Houtan Bastani
2f28aded6e
preprocessor: pac_expectation fixes
2018-02-08 18:17:08 +01:00
Houtan Bastani
59ffefd1ce
pac_expectation: modify syntax
2018-02-07 16:50:49 +01:00
Houtan Bastani
2d1c67ed1f
preprocessor: pac_expectation operator
2018-02-06 14:55:06 +01:00
Stéphane Adjemian (Scylla)
8e767ee720
Merge branch 'master' into ecb-master
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Fixed conflicts:
matlab/backward/backward_model_forecast.m
preprocessor/DynareBison.yy
preprocessor/ParsingDriver.hh
tests/practicing/datasaver.m
2017-08-30 11:51:56 +02:00
Houtan Bastani
076fb75f98
preprocessor: add model_local_variable declaration for declaring model local variables with tex names. Closes #563
2017-08-28 17:24:56 +02:00
Houtan Bastani
86443e90b9
preprocessor: add possibility to add vector to adl command
2017-07-03 17:29:58 +02:00
Houtan Bastani
a76d4495d3
preprocessor: move adl to unaryopnode
2017-07-03 16:38:44 +02:00
houtanb
2deb4b42fb
preprocessor: fix bug in adl implementation
2017-06-23 18:07:38 +02:00
Houtan Bastani
cb369b3b98
preprocessor: support adl and diff
2017-06-14 16:12:08 +02:00
Stéphane Adjemian (Charybdis)
942d0ee322
Merge branch 'master' into ecb-master
2017-06-03 14:51:28 +02:00
Stéphane Adjemian (Charybdis)
a01b347564
Fixed indentation if c and c++ files.
2017-06-01 19:58:32 +02:00
Stéphane Adjemian (Charybdis)
67482f4b7b
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
Stéphane Adjemian (Charybdis)
d2b7503e1c
Fixed indentation of c/h/cc/hh files.
2017-05-16 16:30:27 +02:00
Houtan Bastani
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
Houtan Bastani
1ab66f549f
var_expectation: create possibility for h-step-ahead forecast
2017-03-22 09:41:09 +01:00
Houtan Bastani
a020daef37
var_expectation: first draft
2017-03-22 09:41:09 +01:00
Houtan Bastani
61b2be2a2c
preprocessor: add normcdf for MSVC. closes #1259
2016-10-14 16:11:44 +02:00
Houtan Bastani
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
Houtan Bastani
ce7a172c21
preprocessor: issue warning when param used with lead/lag. closes #976
2015-07-30 14:40:03 +02:00
Houtan Bastani
73caec3185
more explicit warning when dividing by zero in conversion to static model and when reading model #730
2014-10-03 17:04:07 +02:00
Sébastien Villemot
8882f809c3
Introduce a new abstract class for external function nodes.
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This fixes the following bugs:
- 1st and 2nd ext fcn deriv nodes were incorrectly added to
DataTree::external_function_node_map, because of the chaining of
constructors.
- the following methods of FirstDerivExternalFunctionNode were not overloaded:
toStatic(), buildSimilarExternalFunctionNode()
- the following methods of SecondDerivExternalFunctionNode were not overloaded:
toStatic(), buildSimilarExternalFunctionNode(), compile(),
compileExternalFunctionOutput()
2014-03-13 12:12:17 +01:00
Sébastien Villemot
ca7fe60252
Cosmetic renaming for consistency between DataTree method names.
2014-03-11 18:56:48 +01:00
Sébastien Villemot
dab2dde8af
Small improvements to external functions code.
2014-02-24 17:27:34 +01:00
Sébastien Villemot
93777bd73e
Fix preprocessor crash when an pre-computed constant equals NaN or Inf
2012-10-01 16:22:38 +02:00
Sébastien Villemot
dbec61ba62
Preprocessor: handle underflows and overflows as MATLAB and Octave do
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i.e. don't fail when they happen and instead return 0 or Inf
2012-07-12 12:46:22 +02:00
Houtan Bastani
b75d0e733f
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
Houtan Bastani
973105ace3
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
Sébastien Villemot
47b828489b
Preprocessor: more explicit error message when users enter invalid floating
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point numbers (like "1e-10000")
2011-02-16 11:08:40 +01:00
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
7a26fe2ebd
extend domain of derivative of x^p to x=0 under certain conditions (see ticket 78)
2010-12-13 17:03:57 +01:00
Houtan Bastani
d206217fef
fixed bug that would force node sharing when two or more expectation operators had the same expression but different information sets
2010-12-08 12:29:47 +01:00
Sébastien Villemot
eaad0b1263
Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues
2010-11-25 13:45:35 +01:00
Sébastien Villemot
615f2ae322
Histval block:
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- fail when user tries to initialize a variable at a period which is not in the model, and make the error message explicit
- correctly handle exogenous variables in stochastic mode, which are also substituted with an aux var
- added test files
2010-10-20 14:47:03 +02:00
Houtan Bastani
a7fc3361ac
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +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
2906c63f48
Preprocessor: removed useless version of DataTree::AddVariable()
2010-04-23 18:32:25 +02:00
Sébastien Villemot
5364cdea25
Preprocessor: removed useless version of DataTree::AddExternalFunction()
2010-04-23 18:32:19 +02:00
Sébastien Villemot
d8dcfa131e
Preprocessor: changed the prototype of DataTree::AddLocalVariable()
2010-04-23 18:32:14 +02:00
Houtan Bastani
9c2e06a091
Added erf as an internally supported function and updated manual.
2010-03-11 12:00:37 +01:00
Houtan Bastani
50258dae49
Added normpdf as an internally supported function and updated manual.
2010-03-11 10:16:40 +01:00
Houtan Bastani
52cbb40775
Added expression sharing for external functions
2010-03-03 11:43:22 +01:00
Sébastien Villemot
e24c9c5ad1
Preprocessor: minor cosmetic changes related to external functions
2010-02-23 19:08:54 +01:00
Houtan Bastani
9abc7563c1
Add support for external functions
2010-02-23 18:15:18 +01:00
Sébastien Villemot
e70d899c66
Preprocessor:
...
* in DataTree, new functions for testing if some opcode (unary, binary or trinary) is used somewhere in the tree
* removed DataTree::containsSteadyState(), rather use a call to the new utility function
2010-02-23 16:45:56 +01:00
houtanb
e616667f75
expectation conditional on a restricted information set
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3367 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-18 22:08:44 +00:00
sebastien
3aa8876538
Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue)
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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
5568e622b8
preprocessor:
...
* fixed a bug with EXPECTATION operator: now handle model local variables
* substitute EXPECTATION operator even in deterministic models (for avoiding crashes, even if use of this operator doesn't make sense there)
* forbid the use of EXPECTATION and STEADY_STEATE outside model block
* minor implementation changes in EXPECTATION and STEADY_STATE operators
reference manual:
* documented EXPECTATION and STEADY_STATE operators
* added a note in write_latex_{static,dynamic}_model commands documentation about auxiliary variables and other model transformations
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3145 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 15:13:47 +00:00
houtanb
e45d3a4cb2
changed expectation operator from BinaryOpNode to UnaryOpNode
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3102 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 05:21:54 +00:00