998db5c144
preprocessor: make ramsey_policy/ramsey_model and discretionary_policy mutually exclusive. closes #1047
2015-09-03 17:04:34 +02:00
7cc90013cd
Merge branch 'julia'
2015-09-01 11:35:16 +02:00
a538e29f1e
expand extended preprocessor + first implementation of Petsc interface
2015-08-27 10:00:51 +02:00
50097bc054
adding writeResidualsC() for external files
2015-08-24 14:53:27 +02:00
fb51517ac7
fix comments in generated files
2015-08-21 12:00:47 +02:00
1d4002a3c7
remove duplicate try/catch
2015-08-21 11:40:43 +02:00
cbe1027428
remove unnecessary get*Function functions
2015-08-19 11:28:25 +02:00
6156c76f79
load steady_state! function into model.steady_state
2015-08-19 10:59:30 +02:00
ce7a172c21
preprocessor: issue warning when param used with lead/lag. closes #976
2015-07-30 14:40:03 +02:00
6330fa0374
write dynamic model output
...
Conflicts:
preprocessor/DynamicModel.cc
2015-07-29 14:59:09 +02:00
38e4480893
add linear option to options
2015-07-29 13:31:42 +02:00
43e5e58a66
remove unnecessary assignment as the field is assigned in the constructor
2015-07-29 13:22:40 +02:00
601a52a093
rename model__ to model
2015-07-29 11:35:10 +02:00
ba8518bf43
create options
2015-07-29 11:30:01 +02:00
389bb89a55
simplify modules created by preprocessor
2015-07-28 18:00:00 +02:00
5ce7d85205
reduce code that is output in modfile.jl
2015-07-28 17:32:34 +02:00
789d881cca
write steady state model
2015-07-28 17:27:56 +02:00
22c81ba805
Make sure the used global variables are correctly set and available in the base workspace
2015-07-28 15:36:59 +02:00
d49e6e4156
wrie dynamic params deriv file
2015-07-28 14:59:55 +02:00
d7ad832c1d
write static param derivs file
2015-07-28 12:29:42 +02:00
2bb2682b50
write dynamic file
2015-07-27 17:02:51 +02:00
6fc6f2f7d1
clean up writing of static model
2015-07-27 15:59:13 +02:00
f3c14ec396
write static model
2015-07-27 15:33:38 +02:00
c124fd040c
write more output to modfilename.jl
2015-07-24 12:34:06 +02:00
5c59910001
accord variable names and functions with julia programming style
2015-07-24 11:35:23 +02:00
432dbbb785
change variable/parameter collections, finish printing SymbolTable info
2015-07-23 18:05:57 +02:00
5ad0a4a96f
julia: initial preprocessor stub
2015-07-21 18:02:34 +02:00
db3f2b3c06
move external file write functions to class definitions
2015-07-21 17:35:06 +02:00
663d7d82bb
fix typo
2015-06-30 12:12:49 +02:00
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
8fe889bf2f
Revert "preprocessor: replace extra exos in steady state model"
...
This reverts commit 8bc946c148b3e3321e23bfbace19c91feb2893dc.
2015-06-09 16:40:14 +02:00
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
567156aad4
option occbin allows for more equations than variables
2015-06-04 14:18:46 +02:00
6d727f534e
Merge branch 'rmExtraExo'
2015-05-28 12:33:56 +02:00
35cd407f5f
preprocessor: add minimal_workspace option to dynare statement, #946
2015-05-28 11:50:39 +02:00
a361980437
preprocessor: move all dynamic model reindexing to DynamicModel
2015-05-20 12:27:56 +02:00
549c6637cb
preprocessor: move external_functions_table reindexing to modfile::transformpass
2015-05-19 16:32:26 +02:00
1817992f45
preprocessor: remove unnecessary reindexing
2015-05-19 16:31:50 +02:00
6a37dc9e21
Merge branch 'master' into rmExtraExo
2015-05-18 17:16:55 +02:00
a757579213
fixing logic in creation of checksum file. Improving documentation.
