72d4250020eb793f28b20.
2015-06-09 16:41:00 +02:00
Houtan Bastani
8fe889bf2f
Revert "preprocessor: replace extra exos in steady state model"
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This reverts commit 8bc946c148b3e3321e23bfbace19c91feb2893dc.
2015-06-09 16:40:14 +02:00
Johannes Pfeifer
2318fb31c1
Enable tex option for stoch_simul
2015-06-08 18:00:32 +02:00
Johannes Pfeifer
342d479e8b
Add preprocessor option silent_optimizer
2015-06-08 16:48:57 +02:00
Johannes Pfeifer
6c1c1c9bf6
Allow for relative_irf option in estimation command
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The option was used and inherited from stoch_simul before
2015-06-08 16:42:43 +02:00
Houtan Bastani
3740c4a28b
preprocessor: replace extra exos in steady state model
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(commit lost in merge)
(cherry picked from commit d7db5070e7cf8d1b043062b04d3bd3c4e18ce6c1)
2015-06-08 15:45:03 +02:00
Houtan Bastani
979fe9344e
preprocessor: fix sign comparison warning
2015-06-08 10:33:04 +02:00
Michel Juillard
567156aad4
option occbin allows for more equations than variables
2015-06-04 14:18:46 +02:00
Michel Juillard
f914837aff
adding options LMMCP and OCCBIN to perfect_foresight_solver and
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extended_path
2015-06-02 17:38:22 +02:00
Stéphane Adjemian (Hermes)
dae14ac19e
Fixed bug introduced in c22d31330c7d3978f882003ffb999f65be70c4a5 (Ramsey
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constraints).
2015-06-01 12:27:16 +02:00
Michel Juillard
60a33fb4a1
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Houtan Bastani
fca6e232c0
preprocessor: fix bug in merge of rmExtraExo branch
2015-05-28 16:16:54 +02:00
Houtan Bastani
6d727f534e
Merge branch 'rmExtraExo'
2015-05-28 12:33:56 +02:00
Houtan Bastani
35cd407f5f
preprocessor: add minimal_workspace option to dynare statement, #946
2015-05-28 11:50:39 +02:00