3d11273a61
extended-preprocessor: update test example1
2014-02-24 13:33:48 +01:00
1cfaddcd44
extended_preprocessor: renaming files/class and bug fixing
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
71824b3d4c
extended-preprocessor: finished removing c_driver mechanism
2014-02-24 13:27:14 +01:00
2e7afdb22b
extended-preprocessor: adding line options output= and cuda; starting
...
to change ModFile::c_driver mechanism
2014-02-24 13:27:14 +01:00
0e469dc6e8
pretty end to dynare processing
2014-02-24 12:41:02 +01:00
109045a97b
ms-dsge: add options statement
...
Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
preprocessor/ParsingDriver.cc
2014-02-24 12:41:02 +01:00
1424f34eed
ms-dsge: write C output
...
Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
2014-02-24 12:41:02 +01:00
e1cebde83a
ms-dsge: add param initialization to C output
2014-02-24 12:41:02 +01:00
053ee41ac0
ms-dsge: create C driver file without statements
...
Conflicts:
preprocessor/DynareMain2.cc
preprocessor/ModFile.cc
preprocessor/ModFile.hh
preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
9dfcf897f7
adding 3rd order derivatives to Static Model for evaluation of Ramsey
...
policy computed at order = 2
2013-12-11 19:24:29 +01:00
1d7646a6e5
For Matlab >= 2013a on osx, use renamed SDKROOT macro, MW_SDKROOT
2013-12-10 18:18:46 +01:00
78ea064592
Cleanup more preprocessor-generated files at each run
2013-12-02 17:22:16 +01:00
6ba0980460
Add a warning when some exogenous are not used in the model
2013-11-29 16:03:45 +01:00
1414f98cff
Refactor code for collecting variables appearing in expressions
...
- 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
173dc32e60
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
...
Closes #469
2013-11-29 14:51:17 +01:00
f964d06e22
saves variables if they exist at end of dynare run. closes #517
2013-11-13 11:29:27 +01:00
bd9e8acdab
preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392
2013-10-29 15:02:07 +01:00
46c7622f1c
Reactivate and fix the test for the balanced growth path.
...
If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).
Closes #506
2013-10-29 18:46:54 +08:00
b21252b895
Comment the trend test for a balance growth path => problematic with eLogTrend
2013-10-28 16:41:21 +01:00
b6c0850fb7
Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
...
- Add auxiliary variables for leaded and lagged exogenous
- Set the cutoff applied to the Jacobian at zero for the static and the dynamic models
2013-10-28 14:22:23 +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
4fe0f4af65
Added (command line) nointeractive option.
2013-07-10 12:02:12 +02:00
d7c4d4d3eb
Added (command line) nograph option.
2013-07-10 11:03:48 +02:00
a595a83b16
Add new option parallel_local_files to model block
...
Ref #389
2013-05-31 14:47:38 +02:00
55a548282c
Possibility of restricting differentiate_forward_vars to some variables
...
Closes #351
2013-05-17 16:53:15 +02:00
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
94e6f569b8
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
270a5db60a
Fix handling of auxiliary variables in endval block
2013-04-22 18:02:32 +02:00
75f8467803
Implement tags [static] and [dynamic] for equations
...
Closes #307
2013-04-11 17:11:35 +02:00
24cac29cdf
removed changes linked with transforming variables to avoid log or
...
power of negative numbers
2013-04-09 16:35:57 +02:00
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
4f2f9e7ed6
Add preprocessor messages (stdout, stderr) to the logfile
...
Closes #306
2013-03-18 13:44:04 +01:00
70193c92b2
Remove spurious display when there is zero preprocessor warning
2013-03-05 12:53:37 +01:00
8ba4a3a4d2
Remove obsolete workaround for Octave 3.2
2013-02-28 10:32:09 +01:00
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
e717881115
Add more explicit error message when mixing ramsey_policy with varexo_det
2013-02-07 11:52:59 +01:00
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
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
aca256eb02
Remove obsolete workaround for Octave 3.2
2012-11-29 16:44:51 +01:00
ab604b7d16
console => nodisplay (Completes ticket #282 )
2012-11-12 16:48:44 +01:00
fb4a8d6186
Provide dynamic 3rd derivaties for estimation w/ analytic derivation
2012-08-08 15:34:43 +02:00
1082a16a64
Compute static hessian for estimation w/ analytic derivation
2012-08-08 12:42:02 +02:00
de80c3dade
Always compute hessian when analytic_derivation is set
2012-06-08 11:47:10 +02:00
73a503eba4
Generate derivs wrt params when anaytic_derivation=1
2012-06-07 15:33:43 +02:00
dc2e5e9226
config file: support GlobalInitFile option
2012-06-06 16:18:09 +02:00
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
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
ec83afaa29
Fix compilation errors with GCC 4.7
2012-05-08 16:10:10 +02:00
Michel Juillard
Houtan Bastani
Houtan Bastani
Sébastien Villemot
ferhat
Stéphane Adjemian (Charybdis)
Sébastien Villemot