17d0177276
returning sparse matrix in compressed format
2014-02-24 13:33:48 +01:00
6e0ef026ac
write C++ version of model functions without temporary terms
2014-02-24 13:33:48 +01:00
8a50eee858
ms-dsge: change types of output for better packaging
2014-02-24 12:41:02 +01:00
053ee41ac0
ms-dsge: create C driver file without statements
...
Conflicts:
preprocessor/DynareMain2.cc
preprocessor/ModFile.cc
preprocessor/ModFile.hh
preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
47a8fd0147
Add line numbers of equations in preprocessor error messages.
...
Closes #584
2014-01-27 16:41:43 +01:00
6ba0980460
Add a warning when some exogenous are not used in the model
2013-11-29 16:03:45 +01:00
1414f98cff
Refactor code for collecting variables appearing in expressions
...
- rename ExprNode::collectVariables in ExprNode::collectDynamicVariables
- new ExprNode::collectVariables: same as above, but without lag information
- remove ExprNode::findUnusedEndogenous: essentially redundant with the above)
- remove ExprNode::collectModelLocalVariables: idem
2013-11-29 15:37:11 +01:00
fae00ea729
fix bug introduced by ee812f38816294450a307ccb8f2fb2a27fc032f0
2013-11-19 13:05:08 +01:00
1707e6aa96
preprocessor: bug fix: return oo
2013-11-19 11:56:39 +01:00
29507f8e45
proprocessor: block code bug fix: M and oo not being passed to solve_two_boundaries
2013-11-19 11:54:00 +01:00
c23cbb5edd
clang compilation: replace ostringstream array with vector of strings
2013-11-18 12:16:37 +01:00
c03f89eb8d
preprocessor: simplify if statement
2013-11-18 12:16:37 +01:00
6d6701aa50
revert change that breaks gcc build
2013-11-05 18:21:12 +01:00
1ae5832e13
preprocessor and matlab mex fixes for clang compilation
2013-11-05 18:04:57 +01:00
1634c7c50f
Always initialize M_.maximum_{endo,exo}_{lead,lag} and M_.params
...
Closes #515
2013-11-04 16:02:28 +01:00
114cb8bc25
missing semicolon
2013-10-29 12:38:28 +01:00
46c7622f1c
Reactivate and fix the test for the balanced growth path.
...
If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).
Closes #506
2013-10-29 18:46:54 +08:00
7063e2d8be
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
76714b34df
new nostrict command-line option does not exit when there are more endogenous than equations ( closes #2 )
2013-09-13 14:44:01 -04:00
9d3722fdcb
Add full function header to static and dynamic model files
2013-07-28 11:32:14 +02:00
bbc422cf5a
Fix copyright notices
2013-06-12 17:04:46 +02:00
55a548282c
Possibility of restricting differentiate_forward_vars to some variables
...
Closes #351
2013-05-17 16:53:15 +02:00
94e6f569b8
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
75f8467803
Implement tags [static] and [dynamic] for equations
...
Closes #307
2013-04-11 17:11:35 +02:00
24cac29cdf
removed changes linked with transforming variables to avoid log or
...
power of negative numbers
2013-04-09 16:35:57 +02:00
08c2b6e1c6
Automatic detrending engine can now handle models written in logs (ref. #309 )
...
- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
69a5271db7
Revert spurious preprocessor changes introduced in dfa744f
2013-03-26 16:51:10 +01:00
832c9d37ef
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
dc1be70d82
Add derivatives of static model w.r.t. parameters
...
The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
6fc8deed49
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
...
Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
f878d8a644
Isolate block decomposition code
...
This should fix some random crashes of the preprocessor
2012-09-28 18:41:18 +02:00
67a1737f00
Update copyright notices
2012-06-08 18:22:34 +02:00
cf49fd3b99
preprocessor: handle compilation warnings
2012-06-06 16:30:36 +02:00
2ac4f59489
Fix bug introduced in 4b86df05
2012-06-05 09:48:03 +02:00
3175a25663
Preprocessor: remove MATLAB short-circuit operators
...
They emit a warning under Octave
2012-06-04 17:18:13 +02:00
73b4052f2b
first implementation of transform_logpow. It creates too many auxilary
...
variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
2098528f9e
starting implementation of transformed variables to replace arguments
...
of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
255d64e6d1
Corrects the number of lead and lags of a block
2012-02-17 10:48:28 +01:00
a32043c2a5
Preprocessor: compute temp. terms for 2nd deriv of residuals and jacobian wrt
...
params and 1st deriv of hessian wrt to params
2012-01-20 12:07:36 -05:00
67f3a0ecc0
preprocessor: separate dynamic and static functions from their mexfiles
2011-12-23 18:22:41 +01:00
03fbe74c70
Fix compilation error in preprocessor
...
Error introduced in ca10372607d71bf2b5d99d2a9fe6c2b3bd352ff4
2011-10-29 12:22:14 +02:00
287c0647fa
* Correction of a bug appearing in a block decomposed model when an observable variable are also a state variable
2011-10-28 22:25:05 +02:00
b75d0e733f
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
0298a70faa
aux vars: update C++ comment to reflect last changes
2011-10-21 16:56:13 +02:00
17c8ae5c9d
code simplification after commit 9425b36358b9b1a6dcfb82cbf0cd423c64748bff
2011-10-20 20:40:15 +02:00
7d44671996
fixing problems related to auxiliary variables
2011-10-19 12:47:15 +02:00
fd923d428d
Displays an error message when the model contains pound expressions and 'bytecode' or 'block' options are present
2011-10-14 14:35:32 +02:00
37d438dd5c
Cleans the messages displayed
2011-10-12 14:45:53 +02:00
16f550a986
preprocessor, auxiliary variables: fixes ordering issue introduced in
...
347ab4d0c0c79ae9a42898c1d5409d78708bb8a8 and corrects the earlier
ordering problem.
2011-09-28 22:11:44 +02:00
c4e0158e44
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
Michel Juillard
Houtan Bastani
Houtan Bastani
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Ferhat Mihoubi
Sébastien Villemot