Commit Graph

1049 Commits (6ce31cfea0891c4a3b105461da962a09cc930e15)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 6ce31cfea0 Do not initialize subfields of options_ as empty structs if they are already defined (in global_initialization). 2014-05-21 16:41:41 +02:00
Stéphane Adjemian (Charybdis) 13358ce992 Merge branch 'master' into bitbucket-use-dynSeries 2014-05-18 09:13:09 +02:00
Sébastien Villemot 63706abf2b Forbid model local variables in planner_objective.
Otherwise the preprocessor crashes.
2014-05-13 11:46:19 +02:00
Michel Juillard cb45fe885e Merge branch 'master' into ep 2014-05-09 10:02:05 +02:00
Stéphane Adjemian (Scylla) 7df88a57e5 Merge branch 'master' into use-dynSeries
Conflicts:
	matlab/dynare_estimation_init.m
	matlab/global_initialization.m
	matlab/prior_posterior_statistics.m
	matlab/read_variables.m
	matlab/set_prior.m
	matlab/utilities/dataset/initialize_dataset.m
	preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
Michel Juillard 8d3876e55b putting functions related to extended preprocessor in ExternalFiles.cc 2014-04-24 20:54:38 +02:00
Michel Juillard cffe121a37 fixing extended-preprocessor C++ API and test case 2014-04-24 14:33:04 +02:00
Michel Juillard b32bf86055 fixing bugs in commit 182c27f 2014-04-24 14:33:04 +02:00
Michel Juillard 09e719046b changed line options for extended preprocessor, adding language option
renamed FileOutputType.hh as ExtendedPreprocessorTypes.hh
updated Makefile.am
2014-04-24 14:33:04 +02:00
Houtan Bastani 03833cee2f preprocessor: don't substitute 'dates' when preceded by an underscore 2014-04-18 16:08:39 +02:00
Sébastien Villemot 578da1e0bc Perfect foresight solver now uses a homotopy technique by default.
This commit introduces a "no_homotopy" option to restore the old behavior.

Ref #220
2014-04-10 16:39:06 +02:00
Michel Juillard a64786707d left over change for external API 2014-04-10 16:37:47 +02:00
Sébastien Villemot 1644412875 New option "overwrite" to "shocks" and "mshocks".
Tells that a new block overwrite the previous ones instead of being cumulative.
2014-04-10 11:54:49 +02:00
Sébastien Villemot 75dbe4afde Bugfix: M_.sigma_e_is_diagonal could be wrong if there were several shocks blocks. 2014-04-10 11:43:26 +02:00
Sébastien Villemot 27c2396a81 Simplify MATLAB output of symbol lists. 2014-04-10 11:29:11 +02:00
Sébastien Villemot bd89254791 Cosmetic change for clearer code. 2014-04-09 18:33:24 +02:00
Sébastien Villemot d44cb3af93 Introduce two new command: perfect_foresight_{setup,solver}.
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
Sébastien Villemot ff17a871dd Multiple "shocks" block are cumulative.
This was the default behavior before commit 82b31156. This commit reintroduces
this behavior.
2014-04-09 15:23:20 +02:00
Sébastien Villemot e040e4d0d6 Remove workaround preventing the use of "shocks" before "endval".
It now works correctly since 82b31156.

Closes #35
2014-04-08 17:53:10 +02:00
Sébastien Villemot f06da421cd Store deterministic shocks information in M_.
Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35.

Closes #271
2014-04-08 17:43:58 +02:00
Sébastien Villemot 0908b0a50a Fix compilation error introduced in 0983ca78. 2014-04-07 14:21:28 +02:00
Michel Juillard cd063ce3fe extended-preprocessor: starting a C interface (not finished) 2014-04-05 15:46:35 +02:00
Sébastien Villemot 8c2e9b3c02 Improvements to smoother2histval (ref #594)
- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
Houtan Bastani 491e70ab7b dmm/estimation: add dirichlet prior shape front end, #642 2014-03-26 11:12:43 +01:00
Houtan Bastani 66baffaee5 add missing semicolon 2014-03-25 15:42:33 +01:00
Houtan Bastani 2515d772ab changes related to #641 for os x 2014-03-25 10:43:14 +01:00
Sébastien Villemot 39e9bfceeb Remove last preprocessor information message.
First, the current logic is buggy, because mod_file->use_dll is undefined at
this point (mod_file having been deleted above).

