ec82663580
preprocessor: external functions bug fix: fixes the case where an external function is contained in a local variable that’s used in an equation with leads/lags that require auxiliary equations. Closes #916
2015-05-12 16:39:10 +02:00
8882f809c3
Introduce a new abstract class for external function nodes.
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This fixes the following bugs:
- 1st and 2nd ext fcn deriv nodes were incorrectly added to
DataTree::external_function_node_map, because of the chaining of
constructors.
- the following methods of FirstDerivExternalFunctionNode were not overloaded:
toStatic(), buildSimilarExternalFunctionNode()
- the following methods of SecondDerivExternalFunctionNode were not overloaded:
toStatic(), buildSimilarExternalFunctionNode(), compile(),
compileExternalFunctionOutput()
2014-03-13 12:12:17 +01:00
140db861d5
Implement cloneDynamic() for {First,Second}DerivExternalFunction.
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Since the method was not implement, the method of the parent class was used.
This was leading to wrong results in the context of Ramsey Policy (basically
derivative operators on external functions were dropped from FOCs).
2014-03-11 18:56:48 +01:00
6bee53c658
extended_preprocessor: fixed computation of steady state out of
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steady_state_model
2014-02-24 13:33:48 +01:00
6e0ef026ac
write C++ version of model functions without temporary terms
2014-02-24 13:33:48 +01:00
e0f662129a
preprocessor: namespace fixes to remove clang warnings
2013-12-30 14:54:00 +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
c9d7971df2
preprocessor: ExprNodeLess is a struct
2013-11-21 14:48:11 +01:00
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
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
67a1737f00
Update copyright notices
2012-06-08 18:22:34 +02:00
78bd465294
finishing implementation of optional transformation of log and non
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integer power arguments to insure that they are positive
2012-05-26 20:53:48 +02:00
73b4052f2b
first implementation of transform_logpow. It creates too many auxilary
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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
b75d0e733f
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
5c48733f55
output mex file for static model ( closes #183 )
2011-08-19 16:57:27 +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
d264b7b2e3
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
30a2b2b650
Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128 )
2011-01-13 18:08:26 +01:00
d586280b1b
- The binary operator oDerivPower is implemented in bytecode
2010-12-17 18:54:03 +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
a7fc3361ac
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
5327f161d4
external_function: add support for use_dll
2010-10-07 18:05:07 +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
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
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
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
19ebd12a5d
Preprocessor: when removing lags greater than 2 on endogenous or lags on exogenous, don't substitute model local variables that do not need to
2010-08-19 15:20:54 +02:00
d68e984fd6
Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file
2010-04-23 18:39:07 +02:00
a812b0130e
The functions erf, normpdf and normcdf work fine with bytecode option
2010-04-16 17:00:05 +02:00
0b26ea602e
fixed spacing
2010-03-09 16:40:52 +01:00
0f1b58b09b
Preprocessor: minor refactoring and documentation of ExprNode::writeOutput() methods
2010-03-09 12:16:32 +01:00
22bdb1a223
Allow temporary terms to work with external functions
2010-03-09 11:21:14 +01:00
9abc7563c1
Add support for external functions
2010-02-23 18:15:18 +01:00
bce6509773
Adds location indications in error message of "bytecode" + minor correction (string passed as &string).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3374 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 16:42:08 +00:00
f13b95cb87
"bytecode" option can be used without "block" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
e616667f75
expectation conditional on a restricted information set
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3367 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-18 22:08:44 +00:00
3aa8876538
Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3249 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:13:23 +00:00
160ec5d7ca
preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:21:31 +00:00
5568e622b8
preprocessor:
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* fixed a bug with EXPECTATION operator: now handle model local variables
* substitute EXPECTATION operator even in deterministic models (for avoiding crashes, even if use of this operator doesn't make sense there)
* forbid the use of EXPECTATION and STEADY_STEATE outside model block
* minor implementation changes in EXPECTATION and STEADY_STATE operators
reference manual:
* documented EXPECTATION and STEADY_STATE operators
* added a note in write_latex_{static,dynamic}_model commands documentation about auxiliary variables and other model transformations
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3145 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 15:13:47 +00:00
Houtan Bastani
Sébastien Villemot
Michel Juillard
Ferhat Mihoubi
Sébastien Villemot
Houtan Bastani
Houtan Bastani
ferhat
houtanb
sebastien