Commit Graph

2606 Commits (bd6eee93dfa3f07d9c0ebca7f7aa21dfbad111f7)

Author SHA1 Message Date
Sébastien Villemot bd6eee93df
Block decomposition: refactor the prototypes of various functions
— return output arguments on the left-hand side
— do not pass class members as input/output arguments

By the way, fix a (benign) vector allocation bug in
{Static,Dynamic}Model::computeChainRuleJacobian().
2020-03-19 17:47:12 +01:00
Sébastien Villemot 76c2e87c3b
Block decomposition: factorize data structures between StaticModel and DynamicModel 2020-03-17 18:58:34 +01:00
Sébastien Villemot 7aea50b988
Do not import MFS namespace 2020-03-17 16:49:22 +01:00
Sébastien Villemot ec57ee96c3
MinimumFeedbackSet: make most functions (de facto) private 2020-03-17 16:48:55 +01:00
Sébastien Villemot ca7024802e Merge branch 'shock_decomp' into 'master'
Add missing smoother options to shock_decomposition

See merge request Dynare/preprocessor!18
2020-03-17 13:22:41 +00:00
Sébastien Villemot 55501f2957 Merge branch 'julia' into 'master'
modify Julia output for mapping eqidx

See merge request Dynare/preprocessor!17
2020-03-17 13:08:25 +00:00
Johannes Pfeifer dab769c6f4 Add missing smoother options to shock_decomposition 2020-03-17 11:48:51 +01:00
Michel Juillard d668590ff8 modify Julia output for mapping eqidx 2020-03-17 09:27:10 +01:00
Sébastien Villemot 7d1a467aa3
Transform predetermined variables before computing original model leads/lags
This is necessary to correctly compute those original model leads/lags. In
particular, this is needed for correct interaction with “histval”.

Closes: #47
2020-03-02 17:10:24 +01:00
Stéphane Adjemian (Charybdis) 2a048a487c
Throw an error if mh_tune_guess is used without mh_tune_jscale. 2020-02-29 09:54:18 +01:00
Stéphane Adjemian (Charybdis) 3c6a23137b
Throw an error if mh_tune_jscale is used with mh_jscale. 2020-02-28 18:28:09 +01:00
Stéphane Adjemian (Charybdis) 5a12f56b0f
Cosmetic change (indentation). 2020-02-28 13:17:01 +01:00
Stéphane Adjemian (Charybdis) baa3804314
Shorten option name. 2020-02-28 13:10:47 +01:00
Johannes Pfeifer 02fa6c7814 Add interface to set initial guess for mh_tune_jscale 2020-02-26 11:20:48 +01:00
Sébastien Villemot 9ff10f482a
Fix typos (thanks lintian) 2020-02-25 15:20:33 +01:00
Sébastien Villemot 6241da54fa Merge branch 'patch-1' into 'master'
Provide M_ as an output to stoch_simul and discretionary_policy

See merge request Dynare/preprocessor!15
2020-02-25 13:30:08 +00:00
Johannes Pfeifer 312edf0dba Provide M_ as an output to stoch_simul and discretionary_policy
Related to https://git.dynare.org/Dynare/dynare/issues/1711
2020-02-24 13:06:59 +00:00
Houtan Bastani 2813ef2d18
remove unused header 2020-02-21 19:51:04 +01:00
Houtan Bastani 7371558321
rework equation tags
Create new EquationTags class to simplify use of equation tags throughout the code and avoid repeated code

issue #38
2020-02-21 17:49:38 +01:00
Houtan Bastani 28b98c7c0e
Rework the function that handles the macro-expansion of the .mod file 2020-02-20 15:30:46 +01:00
Houtan Bastani abedb47573
macro processor: allow for the definition of a variable without a value
- by default, set the value of the variable to `1`, as is done on the command line with the `-D` flag

