Sébastien Villemot
2c6fa34a1f
C++17: use structured bindings instead of std::tie whenever possible
2019-09-11 16:40:19 +02:00
Houtan Bastani
d1be4f4946
remove duplicates from stoch_simul symbol_list. closes dynare#1519
2019-09-10 11:13:33 +02:00
Sébastien Villemot
fbf535e819
Fix typo
2019-08-27 14:20:00 +02:00
Sébastien Villemot
db6d4fb0cd
Support identification(order=3)
...
In that case, the preprocessor outputs g4 (4th derivatives of model) and
g3p (1st derivs of g3 w.r.t. parameters).
Ref #10
2019-08-22 17:02:40 +02:00
Sébastien Villemot
24d4b2dc77
identification command now accepts the order option
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Note that this option does not modify the global options_.order, for
consistency with the semantics of the identification command.
The preprocessor will compute dynamic derivatives up to at least order+1.
Closes #10
2019-07-05 17:49:16 +02:00
Sébastien Villemot
d59f9f75ff
Simplification of previous commit
2019-06-05 15:03:48 +02:00
Houtan Bastani
d873414728
pac_model growth: allow single parameters
2019-05-27 16:06:14 +02:00
Houtan Bastani
3509291b74
pac_model: only write growth fields if growth was passed to pac_model
2019-05-20 16:14:40 +02:00
Houtan Bastani
2753ab9887
pac: collect exogenous variables in growth argument to pass exo use test in ModFile.cc
2019-05-17 15:06:16 +02:00
Houtan Bastani
a0f74f5c16
pac growth: allow linear combination
2019-05-14 12:33:59 +02:00
Houtan Bastani
21fe0f4bdc
avoid cast warnings when compiling boost headers
2019-04-23 14:57:03 +02:00
Sébastien Villemot
b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding)
2019-04-16 11:35:31 +02:00
Houtan Bastani
7392cd3a6c
add JSON output for plot_shock_decomposition, realtime_shock_decomposition, and initial_condition_decomposition
2019-04-12 14:34:09 +02:00
Sébastien Villemot
39926133b8
More automatic modernizations with clang-tidy
2019-04-03 16:46:20 +02:00
Sébastien Villemot
8a41a75c85
Apply modernize-raw-string-literal from clang-tidy
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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
Houtan Bastani
6ba31087ab
add check for parameter_set option to conditional_forecast
2019-04-03 14:26:02 +02:00
Sébastien Villemot
78583135df
Use true/false instead of 1/0 for boolean options
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This is more elegant, and makes it easier to distinguish them from integer
options.
2019-03-19 15:15:10 +01:00
Houtan Bastani
fdefb0f52a
move variable initialization out of body
2019-03-08 16:21:01 +01:00
Houtan Bastani
e56f994d28
pac_model: write growth argument as string
2019-03-01 11:20:26 +01:00
Houtan Bastani
341b9c6667
pac_model: allow diff as argument to growth option
2019-02-28 19:22:34 +01:00
Houtan Bastani
240aba6709
move pac info out of pac expectation node
2019-02-20 15:35:13 +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
d922ae8ffc
pac_model: permit lag on growth option
2019-01-25 14:52:26 +01:00
Houtan Bastani
9c95bfa33f
fix typos
2019-01-18 12:48:45 +01:00
Houtan Bastani
027b59b449
fix typos
2019-01-18 12:36:19 +01:00
Sébastien Villemot
e7c9c26d2d
More modernizations with clang-tidy
2019-01-15 11:08:47 +01:00
Houtan Bastani
4c71d143f3
substitute leads/lags appropriately when identification or sensitivity statements are present. Issue: https://git.dynare.org/Dynare/dynare/issues/1631
2019-01-09 14:48:25 +01:00
Sébastien Villemot
01385d1f80
Simplify implementation of nopreprocessoroutput option
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Simply redirect cout to /dev/null, instead of propagating a boolean
everywhere.
2018-12-20 17:08:45 +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
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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
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Those const data members are simply made public.
2018-11-28 14:35:30 +01:00
Sébastien Villemot
6fa115aedd
Derivation engine w.r.t. endogenous generalized to any order
2018-11-22 17:13:55 +01:00
Sébastien Villemot
4a974bb428
The preprocessor now compiles the MEX when use_dll is specified
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New options "mexext" and "matlabroot" are introduced, so that the preprocessor
knows where to find MATLAB and which architecture to compile for.
