Houtan Bastani
01552008ba
preprocessor: issue error when exogenous included in planner_objective. closes #1264
2016-08-12 11:50:57 +02:00
Stéphane Adjemian (Hermes)
432ce1d95f
Fixed indexing of params in steady state file.
2016-05-23 13:48:19 +02:00
Houtan Bastani
4462591347
fix copyright dates
2016-05-04 16:05:31 +02:00
Michel Juillard
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
Stéphane Adjemian (Hermes)
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
Houtan Bastani
de0ce35ee3
preprocessor: add equation cross references
2015-12-18 15:17:32 +01:00
Houtan Bastani
091e80b35b
preprocessor: remove unused structure
2015-12-18 12:35:32 +01:00
Houtan Bastani
13be25314e
preprocessor: rework temporary terms
2015-09-03 15:25:36 +02:00
Houtan Bastani
82cee99723
temp
2015-09-02 18:50:09 +02:00
Houtan Bastani
2618211859
preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions
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(cherry picked from commit eb2890d1f58f2285306821c85fa631b865fb80b6)
2015-09-02 15:30:25 +02:00
Houtan Bastani
7c28c672a4
Revert "preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions"
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This reverts commit eb2890d1f58f2285306821c85fa631b865fb80b6.
2015-09-02 15:29:52 +02:00
Houtan Bastani
7f014b94df
preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions
2015-09-01 18:29:10 +02:00
Houtan Bastani
7cc90013cd
Merge branch 'julia'
2015-09-01 11:35:16 +02:00
Michel Juillard
a538e29f1e
expand extended preprocessor + first implementation of Petsc interface
2015-08-27 10:00:51 +02:00
Houtan Bastani
089f9a7eb2
fix array indexing for Julia
2015-08-21 17:13:38 +02:00
Houtan Bastani
789d881cca
write steady state model
2015-07-28 17:27:56 +02:00
Houtan Bastani
2bb2682b50
write dynamic file
2015-07-27 17:02:51 +02:00
Houtan Bastani
f3c14ec396
write static model
2015-07-27 15:33:38 +02:00
Houtan Bastani
4102e0cc56
Revert "Merge branch 'rmExtraExo'"
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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
8f121273bc
Revert "preprocessor: fix bug in merge of rmExtraExo branch"
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This reverts commit def2bf81d2b8dacda4b72d4250020eb793f28b20.
2015-06-09 16:41:00 +02:00
Houtan Bastani
fca6e232c0
preprocessor: fix bug in merge of rmExtraExo branch
2015-05-28 16:16:54 +02:00
Houtan Bastani
6a37dc9e21
Merge branch 'master' into rmExtraExo
2015-05-18 17:16:55 +02:00
Houtan Bastani
ec82663580
preprocessor: external functions bug fix: fixes the case where an external function is contained in a local variable that’s used in an equation with leads/lags that require auxiliary equations. Closes #916
2015-05-12 16:39:10 +02:00
Houtan Bastani
96a5949d9e
preprocessor: remove extraneous varexo, update model and statements, #841
2015-03-06 16:44:17 +01:00
Sébastien Villemot
8882f809c3
Introduce a new abstract class for external function nodes.
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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
Sébastien Villemot
140db861d5
Implement cloneDynamic() for {First,Second}DerivExternalFunction.
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Since the method was not implement, the method of the parent class was used.
This was leading to wrong results in the context of Ramsey Policy (basically
derivative operators on external functions were dropped from FOCs).
2014-03-11 18:56:48 +01:00
Michel Juillard
6bee53c658
extended_preprocessor: fixed computation of steady state out of
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steady_state_model
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
e0f662129a
preprocessor: namespace fixes to remove clang warnings
2013-12-30 14:54:00 +01:00
Sébastien Villemot
1414f98cff
Refactor code for collecting variables appearing in expressions
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- 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
c9d7971df2
preprocessor: ExprNodeLess is a struct
2013-11-21 14:48:11 +01:00
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
Sébastien Villemot
55a548282c
Possibility of restricting differentiate_forward_vars to some variables
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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
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Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard
24cac29cdf
removed changes linked with transforming variables to avoid log or
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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 )
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- 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
67a1737f00
Update copyright notices
2012-06-08 18:22:34 +02:00
Michel Juillard
78bd465294
finishing implementation of optional transformation of log and non
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integer power arguments to insure that they are positive
2012-05-26 20:53:48 +02:00
Michel Juillard
73b4052f2b
first implementation of transform_logpow. It creates too many auxilary
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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
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of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
Houtan Bastani
b75d0e733f
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
Houtan Bastani
5c48733f55
output mex file for static model ( closes #183 )
2011-08-19 16:57:27 +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
Sébastien Villemot
d264b7b2e3
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
Sébastien Villemot
30a2b2b650
Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128 )
2011-01-13 18:08:26 +01:00
Ferhat Mihoubi
d586280b1b
- The binary operator oDerivPower is implemented in bytecode
2010-12-17 18:54:03 +01:00