Sébastien Villemot
98daf662aa
extended_path: new order and hybrid options (ref #152 )
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Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
Sébastien Villemot
a8201e1803
Do not check for the steady state in diffuse filter mode
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Closes #400
2013-06-03 15:56:10 +02:00
Sébastien Villemot
c882994056
Detect if an extended_path statement is present
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Unused for the time being
2013-04-25 18:07:32 +02:00
Sébastien Villemot
9af724825c
estimated_params: check that no symbol is declared twice in the block
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Closes #296
2013-02-26 12:37:35 +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
Ferhat Mihoubi
c709053202
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
Sébastien Villemot
dc1be70d82
Add derivatives of static model w.r.t. parameters
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The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
Sébastien Villemot
823d5a51a6
Add interface and documentation to model_diagnostics
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Closes : #205
2012-11-16 12:34:49 +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
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
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
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
6fb2562f13
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
Sébastien Villemot
73a503eba4
Generate derivs wrt params when anaytic_derivation=1
2012-06-07 15:33:43 +02:00
Sébastien Villemot
49d022fd13
Fix calib_smoother (enforce order=1)
2012-06-06 17:08:53 +02:00
Sébastien Villemot
829cbb7bad
order=2 in estimation command now triggers particle filter
2012-06-06 17:08:53 +02:00
Sébastien Villemot
381c6aeee8
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
Michel Juillard
e9387f6081
corrected but in plot of conditional forecast
2012-04-28 15:11:49 +02:00
Houtan Bastani
4d6b3a073e
estimation: instatiate date output as dynDate class
2012-04-04 11:44:07 +02:00
Houtan Bastani
6006579de8
bug fix: output not correct for corr(a,b).prior statement
2012-04-03 18:33:24 +02:00
Houtan Bastani
11ceb8422e
estimation: simplify output using estimation_info.empty_* structures
2012-04-03 18:33:24 +02:00
Houtan Bastani
cb925f3557
estimation: bug fix: clear range_index
2012-04-03 18:33:24 +02:00
Houtan Bastani
5e68f15f04
estimation: clear subsamples substructure whenever a subsamples copy statement is encountered
2012-04-03 18:33:24 +02:00
Houtan Bastani
2cf488ca42
estimation: clear subsamples substructure whenever a subsamples statement is encountered
2012-04-03 18:33:23 +02:00
Houtan Bastani
2c0c294f75
estimation: remove s from parameters substructure
2012-04-03 18:33:23 +02:00
Houtan Bastani
36a56199c4
estimation: introduce options = options syntax
2012-03-30 15:37:15 +02:00
Houtan Bastani
87fba231fd
estimation: reorganize options output
2012-03-30 15:37:15 +02:00
Houtan Bastani
b0db2bf4e7
cosmetic change
2012-03-30 15:37:15 +02:00
Houtan Bastani
c9aa2d7b23
estimation: introduce prior = prior syntax
2012-03-30 15:37:15 +02:00
Houtan Bastani
a54214b7e8
estimation: remove unnecessary function
2012-03-30 15:37:14 +02:00
Houtan Bastani
95df2edf07
estimation: reorganize Matlab structure output
2012-03-30 15:37:14 +02:00
Houtan Bastani
6e4c60d27f
estimation: change name handling for correlation statements
2012-03-30 15:37:14 +02:00
Houtan Bastani
0b0d4d0455
estimation: rewrite options output
2012-03-29 16:45:46 +02:00
Houtan Bastani
aa21ef6ec5
estimation: rewrite prior output
2012-03-29 16:07:01 +02:00
Houtan Bastani
79b9d6a66e
estimation: check that appropriate options are passed to prior statement
2012-03-28 19:07:08 +02:00
Houtan Bastani
d459b0ea7b
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
Houtan Bastani
2ac49123d6
estimation: add subsample name to index
2012-03-27 13:03:10 +02:00
Houtan Bastani
ad8096edb8
