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Author SHA1 Message Date
Sébastien Villemot 08c2b6e1c6 Automatic detrending engine can now handle models written in logs (ref. #309) 
- new command `log_trend_var'
 - new option `log_deflator' to `var' command
 2013-03-26 16:51:17 +01:00
Sébastien Villemot 00c95ea352 Preprocessor interface and documentation for endogenous_prior option 
Closes #321
 2013-03-18 11:12:49 +01:00
Ferhat Mihoubi c709053202 Adds conditional forecast using the extended path method 2013-01-11 18:04:46 +01:00
Sébastien Villemot 823d5a51a6 Add interface and documentation to model_diagnostics 
Closes: #205
 2012-11-16 12:34:49 +01:00
Houtan Bastani d8cbb55ee7 all_values_required keyword for initval and endval 2012-11-06 15:45:08 +01:00
Houtan Bastani 4509136dba bug fix: remove previous declaration of NONE as token in flex 2012-10-31 15:59:12 +01:00
Stéphane Adjemian (Charybdis) d01d952a6f Added the possibility to write graph_format=none, in which case the graphs are displayed (provided nograph and nodisplay options are not used) but not saved. 2012-10-17 16:28:36 +02:00
Stéphane Adjemian (Charybdis) 25e042f67a Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose). 2012-07-11 18:26:22 +02:00
Sébastien Villemot 156b86665b Allow back "dr" in variable names 2012-07-02 10:11:32 +02:00
Ferhat Mihoubi d80d7aa1e7 Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients 
associated to the endogenous variables in the decision rule.
 2012-07-01 15:19:10 +02:00
Michel Juillard f60aedd095 fixing bug in discretionary_policy and implementing option solve_maxit 2012-06-19 14:08:45 +02:00
Sébastien Villemot 16239fd665 New option simul_replic in preprocessor and documentation 2012-06-11 11:53:55 +02:00
Sébastien Villemot 6fb2562f13 Preprocessor iface to extended_path 2012-06-08 17:36:32 +02:00
Sébastien Villemot dc8907d472 Preprocessor iface and doc for nodisplay and graph_format 
Closes: #216
 2012-06-07 18:29:30 +02:00
Sébastien Villemot 35bf1d5ec2 New option analytic_derivation for estimation 2012-06-06 11:34:32 +02:00
Sébastien Villemot c19f62b2e3 Bison/Flex files: do not load C++ mode under Emacs 
It is better to use bison-mode and flex-mode (see the wiki)
 2012-06-04 11:59:35 +02:00
Sébastien Villemot 381c6aeee8 Add new command "calib_smoother" 
Closes: #233
 2012-05-30 16:28:29 +02:00
Michel Juillard 73b4052f2b first implementation of transform_logpow. It creates too many auxilary 
variables and probably violates Jensen inequality in some cases.
 2012-05-23 15:09:33 +02:00
Michel Juillard 2fbd5d33c6 fixed issues relative to homotopy (type I) when the user wants to 
continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
 2012-05-17 17:27:07 +02:00
Michel Juillard 500499f5d8 changed option name discretion_tol -> discretionary_tol, added the option 
to the preprocessor, added to documentation
 2012-04-21 10:40:24 +02:00
Ferhat 8001e19b9e - Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver". 
- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
 2012-04-20 19:23:00 +02:00
Michel Juillard 60fb8aeaae added steady option stop_on_error. stop_on_error = 0 permits to 
continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
 2012-04-16 22:40:50 +02:00
Houtan Bastani ad8096edb8 estimation: add subsamples for std / corr, prior / options statements & simplify code 2012-03-27 13:03:09 +02:00
Houtan Bastani 5f707cc795 estimation: add truncate and median options to prior statement 2012-03-15 14:33:02 +01:00
Houtan Bastani fb0b0ae4ce MS-SBVAR: rewrite ms_irf 2012-03-08 17:53:58 +01:00
Ferhat Mihoubi ffb5119807 Adds fixed point solvers for Sylvester and Lyapunov equations 2012-03-06 12:03:23 +01:00
Houtan Bastani 8d369bd710 ms-sbvar: add restrictions option 2011-12-23 18:22:41 +01:00
