Houtan Bastani
947ca38440
preprocessor: split creation of latex model files. closes #966
2015-07-15 08:58:15 +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
f6fb8bbf47
preprocessor: fix function call in reindexStaticOnlyEquations
2015-05-20 12:28:49 +02:00
Houtan Bastani
a361980437
preprocessor: move all dynamic model reindexing to DynamicModel
2015-05-20 12:27:56 +02:00
Houtan Bastani
6a37dc9e21
Merge branch 'master' into rmExtraExo
2015-05-18 17:16:55 +02:00
Michel Juillard
39978f905f
changing code for making directory baseline in order to comply with mingw
2015-05-13 17:11:56 +02:00
Michel Juillard
a757579213
fixing logic in creation of checksum file. Improving documentation.
2015-05-11 08:57:24 +02:00
Michel Juillard
5b42483e81
adding feature to recompile MEX files only if the model has
...
changed (not activated yet)
detail of compilation code moved from preprocessor (ModFile.cc) to
./matlab/utilities/general/dyn_mex.m
2015-05-10 18:16:53 +02:00
Houtan Bastani
3783f05c71
preprocessor: remove commented code
2015-04-21 16:49:37 +02:00
Houtan Bastani
b27a60d06c
preprocessor: reindex equations marked as [static]
2015-04-15 17:00:17 +02:00
Houtan Bastani
e045d42c12
preprocessor: remove resetDataTree method
2015-04-15 16:16:26 +02:00
Houtan Bastani
cb1fb288f4
preprocessor: remove clearing of num_const_node_map
2015-04-15 14:21:05 +02:00
Houtan Bastani
ef640070c2
preprocessor: move reindexing functions from DynamicModel to ModelTree
2015-04-07 15:58:18 +02:00
Houtan Bastani
e3ef0b12c4
Merge branch 'master' into rmExtraExo
2015-04-01 15:22:10 +02:00
Michel Juillard
909cc995bd
fixing bug in treatment of temporary terms for blocks with *.m files
2015-03-31 15:50:35 +02:00
Houtan Bastani
81a2a2ee0d
remove extra exo’s for shocks statement, nonstationary, and trend vars; fix bugs
2015-03-10 17:57:30 +01:00
Houtan Bastani
96a5949d9e
preprocessor: remove extraneous varexo, update model and statements, #841
2015-03-06 16:44:17 +01:00
Stéphane Adjemian (Charybdis)
431e9e596a
Fixed homotopy for perfect foresight models with block option, cosmetic changes.
2015-02-20 14:48:25 +01:00
Stéphane Adjemian (Charybdis)
1349b448b0
Merge branch 'remove-globals-from-blocks'
2015-02-17 13:01:17 +01:00
Stéphane Adjemian (Charybdis)
facf06a1b5
Removed options_ and oo_ globals from *all* generated dynamic model
...
routines (with block option) and adapted some routines to reflect this change.
2015-02-17 12:57:30 +01:00
Stéphane Adjemian (Charybdis)
f78fd342fb
Removed options_ and oo_ globals from generated dynamic model
...
routines (with block option).
2015-02-16 16:56:17 +01:00
Houtan Bastani
4ba729fdd6
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
ferhat
bf50187993
Bug correction in splitting the jacobian into blocks: the vector variable_2_block is valid only for endogenous variables.
2015-01-21 13:33:29 +01:00
Houtan Bastani
2ca0dec650
Revert "preprocessor: replace oo_.exo_steady_state with steady_state_x, #825"
...
This reverts commit 2bb97a90d6a346244ca992b9caff6e4c55dd7f66.
