Commit Graph

105 Commits (53fe3fe8ed90e0fdc41186c848196a0142b4afb5)

Author SHA1 Message Date
Ferhat Mihoubi af1e4837b8 - correction of the bug in normalization process for expressions of the form a^x (Ticket #186)
- If a case is not handled, the equation is supposed to be impossible to normalize.
- comments added to describe the normalization process
2011-06-10 12:41:21 +02:00
Houtan Bastani e95699ffeb cosmetic change 2011-05-11 11:58:33 +02:00
Houtan Bastani 95a6ae6abb fixed typo 2011-04-12 16:42:55 +02:00
Houtan Bastani e5798c5946 bug fix: writeOutput calls from within writeOutput were losing tef_terms info 2011-04-12 16:42:55 +02:00
Houtan Bastani d2a6f0f42c Implement explicit writing of first order conditions of Ramsey problem (ticket #5) 2011-03-24 17:17:15 +01:00
Houtan Bastani 891dd5e2f2 bug fix: in cloning binary op node, were losing the order of the power deriv 2011-03-23 11:36:46 +01:00
Michel Juillard cb1e8a55b1 new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken. 2011-03-13 17:06:57 +01:00
Sébastien Villemot 9e898f4eb6 Preprocessor: avoid name clashes with model local variables 2011-02-21 18:26:23 +01:00
Sébastien Villemot d264b7b2e3 Reindentation of the preprocessor 2011-02-04 16:25:38 +01:00
Sébastien Villemot 9b3d611a0b Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments (closes #37) 2011-01-26 13:55:01 -05:00
Sébastien Villemot 30a2b2b650 Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128) 2011-01-13 18:08:26 +01:00
Sébastien Villemot 4143276fe4 Preprocessor: no longer use assert(false) as a way of marking impossible cases 2011-01-13 15:52:44 +01:00
Ferhat Mihoubi c6febbccb1 Stores the first order derivatives in the TEFD matrix, when derivatives are computed with a different external function (useful only for printing the model equations) 2010-12-31 16:26:25 +01:00
Ferhat Mihoubi d586280b1b - The binary operator oDerivPower is implemented in bytecode 2010-12-17 18:54:03 +01:00
Houtan Bastani 7a26fe2ebd extend domain of derivative of x^p to x=0 under certain conditions (see ticket 78) 2010-12-13 17:03:57 +01:00
Ferhat Mihoubi 751c0da2a1 - external functions are compatible with block decomposition and/or bytecode 2010-12-10 12:06:50 +01:00
Houtan Bastani d206217fef fixed bug that would force node sharing when two or more expectation operators had the same expression but different information sets 2010-12-08 12:29:47 +01:00
Sébastien Villemot 405ca1365c Preprocessor: fix bug with varexo_det in conjunction with USE_DLL 2010-12-08 11:33:20 +01:00
Sébastien Villemot eaad0b1263 Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues 2010-11-25 13:45:35 +01:00
Houtan Bastani a7fc3361ac trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +02:00
Houtan Bastani 5327f161d4 external_function: add support for use_dll 2010-10-07 18:05:07 +02:00
Houtan Bastani 85564b287c external_function: modified to pass functions as string names as opposed to function handles to reduce number of calls to mexCallMatlab when use_dll option is invoked 2010-10-07 16:49:36 +02:00
Sébastien Villemot 63d0fb3f04 Preprocessor: implement STEADY_STATE operator with "use_dll" and "block"
options (closes #98)
2010-09-20 17:04:38 +02:00
Ferhat Mihoubi 3e1a2ad450 - Substitutes lead for exogenous and endogenous variables in the deterministic case: direct substitution of the variables even in non-linear expressions 2010-09-17 12:17:09 +02:00
Ferhat Mihoubi f68e4fd455 - compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +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 ae3e741cb8 Preprocessor:
- remove useless output type oMatlabDynamicModelSparseLocalTemporaryTerms
(indistinguishable from oMatlabDynamicModelSparseLocal)
- fix bug in output type of sparse static model
2010-09-16 16:57:35 +02:00
Sébastien Villemot 19ebd12a5d Preprocessor: when removing lags greater than 2 on endogenous or lags on exogenous, don't substitute model local variables that do not need to 2010-08-19 15:20:54 +02:00
Sébastien Villemot 6bc31611de Preprocessor: fixed bug (substitution was incorrectly done with leads on exogenous) 2010-06-11 19:21:03 +02:00
Sébastien Villemot fb5bf267d2 Preprocessor: never set an equal node as a temporary term 2010-05-05 10:10:01 +02:00
Sébastien Villemot d68e984fd6 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +02:00
Sébastien Villemot 2906c63f48 Preprocessor: removed useless version of DataTree::AddVariable() 2010-04-23 18:32:25 +02:00
Sébastien Villemot 5364cdea25 Preprocessor: removed useless version of DataTree::AddExternalFunction() 2010-04-23 18:32:19 +02:00
Ferhat Mihoubi a812b0130e The functions erf, normpdf and normcdf work fine with bytecode option 2010-04-16 17:00:05 +02:00
Houtan Bastani be6b9dcd09 bug fix: missing break in switch statement 2010-03-15 15:59:54 +01:00
Houtan Bastani 424849830c minor code cleanup. 2010-03-11 12:04:06 +01:00
Houtan Bastani 9c2e06a091 Added erf as an internally supported function and updated manual. 2010-03-11 12:00:37 +01:00
Houtan Bastani 50258dae49 Added normpdf as an internally supported function and updated manual. 2010-03-11 10:16:40 +01:00
Sébastien Villemot 0f1b58b09b Preprocessor: minor refactoring and documentation of ExprNode::writeOutput() methods 2010-03-09 12:16:32 +01:00
Houtan Bastani 22bdb1a223 Allow temporary terms to work with external functions 2010-03-09 11:21:14 +01:00
Houtan Bastani 52cbb40775 Added expression sharing for external functions 2010-03-03 11:43:22 +01:00
Houtan Bastani a70b60604c Modified external functions to enforce consistent number of function arguments within model_block 2010-03-03 11:40:13 +01:00
Houtan Bastani 9abc7563c1 Add support for external functions 2010-02-23 18:15:18 +01:00
Sébastien Villemot db0dbfdaa4 Preprocessor: full support for normcdf() function, in evaluation and in C files (closes #84) 2010-02-23 14:39:49 +01:00
ferhat bce6509773 Adds location indications in error message of "bytecode" + minor correction (string passed as &string).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3374 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 16:42:08 +00:00
houtanb e616667f75 expectation conditional on a restricted information set
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3367 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-18 22:08:44 +00:00
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 160ec5d7ca preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:21:31 +00:00
sebastien 5568e622b8 preprocessor:
* fixed a bug with EXPECTATION operator: now handle model local variables
* substitute EXPECTATION operator even in deterministic models (for avoiding crashes, even if use of this operator doesn't make sense there)
* forbid the use of EXPECTATION and STEADY_STEATE outside model block
* minor implementation changes in EXPECTATION and STEADY_STATE operators

reference manual:
* documented EXPECTATION and STEADY_STATE operators
* added a note in write_latex_{static,dynamic}_model commands documentation about auxiliary variables and other model transformations


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3145 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 15:13:47 +00:00