Houtan Bastani 9cbaf6200a ms-sbvar: remove regime argument and support duration=array 2011-12-21 12:21:30 +01:00
Houtan Bastani 37bfa41518 ms-sbvar: replace state with regime 2011-12-21 12:21:30 +01:00
Houtan Bastani f9f745716d ms-sbvar: replaced number_of_states with number_of_regimes 2011-12-21 12:21:30 +01:00
Houtan Bastani 9771e68875 preprocessor: removed unused token 2011-12-21 12:21:30 +01:00
Houtan Bastani 744b5abf1e preprocessor: add symbol.options statement 2011-12-21 12:21:30 +01:00
Houtan Bastani 1d68887387 preprocessor: add subsamples statement 2011-12-21 12:21:30 +01:00
Houtan Bastani 29d8028fc4 preprocessor: add prior statement 2011-12-21 12:21:29 +01:00
Houtan Bastani 1c733dd55f preprocessor: add data command 2011-12-21 12:21:29 +01:00
Houtan Bastani b89eb4931c preprocessor: add set_time command 2011-12-21 12:21:29 +01:00
Michel Juillard 4f881cc826 added options_.sub_draws in estimation for controlling the number of draws used in 
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
 2011-12-15 17:35:26 +01:00
Michel Juillard b91dd27096 fixing more problems with steady state refactoring 2011-10-13 17:14:41 +02:00
Michel Juillard 4befcde035 ms-sbvar: introduced more general restriction syntax for 
identification; added an example; still necessary to add error message
when restrictions are invalid
 2011-10-12 21:47:59 +02:00
Houtan Bastani 5edaa0d4b7 preprocessor: remove unused token 2011-10-10 16:56:46 +02:00
Houtan Bastani b9c9b784a1 MS-SBVAR: remove estimation_file_tag option 2011-10-07 11:57:53 +02:00
Sébastien Villemot 068b74ae6e Merge remote-tracking branch 'ferhat/master' 2011-09-16 16:21:10 +02:00
Ferhat Mihoubi 7942eaba59 Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver. 2011-09-16 16:16:14 +02:00
Houtan Bastani bd2cd16bf0 MS-SBVAR: add specification option 2011-09-15 18:03:39 -04:00
Houtan Bastani cacd1a27f7 aesthetic fix 2011-09-15 18:03:30 -04:00
Houtan Bastani 8e366e3bcd MS-SBVAR: change syntax for proposal_type option 2011-09-15 18:03:22 -04:00
Houtan Bastani 9207896a6b MS-SBVAR: add keywords for freq option 2011-09-15 18:02:07 -04:00
Houtan Bastani 07a0b1bbfa remove unused option 2011-09-14 12:04:47 -04:00
Houtan Bastani f4bd48eb45 MS-SBVAR: fix processing for ms_estimation 2011-09-14 11:53:45 -04:00
Houtan Bastani d43cb40752 remove unused varlist option 2011-09-14 11:53:45 -04:00
Houtan Bastani a70e25b182 MS-SBVAR: change bayesian_prior to no_bayesian_prior and remove argument 2011-09-14 11:53:45 -04:00
Houtan Bastani 3de20c4d76 ms-sbvar: change error_bands option to no_error_bands as the default is on 2011-08-23 13:43:24 +02:00
Houtan Bastani 973105ace3 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Houtan Bastani 3af111abe7 MS-SBVAR: input options that allow code to be called with previous output files 2011-08-10 18:22:53 +02:00
Michel Juillard 6d549cc66f added possibility to do conditional forecast with a calibrated model + bug correction + new test file 2011-07-30 20:19:15 +02:00
Michel Juillard dcf5273b26 adding "exclusion constants" to svar identification 2011-07-29 18:11:50 +02:00
Houtan Bastani 81a49656fc dynare_sensitivity: added new options 2011-07-08 11:12:13 +02:00
Sébastien Villemot 786d89b0e2 Preprocessor: fixed bug with native MATLAB statements (for example something 
like "x = { 'foo' 'bar' };" was incorrectly passed on to MATLAB)
 2011-06-09 15:15:16 +02:00
Houtan Bastani 4c71c49f39 preprocessor: added dynare_sensitivity option 2011-05-23 11:20:24 +02:00
Houtan Bastani 28c59fae51 SWZ: updates for irf, forecast and variance decomposition mex calls 2011-05-20 14:34:26 +02:00
Houtan Bastani 48c7ee6788 SWZ: changes for new code 2011-05-13 17:23:41 +02:00
