Commit Graph

1325 Commits (3117bf79f2799f4e77a86fd60518905b3a0dddc0)

Author SHA1 Message Date
Houtan Bastani f0cc9c4151 modify *_set_auxiliary_variables to work in julia 2015-08-17 15:36:18 +02:00
Houtan Bastani 88a87a911b remove unnecessary braces 2015-08-17 11:17:26 +02:00
Houtan Bastani 33fe47d367 preprocessor: write M_.aux_vars(i).eq_nbr as int instead of char. closes #1028 2015-08-17 10:55:39 +02:00
Stéphane Adjemian (Lupi) 3d8c6e5b13 Manually merged PR #1022. 2015-08-13 14:49:39 +02:00
Stéphane Adjemian (Charybdis) 756ff179ff Removed deprecated syntaxes. 2015-08-12 19:03:29 +02:00
Houtan Bastani dbc29de6ef preprocessor: remove useless if statements in SymbolTable::writeCCOutput 2015-08-11 12:10:44 +02:00
Johannes Pfeifer 8c1cd0e8ba Add option for storing contemporaneous correlation 2015-08-11 11:27:55 +02:00
Houtan Bastani ffc2188383 preprocessor: make hp, one-sided hp, and bandpass filters mutually exclusive 2015-08-03 17:51:45 +02:00
Houtan Bastani 7f7e0d5f1a preprocessor: add one_sided_hp_filter to stoch_simul. #1011 2015-08-03 17:34:34 +02:00
Houtan Bastani 5b4e94149c preprocessor: add bandpass_filter option to stoch_simul. #1011 2015-08-03 17:28:55 +02:00
Houtan Bastani 8af8ee193e preprocessor: add spectral_density option to stoch_simul. #254 2015-08-03 13:02:17 +02:00
Houtan Bastani 6016463c33 preprocessor: remove constraint outlined in #849 2015-07-30 17:52:47 +02:00
Houtan Bastani ce7a172c21 preprocessor: issue warning when param used with lead/lag. closes #976 2015-07-30 14:40:03 +02:00
Michel Juillard 2ea7d40fc2 histval: use now the same treatment for exogenous and exogenous det
variables as for endogenous ones. Closes issue #617.
2015-07-29 16:12:53 +02:00
Houtan Bastani 6330fa0374 write dynamic model output
Conflicts:
	preprocessor/DynamicModel.cc
2015-07-29 14:59:09 +02:00
Houtan Bastani 54874efa72 Merge branch 'master' into julia 2015-07-29 14:53:35 +02:00
Houtan Bastani 22ac2f4f92 preprocessor: simplify writing of NNZDerivatives 2015-07-29 14:52:15 +02:00
Houtan Bastani 38e4480893 add linear option to options 2015-07-29 13:31:42 +02:00
Houtan Bastani 43e5e58a66 remove unnecessary assignment as the field is assigned in the constructor 2015-07-29 13:22:40 +02:00
Houtan Bastani ace7278623 fix writing of aux vars, predetermined vars, and observed vars 2015-07-29 11:51:27 +02:00
Houtan Bastani 601a52a093 rename model__ to model 2015-07-29 11:35:10 +02:00
Houtan Bastani ba8518bf43 create options 2015-07-29 11:30:01 +02:00
Houtan Bastani 0a3a5a0a03 bug fix in writing of dynamic params derivs file 2015-07-29 10:40:30 +02:00
Houtan Bastani 389bb89a55 simplify modules created by preprocessor 2015-07-28 18:00:00 +02:00
Houtan Bastani e73630454d simplify printing of variable arrays 2015-07-28 17:43:57 +02:00
Houtan Bastani 5ce7d85205 reduce code that is output in modfile.jl 2015-07-28 17:32:34 +02:00
Houtan Bastani 789d881cca write steady state model 2015-07-28 17:27:56 +02:00
Houtan Bastani d49e6e4156 wrie dynamic params deriv file 2015-07-28 14:59:55 +02:00
Houtan Bastani ff3e14656d bug fix in writing of static params derivs 2015-07-28 14:42:10 +02:00
Houtan Bastani d7ad832c1d write static param derivs file 2015-07-28 12:29:42 +02:00
Houtan Bastani dc955b56ee fix writing for julia 2015-07-27 17:33:22 +02:00
Houtan Bastani 2bb2682b50 write dynamic file 2015-07-27 17:02:51 +02:00
Houtan Bastani 6fc6f2f7d1 clean up writing of static model 2015-07-27 15:59:13 +02:00
Houtan Bastani f3c14ec396 write static model 2015-07-27 15:33:38 +02:00
Houtan Bastani c124fd040c write more output to modfilename.jl 2015-07-24 12:34:06 +02:00
Houtan Bastani 5c59910001 accord variable names and functions with julia programming style 2015-07-24 11:35:23 +02:00
Houtan Bastani ab65c1abc2 preprocessor: clean up code 2015-07-23 18:10:44 +02:00
Houtan Bastani 432dbbb785 change variable/parameter collections, finish printing SymbolTable info 2015-07-23 18:05:57 +02:00
Michel Juillard fa6a08e8c5 histval: replaced initialization with NaN by zeros 2015-07-23 14:25:18 +02:00
Michel Juillard 1b8d7c6e2f Merge branch 'master' into new_ep 2015-07-22 09:31:22 +02:00
Houtan Bastani 5ad0a4a96f julia: initial preprocessor stub 2015-07-21 18:02:34 +02:00
Houtan Bastani de695fb496 preprocessor: remove comments associated with c604d9da385a4e28fa049d79db13cf1c749c9d55 2015-07-21 17:50:33 +02:00
Houtan Bastani db3f2b3c06 move external file write functions to class definitions 2015-07-21 17:35:06 +02:00
Michel Juillard 7c4562e7e6 Merge branch 'master' into new_ep 2015-07-21 09:30:58 +02:00
MichelJuillard ecf52751d6 Merge pull request #937 from JohannesPfeifer/graph_fix
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard 585d9f1974 Merge pull request #740 from JohannesPfeifer/relative_irf
Fix and document relative_irf
2015-07-20 14:20:00 +02:00
Houtan Bastani 947ca38440 preprocessor: split creation of latex model files. closes #966 2015-07-15 08:58:15 +02:00
Stéphane Adjemian (Charybdis) 7dfba933e5 Fied bug. Moved option linear_approximation. 2015-07-08 11:11:22 +02:00
Stéphane Adjemian (Charybdis) 6e52dfb828 New option linear_approximation for perfect foresight models.
This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).

Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).

If possible, the option is triggered automatically if the model is
declared linear.

TODO:
 * Write a linear version of perfect_foresight_problem routine.
 * Evaluate the approxilation error (just need to evaluate the system of
 stacked non linear equations).
2015-07-07 17:55:41 +02:00
Houtan Bastani 663d7d82bb fix typo 2015-06-30 12:12:49 +02:00