estimation: add subsamples for std / corr, prior / options statements & simplify code
2012-03-27 13:03:09 +02:00
Houtan Bastani
5f707cc795
estimation: add truncate and median options to prior statement
2012-03-15 14:33:02 +01:00
Houtan Bastani
de89835b69
estimation: remove deprecation warnings
2012-03-09 11:52:32 +01:00
Houtan Bastani
b3e2823c82
estimation: fixes to options statement
2012-03-09 11:47:25 +01:00
Houtan Bastani
9cf485d88e
estimation: place parameter priors in their own substructure
2012-03-09 11:46:09 +01:00
Houtan Bastani
ea0b176395
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
Houtan Bastani
894ff9c1e7
MS-SBVAR: rewrite ms_forecast
2012-03-08 17:54:05 +01:00
Houtan Bastani
fb0b0ae4ce
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
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
Houtan Bastani
32061f4f9d
preprocessor: replace if checks with asserts
2012-01-04 14:42:06 +01:00
Houtan Bastani
9bc6945b10
aesthetic fix: remove commented code
2012-01-04 14:42:06 +01:00
Houtan Bastani
e8e84b970b
bug_fix: missing exit statement
2012-01-04 14:42:06 +01:00
Houtan Bastani
83b6b0145d
bug_fix: add missing assertion
2012-01-04 14:42:06 +01:00
Houtan Bastani
d865c0f4d6
ms-sbvar: enforce consecutive chain numbers for markov_switching
2012-01-04 14:42:06 +01:00
Houtan Bastani
633eb15f9a
preprocessor: check size of domain argument
2012-01-02 22:44:50 +01:00
Houtan Bastani
c22022cfb0
preprocessor: added back prior names w/o _pdf and fixed check and write
2011-12-30 17:09:45 +01:00
Houtan Bastani
d2c03a206b
preprocessor: enumerate prior distributions
2011-12-30 15:41:51 +01:00
Houtan Bastani
6b056640e1
preprocessor: remove unnecessary class prefix
2011-12-30 15:41:51 +01:00
Houtan Bastani
e18eb880f0
fix typo
2011-12-30 15:41:51 +01:00
Houtan Bastani
8d369bd710
ms-sbvar: add restrictions option
2011-12-23 18:22:41 +01:00
Sébastien Villemot
340a9fb5d0
Initialize empirical simulations with information provided in histval
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Closes : #195 , #157
2011-12-21 18:37:45 +01:00
Houtan Bastani
9cbaf6200a
ms-sbvar: remove regime argument and support duration=array
2011-12-21 12:21:30 +01:00
Houtan Bastani
37bfa41518
ms-sbvar: replace state with regime
2011-12-21 12:21:30 +01:00
Houtan Bastani
f9f745716d
ms-sbvar: replaced number_of_states with number_of_regimes
2011-12-21 12:21:30 +01:00
Houtan Bastani
744b5abf1e
preprocessor: add symbol.options statement
2011-12-21 12:21:30 +01:00
Houtan Bastani
1d68887387
preprocessor: add subsamples statement
2011-12-21 12:21:30 +01:00
Houtan Bastani
29d8028fc4
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
Houtan Bastani
1c733dd55f
preprocessor: add data command
2011-12-21 12:21:29 +01:00
Houtan Bastani
b89eb4931c
preprocessor: add set_time command
2011-12-21 12:21:29 +01:00
Sébastien Villemot
93ee14c7ad
Preprocessor: fix forecast command
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It was broken since the renaming of forecast.m in
8f1326e2f84543cadce311048640856665025469
2011-12-14 10:35:25 +01:00
Michel Juillard
a1a42b69ee
unit_root_vars now sets the options_.diffuse_filter and options_.steadystate.nocheck
2011-11-20 20:16:02 +01:00
Houtan Bastani
b8c22d128f
MS-SBVAR: argument check for ms_compute_probabilities
2011-10-26 11:33:18 +02:00
Sébastien Villemot
895f8a25bd
Clean-up last remnants of unit_root_vars ( Closes : #167 )
2011-10-14 16:22:47 +02:00
Michel Juillard
8c0e8aa672
ms-sbvar: correcting bug introduced in commit 90e4d4027290b6dddc3b8efba444e10240140b3b
2011-10-13 13:34:28 +02:00
Michel Juillard
4befcde035
ms-sbvar: introduced more general restriction syntax for
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identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
Stéphane Adjemian (Scylla)
5aefe283d2
Changed the output of the preprocessor according to commit 9c0cfe4200029f60af18cec34e3efc220a00b7d6 (change in the calling sequence
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of the check command).
