5d013c6017
preprocessor: fixed bug in "plot_conditional_forecast"
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3066 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 14:42:12 +00:00
ab7bcdd304
Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:55:31 +00:00
2761b4c016
preprocessor: remove unnecessary stuff ("forecast" has not the same rank than "stoch_simul/estimation/osr/ramsey_policy")
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3062 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:17:27 +00:00
8e8a6d74d7
AIM solver:
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* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:44:56 +00:00
2052c08732
- adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved.
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- corrects some mod files.
- In steady command, get check argument from bytecode dll
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-18 15:18:16 +00:00
337bde2589
* Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast"
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* Reference manual: created a section on forecasting (with "forecast" option), and added the three new statements to that section
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3049 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 17:23:57 +00:00
c752ca6122
- use of classes to describe the bytecode tags
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- use static option for bytecode instead of steady_state option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3048 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 16:34:27 +00:00
c8080438ad
Preprocessor:
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* new options to "identification" statement: "ar", "useautocorr", "load_ident_files", "prior_mc"
* implement the call to dynare_identification() when "identification" statement is encountered
* new options to "dynare_sensitivity" statement: "ar", "useautocorr", "load_ident_files"
* trigger computation of model derivatives w.r. to parameters when "identification" option of "dynare_sensitivity" statement is used
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3046 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 16:16:43 +00:00
9ad86bfda2
Preprocessor: fixed grammar for "mode_file" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3042 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 19:15:21 +00:00
66684bbb9a
preprocessor: implement third-order derivatives in USE_DLL mode
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3036 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-12 16:09:16 +00:00
330afb32fe
topological sort implemented after the block decomposition for dynamic models
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3035 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 10:13:14 +00:00
7bfeef5d7f
preprocessor:
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* fixed substitution of endogenous with leads >= 2: take into account exogenous with leads in non-linear terms
* fixed substitution of exogenous with leads: take into account other variables with leads in non-linear terms
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3027 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 16:34:42 +00:00
021e0ebb2e
preprocessor: in stochastic mode, create auxiliary variables for exogenous with non-zero lead/lag
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3026 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 14:07:13 +00:00
faa1f2111a
avoid useless iteration in simulation of simple equations
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3025 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 09:31:58 +00:00
3ed36840f9
added possibility to call user defined optimizing routine with mode_compute option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3023 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:40:49 +00:00
b7fe92c012
preprocessor: always trigger creation of *_dynamic.m file when "identification" is present
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3021 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 08:56:02 +00:00
0973dd9fa4
fixes global oo_ declaration for steady state operator as discussed on 14 Sep
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3020 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 18:36:07 +00:00
7c7a59e1b8
preprocessor: reverted useless changes from last commit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3016 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 17:02:35 +00:00
e8d9cbc94a
The local variables are implemented with byte code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3015 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 16:47:43 +00:00
04cec8a438
preprocessor: always compute the Dynamic hessian when "identification" keyword is present
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3003 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-01 08:03:40 +00:00
2f1382fab5
preprocessor:
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* In stochastic mode, now transforms the model by removing leads and lags greater or equal to 2 (creating auxiliary variables and equations in the process)
* Information about these variables is in structure M_.aux_vars
* Automatically add the necessary initialization for auxiliary vars after the initval block or load_params_and_steady_state
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3002 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 15:10:31 +00:00
b051e0b5a7
preprocessor: symbol names that are also option names (alpha, beta, ...) are now case consistent
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2991 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-28 19:29:13 +00:00
1ef92c88bf
preprocessor, StaticDllModel: removed useless method
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2990 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-28 13:31:00 +00:00
ff5891dd9c
restore the mshocks command
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2985 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-25 12:48:09 +00:00
ac1aec0610
preprocessor: adding new options for Marlov Switching
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2975 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 13:13:57 +00:00
eec0af97b4
Build system: fixes for creation of the tarball
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2968 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 10:15:59 +00:00
7d019ca173
Preprocessor: fix for static model with block+bytecode option and model local variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2958 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-23 12:31:00 +00:00
9e73eec31b
Build system: fix for FlexLexer.h
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2954 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-21 10:00:47 +00:00
0c7fea9e5f
- the "steady_state" function is implemented with the "bytecode" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2952 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-18 16:34:11 +00:00
e337789b54
Build system: incorporate FlexLexer.h, so that one can compile on systems without flex
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2942 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-17 16:02:55 +00:00
7dcb04e035
Build system: don't use symlinks under Cygwin, MATLAB doesn't understand them
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2939 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-17 12:06:44 +00:00
2da1832ab0
Various fixes to build system
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2937 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-17 08:14:44 +00:00
5d444c7de4
Create a symbolic link for preprocessor in matlab/ (instead of a plain copy)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2933 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-16 13:50:09 +00:00
6c34af6976
Build system:
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* add support for Doxygen
* the configure script now tells what will be built and what won't
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2925 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-15 16:50:23 +00:00
b3b67b0db5
* Fix the STEADY_STATE operator for LaTeX output
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* Allow the STEADY_STATE operator to work with exogenous/exogenous_det with non zero lead/lag
* Other cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2917 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-11 09:16:52 +00:00
5591a412a8
added steady_state operator to preprocessor
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2916 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-10 20:09:16 +00:00
88a84a53de
* Convert the rest of the already existing build system to Automake
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* Add new autoconf macros
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2914 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-10 09:50:58 +00:00
4a0b567021
Added missing rule for copying preprocessor to matlab/ subdir
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2912 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-09 17:00:43 +00:00
629b15fbd3
* Rewrite preprocessor build system with automake
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* Use new autoconf macros for flex/bison
* Remove autoconf macro for dynare++
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2911 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-09 16:47:43 +00:00
c5d40050be
Remove autoconf/automake generated files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2910 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-09 16:44:32 +00:00
3a821a50c4
Reverted to Unix (LF only) end-of-line convention
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2907 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-09 13:15:02 +00:00
738a3e3da6
Fixed compilation error with gcc (ver 4.3) on Ubuntu
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2906 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-09 13:01:04 +00:00
5fb759e486
Don't create model subdirectory in block+bytecode mode
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2904 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-08 08:07:07 +00:00
565fae4ae4
Updated Doxygen configuration file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2903 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-08 08:06:23 +00:00
155828bc48
Added derivatives of dynamic model residuals with respect to parameters
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2902 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-08 08:06:06 +00:00
2e267b9afa
Removed useless stuff
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2901 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-08 08:05:44 +00:00
bf99443ecf
Added error message if bytecode option specified but no bytecode DLL found
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2896 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 16:34:15 +00:00
d26ff57671
Cleanup "cutoff" and "mfs" options (the former is no longer in options_)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2888 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 10:10:06 +00:00
743041ecc4
Remove useless "markowitz" data member in DynamicModel and StaticDllModel
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2886 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:57:17 +00:00
08c338aa15
More cleanups related to obsolete "cutoff" and "markowitz" statements
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2885 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:55:15 +00:00
sebastien
ferhat
michel
houtanb
ratto