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
012360c370
var_forecast: create individual .m files for each forecast
2017-03-22 09:41:09 +01:00
Houtan Bastani
b08a397983
var_forecast: move var declaration from options_ to M_, simplify structure in which it is stored
2017-03-22 09:41:09 +01:00
Houtan Bastani
85a7d72515
VAR(p) forecast first draft, preprocessor for var command and backend for forecast
2017-03-22 09:41:09 +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"
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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
32a08f8db0
preprocessor: add onlyjson option to allow exit upon writing of JSON output. #1387
2017-02-28 14:34:22 +01:00
Houtan Bastani
301c9691d9
preprocessor: JSON output aesthetic fixes, support planner objective. #1387
2017-02-27 15:40:34 +01:00
Houtan Bastani
915bea91a1
preprocessor: output JSON after different steps, write static, dynamic, params derivs files in JSON. #1387
2017-02-24 17:43:22 +01:00
Houtan Bastani
58951045d9
preprocessor: JSON output for statements, #1387
2017-02-20 11:23:10 +01:00
Houtan Bastani
64642d928c
preprocessor: write JSON output. #1387
2017-02-06 17:41:18 +01:00
Houtan Bastani
ea774b3f30
preprocessor: fix typo
2017-01-31 17:11:03 +01:00
Houtan Bastani
7591d5b6d3
preprocessor: remove extra exogenous variables. closes #841
2017-01-27 22:48:17 +01:00
Houtan Bastani
9b0fbdb4fe
ramsey_policy: accept all endogenous variables in var_list_, even auxiliary variables. closes #1355
2016-12-27 14:08:50 +01:00
Houtan Bastani
d78f9d668b
preprocessor: fix bug that caused all models declared linear to fail under ramsey. closes #419
2016-11-29 14:21:34 +01:00
Houtan Bastani
f640c28403
preprocessor: create field in M_ that is true when hessian is zero, false otherwise. closes #1335
2016-11-14 12:32:21 +01:00
Houtan Bastani
7b0817a25e
preprocessor: don’t need compiler argument to dynare when using octave. closes #1314
2016-10-14 17:35:10 +02:00
Houtan Bastani
61b2be2a2c
preprocessor: add normcdf for MSVC. closes #1259
2016-10-14 16:11:44 +02:00
Houtan Bastani
9ec4037fc8
preprocessor: fix bug introduced in 4255be00b8a10226470c4cc1bc5a514ce37041bc. Normcdf is not supported by MSVC
2016-10-14 13:59:36 +02:00
Houtan Bastani
484453af03
preprocessor: allow acosh, asinh, atanh, normcdf for MSVC 11.0 or later
2016-10-14 13:44:21 +02:00
Houtan Bastani
bb51e3084a
preprocessor: add support for MinGW. #1226
2016-10-14 11:25:23 +02:00
Houtan Bastani
e4745e040a
preprocessor: Return equation numbers/tags in error message when linear model contains nonzero hessian entries. #419
2016-07-27 15:01:54 -04:00
Houtan Bastani
98c08fd74b
preprocessor: check linear model hessian = 0. closes #419
2016-07-25 13:43:34 -04:00
Stéphane Adjemian (Hermes)
605cd365d2
Added routines for steady state computation (julia).
2016-06-14 11:21:23 +02:00
Stéphane Adjemian (Hermes)
8ac1b5c4fd
Add pointer to user written steady state routine.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
d3da9eb990
Assign parameter values in main julia module.
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See PR #1102 by spencerlyon2.
Added support for filling in the model.params Vector.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
0d8e583daa
Cosmetic changes.
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+ Renamed model as model_
+ Renamed options as options_
+ Renamed output as oo_
+ Also export oo_ and options_
+ Fixed typos in comments.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
a300cefbbf
Made room for user written steady state file.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
e51971aeef
Added boolean variable for tracking if a steadystate block is present in the mod file.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
b45ce5d4b1
Removed try-catch block.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
f14be19ed6
Fixed crash when steadystate block does not exist.
2016-05-23 13:48:19 +02:00
Houtan Bastani
323fe8d41a
preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187
2016-05-18 12:26:19 +02:00
Houtan Bastani
ac5a82ded9
Revert "Revert "preprocessor: add option no_2nd_order_params_derivs. #1187""
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This reverts commit c496d6f5ca905abe99a257f8f757fc3816cefe56.
2016-05-18 10:34:45 +02:00
Houtan Bastani
48928c61ce
Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
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This reverts commit 6192a6a7765e7bde388f4a6feac4362d1e9fd284.