Houtan Bastani d6acd924c4 identification: add new options 2011-04-29 11:51:18 +02:00
Houtan Bastani 6abb077ef9 dynare_sensitivity interface: remove unused option 2011-04-27 14:33:50 +02:00
Houtan Bastani 5b8cf01d48 dynare_sensitivity: removed unused option trans_ident from preprocessor 2011-04-27 08:40:46 +02:00
Houtan Bastani eea358eae7 identification: added advanced and max_dim_cova_group to the preprocessor 2011-04-20 12:14:47 +02:00
Houtan Bastani c2dc34c79e IRF: add an option to limit the exogenous shocked in the computations (ticket 114) 2011-03-31 17:04:16 +02:00
Michel Juillard 8adee6b673 adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00
Sébastien Villemot 0cad026db7 Preprocessor: fix bug introduced in 412e8a7da0f1ceed51a5c8d88c27a9733b4daccb 
The transpose sign (single quote) was no longer recognized in native statements
 2011-02-21 16:31:51 +01:00
Sébastien Villemot 7e842867af Preprocessor: fix problem with "%" sign inside string in native statements 2011-02-21 11:33:22 +01:00
Sébastien Villemot 60b70df4c1 Updated copyright notices 2011-02-04 17:27:33 +01:00
Michel Juillard e57cfd6539 adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed. 2011-01-18 19:31:59 +01:00
Michel Juillard ca73c1bd88 removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method. 2011-01-04 10:16:38 +01:00
Houtan Bastani a7fc3361ac trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +02:00
Sébastien Villemot 1910d02e74 Preprocessor: fix line numbering problems due to native MATLAB statements (bug introduced in a0cd4b33aea0965d9baa9b4c66d0c875fa0aa7d0 and 6582341799d35e80c59f6f3559dbd18e70443747) 2010-08-30 14:37:48 +02:00
Sébastien Villemot 705b14f5c3 Preprocessor: in the lexer, "end;" now corresponds to 2 tokens (instead of one), for consistency with the other tokens 2010-08-30 14:16:07 +02:00
Houtan Bastani 5a9f972cc1 DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement 2010-06-22 10:38:43 +02:00
Houtan Bastani c0cc384956 enable multi-line native matlab statements 2010-06-21 13:08:42 +02:00
Houtan Bastani 74b0b9c198 remove comments that are placed on the same line as native Matlab code in a .mod file 2010-06-18 16:21:28 +02:00
Sébastien Villemot 743db26cb4 Preprocessor and ref. manual: added 'pruning' option (closes #104) 2010-05-31 18:38:49 +02:00
Sébastien Villemot d68e984fd6 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +02:00
Michel Juillard 6f880da1f5 adding option SELECTED_VARIABLES_ONLY 2010-04-02 11:51:21 +02:00
Michel Juillard f52c96d4c0 added options filter_covariance filter_decomposition for new version of the smoother 2010-03-22 21:57:46 +01:00
Sébastien Villemot f9cac656d1 Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements 2010-03-18 14:56:22 +01:00
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 9abc7563c1 Add support for external functions 2010-02-23 18:15:18 +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
ferhat 0808ba42b7 Add new model option no_static : avoid to compute the static model. Useful for models without steady-state. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3319 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 11:06:25 +00:00
michel 1f4d4a2871 4.1 adding instruments option to ramsey_policy; ramsey_policy can now use a *_steadystate.m file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3219 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-10 14:59:32 +00:00
houtanb 65a6e5cf6e swz: implementation of svar 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3214 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-09 00:38:53 +00:00
michel 338fb39638 4.1: add preprocessor interface for k_order_solver 
rename use_k_order to k_order_solver in Matlab procedures
     fix tests


