Sébastien Villemot
81abea042b
Occbin: use element-by-element multiply, divide and power in occbin_difference.m
...
This file operates on vectors.
Ref. dynare#1826
2021-12-07 12:22:59 +01:00
Sébastien Villemot
b356b8d5fa
Substitute out adl() operators in equations marked [static]
2021-12-06 17:17:38 +01:00
Sébastien Villemot
dc99d81c45
Explain why expectation() operators need not be substituted in equations marked [static]
...
By the way, also perform a small code simplification.
2021-12-06 17:17:38 +01:00
Sébastien Villemot
214f0db4db
Add comment about predetermined variables and equations marked [static]
...
By the way, also perform a small code simplification.
2021-12-06 17:17:38 +01:00
Sébastien Villemot
5fe94ed606
Simplify constant equations also in equations marked [static]
...
The simplifyEquations() methods had to be moved to DynamicModel, in order to
access the static_only_equations member.
2021-12-06 17:17:37 +01:00
Sébastien Villemot
fe974c4c31
When looking for unused endos/exos, also search in equations marked [static]
2021-12-06 17:17:37 +01:00
Sébastien Villemot
8d4cab6fe3
Substitute model-local variables in equations marked [static]
2021-12-06 17:17:27 +01:00
Johannes Pfeifer
164e2debdc
occbin_write_regimes: add option to select type
2021-12-06 16:10:58 +01:00
Sébastien Villemot
7b8fc8edb7
Symbolic detrending engine: correctly handle equations marked [static]
...
Incidentally, this also fixes a detrending bug in the Occbin engine (since the
latter internally generates a [static] equation).
Ref. dynare#1827
By the way, perform a small code simplification.
2021-12-06 12:59:21 +01:00
Sébastien Villemot
607c5aab19
Merge branch 'planner_objective_options' into 'master'
...
evaluate_planner_objective: add options
See merge request Dynare/preprocessor!54
2021-12-03 16:07:14 +00:00
Johannes Pfeifer
befd432be7
evaluate_planner_objective: add options
...
Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1967
2021-12-03 14:06:57 +01:00
Sébastien Villemot
3c6d5126b3
PAC: fix comment
2021-12-03 11:07:59 +01:00
Sébastien Villemot
a210a8fd59
Add several types of auxiliary variables to M_.mapping
...
In practice, only those auxiliary variables which do not have an orig_symb_id
will be listed (in addition to unary ops, due to an implementation bug).
2021-11-24 11:27:17 +01:00
Sébastien Villemot
2282d4773c
PAC: new auxiliary variable type for pac_expectation operator
...
Also add the new equation to auxiliary equations in the backward case (but not
in the MCE case, since that equation is recursive).
2021-11-23 14:31:03 +01:00
Sébastien Villemot
ae242770f9
PAC: in the backward case, unify h0 and h1 parameters vector into a single vector
...
There is no reason to keep this distinction.
Additionally, since the data structure is now symmetric with the MCE case,
unify this “h” parameter vector with the “α” parameter vector.
2021-11-23 14:31:03 +01:00
Sébastien Villemot
0f89569f7e
PAC: in the backward case, create an aux. var. for the pac_expectation expression
...
By the way, refactor the MCE case by merging two routines related to the Z₁ aux. var.
This restores the symmetry with the backward case, now that the latter also has
an aux. var. for the pac_expectation operator. Also store the aux. var. IDs in a
structure common to the backward and MCE cases.
2021-11-23 14:31:03 +01:00
Sébastien Villemot
0e62206203
PAC: drop support for multiple PAC equations associated to a given PAC model
2021-11-23 14:31:02 +01:00
Sébastien Villemot
1cc512962c
No longer consider an equation of the form “x(+1) = 0” as defining x to be a constant
...
Fix this by restricting the detection of constant equations to those where the
variable appears without a lead or lag.
Closes : #83
2021-11-19 18:01:11 +01:00
Sébastien Villemot
b51f122e59
With nostrict, really ignore unused endogenous in initval/endval/histval
...
Closes : #82
2021-11-19 17:49:57 +01:00
Sébastien Villemot
02ee077663
Fix handling of undeclared variables in the planner_objective statement
...
Closes : #81
2021-11-19 17:32:45 +01:00
Sébastien Villemot
1e4eadb266
Macroprocessor: make the removal of “@#line” directives and extra newlines consistent across LF and CR+LF conventions
...
