Houtan Bastani
323fe8d41a
preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187
2016-05-18 12:26:19 +02:00
Houtan Bastani
48928c61ce
Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
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This reverts commit 6192a6a7765e7bde388f4a6feac4362d1e9fd284.
2016-05-18 10:33:45 +02:00
Houtan Bastani
b898bfea6e
preprocessor: add params_derivs_order to identification and sensitivity. #1187
2016-05-17 17:18:16 +02:00
Houtan Bastani
de9d05aac4
Revert "preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187"
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This reverts commit 1442f83037e9d66a718a0fd446faddae5ebbf58b.
2016-05-17 15:37:29 +02:00
Houtan Bastani
9202c1e6c2
preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187
2016-05-13 10:48:49 +02:00
Houtan Bastani
0b922739a6
preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187
2016-05-12 12:02:34 +02:00
Ferhat Mihoubi
4419b9e9e6
Fix :
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"Bytecode does not enforce positivity constraint on irreversible investment model #439 "
when block model option is used.
When cutoff is set to 0 the block decomposition is performed on the incidence matrix instead of the static Jacobian matrix. This correction avoids to use derivatives on logical operators that are always equal to 0.
2016-03-25 15:38:49 +01:00
Stéphane Adjemian (Hermes)
0f794948ff
Merge branch 'temporary_terms'
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Do not evaluate unnecessary temporary variables (for instance those
used in the evaluation of the jacobian matrix when we only compute the
residuals of the dynamic equations).
2016-03-09 17:53:58 +01:00
Houtan Bastani
e342858d04
preprocessor: initialize xref structure and use indices. closes #1125
2016-02-23 14:32:48 +01:00
Houtan Bastani
702af9c9bf
preprocessor: print reverse references (param->eqs, endo->eqs, exo->eqs, exo_det->eqs)
2015-12-18 17:13:50 +01:00
Houtan Bastani
de0ce35ee3
preprocessor: add equation cross references
2015-12-18 15:17:32 +01:00
Houtan Bastani
45919774ab
Revert "preprocessor: write auxiliary variable definitions to matlab function"
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This reverts commit ad81129a9b90dab50799bd4589b635420918cf1f.
2015-12-01 11:41:55 +01:00
Houtan Bastani
fd1e0ee1e2
preprocessor: write auxiliary variable definitions to matlab function
2015-11-30 15:36:17 +01:00
Houtan Bastani
d8fcf00d0c
preprocessor: fix bug when printing model variables containing underscores in latex file. closes #1059
2015-09-16 12:22:39 +02:00
Houtan Bastani
0f75ddbd64
replace cend with end and cbegin with begin
2015-09-03 16:06:37 +02:00
Houtan Bastani
13be25314e
preprocessor: rework temporary terms
2015-09-03 15:25:36 +02:00
Houtan Bastani
82cee99723
temp
2015-09-02 18:50:09 +02:00
Houtan Bastani
2618211859
preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions
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(cherry picked from commit eb2890d1f58f2285306821c85fa631b865fb80b6)
2015-09-02 15:30:25 +02:00
Houtan Bastani
7c28c672a4
Revert "preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions"
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This reverts commit eb2890d1f58f2285306821c85fa631b865fb80b6.
2015-09-02 15:29:52 +02:00
Houtan Bastani
7f014b94df
preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions
2015-09-01 18:29:10 +02:00
Houtan Bastani
31c45684e0
preprocessor: add const declaration to temporary terms
2015-09-01 14:58:46 +02:00
Houtan Bastani
d3a76b9a3a
preprocessor: fix typo in julia temporary terms output
2015-09-01 14:34:40 +02:00
Houtan Bastani
5c0c9efd6f
add @inbounds to model equations, temporary vars, and model vars
2015-08-21 17:13:38 +02:00
Houtan Bastani
1c27ff3cc4
add @inbounds to static and dynamic Jacobian
2015-08-20 12:12:17 +02:00
Houtan Bastani
2bb2682b50
write dynamic file
2015-07-27 17:02:51 +02:00
Houtan Bastani
947ca38440
preprocessor: split creation of latex model files. closes #966
2015-07-15 08:58:15 +02:00
Houtan Bastani
4102e0cc56
Revert "Merge branch 'rmExtraExo'"
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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
48014c3787
preprocessor: take care of expressions_tree and steady_state_model
2015-04-21 15:06:56 +02:00
Houtan Bastani
e045d42c12
preprocessor: remove resetDataTree method
2015-04-15 16:16:26 +02:00
Houtan Bastani
5fb6667f86
preprocessor: take care of extra exos in external functions
2015-04-08 16:23:30 +02:00
Houtan Bastani
ef640070c2
preprocessor: move reindexing functions from DynamicModel to ModelTree
2015-04-07 15:58:18 +02:00
Houtan Bastani
4ba729fdd6
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
Sébastien Villemot
18ae7894c6
Better error message when block option when a variable does not appear at current period.
2014-07-15 17:32:12 +02:00
Sébastien Villemot
8882f809c3
Introduce a new abstract class for external function nodes.
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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
47a8fd0147
Add line numbers of equations in preprocessor error messages.
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Closes #584
2014-01-27 16:41:43 +01:00
Sébastien Villemot
1414f98cff
Refactor code for collecting variables appearing in expressions
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- 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
Sébastien Villemot
e487dab6bb
Refuse non-stationary endogenous variables in deflators.
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It is not clear what we should do in that case anyways.
2013-10-29 18:47:59 +08:00
Sébastien Villemot
bbc422cf5a
Fix copyright notices
2013-06-12 17:04:46 +02:00
Sébastien Villemot
75f8467803
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
Sébastien Villemot
08c2b6e1c6
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- 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
dc1be70d82
Add derivatives of static model w.r.t. parameters
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The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
Sébastien Villemot
67a1737f00
Update copyright notices
2012-06-08 18:22:34 +02:00
Ferhat
21996d79a8
Corrects a bug in the computation of the number of leads and lags
2012-02-17 10:50:54 +01:00
Ferhat Mihoubi
9cde0585b6
The recursive equations are merged in a recursive block only if they are all backward looking or all forward looking but not both
2011-10-12 14:58:29 +02:00
Michel Juillard
9a4f9203b6
write Latex model: added automatic line breaks with breqn Latex package
2011-10-09 18:24:39 +02:00
Ferhat Mihoubi
6ebc409d03
Correct a bug related to the number of minimum feedback variables reported during the preprocessing step
2011-09-20 15:02:27 +02:00
Houtan Bastani
5dc9092723
cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file
2011-08-19 16:59:18 +02:00
Houtan Bastani
31ff8da853
remove unused variables from preprocessor
2011-08-19 16:59:12 +02:00