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-30 19:54:45 +00:00
houtanb ccb1f9ce94 swz keywords and structure introduced for future implementation of functionality 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3174 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-30 00:38:26 +00:00
houtanb 07ba8ebdee implements predetermined_variables operator 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3137 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-07 18:37:11 +00:00
sebastien 760085d6fe preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-29 17:16:10 +00:00
stepan a8bc077ede * Bug fix. 
* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-22 15:56:32 +00:00
sebastien ab7bcdd304 Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 16:55:31 +00:00
sebastien 8e8a6d74d7 AIM solver: 
* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:44:56 +00:00
ferhat 2052c08732 - adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved. 
- corrects some mod files.
- In steady command, get check argument from bytecode dll

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-18 15:18:16 +00:00
sebastien 337bde2589 * Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast" 
* Reference manual: created a section on forecasting (with "forecast" option), and added the three new statements to that section


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3049 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-16 17:23:57 +00:00
sebastien c8080438ad Preprocessor: 
* new options to "identification" statement: "ar", "useautocorr", "load_ident_files", "prior_mc"
* implement the call to dynare_identification() when "identification" statement is encountered
* new options to "dynare_sensitivity" statement: "ar", "useautocorr", "load_ident_files"
* trigger computation of model derivatives w.r. to parameters when "identification" option of "dynare_sensitivity" statement is used


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3046 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-14 16:16:43 +00:00
michel b051e0b5a7 preprocessor: symbol names that are also option names (alpha, beta, ...) are now case consistent 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2991 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-28 19:29:13 +00:00
ferhat ff5891dd9c restore the mshocks command 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2985 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-25 12:48:09 +00:00
michel ac1aec0610 preprocessor: adding new options for Marlov Switching 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2975 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 13:13:57 +00:00
houtanb 5591a412a8 added steady_state operator to preprocessor 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2916 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-10 20:09:16 +00:00
sebastien 3a821a50c4 Reverted to Unix (LF only) end-of-line convention 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2907 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-09 13:15:02 +00:00
ratto 738a3e3da6 Fixed compilation error with gcc (ver 4.3) on Ubuntu 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2906 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-09 13:01:04 +00:00
sebastien 08c338aa15 More cleanups related to obsolete "cutoff" and "markowitz" statements 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2885 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 09:55:15 +00:00
sebastien 5dc82b4eed * Added new option stack_solve_algo to simul 
* Added solve_algo=5 for steady
* Remove obsolete method option of simul
* Added various checks to avoid unimplemented combinations of bytecode/block/solve_algo/stack_solve_algo


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2882 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 16:34:48 +00:00
michel 4b48ff37f5 updating SWZ sbvar code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2875 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-30 19:24:34 +00:00
ferhat 0a816a4e74 New options for block decomposition and bytecode (see http://www.dynare.org/DynareWiki/ByteCode): 
- the options "sparse_dll" and "sparse" are no more available. They are replaced by combinations of block (for block decomposition) and bytecode (for model stored in a binary file)
- markowitz is now an option of simul and steady commands


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2873 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-29 15:04:11 +00:00
ferhat 4897b602c6 - extension of normalization of equations to nonlinear equations 
- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
  mfs = 0 => all variables are considered as feedback variables (default value)
  mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
  mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
  mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-25 09:43:01 +00:00
michel d6ea19b487 v4: adding preprocessor interface to Sims-Wagonner-Zha code for SBVAR (regular and Markov-Switching). 
This is not yet completely operational.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2855 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-26 17:07:07 +00:00
michel b30a00d190 v4: adding interface for shock decomposition 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2853 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-23 08:31:48 +00:00
sebastien aedc60cbc1 trunk preprocessor: added new option "block_mfs" to "steady" 
* normalizes the static model
* computes its block decomposition, using topological order
* for each block, computes minimum feedback set of variables
* at this stage, only produces text output (no change in the computation of steady state)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2798 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-30 15:07:09 +00:00
sebastien 181bda4853 trunk preprocessor: added new statements "write_latex_dynamic_model" and "write_latex_static_model" which list model equations in LaTeX code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2654 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-30 13:14:33 +00:00
sebastien 34ee60fbe7 trunk preprocessor: 
* added support for derivatives of Hessian w.r. to parameters
* added "identification" command which does nothing for the moment, except triggering those derivatives w.r. to params


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2613 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-20 13:58:15 +00:00
sebastien dca1c2c841 trunk preprocessor: use different tokens for inv_gamma_pdf and inv_gamma1_pdf (for more explicit error messages and for consistency with ln and log) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2580 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 14:47:45 +00:00
sebastien 80aa9562ec trunk preprocessor: added new "change_type" command 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2452 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-11 11:43:18 +00:00
sebastien b121f679bb trunk preprocessor: fix compatibility issues with Bison 2.4 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2442 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-27 14:29:08 +00:00
sebastien 90c1999c69 trunk: allow the possibility of modifying Matlab matrices which have been earlier used in initval/endval 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2437 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-26 10:46:54 +00:00
sebastien ce1b012278 trunk preprocessor: fixed a memory management bug related to the filename being parsed 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2412 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-12 13:38:01 +00:00
michel ba1e49de17 adding PLOT_PRIORS option, no plotting is the new default 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2391 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-03 14:10:16 +00:00
sebastien 9d0d9f0f83 trunk preprocessor: allow arbitrary expressions (and not just constants) in estimated_params, estimated_params_init and estimated_params_bounds blocks 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2368 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-22 15:05:38 +00:00
ferhat 644d8c8a98 Load_params_and_steady_state is now a dynare command -> needed to normalize the equations. 
-> MatlabFile.cc and MatlabFile.hh are added to dynare in order to read the Mat-File

