Sébastien Villemot
3941278832
Add more comments in routines for aux vars for unary ops / diff operators
...
By the way, do some small code simplifications.
2019-08-19 18:27:57 +02:00
Houtan Bastani
2c8d0471a4
normalizeEquation not implemented for PacExpectationNodes
2019-07-15 16:34:54 -04:00
Houtan Bastani
ae0a91256a
add cubic root to dynare language
2019-07-15 12:18:26 -04:00
Sébastien Villemot
17c4104275
ExprNode::removeTrendLeadLag(): pass map argument by const-reference rather than by value
2019-07-05 18:22:24 +02:00
Sébastien Villemot
69f2f1ca88
UnaryOpCode::eval(): add missing error cases
2019-06-19 17:31:33 +02:00
Houtan Bastani
7fb591645f
fix bug in pac equation: match terms of param*linear_expression
2019-05-03 11:54:45 +02:00
Sébastien Villemot
82cd95a653
Remove some unnecessary headers
2019-05-02 15:30:33 +02:00
Sébastien Villemot
1907249fac
Ask GCC to warn about C-style casts (-Wold-style-cast)
...
Adapt the code accordingly.
2019-04-23 12:54:11 +02:00
Sébastien Villemot
b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding)
2019-04-16 11:35:31 +02:00
Sébastien Villemot
39926133b8
More automatic modernizations with clang-tidy
2019-04-03 16:46:20 +02:00
Sébastien Villemot
8a41a75c85
Apply modernize-raw-string-literal from clang-tidy
...
Use ReplaceShorterLiterals option to enforce replacement of all strings.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-raw-string-literal.html
2019-04-03 16:45:52 +02:00
Sébastien Villemot
8dad93964d
Allow linear combination of targets in error correction term of trend component models
2019-03-29 17:06:24 +01:00
Sébastien Villemot
9bc6c57a5c
Factorization: create new utility SymbolTable::getUltimateOrigSymbID()
2019-03-29 17:06:24 +01:00
Sébastien Villemot
9b98da424a
Simplification in BinaryOpNode::getPacAREC()
2019-03-29 17:06:24 +01:00
Sébastien Villemot
4114b8a9e1
Simplification in BinaryOpNode::fillAutoregressiveRow
...
By the way, fix bug in detection of duplicate elements.
2019-03-29 17:06:23 +01:00
Houtan Bastani
92af6ffbe7
pass flag because regex’s on matlab side depend on it
2019-03-15 16:12:54 +01:00
Houtan Bastani
da9f5dcffb
Revert "make pac expectation JSON output like that of var expectation"
...
This reverts commit 21d42e6010
.
2019-03-15 16:11:55 +01:00
Houtan Bastani
21d42e6010
make pac expectation JSON output like that of var expectation
2019-03-15 15:47:50 +01:00
Houtan Bastani
50c26f4945
further simplifications related to AR matrices
2019-03-15 14:35:57 +01:00
Houtan Bastani
f1d1c1e1c1
trend_component_model: simplify AR
2019-03-15 12:27:32 +01:00
Houtan Bastani
a3c08f932e
simplify code to find autoregressive matrix for VARs
2019-03-15 12:26:59 +01:00
Houtan Bastani
0544141545
pac: fix bug when checking for symb_ids
2019-03-15 12:06:10 +01:00
Houtan Bastani
1e21904496
use emplace_back instead of push_back
2019-03-11 15:51:41 +01:00
Houtan Bastani
583c8373d7
pac: add residual to additive part
2019-03-07 12:23:19 +01:00
Houtan Bastani
9b1b4113d9
pac: keep order of variables in ec part of pac equation and add scaling factor to output
2019-03-07 11:31:45 +01:00
Houtan Bastani
14e7c92f14
pac: fix bug in setting of target variable
2019-03-07 11:31:45 +01:00
Sébastien Villemot
abfe1a70e7
Fix typo
2019-03-05 18:59:40 +01:00
Houtan Bastani
68850536e6
stop processing if we substitute a unary op with a lead. closes #20
2019-03-05 15:20:32 +01:00
Houtan Bastani
a1c79e6a4c
remove code that should have been removed in 9963686e72
2019-03-05 12:33:21 +01:00
Houtan Bastani
9963686e72
handle additive terms when PAC equation does NOT have non/optimizing agents
2019-03-05 12:20:45 +01:00
Houtan Bastani
5f013756f2
find additive parts to pac equation
2019-02-27 23:12:05 +01:00
Houtan Bastani
effa40543e
pac: find correct target variable when pac equation accounts for share of optimizing agents
2019-02-25 18:46:44 +01:00
Sébastien Villemot
8ae7f81fd9
Fix bug with var_expectation nodes introduced in 38152c34a4
...