Simplify the algorithm using only regexps, and add comments.
2021-11-19 16:49:21 +01:00
Sébastien Villemot
1de3476546
Macroprocessor: fix line counter inside @{} constructs
...
There were two bugs:
– with the LF convention, newlines were counted twice
– with the CR+LF convention, they were counted four times (because the CR was
included in yyleng, alongside the LF)
The fix consists in implementing a location_increment() method similar to the
one used for the Dynare parser. This is the most robust solution.
By the way, mark the method DynareFlex::location_increment() method static.
2021-11-19 14:55:14 +01:00
Sébastien Villemot
487c372900
Macroprocessor: fix newlines in output when under Windows and input uses CR+LF convention
...
If the input .mod file uses CR+LF convention, and if the user is under Windows,
then the output of the macroprocessor (as given by the “savemacro” option) had
incorrect end of lines: those would be CR+CR+LF.
The reason is that some TextNode(s) internally created by the macroprocessor
would themselves contain CR+LF sequences, which would then be transformed into
CR+CR+LF in the output (because MinGW transforms LF into CR+LF in output
streams).
The fix consists in changing the nature of the EOL token: the parsed text is no
longer attached to it, so that the Bison file now systematically turns it into
a LF inside TextNode(s).
Closes : #80
2021-11-19 14:55:12 +01:00
Sébastien Villemot
1041f205ea
PAC: trap a few more cases when an auxiliary param conflicts with a declared one
2021-11-09 15:48:59 +01:00
Sébastien Villemot
6ad3d02ec6
Minor simplification in ExprNode::matchLinearCombinationOfVariables()
2021-10-29 15:39:40 +02:00
Sébastien Villemot
c4e9432eef
Remove implementation of various methods of PacExpectationNode
...
Those implementations are dummy and are normally never used. Rather error out
on those, factorizing them within SubModelNode.
2021-10-29 14:11:30 +02:00
Sébastien Villemot
3e242dd481
New class SubModelNode to factorize between VarExpectationNode and PacExpectationNode
2021-10-29 14:11:30 +02:00
Sébastien Villemot
37a6ed6261
PAC: rethink the relation between PacModelTable and DynamicModel classes
2021-10-29 14:11:30 +02:00
Sébastien Villemot
127361971f
PAC: refactor with new PacModelTable that replaces PacModelStatement(s)
...
Incidentally, the auxiliary endogenous variable representing Z₁ and created for
PAC MCE models no longer necessarily appear as the first auxiliary variable (so
this is effectively a revert of 64f55e4a5e
).
2021-10-29 14:11:30 +02:00
Sébastien Villemot
0123326123
Fix error message when using pac_expectation with occbin_constraints
...
By the way, also fix the argument name (the model is not a VAR).
2021-10-29 14:11:08 +02:00
Sébastien Villemot
bc827326eb
JSON: fix syntax error in the aux vars table introduced in a7fb198463
2021-10-26 12:31:01 +02:00
Sébastien Villemot
5bef185370
PAC: add growth correction term for definition of Z₁ in the MCE case
2021-10-25 17:28:01 +02:00
Sébastien Villemot
4191cec9aa
Merge branch 'master' into 'master'
...
Master
See merge request Dynare/preprocessor!53
2021-10-08 13:42:16 +00:00
Sébastien Villemot
8bb8e59410
Improve message for GCC installation under macOS
2021-10-08 12:59:17 +02:00
MichelJuillard
a7fb198463
add field aux_vars to modfile.json
2021-10-08 09:26:49 +02:00
MichelJuillard
561bee0790
add NNZderivatives to JSON + use AbstractVector for Julia functions
2021-10-06 17:45:11 +02:00
Sébastien Villemot
78e295115a
PAC: better error message in case of name conflict for the growth neutrality correction parameter
2021-10-06 16:41:09 +02:00
Johannes Pfeifer
b496c4ba2c
ramsey_model: Fix error message logic
...
one of the statements being present is sufficient
2021-09-24 09:14:41 +02:00
Sébastien Villemot
eb006ecaeb
Remove unused steady_state_growth option to pac_model
2021-09-22 16:26:42 +02:00
Johannes Pfeifer
8d14e18cdb
Rename mh_mode to correct mh_posterior_mode_estimation option
...
