Commit Graph

806 Commits (9af724825c393b3fe209564ddc4d75dfed953b5c)

Author SHA1 Message Date
Sébastien Villemot 9af724825c estimated_params: check that no symbol is declared twice in the block
Closes #296
2013-02-26 12:37:35 +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 37440c732a check only returns eigenvalues, not the whole oo_ 2013-01-15 16:45:15 +01:00
Sébastien Villemot dac87a6126 Ensure that running check without stoch_simul still sets oo_.dr.eigval
This is documented in the reference manual, but was not working.
The change consists in having check.m returning oo_ as 1st output argument, and
having the preprocessor generating the corresponding code.
2013-01-15 16:14:15 +01:00
Sébastien Villemot 6486e529d5 Improve error message for 3rd derivatives of external functions 2013-01-15 11:39:04 +01:00
Ferhat Mihoubi c709053202 Adds conditional forecast using the extended path method 2013-01-11 18:04:46 +01:00
Michel Juillard 34099da167 fixed bug in computation of derivative of erf() function 2012-12-07 21:46:50 +01:00
Sébastien Villemot abd5bfda50 Fix breakage of static file introduced by 8c83135c
In StaticModel, deriv_ids are no longer equal to symb_ids; some parts of the
code were relying on that assumption
2012-12-01 23:32:24 +01:00
Sébastien Villemot 922a7ad61e Remove unused stuff 2012-11-29 18:08:53 +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
Sébastien Villemot c50cd383c0 Add ar option to estimation
Closes: #276
2012-11-29 15:44:06 +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 47c83d839e Remove duplicate information in M_.blocksMFS 2012-11-16 17:39:03 +01:00
Sébastien Villemot 0cae76f0eb Remove duplicate information in M_.blocksEQU 2012-11-16 17:16:40 +01:00
Sébastien Villemot 823d5a51a6 Add interface and documentation to model_diagnostics
Closes: #205
2012-11-16 12:34:49 +01:00
Sébastien Villemot b3f3619ca8 Allow infinite values in threshold_reform option of GSA
Closes: #266
2012-11-16 11:08:49 +01:00
Houtan Bastani ab604b7d16 console => nodisplay (Completes ticket #282) 2012-11-12 16:48:44 +01:00
Houtan Bastani d8cbb55ee7 all_values_required keyword for initval and endval 2012-11-06 15:45:08 +01:00
Houtan Bastani bc4a2bffe4 bug fix: none instead of pdf to graph_format 2012-10-31 16:16:45 +01:00
Houtan Bastani 4509136dba bug fix: remove previous declaration of NONE as token in flex 2012-10-31 15:59:12 +01:00
Michel Juillard e3ff0bbd32 ms-sbvar: made option final_year optional is using the entire sample 2012-10-24 14:05:54 +02:00
Stéphane Adjemian (Charybdis) d01d952a6f Added the possibility to write graph_format=none, in which case the graphs are displayed (provided nograph and nodisplay options are not used) but not saved. 2012-10-17 16:28:36 +02:00
Sébastien Villemot 93777bd73e Fix preprocessor crash when an pre-computed constant equals NaN or Inf 2012-10-01 16:22:38 +02:00
Sébastien Villemot f878d8a644 Isolate block decomposition code
This should fix some random crashes of the preprocessor
2012-09-28 18:41:18 +02:00
Houtan Bastani e8d8e96165 ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization) 2012-09-27 15:32:33 +02:00
Houtan Bastani 39d68a9614 ms-sbvar bug fix: store no_create_init as number instead of string 2012-09-26 18:07:49 +02:00
Sébastien Villemot 514db5f801 Preprocessor interface for multiple graph formats 2012-09-11 14:26:53 +02:00
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 cb696b52f2 Remove FlexLexer.h; rather copy it from /usr/include when flex is run 2012-08-06 18:52:06 +02:00
Michel Juillard 5feeabfda7 removing preprocessor check about pruning at 3rd order 2012-08-01 10:01:59 +02:00
Sébastien Villemot 1c98c34724 Amend the workaround for ticket #35, so that shocks+endval+simul can looped over 2012-07-30 17:01:42 +02:00
Sébastien Villemot dbec61ba62 Preprocessor: handle underflows and overflows as MATLAB and Octave do
i.e. don't fail when they happen and instead return 0 or Inf
2012-07-12 12:46:22 +02:00
Stéphane Adjemian (Charybdis) 25e042f67a Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose). 2012-07-11 18:26:22 +02:00
Sébastien Villemot 156b86665b Allow back "dr" in variable names 2012-07-02 10:11:32 +02:00
Ferhat Mihoubi d80d7aa1e7 Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
Sébastien Villemot 683fdae2ad Fix option simul_replic 2012-06-26 17:01:13 +02:00
Houtan Bastani 02e886c744 preprocessor: add @#ifndef directive 2012-06-26 15:12:31 +02:00
Houtan Bastani 2b901fef80 fix bug with @#ifdef in macroprocessor 2012-06-26 14:50:16 +02:00
Michel Juillard f60aedd095 fixing bug in discretionary_policy and implementing option solve_maxit 2012-06-19 14:08:45 +02:00
Houtan Bastani 6d76ec94f7 preprocessor: require instruments option for discretionary_policy 2012-06-19 12:07:21 +02:00
Sébastien Villemot 93d08ba45e Preprocessor: fixes for identification and dynare_sensitivity 2012-06-15 15:35:00 +02:00
Sébastien Villemot 67f29dbbd9 Fix nograph, nodisplay and graph_format for identification and dynare_sensitivity 2012-06-15 11:06:07 +02:00
Sébastien Villemot 7442179a65 Allow nograph, nodisplay and graph_format in identification 2012-06-15 10:30:53 +02:00
Sébastien Villemot 979500a391 Macroprocessor: mention @#ifdef in error messages 2012-06-13 18:40:12 +02:00
Sébastien Villemot 16239fd665 New option simul_replic in preprocessor and documentation 2012-06-11 11:53:55 +02:00
Sébastien Villemot a27e48575b Fix unitialized variable 2012-06-09 10:24:09 +02:00
Sébastien Villemot 4541e17e83 Remove various compiler warnings 2012-06-08 19:06:03 +02:00