We must provide a return value for
VarExpectationNode::maxLagWithDiffsExpanded().
Return zero, which will lead to the right overall result even if it is not
strictly the right choice (see the comment in the code).
2019-02-22 17:30:09 +01:00
Houtan Bastani
469a328cfc
replace make_pair and make_tuple
2019-02-21 10:42:10 +01:00
Houtan Bastani
240aba6709
move pac info out of pac expectation node
2019-02-20 15:35:13 +01:00
Houtan Bastani
34756833ae
pac: output info into substructures based on pac model name & equation tag
2019-02-19 18:32:42 +01:00
Houtan Bastani
760eaf6712
fix compilation warning
2019-02-19 18:32:42 +01:00
Houtan Bastani
fc6d04b015
create A0 and A0star matrices for trend component models
2019-02-19 12:26:30 +01:00
Houtan Bastani
0ea84fa9a4
pac: allow steady state growth and model consistent expectation substitution in pac equation
2019-02-18 15:11:45 +01:00
Houtan Bastani
b3fbb86214
relieve constraint that max lag on EC matrix is 1
2019-02-15 11:12:07 +01:00
Houtan Bastani
f4837e6c94
fix AR and EC matrices when `equation = C` results in a simplified equation
2019-02-14 17:09:57 +01:00
Houtan Bastani
6e680c0159
simplify in accordance with 02ae0af3e5
2019-01-29 17:52:19 +01:00
Houtan Bastani
302fec4dec
remove comparisons to nullptr
2019-01-29 17:46:09 +01:00
Houtan Bastani
02ae0af3e5
change map type for readability
2019-01-29 17:43:17 +01:00
Houtan Bastani
90c45b2cd6
remove unused function added in d922ae8ffc
2019-01-28 15:34:38 +01:00
Houtan Bastani
f5df7e7567
when an equation is of the form `X` = `constant`, replace all occurrences of `X` in other equations with `constant`
2019-01-28 15:32:12 +01:00
Houtan Bastani
d922ae8ffc
pac_model: permit lag on growth option
2019-01-25 14:52:26 +01:00
Sébastien Villemot
e7c9c26d2d
More modernizations with clang-tidy
2019-01-15 11:08:47 +01:00
Houtan Bastani
bb624ec6a7
epilogue: allow for simulations in epilogue block
2018-12-19 16:09:30 +01:00
Houtan Bastani
aad8414f94
allow the use of previously assigned variables in epilogue block in later equations in epilogue block
2018-12-10 16:30:19 +01:00
Houtan Bastani
9d3f104b8c
fix epilogue block
2018-12-10 12:27:27 +01:00
Sébastien Villemot
82b1467074
Improve consistency of ExprNode methods for calculating max lead/lag
...
- ExprNode::maxLag() and ExprNode::maxLead() now take into account exogenous
deterministic variables, for consistency with M_.maximum_{lead,lag}
- ExprNode::maxLag() no longer behaves as if diff() operators were
expanded (i.e. it now returns 1 on diff(x(-1))), for consistency with
maxEndoLag() and maxExoLag()
- New ExprNode::maxLagWithDiffsExpanded() method, that behaves as maxLag() used
to behave (except that it also takes exogenous deterministic into account)
2018-12-05 15:30:03 +01:00
Sébastien Villemot
fe6d4e9bca
Modify semantics of ExprNode::countDiffs()
...
Previously, this function was counting the total number of diff() operators in
an expression. But this is not very useful, and is potentially misleading,
because in practice we use this function to compute the maximum lag on
variables in levels.
This function now returns the maximum number of nested diffs.
For example, on diff(x)+diff(diff(y)), this function was returning 3, and it
now returns 2.
2018-12-05 12:41:13 +01:00
Sébastien Villemot
a08ce3de2b
Yet more simplifactions using std::tuple
2018-12-03 16:07:13 +01:00
Sébastien Villemot
571b5d0816
Computation of temporary terms generalized to any derivation order
2018-11-30 12:22:13 +01:00
Sébastien Villemot
e9341c7153
Implement option "expression" of var_expectation_model
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The data structure written in the driver file is changed also in the case of
the "variable" option.
