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
ffd2cb24aa
Preprocessor: make option "no_static" work even when "bytecode" is not present
2010-09-17 12:17:05 +02:00
2da9d5adda
Bug correction in the deterministic simulation: to solve a purely backward or forward looking block requires contemporaneous derivatives only.
2010-09-17 12:17:00 +02:00
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
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
c3c8fa5cca
Preprocessor: clean prototypes of ModelTree methods (removed arguments
...
redundant with data members, added const keywords, use passing-by-reference)
2010-09-16 17:51:50 +02:00
ae3e741cb8
Preprocessor:
...
- 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
75440028eb
Preprocessor: fix crash when mean or stderr of an estimated parameter is specified as an expression instead of a plain value (bug introduced in 28d30d9a626a8d7be0866038924bfc52a935ee27)
2010-09-16 15:37:27 +02:00
6612ef7a30
Preprocessor: corrected bug on HISTVAL with lags > 1
2010-09-10 11:43:48 +02:00
721926a78b
Revert "Preprocessor: change the automatically generated name of auxiliary vars for"
...
This reverts commit 524e9a9c67dafa4d4933823b8c6893ad39691b09.
2010-09-07 17:12:06 +02:00
e7067a04d8
Preprocessor: change the automatically generated name of auxiliary vars for
...
lagged endo/exo so that they contain the type-specific symbol ID (instead of
the preprocessor internal symbol ID)
2010-09-07 13:03:51 +02:00
1910d02e74
Preprocessor: fix line numbering problems due to native MATLAB statements (bug introduced in a0cd4b33aea0965d9baa9b4c66d0c875fa0aa7d0 and 6582341799d35e80c59f6f3559dbd18e70443747)
2010-08-30 14:37:48 +02:00
705b14f5c3
Preprocessor: in the lexer, "end;" now corresponds to 2 tokens (instead of one), for consistency with the other tokens
2010-08-30 14:16:07 +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
e44c41334e
Preprocessor: in the parameter derivatives file, add the global "oo_" when the STEADY_STATE operator is used
2010-08-12 18:16:24 +02:00
d3c4f7f3e6
preprocessor: fixing bug for OSR optim_weights with covariances
2010-08-10 20:16:59 +02:00
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
f2e21ca0a6
added conditional variance decomposition to estimation options
2010-06-26 15:39:25 +02:00
4a76532c29
move validation check from constructor to checkpass
2010-06-24 19:42:38 +02:00
fe133054cf
DSGE-Var: bug fix. Add init param statement at the before the estimation statement
2010-06-24 15:08:23 +02:00
ee9b19fadc
DSGE-VAR: support deprecated way of declaring dsge_prior_weight
2010-06-22 10:38:54 +02:00
5a9f972cc1
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
2010-06-22 10:38:43 +02:00
c0cc384956
enable multi-line native matlab statements
2010-06-21 13:08:42 +02:00
74b0b9c198
remove comments that are placed on the same line as native Matlab code in a .mod file
2010-06-18 16:21:28 +02:00
8b03f0d2fd
fix typo
2010-06-18 16:21:28 +02:00
2356ef7460
Preprocessor: cosmetic changes related to 'size_t'
2010-06-18 15:48:46 +02:00
6bc31611de
Preprocessor: fixed bug (substitution was incorrectly done with leads on exogenous)
2010-06-11 19:21:03 +02:00
86db2423d2
Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood)
2010-06-11 19:18:16 +02:00
95809e2ca3
Preprocessor: cosmetic changes
2010-06-10 17:54:03 +02:00
fcf1ad6ae9
Preprocessor: remove spurious compiler warning
2010-06-10 17:52:37 +02:00
6b0b5a8065
fix error message
2010-06-10 15:16:54 +02:00
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
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
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
a47a639330
Preprocessor: changing return order of parameter derivatives to match Marco's code
2010-06-04 09:57:56 +03:00
c54f60dd23
Preprocessor: fix for 'steady_state_model' when not computing Ramsey policy'
2010-06-04 09:33:54 +03:00
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
743db26cb4
Preprocessor and ref. manual: added 'pruning' option ( closes #104 )
2010-05-31 18:38:49 +02:00
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
188ec4932d
preprocessor: corrected missing initialization of v3 in <fname>_dynamic.c
2010-05-21 11:38:23 +02:00
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
fb5bf267d2
Preprocessor: never set an equal node as a temporary term
2010-05-05 10:10:01 +02:00
6f9e0ca1e9
Preprocessor: replace non-standard operators 'and'/'or' by '&&'/'||'
2010-04-28 16:03:32 +02:00
5546658b4d
Preprocessor: with 'steady_state_model' command, write auxiliary equations in the steady state file
2010-04-27 17:04:52 +02:00
d68e984fd6
Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file
2010-04-23 18:39:07 +02:00
a3398d3930
Preprocessor: added new SymbolTable::orig_endo_nbr() method
2010-04-23 18:36:51 +02:00
2cf5c3808d
Preprocessor: add a check to DynamicModel::toStatic()
2010-04-23 18:32:30 +02:00
2906c63f48
Preprocessor: removed useless version of DataTree::AddVariable()
2010-04-23 18:32:25 +02:00
5364cdea25
Preprocessor: removed useless version of DataTree::AddExternalFunction()
2010-04-23 18:32:19 +02:00
Ferhat Mihoubi
Sébastien Villemot
Michel Juillard
Houtan Bastani