59740f6804
Fixed type issues.
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params, exo_steady_state and steady_state are vectors not matrices!
2016-05-23 13:48:19 +02:00
0d8e583daa
Cosmetic changes.
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+ Renamed model as model_
+ Renamed options as options_
+ Renamed output as oo_
+ Also export oo_ and options_
+ Fixed typos in comments.
2016-05-23 13:48:19 +02:00
a300cefbbf
Made room for user written steady state file.
2016-05-23 13:48:19 +02:00
e51971aeef
Added boolean variable for tracking if a steadystate block is present in the mod file.
2016-05-23 13:48:19 +02:00
b45ce5d4b1
Removed try-catch block.
2016-05-23 13:48:19 +02:00
f14be19ed6
Fixed crash when steadystate block does not exist.
2016-05-23 13:48:19 +02:00
44cee441e5
Fix preprocessor renaming error introduced in b486ae4964ea534e70982487b1d7c11f732d950b
2016-05-22 11:41:54 +02:00
07aa54821b
Merge pull request #1188 from JohannesPfeifer/slice_marco
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Add slice and factorization of posterior samplers
2016-05-22 01:45:14 +02:00
6ddb7d86a9
preprocessor: allow comments in parallel config file. closes #1194
2016-05-20 17:22:26 +02:00
9292389eeb
preprocessor: replace obj_var_ with M_.osr.variable_indices and optim_weights with M_.osr.variable_weights. #948
2016-05-20 15:53:49 +02:00
97a35ad6cb
preprocessor: add warning if more than one osr_params statement is encountered in the .mod file. #948
2016-05-20 15:46:33 +02:00
a4045ae2da
preprocessor: make modifications to osr_params and osr_params_bounds output. #948
2016-05-20 15:43:12 +02:00
275cb6c2b0
preprocessor: support sub lists in posterior_sampling_opt option, hence removing tarb_optim. #1177
2016-05-19 14:37:05 +02:00
57afa7d80f
preprocessor: rework posterior sampler options, #1177
2016-05-19 14:37:05 +02:00
18328210b2
preprocessor: simplify a5590f79176315f7b214d6deeb865956683f4230
2016-05-19 12:10:19 +02:00
6bb02e0bd4
preprocessor: fix bug in debian compilation
2016-05-19 12:06:53 +02:00
323fe8d41a
preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187
2016-05-18 12:26:19 +02:00
ac5a82ded9
Revert "Revert "preprocessor: add option no_2nd_order_params_derivs. #1187""
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This reverts commit c496d6f5ca905abe99a257f8f757fc3816cefe56.
2016-05-18 10:34:45 +02:00
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
b898bfea6e
preprocessor: add params_derivs_order to identification and sensitivity. #1187
2016-05-17 17:18:16 +02:00
d1e1003d72
preprocessor: fix typo
2016-05-17 15:42:23 +02:00
e68711c6c3
Revert "preprocessor: add option no_2nd_order_params_derivs. #1187"
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This reverts commit 024586fbb1152d4ee4d2aa259c5012c2483c9a52.
2016-05-17 15:37:46 +02:00
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
adf1c0392b
preprocessor: add analytic_derivation_mode option to identification and sensitivity. #1187
2016-05-17 15:32:51 +02:00
448de477e5
preprocessor: add analytic_derivation option to identification and sensitivity. #1187
2016-05-17 12:43:05 +02:00
9202c1e6c2
preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187
2016-05-13 10:48:49 +02:00
c3dcc0e121
preprocessor: add option no_2nd_order_params_derivs. #1187
2016-05-12 14:40:28 +02:00
0b922739a6
preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187
2016-05-12 12:02:34 +02:00
ca1879fe7d
preprocessor: interface for osr_params_bounds. #948
2016-05-10 18:01:00 +02:00
8f2007fac5
preprocessor: fix bug introduced in c9ca46f228c73dc8b85322109f896cc32f446a7c. Further simplify ParsingDriver::declare_nonstationary_var(). Closes #1184
2016-05-09 16:10:04 +02:00
4462591347
fix copyright dates
2016-05-04 16:05:31 +02:00
1df83c1807
add option colormap for shocks_decomposition
2016-04-15 09:02:53 +02:00
94f1f9883a
adding groups of shocks for shock_decomposition
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consistency checks, documentation and test case
are still missing
2016-04-15 09:02:53 +02:00
aa12dc6d5b
fixed issue with auxiliary variables and external function
2016-04-09 09:23:17 +02:00
0979b3464e
Merge pull request #1152 from JohannesPfeifer/headers
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Cosmetic changes to various function headers
2016-04-08 23:29:16 +02:00
8ed19b668c
simplify writing of auxiliary variables definitions
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This will fail if external function are used in
auxiliary variables definition
2016-04-08 09:33:57 +02:00
6f4d12c3f4
fixed bug with external function introduced in the
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refactoring to the _static file
2016-04-07 18:27:44 +02:00
da63d21f0d
fixing problems with Ramsey policy and auxiliary variables
2016-04-04 17:11:03 +02:00
e5cee0fdd7
build full static model for analytical derivatives
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estimation code
2016-04-01 18:45:19 +02:00
f6f4ea70fb
skipt expectation operator in substitution of auxiliary variables
2016-04-01 18:45:19 +02:00
32fb90d5f3
completing replacement of auxiliary variables in static model
2016-04-01 18:45:19 +02:00
1b4f68f934
replacing auxiliary variables by their definition
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in static model. Doesn't work right yet.
2016-04-01 18:45:19 +02:00
489b778016
put orig_eq_nbr and ramsey_eq_nbr in mod_file_struct
2016-04-01 18:45:19 +02:00
62eb7e7443
Add headers for param_derivs-files
2016-03-29 15:57:49 +02:00
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
d52c378460
Allow prefilter_decomposition as option if calib_smoother
2016-03-23 10:31:10 +01:00
0c0ea326ce
Fix wrong initialization of trend_coeff in preprocessor/ComputingTasks.cc
2016-03-23 10:06:19 +01:00
e9f9aa2184
Allow irf_shocks in DSGE-VAR models.
2016-03-22 16:04:33 +01:00
a509fa7b87
Merge pull request #1130 from JohannesPfeifer/dataset_info
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Save dataset_info in results.mat if it exists
2016-03-18 14:30:09 +01:00
cd66cf7bbf
fix copyright dates
2016-03-15 12:45:57 +01:00
Stéphane Adjemian (Hermes)
Johannes Pfeifer
Houtan Bastani
Michel Juillard
Ferhat Mihoubi
Johannes Pfeifer