sebastien
05071c6295
preprocessor: when there is no computing task, compute the hessian in the dynamic file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3147 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-12 17:01:26 +00:00
sebastien
5568e622b8
preprocessor:
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* fixed a bug with EXPECTATION operator: now handle model local variables
* substitute EXPECTATION operator even in deterministic models (for avoiding crashes, even if use of this operator doesn't make sense there)
* forbid the use of EXPECTATION and STEADY_STEATE outside model block
* minor implementation changes in EXPECTATION and STEADY_STATE operators
reference manual:
* documented EXPECTATION and STEADY_STATE operators
* added a note in write_latex_{static,dynamic}_model commands documentation about auxiliary variables and other model transformations
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3145 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 15:13:47 +00:00
sebastien
3fdeeca2a1
predetermined_variables: fixed a bug in M_.predetermined_variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3144 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:07:31 +00:00
sebastien
6bd2cb04de
predetermined_variables:
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* reworked a little bit the implementation
* documented the command in the reference manual
* added a test
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:03:18 +00:00
houtanb
07ba8ebdee
implements predetermined_variables operator
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3137 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-07 18:37:11 +00:00
sebastien
bd43182acc
* preprocessor: make optional the warnings about uninitialized parameters/endogenous/exogenous, added a new "warn_uninit" option to dynare command to display them
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* reference manual: documented the new option, fixed XML conformance of the document
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3135 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 18:31:03 +00:00
sebastien
51e1a77649
preprocessor: cosmetic changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3134 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 18:19:52 +00:00
sebastien
2e585124e9
preprocessor: always create a dynamic model file, even when there is no Dynare command needing it
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3126 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-05 09:59:30 +00:00
michel
4cd9e87d37
4.1: removed preprocessor useless initialization of
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estim_params_.param_names
estim_params_.user_param_names
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3125 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-04 20:40:36 +00:00
houtanb
97d65a0096
added default cases to remove gcc warnings
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3116 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 18:31:50 +00:00
stepan
4784538a62
Removed changes introduced in revision 3108.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3111 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-31 10:54:58 +00:00
stepan
a966f0e917
Merge branch 'master' of git@vandrezanne.net:/home/git/repositories/dynare
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Conflicts:
preprocessor/DynamicModel.cc
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3108 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-31 07:55:10 +00:00
sebastien
8bd114300a
Various minor changes for compatibility with MS Visual C++ and GCC 4.4
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3105 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 16:29:16 +00:00
houtanb
e45d3a4cb2
changed expectation operator from BinaryOpNode to UnaryOpNode
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3102 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 05:21:54 +00:00
sebastien
760085d6fe
preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
ferhat
57c3ef7934
- Correction in the memory allocation (new - delete used with object)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3076 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 11:26:29 +00:00
stepan
a8bc077ede
* Bug fix.
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* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 15:56:32 +00:00
sebastien
5d013c6017
preprocessor: fixed bug in "plot_conditional_forecast"
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3066 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 14:42:12 +00:00
sebastien
ab7bcdd304
Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:55:31 +00:00
sebastien
2761b4c016
preprocessor: remove unnecessary stuff ("forecast" has not the same rank than "stoch_simul/estimation/osr/ramsey_policy")
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3062 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:17:27 +00:00
sebastien
8e8a6d74d7
AIM solver:
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* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:44:56 +00:00
ferhat
2052c08732
- adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved.
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- corrects some mod files.
