Commit Graph

103 Commits (915bea91a101ba009f30387d02cc3c1cbd0d9698)

Author SHA1 Message Date
Houtan Bastani 915bea91a1 preprocessor: output JSON after different steps, write static, dynamic, params derivs files in JSON. #1387 2017-02-24 17:43:22 +01:00
Houtan Bastani 64642d928c preprocessor: write JSON output. #1387 2017-02-06 17:41:18 +01:00
Houtan Bastani 01552008ba preprocessor: issue error when exogenous included in planner_objective. closes #1264 2016-08-12 11:50:57 +02:00
Stéphane Adjemian (Hermes) 432ce1d95f Fixed indexing of params in steady state file. 2016-05-23 13:48:19 +02:00
Houtan Bastani 4462591347 fix copyright dates 2016-05-04 16:05:31 +02:00
Michel Juillard 1b4f68f934 replacing auxiliary variables by their definition
in static model. Doesn't work right yet.
2016-04-01 18:45:19 +02:00
Stéphane Adjemian (Hermes) 0f794948ff Merge branch 'temporary_terms'
Do not evaluate unnecessary temporary variables (for instance those
used in the evaluation of the jacobian matrix when we only compute the
residuals of the dynamic equations).
2016-03-09 17:53:58 +01:00
Houtan Bastani de0ce35ee3 preprocessor: add equation cross references 2015-12-18 15:17:32 +01:00
Houtan Bastani 091e80b35b preprocessor: remove unused structure 2015-12-18 12:35:32 +01:00
Houtan Bastani 13be25314e preprocessor: rework temporary terms 2015-09-03 15:25:36 +02:00
Houtan Bastani 82cee99723 temp 2015-09-02 18:50:09 +02:00
Houtan Bastani 2618211859 preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions
(cherry picked from commit eb2890d1f58f2285306821c85fa631b865fb80b6)
2015-09-02 15:30:25 +02:00
Houtan Bastani 7c28c672a4 Revert "preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions"
This reverts commit eb2890d1f58f2285306821c85fa631b865fb80b6.
2015-09-02 15:29:52 +02:00
Houtan Bastani 7f014b94df preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions 2015-09-01 18:29:10 +02:00
Houtan Bastani 7cc90013cd Merge branch 'julia' 2015-09-01 11:35:16 +02:00
Michel Juillard a538e29f1e expand extended preprocessor + first implementation of Petsc interface 2015-08-27 10:00:51 +02:00
Houtan Bastani 089f9a7eb2 fix array indexing for Julia 2015-08-21 17:13:38 +02:00
Houtan Bastani 789d881cca write steady state model 2015-07-28 17:27:56 +02:00
Houtan Bastani 2bb2682b50 write dynamic file 2015-07-27 17:02:51 +02:00
Houtan Bastani f3c14ec396 write static model 2015-07-27 15:33:38 +02:00
Houtan Bastani 4102e0cc56 Revert "Merge branch 'rmExtraExo'"
This reverts commit 28ffa9c56fd021cc75415aeafc13d3810d1b3132, reversing
changes made to 60b3577a09f3eb9cf3cc590241343b1f0fee8706.

Conflicts:
	preprocessor/Shocks.cc
	preprocessor/SymbolTable.cc
2015-06-09 16:42:51 +02:00
Houtan Bastani 8f121273bc Revert "preprocessor: fix bug in merge of rmExtraExo branch"
This reverts commit def2bf81d2b8dacda4b72d4250020eb793f28b20.
2015-06-09 16:41:00 +02:00
Houtan Bastani fca6e232c0 preprocessor: fix bug in merge of rmExtraExo branch 2015-05-28 16:16:54 +02:00
Houtan Bastani 6a37dc9e21 Merge branch 'master' into rmExtraExo 2015-05-18 17:16:55 +02:00
Houtan Bastani ec82663580 preprocessor: external functions bug fix: fixes the case where an external function is contained in a local variable that’s used in an equation with leads/lags that require auxiliary equations. Closes #916 2015-05-12 16:39:10 +02:00
Houtan Bastani 96a5949d9e preprocessor: remove extraneous varexo, update model and statements, #841 2015-03-06 16:44:17 +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 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
Michel Juillard 6bee53c658 extended_preprocessor: fixed computation of steady state out of
steady_state_model
2014-02-24 13:33:48 +01:00
Michel Juillard 6e0ef026ac write C++ version of model functions without temporary terms 2014-02-24 13:33:48 +01:00
Houtan Bastani e0f662129a preprocessor: namespace fixes to remove clang warnings 2013-12-30 14:54:00 +01:00
Sébastien Villemot 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
Houtan Bastani c9d7971df2 preprocessor: ExprNodeLess is a struct 2013-11-21 14:48:11 +01:00
Houtan Bastani 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
Sébastien Villemot 55a548282c Possibility of restricting differentiate_forward_vars to some variables
Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot 94e6f569b8 Add new model option 'differentiate_forward_vars' (ref. #351) 2013-04-25 18:09:31 +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 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
Sébastien Villemot 67a1737f00 Update copyright notices 2012-06-08 18:22:34 +02:00
Michel Juillard 78bd465294 finishing implementation of optional transformation of log and non
integer power arguments   to insure that they are positive
2012-05-26 20:53:48 +02:00
Michel Juillard 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
Michel Juillard 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
Houtan Bastani b75d0e733f Remove unused expectation syntax 2011-10-26 14:30:47 +02:00
Houtan Bastani 5c48733f55 output mex file for static model (closes #183) 2011-08-19 16:57:27 +02:00
Houtan Bastani be236c6402 code cleanup 2011-03-28 11:34:42 +02:00
Houtan Bastani d2a6f0f42c Implement explicit writing of first order conditions of Ramsey problem (ticket #5) 2011-03-24 17:17:15 +01:00
Sébastien Villemot d264b7b2e3 Reindentation of the preprocessor 2011-02-04 16:25:38 +01:00