Commit Graph

64 Commits (4e1b1e44057334cad72b062a9a7fb1bb59534914)

Author SHA1 Message Date
Houtan Bastani 1fcd305015
allow for expressions as upper bound for irf_calibration and moment_calibration. Closes #12 2019-09-30 12:22:59 +02:00
Houtan Bastani ae0a91256a
add cubic root to dynare language 2019-07-15 12:18:26 -04:00
Sébastien Villemot 1907249fac
Ask GCC to warn about C-style casts (-Wold-style-cast)
Adapt the code accordingly.
2019-04-23 12:54:11 +02:00
Sébastien Villemot b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding) 2019-04-16 11:35:31 +02:00
Houtan Bastani a3fc7a7752
pac_model: fix input tests 2019-03-04 11:07:06 +01:00
Stéphane Adjemian (Charybdis) 34f02a37e3
Fixed logic in pac_model command.
If option aux_model_name is assigned a value, this value must not be
discarded if options growth and steady_state_growth are simultaneously
used.
2019-03-02 16:37:00 +01:00
Houtan Bastani 341b9c6667
pac_model: allow diff as argument to growth option 2019-02-28 19:22:34 +01:00
Stéphane Adjemian (Charybdis) abde60fbea
pac: Changed logic of the tests on growth and steady_state_growth options. 2019-02-25 16:21:30 +01:00
Stéphane Adjemian (Charybdis) b8f756fa35
Fixed option name in error message. 2019-02-22 23:11:06 +01:00
Houtan Bastani 469a328cfc
replace make_pair and make_tuple 2019-02-21 10:42:10 +01:00
Houtan Bastani af54c7a187
ensure steady_state_growth option is a parameter or a number 2019-02-19 14:08:37 +01:00
Houtan Bastani fe69dced1d
fix check for pac_model growth option introduced in 0ea84fa9a4 2019-02-18 17:23:33 +01:00
Houtan Bastani 0ea84fa9a4
pac: allow steady state growth and model consistent expectation substitution in pac equation 2019-02-18 15:11:45 +01:00
Houtan Bastani 71be51c464
pac_growth: ensure symbol has been declared 2019-01-28 10:45:48 +01:00
Houtan Bastani d922ae8ffc
pac_model: permit lag on growth option 2019-01-25 14:52:26 +01:00
Houtan Bastani bb624ec6a7
epilogue: allow for simulations in epilogue block 2018-12-19 16:09:30 +01:00
Sébastien Villemot 38152c34a4
Make histval compatible with diff operator
The idea is to make use of the dynamic_set_auxiliary_dseries.m file to generate
the initial conditions for all auxiliary variables, including the diffs.

Also remove the check done by the preprocessor for the lags in histval, since
it does not work correctly with the diff operator.
2018-12-11 17:32:05 +01:00
Houtan Bastani aad8414f94
allow the use of previously assigned variables in epilogue block in later equations in epilogue block 2018-12-10 16:30:19 +01:00
Houtan Bastani 9d3f104b8c
fix epilogue block 2018-12-10 12:27:27 +01:00
Sébastien Villemot 018068de91
Fix typo 2018-12-03 17:29:53 +01:00
Sébastien Villemot a08ce3de2b
Yet more simplifactions using std::tuple 2018-12-03 16:07:13 +01:00
Sébastien Villemot 67ac4bf8ea
Allow diff() and log() in "expression" option of var_expectation_model 2018-11-29 16:01:49 +01:00
Sébastien Villemot e9341c7153
Implement option "expression" of var_expectation_model
The data structure written in the driver file is changed also in the case of
the "variable" option.
2018-11-28 17:33:59 +01:00
Sébastien Villemot b88e0de53f
Remove useless accessor methods for data members that are const in ExprNode classes
Those const data members are simply made public.
2018-11-28 14:35:30 +01:00
Houtan Bastani 989532a6a2
add `string`, vec_str key/value option to posterior_sampler_options 2018-11-09 15:11:15 +01:00
Sébastien Villemot f2cf86b734 Add copy constructors / assignment operators for the DataTree class hierarchy
In particular, it is necessary to turn back DataTree::AddVariable() into a
non-virtual method, because it is called from DataTree's constructor. Enforcing
the absence of leads/lags is now done using a new boolean DataTree::is_static.

Take advantage of the new copy constructor for handling
PlannerObjectiveStatement more elegantly.

