Commit Graph

879 Commits (7063e2d8beafa2a58492bdeee156e870c909a8cb)

Author SHA1 Message Date
Houtan Bastani feb6147467 preprocessor: config file: remove redundant check 2013-05-30 15:33:26 +02:00
Sébastien Villemot 0474406e3b Revert "Reset oo_.{exo_}steady_state to zero before endval"
This reverts commit cf146ec4e50b83bb17f6890b936d8d89e7ef6664.
2013-05-27 17:31:41 +02:00
Sébastien Villemot e8353673fe Add interface and doc to use_univariate_filters_if_singularity_is_detected option
Closes #414
2013-05-27 17:07:47 +02:00
Sébastien Villemot 6d7242b6e8 Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual
Closes #320
2013-05-24 12:13:32 +02:00
Sébastien Villemot 55a548282c Possibility of restricting differentiate_forward_vars to some variables
Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot ddaedb5ee3 Document how functions with a kink are differentiated
Also add a warning in the documentation and in the preprocessor about the usage
of some functions (max, min, abs, sign, comparison operators) in a stochastic
context.

Closes #355
2013-05-17 16:53:14 +02:00
Sébastien Villemot 94e6f569b8 Add new model option 'differentiate_forward_vars' (ref. #351) 2013-04-25 18:09:31 +02:00
Sébastien Villemot c882994056 Detect if an extended_path statement is present
Unused for the time being
2013-04-25 18:07:32 +02:00
Sébastien Villemot 13ecc92ff4 Remove obsolete stuff from pow/log aux vars 2013-04-25 17:26:39 +02:00
Sébastien Villemot 270a5db60a Fix handling of auxiliary variables in endval block 2013-04-22 18:02:32 +02:00
Sébastien Villemot 00c4aa9597 Reset oo_.{exo_}steady_state to zero before endval
This is necessary to enforce the documented behavior which says that, if a
variable is not given a value in the endval block, a zero value is assumed.
2013-04-22 18:02:32 +02:00
Sébastien Villemot 75f8467803 Implement tags [static] and [dynamic] for equations
Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard 24cac29cdf removed changes linked with transforming variables to avoid log or
power of negative numbers
2013-04-09 16:35:57 +02:00
Sébastien Villemot 91f3f578a0 Use syntax log_trend_var(log_growth_factor = …) for consistency 2013-03-26 17:10:37 +01:00
Sébastien Villemot 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
Sébastien Villemot 69a5271db7 Revert spurious preprocessor changes introduced in dfa744f 2013-03-26 16:51:10 +01:00
Ferhat Mihoubi 832c9d37ef - adds new files: Evaluate.cc and Evaluate.hh to bytecode 2013-03-22 16:34:50 +01:00
Ferhat Mihoubi e01468e09d Use type compatibles with Matlab (size_t instead of int) 2013-03-22 15:48:47 +01:00
Sébastien Villemot 4f2f9e7ed6 Add preprocessor messages (stdout, stderr) to the logfile
Closes #306
2013-03-18 13:44:04 +01:00
Sébastien Villemot 00c95ea352 Preprocessor interface and documentation for endogenous_prior option
Closes #321
2013-03-18 11:12:49 +01:00
Sébastien Villemot 70193c92b2 Remove spurious display when there is zero preprocessor warning 2013-03-05 12:53:37 +01:00
Sébastien Villemot 8ba4a3a4d2 Remove obsolete workaround for Octave 3.2 2013-02-28 10:32:09 +01:00
Sébastien Villemot 8610453baf Reorganization of warnings
- at the end of the computation, don't display all preprocessor warnings but
   only their number
 - also display if there has been a MATLAB/Octave warning (counting their
   number does not seem feasible). Closes #181
 - add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
Sébastien Villemot 9af724825c estimated_params: check that no symbol is declared twice in the block
Closes #296
2013-02-26 12:37:35 +01:00
Sébastien Villemot e717881115 Add more explicit error message when mixing ramsey_policy with varexo_det 2013-02-07 11:52:59 +01:00
Sébastien Villemot b02662e2d9 Fix linking of static file with use_dll under Windows
The "Static" symbol was not exported; instead, it was the non-existing
"Dynamic" symbol which was exported.
2013-01-30 14:02:23 +01:00
Sébastien Villemot 37440c732a check only returns eigenvalues, not the whole oo_ 2013-01-15 16:45:15 +01:00
Sébastien Villemot dac87a6126 Ensure that running check without stoch_simul still sets oo_.dr.eigval
This is documented in the reference manual, but was not working.
The change consists in having check.m returning oo_ as 1st output argument, and
having the preprocessor generating the corresponding code.
2013-01-15 16:14:15 +01:00
Sébastien Villemot 6486e529d5 Improve error message for 3rd derivatives of external functions 2013-01-15 11:39:04 +01:00
Ferhat Mihoubi c709053202 Adds conditional forecast using the extended path method 2013-01-11 18:04:46 +01:00
Michel Juillard 34099da167 fixed bug in computation of derivative of erf() function 2012-12-07 21:46:50 +01:00
Sébastien Villemot abd5bfda50 Fix breakage of static file introduced by 8c83135c
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 922a7ad61e Remove unused stuff 2012-11-29 18:08:53 +01:00
Sébastien Villemot 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
Sébastien Villemot aca256eb02 Remove obsolete workaround for Octave 3.2 2012-11-29 16:44:51 +01:00
Sébastien Villemot c50cd383c0 Add ar option to estimation
Closes: #276
2012-11-29 15:44:06 +01:00
Sébastien Villemot 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
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 823d5a51a6 Add interface and documentation to model_diagnostics
Closes: #205
2012-11-16 12:34:49 +01:00
Sébastien Villemot b3f3619ca8 Allow infinite values in threshold_reform option of GSA
Closes: #266
2012-11-16 11:08:49 +01:00
Houtan Bastani ab604b7d16 console => nodisplay (Completes ticket #282) 2012-11-12 16:48:44 +01:00
Houtan Bastani d8cbb55ee7 all_values_required keyword for initval and endval 2012-11-06 15:45:08 +01:00
Houtan Bastani bc4a2bffe4 bug fix: none instead of pdf to graph_format 2012-10-31 16:16:45 +01:00
Houtan Bastani 4509136dba bug fix: remove previous declaration of NONE as token in flex 2012-10-31 15:59:12 +01:00
Michel Juillard e3ff0bbd32 ms-sbvar: made option final_year optional is using the entire sample 2012-10-24 14:05:54 +02:00
Stéphane Adjemian (Charybdis) d01d952a6f Added the possibility to write graph_format=none, in which case the graphs are displayed (provided nograph and nodisplay options are not used) but not saved. 2012-10-17 16:28:36 +02:00
Sébastien Villemot 93777bd73e Fix preprocessor crash when an pre-computed constant equals NaN or Inf 2012-10-01 16:22:38 +02:00
Sébastien Villemot f878d8a644 Isolate block decomposition code
This should fix some random crashes of the preprocessor
2012-09-28 18:41:18 +02:00
Houtan Bastani e8d8e96165 ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization) 2012-09-27 15:32:33 +02:00