2015-01-14 15:14:57 +01:00
Houtan Bastani
1fab5cbdd4
preprocessor: replace oo_.exo_steady_state with steady_state_x, #825
2015-01-14 15:13:48 +01:00
Houtan Bastani
b721c1ee8a
fix dates for changes in 86c3c0fb1b9afc7e6dbda4a47f7029f9446afddf and a40323d2fb24c1e1a044492842a9176e2b306f40
2015-01-08 18:39:04 +01:00
ferhat
b55ec06917
Bug correction on the way to collect information about the other endogenous variables in a block
2015-01-06 12:45:34 +01:00
Houtan Bastani
62c93895bf
preprocessor: remove unused variables
2014-12-30 21:55:43 +01:00
ferhat
7b5d57d455
Solves issues in deterministic simulation:
...
- replaces maximum_endo_(lead|lag) by maximum_(lead|lag) to determine the maximum number of lead and lag in deterministic simulation
- allows to use bytecode in solve_perfect_foresight_model.m
- Adds model information in bytecode
2014-12-17 09:37:43 +01:00
ferhat
b5568b70a5
Correction of a bug when "block" option is used without "bytecode" option in the "model" statement: for consecutive blocks that are evaluated, only the first one is in fact evaluated but not the following ones
2014-10-04 12:19:52 +02:00
Houtan Bastani
73caec3185
more explicit warning when dividing by zero in conversion to static model and when reading model #730
2014-10-03 17:04:07 +02:00
Johannes Pfeifer
1c1d3e8bfc
Add info to dynamic and static file headers that auxiliary equations may be present
2014-07-17 20:39:59 +02:00
Johannes Pfeifer
f8ce5637e3
Fix typo in header of DynamicModel.cc
2014-06-02 13:58:29 +02:00
Michel Juillard
cb45fe885e
Merge branch 'master' into ep
2014-05-09 10:02:05 +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
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
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
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
Michel Juillard
3d11273a61
extended-preprocessor: update test example1
2014-02-24 13:33:48 +01:00
Michel Juillard
416b7b849f
extended-preprocessor: adding back writing of model local variables (#)
2014-02-24 13:33:48 +01:00
Michel Juillard
17d0177276
returning sparse matrix in compressed format
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
8a50eee858
ms-dsge: change types of output for better packaging
2014-02-24 12:41:02 +01:00
Houtan Bastani
053ee41ac0
ms-dsge: create C driver file without statements
...
Conflicts:
preprocessor/DynareMain2.cc
preprocessor/ModFile.cc
preprocessor/ModFile.hh
preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
Sébastien Villemot
47a8fd0147
Add line numbers of equations in preprocessor error messages.
...
Closes #584
2014-01-27 16:41:43 +01:00
Sébastien Villemot
6ba0980460
Add a warning when some exogenous are not used in the model
2013-11-29 16:03:45 +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
fae00ea729
fix bug introduced by ee812f38816294450a307ccb8f2fb2a27fc032f0
2013-11-19 13:05:08 +01:00
Houtan Bastani
1707e6aa96
preprocessor: bug fix: return oo
2013-11-19 11:56:39 +01:00
Houtan Bastani
29507f8e45
proprocessor: block code bug fix: M and oo not being passed to solve_two_boundaries
2013-11-19 11:54:00 +01:00
Houtan Bastani
c23cbb5edd
clang compilation: replace ostringstream array with vector of strings
2013-11-18 12:16:37 +01:00
Houtan Bastani
c03f89eb8d
preprocessor: simplify if statement
2013-11-18 12:16:37 +01:00
Houtan Bastani
6d6701aa50
revert change that breaks gcc build
2013-11-05 18:21:12 +01:00
Houtan Bastani
1ae5832e13
preprocessor and matlab mex fixes for clang compilation
2013-11-05 18:04:57 +01:00
Sébastien Villemot
1634c7c50f
Always initialize M_.maximum_{endo,exo}_{lead,lag} and M_.params
...
Closes #515
2013-11-04 16:02:28 +01:00
Houtan Bastani
114cb8bc25
missing semicolon
2013-10-29 12:38:28 +01:00
Sébastien Villemot
46c7622f1c
Reactivate and fix the test for the balanced growth path.