2011-09-17 12:53:38 +02:00
Houtan Bastani
db8905f9ef
MS-SBVAR: change default for drop option
2011-09-15 18:02:48 -04:00
Houtan Bastani
08ab51f0d0
MS-SBVAR bugfix: reinitialize drop if necessary
2011-09-14 14:28:28 -04:00
Houtan Bastani
5c48733f55
output mex file for static model ( closes #183 )
2011-08-19 16:57:27 +02:00
Houtan Bastani
7a23e4e332
MS-SBVAR: reinitialize options before calls to mssbvar functions
2011-08-10 18:23:01 +02:00
Houtan Bastani
6a0f8b4d93
MS-SBVAR: bug fix
2011-08-03 11:10:57 +02:00
Michel Juillard
7a70facdea
MS-SBVAR: correcting bug in handling of exclusion of constants. Changed options_.ms.Qi and options_.ms.Ri from 3 dimension arrays into cellarray of matrices.
2011-08-02 10:49:50 +02:00
Michel Juillard
7e20a92e70
bug correction for exculsion_constants
2011-08-01 10:50:07 +02:00
Michel Juillard
dcf5273b26
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
Houtan Bastani
4973ee893d
add irf_shocks option to estimation
2011-07-12 16:32:37 +02:00
Michel Juillard
1673cfeed8
ms-sbvar: correcting bug with restriction of lagged variables
2011-07-12 14:30:07 +02:00
Houtan Bastani
4197d3008d
preprocessor: remove initialization of option to make conisistent
2011-06-23 11:53:15 +02:00
Houtan Bastani
241b6efd98
clean up sbvar code
2011-05-31 16:07:05 +02:00
Houtan Bastani
ba7ad522a5
removed extraneous flag
2011-05-30 17:46:35 +02:00
Michel Juillard
b65bb7e2c3
MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions.
2011-05-30 15:54:46 +02:00
Houtan Bastani
28c59fae51
SWZ: updates for irf, forecast and variance decomposition mex calls
2011-05-20 14:34:26 +02:00
Houtan Bastani
48c7ee6788
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
Houtan Bastani
eea358eae7
identification: added advanced and max_dim_cova_group to the preprocessor
2011-04-20 12:14:47 +02:00
Houtan Bastani
be4c5c92ef
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +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
Michel Juillard
8adee6b673
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +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
Houtan Bastani
d430ea8e43
bug fix: check that planner_objective and ramsey_policy statements appear together
2011-03-03 16:31:33 +01:00
Houtan Bastani
73066865db
SWZ: remove instances of swz throughout
2011-02-22 15:06:38 +01:00
Sébastien Villemot
d264b7b2e3
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
Sébastien Villemot
5ddc0a595b
Workaround for ticket #157
2011-02-04 12:38:12 +01:00
Sébastien Villemot
091c7961a2
Removed remnants of calib commands
2011-01-10 12:25:42 +01:00
Michel Juillard
ca73c1bd88
removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method.