2018-11-28 17:33:59 +01:00
Sébastien Villemot
b88e0de53f
Remove useless accessor methods for data members that are const in ExprNode classes
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Those const data members are simply made public.
2018-11-28 14:35:30 +01:00
Sébastien Villemot
16a97a96fd
Rewrite engine for matching the non-optimizing agents part in PAC
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The engine is now more robust and should reject any expression that does not
conform to the expected form. It is also able to deal with more cases, such as
terms appearing with a minus sign, or variables in the middle of a
three-factors product.
BTW, use a std::tuple for storing the result of the matching inside
PacExpectationNode, and change the order of components within the
structure (variable first, scalar last).
2018-11-27 19:03:35 +01:00
Houtan Bastani
9968f5c971
fix bug in JSON output: JSON values that are decimals must be preceded by a 0
...
e.g. 0.5 is valid but .5 is not.
2018-10-23 14:00:36 +02:00
Houtan Bastani
9eaf39235e
write aux_unary_op function to output
2018-10-15 12:04:53 +02:00
Sébastien Villemot
1089a223c4
Clean up default constructors/destructors
2018-10-11 17:08:44 +02:00
Sébastien Villemot
63a5ffb761
Rename ExprNode::cloneDynamic into ExprNode::clone, for clarity
2018-10-10 13:08:11 +02:00
Sébastien Villemot
215283005e
No longer store symbol type in VariableNode
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This facilitates switching variable types on the fly. In particular, this
allows removing the hack in DynamicModel::updateAfterVariableChange() that way
basically recreating all the nodes after the type change.
2018-10-10 12:34:05 +02:00
Sébastien Villemot
7bb5382428
Always use brace-initializer in constructors
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The syntax makes clearer the distinction between a function call and an
initialization. Also, it prevents bugs due to implicit type conversions.
2018-10-04 17:19:18 +02:00
Sébastien Villemot
3f26933f44
Replace ExternalFunctionSetOrNot enum by integer constants
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This was not conceptually an enum, but rather a collection of unrelated
constants:
- two constants for use as placeholder for symbol IDs at different places
- one constant for the default number of arguments
2018-10-02 18:10:12 +02:00
Sébastien Villemot
15d026e54e
C output: split generated function into several smaller subfunctions
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This mimicks the structure of M-functions (though the logic for filling the
temporary terms vector is a bit different).
This change implied a modification in the way we compute the checksum in case
of block decomposition (the temporary terms for the C output are not correctly
computed in that case).
2018-10-01 16:04:01 +02:00
Houtan Bastani
c9f5cef99b
write AST in JSON
2018-09-18 17:48:04 +02:00
Houtan Bastani
eb74d48393
trend_component_model: replace `trends` option with `targets`
2018-09-13 12:21:23 +02:00
Houtan Bastani
dc9ecbb49a
fix bug in columns of EC matrix
2018-09-12 17:56:30 +02:00
Houtan Bastani
8acee8fd54
fix AR and EC matrices for double diff
2018-09-11 16:56:05 +02:00
Houtan Bastani
f71c861d5e
output EC matrix in file for trend component models
2018-09-10 17:44:04 +02:00
Houtan Bastani
46709ada3f
output AR matrix in file for trend component models
2018-09-10 14:51:33 +02:00
Houtan Bastani
f5e5dea1be
support hard-coded parameters and parameter expressions in AR matrix
2018-09-07 10:14:18 +02:00
Houtan Bastani
acc197f539
output AR matrix in file
2018-09-06 18:00:05 +02:00
Sébastien Villemot
e19a14869e
Convert ExprNodeOutputType into a class enum
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Incidentally, replace the IS_* macros by inline functions.
2018-09-05 18:28:32 +02:00
Sébastien Villemot
c6d4cb88c3
ExprNode and its subclasses are no longer friends of DataTree
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This ensures a better isolation between the container and the containees.
2018-09-05 18:28:32 +02:00
Sébastien Villemot
004d909621
Use smart pointers for storage of ExprNode in DataTree class
...
- BTW, store them in a std::vector rather than std::list
- incidentally, fix issue in VariableNode::removeTrendLeadLag where expression
sharing was possibly violated when creating a new VariableNode
2018-09-05 18:28:32 +02:00
Houtan Bastani
9f0c30740e
introduce epilogue block
2018-09-05 12:31:49 +02:00
Stéphane Adjemian(Charybdis)
a35c1785a8
Cosmetic change.
