Commit Graph

156 Commits (94e6f569b8b54da29f2e7c7815f74ed526521927)

Author SHA1 Message Date
Sébastien Villemot 94e6f569b8 Add new model option 'differentiate_forward_vars' (ref. #351) 2013-04-25 18:09:31 +02:00
Sébastien Villemot 270a5db60a Fix handling of auxiliary variables in endval block 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 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 4f2f9e7ed6 Add preprocessor messages (stdout, stderr) to the logfile
Closes #306
2013-03-18 13:44:04 +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 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 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
Houtan Bastani ab604b7d16 console => nodisplay (Completes ticket #282) 2012-11-12 16:48:44 +01:00
Sébastien Villemot fb4a8d6186 Provide dynamic 3rd derivaties for estimation w/ analytic derivation 2012-08-08 15:34:43 +02:00
Sébastien Villemot 1082a16a64 Compute static hessian for estimation w/ analytic derivation 2012-08-08 12:42:02 +02:00
Sébastien Villemot de80c3dade Always compute hessian when analytic_derivation is set 2012-06-08 11:47:10 +02:00
Sébastien Villemot 73a503eba4 Generate derivs wrt params when anaytic_derivation=1 2012-06-07 15:33:43 +02:00
Houtan Bastani dc2e5e9226 config file: support GlobalInitFile option 2012-06-06 16:18:09 +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
Sébastien Villemot ec83afaa29 Fix compilation errors with GCC 4.7 2012-05-08 16:10:10 +02:00
Sébastien Villemot e1e77909a1 New preprocessor option for not creating a logfile
Closes: #241
2012-04-20 18:15:02 +02:00
Houtan Bastani e4916a1d84 preprocessor: display a summary of preprocessor warnings at the end of a Dynare run 2012-01-30 10:44:14 +01:00
Michel Juillard c60de03e84 the overall time of execution is now saved in the log file 2012-01-22 16:09:42 +01:00
Houtan Bastani 7c8baba064 warning output stream should be cerr 2012-01-18 14:42:57 +01:00
Houtan Bastani 67f3a0ecc0 preprocessor: separate dynamic and static functions from their mexfiles 2011-12-23 18:22:41 +01:00
Houtan Bastani 29d8028fc4 preprocessor: add prior statement 2011-12-21 12:21:29 +01:00
Sébastien Villemot bb39de5496 Preprocessor: delete _steadystate2.m file from previous run if exists
Closes: #224
2011-11-25 15:13:16 +01:00
Michel Juillard 411a7fa683 fixed "clear global" for Octave 2011-11-22 22:09:13 +01:00
Michel Juillard c9509817f0 another work-around for Octave 3.2 bug with "clear all" 2011-11-21 15:03:19 +01:00
Michel Juillard 805d01c785 use "clear -all" instead of "clear all" when running under Octave 2011-11-20 14:48:01 +01:00
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 c4e0158e44 block-Kalman filter is now available when block option is used 2011-09-20 14:18:31 +02:00
Houtan Bastani ab589aaaa8 output derivatives of static model when identification is present (closes #127) 2011-08-19 16:58:44 +02:00
Houtan Bastani 5c48733f55 output mex file for static model (closes #183) 2011-08-19 16:57:27 +02:00
Sébastien Villemot 06f7d23e90 Preprocessor: fix crash when no computational task is required 2011-06-22 11:34:38 +02:00
Ferhat Mihoubi 53fe3fe8ed - Compute :
+ the number of static, lag, lead and both variables,
  + the lead_lag_incidence matrix for variables related to previous blocks
  + the index of reordered policy rule
for each block during the preprocessing step
- correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode
- avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for  estimated or stochastically simulated models: the cutoff option is set to 0.
2011-06-18 17:53:50 +02:00
Michel Juillard 7433d140f7 discretionary_policy: fixing bug in preprocessor requirements 2011-06-18 06:53:00 +02:00
Sébastien Villemot 282f34b2d3 Preprocessor: adopt a more consistent behavior when no computing task is requested 2011-05-03 11:28:43 +02:00
Sébastien Villemot 54c5d256c0 Preprocessor: tentative fix for testsuite crash in block/bytecode 2011-04-28 10:41:43 +02:00
Sébastien Villemot fc15cd2583 Preprocessor: cosmetic change 2011-04-28 10:39:59 +02:00
Houtan Bastani be4c5c92ef ramsey_policy: allow discount factor to be an expression 2011-03-29 18:18:32 +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
Houtan Bastani de28e06bc4 bug fix: change order of the way we handle expectation operators and trend vars in transformpass 2011-03-23 15:46:04 +01:00
Ferhat Mihoubi d7ef08adf9 Check for varexo_det declaration and simul command incompatibility in the same mode-file 2011-03-18 12:47:06 +01:00
Michel Juillard 571aba6d97 adding syntax checks for discretionary_policy in the preprocessor 2011-03-17 20:13:09 +01:00
Houtan Bastani f8a717b496 bug fix: check that osr, osr_params and optim_weights appear together 2011-03-03 16:31:36 +01:00