2016-05-18 10:33:45 +02:00
Houtan Bastani
b898bfea6e
preprocessor: add params_derivs_order to identification and sensitivity. #1187
2016-05-17 17:18:16 +02:00
Houtan Bastani
e68711c6c3
Revert "preprocessor: add option no_2nd_order_params_derivs. #1187"
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This reverts commit 024586fbb1152d4ee4d2aa259c5012c2483c9a52.
2016-05-17 15:37:46 +02:00
Houtan Bastani
de9d05aac4
Revert "preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187"
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This reverts commit 1442f83037e9d66a718a0fd446faddae5ebbf58b.
2016-05-17 15:37:29 +02:00
Houtan Bastani
9202c1e6c2
preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187
2016-05-13 10:48:49 +02:00
Houtan Bastani
c3dcc0e121
preprocessor: add option no_2nd_order_params_derivs. #1187
2016-05-12 14:40:28 +02:00
Houtan Bastani
0b922739a6
preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187
2016-05-12 12:02:34 +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
227b9d2339
Save dataset_info in results.mat if it exists
2016-03-11 15:29:12 +01:00
Houtan Bastani
50a4d50821
preprocessor: introduce new option compute_xrefs, #1125
2016-02-23 13:57:55 +01:00
Stéphane Adjemian (Charybdis)
0038bbe755
Closes #1057 .
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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
MichelJuillard
12eca084bd
Merge pull request #871 from JohannesPfeifer/prior_posterior_function
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Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
Michel Juillard
062eb75ddd
changed Dynare timer to local timer
2015-10-10 14:33:30 +02:00
Stéphane Adjemian (Charybdis)
4537f46647
Removed clear all for Matlab>=R2015b.
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By default, Dynare clears the globals and functions containing
persistent variables. The behaviour of Dynare is not changed with
Matlab<R2015b or Octave.
2015-10-06 11:34:56 +02:00
Houtan Bastani
998db5c144
preprocessor: make ramsey_policy/ramsey_model and discretionary_policy mutually exclusive. closes #1047
2015-09-03 17:04:34 +02:00
Houtan Bastani
7cc90013cd
Merge branch 'julia'
2015-09-01 11:35:16 +02:00
Michel Juillard
a538e29f1e
expand extended preprocessor + first implementation of Petsc interface
2015-08-27 10:00:51 +02:00
Michel Juillard
50097bc054
adding writeResidualsC() for external files
2015-08-24 14:53:27 +02:00
Houtan Bastani
fb51517ac7
fix comments in generated files
2015-08-21 12:00:47 +02:00
Houtan Bastani
1d4002a3c7
remove duplicate try/catch
2015-08-21 11:40:43 +02:00
Houtan Bastani
cbe1027428
remove unnecessary get*Function functions
2015-08-19 11:28:25 +02:00
Houtan Bastani
6156c76f79
load steady_state! function into model.steady_state
2015-08-19 10:59:30 +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
6330fa0374
write dynamic model output
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Conflicts:
preprocessor/DynamicModel.cc
2015-07-29 14:59:09 +02:00
Houtan Bastani
38e4480893
add linear option to options
2015-07-29 13:31:42 +02:00
Houtan Bastani
43e5e58a66
remove unnecessary assignment as the field is assigned in the constructor
2015-07-29 13:22:40 +02:00
Houtan Bastani
601a52a093
rename model__ to model
2015-07-29 11:35:10 +02:00
Houtan Bastani
ba8518bf43
create options
2015-07-29 11:30:01 +02:00
Houtan Bastani
389bb89a55
simplify modules created by preprocessor
2015-07-28 18:00:00 +02:00
Houtan Bastani
5ce7d85205
reduce code that is output in modfile.jl
2015-07-28 17:32:34 +02:00
Houtan Bastani
789d881cca
write steady state model
2015-07-28 17:27:56 +02:00
Johannes Pfeifer
22c81ba805
Make sure the used global variables are correctly set and available in the base workspace
2015-07-28 15:36:59 +02:00
Houtan Bastani
d49e6e4156
wrie dynamic params deriv file
2015-07-28 14:59:55 +02:00
Houtan Bastani
d7ad832c1d
write static param derivs file
2015-07-28 12:29:42 +02:00
Houtan Bastani
2bb2682b50
write dynamic file
2015-07-27 17:02:51 +02:00
Houtan Bastani
6fc6f2f7d1
clean up writing of static model
2015-07-27 15:59:13 +02:00
Houtan Bastani
f3c14ec396
write static model
2015-07-27 15:33:38 +02:00
Houtan Bastani
c124fd040c
write more output to modfilename.jl
2015-07-24 12:34:06 +02:00
Houtan Bastani
5c59910001
accord variable names and functions with julia programming style
2015-07-24 11:35:23 +02:00
Houtan Bastani
432dbbb785
change variable/parameter collections, finish printing SymbolTable info
2015-07-23 18:05:57 +02:00
Houtan Bastani
5ad0a4a96f
julia: initial preprocessor stub
2015-07-21 18:02:34 +02:00
Houtan Bastani
db3f2b3c06
move external file write functions to class definitions
2015-07-21 17:35:06 +02:00
Houtan Bastani
663d7d82bb
fix typo
2015-06-30 12:12:49 +02:00
Houtan Bastani
4102e0cc56
Revert "Merge branch 'rmExtraExo'"
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This reverts commit 28ffa9c56fd021cc75415aeafc13d3810d1b3132, reversing
changes made to 60b3577a09f3eb9cf3cc590241343b1f0fee8706.
