Stéphane Adjemian (Hermes)
eadd35061f
Bug fix in assert (Julia output)
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Same as 4b830d29ed2d230908a1a5ec1c7badd29c7dc86a but for static model.
2016-05-23 13:48:19 +02:00
Houtan Bastani
323fe8d41a
preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187
2016-05-18 12:26:19 +02:00
Houtan Bastani
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
Houtan Bastani
b898bfea6e
preprocessor: add params_derivs_order to identification and sensitivity. #1187
2016-05-17 17:18:16 +02:00
Houtan Bastani
0b922739a6
preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187
2016-05-12 12:02:34 +02:00
Houtan Bastani
4462591347
fix copyright dates
2016-05-04 16:05:31 +02:00
Michel Juillard
aa12dc6d5b
fixed issue with auxiliary variables and external function
2016-04-09 09:23:17 +02:00
Stéphane Adjemian
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
Michel Juillard
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
Michel Juillard
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
Michel Juillard
da63d21f0d
fixing problems with Ramsey policy and auxiliary variables
2016-04-04 17:11:03 +02:00
Michel Juillard
e5cee0fdd7
build full static model for analytical derivatives
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estimation code
2016-04-01 18:45:19 +02:00
Michel Juillard
32fb90d5f3
completing replacement of auxiliary variables in static model
2016-04-01 18:45:19 +02:00
Michel Juillard
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
Johannes Pfeifer
62eb7e7443
Add headers for param_derivs-files
2016-03-29 15:57:49 +02:00
Houtan Bastani
3117bf79f2
preprocessor: fix scoping problem with temporary variables
2015-09-04 15:28:06 +02:00
Houtan Bastani
0f75ddbd64
replace cend with end and cbegin with begin
2015-09-03 16:06:37 +02:00
Houtan Bastani
13be25314e
preprocessor: rework temporary terms
2015-09-03 15:25:36 +02:00
Houtan Bastani
c35938929f
remove fill!(residual, 0.0) statements as all elements of residual are assigned to
2015-08-21 17:13:38 +02:00
Houtan Bastani
5c0c9efd6f
add @inbounds to model equations, temporary vars, and model vars
2015-08-21 17:13:38 +02:00
Houtan Bastani
4a4a4c1d54
clean up printing
2015-08-21 17:13:32 +02:00
Houtan Bastani
34e649afc7
add assertions at beginning of function call
2015-08-21 12:05:38 +02:00
Houtan Bastani
fb51517ac7
fix comments in generated files
2015-08-21 12:00:47 +02:00
Houtan Bastani
c1d3b521ed
update static & dynamic function comments
2015-08-20 15:28:32 +02:00
Houtan Bastani
5789d1f33b
check function output argument sizes
2015-08-20 15:26:10 +02:00
Houtan Bastani
87ddbce87b
write third derivatives of static and dynamic functions more efficiently
2015-08-20 14:41:15 +02:00
Houtan Bastani
3419772879
fix typo in 357afaab47ebe52cecdffb8a7f8b12c754f22470
2015-08-20 14:02:22 +02:00
Houtan Bastani
cb0b8c9ba3
update comments in static & dynamic funcitons
2015-08-20 12:27:43 +02:00
Houtan Bastani
046bc44e8a
write Hessians of static and dynamic functions more efficiently
2015-08-20 12:18:19 +02:00
Houtan Bastani
4808c8a1ce
replace zeros with fill! and remove spzeros in static and dynamic functions
2015-08-20 11:33:19 +02:00
Houtan Bastani
a10efd7c4b
replace empty sparse calls with spzeros
2015-08-19 17:12:06 +02:00
Houtan Bastani
22f409af4f
fix type in function header
2015-08-19 14:38:35 +02:00
Houtan Bastani
1b0d63abe9
add types to dynamic, static, and steady_state function calls
2015-08-19 12:11:08 +02:00
Houtan Bastani
cbe1027428
remove unnecessary get*Function functions
2015-08-19 11:28:25 +02:00
Houtan Bastani
73a25ed90c
adding using Utils to dynamic & static files
2015-08-18 15:45:23 +02:00
Houtan Bastani
c8f9e1229f
update static model to use multiple dispatch
2015-08-18 15:42:24 +02:00
Houtan Bastani
f0cc9c4151
modify *_set_auxiliary_variables to work in julia
2015-08-17 15:36:18 +02:00
Houtan Bastani
389bb89a55
simplify modules created by preprocessor
2015-07-28 18:00:00 +02:00
Houtan Bastani
ff3e14656d
bug fix in writing of static params derivs
2015-07-28 14:42:10 +02:00
Houtan Bastani
d7ad832c1d
write static param derivs file
2015-07-28 12:29:42 +02:00
Houtan Bastani
6fc6f2f7d1
clean up writing of static model
2015-07-27 15:59:13 +02:00
Houtan Bastani
f3c14ec396
write static model
2015-07-27 15:33:38 +02:00
Houtan Bastani
947ca38440
preprocessor: split creation of latex model files. closes #966
2015-07-15 08:58:15 +02:00
Houtan Bastani
ec82663580
preprocessor: external functions bug fix: fixes the case where an external function is contained in a local variable that’s used in an equation with leads/lags that require auxiliary equations. Closes #916
2015-05-12 16:39:10 +02:00
Johannes Pfeifer
1c1d3e8bfc
Add info to dynamic and static file headers that auxiliary equations may be present
2014-07-17 20:39:59 +02:00
Sébastien Villemot
7a3ff5b7fc
Merge pull request #636 from JohannesPfeifer/preprocessor
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Fix comments in header of dynamic and static files
2014-03-17 15:10:31 +01:00
Johannes Pfeifer
892b565fc8
Fix comments in header of dynamic and static files
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Columns and rows were confused
2014-03-14 10:21:42 +01:00
Sébastien Villemot
8882f809c3
Introduce a new abstract class for external function nodes.
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This fixes the following bugs:
- 1st and 2nd ext fcn deriv nodes were incorrectly added to
DataTree::external_function_node_map, because of the chaining of
constructors.
- the following methods of FirstDerivExternalFunctionNode were not overloaded:
toStatic(), buildSimilarExternalFunctionNode()
- the following methods of SecondDerivExternalFunctionNode were not overloaded:
toStatic(), buildSimilarExternalFunctionNode(), compile(),
compileExternalFunctionOutput()
2014-03-13 12:12:17 +01:00
Michel Juillard
9dfcf897f7
adding 3rd order derivatives to Static Model for evaluation of Ramsey
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policy computed at order = 2
2013-12-11 19:24:29 +01:00
Johannes Pfeifer
9d3722fdcb
Add full function header to static and dynamic model files
2013-07-28 11:32:14 +02:00