Unfortunately it is not possible to implement *move* constructor / assigment
operators, because the reference ExprNode::datatree is not mutable.
2018-10-10 12:53:55 +02:00
Sébastien Villemot 215283005e No longer store symbol type in VariableNode
This facilitates switching variable types on the fly. In particular, this
allows removing the hack in DynamicModel::updateAfterVariableChange() that way
basically recreating all the nodes after the type change.
2018-10-10 12:34:05 +02:00
Sébastien Villemot 48940ff899 Convert SvarRestrictionType into a class enum 2018-10-02 18:15:31 +02:00
Sébastien Villemot 3f26933f44 Replace ExternalFunctionSetOrNot enum by integer constants
This was not conceptually an enum, but rather a collection of unrelated
constants:
- two constants for use as placeholder for symbol IDs at different places
- one constant for the default number of arguments
2018-10-02 18:10:12 +02:00
Ferhat Mihoubi 139e3efa82 Adds a new model option "linear_decomposition" that creates a block composed of the non-linear equations o the model 2018-09-28 14:54:52 +02:00
Houtan Bastani 85dbb649b7 move trend_component_table and var_model_table to DynamicModel as they are only used there 2018-09-14 17:04:06 +02:00
Houtan Bastani eb74d48393 trend_component_model: replace `trends` option with `targets` 2018-09-13 12:21:23 +02:00
Sébastien Villemot 5d2e1cf7b9 Use smart pointers for storage of Statement in ModFile class 2018-09-05 18:28:27 +02:00
Houtan Bastani 9f0c30740e introduce epilogue block 2018-09-05 12:31:49 +02:00
Stéphane Adjemia (Scylla) a406c18598 Allow trend_component_model in var_expectations. 2018-08-22 16:50:01 +02:00
Houtan Bastani 539fddc9f6 introduce var model table 2018-08-22 12:15:02 +02:00
Houtan Bastani 6015b0e57b fixes to trend component model 2018-08-22 12:15:02 +02:00
Houtan Bastani afe0e475b1 trend_component_model statement 2018-08-17 16:52:48 +02:00
Sébastien Villemot f3c2a1bf87 New var_expectation_model statement and re-design of var_expectation operator
Given a previously declared var_model, the var_expectation_model statement is
used to declare a way of forming expectations with this VAR (possibly using a
finite or infinite discounted sum). The var_expectation operator now takes a
single argument, the name of the var_expectation_model.

For the moment, this only works when the var_model is using equations
explicitly declared in the model block.
2018-08-02 08:39:09 +02:00
Sébastien Villemot 8a03532c78 ParsingDriver: factorize code to check symbol types 2018-08-01 10:47:56 +02:00
Sébastien Villemot 122e154764 PlannerObjectiveStatement now owns its model_tree
By the way, error out if the planner_objective statement is used two times.
2018-07-31 13:00:41 +02:00
Sébastien Villemot 0a063eecc1 More smart pointers 2018-07-31 13:00:39 +02:00
Sébastien Villemot 7280c92642 Use variant semantic values in the Bison parser
We can therefore manipulate objects by value rather than by pointers, which
saves a lot of memory manipulations (and avoid potential segfaults and memory
leaks).

Note that there is no default action ("$$ = $1") when using the variant type,
so we add them explicitly.
2018-07-31 11:48:08 +02:00
Stéphane Adjemian(Charybdis) 49e1c43aed Partially reverted 19048bdca.
There is no reason to associate an exogenous variable or parameter to a
specific equation. For these types the user can use the pipe
notation (|x, |p) in any equations or the usual parameters and varexo statements.
2018-07-19 23:29:27 +02:00
Sébastien Villemot 14948401e4 C++11: convert PriorDistributions to a class enum 2018-07-18 16:52:12 +02:00
Sébastien Villemot 4ad0e500d4 C++11: convert {Unary,Binary,Trinary}Opcode to class enums 2018-07-18 16:18:26 +02:00
Sébastien Villemot d6055c1407 C++11: convert SymbolType to a class enum 2018-07-17 18:55:26 +02:00
Houtan Bastani e0bf2b60b6 Modify 19048bdcae to store equation tags for variables declared in equation tags 2018-07-09 14:49:12 +02:00
Houtan Bastani 19048bdcae Allow for the declaration of endogenous, exogenous, parameters on-the-fly in equation tags 2018-07-09 14:39:13 +02:00
Sébastien Villemot 30c205f418 C++11: replace calls to std::atof() by std::stod() 2018-07-04 14:53:13 +02:00