Commit Graph

162 Commits (4348f4d57f83aa8f96c3ec23899c33971e847428)

Author SHA1 Message Date
Stéphane Adjemian (Guts) 4348f4d57f
Provisions for conditional likelihhod estimation. 2023-01-06 12:17:02 +01:00
Johannes Pfeifer 2fd0681151 Add block_dynamic option to model_info
Also renames the old static option
2023-01-03 16:06:25 +01:00
Johannes Pfeifer 9b015a6a10 Add new mh_init_scale_factor-option 2022-12-01 15:23:37 +01:00
Johannes Pfeifer 56c62197d0 DynareBison.yy: add nobs and heteroskedastic_filter options to calib_smoother 2022-11-23 13:46:53 +01:00
Johannes Pfeifer ed95a2ca2d OccBin: add interface for max_check_ahead_periods option
Related to 2f23604824
2022-11-04 23:11:59 +01:00
Johannes Pfeifer d5cf07fadd Occbin: implement simul_reset_check_ahead_period-option
Related to dynare@3765ef77 (dynare!2094)
2022-10-24 10:30:45 +02:00
Sébastien Villemot 21cecee599
Add “fsolve_options” option to “steady” command
Ref. dynare#1856
2022-07-22 13:43:41 +02:00
Sébastien Villemot c0bfc99946
Minor simplification using std::vector::emplace_back() 2022-07-20 11:18:07 +02:00
Sébastien Villemot a85730313c
Split CodeInterpreter.hh into two headers
– a generic one: CommonEnums.hh
– and a bytecode-specific one: Bytecode.hh

By the way, rename global constant “near_zero” into “power_deriv_near_zero”,
for clarity.
2022-06-16 17:53:23 +02:00
Sébastien Villemot edf75e48a3 Merge branch 'tolx_steady' into 'master'
Add tolx-option for steady

See merge request Dynare/preprocessor!60
2022-05-23 10:07:09 +00:00
Johannes Pfeifer 1dbf9c8041 Add tolx-option for steady 2022-05-19 22:43:41 +02:00
Sébastien Villemot af88f50d44
Forbid multiple identical clauses in “occbin_constraints” block
Closes: #97
2022-05-19 14:36:15 +02:00
Sébastien Villemot 3516894a71
JSON output: fix handling of vector value options
The vectors were previously stored as strings internally, which would not
necessarily contain the commas which are required in JSON (but not in
MATLAB/Octave). The fix consists in internally storing those options as
std::vector.

Closes: #96
2022-05-18 17:44:36 +02:00
Sébastien Villemot 8fd1505ca2
C++17 modernization: use std::optional for “periods” option of “plot_conditional_forecast”
Incidentally, in the JSON output, no longer assign a value to the “periods”
field if not passed by the user (previously the value -1 was output in the JSON
file).
2022-05-16 19:10:15 +02:00
Sébastien Villemot 3a820fffa2
New += and *= syntaxes in “endval(learnt_in=…)” blocks
Incidentally, forbid exogenous deterministic variables in “endval” blocks.
2022-05-03 16:52:04 +02:00
Sébastien Villemot 32761173e0
Add solve_algo, markowitz, maxit and tolf options to pfwee_setup 2022-04-29 15:53:26 +02:00
Sébastien Villemot 76a16a69a8
New “add” and “multiply” keywords in “shocks(learnt_in=…)” block 2022-04-26 15:21:45 +02:00
Sébastien Villemot 516f0bf41f
Fix bug in new estimation syntax introduced in 7280c92642 2022-04-21 17:38:41 +02:00
Sébastien Villemot b5a4df1608
New shocks(learnt_in=…) and endval(learnt_in=…) blocks
For use with perfect_foresight_with_expectation_errors_setup.
2022-04-21 17:07:33 +02:00
Sébastien Villemot acaabd59da
New option “constant_simulation_length” to “perfect_foresight_with_simulation_errors_solver” command 2022-04-12 15:26:04 +02:00
Sébastien Villemot 0a3782df8c
Fix error in grammar for options of “perfect_foresight_with_expectations_errors_solver” 2022-04-12 15:26:04 +02:00
Sébastien Villemot 71edfd05e4
Add new “log” option to “var” statement
When an endogenous is declared with “var(log)”, say “y”:
– creates an auxiliary named “LOG_y”
– replaces “y(±l)” everywhere by “exp(LOG_y(±l))”
– adds a new auxiliary equation “y=exp(LOG_y)”
– adds a new definition “LOG_y=log(y)” in set_auxiliary_variables.m and
  dynamic_set_auxiliary_series.m files

This option also works in conjunction with “deflator=…”, such as “var(log,
deflator=…)” (the “log” must appear befor “deflator”). There are no provisions
for combining “log” with “log_deflator”, because that would not make much sense
from an economic point of view (amounts to taking the log two times).

Ref. dynare#349
2022-03-30 17:46:07 +02:00
Sébastien Villemot ee14027e1b
Remove duplicate functions for setting current parser data tree to dynamic model 2022-03-30 17:27:08 +02:00
Sébastien Villemot 46cc47266b
Refactor parsing of symbol lists
For symbol lists (such as those given to “var” or “stoch_simul”), return a
semantic value at the Bison level, rather than building the list through a
temporary object in ParsingDriver. This allows various simplifications, and
leads to a more functional code.

