Commit Graph

1394 Commits (ca1879fe7dfef081b49f6f2b9fa1e4b73f01ea11)

Author SHA1 Message Date
Houtan Bastani ca1879fe7d preprocessor: interface for osr_params_bounds. #948 2016-05-10 18:01:00 +02:00
Houtan Bastani 8f2007fac5 preprocessor: fix bug introduced in c9ca46f228c73dc8b85322109f896cc32f446a7c. Further simplify ParsingDriver::declare_nonstationary_var(). Closes #1184 2016-05-09 16:10:04 +02:00
Houtan Bastani 4462591347 fix copyright dates 2016-05-04 16:05:31 +02:00
Michel Juillard 1df83c1807 add option colormap for shocks_decomposition 2016-04-15 09:02:53 +02:00
Michel Juillard 94f1f9883a adding groups of shocks for shock_decomposition
consistency checks, documentation and test case
are still missing
2016-04-15 09:02:53 +02:00
Michel Juillard aa12dc6d5b fixed issue with auxiliary variables and external function 2016-04-09 09:23:17 +02:00
Stéphane Adjemian 0979b3464e Merge pull request #1152 from JohannesPfeifer/headers
Cosmetic changes to various function headers
2016-04-08 23:29:16 +02:00
Michel Juillard 8ed19b668c simplify writing of auxiliary variables definitions
This will fail if external function are used in
auxiliary variables definition
2016-04-08 09:33:57 +02:00
Michel Juillard 6f4d12c3f4 fixed bug with external function introduced in the
refactoring to the _static file
2016-04-07 18:27:44 +02:00
Michel Juillard da63d21f0d fixing problems with Ramsey policy and auxiliary variables 2016-04-04 17:11:03 +02:00
Michel Juillard e5cee0fdd7 build full static model for analytical derivatives
estimation code
2016-04-01 18:45:19 +02:00
Michel Juillard f6f4ea70fb skipt expectation operator in substitution of auxiliary variables 2016-04-01 18:45:19 +02:00
Michel Juillard 32fb90d5f3 completing replacement of auxiliary variables in static model 2016-04-01 18:45:19 +02:00
Michel Juillard 1b4f68f934 replacing auxiliary variables by their definition
in static model. Doesn't work right yet.
2016-04-01 18:45:19 +02:00
Michel Juillard 489b778016 put orig_eq_nbr and ramsey_eq_nbr in mod_file_struct 2016-04-01 18:45:19 +02:00
Johannes Pfeifer 62eb7e7443 Add headers for param_derivs-files 2016-03-29 15:57:49 +02:00
Ferhat Mihoubi 4419b9e9e6 Fix :
"Bytecode does not enforce positivity constraint on irreversible investment model #439 "
when block model option is used.
When cutoff is set to 0 the block decomposition is performed on the incidence matrix instead of the static Jacobian matrix. This correction avoids to use derivatives on logical operators that are always equal to 0.
2016-03-25 15:38:49 +01:00
Johannes Pfeifer d52c378460 Allow prefilter_decomposition as option if calib_smoother 2016-03-23 10:31:10 +01:00
Johannes Pfeifer 0c0ea326ce Fix wrong initialization of trend_coeff in preprocessor/ComputingTasks.cc 2016-03-23 10:06:19 +01:00
Stéphane Adjemian(Charybdis) e9f9aa2184 Allow irf_shocks in DSGE-VAR models. 2016-03-22 16:04:33 +01:00
Stéphane Adjemian a509fa7b87 Merge pull request #1130 from JohannesPfeifer/dataset_info
Save dataset_info in results.mat if it exists
2016-03-18 14:30:09 +01:00
Houtan Bastani cd66cf7bbf fix copyright dates 2016-03-15 12:45:57 +01:00
Sébastien Villemot 42d166e272 Fix compatibility with Flex 2.6.
In Flex 2.6, the C++ scanner changed. yyout is now a reference (and no
longer a pointer).
2016-03-14 16:28:24 +01:00
Houtan Bastani d38d6e26b4 fix copyright dates 2016-03-11 16:22:42 +01:00
Houtan Bastani 92624c2bcb preprocessor: allow for changing planner_discount in .mod file. closes #1092 2016-03-11 15:56:34 +01:00
Johannes Pfeifer 227b9d2339 Save dataset_info in results.mat if it exists 2016-03-11 15:29:12 +01:00
Stéphane Adjemian (Hermes) 0f794948ff Merge branch 'temporary_terms'
Do not evaluate unnecessary temporary variables (for instance those
used in the evaluation of the jacobian matrix when we only compute the
residuals of the dynamic equations).
2016-03-09 17:53:58 +01:00
Houtan Bastani fde8adc240 build system: cosmetic typo fix 2016-03-09 16:53:57 +01:00
Houtan Bastani dc1748f3f4 build system: fix typo 2016-03-08 18:06:45 +01:00
Stéphane Adjemian (Hermes) 359b4a20bc Fixed extended path.
- Removed call to make_ex_,
 - Fill oo_.exo_simul in extended path routine,
 - Do not update oo_.exo_simul after the call to the extended path routine,
 - Cosmetic change.