2011-01-04 10:16:38 +01:00
Ferhat Mihoubi
83648a6d53
- Correct the simul call without input argument
2010-09-24 11:07:43 +02:00
Sébastien Villemot
2c10d03368
Preprocessor: rename "NodeID" in "expr_t"
2010-09-17 12:13:26 +02:00
Sébastien Villemot
c8fdd5d9d1
Preprocessor: uniformize typedef names (with a "_t" suffix)
2010-09-16 19:00:48 +02:00
Sébastien Villemot
75440028eb
Preprocessor: fix crash when mean or stderr of an estimated parameter is specified as an expression instead of a plain value (bug introduced in 28d30d9a626a8d7be0866038924bfc52a935ee27)
2010-09-16 15:37:27 +02:00
Michel Juillard
d3c4f7f3e6
preprocessor: fixing bug for OSR optim_weights with covariances
2010-08-10 20:16:59 +02:00
Houtan Bastani
4a76532c29
move validation check from constructor to checkpass
2010-06-24 19:42:38 +02:00
Houtan Bastani
5a9f972cc1
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
2010-06-22 10:38:43 +02:00
Houtan Bastani
6b0b5a8065
fix error message
2010-06-10 15:16:54 +02:00
Houtan Bastani
ed88a8e528
Bug fix: catch the case when a parameter follows a beta distribution with mean = std err = 0.5
2010-06-09 15:09:55 +02:00
Sébastien Villemot
743db26cb4
Preprocessor and ref. manual: added 'pruning' option ( closes #104 )
2010-05-31 18:38:49 +02:00
Sébastien Villemot
71d577bcb8
Preprocessor:
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* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
Sébastien Villemot
f9cac656d1
Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements
2010-03-18 14:56:22 +01:00
Michel Juillard
9a8331da83
SWZ:
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- reverting part of last change to handling of Qi and Ri in ComputingTasks.cc: r is the number of lags present in the restrictions
- fixing handling of Dirichlet option in mhm_input.dat. This fixes the strange Signal messages when running C executables.
- fix path in test_upper_cholesky.mod
2010-03-15 12:03:37 +01:00
Michel Juillard
1849436c0a
- reversed ordering for lower and upper Cholesky
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- added tests
- fixed various bugs
- modified initial values
Still unfinished
2010-03-10 08:32:51 +01:00
ferhat
f13b95cb87
"bytecode" option can be used without "block" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
ferhat
0808ba42b7
Add new model option no_static : avoid to compute the static model. Useful for models without steady-state.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3319 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 11:06:25 +00:00
sebastien
3aa8876538
Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3249 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:13:23 +00:00
sebastien
160ec5d7ca
preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:21:31 +00:00
houtanb
04aa1dbdb3
changed preprocessor internals to support vector<int> type. changed svar_identification to store symbols by symbol ids. Added missing Doxygen comments.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3240 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 15:54:00 +00:00
houtanb
e1f043485f
allow for vector <int> to be passed by Bison and modified processing of svar statement accordingly.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3221 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-10 22:49:50 +00:00
houtanb
c1cecba2be
svar: allow for two options to be passed instead of only three.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3218 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 16:32:30 +00:00
houtanb
bf73286226
fixed svar so when the equations option is passed a vec_int it outputs a column vector.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3217 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 16:17:12 +00:00
sebastien
270f8d7b1d
k-order:
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* in the preprocessor, fail if k_order_solver given without use_dll
* updated the reference manual, in particular w.r. to the new wiki page on MEX compilation under Windows
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3216 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 11:50:58 +00:00
houtanb
65a6e5cf6e
swz: implementation of svar
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3214 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 00:38:53 +00:00
houtanb
0adc9f8842
swz: markov switching statement
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3212 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 16:46:13 +00:00
houtanb
1f72431ec4
swz: svar_identification
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3194 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-04 21:32:19 +00:00
sebastien
f2ea29254d
M-files and preprocessor:
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* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 17:51:47 +00:00
sebastien
4419f4aa51
preprocessor: allow the omission of model block when sbvar or ms_sbvar statement is used
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3169 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-26 17:25:04 +00:00
michel
4cd9e87d37
4.1: removed preprocessor useless initialization of
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estim_params_.param_names
estim_params_.user_param_names
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3125 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-04 20:40:36 +00:00
sebastien
5d013c6017
preprocessor: fixed bug in "plot_conditional_forecast"
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3066 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 14:42:12 +00:00
sebastien
ab7bcdd304
Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:55:31 +00:00
sebastien
2761b4c016
preprocessor: remove unnecessary stuff ("forecast" has not the same rank than "stoch_simul/estimation/osr/ramsey_policy")
