6e9e2eac40
preprocessor: write JSON output for cross refs #1387
2017-03-10 17:28:25 +01:00
bab5d9bea1
Merge branch 'master' into json
2017-03-10 17:20:15 +01:00
cde54d7ad4
Revert "preprocessor: write equation cross references in JSON. #1387"
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This reverts commit 0ccc82300c3046d159554c24027ded09a93b687e.
2017-03-10 17:18:41 +01:00
b4ac9aac8d
preprocessor: add lag info to equation cross references. closes #1398
2017-03-10 16:59:52 +01:00
2a3ef9d168
preprocessor: write equation cross references in JSON. #1387
2017-03-06 16:34:08 +01:00
746f88eb6e
preprocessor: create two different static and dynamic files with the option jsonprintderivdetail. #1387
2017-03-03 14:42:37 +01:00
1b3cccb602
Merge branch 'master' into json
2017-03-03 14:42:25 +01:00
5fbadbadd3
preprocessor: make JSON output start counting at 1 instead of 0. #1387
2017-03-02 17:34:34 +01:00
fc48bf26b9
preprocessor: write error messages to cerr instead of cout, replace \n with endl
2017-03-01 12:44:31 +01:00
9eb7c00da1
preprocessor: fix bug that caused temporary terms not to be printed for the parameter derivatives of the static model. closes #1397
2017-03-01 12:20:55 +01:00
32a08f8db0
preprocessor: add onlyjson option to allow exit upon writing of JSON output. #1387
2017-02-28 14:34:22 +01:00
301c9691d9
preprocessor: JSON output aesthetic fixes, support planner objective. #1387
2017-02-27 15:40:34 +01:00
236f1ca7d0
preprocessor: fix JSON bugs. #1387
2017-02-27 14:23:55 +01:00
915bea91a1
preprocessor: output JSON after different steps, write static, dynamic, params derivs files in JSON. #1387
2017-02-24 17:43:22 +01:00
ad84914118
preprocessor: for consistency, use equations.size() instead of equation_number() in classes that have equations as a field
2017-02-24 11:20:54 +01:00
58951045d9
preprocessor: JSON output for statements, #1387
2017-02-20 11:23:10 +01:00
4486df9f8f
preprocessor: bug fix for writing of parameter values. Closes #1394
2017-02-13 14:03:44 +01:00
96b35ff078
FIX: JSON remove space before symbols + quote values
2017-02-12 16:45:05 +01:00
83ea269155
preprocessor: aesthetic fix
2017-02-10 12:47:43 +01:00
4dc640c635
preprocessor: aesthetic fix
2017-02-09 16:23:42 +01:00
d6e801cac8
preprocessor: change error to warning because we don’t end processing in this situation; fix error message
2017-02-09 16:21:18 +01:00
5e1d20c8d9
preprocessor: replace exit(1) with exit(EXIT_FAILURE)
2017-02-09 12:46:37 +01:00
3c79e231c7
Removed penalty_hessian routine.
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+ Code factorization.
+ Added an option for using the penalized objective when computing numerically
the hessian at the mode.
Previous behaviour (introduced with penalty_hessian routine) was to compute the
hessian matrix at the mode with the penalized objective function (instead of
the original objective function). This behaviour hides problematic situations,
where the computed hessian (using the original objective) would not be full
rank. For instance, if the estimation ends up with a parameter on (or very
close to) the bounds of its possible values (which is often not a desirable
outcome), the estimated posterior variance would be zero for this
parameter (with the original objective) because the hessian is not finite in
this direction, while the posterior variance would be positive if the penalized
objective is used instead. But this estimate would not be reliable by
construction of the penalty which is quite ad-hoc (more fundamentally I do not
think that there exists any rational for approximating the covariance matrix
with the inverse of the hessian matrix if the mode is on the border of the set
of possible values).
This commit restore the behaviour previous to 2446ab02ba4b3ed88c9c5021aced076078d96007.
An option is available for computing the hessian with the penalized
objective function.
