2385b7b5c1
preprocessor: clean up writePowerDeriv code. it only writes C code, so no need for use_dll argument
2016-10-14 14:30:14 +02:00
9ec4037fc8
preprocessor: fix bug introduced in 4255be00b8a10226470c4cc1bc5a514ce37041bc. Normcdf is not supported by MSVC
2016-10-14 13:59:36 +02:00
484453af03
preprocessor: allow acosh, asinh, atanh, normcdf for MSVC 11.0 or later
2016-10-14 13:44:21 +02:00
bb51e3084a
preprocessor: add support for MinGW. #1226
2016-10-14 11:25:23 +02:00
90ff78d52d
build system: make cp thread safe
2016-10-14 10:57:49 +02:00
1bd8679ddd
preprocessor: fix warning in parsing
2016-10-07 14:41:33 +02:00
f20beac29c
preprocessor: add keep_kalman_algo_if_singularity_is_detected option to estimation. #1294
2016-09-30 14:31:13 +02:00
c5570fc30e
preprocessor: add nograph option to shock_decomposition. closes #1290
2016-09-23 17:44:36 +02:00
d9d60d4f21
preprocessor: allow shock group names to contain spaces. closes #1280
2016-09-14 14:10:00 +02:00
2b835a5006
preprocessor: simplify code
2016-09-06 14:59:31 +02:00
1f3ea3ad5c
preprocessor: fix bug in conditional_forecast_paths where the shocked endogenous variable id was provided as symb_id instead of type specific symb_id. #1276
2016-09-06 14:58:25 +02:00
69abc08d85
macroprocessor: stop with error when division by zero is encountered. closes #1278
2016-09-05 17:36:40 +02:00
bb6ad83e72
preprocessor: external_function: add comma to function output args
2016-08-25 15:35:32 +02:00
3fada757d6
Correct comment in _dynamic files that misstated columns of derivative matrices
2016-08-22 19:24:35 +02:00
a169cd075e
Merge pull request #1257 from JohannesPfeifer/conf_sig
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Conf sig
2016-08-21 16:14:28 +02:00
01552008ba
preprocessor: issue error when exogenous included in planner_objective. closes #1264
2016-08-12 11:50:57 +02:00
e4745e040a
preprocessor: Return equation numbers/tags in error message when linear model contains nonzero hessian entries. #419
2016-07-27 15:01:54 -04:00
98c08fd74b
preprocessor: check linear model hessian = 0. closes #419
2016-07-25 13:43:34 -04:00
fca5a4094b
Revert "preprocessor: remove maxit, tolf from osr. #1249"
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This reverts commit 86bc3bd4358ee58ba290dd379ee5da29946669fe.
2016-07-21 11:04:04 -04:00
3550cc0ca5
preprocessor: remove maxit, tolf from osr. #1249
2016-07-21 09:46:08 -04:00
64b9468649
preprocessor: add tolx to perfect_foresight_solver
2016-07-21 09:40:19 -04:00
f42d833705
preprocessor: add tolf to perfect_foresight_solver and steady. #1249
2016-07-20 10:57:06 -04:00
4c74db4914
preprocessor: remove extraneous token
2016-07-20 10:43:13 -04:00
df20ace3cf
adding missing initializations
2016-07-15 17:43:58 +02:00
d3af87032b
preprocessor: rework conf_sig option
2016-07-04 17:34:44 +02:00
db44b7337f
Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
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This reverts commit b0e7f1cfd7d7b26305f6434de2869c1f19e8ff6d.
2016-06-24 17:38:54 +02:00
24e25fd151
Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
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This reverts commit 7a29f50d99e20c2a5872f77592585b3dbd9fa00c.
2016-06-23 15:59:35 +02:00
f2afcb8094
preprocessor: allow for partitioning of variables along multiple dimensions
2016-06-23 15:36:42 +02:00
5186de5dcb
fixed bug in writeCCOutput
2016-06-18 11:21:42 +02:00
78a90b7c20
Allow for parameter_set=mle_mode in shock_decomposition
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Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
35da55ab03
Fixed dynamic model (julia output)
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The number of columns in the Jacobian matrix is the number of endogenous
variables appearing at time t-1, t and t+1 plus the number of exogenous
variables.
2016-06-14 11:21:23 +02:00
605cd365d2
Added routines for steady state computation (julia).
2016-06-14 11:21:23 +02:00
50ead246b1
preprocessor: add all_values_required option to histval. closes #261
2016-06-02 12:57:11 +02:00
9415ed8feb
Added new option for setting weights in CPF algorithm.
2016-06-01 16:29:53 +02:00
77c8a41514
preprocessor: fix bug in writing of temporary terms. closes #1201
2016-06-01 15:29:10 +02:00
64e04ac985
Allow (S)EP with arbitrary sequence of innovations.
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The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
c3ed13bec7
Removed globals from extended_path routine.
2016-05-24 17:28:24 +02:00
711c8f1463
Fixed lmmcp option.
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This option may be used in extended_path and perfect_foresight_solver commands.
2016-05-24 17:26:06 +02:00
ac36e194ce
Added solve_algo as an option for perfect_foresight_solver.
2016-05-24 17:26:06 +02:00
8ac1b5c4fd
Add pointer to user written steady state routine.
2016-05-23 13:48:19 +02:00
eadd35061f
Bug fix in assert (Julia output)
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Same as 4b830d29ed2d230908a1a5ec1c7badd29c7dc86a but for static model.
2016-05-23 13:48:19 +02:00
d3da9eb990
Assign parameter values in main julia module.
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See PR #1102 by spencerlyon2.
Added support for filling in the model.params Vector.
2016-05-23 13:48:19 +02:00
0751b50a86
Bug fix in assert (Julia output).
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See PR #1102 by spencerlyon2.
size always returns a tuple, and we were comparing to an int. Dispatch restricts these arguments to all be vectors so length works here.
2016-05-23 13:48:19 +02:00
432ce1d95f
Fixed indexing of params in steady state file.
2016-05-23 13:48:19 +02:00
59740f6804
Fixed type issues.
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params, exo_steady_state and steady_state are vectors not matrices!
2016-05-23 13:48:19 +02:00
0d8e583daa
Cosmetic changes.
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+ Renamed model as model_
+ Renamed options as options_
+ Renamed output as oo_
+ Also export oo_ and options_
+ Fixed typos in comments.
2016-05-23 13:48:19 +02:00
a300cefbbf
Made room for user written steady state file.
2016-05-23 13:48:19 +02:00
e51971aeef
Added boolean variable for tracking if a steadystate block is present in the mod file.
2016-05-23 13:48:19 +02:00
b45ce5d4b1
Removed try-catch block.
2016-05-23 13:48:19 +02:00
f14be19ed6
Fixed crash when steadystate block does not exist.
2016-05-23 13:48:19 +02:00
Houtan Bastani
Johannes Pfeifer
MichelJuillard
Stéphane Adjemian (Hermes)