Commit Graph

27 Commits (47a8fd0147b53157c096808d71ba56d915cf8046)

Author SHA1 Message Date
ferhat e2d9f2476c The previous syntax used to call the conditional forecast using the extended path method was problematic. It does not allow to match the endogenous and the shock that are flipped. This is problematic as soon as the forecast periods are heterogeneous or the type of expectation (surprise or perfect foresight) are different. We get rid of the previous syntax. 2013-12-31 01:57:30 +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
Sébastien Villemot 173dc32e60 Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
Closes #469
2013-11-29 14:51:17 +01:00
Houtan Bastani 790b138042 preprocessor: remove unused private field in ConditionalForecastPathsStatement 2013-11-20 12:17:07 +01:00
Houtan Bastani d22047a284 preprocessor: remove "using namespace std" where not needed 2013-11-20 11:36:01 +01:00
Houtan Bastani bd9e8acdab preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392 2013-10-29 15:02:07 +01:00
Sébastien Villemot 3e1cc9a2d3 Move check on variables types within 'shocks' block to the checking pass stage
Closes #448
2013-08-27 10:38:54 +02:00
Ferhat Mihoubi c709053202 Adds conditional forecast using the extended path method 2013-01-11 18:04:46 +01:00
Sébastien Villemot 1c98c34724 Amend the workaround for ticket #35, so that shocks+endval+simul can looped over 2012-07-30 17:01:42 +02:00
Sébastien Villemot 67a1737f00 Update copyright notices 2012-06-08 18:22:34 +02:00
Stéphane Adjemian (Charybdis) 52f205eb22 Fixed bug in conditional forecasts (wrong indexing of the controlled variables). 2012-06-07 11:07:22 +02:00
Michel Juillard 97bf12d6d6 propagating the change in calling sequence for CheckPass() 2012-02-02 21:10:47 +01:00
Michel Juillard 6d549cc66f added possibility to do conditional forecast with a calibrated model + bug correction + new test file 2011-07-30 20:19:15 +02:00
Houtan Bastani a57aa4359a replace deprecated Matlab function strvcat with char 2010-09-27 16:11:14 +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 2356ef7460 Preprocessor: cosmetic changes related to 'size_t' 2010-06-18 15:48:46 +02:00
Sébastien Villemot 1c51ddf34b Preprocessor: rename a function argument to avoid name conflict with standard error filestream 2010-04-15 17:46:05 +02:00
Sébastien Villemot 71d577bcb8 Preprocessor:
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
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 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
sebastien 337bde2589 * Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast"
* Reference manual: created a section on forecasting (with "forecast" option), and added the three new statements to that section


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3049 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 17:23:57 +00:00
sebastien a0fbd7d198 trunk preprocessor:
* reorganized symbol table so that internally symbols have a unique integer ID (as a result, sparse code is temporarily in a broken state)
* rewritten from scratch ModFile::evalAllExpressions()
* {load,save}_params_and_steady_state moved to NumericalInitialization.{cc,hh}
* fixed bug related to endval block


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2441 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-27 12:19:25 +00:00
sebastien 1740884d1d trunk preprocessor: automatic reindentation of all code with emacs
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2372 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-23 10:59:37 +00:00
michel 3d21bb422e Fix parentheses error in corr expression in shocks block
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2130 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-02 08:05:11 +00:00
sebastien e0510d4a49 v4: dropped Scilab support
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1878 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-16 16:33:28 +00:00
michel 2a69caa17b v4: changing name of preprocessor directory
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1686 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-03 10:28:36 +00:00