Commit Graph

134 Commits (5186de5dcbb343d218e8dececda7aefa3f01c6c1)

Author SHA1 Message Date
Houtan Bastani 77c8a41514 preprocessor: fix bug in writing of temporary terms. closes #1201 2016-06-01 15:29:10 +02:00
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"
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"
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 :
"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'
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"
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
(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"
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'"
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.
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.
Closes #584
2014-01-27 16:41:43 +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 e487dab6bb Refuse non-stationary endogenous variables in deflators.
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
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)
- 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
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