Sébastien Villemot
43fc59a2bc
The “mfs” option of the “model” block no longer affects the static model
...
This is a restoration of the behaviour that was present in 5.x.
2023-10-16 11:49:30 -04:00
Sébastien Villemot
db3a6bc301
ModelTree::equationTypeDetermination(): remove “mfs” as an input argument
...
It is already available as a class member.
2023-10-13 17:02:36 -04:00
Sébastien Villemot
613a8578ee
InitvalFileStatement: call histval_initvalf.m directly instead of initvalf.m wrapper
2023-10-11 16:52:04 -04:00
Johannes Pfeifer
3c20b9862b
Add interface for nomodelsummary option
2023-10-11 09:31:22 -04:00
Johannes Pfeifer
16b063f666
Remove options_ as third input to set_state_space
2023-10-11 09:22:35 -04:00
Sébastien Villemot
084372a314
Add new option “from_initval_to_endval” to “homotopy_setup” block
2023-10-10 10:20:21 -04:00
Sébastien Villemot
a4bc539364
Rename HomotopyStatement class to HomotopySetupStatement
...
For consistency with other such classes, since it represents the homotopy_setup
block.
2023-10-06 16:51:39 -04:00
Sébastien Villemot
3d225c8df6
Merge branch 'irf_matching_preprocessor' into 'master'
...
Options for Bayesian IRF Matching in method_of_moments command
See merge request Dynare/preprocessor!85
2023-09-29 08:56:01 +00:00
Sébastien Villemot
86b24dc9bf
Gracefully handle division by zero when attempting equation normalization
...
Instead of crashing the preprocessor (because DataTree::DivisionByZeroException
is not caught), just abort the normalization and mark it as failed.
Ref. #92
2023-09-28 15:32:38 +02:00
Willi Mutschler
960c1563a0
Reorder IRF matching options alphabetically
2023-09-28 12:40:46 +02:00
Willi Mutschler
37ac40352a
Add options and checks for Bayesian IRF matching
2023-09-28 12:40:03 +02:00
Willi Mutschler
a2a6342865
Save options_mom_ to results.mat
2023-09-28 12:38:08 +02:00
Willi Mutschler
d714b2cb15
Remove unused option zero_moments_tolerance
2023-09-28 12:38:08 +02:00
Sébastien Villemot
dec60b25e6
Do not write bytecode for discretionary optimal policy models
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Those models do not have as many variables as equations, and this case is not
supported by bytecode.
The present commit is an improvement over commit
a8ea57dd63
, which had already removed bytecode
for the planner objective model.
2023-09-27 14:49:06 +02:00
Sébastien Villemot
ef57a28b5f
Use same default variable cleaning rule under Octave as under MATLAB ⩾ 8.6
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“clearvars” has been implemented in Octave since version 5.
2023-09-27 12:24:45 +02:00
Sébastien Villemot
a8ea57dd63
Fix illegal memory access when doing Ramsey
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The preprocessor would try to write bytecode for the planner objective. But
bytecode only works when there are as many endogenous as equations, which is
not the case for the PlannerObjective object derived from StaticModel.
2023-09-27 11:23:18 +02:00
Johannes Pfeifer
0abb0077d5
Remove unused lik_algo-option
2023-09-25 11:59:13 +02:00
Johannes Pfeifer
35e324fa23
occbin.solver: do not pass and return full oo_ structure
2023-09-25 11:59:12 +02:00
Sébastien Villemot
3804222667
Ignore -Wold-style-cast in Flex-generated files
2023-09-22 14:29:22 +02:00
Sébastien Villemot
5b7299766f
Remove warning about unused parameter (-Wunused-parameter) under Windows
2023-09-22 14:16:23 +02:00
Sébastien Villemot
5104759bd5
Drop autoconf/automake build system
2023-09-20 15:26:32 +02:00
Johannes Pfeifer
f08d02ea66
StaticModel: remove transformation of complex residuals for Julia as well
2023-09-19 12:54:06 +02:00
Johannes Pfeifer
5313286db5
StaticModel: remove transformation of complex residuals
2023-09-19 12:54:06 +02:00
Johannes Pfeifer
2672d9911f
estimation: allow additional_optimizer_steps option
2023-09-14 14:56:03 +02:00
Johannes Pfeifer
27a3a559e4
Move BVAR to +bvar folder
2023-09-14 11:59:06 +02:00
Johannes Pfeifer
5a2b3e052f
OSR: allow analytic_derivation option
2023-09-12 09:02:40 +02:00
Sébastien Villemot
bd0ba65a61
Merge branch 'osr_global' of git.dynare.org:JohannesPfeifer/preprocessor
...
