Commit Graph

355 Commits (cb411e5642ecd6978c86d4ad3dfca15fa840c913)

Author SHA1 Message Date
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"
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.
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.
+ 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""
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"
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"
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"
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.
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
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.
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
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'"
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"
This reverts commit 8bc946c148b3e3321e23bfbace19c91feb2893dc.
2015-06-09 16:40:14 +02:00
Houtan Bastani 3740c4a28b preprocessor: replace extra exos in steady state model
(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
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
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