Commit Graph

1570 Commits (c59b6ab0354ff5a4bab838440ae77518d100ff4d)

Author SHA1 Message Date
Houtan Bastani c59b6ab035 preprocessor: write certain variables from M_ to JSON output 2017-06-28 17:11:24 +02:00
Sébastien Villemot 8b63e53d68 Add julia preprocessor to the clean rule. 2017-06-28 15:59:20 +02:00
Stéphane Adjemian (Charybdis) 507fad86a3 Cosmetic change.
A "lag"" key with a negative value should be interpreted as a lead (and not a
lag). Possible solutions are (1) Change the sign of the value, (2) Add a new
key "lead" and consider only positive values, and (3) Change the key name for
"shift" with negative values for lags and positive values for leads.

The commit implements the third choice.
2017-06-28 15:49:09 +02:00
Sébastien Villemot ec561138d4 Fix various typos (thanks lintian). 2017-06-28 15:06:54 +02:00
Houtan Bastani c66e000b5b preprocessor: remove warning on int/size_t comparison 2017-06-28 12:06:20 +02:00
Houtan Bastani 162675ecb8 preprocessor: write JSON output for original model when writing after transform pass 2017-06-28 12:04:04 +02:00
houtanb e6c5a8000b preprocessor: write original model in JSON output after computing pass 2017-06-23 14:20:48 +02:00
houtanb 95dda50de1 preprocessor: add tag information to cloned dynamic model 2017-06-23 14:19:57 +02:00
Stéphane Adjemian (Charybdis) 7af01dd0a2 Merge branch 'master' into json 2017-06-16 20:03:36 +02:00
Houtan Bastani 7153f19aab preprocessor: remove comparison warnings from compilation of ModelTree.cc 2017-06-14 23:49:10 +02:00
Houtan Bastani 6255858d21 preprocessor: fix bug: check whether second string in pair is empty. closes #1469 2017-06-14 23:40:30 +02:00
Stéphane Adjemian (Charybdis) 51feda7d02 Fixed code indentation. 2017-06-14 07:01:31 +02:00
Johannes Pfeifer 2670ca8db0 Get rid of unused and superseded options_.colormap and make sure options_.plot_shock_decomp.colormap is set 2017-05-23 13:20:47 +02:00
Stéphane Adjemian (Charybdis) 2be5a18c8a Merge branch 'prepare-4.5' 2017-05-19 16:33:12 +02:00
Stéphane Adjemian (Charybdis) 67482f4b7b Fixed copyright notices. 2017-05-18 18:36:38 +02:00
Houtan Bastani 5e1cc8d8e5 preprocessor: clean up initval output 2017-05-18 18:02:22 +02:00
Stéphane Adjemian (Charybdis) d2b7503e1c Fixed indentation of c/h/cc/hh files. 2017-05-16 16:30:27 +02:00
Stéphane Adjemian (Charybdis) 031a798a96 Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Stéphane Adjemian d72cadeed7 Merge pull request #1441 from JohannesPfeifer/ksstat
Remove redundant ksstat option
2017-04-29 18:00:25 +02:00
Johannes Pfeifer ec6756db0e Remove redundant ksstat option
Closes #1431
2017-04-27 11:08:17 +02:00
Stéphane Adjemian (Charybdis) bac51e0a0e Added option rescale_prediction_error_covariance. 2017-04-26 18:22:03 +02:00
Houtan Bastani a85cc7b451 preprocessor: change trend test to warning. #1389 2017-04-20 18:41:28 +02:00
Johannes Pfeifer 8db0154570 Fix typo in error message 2017-04-06 08:41:12 +02:00
Houtan Bastani c74dac7e73 preprocessor: add warning for potential non-linearities in model declared linear. #1404 2017-04-05 11:07:34 +02:00
Houtan Bastani 5021601b5b preprocessor: move equation tags out of dmath mode, include all equation tags in one set of brackets, allow equation tags to be interpreted as latex, modify manual and test accordingly. #477 2017-04-05 11:01:25 +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 7c09ae7f3d preprocessor: remove unused filed histval_present from mod_file_struct 2017-04-03 15:23:01 +02:00
Stéphane Adjemian (Charybdis) f9a803f4a9 Added option nonlinear_filter_initialization.
Default value is 1 (initialization with the ergodic variance of the reduced
form solution of the model approximated at order one).

