Sébastien Villemot
2282d4773c
PAC: new auxiliary variable type for pac_expectation operator
...
Also add the new equation to auxiliary equations in the backward case (but not
in the MCE case, since that equation is recursive).
2021-11-23 14:31:03 +01:00
Sébastien Villemot
ae242770f9
PAC: in the backward case, unify h0 and h1 parameters vector into a single vector
...
There is no reason to keep this distinction.
Additionally, since the data structure is now symmetric with the MCE case,
unify this “h” parameter vector with the “α” parameter vector.
2021-11-23 14:31:03 +01:00
Sébastien Villemot
0f89569f7e
PAC: in the backward case, create an aux. var. for the pac_expectation expression
...
By the way, refactor the MCE case by merging two routines related to the Z₁ aux. var.
This restores the symmetry with the backward case, now that the latter also has
an aux. var. for the pac_expectation operator. Also store the aux. var. IDs in a
structure common to the backward and MCE cases.
2021-11-23 14:31:03 +01:00
Sébastien Villemot
0e62206203
PAC: drop support for multiple PAC equations associated to a given PAC model
2021-11-23 14:31:02 +01:00
Sébastien Villemot
1cc512962c
No longer consider an equation of the form “x(+1) = 0” as defining x to be a constant
...
Fix this by restricting the detection of constant equations to those where the
variable appears without a lead or lag.
Closes : #83
2021-11-19 18:01:11 +01:00
Sébastien Villemot
b51f122e59
With nostrict, really ignore unused endogenous in initval/endval/histval
...
Closes : #82
2021-11-19 17:49:57 +01:00
Sébastien Villemot
02ee077663
Fix handling of undeclared variables in the planner_objective statement
...
Closes : #81
2021-11-19 17:32:45 +01:00
Sébastien Villemot
1e4eadb266
Macroprocessor: make the removal of “@#line” directives and extra newlines consistent across LF and CR+LF conventions
...
Simplify the algorithm using only regexps, and add comments.
2021-11-19 16:49:21 +01:00
Sébastien Villemot
1de3476546
Macroprocessor: fix line counter inside @{} constructs
...
There were two bugs:
– with the LF convention, newlines were counted twice
– with the CR+LF convention, they were counted four times (because the CR was
included in yyleng, alongside the LF)
The fix consists in implementing a location_increment() method similar to the
one used for the Dynare parser. This is the most robust solution.
By the way, mark the method DynareFlex::location_increment() method static.
2021-11-19 14:55:14 +01:00
Sébastien Villemot
487c372900
Macroprocessor: fix newlines in output when under Windows and input uses CR+LF convention
...
If the input .mod file uses CR+LF convention, and if the user is under Windows,
then the output of the macroprocessor (as given by the “savemacro” option) had
incorrect end of lines: those would be CR+CR+LF.
The reason is that some TextNode(s) internally created by the macroprocessor
would themselves contain CR+LF sequences, which would then be transformed into
CR+CR+LF in the output (because MinGW transforms LF into CR+LF in output
streams).
The fix consists in changing the nature of the EOL token: the parsed text is no
longer attached to it, so that the Bison file now systematically turns it into
a LF inside TextNode(s).
Closes : #80
2021-11-19 14:55:12 +01:00
Sébastien Villemot
1041f205ea
PAC: trap a few more cases when an auxiliary param conflicts with a declared one
2021-11-09 15:48:59 +01:00
Sébastien Villemot
6ad3d02ec6
Minor simplification in ExprNode::matchLinearCombinationOfVariables()
2021-10-29 15:39:40 +02:00
Sébastien Villemot
c4e9432eef
Remove implementation of various methods of PacExpectationNode
...
Those implementations are dummy and are normally never used. Rather error out
on those, factorizing them within SubModelNode.
2021-10-29 14:11:30 +02:00
Sébastien Villemot
3e242dd481
New class SubModelNode to factorize between VarExpectationNode and PacExpectationNode
2021-10-29 14:11:30 +02:00
Sébastien Villemot
37a6ed6261
PAC: rethink the relation between PacModelTable and DynamicModel classes
2021-10-29 14:11:30 +02:00
Sébastien Villemot
127361971f
PAC: refactor with new PacModelTable that replaces PacModelStatement(s)
...
Incidentally, the auxiliary endogenous variable representing Z₁ and created for
PAC MCE models no longer necessarily appear as the first auxiliary variable (so
this is effectively a revert of 64f55e4a5e
).
2021-10-29 14:11:30 +02:00
Sébastien Villemot
0123326123
Fix error message when using pac_expectation with occbin_constraints
...
By the way, also fix the argument name (the model is not a VAR).
2021-10-29 14:11:08 +02:00
Sébastien Villemot
bc827326eb
JSON: fix syntax error in the aux vars table introduced in a7fb198463
2021-10-26 12:31:01 +02:00
Sébastien Villemot
5bef185370
PAC: add growth correction term for definition of Z₁ in the MCE case
2021-10-25 17:28:01 +02:00
Sébastien Villemot
4191cec9aa
Merge branch 'master' into 'master'
...