More fundamentally, the preprocessor is now evolving into something to be used
without MATLAB/Octave, so this statement is now inaccurate in some use cases.
2014-03-24 17:06:18 +01:00
Sébastien Villemot 51e8a70bf4 Fix call to "mex" helper under MATLAB 8.3 (R2014a) and GNU/Linux.
There is a new LINKOPTS variable which governs the list of symbols to be
exported, so we set it to an empty value to have all symbols exported.
Previously we were overloading the LDFLAGS which was containing the list of
exported symbols.
2014-03-24 16:31:43 +01:00
Sébastien Villemot 8507409d97 Allow ranges in lags/periods specification of {irf,moment}_calibration.
Ref #267
2014-03-17 18:12:04 +01:00
Sébastien Villemot 42487be43c Change fields in options_ for {irf,moment}_calibration.
Ref #267
2014-03-17 18:12:04 +01:00
Sébastien Villemot 7a3ff5b7fc Merge pull request #636 from JohannesPfeifer/preprocessor
Fix comments in header of dynamic and static files
2014-03-17 15:10:31 +01:00
Michel Juillard 6f65d48376 extended-preprocessor: starting a C interface (not finished) 2014-03-16 18:49:54 +01:00
Johannes Pfeifer 892b565fc8 Fix comments in header of dynamic and static files
Columns and rows were confused
2014-03-14 10:21:42 +01:00
Sébastien Villemot bd2405e292 Fix crash when the model contains 1st or 2nd ext fcn deriv nodes.
In the case where the external function computes itself its derivatives, the
TEF terms were not always created before being used, hence leading to a
preprocessor crash. This problem could only happen with ramsey_policy, because
otherwise the model does not contain derivatives of external functions.
2014-03-13 12:27:13 +01:00
Sébastien Villemot 8882f809c3 Introduce a new abstract class for external function nodes.
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
Sébastien Villemot ca7fe60252 Cosmetic renaming for consistency between DataTree method names. 2014-03-11 18:56:48 +01:00
Sébastien Villemot 140db861d5 Implement cloneDynamic() for {First,Second}DerivExternalFunction.
Since the method was not implement, the method of the parent class was used.
This was leading to wrong results in the context of Ramsey Policy (basically
derivative operators on external functions were dropped from FOCs).
2014-03-11 18:56:48 +01:00
Sébastien Villemot 0612bca00f Remove spurious test. 2014-03-11 18:56:48 +01:00
Sébastien Villemot 380df90748 Fix output of external functions (and their derivatives) in LaTeX. 2014-03-11 15:31:08 +01:00
Michel Juillard 8d042b8121 finishing ramsey_model implementation 2014-03-09 12:15:32 +01:00
Michel Juillard 6364e74a3e adding ramsey_model to ComputingTasks 2014-03-09 12:15:32 +01:00
Michel Juillard bb67c63599 adding ramsey_model to ParsingDriver 2014-03-09 12:15:32 +01:00
Michel Juillard 46bcfea9e5 adding ramsey_model to Dynare grammar 2014-03-09 12:15:32 +01:00
Johannes Pfeifer d43a2bce09 Add option mh_conf_sig
Fixes #598
2014-03-06 10:06:55 +01:00
Sébastien Villemot c2cec94af8 Verify types of the symbols in estimated_params{,_init,_bounds} statements.
Closes #624
2014-02-28 18:01:03 +01:00
Sébastien Villemot 2ab9614fad steady_state_model: fix bug introduced in 8fddca92
- don't emit warnings if the steady_state_model block is not used
- the ramsey_policy check is spurious, there is another one deeper
2014-02-25 17:58:25 +01:00
Sébastien Villemot b1d7f8f223 Fix bug in external functions introduced in 711a4f62. 2014-02-25 16:45:55 +01:00
Sébastien Villemot 9a0dddef31 Rename OutputType to FileOutputType (to distinguish it from ExprOutputType).
Also rename DynareOutput.hh to FileOutputType.hh. Include the latter in dist
tarball, and add copyright/license header.
2014-02-25 16:45:55 +01:00
Sébastien Villemot d9f78ae336 Remove obsolete files. 2014-02-25 16:45:55 +01:00
Houtan Bastani 90d0bafac9 preprocessor: include avDiffForward in switch statement to supress clang warning 2014-02-25 11:32:01 +01:00