47a8fd0147
Add line numbers of equations in preprocessor error messages.
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Closes #584
2014-01-27 16:41:43 +01:00
6ba0980460
Add a warning when some exogenous are not used in the model
2013-11-29 16:03:45 +01:00
1414f98cff
Refactor code for collecting variables appearing in expressions
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- rename ExprNode::collectVariables in ExprNode::collectDynamicVariables
- new ExprNode::collectVariables: same as above, but without lag information
- remove ExprNode::findUnusedEndogenous: essentially redundant with the above)
- remove ExprNode::collectModelLocalVariables: idem
2013-11-29 15:37:11 +01:00
fae00ea729
fix bug introduced by ee812f38816294450a307ccb8f2fb2a27fc032f0
2013-11-19 13:05:08 +01:00
1707e6aa96
preprocessor: bug fix: return oo
2013-11-19 11:56:39 +01:00
29507f8e45
proprocessor: block code bug fix: M and oo not being passed to solve_two_boundaries
2013-11-19 11:54:00 +01:00
c23cbb5edd
clang compilation: replace ostringstream array with vector of strings
2013-11-18 12:16:37 +01:00
c03f89eb8d
preprocessor: simplify if statement
2013-11-18 12:16:37 +01:00
6d6701aa50
revert change that breaks gcc build
2013-11-05 18:21:12 +01:00
1ae5832e13
preprocessor and matlab mex fixes for clang compilation
2013-11-05 18:04:57 +01:00
1634c7c50f
Always initialize M_.maximum_{endo,exo}_{lead,lag} and M_.params
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Closes #515
2013-11-04 16:02:28 +01:00
114cb8bc25
missing semicolon
2013-10-29 12:38:28 +01:00
46c7622f1c
Reactivate and fix the test for the balanced growth path.
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If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).
Closes #506
2013-10-29 18:46:54 +08:00
7063e2d8be
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
76714b34df
new nostrict command-line option does not exit when there are more endogenous than equations ( closes #2 )
2013-09-13 14:44:01 -04:00
9d3722fdcb
Add full function header to static and dynamic model files
2013-07-28 11:32:14 +02:00
bbc422cf5a
Fix copyright notices
2013-06-12 17:04:46 +02:00
55a548282c
Possibility of restricting differentiate_forward_vars to some variables
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Closes #351
2013-05-17 16:53:15 +02:00
94e6f569b8
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
75f8467803
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
24cac29cdf
removed changes linked with transforming variables to avoid log or
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power of negative numbers
2013-04-09 16:35:57 +02:00
08c2b6e1c6
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
69a5271db7
Revert spurious preprocessor changes introduced in dfa744f
2013-03-26 16:51:10 +01:00
832c9d37ef
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
dc1be70d82
Add derivatives of static model w.r.t. parameters
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The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
6fc8deed49
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
f878d8a644
Isolate block decomposition code
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This should fix some random crashes of the preprocessor
2012-09-28 18:41:18 +02:00
67a1737f00
Update copyright notices
2012-06-08 18:22:34 +02:00
cf49fd3b99
preprocessor: handle compilation warnings
2012-06-06 16:30:36 +02:00
2ac4f59489
Fix bug introduced in 4b86df05
2012-06-05 09:48:03 +02:00
3175a25663
Preprocessor: remove MATLAB short-circuit operators
...
They emit a warning under Octave
2012-06-04 17:18:13 +02:00
73b4052f2b
first implementation of transform_logpow. It creates too many auxilary
...
variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
2098528f9e
starting implementation of transformed variables to replace arguments
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of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
255d64e6d1
Corrects the number of lead and lags of a block
2012-02-17 10:48:28 +01:00
a32043c2a5
Preprocessor: compute temp. terms for 2nd deriv of residuals and jacobian wrt
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params and 1st deriv of hessian wrt to params
2012-01-20 12:07:36 -05:00
67f3a0ecc0
preprocessor: separate dynamic and static functions from their mexfiles
2011-12-23 18:22:41 +01:00
03fbe74c70
Fix compilation error in preprocessor
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Error introduced in ca10372607d71bf2b5d99d2a9fe6c2b3bd352ff4
2011-10-29 12:22:14 +02:00
287c0647fa
* Correction of a bug appearing in a block decomposed model when an observable variable are also a state variable
2011-10-28 22:25:05 +02:00
b75d0e733f
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
0298a70faa
aux vars: update C++ comment to reflect last changes
2011-10-21 16:56:13 +02:00
17c8ae5c9d
code simplification after commit 9425b36358b9b1a6dcfb82cbf0cd423c64748bff
2011-10-20 20:40:15 +02:00
7d44671996
fixing problems related to auxiliary variables
2011-10-19 12:47:15 +02:00
fd923d428d
Displays an error message when the model contains pound expressions and 'bytecode' or 'block' options are present
2011-10-14 14:35:32 +02:00
37d438dd5c
Cleans the messages displayed
2011-10-12 14:45:53 +02:00
16f550a986
preprocessor, auxiliary variables: fixes ordering issue introduced in
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347ab4d0c0c79ae9a42898c1d5409d78708bb8a8 and corrects the earlier
ordering problem.
2011-09-28 22:11:44 +02:00
c4e0158e44
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
5dc9092723
cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file
2011-08-19 16:59:18 +02:00
94e113b7a5
correct a bug during the state variables detection
2011-08-11 14:15:51 +02:00
c6a33a96f1
remove writing of getPowerDeriv M function from block code functions
2011-07-25 10:21:02 +02:00
1e4c0852f6
bug fix: getPowerDeriv not accessible from modfile.m
2011-07-19 14:35:35 +02:00
d2696ca2f0
Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree
2011-06-22 11:56:07 +02:00
06f7d23e90
Preprocessor: fix crash when no computational task is required
2011-06-22 11:34:38 +02:00
53fe3fe8ed
- Compute :
...
+ the number of static, lag, lead and both variables,
+ the lead_lag_incidence matrix for variables related to previous blocks
+ the index of reordered policy rule
for each block during the preprocessing step
- correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode
- avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for estimated or stochastically simulated models: the cutoff option is set to 0.
2011-06-18 17:53:50 +02:00
7eade47160
external_function: bug fix in writeParamsDerivativesFile, writeDynamicModel and writeStaticMFile
2011-06-10 11:09:43 +02:00
007b37f19b
updating one comment
2011-05-27 22:09:54 +02:00
f9287ac796
renamed ramsey_policy_discount_factor by optimal_policy_discount_factor because it is also used by discretionary_policy
2011-05-24 16:02:42 +02:00
6c37f6def8
Preprocessor: use NaN() for initializing vector of parameters
2011-04-27 12:07:13 +02:00
d0d9fde6af
bug fix: allow use of external functions with model local variables
2011-04-12 16:42:56 +02:00
be4c5c92ef
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
be236c6402
code cleanup
2011-03-28 11:34:42 +02:00
d2a6f0f42c
Implement explicit writing of first order conditions of Ramsey problem (ticket #5 )
2011-03-24 17:17:15 +01:00
316b935cc0
Correct a bug when the model contains deterministic exogenous variables and bytecode option is used.
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Note that stochastic simulations do not work for the moment with block option.
2011-03-18 01:09:20 +01:00
8c9b6e44af
put *_params_derivs.m and identification code in conformity with additional steady state argument in *_dynamics.m
2011-03-14 11:40:40 +01:00
cb1e8a55b1
new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken.
