Commit Graph

60 Commits (a01b34756471eab60373416c3242912f19a18cae)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) a01b347564 Fixed indentation if c and c++ files. 2017-06-01 19:58:32 +02:00
Houtan Bastani 053407314d preprocessor: add option to write equation tags in latex output. closes #477 2017-04-04 16:08:30 +02:00
Houtan Bastani b4ac9aac8d preprocessor: add lag info to equation cross references. closes #1398 2017-03-10 16:59:52 +01:00
Houtan Bastani 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
Houtan Bastani eac97a8f49 first iteration of fix for nested parenthesis in matlab. #1201 2016-12-30 18:14:08 +01:00
Houtan Bastani 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
Houtan Bastani 77c8a41514 preprocessor: fix bug in writing of temporary terms. closes #1201 2016-06-01 15:29:10 +02:00
Houtan Bastani 323fe8d41a preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187 2016-05-18 12:26:19 +02:00
Houtan Bastani 48928c61ce Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
This reverts commit 6192a6a7765e7bde388f4a6feac4362d1e9fd284.
2016-05-18 10:33:45 +02:00
Houtan Bastani b898bfea6e preprocessor: add params_derivs_order to identification and sensitivity. #1187 2016-05-17 17:18:16 +02:00
Houtan Bastani 0b922739a6 preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187 2016-05-12 12:02:34 +02:00
Stéphane Adjemian (Hermes) 0f794948ff Merge branch 'temporary_terms'
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 702af9c9bf preprocessor: print reverse references (param->eqs, endo->eqs, exo->eqs, exo_det->eqs) 2015-12-18 17:13:50 +01:00
Houtan Bastani de0ce35ee3 preprocessor: add equation cross references 2015-12-18 15:17:32 +01:00
Houtan Bastani 45919774ab Revert "preprocessor: write auxiliary variable definitions to matlab function"
This reverts commit ad81129a9b90dab50799bd4589b635420918cf1f.
2015-12-01 11:41:55 +01:00
Houtan Bastani fd1e0ee1e2 preprocessor: write auxiliary variable definitions to matlab function 2015-11-30 15:36:17 +01:00
Houtan Bastani 13be25314e preprocessor: rework temporary terms 2015-09-03 15:25:36 +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
(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"
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 947ca38440 preprocessor: split creation of latex model files. closes #966 2015-07-15 08:58:15 +02:00
Houtan Bastani 4102e0cc56 Revert "Merge branch 'rmExtraExo'"
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 ef640070c2 preprocessor: move reindexing functions from DynamicModel to ModelTree 2015-04-07 15:58:18 +02:00
Michel Juillard 6e0ef026ac write C++ version of model functions without temporary terms 2014-02-24 13:33:48 +01:00
Sébastien Villemot 47a8fd0147 Add line numbers of equations in preprocessor error messages.
Closes #584
2014-01-27 16:41:43 +01:00
Sébastien Villemot e487dab6bb Refuse non-stationary endogenous variables in deflators.
It is not clear what we should do in that case anyways.
2013-10-29 18:47:59 +08:00
Sébastien Villemot bbc422cf5a Fix copyright notices 2013-06-12 17:04:46 +02:00
Sébastien Villemot 75f8467803 Implement tags [static] and [dynamic] for equations
Closes #307
2013-04-11 17:11:35 +02:00
Sébastien Villemot 08c2b6e1c6 Automatic detrending engine can now handle models written in logs (ref. #309)
- new command `log_trend_var'
 - new option `log_deflator' to `var' command
2013-03-26 16:51:17 +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
Houtan Bastani 5dc9092723 cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file 2011-08-19 16:59:18 +02:00
Sébastien Villemot d2696ca2f0 Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree 2011-06-22 11:56:07 +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
Houtan Bastani d0d9fde6af bug fix: allow use of external functions with model local variables 2011-04-12 16:42:56 +02:00
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
Houtan Bastani a7fc3361ac trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +02:00
Ferhat Mihoubi f68e4fd455 - compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +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 c3c8fa5cca Preprocessor: clean prototypes of ModelTree methods (removed arguments
redundant with data members, added const keywords, use passing-by-reference)
2010-09-16 17:51:50 +02:00
Houtan Bastani 9abc7563c1 Add support for external functions 2010-02-23 18:15:18 +01:00
ferhat bce6509773 Adds location indications in error message of "bytecode" + minor correction (string passed as &string).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3374 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 16:42:08 +00:00
ferhat f13b95cb87 "bytecode" option can be used without "block" option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
sebastien 22000da5ea Changes by Ferhat:
* fix options stack_solve_algo={2,3,4} (closes #68)
* fix crashes for singular normalizations (closes #44) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-21 10:29:21 +00:00
sebastien 3aa8876538 Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue)
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)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:21:31 +00:00
sebastien 2f1382fab5 preprocessor:
* In stochastic mode, now transforms the model by removing leads and lags greater or equal to 2 (creating auxiliary variables and equations in the process)
* Information about these variables is in structure M_.aux_vars
* Automatically add the necessary initialization for auxiliary vars after the initval block or load_params_and_steady_state


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3002 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 15:10:31 +00:00
sebastien 53f4320809 Added support for equation tags (thanks to Pablo for providing a patch)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2880 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 14:37:59 +00:00
ferhat 97f73257f6 - minor modifications in Reorder_the_recursive_variables prototype
- no function comment in MinimumFeedbackSet.cc
- writeChaineRuleDerivative in DynamicModel.cc instead of ModelTree.cc


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2836 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 15:37:51 +00:00