2018-09-04 12:08:05 +02:00
Houtan Bastani
49d8931fc0
fix typo in 8584323563
2018-09-04 10:45:39 +02:00
Houtan Bastani
8584323563
provide information on order of ec.vars
2018-09-04 10:39:05 +02:00
Houtan Bastani
fde836d7fe
trend_component_model: find trend_vars associated with equation
2018-08-31 14:24:44 +02:00
Houtan Bastani
948e8cb6e4
fix bug in creation of ec vars for pac equation
2018-08-28 16:00:25 +02:00
Houtan Bastani
9e6bdc2334
Revert "fix bug in collection of ec vars of pac equation"
...
This reverts commit 74dd6a69e9
.
2018-08-28 13:32:48 +02:00
Houtan Bastani
74dd6a69e9
fix bug in collection of ec vars of pac equation
2018-08-27 16:41:39 +02:00
Stéphane Adjemian(Charybdis)
74b693a1ec
Cosmetic change.
2018-08-14 16:46:43 +02:00
Stéphane Adjemian(Charybdis)
adbeb49b29
Do not print non optimizing behaviour field in PAC if empty.
2018-08-14 16:45:01 +02:00
Houtan Bastani
ac850f5187
pac: stop processing of PAC equation if optimizing share parameter is hard-coded
2018-08-13 17:22:28 +02:00
Houtan Bastani
d3bd6ace90
pac: print optimizing share parameter
2018-08-13 17:00:47 +02:00
Houtan Bastani
edc242d471
preprocessor: find optimizing shares of agents in PAC equation
2018-08-13 14:34:57 +02:00
Houtan Bastani
c5c61f99ba
fix bug with max_lag reported for PAC equation
2018-08-13 12:12:20 +02:00
Sébastien Villemot
f3c2a1bf87
New var_expectation_model statement and re-design of var_expectation operator
...
Given a previously declared var_model, the var_expectation_model statement is
used to declare a way of forming expectations with this VAR (possibly using a
finite or infinite discounted sum). The var_expectation operator now takes a
single argument, the name of the var_expectation_model.
For the moment, this only works when the var_model is using equations
explicitly declared in the model block.
2018-08-02 08:39:09 +02:00
Sébastien Villemot
04b6690d5a
C++11: convert ExternalFunctionType to a class enum
2018-07-18 17:28:23 +02:00
Sébastien Villemot
4ad0e500d4
C++11: convert {Unary,Binary,Trinary}Opcode to class enums
2018-07-18 16:18:26 +02:00
Sébastien Villemot
d6055c1407
C++11: convert SymbolType to a class enum
2018-07-17 18:55:26 +02:00
Sébastien Villemot
946d105c04
Remove C and C++ preprocessor output types
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This code is broken since the temporary terms array changes. It is probably not
worth maintaining it.
2018-07-17 16:52:11 +02:00
Sébastien Villemot
b8a5dfdc39
Replace several usages of C macroprocessor with C++ constructs
2018-07-17 16:36:58 +02:00
Houtan Bastani
bbb2b067bf
prevent compilation warning
2018-06-27 13:45:51 +02:00
Houtan Bastani
b8ae9f6935
Fix max lags for var
2018-06-11 15:18:06 +02:00
Houtan Bastani
84c2dc5f36
transform_unary_ops now introduces aux variables/equations for all unary ops specified by UnaryOpNode::createAuxVarForUnaryOpNode()
...
In the absence of this option, if a var_model statement(s) is present, then aux vars/eqs are created for the same types of unary operators but only for equations specified in the var_model statement
In the absence of both this option and var_model statements, no unary op auxiliary variables are created
diffs continue to be substituted everywhere; for the moment auxiliary variables are created for diffs of expressions. A forthcoming change will allow auxiliary variables created for diffs of expressions to be linked with their lagged expressions as is currently the case for diffs of variables
2018-06-07 17:16:12 +02:00
Houtan Bastani
a30f8f365e
Only create auxiliary variables for diffs that appear in VAR equations or equations that have pac_expectations in them
...