Ref. !81
2023-09-11 16:45:20 +02:00
Johannes Pfeifer
320ccf46a0
display_static_residuals: remove globals
2023-09-08 14:56:38 +02:00
Johannes Pfeifer
4fc61eec53
Remove globals from OSR
2023-09-08 14:08:34 +02:00
Sébastien Villemot
3a18707685
Bytecode: make destructors of base classes protected
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This prevents destruction through a base pointer, which would a memory leak
since the destructor is not virtual (and we cannot make it virtual because it
would break our crude serialization strategy).
2023-09-01 13:50:57 +02:00
Sébastien Villemot
c8cd182e98
Build system / Meson: hack for static linking under Windows
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[skip ci]
2023-07-28 14:21:09 +02:00
Sébastien Villemot
dcb8b50cf8
Build system: split Meson file, for integration with build system for whole of Dynare
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[skip ci]
2023-07-28 12:13:46 +02:00
Willi Mutschler
958b0a3800
macOS: use clang if GCC is not available for use_dll
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Related to Dynare/dynare#1893 and Dynare/dynare#1894
2023-07-19 10:14:42 +02:00
Sébastien Villemot
e1e1a753d0
Do not use C++20 aggregate initialization with parentheses
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Initialization with initalizer list is nicer. And, more importantly,
initialization with parentheses is not supported by Clang < 16.
2023-07-07 14:32:16 +02:00
Johannes Pfeifer
508f2ff01e
Add interface for brooks_gelman_plotrows option
2023-07-05 13:42:46 -04:00
Johannes Pfeifer
0990492e2f
Remove unused exo_names_orig_ord
2023-06-23 08:36:37 -04:00
Johannes Pfeifer
43a7d231d0
Rename resid command
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Related to dynare#1888
2023-06-22 14:12:39 -04:00
Sébastien Villemot
fa5c4c5191
New homotopy options for perfect_foresight_{setup,solver} and perfect_foresight_with_expectation_errors_solver
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Also remove homotopy_alt_starting_point option, and some options from
perfect_foresight_with_expectation_errors_setup.
2023-06-21 15:57:43 +02:00
Sébastien Villemot
a1b8602760
Drop terminal_steady_state_as_guess_value option to pfwee_solver
2023-06-15 15:23:36 +02:00
Sébastien Villemot
1947e6de58
Use different filenames for Bison-generated location files
2023-06-07 11:57:12 +02:00
Sébastien Villemot
0de27e8dab
macOS: bump to GCC 13 (for compilation and for use_dll)
2023-06-07 10:48:37 +02:00
Sébastien Villemot
3cc531315b
C++20 modernization: use new standard mathematical constants
2023-05-25 19:06:48 +02:00
Sébastien Villemot
150547b560
🐛 Bytecode + block decomposition: temporary terms were not correctly output
...
Temporary terms computed in previous blocks were not used in the bytecode
output of a given block. This was inefficient (because this means that
expressions already computed and store in the temporary terms vector would be
recomputed), and incidentally it would break the external functions
output (because it would trigger a lookup in the “TEF terms”, which would thus
fail).
Closes : #115
2023-05-12 17:24:31 +02:00
Johannes Pfeifer
868e3b6417
parallel_use_psexec: use correct field
2023-05-11 13:14:50 -04:00
Sébastien Villemot
2d3e3eff6f
Block decomposition: add specialized normalization algorithm for purely backward models
...
If the model is purely backward, determine whether all original equations have
a single contemporaneous endogenous on the LHS. If this is the case, then first
try a normalization by enforcing that each original equation is matched with
the endogenous on the LHS.
This helps with the simulation of purely backward models, where equations are
renormalized with mfs=3, since it produces a simpler system to be recursively
evaluated/solved.
2023-04-24 17:49:54 +02:00
Sébastien Villemot
d246f9f99a
ModelTree::computeNormalization(): throw an exception in case of normalization failure
...
It would previously return a boolean. The exception is more convenient for
producing a different error message in the case of the specialized algorithm
introduced in the next commit.
2023-04-24 17:47:29 +02:00
Sébastien Villemot
e761da71bd
ModelTree::compute{,NonSingular}Normalization(): minor improvements
2023-04-24 16:52:10 +02:00
Sébastien Villemot
a53426fc1f
Use ModelTree::addAuxEquation() method instead of directly manipulating ModelTree::aux_equations
2023-04-24 16:52:10 +02:00
Sébastien Villemot
34edd4e143
Bytecode: remove useless FBEGINBLOCK_::endo_nbr data member
2023-04-18 16:54:35 +02:00
Sébastien Villemot
faa1291055
use_dll: turn getPowerDeriv() and sign() into inline functions
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This allows the compiler to better optimize by inlining those call when worth
it.
2023-04-11 15:58:49 +02:00