9292389eeb
preprocessor: replace obj_var_ with M_.osr.variable_indices and optim_weights with M_.osr.variable_weights. #948
2016-05-20 15:53:49 +02:00
97a35ad6cb
preprocessor: add warning if more than one osr_params statement is encountered in the .mod file. #948
2016-05-20 15:46:33 +02:00
a4045ae2da
preprocessor: make modifications to osr_params and osr_params_bounds output. #948
2016-05-20 15:43:12 +02:00
18328210b2
preprocessor: simplify a5590f79176315f7b214d6deeb865956683f4230
2016-05-19 12:10:19 +02:00
6bb02e0bd4
preprocessor: fix bug in debian compilation
2016-05-19 12:06:53 +02:00
323fe8d41a
preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187
2016-05-18 12:26:19 +02:00
ac5a82ded9
Revert "Revert "preprocessor: add option no_2nd_order_params_derivs. #1187""
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This reverts commit c496d6f5ca905abe99a257f8f757fc3816cefe56.
2016-05-18 10:34:45 +02:00
48928c61ce
Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
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This reverts commit 6192a6a7765e7bde388f4a6feac4362d1e9fd284.
2016-05-18 10:33:45 +02:00
b898bfea6e
preprocessor: add params_derivs_order to identification and sensitivity. #1187
2016-05-17 17:18:16 +02:00
d1e1003d72
preprocessor: fix typo
2016-05-17 15:42:23 +02:00
e68711c6c3
Revert "preprocessor: add option no_2nd_order_params_derivs. #1187"
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This reverts commit 024586fbb1152d4ee4d2aa259c5012c2483c9a52.
2016-05-17 15:37:46 +02:00
de9d05aac4
Revert "preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187"
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This reverts commit 1442f83037e9d66a718a0fd446faddae5ebbf58b.
2016-05-17 15:37:29 +02:00
adf1c0392b
preprocessor: add analytic_derivation_mode option to identification and sensitivity. #1187
2016-05-17 15:32:51 +02:00
448de477e5
preprocessor: add analytic_derivation option to identification and sensitivity. #1187
2016-05-17 12:43:05 +02:00
9202c1e6c2
preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187
2016-05-13 10:48:49 +02:00
c3dcc0e121
preprocessor: add option no_2nd_order_params_derivs. #1187
2016-05-12 14:40:28 +02:00
0b922739a6
preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187
2016-05-12 12:02:34 +02:00
ca1879fe7d
preprocessor: interface for osr_params_bounds. #948
2016-05-10 18:01:00 +02:00
8f2007fac5
preprocessor: fix bug introduced in c9ca46f228c73dc8b85322109f896cc32f446a7c. Further simplify ParsingDriver::declare_nonstationary_var(). Closes #1184
2016-05-09 16:10:04 +02:00
4462591347
fix copyright dates
2016-05-04 16:05:31 +02:00
1df83c1807
add option colormap for shocks_decomposition
2016-04-15 09:02:53 +02:00
94f1f9883a
adding groups of shocks for shock_decomposition
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consistency checks, documentation and test case
are still missing
2016-04-15 09:02:53 +02:00
aa12dc6d5b
fixed issue with auxiliary variables and external function
2016-04-09 09:23:17 +02:00
0979b3464e
Merge pull request #1152 from JohannesPfeifer/headers
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Cosmetic changes to various function headers
2016-04-08 23:29:16 +02:00
8ed19b668c
simplify writing of auxiliary variables definitions
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This will fail if external function are used in
auxiliary variables definition
2016-04-08 09:33:57 +02:00
6f4d12c3f4
fixed bug with external function introduced in the
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refactoring to the _static file
2016-04-07 18:27:44 +02:00
da63d21f0d
fixing problems with Ramsey policy and auxiliary variables
2016-04-04 17:11:03 +02:00
e5cee0fdd7
build full static model for analytical derivatives
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estimation code
2016-04-01 18:45:19 +02:00
f6f4ea70fb
skipt expectation operator in substitution of auxiliary variables
2016-04-01 18:45:19 +02:00
32fb90d5f3
completing replacement of auxiliary variables in static model
2016-04-01 18:45:19 +02:00
1b4f68f934
replacing auxiliary variables by their definition
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in static model. Doesn't work right yet.
2016-04-01 18:45:19 +02:00
489b778016
put orig_eq_nbr and ramsey_eq_nbr in mod_file_struct
2016-04-01 18:45:19 +02:00
62eb7e7443
Add headers for param_derivs-files
2016-03-29 15:57:49 +02:00
4419b9e9e6
Fix :
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"Bytecode does not enforce positivity constraint on irreversible investment model #439 "
when block model option is used.
When cutoff is set to 0 the block decomposition is performed on the incidence matrix instead of the static Jacobian matrix. This correction avoids to use derivatives on logical operators that are always equal to 0.
2016-03-25 15:38:49 +01:00
d52c378460
Allow prefilter_decomposition as option if calib_smoother
2016-03-23 10:31:10 +01:00
0c0ea326ce
Fix wrong initialization of trend_coeff in preprocessor/ComputingTasks.cc
2016-03-23 10:06:19 +01:00
e9f9aa2184
Allow irf_shocks in DSGE-VAR models.
2016-03-22 16:04:33 +01:00
a509fa7b87
Merge pull request #1130 from JohannesPfeifer/dataset_info
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Save dataset_info in results.mat if it exists
2016-03-18 14:30:09 +01:00
cd66cf7bbf
fix copyright dates
2016-03-15 12:45:57 +01:00
42d166e272
Fix compatibility with Flex 2.6.
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In Flex 2.6, the C++ scanner changed. yyout is now a reference (and no
longer a pointer).
2016-03-14 16:28:24 +01:00
d38d6e26b4
fix copyright dates
2016-03-11 16:22:42 +01:00
92624c2bcb
preprocessor: allow for changing planner_discount in .mod file. closes #1092
2016-03-11 15:56:34 +01:00
227b9d2339
Save dataset_info in results.mat if it exists
2016-03-11 15:29:12 +01:00
0f794948ff
Merge branch 'temporary_terms'
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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
fde8adc240
build system: cosmetic typo fix
2016-03-09 16:53:57 +01:00
dc1748f3f4
build system: fix typo
2016-03-08 18:06:45 +01:00
359b4a20bc
Fixed extended path.
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- Removed call to make_ex_,
- Fill oo_.exo_simul in extended path routine,
- Do not update oo_.exo_simul after the call to the extended path routine,
- Cosmetic change.
(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
f0ff0d911b
preprocessor: allow arbitrary partitioning of variables (removes long_name keyword)
2016-02-26 16:47:17 +01:00
e342858d04
preprocessor: initialize xref structure and use indices. closes #1125
2016-02-23 14:32:48 +01:00
50a4d50821
preprocessor: introduce new option compute_xrefs, #1125
2016-02-23 13:57:55 +01:00
Houtan Bastani
Michel Juillard
Stéphane Adjemian
Johannes Pfeifer
Ferhat Mihoubi
Johannes Pfeifer
Sébastien Villemot