Otherwise, substitute the diff (i.e. `diff(x)` -> `x-x(-1)`)
2018-06-05 18:39:13 +02:00
Houtan Bastani
2cd3aa95cc
When `transform_unary_ops` is passed, only substitute unary operators that appear in VAR equations
2018-06-05 17:41:15 +02:00
Sébastien Villemot
7e16307382
Simplify DataTree maps using std::tuple
2018-06-04 17:35:02 +02:00
Sébastien Villemot
abe44fb063
Replace the use of boost::bind by a lambda
2018-06-04 16:51:36 +02:00
Sébastien Villemot
272d36a37c
Remove useless casts of nullptr
2018-06-04 16:39:01 +02:00
Sébastien Villemot
608c43450c
Replace most calls to make_pair by braced-initializer lists or emplace()/emplace_back()
2018-06-04 16:36:46 +02:00
Sébastien Villemot
182c53273e
Remove useless spaces in type qualifiers
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In C++11, it is no longer necessary to put a space between two consecutive ">".
2018-06-04 15:03:31 +02:00
Sébastien Villemot
1e56c73377
Port to C++11 nullptr keyword
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Performed using modernize-use-nullptr from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-nullptr.html
2018-06-04 15:03:31 +02:00
Sébastien Villemot
e73ebc7033
Port to C++11 noexcept keyword
...
Performed using modernize-use-noexcept from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-noexcept.html
2018-06-04 15:03:31 +02:00
Sébastien Villemot
64eb494298
Port to C++11 syntax for default constructors
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Performed using modernize-use-equals-default from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-equals-default.html
2018-06-04 15:03:31 +02:00
Sébastien Villemot
33b1359905
Port to C++11 emplace_back() method on containers
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Performed using modernize-use-emplace from clang-tidy.
Manual intervention was needed to transform a NULL into nullptr in SymbolTable.cc.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-emplace.html
2018-06-04 15:03:31 +02:00
Sébastien Villemot
c0ed97d247
Port to C++11 auto keyword
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Performed using modernize-use-auto from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-auto.html
2018-06-04 15:03:26 +02:00
Sébastien Villemot
dcfc598196
Remove redundant void arguments
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Performed using modernize-redundant-void-arg from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-redundant-void-arg.html
2018-06-04 15:02:57 +02:00
Sébastien Villemot
20bbbd46c3
Port some constructors to pass-by-value using C++11 move semantics
...
Performed using modernize-pass-by-value from clang-tidy.
Manual intervention was needed to fix an issue in MacroValue.hh.
Also replace std::move by move, since we import the std namespace.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-pass-by-value.html
2018-06-04 12:35:28 +02:00
Sébastien Villemot
6cf4e6dc0c
Port to C++11 range-based for loops
...
Performed using modernize-loop-convert from clang-tidy.
Manual intervention was needed in MacroValue.cc because of a variable name
capture issue.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-loop-convert.html
2018-06-04 12:26:16 +02:00
Sébastien Villemot
28582c4a4b
Merge branch 'temporary_terms_array'
2018-06-04 11:40:49 +02:00
Houtan Bastani
90cf5bfbb1
fix bug in creation of auxiliary variables for unary ops
2018-06-01 15:52:39 +02:00
Houtan Bastani
cc65f82fd8
fix typo in a648dc9e50
2018-06-01 15:06:31 +02:00
Houtan Bastani
a648dc9e50
clarify error message
2018-05-31 19:23:44 +02:00
Houtan Bastani
9166cda225
remove code that is no longer used in creation of auxiliary variables for diff operator
2018-05-31 18:44:06 +02:00
Houtan Bastani
1b952a12e6
fix bug in var max lag and simplify code
2018-05-31 15:36:03 +02:00
Sébastien Villemot
59e427cf66
Merge branch 'master' into temporary_terms_array
2018-05-30 17:20:48 +02:00
Houtan Bastani
0aea4f0cc4
introduce dynare command transform_unary_ops to create auxiliary variables for certain unary ops. This will be used for VARs and VECMs but can also be used for OLS, for example
2018-05-30 16:48:08 +02:00
Houtan Bastani
856f6f508a
Revert "create aux vars for certain unary ops contained in diff operator"
...
This reverts commit f600a65c0e
.
2018-05-30 15:50:42 +02:00
Houtan Bastani
922d0551a8
Revert "fixes to auxiliary variable creation for unary ops in diff operators"
...
This reverts commit 48031b99f6
.
2018-05-30 15:50:26 +02:00
Houtan Bastani
48031b99f6
fixes to auxiliary variable creation for unary ops in diff operators
2018-05-30 14:42:00 +02:00
Sébastien Villemot
0b617ceb4b
Merge branch 'master' into temporary_terms_array
2018-05-29 17:25:11 +02:00
Sébastien Villemot
e1f65b3390
Fix bug in external functions with temporary terms array
...
