Stéphane Adjemian (Charybdis)
d7c4d4d3eb
Added (command line) nograph option.
2013-07-10 11:03:48 +02:00
Sébastien Villemot
a595a83b16
Add new option parallel_local_files to model block
...
Ref #389
2013-05-31 14:47:38 +02:00
Sébastien Villemot
55a548282c
Possibility of restricting differentiate_forward_vars to some variables
...
Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot
ddaedb5ee3
Document how functions with a kink are differentiated
...
Also add a warning in the documentation and in the preprocessor about the usage
of some functions (max, min, abs, sign, comparison operators) in a stochastic
context.
Closes #355
2013-05-17 16:53:14 +02:00
Sébastien Villemot
94e6f569b8
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
Sébastien Villemot
270a5db60a
Fix handling of auxiliary variables in endval block
2013-04-22 18:02:32 +02:00
Sébastien Villemot
75f8467803
Implement tags [static] and [dynamic] for equations
...
Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard
24cac29cdf
removed changes linked with transforming variables to avoid log or
...
power of negative numbers
2013-04-09 16:35:57 +02:00
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
Sébastien Villemot
4f2f9e7ed6
Add preprocessor messages (stdout, stderr) to the logfile
...
Closes #306
2013-03-18 13:44:04 +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
...
- 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
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
...
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
dc1be70d82
Add derivatives of static model w.r.t. parameters
...
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
Houtan Bastani
ab604b7d16
console => nodisplay (Completes ticket #282 )
2012-11-12 16:48:44 +01:00
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
de80c3dade
Always compute hessian when analytic_derivation is set
2012-06-08 11:47:10 +02:00
Sébastien Villemot
73a503eba4
Generate derivs wrt params when anaytic_derivation=1
2012-06-07 15:33:43 +02:00
Houtan Bastani
dc2e5e9226
config file: support GlobalInitFile option
2012-06-06 16:18:09 +02:00
Michel Juillard
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
Michel Juillard
2098528f9e
starting implementation of transformed variables to replace arguments
...
of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
Sébastien Villemot
ec83afaa29
Fix compilation errors with GCC 4.7
2012-05-08 16:10:10 +02:00
Sébastien Villemot
e1e77909a1
New preprocessor option for not creating a logfile
...
Closes : #241
2012-04-20 18:15:02 +02:00
Houtan Bastani
e4916a1d84
preprocessor: display a summary of preprocessor warnings at the end of a Dynare run
2012-01-30 10:44:14 +01:00
Michel Juillard
c60de03e84
the overall time of execution is now saved in the log file
2012-01-22 16:09:42 +01:00
Houtan Bastani
7c8baba064
warning output stream should be cerr
2012-01-18 14:42:57 +01:00
Houtan Bastani
67f3a0ecc0
preprocessor: separate dynamic and static functions from their mexfiles
2011-12-23 18:22:41 +01:00
Houtan Bastani
29d8028fc4
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
Sébastien Villemot
bb39de5496
Preprocessor: delete _steadystate2.m file from previous run if exists
...
Closes : #224
2011-11-25 15:13:16 +01:00
Michel Juillard
411a7fa683
fixed "clear global" for Octave
2011-11-22 22:09:13 +01:00
Michel Juillard
c9509817f0
another work-around for Octave 3.2 bug with "clear all"
2011-11-21 15:03:19 +01:00
Michel Juillard
805d01c785
use "clear -all" instead of "clear all" when running under Octave
2011-11-20 14:48:01 +01:00
Ferhat Mihoubi
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
Ferhat Mihoubi
c4e0158e44
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
Houtan Bastani
ab589aaaa8
output derivatives of static model when identification is present ( closes #127 )
2011-08-19 16:58:44 +02:00
Houtan Bastani
5c48733f55
output mex file for static model ( closes #183 )
2011-08-19 16:57:27 +02:00
Sébastien Villemot
06f7d23e90
Preprocessor: fix crash when no computational task is required
2011-06-22 11:34:38 +02:00
Ferhat Mihoubi
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
Michel Juillard
7433d140f7
discretionary_policy: fixing bug in preprocessor requirements
2011-06-18 06:53:00 +02:00
Sébastien Villemot
282f34b2d3
Preprocessor: adopt a more consistent behavior when no computing task is requested
2011-05-03 11:28:43 +02:00
Sébastien Villemot
54c5d256c0
Preprocessor: tentative fix for testsuite crash in block/bytecode
2011-04-28 10:41:43 +02:00
Sébastien Villemot
fc15cd2583
Preprocessor: cosmetic change
2011-04-28 10:39:59 +02:00
Houtan Bastani
be4c5c92ef
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
Houtan Bastani
be236c6402
code cleanup
2011-03-28 11:34:42 +02:00
Houtan Bastani
d2a6f0f42c
Implement explicit writing of first order conditions of Ramsey problem (ticket #5 )
2011-03-24 17:17:15 +01:00
Houtan Bastani
de28e06bc4
bug fix: change order of the way we handle expectation operators and trend vars in transformpass
2011-03-23 15:46:04 +01:00
Ferhat Mihoubi
d7ef08adf9
Check for varexo_det declaration and simul command incompatibility in the same mode-file
2011-03-18 12:47:06 +01:00
Michel Juillard
571aba6d97
adding syntax checks for discretionary_policy in the preprocessor
2011-03-17 20:13:09 +01:00
Houtan Bastani
f8a717b496
bug fix: check that osr, osr_params and optim_weights appear together
2011-03-03 16:31:36 +01:00
Houtan Bastani
d430ea8e43
bug fix: check that planner_objective and ramsey_policy statements appear together
2011-03-03 16:31:33 +01:00
Houtan Bastani
edc3fa998d
fixed error message
2011-03-03 15:24:59 +01:00
Sébastien Villemot
60b70df4c1
Updated copyright notices
2011-02-04 17:27:33 +01:00
Sébastien Villemot
d264b7b2e3
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
Ferhat Mihoubi
89eecb3253
Allows for block decomposition if "simul" command is not present in the mod file.
