Commit Graph

83 Commits (4102e0cc5651255db464c4d4de4877b095eca91b)

Author SHA1 Message Date
Houtan Bastani 4102e0cc56 Revert "Merge branch 'rmExtraExo'"
This reverts commit 28ffa9c56fd021cc75415aeafc13d3810d1b3132, reversing
changes made to 60b3577a09f3eb9cf3cc590241343b1f0fee8706.

Conflicts:
	preprocessor/Shocks.cc
	preprocessor/SymbolTable.cc
2015-06-09 16:42:51 +02:00
Houtan Bastani 8f121273bc Revert "preprocessor: fix bug in merge of rmExtraExo branch"
This reverts commit def2bf81d2b8dacda4b72d4250020eb793f28b20.
2015-06-09 16:41:00 +02:00
Houtan Bastani fca6e232c0 preprocessor: fix bug in merge of rmExtraExo branch 2015-05-28 16:16:54 +02:00
Houtan Bastani 6a37dc9e21 Merge branch 'master' into rmExtraExo 2015-05-18 17:16:55 +02:00
Houtan Bastani 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
Houtan Bastani 96a5949d9e preprocessor: remove extraneous varexo, update model and statements, #841 2015-03-06 16:44:17 +01:00
Sébastien Villemot 8882f809c3 Introduce a new abstract class for external function nodes.
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
Sébastien Villemot 140db861d5 Implement cloneDynamic() for {First,Second}DerivExternalFunction.
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
Michel Juillard 6bee53c658 extended_preprocessor: fixed computation of steady state out of
steady_state_model
2014-02-24 13:33:48 +01:00
Michel Juillard 6e0ef026ac write C++ version of model functions without temporary terms 2014-02-24 13:33:48 +01:00
Houtan Bastani e0f662129a preprocessor: namespace fixes to remove clang warnings 2013-12-30 14:54:00 +01:00
Sébastien Villemot 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
Houtan Bastani c9d7971df2 preprocessor: ExprNodeLess is a struct 2013-11-21 14:48:11 +01:00
Houtan Bastani 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
Sébastien Villemot 55a548282c Possibility of restricting differentiate_forward_vars to some variables
Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot 94e6f569b8 Add new model option 'differentiate_forward_vars' (ref. #351) 2013-04-25 18:09:31 +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 08c2b6e1c6 Automatic detrending engine can now handle models written in logs (ref. #309)
- new command `log_trend_var'
 - new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
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 67a1737f00 Update copyright notices 2012-06-08 18:22:34 +02:00
Michel Juillard 78bd465294 finishing implementation of optional transformation of log and non
integer power arguments   to insure that they are positive
2012-05-26 20:53:48 +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
Houtan Bastani b75d0e733f Remove unused expectation syntax 2011-10-26 14:30:47 +02:00
Houtan Bastani 5c48733f55 output mex file for static model (closes #183) 2011-08-19 16:57:27 +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
Sébastien Villemot d264b7b2e3 Reindentation of the preprocessor 2011-02-04 16:25:38 +01:00
Sébastien Villemot 30a2b2b650 Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128) 2011-01-13 18:08:26 +01:00
Ferhat Mihoubi d586280b1b - The binary operator oDerivPower is implemented in bytecode 2010-12-17 18:54:03 +01:00
Houtan Bastani 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
Ferhat Mihoubi 751c0da2a1 - external functions are compatible with block decomposition and/or bytecode 2010-12-10 12:06:50 +01:00
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
Sébastien Villemot 63d0fb3f04 Preprocessor: implement STEADY_STATE operator with "use_dll" and "block"
options (closes #98)
2010-09-20 17:04:38 +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
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
Sébastien Villemot 2c10d03368 Preprocessor: rename "NodeID" in "expr_t" 2010-09-17 12:13:26 +02:00
Sébastien Villemot c8fdd5d9d1 Preprocessor: uniformize typedef names (with a "_t" suffix) 2010-09-16 19:00:48 +02:00
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot d68e984fd6 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +02:00
Ferhat Mihoubi a812b0130e The functions erf, normpdf and normcdf work fine with bytecode option 2010-04-16 17:00:05 +02:00
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 9abc7563c1 Add support for external functions 2010-02-23 18:15:18 +01:00
ferhat bce6509773 Adds location indications in error message of "bytecode" + minor correction (string passed as &string).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3374 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 16:42:08 +00:00