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
Sébastien Villemot
abd5bfda50
Fix breakage of static file introduced by 8c83135c
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In StaticModel, deriv_ids are no longer equal to symb_ids; some parts of the
code were relying on that assumption
2012-12-01 23:32:24 +01:00
Sébastien Villemot
dc1be70d82
Add derivatives of static model w.r.t. parameters
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The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
Sébastien Villemot
47c83d839e
Remove duplicate information in M_.blocksMFS
2012-11-16 17:39:03 +01:00
Sébastien Villemot
0cae76f0eb
Remove duplicate information in M_.blocksEQU
2012-11-16 17:16:40 +01:00
Sébastien Villemot
4541e17e83
Remove various compiler warnings
2012-06-08 19:06:03 +02:00
Sébastien Villemot
67a1737f00
Update copyright notices
2012-06-08 18:22:34 +02:00
Ferhat Mihoubi
6d67c4b9b8
Add options static to model_info command and fixes the ticket #134
2012-06-06 16:36:56 +02:00
Michel Juillard
7093a54f3a
fixes the correction of the Jacobian when encountering complex
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numbers. This should be 2*imag(g1) and not imag(g1).^2
2012-05-18 16:19:07 +02:00
Ferhat Mihoubi
715df0c634
Adds the index of equations (M_.blocksEQU) for a block decomposed model without bytecode option and use this index in resid.m to retrieve the residuals
2012-03-08 15:29:56 +01:00
Houtan Bastani
67f3a0ecc0
preprocessor: separate dynamic and static functions from their mexfiles
2011-12-23 18:22:41 +01:00
Michel Juillard
16f550a986
preprocessor, auxiliary variables: fixes ordering issue introduced in
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347ab4d0c0c79ae9a42898c1d5409d78708bb8a8 and corrects the earlier
ordering problem.
2011-09-28 22:11:44 +02:00
Michel Juillard
09a6b96c5f
preprocessor: modified order of auxiliary variables definitions
2011-09-25 20:21:30 +02:00
Houtan Bastani
5dc9092723
cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file
2011-08-19 16:59:18 +02:00
Houtan Bastani
31ff8da853
remove unused variables from preprocessor
2011-08-19 16:59:12 +02:00
Houtan Bastani
5c48733f55
output mex file for static model ( closes #183 )
2011-08-19 16:57:27 +02:00
Houtan Bastani
c6a33a96f1
remove writing of getPowerDeriv M function from block code functions
2011-07-25 10:21:02 +02:00
Michel Juillard
4d4456b8d6
adding creation of <fname>_set_auxiliary_variables.m containing recursive definition of auxiliary variables
2011-07-24 20:56:30 +02:00
Houtan Bastani
1e4c0852f6
bug fix: getPowerDeriv not accessible from modfile.m
2011-07-19 14:35:35 +02:00
Sébastien Villemot
d2696ca2f0
Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree
2011-06-22 11:56:07 +02:00
Sébastien Villemot
06f7d23e90
Preprocessor: fix crash when no computational task is required
2011-06-22 11:34:38 +02:00
Ferhat Mihoubi
53fe3fe8ed
- Compute :
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+ the number of static, lag, lead and both variables,
+ the lead_lag_incidence matrix for variables related to previous blocks
+ the index of reordered policy rule
for each block during the preprocessing step
- correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode
- avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for estimated or stochastically simulated models: the cutoff option is set to 0.
2011-06-18 17:53:50 +02:00
Houtan Bastani
7eade47160
external_function: bug fix in writeParamsDerivativesFile, writeDynamicModel and writeStaticMFile
2011-06-10 11:09:43 +02:00
Michel Juillard
912b22d0e9
correcting bug in forcing real values for complex elements of Jacobian in static model
2011-05-11 07:32:00 +02:00
Houtan Bastani
d0d9fde6af
bug fix: allow use of external functions with model local variables
2011-04-12 16:42:56 +02:00
Sébastien Villemot
60b70df4c1
Updated copyright notices
2011-02-04 17:27:33 +01:00
Sébastien Villemot
d264b7b2e3
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
Ferhat Mihoubi
1b5418a882
- For static model considers two different management cases for temporary terms: one for an evaluated model and another for a simulated model
2010-12-31 16:46:09 +01:00
Houtan Bastani
448553fe8e
fixed bug: end _dynamic and _static and getPowerDeriv functions with "end" tags to comply with commit d8dbc68e841a93b40d2a5005bd69bdd1cbb1778a
2010-12-22 09:48:05 +01:00
Ferhat Mihoubi
7a6776197d
- The function getPowerDeriv must end with an "end" instruction
2010-12-17 18:54:02 +01:00
Houtan Bastani
7a26fe2ebd
extend domain of derivative of x^p to x=0 under certain conditions (see ticket 78)
2010-12-13 17:03:57 +01:00
Ferhat Mihoubi
751c0da2a1
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
Ferhat Mihoubi
cf3967d19d
- Correction of a bug in the Jacobian Matrix computation for a non block-decomposed model using bytecode
2010-11-25 16:11:22 +01:00
Ferhat Mihoubi
c89682670d
- The Jacobian matrix in the block decomposed model without bytecode option is now sparse
2010-10-22 16:20:28 +02:00
Ferhat Mihoubi
f7f83d6973
- Correction of several bugs with Octave
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- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
2010-10-22 10:09:07 +02:00
Ferhat Mihoubi
810416ebe6
- Extends the algorithms compatible with bytecode to compute the steady-state (ticket #11 ). The new values for solve_algo are:
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* 0: fsolve
* 1: solve1
* 2, 4: solve1 + block decomposition
* 3: csolve
* 5: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
* 6: GMRES
* 7: BiCGStab
* 8: bytecode own solver (use Gaussian elimination + sparse matrix)
- Bytecode can now evaluate a specific block instead of the overall blocks (new bytecode's option 'Block = block_number')
2010-10-11 19:21:32 +02:00
Ferhat Mihoubi
5490f1bb09
RESID command is compatible now with block option and without bytecode option (closes ticket #45 )
2010-09-17 16:54:43 +02:00
Ferhat Mihoubi
f68e4fd455
- compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
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- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +02:00
Sébastien Villemot
2c10d03368
Preprocessor: rename "NodeID" in "expr_t"
2010-09-17 12:13:26 +02:00
Sébastien Villemot
c8fdd5d9d1
Preprocessor: uniformize typedef names (with a "_t" suffix)
2010-09-16 19:00:48 +02:00
Sébastien Villemot
c3c8fa5cca
Preprocessor: clean prototypes of ModelTree methods (removed arguments
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redundant with data members, added const keywords, use passing-by-reference)
2010-09-16 17:51:50 +02:00
Sébastien Villemot
ae3e741cb8
Preprocessor:
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- remove useless output type oMatlabDynamicModelSparseLocalTemporaryTerms
(indistinguishable from oMatlabDynamicModelSparseLocal)
- fix bug in output type of sparse static model
2010-09-16 16:57:35 +02:00
Sébastien Villemot
6f9e0ca1e9
Preprocessor: replace non-standard operators 'and'/'or' by '&&'/'||'
2010-04-28 16:03:32 +02:00
Sébastien Villemot
5546658b4d
Preprocessor: with 'steady_state_model' command, write auxiliary equations in the steady state file
2010-04-27 17:04:52 +02:00
Houtan Bastani
9abc7563c1
Add support for external functions
2010-02-23 18:15:18 +01:00