By the way, homogeneize the naming of the various flavours of symbol lists in
the Bison file (with TeX names, partitioning, or with a wildcard).
2022-03-29 14:59:34 +02:00
Sébastien Villemot 9db21a231c
Handle “resid” command at the preprocessor level and add “non_zero” option 2022-03-01 14:23:18 +01:00
Sébastien Villemot 7df6781982
Add interface for “static” and “incidence” options of “model_info” 2022-02-09 12:26:00 +01:00
Stéphane Adjemian (Charybdis) ddddf89d9c
Add new option last_simulation_period for initval_file command. 2022-01-21 16:43:46 +01:00
Sébastien Villemot a8fce06dc4
PAC: new options “auxname” and “kind” to “pac_model” 2021-12-16 15:40:47 +01:00
Sébastien Villemot ea6fb40db7
PAC: new “pac_target_info” block and “pac_target_nonstationary” operator
Ref. Madysson/estimation-codes#5
2021-12-16 15:40:47 +01:00
Sébastien Villemot ea44aa19d6
New option “overwrite” to “estimated_params” block
This option provides the same behaviour as before the change in
60ef6bbdbd.

It is typically useful when doing several estimations in the same .mod file.
2021-12-16 14:22:31 +01:00
Sébastien Villemot 5ffbc5bad3
New estimated_params_remove statement 2021-12-15 16:02:57 +01:00
Sébastien Villemot 342c4faf8d
New var_remove statement 2021-12-15 12:20:29 +01:00
Sébastien Villemot 2d07186b8b
New model_options statement
The purpose of this statement is to specify the options that apply to the whole
model, when there are several “model” blocks, so as to restore the symmetry
between those blocks (since otherwise one “model” block would typically bear
the options, while the other ones would typically have no option).

It still remains possible to specify the options on one “model” block, or even
spread accross several ones.

Closes: #19
2021-12-15 12:20:14 +01:00
Sébastien Villemot 1f004584e9
New model_remove statement and model_replace block
Factorize the implementation with the existing code for the include_eqs and
exclude_eqs options (which has been refactored by the way).

Ref. #19
2021-12-15 12:11:25 +01:00
Sébastien Villemot c0ea8d7203
Add hyperbolic primitives (cosh, sinh, tanh, acosh, asinh, atanh)
Everything was already in place (since ages!), except that the parser interface
was missing.

Also fix the derivation formula for atanh, which was incorrect.
2021-12-07 18:03:33 +01:00
Sébastien Villemot d15b2110a0
Add erfc() primitive
Closes: #85
2021-12-07 15:19:40 +01:00
Johannes Pfeifer 164e2debdc occbin_write_regimes: add option to select type 2021-12-06 16:10:58 +01:00
Johannes Pfeifer befd432be7 evaluate_planner_objective: add options
Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1967
2021-12-03 14:06:57 +01:00
Sébastien Villemot eb006ecaeb
Remove unused steady_state_growth option to pac_model 2021-09-22 16:26:42 +02:00
Johannes Pfeifer 8d14e18cdb Rename mh_mode to correct mh_posterior_mode_estimation option
Closes https://git.dynare.org/Dynare/preprocessor/-/issues/60
2021-09-21 17:28:37 +02:00
Sébastien Villemot 297888ce72
Merge remote-tracking branch 'origin/updated_covariance'
Ref. !47
2021-08-30 16:05:13 +02:00
Stéphane Adjemian (Charybdis) 79d5a2d687
Fix warning (missing option in occbin_setup). 2021-08-18 15:18:21 +02:00
Johannes Pfeifer 6fb86522ea Occbin: Add missing options 2021-08-10 20:28:32 +02:00
Johannes Pfeifer 38714a58c4 Add updated_covariance option
Related to https://git.dynare.org/Dynare/dynare/-/issues/1784
2021-07-22 17:12:02 +02:00
Johannes Pfeifer 5da01faa74 Introduce option consider_all_endogenous_and_auxiliary 2021-07-22 11:49:36 +02:00
Sébastien Villemot 81d4fd5d83
Occbin: generate +<basename>/occbin_difference.m
In particular, this implies that steady state values of endogenous in the
“occbin_constraints” block must now be specified using the STEADY_STATE()
operator (and not with a “_ss” suffix).

Moreover:
– make various simplifications to the fields generated under M_
– in the driver file, replace the call to occbin.initialize() by a few explicit operations

Ref. #68
2021-07-20 12:26:11 +02:00
Sébastien Villemot 08ac455fcd
Implement “occbin_constraints” block
Consequently drop “occbin” option to “model”.

Incidentally, allow more values in equation tag names (previously some keywords
such as “alpha” were disallowed).

Ref. #68
2021-07-16 11:34:27 +02:00
Sébastien Villemot 2e696a2e0d
Add shocks(surprise) block (for occbin)
Ref. #68
2021-07-13 21:55:31 +02:00
Johannes Pfeifer 61b37942ab First part of Occbin interface 2021-07-13 13:38:25 +00:00
Sébastien Villemot 6aeef11bb2
New perfect_foresight_with_expectation_errors_{setup,solver} commands 2021-07-09 17:14:22 +02:00