Houtan Bastani
adf1c0392b
preprocessor: add analytic_derivation_mode option to identification and sensitivity. #1187
2016-05-17 15:32:51 +02:00
Houtan Bastani
448de477e5
preprocessor: add analytic_derivation option to identification and sensitivity. #1187
2016-05-17 12:43:05 +02:00
Houtan Bastani
9202c1e6c2
preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187
2016-05-13 10:48:49 +02:00
Houtan Bastani
c3dcc0e121
preprocessor: add option no_2nd_order_params_derivs. #1187
2016-05-12 14:40:28 +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
ca1879fe7d
preprocessor: interface for osr_params_bounds. #948
2016-05-10 18:01:00 +02:00
Houtan Bastani
8f2007fac5
preprocessor: fix bug introduced in c9ca46f228c73dc8b85322109f896cc32f446a7c. Further simplify ParsingDriver::declare_nonstationary_var(). Closes #1184
2016-05-09 16:10:04 +02:00
Houtan Bastani
4462591347
fix copyright dates
2016-05-04 16:05:31 +02:00
Michel Juillard
1df83c1807
add option colormap for shocks_decomposition
2016-04-15 09:02:53 +02:00
Michel Juillard
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
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
f6f4ea70fb
skipt expectation operator in substitution of auxiliary variables
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
Michel Juillard
489b778016
put orig_eq_nbr and ramsey_eq_nbr in mod_file_struct
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
Ferhat Mihoubi
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
Johannes Pfeifer
d52c378460
Allow prefilter_decomposition as option if calib_smoother
2016-03-23 10:31:10 +01:00
Johannes Pfeifer
0c0ea326ce
Fix wrong initialization of trend_coeff in preprocessor/ComputingTasks.cc
2016-03-23 10:06:19 +01:00
Stéphane Adjemian(Charybdis)
e9f9aa2184
Allow irf_shocks in DSGE-VAR models.
2016-03-22 16:04:33 +01:00
Stéphane Adjemian
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
Houtan Bastani
cd66cf7bbf
fix copyright dates
2016-03-15 12:45:57 +01:00
Sébastien Villemot
42d166e272
Fix compatibility with Flex 2.6.
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In Flex 2.6, the C++ scanner changed. yyout is now a reference (and no
longer a pointer).
2016-03-14 16:28:24 +01:00
Houtan Bastani
d38d6e26b4
fix copyright dates
2016-03-11 16:22:42 +01:00
Houtan Bastani
92624c2bcb
preprocessor: allow for changing planner_discount in .mod file. closes #1092
2016-03-11 15:56:34 +01:00
Johannes Pfeifer
227b9d2339
Save dataset_info in results.mat if it exists
2016-03-11 15:29:12 +01:00
Stéphane Adjemian (Hermes)
0f794948ff
Merge branch 'temporary_terms'
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Do not evaluate unnecessary temporary variables (for instance those
used in the evaluation of the jacobian matrix when we only compute the
residuals of the dynamic equations).
2016-03-09 17:53:58 +01:00
Houtan Bastani
fde8adc240
build system: cosmetic typo fix
2016-03-09 16:53:57 +01:00
Houtan Bastani
dc1748f3f4
build system: fix typo
2016-03-08 18:06:45 +01:00
Stéphane Adjemian (Hermes)
359b4a20bc
Fixed extended path.
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- Removed call to make_ex_,
- Fill oo_.exo_simul in extended path routine,
- Do not update oo_.exo_simul after the call to the extended path routine,
- Cosmetic change.
(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
Houtan Bastani
f0ff0d911b
preprocessor: allow arbitrary partitioning of variables (removes long_name keyword)
2016-02-26 16:47:17 +01:00
Houtan Bastani
e342858d04
preprocessor: initialize xref structure and use indices. closes #1125
2016-02-23 14:32:48 +01:00
Houtan Bastani
50a4d50821
preprocessor: introduce new option compute_xrefs, #1125
2016-02-23 13:57:55 +01:00
Houtan Bastani
702af9c9bf
preprocessor: print reverse references (param->eqs, endo->eqs, exo->eqs, exo_det->eqs)
2015-12-18 17:13:50 +01:00
Houtan Bastani
de0ce35ee3
preprocessor: add equation cross references
2015-12-18 15:17:32 +01:00
Houtan Bastani
091e80b35b
preprocessor: remove unused structure
2015-12-18 12:35:32 +01:00
Houtan Bastani
5884c04287
preprocessor: fix divergence of equations and aux_equations. closes #1110
2015-12-01 12:34:43 +01:00
Houtan Bastani
45919774ab
Revert "preprocessor: write auxiliary variable definitions to matlab function"
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This reverts commit ad81129a9b90dab50799bd4589b635420918cf1f.
2015-12-01 11:41:55 +01:00
Houtan Bastani
fd1e0ee1e2
preprocessor: write auxiliary variable definitions to matlab function
2015-11-30 15:36:17 +01:00
Michel Juillard
1a12a3de0f
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
Michel Juillard
bdc7f83f18
remove global in dyn_forecast() and change input and output arguments
2015-11-28 17:38:00 +01:00
Stéphane Adjemian (Charybdis)
0038bbe755
Closes #1057 .
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Use a static file with a list of routines to cleared before each run (because they have
persistent variables).This static file (the script
matlab/list_of_functions_to_be_cleared.m) is distributed with Dynare and
needs to be updated for each release (or each time we add/remove
persistent variables). To update the file just do:
>> clear_persistent_variables(DYNARE_MATLAB_PATH, true)
and add/commit the generated file.
2015-11-12 14:38:16 +01:00
Houtan Bastani
035b6ea463
Revert "preprocessor: add utf-8 tokenizing"
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This reverts commit f2cc9d389954f16dbb88c3401e90c7981e3599d6.
This commit causes warnings in Flex
2015-10-30 18:27:41 +01:00
Houtan Bastani
110823e2c7
preprocessor: remove rule that should have been removed in fd5ce1366e865c3c1f6a3178a9bfec0c2a712899
2015-10-30 18:23:39 +01:00
Houtan Bastani
99ef7b1f88
preprocessor: make notation accord with the rest of the preprocessor
2015-10-30 18:13:37 +01:00