72fca072f0
Preprocessor: fix bug in parameter derivatives file
2011-02-21 12:43:11 +01:00
7e842867af
Preprocessor: fix problem with "%" sign inside string in native statements
2011-02-21 11:33:22 +01:00
47b828489b
Preprocessor: more explicit error message when users enter invalid floating
...
point numbers (like "1e-10000")
2011-02-16 11:08:40 +01:00
f25b069a00
corrected bug for options_.kalman_tol and increased its default value to 1e-10
2011-02-10 18:48:08 +01:00
d3621da773
SWZ: fixing options vlistlog and vlistpercentage
2011-02-09 06:29:21 +01:00
1bf0da5339
Bytecode DLL: remove warning about incorrect type assignment
2011-02-07 12:38:04 +01:00
89118b86a2
Preprocessor: fix error message for conditional_forecast_paths
2011-02-07 11:51:13 +01:00
60b70df4c1
Updated copyright notices
2011-02-04 17:27:33 +01:00
d264b7b2e3
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
5ddc0a595b
Workaround for ticket #157
2011-02-04 12:38:12 +01:00
483b430e54
The derivatives with respect to endogenous variables of the previous blocks are corrected for a block-decomposed model without bytecode option
2011-02-03 17:29:26 +01:00
d999d15ff6
- Adds a "lead_lag_incidence" matrix in each block for the endogenous variables belonging to previous blocks (other_endo)
2011-01-31 17:47:22 +01:00
89eecb3253
Allows for block decomposition if "simul" command is not present in the mod file.
2011-01-31 09:58:13 +01:00
9b3d611a0b
Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments ( closes #37 )
2011-01-26 13:55:01 -05:00
6fba82c3a5
modified syntax for estimation option plot_priors + addition to manual
2011-01-21 17:04:00 +01:00
e57cfd6539
adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed.
2011-01-18 19:31:59 +01:00
baccf9e8f5
Preprocessor: minor refactoring of ParsingDriver::add_model_var_or_external_function
2011-01-13 19:10:16 +01:00
e74c283579
Preprocessor: add "noreturn" attribute to ParsingDriver::error, to remove some warnings about unitialized variables
2011-01-13 19:04:40 +01:00
9e189d6b4d
Preprocessor: remove some warnings about comparison of signed with unsigned integers
2011-01-13 19:03:55 +01:00
81d85196cb
Fix bug in histval with exogenous variables in a stochastic setup
2011-01-13 18:18:57 +01:00
30a2b2b650
Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128 )
2011-01-13 18:08:26 +01:00
4143276fe4
Preprocessor: no longer use assert(false) as a way of marking impossible cases
2011-01-13 15:52:44 +01:00
091c7961a2
Removed remnants of calib commands
2011-01-10 12:25:42 +01:00
ca73c1bd88
removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method.
2011-01-04 10:16:38 +01:00
1b5418a882
- For static model considers two different management cases for temporary terms: one for an evaluated model and another for a simulated model
2010-12-31 16:46:09 +01:00
c6febbccb1
Stores the first order derivatives in the TEFD matrix, when derivatives are computed with a different external function (useful only for printing the model equations)
2010-12-31 16:26:25 +01:00
1428fcb9f8
getPowerDeriv: workaround for MS Visual Studio
2010-12-22 13:50:13 +01:00
94f82b312b
k-order: added support for m-files, added tests and modified manual
2010-12-22 09:48:05 +01:00
448553fe8e
fixed bug: end _dynamic and _static and getPowerDeriv functions with "end" tags to comply with commit d8dbc68e841a93b40d2a5005bd69bdd1cbb1778a
2010-12-22 09:48:05 +01:00
43e2c33b10
preprocessor: Matlab function getPowerDeriv should not be terminated by 'end' because neither _static nor _dynamic are
2010-12-21 20:42:35 +01:00
d586280b1b
- The binary operator oDerivPower is implemented in bytecode
2010-12-17 18:54:03 +01:00
7a6776197d
- The function getPowerDeriv must end with an "end" instruction
2010-12-17 18:54:02 +01:00
1dd5493c1a
parallel: removed warning and clarified error message
2010-12-17 12:16:27 +01:00
c7e5b44801
parallel: SingleCompThread bug fix
2010-12-17 12:03:37 +01:00
7a26fe2ebd
extend domain of derivative of x^p to x=0 under certain conditions (see ticket 78)
2010-12-13 17:03:57 +01:00
8af9e0dd95
Preprocessor: no longer use boost::graph::GraphvizDigraph class, removed in Boost 1.44 ( closes #155 )
2010-12-13 14:23:04 +01:00
7dc09890fb
- Bug correction during the block decomposition: the models' graph was ill oriented before the search of strong components
2010-12-10 15:11:12 +01:00
751c0da2a1
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
d0b7e9e59f
added choice of parameter set to shock_decomposition. This corrects a bug when shock_decomposition is requested after Metropolis iterations.
2010-12-08 13:02:59 +01:00
d206217fef
fixed bug that would force node sharing when two or more expectation operators had the same expression but different information sets
2010-12-08 12:29:47 +01:00
405ca1365c
Preprocessor: fix bug with varexo_det in conjunction with USE_DLL
2010-12-08 11:33:20 +01:00
818f7df793
Preprocessor: delete remaining dynamic.m file when using USE_DLL
2010-12-08 11:32:13 +01:00
98168dabd8
MOD files ending with @#endif/@#endfor but no newline now work ( closes #73 )
2010-12-06 17:59:30 +01:00
2984f61fe0
Bugfix at order 3 (hopefully was not affecting final results, thanks to Pablo Winant for spotting this):
...
- in the 3rd derivatives matrix, among symmetric elements, the first one had
the right values but the following ones were set to zero
- moreover, the k-order DLL was trying to add all the symmetric elements in the
folded tensor, instead of only keeping one value among all the symmetric ones
- hopefully, Ondra's tensor library was (silently) refusing to add symmetric
elements after the first (and right) value had been added
- so the final result was correct
2010-12-06 17:00:46 +01:00
cf3967d19d
- Correction of a bug in the Jacobian Matrix computation for a non block-decomposed model using bytecode
2010-11-25 16:11:22 +01:00
3f6ddd1c3f
- Adds the derivatives with respect to deterministic exogenous variables
...
and corrects the computation of the number of column in the jacobian matrices in a block decomposed model without bytecode
- Identical corrections for models using bytecode without block decomposition
2010-11-25 16:11:12 +01:00
5702815f97
Correction of bugs in check command with block decomposition and
...
Add the missing dr_block m-file
2010-11-25 16:10:46 +01:00
33d340dd04
Preprocessor: also perform numeric initializations in stochastic context
2010-11-25 16:07:55 +01:00
eaad0b1263
Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues
2010-11-25 13:45:35 +01:00
973c795db8
Change the syntax for values of deterministic shocks:
...
Arbirtrary expressions after the "values" keywords must now be enclosed
within parentheses; consider the following example:
<code>
periods 1:2;
values -1 -2;
</code>
In the previous syntax, this was interpreted by the preprocessor as a shock of
value -1-2 = -3 for periods 1 and 2, which is clearly not the intent of the
user; with the new syntax, this will be rejected (too many values compared to
the number of ranges).
Also note that now commas are no longer required between arbitrary expressions,
since the parentheses are sufficient for separating them.
2010-11-24 18:26:43 +01:00
Sébastien Villemot
Michel Juillard
Ferhat Mihoubi
Houtan Bastani