If the model has unit roots, the user must use `nonlinear_filter_initialization=3`,
which select an identity matrix for the initial covariance matrix of the state variables.

A side effect of this option is to temporarily change the value of options_.qz_criterium to
a value above one (ie 1+1e-6) so that the unit roots are not rejected. If the
model has unit roots and if the and if the option
nonlinear_filter_initialization has a value less than 3, the evaluation of the
likelihood will fail, because by default the unit root is counted as an
unstable root.
2017-04-03 11:25:05 +02:00
Houtan Bastani 5be4206092 preprocessor: add options plot_init_date and plot_end_date to plot_shock_decomposition 2017-03-31 14:38:44 +02:00
Houtan Bastani bc9a619d8a preprocessor: initial_condition_decomposition front end. closes #1425 2017-03-31 13:19:04 +02:00
Johannes Pfeifer ddcad84f13 Clarify error message if model-local variable was already used on RHS 2017-03-29 14:49:37 +02:00
Houtan Bastani 5fb2ba6f7c plot_shock_decomposition: remove argument to steadystate option 2017-03-28 12:15:00 +02:00
Houtan Bastani 59322da2a7 preprocessor: add plot_shock_decomposition command. closes #1406 2017-03-24 12:11:36 +01:00
Houtan Bastani d2dfb65602 preprocessor: add realtime_shock_decomposition statement. #1406 2017-03-21 15:20:32 +01:00
Houtan Bastani ea450d4254 preprocessor: fix bug introduced in a4eb8d6b91b3b9d5c0293b78be0678c52c4395a4 2017-03-21 14:07:30 +01:00
Houtan Bastani bc5ac82612 preprocessor: add init_state option to shock_decomposition 2017-03-21 12:48:11 +01:00
Johannes Pfeifer 8c595e3298 evaluate_smoother.m: pass updated M_.params and oo_ back to base workspace
Closes #1373
2017-03-17 13:15:39 +01:00
Johannes Pfeifer 5a35040126 Make sure block-decomposed model returns with correct error code if Inf or NaN is encountered
Missing from 5f85d3a2005ae1d2b3650776cc33830967721159 where only residual was set to error code. If oo_.deterministic_simulation.status is not set to 0, model will erroneously be considered as solved and homotopy will not be triggered.
2017-03-17 10:07:13 +01:00
Houtan Bastani 3eddd5ce88 preprocessor: split equation output into lhs and rhs. #1387 2017-03-15 12:52:55 +01:00
Houtan Bastani 6e9e2eac40 preprocessor: write JSON output for cross refs #1387 2017-03-10 17:28:25 +01:00
Houtan Bastani bab5d9bea1 Merge branch 'master' into json 2017-03-10 17:20:15 +01:00
Houtan Bastani cde54d7ad4 Revert "preprocessor: write equation cross references in JSON. #1387"
This reverts commit 0ccc82300c3046d159554c24027ded09a93b687e.
2017-03-10 17:18:41 +01:00
Houtan Bastani b4ac9aac8d preprocessor: add lag info to equation cross references. closes #1398 2017-03-10 16:59:52 +01:00
Houtan Bastani 2a3ef9d168 preprocessor: write equation cross references in JSON. #1387 2017-03-06 16:34:08 +01:00
Houtan Bastani 746f88eb6e preprocessor: create two different static and dynamic files with the option jsonprintderivdetail. #1387 2017-03-03 14:42:37 +01:00
Houtan Bastani 1b3cccb602 Merge branch 'master' into json 2017-03-03 14:42:25 +01:00
Houtan Bastani 5fbadbadd3 preprocessor: make JSON output start counting at 1 instead of 0. #1387 2017-03-02 17:34:34 +01:00
Houtan Bastani fc48bf26b9 preprocessor: write error messages to cerr instead of cout, replace \n with endl 2017-03-01 12:44:31 +01:00
Houtan Bastani 9eb7c00da1 preprocessor: fix bug that caused temporary terms not to be printed for the parameter derivatives of the static model. closes #1397 2017-03-01 12:20:55 +01:00
Houtan Bastani 32a08f8db0 preprocessor: add onlyjson option to allow exit upon writing of JSON output. #1387 2017-02-28 14:34:22 +01:00