618147a126
fix typo
2018-08-16 11:09:54 +02:00
c5c61f99ba
fix bug with max_lag reported for PAC equation
2018-08-13 12:12:20 +02:00
0dffee4650
fix typo
2018-08-13 11:08:58 +02:00
f3c2a1bf87
New var_expectation_model statement and re-design of var_expectation operator
...
Given a previously declared var_model, the var_expectation_model statement is
used to declare a way of forming expectations with this VAR (possibly using a
finite or infinite discounted sum). The var_expectation operator now takes a
single argument, the name of the var_expectation_model.
For the moment, this only works when the var_model is using equations
explicitly declared in the model block.
2018-08-02 08:39:09 +02:00
762f25abe9
Remove useless separate list for diff auxiliary variables
...
This table serves no useful purpose. It is better to append auxiliary equations
at the time they are created, to avoid messing with the recursive ordering.
2018-07-26 17:41:58 +02:00
4ad0e500d4
C++11: convert {Unary,Binary,Trinary}Opcode to class enums
2018-07-18 16:18:26 +02:00
c12088f314
C++11: convert AuxVarType to class enum
2018-07-17 17:38:26 +02:00
946d105c04
Remove C and C++ preprocessor output types
...
This code is broken since the temporary terms array changes. It is probably not
worth maintaining it.
2018-07-17 16:52:11 +02:00
b8a5dfdc39
Replace several usages of C macroprocessor with C++ constructs
2018-07-17 16:36:58 +02:00
b91ed6f78c
Move the location of static and dynamic files on the filesystem
...
- M and MEX files are now under +${MODELNAME}/
- bytecode and C source now under ${MODELNAME}/model/
2018-06-27 15:30:25 +02:00
b8ae9f6935
Fix max lags for var
2018-06-11 15:18:06 +02:00
84c2dc5f36
transform_unary_ops now introduces aux variables/equations for all unary ops specified by UnaryOpNode::createAuxVarForUnaryOpNode()
...
In the absence of this option, if a var_model statement(s) is present, then aux vars/eqs are created for the same types of unary operators but only for equations specified in the var_model statement
In the absence of both this option and var_model statements, no unary op auxiliary variables are created
diffs continue to be substituted everywhere; for the moment auxiliary variables are created for diffs of expressions. A forthcoming change will allow auxiliary variables created for diffs of expressions to be linked with their lagged expressions as is currently the case for diffs of variables
2018-06-07 17:16:12 +02:00
a30f8f365e
Only create auxiliary variables for diffs that appear in VAR equations or equations that have pac_expectations in them
...
Otherwise, substitute the diff (i.e. `diff(x)` -> `x-x(-1)`)
2018-06-05 18:39:13 +02:00
2cd3aa95cc
When `transform_unary_ops` is passed, only substitute unary operators that appear in VAR equations
2018-06-05 17:41:15 +02:00
7d9cd718fc
Replace more typedefs by using
...
Those were not automatically replaced by clang-tidy, I don’t know why…
2018-06-04 15:03:31 +02:00
182c53273e
Remove useless spaces in type qualifiers
...
In C++11, it is no longer necessary to put a space between two consecutive ">".
2018-06-04 15:03:31 +02:00
f8cc3ae355
Port to C++11 using keyword
...
Performed using modernize-use-using from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-using.html
2018-06-04 15:03:31 +02:00
bf891b7d72
Port towards C++11 override
...
Performed using modernize-use-override from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-override.html
2018-06-04 15:03:31 +02:00
e73ebc7033
Port to C++11 noexcept keyword
...
Performed using modernize-use-noexcept from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-noexcept.html
2018-06-04 15:03:31 +02:00
c0ed97d247
Port to C++11 auto keyword
...
Performed using modernize-use-auto from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-auto.html
2018-06-04 15:03:26 +02:00
59e427cf66
Merge branch 'master' into temporary_terms_array
2018-05-30 17:20:48 +02:00
0aea4f0cc4
introduce dynare command transform_unary_ops to create auxiliary variables for certain unary ops. This will be used for VARs and VECMs but can also be used for OLS, for example
2018-05-30 16:48:08 +02:00
856f6f508a
Revert "create aux vars for certain unary ops contained in diff operator"
...
This reverts commit f600a65c0e
2018-05-30 15:50:42 +02:00
0b617ceb4b
Merge branch 'master' into temporary_terms_array
2018-05-29 17:25:11 +02:00
f600a65c0e
create aux vars for certain unary ops contained in diff operator
2018-05-29 17:00:56 +02:00
38ed0f2ffc
Remove unused writeChainRuleDerivative methods
2018-05-25 17:10:16 +02:00
64323ef730
Add compatibility layer for Matlab/Octave code not using the new temporary terms array interface
2018-05-24 19:35:35 +02:00
732a317030
Merge branch 'master' into temporary_terms_array
2018-05-18 16:40:12 +02:00
3d946ec8b7
var: check for leaded/contemporaneous variables
2018-05-16 12:17:06 +02:00
7ac33099f8
support undiff in pac model
2018-04-17 16:56:27 +02:00
09e73f3bb4
var_model: fix lag info when diff present
2018-04-17 16:55:55 +02:00
fb8d9258d0
add pac_model statement
2018-04-04 11:48:59 +02:00
ec215e2a44
separate temporary terms: WIP
2018-03-28 16:41:48 +02:00
80060fb9ef
Merge remote-tracking branch 'origin/declare_vars_in_model_block'
2018-03-19 17:05:03 +01:00
5d339b69de
simplify pac_expectation code
2018-03-07 15:04:07 +01:00
81f2258228
var_model: store max lag info
2018-03-06 15:17:39 +01:00
a69c53b0c8
clean up var_model code
2018-03-06 14:42:11 +01:00
feb5b93eea
create function to calculate aux vars as dseries
2018-03-02 17:50:35 +01:00
1e20717f58
fix bug in substitution of diff operator
2018-02-28 17:33:00 +01:00
a1437ac982
Merge remote-tracking branch 'dynare-preprocessor-github/master' into other-master
2018-02-26 12:09:58 +01:00
b504f160ca
move files to src directory
2018-02-15 11:48:04 +01:00
Houtan Bastani
Sébastien Villemot