Closes https://git.dynare.org/Dynare/preprocessor/-/issues/60
2021-09-21 17:28:37 +02:00
Sébastien Villemot
b12746190d
ramsey_{model,policy}, discretionary_policy: check that instruments are declared endogenous
...
Closes : #72
2021-09-21 17:17:36 +02:00
Sébastien Villemot
3d215020ae
Fix use_dll on macOS + Octave
...
Enforce GCC with mkoctfile. Otherwise Clang will be used, and it does not
accept our custom optimization flags.
Ref. dynare#1797
2021-09-13 16:50:13 +02:00
Sébastien Villemot
989347f448
Fix bug introduced in previous commit that triggers a crash for DSGE-VAR models
2021-09-08 19:00:15 +02:00
Sébastien Villemot
cb19ece049
estimated_params*: add a check that prevents (apparently) recursive prior definitions
...
Closes : #77
2021-09-08 17:10:56 +02:00
Sébastien Villemot
62ba9a434a
estimated_params_{bounds,init} now check that a parameter (or correlation) is never declared twice
...
This check was previously only implemented in estimated_params.
2021-09-08 16:38:15 +02:00
Sébastien Villemot
784dd4122a
PAC: generate the “growth_neutrality_param_index” MATLAB field for MCE models
...
Previously it was only generated in the case of backward PAC models.
2021-08-31 17:54:20 +02:00
Sébastien Villemot
6863494db2
Ensure that the “discount” option of “pac_model” is a parameter
...
Ref. Madysson/estimation-codes#4
2021-08-31 12:52:00 +02:00
Sébastien Villemot
15658fda5c
Merge branch 'mom_namespace' of git.dynare.org:JohannesPfeifer/preprocessor
...
Ref. !50
2021-08-30 16:05:44 +02:00
Sébastien Villemot
297888ce72
Merge remote-tracking branch 'origin/updated_covariance'
...
Ref. !47
2021-08-30 16:05:13 +02:00
Stéphane Adjemian (Charybdis)
79d5a2d687
Fix warning (missing option in occbin_setup).
2021-08-18 15:18:21 +02:00
Johannes Pfeifer
3f37d9692c
method_of_moments: move to namespace
2021-08-15 20:44:24 +02:00
Johannes Pfeifer
6fb86522ea
Occbin: Add missing options
2021-08-10 20:28:32 +02:00
Sébastien Villemot
bb19d98712
Merge branch 'results_file' into 'master'
...
Move results file to output folder
See merge request Dynare/preprocessor!48
2021-07-23 11:58:46 +00:00
Johannes Pfeifer
361b789e88
Move results file to output folder
2021-07-22 19:36:12 +02:00
Johannes Pfeifer
38714a58c4
Add updated_covariance option
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1784
2021-07-22 17:12:02 +02:00
Sébastien Villemot
5cfe6303e2
Cosmetic changes
2021-07-22 16:49:59 +02:00
Johannes Pfeifer
5da01faa74
Introduce option consider_all_endogenous_and_auxiliary
2021-07-22 11:49:36 +02:00
Sébastien Villemot
e1f7d8c735
VAR models: add a parameter representing the constant in the development of the pac_expectation operator
2021-07-21 17:53:55 +02:00
Sébastien Villemot
da9e0acc2d
VAR models: add a parameter representing the constant in the development of the var_expectation operator
2021-07-21 17:53:55 +02:00
Sébastien Villemot
1a5fb4d5e6
DynamicModel: make PAC data members private
2021-07-21 17:53:55 +02:00
Stéphane Adjemian (Ryûk)
8305b94d29
Fix constant definition in reduced form VAR.
2021-07-21 17:53:55 +02:00
Stéphane Adjemian (Ryûk)
c6a7d56b36
Fix constants in var model (it has to be a vector).
2021-07-21 17:53:55 +02:00
Sébastien Villemot
a6add6127b
VAR models: output vector of constants in varmatrices.m
2021-07-21 17:53:54 +02:00
Sébastien Villemot
1cf03a5f07
Cosmetic improvement
2021-07-21 17:53:54 +02:00
Sébastien Villemot
5498ce98ee
Use NumConstNode* type for DataTree constants (previously they were just expr_t)
2021-07-21 17:53:54 +02:00
Sébastien Villemot
15d7432105
Occbin: add more sanity checks on expressions in “occbin_constraints” block
...