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3062 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:17:27 +00:00
sebastien
337bde2589
* Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast"
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* Reference manual: created a section on forecasting (with "forecast" option), and added the three new statements to that section
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3049 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 17:23:57 +00:00
sebastien
c8080438ad
Preprocessor:
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* new options to "identification" statement: "ar", "useautocorr", "load_ident_files", "prior_mc"
* implement the call to dynare_identification() when "identification" statement is encountered
* new options to "dynare_sensitivity" statement: "ar", "useautocorr", "load_ident_files"
* trigger computation of model derivatives w.r. to parameters when "identification" option of "dynare_sensitivity" statement is used
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3046 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 16:16:43 +00:00
sebastien
fea9c4a2f0
Remove obsolete "cutoff" and "markowitz" statements
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2884 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:50:45 +00:00
ferhat
b17886ee12
- get rid of block and bytcode variable in SimulStatement and StochSimulStatement
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- minimalist version of dynamicmodel when no dynamic model is needed
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2883 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 16:44:15 +00:00
ferhat
ceae389dff
simulate.dll has been replaced by bytecode.dll
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2881 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 14:40:54 +00:00
sebastien
00d887f984
Various cleanups related to new options "bytecode" and "block"
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2879 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 13:36:56 +00:00
michel
4b48ff37f5
updating SWZ sbvar code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2875 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-30 19:24:34 +00:00
ferhat
0a816a4e74
New options for block decomposition and bytecode (see http://www.dynare.org/DynareWiki/ByteCode ):
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- the options "sparse_dll" and "sparse" are no more available. They are replaced by combinations of block (for block decomposition) and bytecode (for model stored in a binary file)
- markowitz is now an option of simul and steady commands
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2873 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-29 15:04:11 +00:00
ferhat
4897b602c6
- extension of normalization of equations to nonlinear equations
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- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
mfs = 0 => all variables are considered as feedback variables (default value)
mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-25 09:43:01 +00:00
michel
d6ea19b487
v4: adding preprocessor interface to Sims-Wagonner-Zha code for SBVAR (regular and Markov-Switching).
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This is not yet completely operational.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2855 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-26 17:07:07 +00:00
michel
b30a00d190
v4: adding interface for shock decomposition
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2853 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-23 08:31:48 +00:00
sebastien
77590c8577
Some restructurings in the preprocessor:
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* StaticModel: dropped creation of C file in USE_DLL mode
* StaticModel: added computation of derivatives for block MFS mode
* DynamicModel: catch error codes of mkdir()
* ModelTree: moved "mode" member variable to DynamicModel
* ModFile::writeOutput(): moved manipulations relative to dynamic model file to DynamicModel
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2818 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-07 14:20:48 +00:00
sebastien
aedc60cbc1
trunk preprocessor: added new option "block_mfs" to "steady"
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* normalizes the static model
* computes its block decomposition, using topological order
* for each block, computes minimum feedback set of variables
* at this stage, only produces text output (no change in the computation of steady state)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2798 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 15:07:09 +00:00
sebastien
181bda4853
trunk preprocessor: added new statements "write_latex_dynamic_model" and "write_latex_static_model" which list model equations in LaTeX code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2654 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-30 13:14:33 +00:00
sebastien
9179ebe4cf
trunk preprocessor: use assert() function at several places
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2642 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 16:21:39 +00:00
sebastien
34ee60fbe7
trunk preprocessor:
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* added support for derivatives of Hessian w.r. to parameters
* added "identification" command which does nothing for the moment, except triggering those derivatives w.r. to params
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2613 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 13:58:15 +00:00
sebastien
a0af8f7ea0
trunk preprocessor: restructuring the way we decide which derivatives to compute