2015-05-11 08:57:24 +02:00
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
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
e8809480e2
preprocessor: add dynare_version field to oo_, M_, and options_, #546
2015-04-30 14:45:53 +02:00
48014c3787
preprocessor: take care of expressions_tree and steady_state_model
2015-04-21 15:06:56 +02:00
b27a60d06c
preprocessor: reindex equations marked as [static]
2015-04-15 17:00:17 +02:00
e045d42c12
preprocessor: remove resetDataTree method
2015-04-15 16:16:26 +02:00
ef640070c2
preprocessor: move reindexing functions from DynamicModel to ModelTree
2015-04-07 15:58:18 +02:00
f852c834c2
preprocessor: update warning message for missing varexos
2015-04-03 17:07:25 +02:00
81a2a2ee0d
remove extra exo’s for shocks statement, nonstationary, and trend vars; fix bugs
2015-03-10 17:57:30 +01:00
96a5949d9e
preprocessor: remove extraneous varexo, update model and statements, #841
2015-03-06 16:44:17 +01:00
a43bac5842
preprocessor: bug fix; warning should be issued if there is at least one unused exo not more than one
2015-03-06 09:49:11 +01:00
4ba729fdd6
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
0f24ec02a6
preprocessor: add new commandline option onlyclearglobals. closes #635
2014-12-30 21:51:33 +01:00
8ddda0ef82
preprocessor: add oo_recursive_ to results file, closes #812
2014-12-17 11:10:09 +01:00
7352cc4fe2
preprocessor: add field to store the number of multiplier equations added to ramsey problem. closes #728
2014-10-13 17:25:08 +02:00
fbfd2d7e17
preprocessor: add field that contains the total number of equations, #728
2014-10-13 17:17:50 +02:00
5146a43084
preprocessor: always output the original number of equations
2014-10-13 17:16:41 +02:00
901d4b8394
Forbid use of 'identification' with exogenous deterministic variables.
...
Closes #664
2014-07-30 17:28:45 +02:00
a6ffab3e7f
Save empty dates and dseries objects in memory (base workspace) instead of disk (faster). Added an initialization mode for dates and dseries constructor. The following commands:
...
dates('initialization');
dseries('initialization');
create variables emptydatesobject and emptydseriesobject in base workspace.
2014-06-11 12:22:31 +02:00
cb45fe885e
Merge branch 'master' into ep
2014-05-09 10:02:05 +02:00
cffe121a37
fixing extended-preprocessor C++ API and test case
2014-04-24 14:33:04 +02:00
75dbe4afde
Bugfix: M_.sigma_e_is_diagonal could be wrong if there were several shocks blocks.
2014-04-10 11:43:26 +02:00
bd89254791
Cosmetic change for clearer code.
2014-04-09 18:33:24 +02:00
d44cb3af93
Introduce two new command: perfect_foresight_{setup,solver}.
...
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
ff17a871dd
Multiple "shocks" block are cumulative.
...
This was the default behavior before commit 82b31156. This commit reintroduces
this behavior.
2014-04-09 15:23:20 +02:00
cd063ce3fe
extended-preprocessor: starting a C interface (not finished)
2014-04-05 15:46:35 +02:00
2515d772ab
changes related to #641 for os x
2014-03-25 10:43:14 +01:00
51e8a70bf4
Fix call to "mex" helper under MATLAB 8.3 (R2014a) and GNU/Linux.
...
There is a new LINKOPTS variable which governs the list of symbols to be
exported, so we set it to an empty value to have all symbols exported.
Previously we were overloading the LDFLAGS which was containing the list of
exported symbols.
2014-03-24 16:31:43 +01:00
6f65d48376
extended-preprocessor: starting a C interface (not finished)
2014-03-16 18:49:54 +01:00
8d042b8121
finishing ramsey_model implementation
2014-03-09 12:15:32 +01:00
9a0dddef31
Rename OutputType to FileOutputType (to distinguish it from ExprOutputType).
...
Also rename DynareOutput.hh to FileOutputType.hh. Include the latter in dist
tarball, and add copyright/license header.
2014-02-25 16:45:55 +01:00
eaf02155cb
Remove some limitations of steady state model:
...
- allow recursive definitions (Closes #554 )
- allow a variable to be defined twice, simply emit a warning (Ref #556 )
2014-02-24 17:27:34 +01:00
3d11273a61
extended-preprocessor: update test example1
2014-02-24 13:33:48 +01:00
1cfaddcd44
extended_preprocessor: renaming files/class and bug fixing
2014-02-24 13:33:48 +01:00
6e0ef026ac
write C++ version of model functions without temporary terms
2014-02-24 13:33:48 +01:00
71824b3d4c
extended-preprocessor: finished removing c_driver mechanism
2014-02-24 13:27:14 +01:00
2e7afdb22b
extended-preprocessor: adding line options output= and cuda; starting
...
to change ModFile::c_driver mechanism
2014-02-24 13:27:14 +01:00
0e469dc6e8
pretty end to dynare processing
2014-02-24 12:41:02 +01:00
109045a97b
ms-dsge: add options statement
...
Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
preprocessor/ParsingDriver.cc
2014-02-24 12:41:02 +01:00
1424f34eed
ms-dsge: write C output
...
Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
2014-02-24 12:41:02 +01:00
e1cebde83a
ms-dsge: add param initialization to C output
2014-02-24 12:41:02 +01:00
053ee41ac0
ms-dsge: create C driver file without statements
...
Conflicts:
preprocessor/DynareMain2.cc
preprocessor/ModFile.cc
preprocessor/ModFile.hh
preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
9dfcf897f7
adding 3rd order derivatives to Static Model for evaluation of Ramsey
...
policy computed at order = 2
2013-12-11 19:24:29 +01:00
1d7646a6e5
For Matlab >= 2013a on osx, use renamed SDKROOT macro, MW_SDKROOT
2013-12-10 18:18:46 +01:00
78ea064592
Cleanup more preprocessor-generated files at each run
2013-12-02 17:22:16 +01:00
6ba0980460
Add a warning when some exogenous are not used in the model
2013-11-29 16:03:45 +01:00
1414f98cff
Refactor code for collecting variables appearing in expressions
...
- rename ExprNode::collectVariables in ExprNode::collectDynamicVariables
- new ExprNode::collectVariables: same as above, but without lag information
- remove ExprNode::findUnusedEndogenous: essentially redundant with the above)
- remove ExprNode::collectModelLocalVariables: idem
2013-11-29 15:37:11 +01:00
173dc32e60
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
...
Closes #469
2013-11-29 14:51:17 +01:00
f964d06e22
saves variables if they exist at end of dynare run. closes #517
2013-11-13 11:29:27 +01:00
bd9e8acdab
preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392
2013-10-29 15:02:07 +01:00
46c7622f1c
Reactivate and fix the test for the balanced growth path.
...
If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).
Closes #506
2013-10-29 18:46:54 +08:00
b21252b895
Comment the trend test for a balance growth path => problematic with eLogTrend
2013-10-28 16:41:21 +01:00
b6c0850fb7
Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
...
- Add auxiliary variables for leaded and lagged exogenous
- Set the cutoff applied to the Jacobian at zero for the static and the dynamic models
2013-10-28 14:22:23 +01:00
76714b34df
new nostrict command-line option does not exit when there are more endogenous than equations ( closes #2 )
2013-09-13 14:44:01 -04:00
4fe0f4af65
Added (command line) nointeractive option.
2013-07-10 12:02:12 +02:00
d7c4d4d3eb
Added (command line) nograph option.
2013-07-10 11:03:48 +02:00
a595a83b16
Add new option parallel_local_files to model block
...
Ref #389
2013-05-31 14:47:38 +02:00
55a548282c
Possibility of restricting differentiate_forward_vars to some variables
...
Closes #351
2013-05-17 16:53:15 +02:00
ddaedb5ee3
Document how functions with a kink are differentiated
...
Also add a warning in the documentation and in the preprocessor about the usage
of some functions (max, min, abs, sign, comparison operators) in a stochastic
context.
Closes #355
2013-05-17 16:53:14 +02:00
94e6f569b8
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
270a5db60a
Fix handling of auxiliary variables in endval block
2013-04-22 18:02:32 +02:00
75f8467803
Implement tags [static] and [dynamic] for equations
...
Closes #307
2013-04-11 17:11:35 +02:00
24cac29cdf
removed changes linked with transforming variables to avoid log or
...
power of negative numbers
2013-04-09 16:35:57 +02:00
69a5271db7
Revert spurious preprocessor changes introduced in dfa744f
2013-03-26 16:51:10 +01:00
832c9d37ef
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
4f2f9e7ed6
Add preprocessor messages (stdout, stderr) to the logfile
...
Closes #306
2013-03-18 13:44:04 +01:00
70193c92b2
Remove spurious display when there is zero preprocessor warning
2013-03-05 12:53:37 +01:00
8ba4a3a4d2
Remove obsolete workaround for Octave 3.2
2013-02-28 10:32:09 +01:00
8610453baf
Reorganization of warnings
...
- at the end of the computation, don't display all preprocessor warnings but
only their number
- also display if there has been a MATLAB/Octave warning (counting their
number does not seem feasible). Closes #181
- add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
e717881115
Add more explicit error message when mixing ramsey_policy with varexo_det
2013-02-07 11:52:59 +01:00
b02662e2d9
Fix linking of static file with use_dll under Windows
...
The "Static" symbol was not exported; instead, it was the non-existing
"Dynamic" symbol which was exported.