— forbid leads and lags
— forbid expectation operators
This is implemented by moving the occbin_constraints expression to a separate
DataTree. As a side-effect, this removes the spurious non-linearity warning in
a stochastic context (because we were introducing inequalities and abs()
operators in the main DynamicModel tree).
2021-07-21 16:33:23 +02:00
Sébastien Villemot
ed31d1cb5e
Remove unused functions
2021-07-21 16:33:23 +02:00
Sébastien Villemot
6ae3d3131f
Occbin: handle external functions in “occbin_constraints”
2021-07-21 16:33:19 +02:00
Sébastien Villemot
0d6eb053d4
Ensure that “pac_expectation” operators are never inserted into a static model
...
The implementation of PacExpectationNode::toStatic() did not make sense. It
should normally never be called, hence we error out at this point.
Also do a cosmetic change in the PacExpectationNode::clone() methode.
2021-07-21 16:33:14 +02:00
Sébastien Villemot
b16ab9b247
Fix preprocessor crash when a [static] equation contains a “var_expectation” operator
...
Rather error out with a meaningful message.
2021-07-21 16:33:09 +02:00
Sébastien Villemot
ebd9954d33
Occbin: new syntax for constructing multi-regime equations
...
Ref. #68
2021-07-20 18:18:24 +02:00
Sébastien Villemot
0b8e3345fc
Ensure that a tag is not declared twice in the same equation
...
Previously the first value was silently ignored. It’s better to explicitly
forbid this. If this change creates problems (since it’s a change in an
undocumented behaviour), we can turn it into a warning.
2021-07-20 14:56:48 +02:00
Sébastien Villemot
81d4fd5d83
Occbin: generate +<basename>/occbin_difference.m
...
In particular, this implies that steady state values of endogenous in the
“occbin_constraints” block must now be specified using the STEADY_STATE()
operator (and not with a “_ss” suffix).
Moreover:
– make various simplifications to the fields generated under M_
– in the driver file, replace the call to occbin.initialize() by a few explicit operations
Ref. #68
2021-07-20 12:26:11 +02:00
Sébastien Villemot
90b1235a64
New utility to check if an expression contains an exogenous (possibly deterministic)
2021-07-20 12:10:58 +02:00
Sébastien Villemot
08ac455fcd
Implement “occbin_constraints” block
...
Consequently drop “occbin” option to “model”.
Incidentally, allow more values in equation tag names (previously some keywords
such as “alpha” were disallowed).
Ref. #68
2021-07-16 11:34:27 +02:00
Stéphane Adjemian (Ryûk)
6b9d94405c
Return the reduced form of the structural VAR model optionally.
...
Also
- changed the name of the generated matlab routine,
- changed initialization of matrix a0.
2021-07-16 08:33:26 +02:00
Sébastien Villemot
2e696a2e0d
Add shocks(surprise) block (for occbin)
...
Ref. #68
2021-07-13 21:55:31 +02:00
Sébastien Villemot
f0002c5ac6
Fix compiler warning introduced by 61b37942ab
2021-07-13 17:18:06 +02:00
Sébastien Villemot
c3b0ce8e69
shocks/mshocks/conditional_forecast_paths: various cleanups
2021-07-13 17:17:57 +02:00
Sébastien Villemot
5624260a07
Merge branch 'occbin_rebase' into 'master'
...
First part of Occbin interface
See merge request Dynare/preprocessor!42
2021-07-13 13:38:26 +00:00
Johannes Pfeifer
61b37942ab
First part of Occbin interface
2021-07-13 13:38:25 +00:00
Sébastien Villemot
c9c36c037a
New preprocessor option “nocommutativity”
...
This option tells the preprocessor not to use the commutativity of addition and
multiplication when looking for common subexpressions.
As a consequence, when using this option, equations in various outputs (LaTeX,
JSON…) will appear as the user entered them.
There is however a potential performance cost to using this option, yet to be
determined.
Ref. dynare#1788
2021-07-13 14:35:10 +02:00
Sébastien Villemot
6aeef11bb2
New perfect_foresight_with_expectation_errors_{setup,solver} commands
2021-07-09 17:14:22 +02:00
Sébastien Villemot
365fb27f3d
New “structural” option to “var_model”
...
As the name implies, this option allows contemporaneous variables on the RHS.
The A0 matrix for contemporaneous variables is added as a second (optional)
output to the generated var_ar.m file. Note that for reduced-form VAR, this
matrix will be the identity.