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2610 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 10:48:54 +00:00
sebastien
7afeae2fca
trunk preprocessor: some cleanups related to sparse mode (removed SimulSparseStatement class and incorporated it into SimulStatement, determine mode at preprocessing time instead of runtime in StochSimulStatement)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2595 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 15:02:51 +00:00
sebastien
7fa0d9722d
trunk preprocessor:
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* created a distinct expression tree for the static model (thus giving better sharing of sub-expressions and better computation of temporary terms for the static model)
* for that purpose, created StaticModel and DynamicModel classes (ModelTree still persists, but only contains code shared between StaticModel and DynamicModel)
* removed sparse static file (to be later replaced by new algorithm for steady state computation on large models)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2592 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:39:53 +00:00
ferhat
7b990f4526
The sparse option in model is now compatible with homotopy => preprocessor commit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2588 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-10 16:56:27 +00:00
sebastien
eb6b9b0414
trunk: fixed bug with USE_DLL (stoch_simul was calling stoch_simul_sparse, because of wrong handling of options_.model_mode)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2571 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 10:02:45 +00:00
sebastien
a0fbd7d198
trunk preprocessor:
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* reorganized symbol table so that internally symbols have a unique integer ID (as a result, sparse code is temporarily in a broken state)
* rewritten from scratch ModFile::evalAllExpressions()
* {load,save}_params_and_steady_state moved to NumericalInitialization.{cc,hh}
* fixed bug related to endval block
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2441 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-27 12:19:25 +00:00
sebastien
1740884d1d
trunk preprocessor: automatic reindentation of all code with emacs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2372 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-23 10:59:37 +00:00
sebastien
9d0d9f0f83
trunk preprocessor: allow arbitrary expressions (and not just constants) in estimated_params, estimated_params_init and estimated_params_bounds blocks
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2368 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 15:05:38 +00:00
sebastien
11f99f72a6
trunk preprocessor: fixed bug with estimated_params_init and estimated_params_bounds in conjunction with correlation of endogenous variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2366 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 10:10:39 +00:00
ferhat
644d8c8a98
Load_params_and_steady_state is now a dynare command -> needed to normalize the equations.
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-> MatlabFile.cc and MatlabFile.hh are added to dynare in order to read the Mat-File
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2349 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 19:29:17 +00:00
sebastien
e4555087df
trunk: fixed dsample command (was broken until now)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2301 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-08 16:19:59 +00:00
ferhat
a67a20bf66
- new Incidence_Matrix class
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- lead and lag on exogenous variables
- corrections in dr1_sparse and dr11_sparse
- minor corrections in simulate
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2255 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-14 16:07:47 +00:00
sebastien
011944221c
trunk:
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* fixed displaying of subtitles when HP filter is present
* fail if HP filter required on empirical simulations (not yet implemented)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2237 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-04 11:00:54 +00:00
sebastien
fef65c8c0b
trunk preprocessor: fail if order > 1 given for ramsey_policy
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2236 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-04 10:52:06 +00:00
sebastien
813e46ed73
trunk preprocessor: for better compliance with C standard:
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* replaced all occurrences of "exit(-1)" by "exit(EXIT_FAILURE)"
* return EXIT_SUCCESS at the end of main()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2229 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-29 15:33:16 +00:00
sebastien
fad44096a0
trunk preprocessor: added option "notmpterms" to dynare command, for disabling temporary terms in static and dynamic files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2226 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-29 15:10:51 +00:00
ferhat
dc5cced1c8
- Adding SOLVE_FORWARD_COMPLETE and SOLVE_BACKWARD_COMPLETE simulation type for sparse model option
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- Adding dyn2vec at the end of a deterministic simulation with sparse or sparse_dll option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2178 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-19 15:44:08 +00:00
sebastien
623bde1b56
trunk preprocessor: removed LCC_COMPILER and GCC_COMPILER options of SPARSE_DLL mode
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2177 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 17:21:22 +00:00
sebastien
113d7e1140