Given that temporary terms are separated in several functions (residuals,
jacobian, …), we must make sure that all temporary terms derived from a given
external function call are assigned just after that call, and not in an other
function.
2018-05-29 17:07:18 +02:00
Houtan Bastani
f600a65c0e
create aux vars for certain unary ops contained in diff operator
2018-05-29 17:00:56 +02:00
Sébastien Villemot
08eedcb448
Add const qualifier for tef_terms in writeOutput method and siblings
...
Consequently, change various function calls where tef_terms was empty, passing
an (empty) rvalue instead of an lvalue.
2018-05-29 14:22:01 +02:00
Sébastien Villemot
33b280b3d5
Remove some ExprNode::writeOutput variants
...
More precisely, remove those variants where temporary_terms can be specified
without temporary_terms_idxs, in order to make clear that the latter is
expected. For situations where the tt_idxs are not needed (C, block MATLAB), an
empty map has to be explicitly given.
2018-05-29 11:13:55 +02:00
Sébastien Villemot
3f874cfced
Remove obsolete function
2018-05-28 16:39:28 +02:00
Sébastien Villemot
8657d4dc98
Fix block decomposition with temporary terms array
2018-05-28 11:58:11 +02:00
Sébastien Villemot
968e411c31
Make indexing in temporary terms array ready for a (hypothetical future) implementation in C
2018-05-25 15:19:50 +02:00
Sébastien Villemot
f4b633b199
Factorize code for writing temporary terms identifiers (Tnnn)
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Incidentally fix bug when a trinary operator becomes a temporary term with
block decomposition (without bytecode).
Also add a safety check to ensure that, if a temporary term is detected, its
index is indeed present in temporary_terms_idxs.
2018-05-25 14:53:48 +02:00
Sébastien Villemot
467604d428
Simplify ExprNode::writeOutput methods
...
The version with no temporary_terms_idxs argument needs not be virtual, since
it is the same implementation in all derived classes. Rather move it at the
level of the base ExprNode class.
2018-05-25 12:20:25 +02:00
Sébastien Villemot
bb4b5993b0
Simplify code for model local variables
2018-05-24 19:35:35 +02:00
Sébastien Villemot
164a6f303b
Fix bug in temporary terms array in the presence of model local variables
...
In the presence of MLVs, the temporary terms indexing was corrupted. The code
was using the implicit assumption that the ExprNodeLess ordering was giving the
same ordering as the temporary terms indexes ordering. But MLVs can be higher
in ExprNodeLess ordering than some other temporary terms, while they have the
lowest temporary terms index, hence the bug.
Fix this by no longer relying on the ExprNodeLess ordering, and rather use a
full map<ExprNode *, int> for ModelTree::temporary_terms_idxs. By the way,
simplify the code by removing a few useless data structures (e.g.
ModelTree::temporary_terms_idxs_*).
2018-05-24 19:35:21 +02:00
Houtan Bastani
732a317030
Merge branch 'master' into temporary_terms_array
2018-05-18 16:40:12 +02:00
Houtan Bastani
3d946ec8b7
var: check for leaded/contemporaneous variables
2018-05-16 12:17:06 +02:00
Houtan Bastani
3a71215ae1
pac: change auxiliary variable creation, fix VAR max lag
2018-05-15 14:42:36 +02:00
Houtan Bastani
912261e5fc
pac: separate params into EC and AR
2018-05-04 15:26:21 +02:00
Houtan Bastani
1310ec3caa
update pac output
2018-04-18 15:50:35 +02:00
Houtan Bastani
7ac33099f8
support undiff in pac model
2018-04-17 16:56:27 +02:00
Houtan Bastani
09e73f3bb4
var_model: fix lag info when diff present
2018-04-17 16:55:55 +02:00
Houtan Bastani
fb8d9258d0
add pac_model statement
2018-04-04 11:48:59 +02:00
Houtan Bastani
ec215e2a44
separate temporary terms: WIP
2018-03-28 16:41:48 +02:00
Houtan Bastani
5d339b69de
simplify pac_expectation code
2018-03-07 15:04:07 +01:00
Houtan Bastani
2a2f2799dd
fix compilation warnings
2018-03-07 12:58:51 +01:00
Houtan Bastani
a69c53b0c8
clean up var_model code
2018-03-06 14:42:11 +01:00