Commit Graph

68 Commits (cb411e5642ecd6978c86d4ad3dfca15fa840c913)

Author SHA1 Message Date
Houtan Bastani 2f28aded6e preprocessor: pac_expectation fixes 2018-02-08 18:17:08 +01:00
Houtan Bastani abd3be9928 preprocessor: remove extraneous print statements 2018-02-07 16:52:11 +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
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
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 ca7fe60252 Cosmetic renaming for consistency between DataTree method names. 2014-03-11 18:56:48 +01:00
Sébastien Villemot dbec61ba62 Preprocessor: handle underflows and overflows as MATLAB and Octave do
i.e. don't fail when they happen and instead return 0 or Inf
2012-07-12 12:46:22 +02:00
Sébastien Villemot 67a1737f00 Update copyright notices 2012-06-08 18:22:34 +02:00
Sébastien Villemot fa1572e674 Fix bug where the nth derivative of 0^n evaluated to 0 instead of n!
(complement to commit cd0bc28e)
2012-05-21 18:34:10 +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
Houtan Bastani 1e4c0852f6 bug fix: getPowerDeriv not accessible from modfile.m 2011-07-19 14:35:35 +02:00
Sébastien Villemot 47b828489b Preprocessor: more explicit error message when users enter invalid floating
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
Sébastien Villemot 1428fcb9f8 getPowerDeriv: workaround for MS Visual Studio 2010-12-22 13:50:13 +01:00
Houtan Bastani 448553fe8e fixed bug: end _dynamic and _static and getPowerDeriv functions with "end" tags to comply with commit d8dbc68e841a93b40d2a5005bd69bdd1cbb1778a 2010-12-22 09:48:05 +01:00
Michel Juillard 43e2c33b10 preprocessor: Matlab function getPowerDeriv should not be terminated by 'end' because neither _static nor _dynamic are 2010-12-21 20:42:35 +01:00
Ferhat Mihoubi 7a6776197d - The function getPowerDeriv must end with an "end" instruction 2010-12-17 18:54:02 +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:
- 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 0782dd57e3 add preprocessor simplification rule 2010-10-18 15:51:07 +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
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
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)
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
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3102 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 05:21:54 +00:00