2017-02-08 13:07:25 +00:00
64642d928c
preprocessor: write JSON output. #1387
2017-02-06 17:41:18 +01:00
ea774b3f30
preprocessor: fix typo
2017-01-31 17:11:03 +01:00
7591d5b6d3
preprocessor: remove extra exogenous variables. closes #841
2017-01-27 22:48:17 +01:00
d3455d42c1
preprocessor: don’t automatically declare external functions
2017-01-27 20:36:26 +01:00
e3fe88d9d8
preprocessor: handle undeclared external functions and lagged variables
2017-01-27 20:36:26 +01:00
ff3b2d0ae3
keep track of all times an undeclared variable is encountered
2017-01-27 20:36:26 +01:00
a9de8dd0a0
preprocessor: issue warnings for undeclared model variables when the end of the model block is encountered. #1286
2017-01-27 20:36:26 +01:00
10b6a794ad
Fixed bug.
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NO_POSTERIOR_KERNEL_DENSITY option was not modifying the expected field in
options_, consequently this option was no honored.
2017-01-20 17:35:43 +01:00
a8cb5d7e61
fix nested parens for params derivatives. closes #1201
2017-01-05 18:19:37 +01:00
a14fdd204f
when >32 nested parens encountered in matlab, print error message once per file in which such a situation occurred. #1201
2017-01-05 15:19:13 +01:00
07ea12dc18
Merge pull request #1358 from JohannesPfeifer/nograph
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Implement posterior_nograph option
2017-01-05 06:52:08 +01:00
bf19a0aa73
fix warnings introduced in 3b20d41a92db4267c0ba13278f3885aba67e6c47 related to size_t/int comparison #1201
2017-01-02 11:38:13 +01:00
471df861fa
3b20d41a92db4267c0ba13278f3885aba67e6c47 used to_string from C++11 standard which breaks the snapshot build. #1201
2017-01-02 11:21:28 +01:00
f32b24a591
avoid unnecessary processing when a stream has 32 or fewer nested parenthesis. #1201
2016-12-30 18:32:20 +01:00
eac97a8f49
first iteration of fix for nested parenthesis in matlab. #1201
2016-12-30 18:14:08 +01:00
486891e75f
bug fix: end preprocessing with error when more than 32 nested parenthesis are encountered. closes #1201
2016-12-28 14:02:50 +01:00
9b0fbdb4fe
ramsey_policy: accept all endogenous variables in var_list_, even auxiliary variables. closes #1355
2016-12-27 14:08:50 +01:00
2a442561c6
Implement preprocessor interface for posterior_nograph option
2016-12-26 13:07:46 +01:00
15bd6dd04a
Finish implementation and documentation of nograph option of shock_decomposition.m
2016-12-26 12:52:28 +01:00
a00bf1fa90
load_mh_file: recompute results by default and load on request
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Prevents general overwriting of results in oo_ and having stale results
2016-12-19 19:37:34 +01:00
52e1017291
Make evaluate_smoother.m output former global variables for correct updating of these objects
2016-12-18 12:43:29 +01:00
cae0077ff4
Eliminate global variables from shock_decomposition.m
2016-12-18 09:57:51 +01:00
3f33ab5425
Add Raftery/Lewis (1992) convergence diagnostics
2016-12-17 17:22:05 +01:00
e55ab84f7f
Geweke diagnostics: fix bug in interface that prevents setting the respective options
2016-12-17 17:22:05 +01:00
8935702a52
Merge pull request #1345 from JohannesPfeifer/robust_lin_solve
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robust_lin_solve: Fix mistakes introduced in 4b83c1bf763fe5029c94b7e5…
2016-12-17 17:18:19 +01:00
a0eb913c66
preprocessor: parallel: add NumberOfThreadsPerJob option. #1349
2016-12-13 11:35:37 +01:00
b29ea3258a
preprocessor: parallel: change default for singleCompThread. #1349
2016-12-13 11:12:04 +01:00
Houtan Bastani
Winant Pablo
Stéphane Adjemian (Charybdis)
Johannes Pfeifer