Michel Juillard
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
Sébastien Villemot
91f3f578a0
Use syntax log_trend_var(log_growth_factor = …) for consistency
2013-03-26 17:10:37 +01:00
Sébastien Villemot
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
Sébastien Villemot
69a5271db7
Revert spurious preprocessor changes introduced in dfa744f
2013-03-26 16:51:10 +01:00
Ferhat Mihoubi
832c9d37ef
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
Ferhat Mihoubi
e01468e09d
Use type compatibles with Matlab (size_t instead of int)
2013-03-22 15:48:47 +01:00
Sébastien Villemot
4f2f9e7ed6
Add preprocessor messages (stdout, stderr) to the logfile
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Closes #306
2013-03-18 13:44:04 +01:00
Sébastien Villemot
00c95ea352
Preprocessor interface and documentation for endogenous_prior option
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Closes #321
2013-03-18 11:12:49 +01:00
Sébastien Villemot
70193c92b2
Remove spurious display when there is zero preprocessor warning
2013-03-05 12:53:37 +01:00
Sébastien Villemot
8ba4a3a4d2
Remove obsolete workaround for Octave 3.2
2013-02-28 10:32:09 +01:00
Sébastien Villemot
8610453baf
Reorganization of warnings
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- at the end of the computation, don't display all preprocessor warnings but
only their number
- also display if there has been a MATLAB/Octave warning (counting their
number does not seem feasible). Closes #181
- add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
Sébastien Villemot
9af724825c
estimated_params: check that no symbol is declared twice in the block
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Closes #296
2013-02-26 12:37:35 +01:00
Sébastien Villemot
e717881115
Add more explicit error message when mixing ramsey_policy with varexo_det
2013-02-07 11:52:59 +01:00
Sébastien Villemot
b02662e2d9
Fix linking of static file with use_dll under Windows
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The "Static" symbol was not exported; instead, it was the non-existing
"Dynamic" symbol which was exported.
2013-01-30 14:02:23 +01:00
Sébastien Villemot
37440c732a
check only returns eigenvalues, not the whole oo_
2013-01-15 16:45:15 +01:00
Sébastien Villemot
dac87a6126
Ensure that running check without stoch_simul still sets oo_.dr.eigval
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This is documented in the reference manual, but was not working.
The change consists in having check.m returning oo_ as 1st output argument, and
having the preprocessor generating the corresponding code.
2013-01-15 16:14:15 +01:00
Sébastien Villemot
6486e529d5
Improve error message for 3rd derivatives of external functions
2013-01-15 11:39:04 +01:00
Ferhat Mihoubi
c709053202
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
Michel Juillard
34099da167
fixed bug in computation of derivative of erf() function
2012-12-07 21:46:50 +01:00
Sébastien Villemot
abd5bfda50
Fix breakage of static file introduced by 8c83135c
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In StaticModel, deriv_ids are no longer equal to symb_ids; some parts of the
code were relying on that assumption
2012-12-01 23:32:24 +01:00
Sébastien Villemot
922a7ad61e
Remove unused stuff
2012-11-29 18:08:53 +01:00
Sébastien Villemot
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
Sébastien Villemot
aca256eb02
Remove obsolete workaround for Octave 3.2
2012-11-29 16:44:51 +01:00
Sébastien Villemot
c50cd383c0
Add ar option to estimation
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Closes : #276
2012-11-29 15:44:06 +01:00
Sébastien Villemot
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
Sébastien Villemot
47c83d839e
Remove duplicate information in M_.blocksMFS
2012-11-16 17:39:03 +01:00
Sébastien Villemot
0cae76f0eb
Remove duplicate information in M_.blocksEQU
2012-11-16 17:16:40 +01:00
Sébastien Villemot
823d5a51a6
Add interface and documentation to model_diagnostics
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Closes : #205
2012-11-16 12:34:49 +01:00
Sébastien Villemot
b3f3619ca8
Allow infinite values in threshold_reform option of GSA
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Closes : #266
2012-11-16 11:08:49 +01:00
Houtan Bastani
ab604b7d16
console => nodisplay (Completes ticket #282 )
2012-11-12 16:48:44 +01:00
Houtan Bastani
d8cbb55ee7
all_values_required keyword for initval and endval
2012-11-06 15:45:08 +01:00
Houtan Bastani
bc4a2bffe4
bug fix: none instead of pdf to graph_format
2012-10-31 16:16:45 +01:00
Houtan Bastani
4509136dba
bug fix: remove previous declaration of NONE as token in flex
2012-10-31 15:59:12 +01:00
Michel Juillard
e3ff0bbd32
ms-sbvar: made option final_year optional is using the entire sample
2012-10-24 14:05:54 +02:00
Stéphane Adjemian (Charybdis)
d01d952a6f
Added the possibility to write graph_format=none, in which case the graphs are displayed (provided nograph and nodisplay options are not used) but not saved.
2012-10-17 16:28:36 +02:00
Sébastien Villemot
93777bd73e
Fix preprocessor crash when an pre-computed constant equals NaN or Inf
2012-10-01 16:22:38 +02:00
Sébastien Villemot
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
Houtan Bastani
e8d8e96165
ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)
2012-09-27 15:32:33 +02:00
Houtan Bastani
39d68a9614
ms-sbvar bug fix: store no_create_init as number instead of string
2012-09-26 18:07:49 +02:00
Sébastien Villemot
514db5f801
Preprocessor interface for multiple graph formats
2012-09-11 14:26:53 +02:00
Sébastien Villemot
fb4a8d6186
Provide dynamic 3rd derivaties for estimation w/ analytic derivation
2012-08-08 15:34:43 +02:00
Sébastien Villemot
1082a16a64
Compute static hessian for estimation w/ analytic derivation
2012-08-08 12:42:02 +02:00
Sébastien Villemot
cb696b52f2
Remove FlexLexer.h; rather copy it from /usr/include when flex is run
2012-08-06 18:52:06 +02:00
Michel Juillard
5feeabfda7
removing preprocessor check about pruning at 3rd order
2012-08-01 10:01:59 +02:00
Sébastien Villemot
1c98c34724
Amend the workaround for ticket #35 , so that shocks+endval+simul can looped over
2012-07-30 17:01:42 +02:00
Sébastien Villemot
dbec61ba62
Preprocessor: handle underflows and overflows as MATLAB and Octave do
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i.e. don't fail when they happen and instead return 0 or Inf
2012-07-12 12:46:22 +02:00
Stéphane Adjemian (Charybdis)
25e042f67a
Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
2012-07-11 18:26:22 +02:00
Sébastien Villemot
156b86665b
Allow back "dr" in variable names
2012-07-02 10:11:32 +02:00
Ferhat Mihoubi
d80d7aa1e7
Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
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associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
Sébastien Villemot
683fdae2ad
Fix option simul_replic
2012-06-26 17:01:13 +02:00