a01b347564
Fixed indentation if c and c++ files.
2017-06-01 19:58:32 +02:00
33f659a866
preprocessor: clean up commit 63180c9e5922d3f198684647051231344486c55d
2017-05-04 16:54:47 +02:00
a2771a62ad
var_model: allow non model-block variables in VAR
2017-05-04 16:15:33 +02:00
d7336eb317
Merge branch 'master' into ecb-master
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Model inversion of backward looking models.
2017-05-02 23:15:42 +02:00
a85cc7b451
preprocessor: change trend test to warning. #1389
2017-04-20 18:41:28 +02:00
35adc47c14
Merge branch 'master' into ecb-master
2017-04-14 11:35:43 +02:00
053407314d
preprocessor: add option to write equation tags in latex output. closes #477
2017-04-04 16:08:30 +02:00
3308f252c9
preprocessor: add aux var/equation when var_model is of order > max lag of its variables in the model block
2017-03-22 09:41:10 +01:00
f3e4a75aad
var_forecast: make calls more efficient
2017-03-22 09:41:10 +01:00
323a3684bf
var_forecast: only make one call per var model, regardless of forecast horizon
2017-03-22 09:41:09 +01:00
a4004ac8bf
var_forecast: fix writing in dynamic file
2017-03-22 09:41:09 +01:00
f45575fb74
var_forecast: create separate VarExpectationNode class to better handle calls to .m function that calculates var forecasts
2017-03-22 09:41:09 +01:00
012360c370
var_forecast: create individual .m files for each forecast
2017-03-22 09:41:09 +01:00
d089c730d4
Remove preprocessor warning.
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Do not issue a warning when observed exogenous variables do not appear
in the model.
2017-03-22 09:41:09 +01:00
5a35040126
Make sure block-decomposed model returns with correct error code if Inf or NaN is encountered
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Missing from 5f85d3a2005ae1d2b3650776cc33830967721159 where only residual was set to error code. If oo_.deterministic_simulation.status is not set to 0, model will erroneously be considered as solved and homotopy will not be triggered.
2017-03-17 10:07:13 +01:00
b4ac9aac8d
preprocessor: add lag info to equation cross references. closes #1398
2017-03-10 16:59:52 +01:00
fc48bf26b9
preprocessor: write error messages to cerr instead of cout, replace \n with endl
2017-03-01 12:44:31 +01:00
ad84914118
preprocessor: for consistency, use equations.size() instead of equation_number() in classes that have equations as a field
2017-02-24 11:20:54 +01:00
5e1d20c8d9
preprocessor: replace exit(1) with exit(EXIT_FAILURE)
2017-02-09 12:46:37 +01:00
a8cb5d7e61
fix nested parens for params derivatives. closes #1201
2017-01-05 18:19:37 +01:00
a14fdd204f
when >32 nested parens encountered in matlab, print error message once per file in which such a situation occurred. #1201
2017-01-05 15:19:13 +01:00
eac97a8f49
first iteration of fix for nested parenthesis in matlab. #1201
2016-12-30 18:14:08 +01:00
486891e75f
bug fix: end preprocessing with error when more than 32 nested parenthesis are encountered. closes #1201
2016-12-28 14:02:50 +01:00
453b753021
block: fix bug introduced in e410043c244d251164638f9a0b3646e23e3d125d. #1245
2016-11-29 16:45:50 +01:00
67c4bd0126
block: add default argument for _dynamic functions: `varargout{1} = NaN;` #1245
2016-11-29 15:18:59 +01:00
b2963ae558
preprocessor: define var for normcdf + msvc. #1259
2016-10-17 14:59:07 +02:00
61b2be2a2c
preprocessor: add normcdf for MSVC. closes #1259
2016-10-14 16:11:44 +02:00
2385b7b5c1
preprocessor: clean up writePowerDeriv code. it only writes C code, so no need for use_dll argument
2016-10-14 14:30:14 +02:00
3fada757d6
Correct comment in _dynamic files that misstated columns of derivative matrices
2016-08-22 19:24:35 +02:00
e4745e040a
preprocessor: Return equation numbers/tags in error message when linear model contains nonzero hessian entries. #419
2016-07-27 15:01:54 -04:00
35da55ab03
Fixed dynamic model (julia output)
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The number of columns in the Jacobian matrix is the number of endogenous
variables appearing at time t-1, t and t+1 plus the number of exogenous
variables.
2016-06-14 11:21:23 +02:00
77c8a41514
preprocessor: fix bug in writing of temporary terms. closes #1201
2016-06-01 15:29:10 +02:00
0751b50a86
Bug fix in assert (Julia output).
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See PR #1102 by spencerlyon2.
size always returns a tuple, and we were comparing to an int. Dispatch restricts these arguments to all be vectors so length works here.
2016-05-23 13:48:19 +02:00
59740f6804
Fixed type issues.
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params, exo_steady_state and steady_state are vectors not matrices!
2016-05-23 13:48:19 +02:00
0d8e583daa
Cosmetic changes.
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+ Renamed model as model_
+ Renamed options as options_
+ Renamed output as oo_
+ Also export oo_ and options_
+ Fixed typos in comments.
2016-05-23 13:48:19 +02:00
323fe8d41a
preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187
2016-05-18 12:26:19 +02:00
48928c61ce
Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
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This reverts commit 6192a6a7765e7bde388f4a6feac4362d1e9fd284.
2016-05-18 10:33:45 +02:00
b898bfea6e
preprocessor: add params_derivs_order to identification and sensitivity. #1187
2016-05-17 17:18:16 +02:00
0b922739a6
preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187
2016-05-12 12:02:34 +02:00
62eb7e7443
Add headers for param_derivs-files
2016-03-29 15:57:49 +02:00
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
50a4d50821
preprocessor: introduce new option compute_xrefs, #1125
2016-02-23 13:57:55 +01:00
de0ce35ee3
preprocessor: add equation cross references
2015-12-18 15:17:32 +01:00
5884c04287
preprocessor: fix divergence of equations and aux_equations. closes #1110
2015-12-01 12:34:43 +01:00
45919774ab
Revert "preprocessor: write auxiliary variable definitions to matlab function"
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This reverts commit ad81129a9b90dab50799bd4589b635420918cf1f.
2015-12-01 11:41:55 +01:00
fd1e0ee1e2
preprocessor: write auxiliary variable definitions to matlab function
2015-11-30 15:36:17 +01:00
74647e2872
fixed bug in col_id computation
2015-09-19 15:51:32 +02:00
3117bf79f2
preprocessor: fix scoping problem with temporary variables
2015-09-04 15:28:06 +02:00
0f75ddbd64
replace cend with end and cbegin with begin
2015-09-03 16:06:37 +02:00
13be25314e
preprocessor: rework temporary terms
2015-09-03 15:25:36 +02:00
Stéphane Adjemian (Charybdis)
Houtan Bastani
Johannes Pfeifer
Michel Juillard