...
If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).
Closes #506
2013-10-29 18:46:54 +08:00
Stéphane Adjemian (Charybdis)
7063e2d8be
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
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
Johannes Pfeifer
9d3722fdcb
Add full function header to static and dynamic model files
2013-07-28 11:32:14 +02:00
Sébastien Villemot
bbc422cf5a
Fix copyright notices
2013-06-12 17:04:46 +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
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
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
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
f878d8a644
Isolate block decomposition code
...
This should fix some random crashes of the preprocessor
2012-09-28 18:41:18 +02:00
Sébastien Villemot
67a1737f00
Update copyright notices
2012-06-08 18:22:34 +02:00
Houtan Bastani
cf49fd3b99
preprocessor: handle compilation warnings
2012-06-06 16:30:36 +02:00
Sébastien Villemot
2ac4f59489
Fix bug introduced in 4b86df05
2012-06-05 09:48:03 +02:00
Sébastien Villemot
3175a25663
Preprocessor: remove MATLAB short-circuit operators
...
They emit a warning under Octave
2012-06-04 17:18:13 +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
Ferhat
255d64e6d1
Corrects the number of lead and lags of a block
2012-02-17 10:48:28 +01:00
Sébastien Villemot
a32043c2a5
Preprocessor: compute temp. terms for 2nd deriv of residuals and jacobian wrt
...
params and 1st deriv of hessian wrt to params
2012-01-20 12:07:36 -05:00
Houtan Bastani
67f3a0ecc0
preprocessor: separate dynamic and static functions from their mexfiles
2011-12-23 18:22:41 +01:00
Sébastien Villemot
03fbe74c70
Fix compilation error in preprocessor
...
Error introduced in ca10372607d71bf2b5d99d2a9fe6c2b3bd352ff4
2011-10-29 12:22:14 +02:00
Ferhat Mihoubi
287c0647fa
* Correction of a bug appearing in a block decomposed model when an observable variable are also a state variable
2011-10-28 22:25:05 +02:00
Houtan Bastani
b75d0e733f
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
Sébastien Villemot
0298a70faa
aux vars: update C++ comment to reflect last changes
2011-10-21 16:56:13 +02:00
Michel Juillard
17c8ae5c9d
code simplification after commit 9425b36358b9b1a6dcfb82cbf0cd423c64748bff
2011-10-20 20:40:15 +02:00
Michel Juillard
7d44671996
fixing problems related to auxiliary variables
2011-10-19 12:47:15 +02:00
Ferhat Mihoubi
fd923d428d
Displays an error message when the model contains pound expressions and 'bytecode' or 'block' options are present
2011-10-14 14:35:32 +02:00
Ferhat Mihoubi
37d438dd5c
Cleans the messages displayed
2011-10-12 14:45:53 +02:00
Michel Juillard
16f550a986
preprocessor, auxiliary variables: fixes ordering issue introduced in
...
347ab4d0c0c79ae9a42898c1d5409d78708bb8a8 and corrects the earlier
ordering problem.
2011-09-28 22:11:44 +02:00
Ferhat Mihoubi
c4e0158e44
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
Houtan Bastani
5dc9092723
cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file
2011-08-19 16:59:18 +02:00
Ferhat Mihoubi
94e113b7a5
correct a bug during the state variables detection
2011-08-11 14:15:51 +02:00
Houtan Bastani
c6a33a96f1
remove writing of getPowerDeriv M function from block code functions
2011-07-25 10:21:02 +02:00
Houtan Bastani
1e4c0852f6
bug fix: getPowerDeriv not accessible from modfile.m
2011-07-19 14:35:35 +02:00
Sébastien Villemot
d2696ca2f0
Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree
2011-06-22 11:56:07 +02:00
Sébastien Villemot
06f7d23e90
Preprocessor: fix crash when no computational task is required
2011-06-22 11:34:38 +02:00