2011-03-13 17:06:57 +01:00
cb64ade507
Preprocessor: added model local variable definitions to parameter derivative file
2011-03-07 11:59:12 +01:00
72fca072f0
Preprocessor: fix bug in parameter derivatives file
2011-02-21 12:43:11 +01:00
d264b7b2e3
Reindentation of the preprocessor
2011-02-04 16:25:38 +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
30a2b2b650
Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128 )
2011-01-13 18:08:26 +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
7a6776197d
- The function getPowerDeriv must end with an "end" instruction
2010-12-17 18:54:02 +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
751c0da2a1
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +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
3f6ddd1c3f
- Adds the derivatives with respect to deterministic exogenous variables
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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
0269c5766c
Preprocessor: max lead/lags in the model are no longer affected by lead/lags on parameters ( closes #153 )
2010-11-18 11:21:20 +01:00
b781c44e5a
Check command is now compatible with block and bytecode options
2010-10-27 15:34:48 +02:00
ab311cc0fd
- Store the incidence matrix containing reordered equations and variable in block_structure
2010-10-27 15:30:01 +02:00
f7f83d6973
- Correction of several bugs with Octave
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- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
2010-10-22 10:09:07 +02:00
a7fc3361ac
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
3218d3c72f
Preprocessor: don't create auxiliary variables for expressions appearing only
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in unused model local variables
2010-10-11 12:58:38 +02:00
63d0fb3f04
Preprocessor: implement STEADY_STATE operator with "use_dll" and "block"
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options (closes #98 )
2010-09-20 17:04:38 +02:00
f026137fa9
- Adding the relaxation method for block and/or bytecode options
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- Changing the the stack_solve_algo option :
Previous version New version
1 : Sparse LU 0 : Sparse LU
2 : GMRES 1 : Relaxation
3 : BiCGStab 2 : GMRES
4 : Sparse LU & Optimal Path 3 : BiCGStab
5 : bytecode own solver 4 : Sparse LU & Optimal Path
5 : bytecode own solver
2010-09-17 12:18:25 +02:00
3e1a2ad450
- Substitutes lead for exogenous and endogenous variables in the deterministic case: direct substitution of the variables even in non-linear expressions
2010-09-17 12:17:09 +02:00
2da9d5adda
Bug correction in the deterministic simulation: to solve a purely backward or forward looking block requires contemporaneous derivatives only.
2010-09-17 12:17:00 +02:00
f68e4fd455
- compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
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- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +02:00
2c10d03368
Preprocessor: rename "NodeID" in "expr_t"
2010-09-17 12:13:26 +02:00
c8fdd5d9d1
Preprocessor: uniformize typedef names (with a "_t" suffix)
2010-09-16 19:00:48 +02:00
c3c8fa5cca
Preprocessor: clean prototypes of ModelTree methods (removed arguments
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redundant with data members, added const keywords, use passing-by-reference)
2010-09-16 17:51:50 +02:00
ae3e741cb8
Preprocessor:
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- remove useless output type oMatlabDynamicModelSparseLocalTemporaryTerms
(indistinguishable from oMatlabDynamicModelSparseLocal)
- fix bug in output type of sparse static model
2010-09-16 16:57:35 +02:00
e44c41334e
Preprocessor: in the parameter derivatives file, add the global "oo_" when the STEADY_STATE operator is used
2010-08-12 18:16:24 +02:00
6c0a0969f6
make sure that 2nd and 3rd order derivatives that haven't been computed are not taken to be zero.
2010-07-17 10:14:22 +02:00
2356ef7460
Preprocessor: cosmetic changes related to 'size_t'
2010-06-18 15:48:46 +02:00
1dde6f2ee5
Preprocessor: use a sparse representation for the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters
2010-06-07 18:46:57 +02:00
09bb06b516
Preprocessor: only compute on demand the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters
2010-06-07 16:42:27 +02:00
a47a639330
Preprocessor: changing return order of parameter derivatives to match Marco's code
2010-06-04 09:57:56 +03:00
188ec4932d
preprocessor: corrected missing initialization of v3 in <fname>_dynamic.c
2010-05-21 11:38:23 +02:00
6f9e0ca1e9
Preprocessor: replace non-standard operators 'and'/'or' by '&&'/'||'
2010-04-28 16:03:32 +02:00
2cf5c3808d
Preprocessor: add a check to DynamicModel::toStatic()
2010-04-23 18:32:30 +02:00
Sébastien Villemot
Houtan Bastani
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Michel Juillard
Ferhat Mihoubi
Sébastien Villemot
Houtan Bastani
Michel Juillard