Also, the user is now allowed to write the VAR models in a more flexible form:
the LHS must still be a single variable, but the RHS can be an arbitrary
expression (as long as it is linear, obviously). Internally, the preprocessor
now uses derivation to compute the coefficients of the AR and A0. This change
applies to both reduced-form and structural VAR models.
Ref. dynare#1785
2021-07-08 12:55:47 +02:00
Sébastien Villemot
f7a367d7b1
“var_model” statement: make “eqtags” option mandatory
2021-07-08 12:55:40 +02:00
Sébastien Villemot
67f4777ac3
Remove support for obsolete syntax: var_model(order = 2) X Y Z;
2021-07-07 18:26:09 +02:00
Sébastien Villemot
4cc22897b7
Cosmetic improvements
2021-07-06 19:09:25 +02:00
Sébastien Villemot
8df34c1ca5
VAR and trend component models: improve sanity checks on lead/lags on RHS
...
In particular, forbid lagged exogenous.
2021-07-06 18:52:38 +02:00
Sébastien Villemot
c9d6d9c6f8
Enforce non-positivity of the “time_shift” option to “var_expectation_model”
...
Closes : #70
2021-07-06 16:40:20 +02:00
Sébastien Villemot
221daeab6f
New time_shift option to var_expectation_model
...
Ref. dynare#1787
2021-07-01 17:56:07 +02:00
Sébastien Villemot
5a33699f03
VAR / trend component models: cosmetic changes
2021-07-01 17:52:05 +02:00
Sébastien Villemot
700dd31d57
Merge branch 'mom_varlist' into 'master'
...
method_of_moments: remove var_list_
Closes #69
See merge request Dynare/preprocessor!44
2021-06-28 09:32:07 +00:00
Sébastien Villemot
e6e25a5c87
macOS: fix detection of GCC installed by Dynare package
...
Since the preprocessor has moved, the relative path of the local Homebrew needs
to be adjusted.
2021-06-24 15:16:55 +02:00
Johannes Pfeifer
f354458418
method_of_moments: remove var_list_
2021-06-24 15:10:24 +02:00
Sébastien Villemot
1c3e6f89af
macOS: bump to GCC 11 (for compilation and for use_dll)
2021-06-24 12:34:29 +02:00
Sébastien Villemot
824433aa3f
Refactor driver output for heteroskedastic_shocks
...
Ref. dynare#1791
2021-06-15 12:53:40 +02:00
NormannR
d0ec5eb155
Allows to write M_.objective_tmp_nbr in the driver.m file
...
Writes the number of temporary terms of the planner objective function derivatives objective_tmp_nbr in the driver.m file.
Useful for the k-order approximations of welfare.
2021-06-11 12:37:31 +02:00
Sébastien Villemot
74ef3457b4
Use secure URL for link to GNU licenses
2021-06-09 17:21:00 +02:00
Sébastien Villemot
86b2b4c2da
When order option > 3, compute planner objective derivatives at that order
...
Ref. dynare!1866
2021-06-04 16:20:29 +02:00
Sébastien Villemot
04f242f971
xls_sheet option: allow quoted strings as value
...
Closes : #67
2021-05-31 18:18:25 +02:00
Johannes Pfeifer
4b401e6253
Preparations for Occbin MR
...
Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1863
2021-05-31 15:12:46 +02:00
Sébastien Villemot
c5f9ae89e7
Implement new “occbin” option to “model” block
...
For the time being, the preprocessor will refuse that this option be used with
any command other than estimation.
By the way, remove occbin_likelihood and occbin_smoother options to estimation.
Ref. dynare#569
2021-05-31 10:00:59 +02:00
Sébastien Villemot
1e9ea1acf4
Merge branch 'smoother_redux' into 'master'
...
Add smoother_redux option
See merge request Dynare/preprocessor!38
2021-05-27 14:55:35 +00:00
Johannes Pfeifer
2a8726fe6e
Add kalman_algo and filter_covariance to calib_smoother
2021-05-27 16:42:10 +02:00
Johannes Pfeifer
0d635aed36
Add smoother_redux option
2021-05-27 16:41:36 +02:00
Sébastien Villemot
b12b254f2c
Add heteroskedastic_filter option and heteroskedastic_shocks block
...