2013-01-30 14:02:23 +01:00
dc1be70d82
Add derivatives of static model w.r.t. parameters
...
The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
aca256eb02
Remove obsolete workaround for Octave 3.2
2012-11-29 16:44:51 +01:00
ab604b7d16
console => nodisplay (Completes ticket #282 )
2012-11-12 16:48:44 +01:00
fb4a8d6186
Provide dynamic 3rd derivaties for estimation w/ analytic derivation
2012-08-08 15:34:43 +02:00
1082a16a64
Compute static hessian for estimation w/ analytic derivation
2012-08-08 12:42:02 +02:00
de80c3dade
Always compute hessian when analytic_derivation is set
2012-06-08 11:47:10 +02:00
73a503eba4
Generate derivs wrt params when anaytic_derivation=1
2012-06-07 15:33:43 +02:00
dc2e5e9226
config file: support GlobalInitFile option
2012-06-06 16:18:09 +02:00
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
2098528f9e
starting implementation of transformed variables to replace arguments
...
of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
ec83afaa29
Fix compilation errors with GCC 4.7
2012-05-08 16:10:10 +02:00
e1e77909a1
New preprocessor option for not creating a logfile
...
Closes : #241
2012-04-20 18:15:02 +02:00
e4916a1d84
preprocessor: display a summary of preprocessor warnings at the end of a Dynare run
2012-01-30 10:44:14 +01:00
c60de03e84
the overall time of execution is now saved in the log file
2012-01-22 16:09:42 +01:00
7c8baba064
warning output stream should be cerr
2012-01-18 14:42:57 +01:00
67f3a0ecc0
preprocessor: separate dynamic and static functions from their mexfiles
2011-12-23 18:22:41 +01:00
29d8028fc4
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
bb39de5496
Preprocessor: delete _steadystate2.m file from previous run if exists
...
Closes : #224
2011-11-25 15:13:16 +01:00
411a7fa683
fixed "clear global" for Octave
2011-11-22 22:09:13 +01:00
c9509817f0
another work-around for Octave 3.2 bug with "clear all"
2011-11-21 15:03:19 +01:00
805d01c785
use "clear -all" instead of "clear all" when running under Octave
2011-11-20 14:48:01 +01:00
fd923d428d
Displays an error message when the model contains pound expressions and 'bytecode' or 'block' options are present
2011-10-14 14:35:32 +02:00
c4e0158e44
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
ab589aaaa8
output derivatives of static model when identification is present ( closes #127 )
2011-08-19 16:58:44 +02:00
5c48733f55
output mex file for static model ( closes #183 )
2011-08-19 16:57:27 +02:00
06f7d23e90
Preprocessor: fix crash when no computational task is required
2011-06-22 11:34:38 +02:00
53fe3fe8ed
- Compute :
...
+ the number of static, lag, lead and both variables,
+ the lead_lag_incidence matrix for variables related to previous blocks
+ the index of reordered policy rule
for each block during the preprocessing step
- correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode
- avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for estimated or stochastically simulated models: the cutoff option is set to 0.
2011-06-18 17:53:50 +02:00
7433d140f7
discretionary_policy: fixing bug in preprocessor requirements
2011-06-18 06:53:00 +02:00
282f34b2d3
Preprocessor: adopt a more consistent behavior when no computing task is requested
2011-05-03 11:28:43 +02:00
54c5d256c0
Preprocessor: tentative fix for testsuite crash in block/bytecode
2011-04-28 10:41:43 +02:00
fc15cd2583
Preprocessor: cosmetic change
2011-04-28 10:39:59 +02:00
be4c5c92ef
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
be236c6402
code cleanup
2011-03-28 11:34:42 +02:00
d2a6f0f42c
Implement explicit writing of first order conditions of Ramsey problem (ticket #5 )
2011-03-24 17:17:15 +01:00
de28e06bc4
bug fix: change order of the way we handle expectation operators and trend vars in transformpass
2011-03-23 15:46:04 +01:00
d7ef08adf9
Check for varexo_det declaration and simul command incompatibility in the same mode-file
2011-03-18 12:47:06 +01:00
571aba6d97
adding syntax checks for discretionary_policy in the preprocessor
2011-03-17 20:13:09 +01:00
f8a717b496
bug fix: check that osr, osr_params and optim_weights appear together
2011-03-03 16:31:36 +01:00
d430ea8e43
bug fix: check that planner_objective and ramsey_policy statements appear together
2011-03-03 16:31:33 +01:00
Houtan Bastani
Michel Juillard
Johannes Pfeifer
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Houtan Bastani
ferhat
Sébastien Villemot