Master
See merge request Dynare/preprocessor!53
2021-10-08 13:42:16 +00:00
Sébastien Villemot
8bb8e59410
Improve message for GCC installation under macOS
2021-10-08 12:59:17 +02:00
MichelJuillard
a7fb198463
add field aux_vars to modfile.json
2021-10-08 09:26:49 +02:00
MichelJuillard
561bee0790
add NNZderivatives to JSON + use AbstractVector for Julia functions
2021-10-06 17:45:11 +02:00
Sébastien Villemot
78e295115a
PAC: better error message in case of name conflict for the growth neutrality correction parameter
2021-10-06 16:41:09 +02:00
Sébastien Villemot
9938cb2632
Merge branch 'ramsey_logic' into 'master'
...
ramsey_model: Fix error message logic
See merge request Dynare/preprocessor!52
2021-09-24 14:20:34 +00:00
Johannes Pfeifer
b496c4ba2c
ramsey_model: Fix error message logic
...
one of the statements being present is sufficient
2021-09-24 09:14:41 +02:00
Sébastien Villemot
eb006ecaeb
Remove unused steady_state_growth option to pac_model
2021-09-22 16:26:42 +02:00
Sébastien Villemot
d1acee0631
Merge branch 'mh_mode' into 'master'
...
Rename mh_mode to correct mh_posterior_mode_estimation option
Closes #60
See merge request Dynare/preprocessor!51
2021-09-21 16:09:01 +00:00
Johannes Pfeifer
8d14e18cdb
Rename mh_mode to correct mh_posterior_mode_estimation option
...
Closes https://git.dynare.org/Dynare/preprocessor/-/issues/60
2021-09-21 17:28:37 +02:00
Sébastien Villemot
b12746190d
ramsey_{model,policy}, discretionary_policy: check that instruments are declared endogenous
...
Closes : #72
2021-09-21 17:17:36 +02:00
Sébastien Villemot
3d215020ae
Fix use_dll on macOS + Octave
...
Enforce GCC with mkoctfile. Otherwise Clang will be used, and it does not
accept our custom optimization flags.
Ref. dynare#1797
2021-09-13 16:50:13 +02:00
Sébastien Villemot
989347f448
Fix bug introduced in previous commit that triggers a crash for DSGE-VAR models
2021-09-08 19:00:15 +02:00
Sébastien Villemot
cb19ece049
estimated_params*: add a check that prevents (apparently) recursive prior definitions
...
Closes : #77
2021-09-08 17:10:56 +02:00
Sébastien Villemot
62ba9a434a
estimated_params_{bounds,init} now check that a parameter (or correlation) is never declared twice
...
This check was previously only implemented in estimated_params.
2021-09-08 16:38:15 +02:00
Sébastien Villemot
784dd4122a
PAC: generate the “growth_neutrality_param_index” MATLAB field for MCE models
...
Previously it was only generated in the case of backward PAC models.
2021-08-31 17:54:20 +02:00
Sébastien Villemot
6863494db2
Ensure that the “discount” option of “pac_model” is a parameter
...
Ref. Madysson/estimation-codes#4
2021-08-31 12:52:00 +02:00
Sébastien Villemot
15658fda5c
Merge branch 'mom_namespace' of git.dynare.org:JohannesPfeifer/preprocessor
...
Ref. !50
2021-08-30 16:05:44 +02:00
Sébastien Villemot
297888ce72
Merge remote-tracking branch 'origin/updated_covariance'
...
Ref. !47
2021-08-30 16:05:13 +02:00
Stéphane Adjemian (Charybdis)
79d5a2d687
Fix warning (missing option in occbin_setup).
2021-08-18 15:18:21 +02:00
Stéphane Adjemian
bb7f60b8fb
Merge branch 'occbin_options' into 'master'
...
Occbin: Add missing options
See merge request Dynare/preprocessor!49
2021-08-16 09:59:42 +00:00
Johannes Pfeifer
3f37d9692c
method_of_moments: move to namespace
2021-08-15 20:44:24 +02:00
Johannes Pfeifer
6fb86522ea
Occbin: Add missing options
2021-08-10 20:28:32 +02:00
Sébastien Villemot
f0c39b461e
Bump version number
2021-07-23 15:48:17 +02:00
Sébastien Villemot
bb19d98712
Merge branch 'results_file' into 'master'
...
Move results file to output folder
See merge request Dynare/preprocessor!48
2021-07-23 11:58:46 +00:00
Johannes Pfeifer
361b789e88
Move results file to output folder
2021-07-22 19:36:12 +02:00
Johannes Pfeifer
38714a58c4
Add updated_covariance option
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1784
2021-07-22 17:12:02 +02:00
Sébastien Villemot
5cfe6303e2
Cosmetic changes
2021-07-22 16:49:59 +02:00
Sébastien Villemot
30972e44ef
Merge branch 'smoother2histval' into 'master'
...
Introduce option consider_all_endogenous_and_auxiliary
See merge request Dynare/preprocessor!46
2021-07-22 10:21:03 +00:00
Johannes Pfeifer
5da01faa74
Introduce option consider_all_endogenous_and_auxiliary
2021-07-22 11:49:36 +02:00
Sébastien Villemot
2fc8b71ac6
CI: bump Julia and Boost/Windows versions
2021-07-21 20:16:19 +02:00