Conflicts:
preprocessor/Shocks.cc
preprocessor/SymbolTable.cc
2015-06-09 16:42:51 +02:00
Houtan Bastani
8fe889bf2f
Revert "preprocessor: replace extra exos in steady state model"
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This reverts commit 8bc946c148b3e3321e23bfbace19c91feb2893dc.
2015-06-09 16:40:14 +02:00
Houtan Bastani
3740c4a28b
preprocessor: replace extra exos in steady state model
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(commit lost in merge)
(cherry picked from commit d7db5070e7cf8d1b043062b04d3bd3c4e18ce6c1)
2015-06-08 15:45:03 +02:00
Michel Juillard
567156aad4
option occbin allows for more equations than variables
2015-06-04 14:18:46 +02:00
Houtan Bastani
6d727f534e
Merge branch 'rmExtraExo'
2015-05-28 12:33:56 +02:00
Houtan Bastani
35cd407f5f
preprocessor: add minimal_workspace option to dynare statement, #946
2015-05-28 11:50:39 +02:00
Houtan Bastani
a361980437
preprocessor: move all dynamic model reindexing to DynamicModel
2015-05-20 12:27:56 +02:00
Houtan Bastani
549c6637cb
preprocessor: move external_functions_table reindexing to modfile::transformpass
2015-05-19 16:32:26 +02:00
Houtan Bastani
1817992f45
preprocessor: remove unnecessary reindexing
2015-05-19 16:31:50 +02:00
Houtan Bastani
6a37dc9e21
Merge branch 'master' into rmExtraExo
2015-05-18 17:16:55 +02:00
Michel Juillard
a757579213
fixing logic in creation of checksum file. Improving documentation.
2015-05-11 08:57:24 +02:00
Michel Juillard
f020a2cb52
adding dynare command line option 'fast' in order not to recompile MEX
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files if the lists of variables and the equations haven't changed
between two runs of the same model file.
2015-05-10 20:29:03 +02:00
Michel Juillard
5b42483e81
adding feature to recompile MEX files only if the model has
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changed (not activated yet)
detail of compilation code moved from preprocessor (ModFile.cc) to
./matlab/utilities/general/dyn_mex.m
2015-05-10 18:16:53 +02:00
Houtan Bastani
e8809480e2
preprocessor: add dynare_version field to oo_, M_, and options_, #546
2015-04-30 14:45:53 +02:00
Houtan Bastani
48014c3787
preprocessor: take care of expressions_tree and steady_state_model
2015-04-21 15:06:56 +02:00
Houtan Bastani
b27a60d06c
preprocessor: reindex equations marked as [static]
2015-04-15 17:00:17 +02:00
Houtan Bastani
e045d42c12
preprocessor: remove resetDataTree method
2015-04-15 16:16:26 +02:00
Houtan Bastani
ef640070c2
preprocessor: move reindexing functions from DynamicModel to ModelTree
2015-04-07 15:58:18 +02:00
Houtan Bastani
f852c834c2
preprocessor: update warning message for missing varexos
2015-04-03 17:07:25 +02:00
Houtan Bastani
81a2a2ee0d
remove extra exo’s for shocks statement, nonstationary, and trend vars; fix bugs
2015-03-10 17:57:30 +01:00
Houtan Bastani
96a5949d9e
preprocessor: remove extraneous varexo, update model and statements, #841
2015-03-06 16:44:17 +01:00