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2349 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-31 19:29:17 +00:00
sebastien 4a28394ab3 trunk: added a warning if dr_algo=0 is specified, and an error if dr_algo=1 is specified 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2290 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-05 11:19:30 +00:00
sebastien 856c0b53a1 trunk: fixed preprocessor crash when there is an unexpected end of file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2234 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-04 09:14:58 +00:00
sebastien 813e46ed73 trunk preprocessor: for better compliance with C standard: 
* replaced all occurrences of "exit(-1)" by "exit(EXIT_FAILURE)"
* return EXIT_SUCCESS at the end of main()


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2229 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-29 15:33:16 +00:00
sebastien 623bde1b56 trunk preprocessor: removed LCC_COMPILER and GCC_COMPILER options of SPARSE_DLL mode 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2177 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-17 17:21:22 +00:00
sebastien 7ea3770a26 trunk: removed remnants of dr_algo option 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2118 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-26 16:49:51 +00:00
sebastien fe5de6d8dd trunk: 
* added back model_comparison logic
* added QUOTED_STRING token in lexer
* added filename rule in parser (filename is NAME or QUOTED_STRING)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2115 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-26 16:24:13 +00:00
sebastien fe07f798e9 undoing r2110 and r2111 changesets 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2112 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-25 12:29:35 +00:00
adjemian 41375b7c04 v4.1: Added Model comparison. Not yet ready but can be used. The preprocessor, surprisingly, seems to sort the compared models (listed after the model_comparison command) by decreasing order of the model names (including path and extension). 
TODO: 
+ Add an option to define the benchmark model (bayes ratio).
+ Add comparison to estimated BVAR models.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2110 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-24 21:52:11 +00:00
ferhat 0e9ab2ebf4 - Bugs corrections in deterministic simulation with sparse option 
- Check allowed with sparse option
- New command "MODEL_INFO" providing informations about the block structure of the model
- Memory leak corrections

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1993 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-25 15:06:36 +00:00
sebastien 08c0962c83 v4 matlab: 
* added preprocessor support for inverse gamma of type 2
* added support for this distribution in prior_bounds.m and rndprior.m
* other cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1983 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-05 10:48:04 +00:00
michel ccc5070b8b added diffuse_filter option 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1916 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 09:33:58 +00:00
michel b5089f2086 v4: added forecast, updated dynare_m.exe 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1812 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-01 12:04:48 +00:00
michel 0da8a86ea0 v4: added trans_ident option for GSA 
updated matlab/dynare_m.exe

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1807 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-20 05:56:21 +00:00
michel 6783821795 v4: fixing initvalf 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1795 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 07:22:10 +00:00
sebastien 8b7201ac17 v4 preprocessor/macro: changed escape character one more time. 
New syntax:
* directives: @#include "filename.mod"
* expressions to be substituted: @{expr}


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1788 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-10 08:16:54 +00:00
sebastien e8dbcc696d v4 preprocessor: fixed bug with C-style comments, i.e. of the form /* ... */ 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1786 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-08 15:14:08 +00:00
sebastien de9c719aa4 v4 preprocessor/macro: changed the macro processor escape character from @ to $ 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1780 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-04 14:57:01 +00:00
sebastien 62e216c3c0 v4 preprocessor: fixed memory management error 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1723 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-29 16:20:19 +00:00
sebastien ae69da2f96 v4 preprocessor: fixed minor issues with operators precedence 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1706 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-15 17:31:00 +00:00
sebastien b9441c887e v4 preprocessor: ignore Ctrl-M in macro-processor 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1699 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-08 13:10:10 +00:00
michel 2a69caa17b v4: changing name of preprocessor directory 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1686 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-03 10:28:36 +00:00