Commit Graph

538 Commits (330e1acb89ccad892f5739881617288383345835)

Author SHA1 Message Date
Houtan Bastani 6b0b5a8065 fix error message 2010-06-10 15:16:54 +02:00
Houtan Bastani ed88a8e528 Bug fix: catch the case when a parameter follows a beta distribution with mean = std err = 0.5 2010-06-09 15:09:55 +02:00
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot a47a639330 Preprocessor: changing return order of parameter derivatives to match Marco's code 2010-06-04 09:57:56 +03:00
Sébastien Villemot c54f60dd23 Preprocessor: fix for 'steady_state_model' when not computing Ramsey policy' 2010-06-04 09:33:54 +03:00
Michel Juillard 851dcc88a6 steady_state_model: authorizing change in parameter values in steady_state_model block + removing ys_ initialization to zero 2010-06-03 15:59:35 +02:00
Sébastien Villemot 743db26cb4 Preprocessor and ref. manual: added 'pruning' option (closes #104) 2010-05-31 18:38:49 +02:00
Sébastien Villemot 211056f552 Steady state file: in the presence of 'ramsey_policy', no longer check that the declarations are recursive, and use input vector of steady state file as initial values 2010-05-31 17:43:17 +02:00
Michel Juillard 188ec4932d preprocessor: corrected missing initialization of v3 in <fname>_dynamic.c 2010-05-21 11:38:23 +02:00
Sébastien Villemot 64d9a38318 Macro-processor: integer ranges with lower bound greater than upper bound are now empty (for consistency with MATLAB) 2010-05-12 11:50:27 +02:00
Sébastien Villemot fb5bf267d2 Preprocessor: never set an equal node as a temporary term 2010-05-05 10:10:01 +02:00
Sébastien Villemot 6f9e0ca1e9 Preprocessor: replace non-standard operators 'and'/'or' by '&&'/'||' 2010-04-28 16:03:32 +02:00
Sébastien Villemot 5546658b4d Preprocessor: with 'steady_state_model' command, write auxiliary equations in the steady state file 2010-04-27 17:04:52 +02:00
Sébastien Villemot d68e984fd6 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +02:00
Sébastien Villemot a3398d3930 Preprocessor: added new SymbolTable::orig_endo_nbr() method 2010-04-23 18:36:51 +02:00
Sébastien Villemot 2cf5c3808d Preprocessor: add a check to DynamicModel::toStatic() 2010-04-23 18:32:30 +02:00
Sébastien Villemot 2906c63f48 Preprocessor: removed useless version of DataTree::AddVariable() 2010-04-23 18:32:25 +02:00
Sébastien Villemot 5364cdea25 Preprocessor: removed useless version of DataTree::AddExternalFunction() 2010-04-23 18:32:19 +02:00
Sébastien Villemot d8dcfa131e Preprocessor: changed the prototype of DataTree::AddLocalVariable() 2010-04-23 18:32:14 +02:00
Ferhat Mihoubi a812b0130e The functions erf, normpdf and normcdf work fine with bytecode option 2010-04-16 17:00:05 +02:00
Sébastien Villemot 1c51ddf34b Preprocessor: rename a function argument to avoid name conflict with standard error filestream 2010-04-15 17:46:05 +02:00
Sébastien Villemot 71d577bcb8 Preprocessor:
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
Sébastien Villemot e50f555585 Preprocessor: minor fix in header inclusion 2010-04-06 11:07:19 +02:00
Michel Juillard 6f880da1f5 adding option SELECTED_VARIABLES_ONLY 2010-04-02 11:51:21 +02:00
Sébastien Villemot 656a515832 Preprocessor: removed spurious warnings 2010-03-29 12:52:29 +02:00
Sébastien Villemot c33d6fb110 Preprocessor: fixed bug with warnings (they were all disabled) 2010-03-29 12:44:20 +02:00
Michel Juillard f52c96d4c0 added options filter_covariance filter_decomposition for new version of the smoother 2010-03-22 21:57:46 +01:00
Sébastien Villemot f9cac656d1 Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements 2010-03-18 14:56:22 +01:00
Houtan Bastani 042a3ced7c second derivatives of model equations w.r.t. parameters. 2010-03-16 10:15:19 +01:00
Houtan Bastani 49e4bc89ae small fix to implementation of second derivatives of jacobian w.r.t. parameters 2010-03-15 17:23:55 +01:00
Houtan Bastani c7093a8385 second derivatives of jacobian w.r.t. parameters 2010-03-15 16:02:07 +01:00
Houtan Bastani be6b9dcd09 bug fix: missing break in switch statement 2010-03-15 15:59:54 +01:00
Michel Juillard 1638dae2a0 Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2010-03-15 12:05:33 +01:00
Michel Juillard 9a8331da83 SWZ:
- reverting part of last change to handling of Qi and Ri in ComputingTasks.cc: r is the number of lags present in the restrictions
- fixing handling of Dirichlet option in mhm_input.dat. This fixes the strange Signal messages when running C executables.
- fix path in test_upper_cholesky.mod
2010-03-15 12:03:37 +01:00
Houtan Bastani 9d5e280b82 bug fix: prevent vars with leads/lags from being used outside of the model block. 2010-03-15 10:47:44 +01:00
Houtan Bastani 673bf79a5e derivative of hessian w.r.t. params. 2010-03-11 16:51:07 +01:00
Houtan Bastani 424849830c minor code cleanup. 2010-03-11 12:04:06 +01:00
Houtan Bastani 9c2e06a091 Added erf as an internally supported function and updated manual. 2010-03-11 12:00:37 +01:00
Houtan Bastani 50258dae49 Added normpdf as an internally supported function and updated manual. 2010-03-11 10:16:40 +01:00
Michel Juillard 1849436c0a - reversed ordering for lower and upper Cholesky
- added tests
- fixed various bugs
- modified initial values
Still unfinished
2010-03-10 08:32:51 +01:00
Houtan Bastani 0b26ea602e fixed spacing 2010-03-09 16:40:52 +01:00
Sébastien Villemot 0f1b58b09b Preprocessor: minor refactoring and documentation of ExprNode::writeOutput() methods 2010-03-09 12:16:32 +01:00
Houtan Bastani 22bdb1a223 Allow temporary terms to work with external functions 2010-03-09 11:21:14 +01:00
Houtan Bastani 52cbb40775 Added expression sharing for external functions 2010-03-03 11:43:22 +01:00
Houtan Bastani a70b60604c Modified external functions to enforce consistent number of function arguments within model_block 2010-03-03 11:40:13 +01:00
Houtan Bastani 46e56b59c0 Restricted syntactical variances in the implementation of the external_functions statement. 2010-02-24 15:37:52 +01:00
Sébastien Villemot e24c9c5ad1 Preprocessor: minor cosmetic changes related to external functions 2010-02-23 19:08:54 +01:00
Houtan Bastani 9abc7563c1 Add support for external functions 2010-02-23 18:15:18 +01:00
Sébastien Villemot b652c563ba Preprocessor: add error message when using USE_DLL with MSVC and some function unsupported by MSVC 2010-02-23 16:59:34 +01:00