Ref. dynare!1844, dynare!1851
2021-05-26 18:27:52 +02:00
Sébastien Villemot
e552bfc4b3
Refactor parsing of deterministic shocks
...
This will simplify the implementation of heteroskedastic_shocks.
2021-05-26 17:05:51 +02:00
Sébastien Villemot
c35f160e3f
Minor simplification
2021-05-26 16:17:18 +02:00
Sébastien Villemot
97e9609c28
Streamline use_dll compilation under MATLAB
...
— drop Windows 32-bit support
— drop -fno-omit-frame-pointer compilation flag under GNU/Linux
— drop -static-libstdc++ flag under Windows
— no longer link to -lstdc++ under GNU/Linux and macOS
— gracefully fail when 'mexext' value is unknown
2021-05-24 18:21:23 +02:00
Sébastien Villemot
a2c96a9d79
Allow empty quoted strings
...
Can be useful when resetting a filename option to an empty value, e.g. for the
mh_initialize_from_previous_mcmc_* options.
Ref. dynare!1841
2021-05-11 18:50:18 +02:00
Sébastien Villemot
73e07b78b8
Add mh_initialize_from_previous_mcmc option family to estimation command
...
Ref. dynare!1841
2021-05-11 18:12:54 +02:00
Sébastien Villemot
be7ff255f6
The fast_realtime option now accepts a vector of integers
...
Ref. dynare!1842
2021-05-10 15:41:36 +02:00
Sébastien Villemot
80e1090257
Add no_init_estimation_check_first_obs option to estimation
...
Ref. dynare!1839
2021-05-07 17:41:20 +02:00
Sébastien Villemot
337b6f469c
New parallel_use_psexec command-line option
...
Ref. dynare!1843
2021-05-06 16:25:46 +02:00
Sébastien Villemot
1d188a7444
Add comment
...
[skip ci]
2021-05-04 17:21:47 +02:00
Sébastien Villemot
3c4d647cc3
Forbid mfs > 0 in a stochastic setup (or even when using check)
...
The result would be wrong.
Ref. dynare#1726
2021-05-04 17:11:09 +02:00
Sébastien Villemot
7765efe95b
Windows: fix detection of location of MinGW compiler
2021-04-30 15:03:53 +02:00
Sébastien Villemot
12b61e4817
Bugfix in DataTree::writeToFileIfModified()
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If the old file and the new contents shared a common prefix, then the output in
the generated file would be truncated at the start.
Ref. DynareJulia/Dynare.jl#1
2021-04-26 14:10:47 +02:00
MichelJuillard
9773bafc5b
Julia: write definition of get_power_deriv inside generated static/dynamic files
2021-04-26 10:52:18 +00:00
Sébastien Villemot
dca294de3a
Julia: refactor the auxiliary variable/series files
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— rename the files with camel case
— encapsulate the functions with modules
— change the signature of function <MODFILE>_dynamic_set_series!, by removing
the output argument and appending the exclamation mark, since this function
modifies one of its arguments, and for symmetry with the static version
Ref. DynareJulia/Dynare.jl#1
2021-04-23 17:57:33 +02:00
Sébastien Villemot
4354d8a578
Julia: do not overwrite steady state / auxiliary variables/series files if contents has not changed
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Ref. DynareJulia/Dynare.jl#1
2021-04-23 17:56:54 +02:00
Sébastien Villemot
4cfc7a563b
Julia: do not overwrite Static/Dynamic files if contents has not changed
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Ref. DynareJulia/Dynare.jl#1
2021-04-22 18:03:47 +02:00
Sébastien Villemot
81b1d02748
Julia: fix typo in StatsFuns package name
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Ref. DynareJulia/Dynare.jl#1
2021-04-22 15:48:25 +02:00
Sébastien Villemot
0213c9be73
Merge branch 'ramsey_k_order' into 'master'
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Allows to write M_.NNZDerivatives_objective in the driver.m file
See merge request Dynare/preprocessor!36
2021-04-22 13:28:18 +00:00
normann
22fbfb0fba
Allows to write M_.NNZDerivatives_objective in the driver.m file
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Writes the number of non-zero derivatives of the planner objective function NNZDerivatives_objective in the driver.m file. Useful for the k-order approximations of welfare.