Only recent gcc is now supported. A set of optimization flags is used so that
compilation goes reasonably fast on large models.
Consequently, options "msvc", "mingw" and "cygwin" have been removed.
2018-10-26 18:09:13 +02:00
Sébastien Villemot
1c33af4844
Fix bug introduced in bfd93f4ac0
with correlations in estim_params
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For correlations, there is one extra columns (since there are two symbol
indices). MATLAB automatically adds the missing column, while Octave is
stricter when verifying dimensions.
By the way, add a missing comma.
2018-10-26 11:11:10 +02:00
Stéphane Adjemia (Scylla)
bfd93f4ac0
Fixed estimated_params_init behaviour...
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... when an initial value is given to a parameter that is not
estimated.
The generated driver file was crashing with cryptic error message
because we were searching in the first (and second) column of a
potentially empty array with 0 columns. The fix is to initialize the
fields of estimated_params_ with empty arrays with 10 columns (ie
zeros(0, 10)). Also print a message in the matlab command window if
parameter declared in estimated_params_init is not estimated.
2018-10-25 10:24:25 +02:00
Sébastien Villemot
1089a223c4
Clean up default constructors/destructors
2018-10-11 17:08:44 +02:00
Sébastien Villemot
f2cf86b734
Add copy constructors / assignment operators for the DataTree class hierarchy
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In particular, it is necessary to turn back DataTree::AddVariable() into a
non-virtual method, because it is called from DataTree's constructor. Enforcing
the absence of leads/lags is now done using a new boolean DataTree::is_static.
Take advantage of the new copy constructor for handling
PlannerObjectiveStatement more elegantly.
Unfortunately it is not possible to implement *move* constructor / assigment
operators, because the reference ExprNode::datatree is not mutable.
2018-10-10 12:53:55 +02:00
Sébastien Villemot
7bb5382428
Always use brace-initializer in constructors
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The syntax makes clearer the distinction between a function call and an
initialization. Also, it prevents bugs due to implicit type conversions.
2018-10-04 17:19:18 +02:00
Ferhat Mihoubi
139e3efa82
Adds a new model option "linear_decomposition" that creates a block composed of the non-linear equations o the model
2018-09-28 14:54:52 +02:00
Houtan Bastani
85dbb649b7
move trend_component_table and var_model_table to DynamicModel as they are only used there
2018-09-14 17:04:06 +02:00
Houtan Bastani
0c66e724cb
fix typo
2018-08-22 17:09:16 +02:00
Houtan Bastani
7d9072a227
var_expectation: rename var_model_name to aux_model_name
2018-08-22 16:57:36 +02:00
Stéphane Adjemia (Scylla)
a406c18598
Allow trend_component_model in var_expectations.
2018-08-22 16:50:01 +02:00
Houtan Bastani
539fddc9f6
introduce var model table
2018-08-22 12:15:02 +02:00
Houtan Bastani
afe0e475b1
trend_component_model statement
2018-08-17 16:52:48 +02:00
Houtan Bastani
e24cabe3a5
var_expectation: print type specific id for discount index
2018-08-08 14:59:50 +02:00
Stéphane Adjemian(Charybdis)
32da131a77
Added associated index in M_.endo_names for expected variable.
2018-08-04 19:50:12 +02:00
Stéphane Adjemian(Charybdis)
ed32caeb46
Added missing field in VAR_EXPECTATION_MODEL description (variable).
2018-08-04 12:03:53 +02:00
Stéphane Adjemian(Charybdis)
022395aaf6
Fixed param_indices vector for VAR_EXPECTATION_MODEL.
2018-08-04 11:46:31 +02:00
Sébastien Villemot
f3c2a1bf87
New var_expectation_model statement and re-design of var_expectation operator
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Given a previously declared var_model, the var_expectation_model statement is
used to declare a way of forming expectations with this VAR (possibly using a
finite or infinite discounted sum). The var_expectation operator now takes a
single argument, the name of the var_expectation_model.
For the moment, this only works when the var_model is using equations
explicitly declared in the model block.
2018-08-02 08:39:09 +02:00