Commit Graph

184 Commits (a0f74f5c16b9a1826069797a5fa9ebce2ae7777f)

Author SHA1 Message Date
Houtan Bastani a0f74f5c16
pac growth: allow linear combination 2019-05-14 12:33:59 +02:00
Sébastien Villemot 40ef954802
Add new dynamic_g1_nz.m generated file, for perfect_foresight_stacked_solver DLL 2019-05-03 19:25:23 +02:00
Sébastien Villemot 82cd95a653
Remove some unnecessary headers 2019-05-02 15:30:33 +02:00
Houtan Bastani bf89cedd88
fix compilation of static/dynamic files on macOS 2019-04-24 17:40:50 +02:00
Sébastien Villemot 1907249fac
Ask GCC to warn about C-style casts (-Wold-style-cast)
Adapt the code accordingly.
2019-04-23 12:54:11 +02:00
Sébastien Villemot c628f21245
JSON: output derivatives at an arbitrary order
Backward incompatible change: the temporary terms for 3rd order are now stored
in "temporary_terms_third_derivative" (without the final "s"; same for external
functions), for consistency with the name of the slot for the derivatives
themselves ("third_derivative").

Ref dynare#217
2019-04-18 17:13:16 +02:00
Sébastien Villemot 43906691d3
JSON: simplification of method for writing temporary terms 2019-04-18 17:10:39 +02:00
Sébastien Villemot b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding) 2019-04-16 11:35:31 +02:00
Sébastien Villemot bbab112d65
Support for output of arbitrary derivation order (in MATLAB and DLL modes)
Does not work for Julia mode, neither with block and bytecode.

Note: in DLL mode, the number of temporary terms in no longer given in the
‘ntt’ symbol; it must be computed using ‘M_.dynamic_tmp_nbr’.