trunk preprocessor: allow zero equation if standalone BVAR estimation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2170 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 12:52:08 +00:00
sebastien
48bc89a90a
trunk preprocessor: renamed "Type" to "SymbolType" for the sake of clarity
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2166 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 10:20:19 +00:00
sebastien
a399b8e440
trunk:
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* DynareBison.yy: use "filename" rule for initval_file, dynasave, dynatype and datafile option
* DynareBison.yy: removed some spurious syntaxes for dynatype and dynasave
* ComputingTasks.cc: bugfix for dynatype
* cosmetic changes to dynatype.m and dynasave.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2145 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 16:06:07 +00:00
sebastien
dd57481c78
trunk preprocessor:
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* fail if no. of equations is different from no. of endogenous (unless ramsey_policy is used)
* more fields in the ModFileStructure class
* cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2121 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-29 10:16:13 +00:00
sebastien
fe5de6d8dd
trunk:
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* added back model_comparison logic
* added QUOTED_STRING token in lexer
* added filename rule in parser (filename is NAME or QUOTED_STRING)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2115 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:24:13 +00:00
sebastien
fe07f798e9
undoing r2110 and r2111 changesets
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2112 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-25 12:29:35 +00:00
adjemian
41375b7c04
v4.1: Added Model comparison. Not yet ready but can be used. The preprocessor, surprisingly, seems to sort the compared models (listed after the model_comparison command) by decreasing order of the model names (including path and extension).
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TODO:
+ Add an option to define the benchmark model (bayes ratio).
+ Add comparison to estimated BVAR models.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2110 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-24 21:52:11 +00:00
ferhat
b53c58dd7b
Minor corrections:
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- Bug in check.m with model without sparse options
- Display in simulate.dll
- "Model_InfoStatement" renamed "Model_InfoStatement" in ComputingTasks
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2010 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-29 12:31:25 +00:00
ferhat
8be3bf20e6
- Bugs and memory leak correction
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- implementation of model_info command
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2007 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:20:34 +00:00
sebastien
bc2348f0b7
v4 preprocessor:
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* DynareBison.yy: added missing declaration of MODEL_INFO as a token
* various cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1995 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 16:45:39 +00:00
ferhat
0e9ab2ebf4
- Bugs corrections in deterministic simulation with sparse option
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- Check allowed with sparse option
- New command "MODEL_INFO" providing informations about the block structure of the model
- Memory leak corrections
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1993 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 15:06:36 +00:00
sebastien
f43efe0c12
v4 preprocessor mex: various minor fixed to ensure correct compilation under g++ 4.3
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1906 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-28 11:20:45 +00:00
sebastien
e0510d4a49
v4: dropped Scilab support
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1878 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-16 16:33:28 +00:00
michel
5fe6b5f74a
v4: fixed bugs for dynasave
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updated dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1819 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 13:54:59 +00:00
michel
b5089f2086
v4: added forecast, updated dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1812 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-01 12:04:48 +00:00
sebastien
6a9f2c4798
v4 preprocessor:
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* renamed TmpSymbolTable to SymbolList (with some clean up by the way)
* removed unused mechanism of alternative variable names in tmp_var_list
* OptionsList: fixed memory leak and bug in clear()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1785 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-07 13:14:40 +00:00
michel
f63c2c091b
v4 preprocessor: added provision for local options; used by dynare_sensitivity.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1784 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-05 10:52:58 +00:00
michel
d70a6a812f
preprocessor: mod_file_struct.option_order must be the LARGEST stated in the *.mod file, not the last one
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1717 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-20 13:36:17 +00:00
michel
672494a762
preprocessor: stoch_simul must return info for loops
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1693 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-05 11:17:01 +00:00
michel
2a69caa17b
v4: changing name of preprocessor directory
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1686 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-03 10:28:36 +00:00