2011-01-31 09:58:13 +01:00
Houtan Bastani
94f82b312b
k-order: added support for m-files, added tests and modified manual
2010-12-22 09:48:05 +01:00
Ferhat Mihoubi
751c0da2a1
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
Sébastien Villemot
818f7df793
Preprocessor: delete remaining dynamic.m file when using USE_DLL
2010-12-08 11:32:13 +01:00
Sébastien Villemot
33d340dd04
Preprocessor: also perform numeric initializations in stochastic context
2010-11-25 16:07:55 +01:00
Sébastien Villemot
eaad0b1263
Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues
2010-11-25 13:45:35 +01:00
Sébastien Villemot
acce150795
New "console" option ( closes #130 )
2010-10-28 11:29:39 +02:00
Houtan Bastani
ad73ab0a83
Dynare parallel: preprocessor implementation
2010-10-28 10:54:43 +02:00
Houtan Bastani
a7fc3361ac
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
Houtan Bastani
5327f161d4
external_function: add support for use_dll
2010-10-07 18:05:07 +02:00
Ferhat Mihoubi
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
Sébastien Villemot
ffd2cb24aa
Preprocessor: make option "no_static" work even when "bytecode" is not present
2010-09-17 12:17:05 +02:00
Ferhat Mihoubi
f68e4fd455
- compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
...
- 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
Michel Juillard
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
Houtan Bastani
fe133054cf
DSGE-Var: bug fix. Add init param statement at the before the estimation statement
2010-06-24 15:08:23 +02:00
Houtan Bastani
ee9b19fadc
DSGE-VAR: support deprecated way of declaring dsge_prior_weight
2010-06-22 10:38:54 +02:00
Houtan Bastani
5a9f972cc1
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
2010-06-22 10:38:43 +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
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
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
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
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
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
Sébastien Villemot
c471a41fef
preprocessor: under Octave/Windows, with USE_DLL, do not require "cygwin" or "msvc" option ( closes #76 )
2010-02-17 18:40:52 +01:00
ferhat
f13b95cb87
"bytecode" option can be used without "block" option
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
stepan
0dcff27478
Fixed a bug introduced in commit 3319 (trunk). If my understanding is correct, some parenthesis
...
were missing in the IF condition (causing a preprocessor error).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3336 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 21:35:32 +00:00
ferhat
0808ba42b7
Add new model option no_static : avoid to compute the static model. Useful for models without steady-state.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3319 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 11:06:25 +00:00
sebastien
80e8c10327
Fix problem with USE_DLL under Octave 3.2 ( closes #70 )
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3269 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 13:35:50 +00:00
sebastien
3aa8876538
Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue)
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3249 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:13:23 +00:00
sebastien
160ec5d7ca
preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat)
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:21:31 +00:00
sebastien
07d536d020
* Fix USE_DLL option at order 2 ( closes #64 )
...
* Added a corresponding test
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3236 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 11:06:29 +00:00
sebastien
11dc0707c3
preprocessor: fixed USE_DLL under Linux and add a provision for MacOS (need to be tested)
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3226 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-11 15:34:47 +00:00
sebastien
628f0aa8af
USE_DLL option now works with MSVC + Added new options for Windows to 'dynare' command, to select the compiler: 'cygwin' and 'msvc' + Added the mexopts.bat for Cygwin in the SVN
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3223 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-11 14:46:21 +00:00
sebastien
270f8d7b1d
k-order:
...
* in the preprocessor, fail if k_order_solver given without use_dll
* updated the reference manual, in particular w.r. to the new wiki page on MEX compilation under Windows
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3216 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 11:50:58 +00:00
george
aa9f25129f
added missing " >> mex.def" for mexFunction as Matlab could not find mexFunction any more
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3213 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 18:45:33 +00:00
michel
e9ae994ea2
4.1 preprocessor: removing -v option in mex under Linux
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3211 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 15:12:59 +00:00
michel
981d8cba60
mex for Linux (to be tested)
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3210 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 14:02:02 +00:00
michel
131c90ceba
4.1 preprocessor: exporting "Dynamic" symbol is necessary only in Windows; added test for ispc
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3209 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 12:00:55 +00:00
michel
fc719ad8c7
4.1 preprocessor: exporting Dynamic symbol when making mex file for dynamic model with Matlab
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3208 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 11:49:25 +00:00