Ref dynare#217
2019-04-12 18:13:50 +02:00
Sébastien Villemot 8a41a75c85
Apply modernize-raw-string-literal from clang-tidy
Use ReplaceShorterLiterals option to enforce replacement of all strings.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-raw-string-literal.html
2019-04-03 16:45:52 +02:00
Sébastien Villemot 58adbdeddd
Compatibility fix with MATLAB ≤ R2011a 2019-03-26 15:41:48 +01:00
Sébastien Villemot fd6e700ec7
Simplification: use std::max when computing maxima 2019-03-21 17:24:49 +01:00
Sébastien Villemot 78583135df
Use true/false instead of 1/0 for boolean options
This is more elegant, and makes it easier to distinguish them from integer
options.
2019-03-19 15:15:10 +01:00
Houtan Bastani f1d1c1e1c1
trend_component_model: simplify AR 2019-03-15 12:27:32 +01:00
Houtan Bastani a3c08f932e
simplify code to find autoregressive matrix for VARs 2019-03-15 12:26:59 +01:00
Houtan Bastani 69e7763490
pac: change vectors that store additive parts 2019-03-07 12:57:47 +01:00
Houtan Bastani 2201907245
pac: support additive elements whether optimizing agents are present or not 2019-03-07 12:36:08 +01:00
Houtan Bastani 9b1b4113d9
pac: keep order of variables in ec part of pac equation and add scaling factor to output 2019-03-07 11:31:45 +01:00
Houtan Bastani b0dac547e9
shorten writing of istarget output 2019-03-07 11:31:45 +01:00
Houtan Bastani 9963686e72
handle additive terms when PAC equation does NOT have non/optimizing agents 2019-03-05 12:20:45 +01:00
Houtan Bastani 341b9c6667
pac_model: allow diff as argument to growth option 2019-02-28 19:22:34 +01:00
Houtan Bastani 5f013756f2 find additive parts to pac equation 2019-02-27 23:12:05 +01:00
Stéphane Adjemian (Charybdis) 2312ce13dc
Changed non_optimizing_behaviour.type field to non_optimizing_behaviour.isendo.
The elements are logicals true/false (true iff corresponding variable is an endogenous variable).
2019-02-27 15:35:19 +01:00
Houtan Bastani ec21208ed7
pac: specify type of variables in non optimizing part of equation 2019-02-27 15:10:48 +01:00
Houtan Bastani 64f55e4a5e
pac: declare endogenous variables needed by pac model consistent expectation before the creation of auxiliary variables 2019-02-25 15:29:46 +01:00
Houtan Bastani 36b2ae5026
pac: model consistent expectation: add 1 to max lag from pac equation to obtain correct `m` for substitution 2019-02-25 10:48:53 +01:00
Stéphane Adjemian (Charybdis) 6a34603f91
Conform to spelling used in Matlab codes. 2019-02-22 12:31:58 +01:00
Houtan Bastani d8c9bbc353
ensure that h1/h0_param_indices are created regardless of whether there are parameters or not 2019-02-22 11:52:07 +01:00
Sébastien Villemot 7d16fff786
Further simplifications 2019-02-21 12:16:22 +01:00
Sébastien Villemot be023bdab9
Simplification: the [] operator already inserts the new element
See https://en.cppreference.com/w/cpp/container/map/operator_at
2019-02-21 12:15:50 +01:00
Houtan Bastani f41e681122
use emplace instead of insert and emplace_back instead of push_back 2019-02-21 10:59:53 +01:00
Houtan Bastani 520c7fc9b2
use auto instead of specific initializer 2019-02-21 10:52:59 +01:00
Houtan Bastani 469a328cfc
replace make_pair and make_tuple 2019-02-21 10:42:10 +01:00
Houtan Bastani b09b50472b
pac: fix writing to use modstruct instead of M_ 2019-02-20 16:46:52 +01:00
Houtan Bastani f88682d683
pac: output model type in M_.pac.(model_name) 2019-02-20 16:43:24 +01:00
Houtan Bastani 5e1521f42b
don’t save unnecessary pac model info 2019-02-20 16:38:44 +01:00
Houtan Bastani 240aba6709
move pac info out of pac expectation node 2019-02-20 15:35:13 +01:00
Houtan Bastani 34756833ae
pac: output info into substructures based on pac model name & equation tag 2019-02-19 18:32:42 +01:00
Houtan Bastani fc6d04b015
create A0 and A0star matrices for trend component models 2019-02-19 12:26:30 +01:00
Houtan Bastani 0ea84fa9a4
pac: allow steady state growth and model consistent expectation substitution in pac equation 2019-02-18 15:11:45 +01:00
Houtan Bastani f4837e6c94
fix AR and EC matrices when `equation = C` results in a simplified equation 2019-02-14 17:09:57 +01:00
Houtan Bastani d922ae8ffc
pac_model: permit lag on growth option 2019-01-25 14:52:26 +01:00
Sébastien Villemot e7c9c26d2d
More modernizations with clang-tidy 2019-01-15 11:08:47 +01:00
Sébastien Villemot 01385d1f80
Simplify implementation of nopreprocessoroutput option
Simply redirect cout to /dev/null, instead of propagating a boolean
everywhere.
2018-12-20 17:08:45 +01:00
Sébastien Villemot 38152c34a4
Make histval compatible with diff operator
The idea is to make use of the dynamic_set_auxiliary_dseries.m file to generate
the initial conditions for all auxiliary variables, including the diffs.

Also remove the check done by the preprocessor for the lags in histval, since
it does not work correctly with the diff operator.
2018-12-11 17:32:05 +01:00
Sébastien Villemot 66a766b0b7
Small modernization 2018-12-04 18:41:04 +01:00
Sébastien Villemot 571b5d0816
Computation of temporary terms generalized to any derivation order 2018-11-30 12:22:13 +01:00
Sébastien Villemot 67ac4bf8ea
Allow diff() and log() in "expression" option of var_expectation_model 2018-11-29 16:01:49 +01:00
Sébastien Villemot e9341c7153
Implement option "expression" of var_expectation_model
The data structure written in the driver file is changed also in the case of
the "variable" option.
2018-11-28 17:33:59 +01:00
Sébastien Villemot b88e0de53f
Remove useless accessor methods for data members that are const in ExprNode classes
Those const data members are simply made public.
2018-11-28 14:35:30 +01:00