2021-04-22 15:26:25 +02:00
Michel Juillard
d511e3ec3a
add deterministic_trends statement (only used by Dynare Julia)
2021-04-22 15:19:21 +02:00
Sébastien Villemot
910649dd28
Fix treatment of “series” option of “initval_file”
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This option was treated as a numeric value: it was a hack to ensure that the
name of the dseries object was printed without quotes in the driver file.
However, that would make the JSON output synctically incorrect.
This commits removes the hack, and treats the “series” option as a string
value (in the same way as for the “data” command). A modification of the MATLAB
code will thus be needed to accomodate the change.
2021-04-20 10:39:14 +02:00
Sébastien Villemot
1f17528383
Julia: update dependencies of Static/Dynamic modules
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Ref. DynareJulia/Dynare.jl#1
2021-04-19 17:02:46 +02:00
Sébastien Villemot
c2d47fb48e
Julia: remove driver file
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The Julia code now uses the JSON output for retrieving the information that
previously was in the driver file.
2021-04-19 17:02:41 +02:00
Sébastien Villemot
7b3df21f11
DataTree::operator=(): fix crash when symbol ID ordering of model local variables does not correspond to the recursive ordering in the model block
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Ref. dynare#1782
2021-04-16 17:34:13 +02:00
MichelJuillard
c2009e2012
fix set_auxiliary_variables.jl
2021-04-01 17:05:13 +02:00
MichelJuillard
6662d8014e
fix writeJsonOutput for load_params_and_steady_state
2021-04-01 17:05:13 +02:00
Michel Juillard
fd979f625a
add maximum lead and lag to modfile.json
2021-04-01 17:05:13 +02:00
Michel Juillard
c9dd241f5b
add varobs statement to JSON output
2021-04-01 17:05:12 +02:00
Michel Juillard
50a2e7c44f
Add escape codes in NativeStatement and VerbatimStatement writeJsonOutput() method
2021-04-01 17:05:10 +02:00
Sébastien Villemot
29b3b744ef
Remove spurious space produced when parsing key/value pairs
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Introduced in e46168db66
.
2021-02-26 12:28:06 +01:00
Stéphane Adjemian (Charybdis)
f0d67b01dd
Honour bi-annual dates in mod file.
2021-02-26 09:30:02 +01:00
Sébastien Villemot
5581052451
Add particle_filter_options option to estimation
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Ref. #59
2021-02-23 16:54:36 +01:00
Sébastien Villemot
e46168db66
Simplify parsing of lists of key/value pairs options
2021-02-23 16:49:11 +01:00
Sébastien Villemot
54365b16ed
Remove unfinished “occbin” option to perfect_foresight_solver and extended_path
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Partially reverts f914837aff
and
567156aad4
.
2021-02-22 16:22:17 +01:00
Sébastien Villemot
825b9ee8ef
Fix bugs introduced in d3e115194b
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Ref. #65
2021-02-19 20:29:18 +01:00
Sébastien Villemot
4798a5e2bc
Cosmetic change
2021-02-19 20:09:48 +01:00
Sébastien Villemot
ca4b1ba4ed
Remove time subscript in LaTeX output of model-local variables
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See https://forum.dynare.org/t/tex-output-unwanted-subscript-t/16072
2021-02-19 17:45:58 +01:00
Sébastien Villemot
d3e115194b
Fix output write_latex_original_model for model-local variables
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Those variables were substituted out by early substitution methods (which are
also called on the original model, for an unknown reason).
Closes : #65
2021-02-19 17:45:02 +01:00
Willi Mutschler
071a46a798
Add interface to set zero_moments_tolerance
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Useful in identification and method_of_moments toolbox to set the tolerance which replaces very small numbers by hard zeros in unconditional second moments (particularly in pruned_state_space_system.m and disp_moments.m)
2021-02-16 16:29:57 +01:00
Sébastien Villemot
2781e3e6f6
A few modernizations using clang-tidy
2021-02-10 16:48:46 +01:00
Sébastien Villemot
9274675efb
Allow booleans in optimization options list
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Closes : #63
2021-02-10 16:18:58 +01:00
Willi Mutschler
f7cd6dbf0a
🐛 save oo_.time also in _results.mat
2021-02-04 10:48:59 +01:00
Sébastien Villemot
702cf62ee3
Declare some methods as const
2021-02-03 18:09:11 +01:00
Sébastien Villemot
234fcd1d2b
Remove obsolete stuff from bytecode
2021-02-01 14:46:08 +01:00