issue #43
2020-02-19 21:40:40 +01:00
Houtan Bastani 4a68f8a38d
dragonfly: add new field to `options_.parallel_info` 2020-02-18 21:31:07 +01:00
Houtan Bastani a3fb2b123e
fix bug introduced in a778ba4 2020-02-18 12:32:34 +01:00
Houtan Bastani a778ba4ab4
fix lookbehind to handle `-` sign in substitution of dates in native statements
closes dynare#1708
2020-02-17 17:37:58 +01:00
Houtan Bastani 976e2ae17a
remove support for weekly dates 2020-02-17 15:03:26 +01:00
Houtan Bastani fb8a26f877
dragonfly: support ProgramConfig config file option 2020-02-13 18:35:56 +01:00
Houtan Bastani f022f666b7
dragonfly: support ProgramPath config file option 2020-02-13 17:47:15 +01:00
Houtan Bastani ac4749edf9
add undocumented `gui` option to preprocessor 2020-02-12 12:32:40 +01:00
Houtan Bastani 14be6bad00
occbin: support occbin tags in equation tags, add occbin_likelihood and occbin_smoother as options to estimation 2020-02-11 14:24:06 +01:00
Houtan Bastani f9a7d8ded3
make loop variables const 2020-02-06 16:09:03 +01:00
Houtan Bastani de6ca5cdcc
Combine `DynareMain.cc` and `DynareMain2.cc` 2020-02-05 16:27:40 +01:00
Houtan Bastani 1dbbd87d3d
Remove options `noemptylinemacro` and `nolinemacro`; add option `linemacro`
This only concerns the situation when `savemacro` is also passed.

When `linemacro` is passed, the macro expanded .mod file is the same as before

When `linemacro` is not passed, the macro expanded .mod file is equivalent to what it was before when both `noemptylinemacro` and `nolinemacro` were passed.

closes #44
closes #45
2020-02-05 15:19:01 +01:00
Sébastien Villemot c4a9f93d40
Do not allow the estimation of a parameter that appears in “planner_discount”
Ref. dynare#1173
2020-02-04 17:49:53 +01:00
Houtan Bastani 12296b620f
macro processor: fix bug in file reported when error encountered after a file has been included
closes #42
2020-02-04 11:12:41 +01:00
Houtan Bastani 6284e991fc
macro processor: remove unnecessary type specifiers 2020-02-04 11:12:41 +01:00
Sébastien Villemot ee972d9638
Fix “planner_discount” option of “discretionary_policy”
Since fe0c781c06, the discount factor would
always be equal to one.

Ref. dynare#1699
2020-01-30 15:42:39 +01:00
Houtan Bastani 3fec11b183
code simplifications 2020-01-30 14:55:39 +01:00
Houtan Bastani 148aa9d924
macro processor: simplify handling of `@#define` 2020-01-29 14:52:01 +01:00
Stéphane Adjemian (Charybdis) 2479a2a78c
Fixed bug introduced in 985d742.
If a float smaller than one in absolute value is written without a
leading zero in the mod file, for instance as `.5`, we really need to
prefix the number with a zero. The simplest approach is to convert
the strings representing the numerical constants into floats.
2020-01-28 18:11:55 +01:00
Stéphane Adjemian (Charybdis) 985d742381
Removed prefixing of doubles between -1 and 1 with 0.
This resulted in values like `00.018` in the AST's NumConstNode which
cannot be read by some JSON readers (e.g. Mathworks' jsondecode).
2020-01-27 16:45:21 +01:00
Sébastien Villemot bef537d40a
Do not simplify constant equations which have a tag attached
In particular, in the case of an 'mcp' tag, this could lead to a convergence
failure.

Ref. dynare#1697
2020-01-27 16:09:05 +01:00
Sébastien Villemot 0f3f6a2332
Add comments and simplify code in function that parses the --+ options: … +-- line 2020-01-23 18:45:02 +01:00
Sébastien Villemot 8496e8287d
Fix source tarball creation following removal of license.txt 2020-01-22 20:14:57 +01:00
Sébastien Villemot 92feb0832d
Remove license.txt, it has been merged back in the main Dynare one 2020-01-22 18:05:17 +01:00
Houtan Bastani c6a52fd778
macro processor: c++ modernization 2020-01-21 15:43:25 +01:00
Houtan Bastani fa2f6c9206
macro processor: use `map.count()` instead of `map.find()` 2020-01-21 15:41:25 +01:00
Houtan Bastani 3c546ddb20
macro processor: declare function const 2020-01-21 15:41:08 +01:00
Sébastien Villemot a8b7bd31c5
Fix bug introduced in use_dll mode in 23a08a3662
Ref. #40
2020-01-20 18:33:31 +01:00
Sébastien Villemot b0c819cb03
Compute 3rd order dynamic derivatives for “dynare_sensitivity(identification)”
Ref. #40
2020-01-20 17:26:31 +01:00
Sébastien Villemot 23a08a3662
Ensure that dynamic model files contains all the derivatives that have been computed
Previously, there could be a discrepancy if the order mandated by
“identification” was less that the one mandated by “stoch_simul”.

Ref. #40
2020-01-20 17:22:32 +01:00