- In steady command, get check argument from bytecode dll
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-18 15:18:16 +00:00
sebastien
337bde2589
* Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast"
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* Reference manual: created a section on forecasting (with "forecast" option), and added the three new statements to that section
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3049 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 17:23:57 +00:00
ferhat
c752ca6122
- use of classes to describe the bytecode tags
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- use static option for bytecode instead of steady_state option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3048 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 16:34:27 +00:00
sebastien
c8080438ad
Preprocessor:
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* new options to "identification" statement: "ar", "useautocorr", "load_ident_files", "prior_mc"
* implement the call to dynare_identification() when "identification" statement is encountered
* new options to "dynare_sensitivity" statement: "ar", "useautocorr", "load_ident_files"
* trigger computation of model derivatives w.r. to parameters when "identification" option of "dynare_sensitivity" statement is used
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3046 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 16:16:43 +00:00
sebastien
9ad86bfda2
Preprocessor: fixed grammar for "mode_file" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3042 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 19:15:21 +00:00
sebastien
66684bbb9a
preprocessor: implement third-order derivatives in USE_DLL mode
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3036 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-12 16:09:16 +00:00
ferhat
330afb32fe
topological sort implemented after the block decomposition for dynamic models
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3035 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 10:13:14 +00:00
sebastien
7bfeef5d7f
preprocessor:
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* fixed substitution of endogenous with leads >= 2: take into account exogenous with leads in non-linear terms
* fixed substitution of exogenous with leads: take into account other variables with leads in non-linear terms
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3027 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 16:34:42 +00:00
sebastien
021e0ebb2e
preprocessor: in stochastic mode, create auxiliary variables for exogenous with non-zero lead/lag
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3026 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 14:07:13 +00:00
ferhat
faa1f2111a
avoid useless iteration in simulation of simple equations
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3025 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 09:31:58 +00:00
michel
3ed36840f9
added possibility to call user defined optimizing routine with mode_compute option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3023 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:40:49 +00:00
sebastien
b7fe92c012
preprocessor: always trigger creation of *_dynamic.m file when "identification" is present
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3021 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 08:56:02 +00:00
houtanb
0973dd9fa4
fixes global oo_ declaration for steady state operator as discussed on 14 Sep
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3020 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 18:36:07 +00:00
sebastien
7c7a59e1b8
preprocessor: reverted useless changes from last commit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3016 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 17:02:35 +00:00
ferhat
e8d9cbc94a
The local variables are implemented with byte code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3015 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 16:47:43 +00:00
sebastien
04cec8a438
preprocessor: always compute the Dynamic hessian when "identification" keyword is present
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3003 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-01 08:03:40 +00:00
sebastien
2f1382fab5
preprocessor:
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* In stochastic mode, now transforms the model by removing leads and lags greater or equal to 2 (creating auxiliary variables and equations in the process)
* Information about these variables is in structure M_.aux_vars
* Automatically add the necessary initialization for auxiliary vars after the initval block or load_params_and_steady_state
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3002 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 15:10:31 +00:00
michel
b051e0b5a7
preprocessor: symbol names that are also option names (alpha, beta, ...) are now case consistent
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2991 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-28 19:29:13 +00:00
sebastien
1ef92c88bf
preprocessor, StaticDllModel: removed useless method
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2990 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-28 13:31:00 +00:00
ferhat
ff5891dd9c
restore the mshocks command
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2985 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-25 12:48:09 +00:00
michel
ac1aec0610
preprocessor: adding new options for Marlov Switching
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2975 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 13:13:57 +00:00
sebastien
eec0af97b4
Build system: fixes for creation of the tarball
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2968 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 10:15:59 +00:00
sebastien
7d019ca173
Preprocessor: fix for static model with block+bytecode option and model local variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2958 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-23 12:31:00 +00:00
sebastien
49d7e08710
Build system: added test for beamer
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2955 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-21 10:30:04 +00:00
sebastien
463ad73f9e
Build system: added test for beamer
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2955 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-21 10:30:04 +00:00
sebastien
9e73eec31b
Build system: fix for FlexLexer.h
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2954 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-21 10:00:47 +00:00
ferhat
0c7fea9e5f
- the "steady_state" function is implemented with the "bytecode" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2952 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-18 16:34:11 +00:00
sebastien
e337789b54
Build system: incorporate FlexLexer.h, so that one can compile on systems without flex
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2942 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-17 16:02:55 +00:00
sebastien
7dcb04e035
Build system: don't use symlinks under Cygwin, MATLAB doesn't understand them
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2939 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-17 12:06:44 +00:00