(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
Houtan Bastani f0ff0d911b preprocessor: allow arbitrary partitioning of variables (removes long_name keyword) 2016-02-26 16:47:17 +01:00
Houtan Bastani e342858d04 preprocessor: initialize xref structure and use indices. closes #1125 2016-02-23 14:32:48 +01:00
Houtan Bastani 50a4d50821 preprocessor: introduce new option compute_xrefs, #1125 2016-02-23 13:57:55 +01:00
Houtan Bastani 702af9c9bf preprocessor: print reverse references (param->eqs, endo->eqs, exo->eqs, exo_det->eqs) 2015-12-18 17:13:50 +01:00
Houtan Bastani de0ce35ee3 preprocessor: add equation cross references 2015-12-18 15:17:32 +01:00
Houtan Bastani 091e80b35b preprocessor: remove unused structure 2015-12-18 12:35:32 +01:00
Houtan Bastani 5884c04287 preprocessor: fix divergence of equations and aux_equations. closes #1110 2015-12-01 12:34:43 +01:00
Houtan Bastani 45919774ab Revert "preprocessor: write auxiliary variable definitions to matlab function"
This reverts commit ad81129a9b90dab50799bd4589b635420918cf1f.
2015-12-01 11:41:55 +01:00
Houtan Bastani fd1e0ee1e2 preprocessor: write auxiliary variable definitions to matlab function 2015-11-30 15:36:17 +01:00
Michel Juillard 1a12a3de0f adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach 2015-11-28 17:38:00 +01:00
Michel Juillard bdc7f83f18 remove global in dyn_forecast() and change input and output arguments 2015-11-28 17:38:00 +01:00
Stéphane Adjemian (Charybdis) 0038bbe755 Closes #1057.
Use a static file with a list of routines to cleared before each run (because they have
persistent variables).This static file (the script
matlab/list_of_functions_to_be_cleared.m) is distributed with Dynare and
needs to be updated for each release (or each time we add/remove
persistent variables). To update the file just do:

>> clear_persistent_variables(DYNARE_MATLAB_PATH, true)

and add/commit the generated file.
2015-11-12 14:38:16 +01:00
Houtan Bastani 035b6ea463 Revert "preprocessor: add utf-8 tokenizing"
This reverts commit f2cc9d389954f16dbb88c3401e90c7981e3599d6.

This commit causes warnings in Flex
2015-10-30 18:27:41 +01:00
Houtan Bastani 110823e2c7 preprocessor: remove rule that should have been removed in fd5ce1366e865c3c1f6a3178a9bfec0c2a712899 2015-10-30 18:23:39 +01:00
Houtan Bastani 99ef7b1f88 preprocessor: make notation accord with the rest of the preprocessor 2015-10-30 18:13:37 +01:00
Houtan Bastani b62e5e8b02 preprocessor: fix uninitialized variable warning 2015-10-30 18:11:51 +01:00
Stéphane Adjemian 5d4835ba4b Merge pull request #1062 from FerhatMihoubi/cond_forecast_and_bytecode
Allows to compute the extended path and the conditional forecasts wit…
2015-10-16 17:12:54 +02:00
Houtan Bastani d587a5133f preprocessor: change prior_posterior_function into two arguments. closes #1076 2015-10-14 11:02:35 +02:00
Houtan Bastani 3907462ae9 preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076 2015-10-13 17:41:31 +02:00
Houtan Bastani ca44a87a54 fix typo 2015-10-13 17:21:32 +02:00