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97 Commits (43e2c33b109d6589b32366cf9f002c99071c1936)

Author SHA1 Message Date
Ferhat Mihoubi 7a6776197d - The function getPowerDeriv must end with an "end" instruction 2010-12-17 18:54:02 +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
Sébastien Villemot 2984f61fe0 Bugfix at order 3 (hopefully was not affecting final results, thanks to Pablo Winant for spotting this): 
- in the 3rd derivatives matrix, among symmetric elements, the first one had
the right values but the following ones were set to zero
- moreover, the k-order DLL was trying to add all the symmetric elements in the
folded tensor, instead of only keeping one value among all the symmetric ones
- hopefully, Ondra's tensor library was (silently) refusing to add symmetric
elements after the first (and right) value had been added
- so the final result was correct
 2010-12-06 17:00:46 +01:00
Ferhat Mihoubi 3f6ddd1c3f - Adds the derivatives with respect to deterministic exogenous variables 
and corrects the computation of the number of column in the jacobian matrices in a block decomposed model without bytecode
- Identical corrections for models using bytecode without block decomposition
 2010-11-25 16:11:12 +01:00
Sébastien Villemot 0269c5766c Preprocessor: max lead/lags in the model are no longer affected by lead/lags on parameters (closes #153) 2010-11-18 11:21:20 +01:00
Ferhat Mihoubi b781c44e5a Check command is now compatible with block and bytecode options 2010-10-27 15:34:48 +02:00
Ferhat Mihoubi ab311cc0fd - Store the incidence matrix containing reordered equations and variable in block_structure 2010-10-27 15:30:01 +02:00
Ferhat Mihoubi f7f83d6973 - Correction of several bugs with Octave 
- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
 2010-10-22 10:09:07 +02:00
Houtan Bastani a7fc3361ac trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +02:00
Sébastien Villemot 3218d3c72f Preprocessor: don't create auxiliary variables for expressions appearing only 
in unused model local variables
 2010-10-11 12:58:38 +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 f026137fa9 - Adding the relaxation method for block and/or bytecode options 
- Changing the the stack_solve_algo option :
Previous version             New version
1 : Sparse LU                0 : Sparse LU
2 : GMRES                    1 : Relaxation
3 : BiCGStab                 2 : GMRES
4 : Sparse LU & Optimal Path 3 : BiCGStab
5 : bytecode own solver      4 : Sparse LU & Optimal Path
                             5 : bytecode own solver
 2010-09-17 12:18:25 +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 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
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 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
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 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
Michel Juillard 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
Sébastien Villemot 2356ef7460 Preprocessor: cosmetic changes related to 'size_t' 2010-06-18 15:48:46 +02:00
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot a47a639330 Preprocessor: changing return order of parameter derivatives to match Marco's code 2010-06-04 09:57:56 +03:00
Michel Juillard 188ec4932d preprocessor: corrected missing initialization of v3 in <fname>_dynamic.c 2010-05-21 11:38:23 +02:00
Sébastien Villemot 6f9e0ca1e9 Preprocessor: replace non-standard operators 'and'/'or' by '&&'/'||' 2010-04-28 16:03:32 +02:00
Sébastien Villemot 2cf5c3808d Preprocessor: add a check to DynamicModel::toStatic() 2010-04-23 18:32:30 +02:00
Sébastien Villemot d8dcfa131e Preprocessor: changed the prototype of DataTree::AddLocalVariable() 2010-04-23 18:32:14 +02:00
Houtan Bastani 042a3ced7c second derivatives of model equations w.r.t. parameters. 2010-03-16 10:15:19 +01:00
Houtan Bastani 49e4bc89ae small fix to implementation of second derivatives of jacobian w.r.t. parameters 2010-03-15 17:23:55 +01:00
Houtan Bastani c7093a8385 second derivatives of jacobian w.r.t. parameters 2010-03-15 16:02:07 +01:00
Houtan Bastani 673bf79a5e derivative of hessian w.r.t. params. 2010-03-11 16:51:07 +01:00
Houtan Bastani 9abc7563c1 Add support for external functions 2010-02-23 18:15:18 +01:00
Sébastien Villemot e70d899c66 Preprocessor: 
* in DataTree, new functions for testing if some opcode (unary, binary or trinary) is used somewhere in the tree
* removed DataTree::containsSteadyState(), rather use a call to the new utility function
 2010-02-23 16:45:56 +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
ferhat f13b95cb87 "bytecode" option can be used without "block" option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-22 10:03:29 +00:00
houtanb e616667f75 expectation conditional on a restricted information set 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3367 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-18 22:08:44 +00:00
sebastien 22000da5ea Changes by Ferhat: 
* fix options stack_solve_algo={2,3,4} (closes #68)
* fix crashes for singular normalizations (closes #44) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-21 10:29:21 +00:00
sebastien 3aa8876538 Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3249 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:13:23 +00:00
sebastien 160ec5d7ca preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 13:21:31 +00:00
sebastien 5568e622b8 preprocessor: 
* 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
sebastien 6bd2cb04de predetermined_variables: 
* reworked a little bit the implementation
* documented the command in the reference manual
* added a test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-09 11:03:18 +00:00
houtanb 07ba8ebdee implements predetermined_variables operator 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3137 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-07 18:37:11 +00:00
houtanb 97d65a0096 added default cases to remove gcc warnings 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3116 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-02 18:31:50 +00:00
stepan 4784538a62 Removed changes introduced in revision 3108. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3111 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-31 10:54:58 +00:00
stepan a966f0e917 Merge branch 'master' of git@vandrezanne.net:/home/git/repositories/dynare 
Conflicts:
	preprocessor/DynamicModel.cc

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3108 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-31 07:55:10 +00:00
houtanb e45d3a4cb2 changed expectation operator from BinaryOpNode to UnaryOpNode 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3102 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-30 05:21:54 +00:00
sebastien 760085d6fe preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-29 17:16:10 +00:00