Sébastien Villemot
64323ef730
Add compatibility layer for Matlab/Octave code not using the new temporary terms array interface
2018-05-24 19:35:35 +02:00
Sébastien Villemot
143e0888b6
Clean generated files for temporary terms array interface
2018-05-24 19:35:35 +02:00
Sébastien Villemot
bb4b5993b0
Simplify code for model local variables
2018-05-24 19:35:35 +02:00
Sébastien Villemot
164a6f303b
Fix bug in temporary terms array in the presence of model local variables
...
In the presence of MLVs, the temporary terms indexing was corrupted. The code
was using the implicit assumption that the ExprNodeLess ordering was giving the
same ordering as the temporary terms indexes ordering. But MLVs can be higher
in ExprNodeLess ordering than some other temporary terms, while they have the
lowest temporary terms index, hence the bug.
Fix this by no longer relying on the ExprNodeLess ordering, and rather use a
full map<ExprNode *, int> for ModelTree::temporary_terms_idxs. By the way,
simplify the code by removing a few useless data structures (e.g.
ModelTree::temporary_terms_idxs_*).
2018-05-24 19:35:21 +02:00
Sébastien Villemot
a9bfd1223b
Fix assertions that check the length of temporary terms vectors
...
Model local variables had been omitted in the length computations.
2018-05-24 17:04:16 +02:00
Sébastien Villemot
41d7496b46
Fix bug in wrapper functions (*_{dynamic,static}_resid_g1{,_g2,_g2_g3}.m)
...
The last argument (T_flag) was missing in the function definitions (but it was
used in some function calls).
2018-05-23 17:34:00 +02:00
Sébastien Villemot
3fa14031a2
Fix bug in *_{dynamic,static}_resid_g1_g2_g3.m functions
2018-05-22 12:02:48 +02:00
Houtan Bastani
732a317030
Merge branch 'master' into temporary_terms_array
2018-05-18 16:40:12 +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
Stéphane Adjemian(Charybdis)
38fc19f9d3
Fixed type issue. NaN cannot be used if Int is expected.
2018-04-11 09:17:43 +00:00
Stéphane Adjemian(Charybdis)
70ec52a6cc
Added a routine returning only the static jacobian.
...
Also added flags to decide which temporaries have to be (re)computed.
2018-04-10 09:45:40 +02:00
Houtan Bastani
fb8d9258d0
add pac_model statement
2018-04-04 11:48:59 +02:00
Stéphane Adjemian(Charybdis)
dfccecfb11
Fixed bug (x, exogenous variables steady state, is not a Matrix).
2018-03-29 22:23:38 +02:00
Stéphane Adjemian(Charybdis)
46a2272ef9
Added new member in model_ (julia output).
...
temporaries.static and temporaries.dynamic are 4*1 vectors of
integers, each element is the number of temporary variables used for
to evaluate the residuals, the jacobian matrix, the hessian matrix and
the matrix of third order derivatives.
2018-03-29 14:10:34 +02:00
Stéphane Adjemian(Charybdis)
b52ded0eb4
Fixed doc headers for static and dynamic julia modules.
2018-03-29 09:31:25 +00:00
Stéphane Adjemian(Charybdis)
849936d81b
Same as bce9b66312
for matlab output.
2018-03-28 19:14:43 +02:00
Stéphane Adjemian(Charybdis)
bce9b66312
Added arrays providing the number of temp terms in Julia modules...
...
... For static and dynamic models.
2018-03-28 17:50:58 +02:00
Houtan Bastani
ec215e2a44
separate temporary terms: WIP
2018-03-28 16:41:48 +02:00
Houtan Bastani
7cbd7b6e1e
Revert "Added new routine for the dynamic model (only computes the jacobian)."
...
This reverts commit 84c6bf5daf
.
2018-03-28 16:14:15 +02:00
Houtan Bastani
13d408b058
Revert "Added new routine for the static model (only computes the jacobian)."
...
This reverts commit 7c9c83fba1
.
2018-03-28 16:14:15 +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