Houtan Bastani
0d1fe6899f
allow long_name to be used without specifying a latex name, #478
2013-12-09 17:04:32 +01:00
Sébastien Villemot
8d2c28f3bf
Forbid the use of trend variables in expressions outside the model block
2013-11-29 16:29:25 +01:00
Sébastien Villemot
1414f98cff
Refactor code for collecting variables appearing in expressions
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- 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
Houtan Bastani
790b138042
preprocessor: remove unused private field in ConditionalForecastPathsStatement
2013-11-20 12:17:07 +01:00
Houtan Bastani
07f29031ec
preprocessor: remove unused private field in EstimationStatement
2013-11-20 12:06:26 +01:00
Stéphane Adjemian (Scylla)
cef58f7646
Merge branch 'master' into remove-dynDate-class
2013-11-15 18:36:10 +01:00
Houtan Bastani
14b6cf98fb
preprocessor: support long name for parameters, #478
2013-11-15 11:14:16 +01:00
Houtan Bastani
8b34189bc3
preprocessor: support long name for exogenous, #478
2013-11-15 11:14:04 +01:00
Houtan Bastani
d368a501d7
preprocessor: support long name for endogenous, #478
2013-11-15 10:57:51 +01:00
Stéphane Adjemian (Penelope)
966ed438c1
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Houtan Bastani
8513c59c9e
preprocessor: add use_calibration option for estimated_params_init block. closes #447 , closes #512
2013-11-06 13:59:13 +01:00
Stéphane Adjemian (Scylla)
aa4753f9ec
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
Sébastien Villemot
e487dab6bb
Refuse non-stationary endogenous variables in deflators.
...
It is not clear what we should do in that case anyways.
2013-10-29 18:47:59 +08:00
Houtan Bastani
aee8202a20
preprocessor: only accept dates of the form: dates('date') in mod file
2013-10-14 09:58:05 +02:00
Houtan Bastani
496036d770
Revert "preprocessor: replace dates with dynDates"
...
This reverts commit 030fe52affb763f11766801f6deeb797e90365e2.
Conflicts:
preprocessor/Statement.cc
2013-10-10 11:04:56 +02:00
Houtan Bastani
b42790cd6e
preprocessor: replace dates with dynDates
2013-10-02 17:21:55 +02:00
Houtan Bastani
0d5ab71482
nostrict option works for endval too
2013-09-16 17:25:41 -04:00
Houtan Bastani
f6c982c51b
nostrict command-line option ignores extraneous assignments in initval. closes #1
2013-09-16 16:14:34 -04:00
Sébastien Villemot
3e1cc9a2d3
Move check on variables types within 'shocks' block to the checking pass stage
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Closes #448
2013-08-27 10:38:54 +02:00
Houtan Bastani
e84ad24f6e
preprocessor: pretty print error info
2013-05-31 18:27:24 +02:00
Sébastien Villemot
a595a83b16
Add new option parallel_local_files to model block
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Ref #389
2013-05-31 14:47:38 +02:00
Sébastien Villemot
55a548282c
Possibility of restricting differentiate_forward_vars to some variables
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Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot
94e6f569b8
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
Sébastien Villemot
75f8467803
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard
24cac29cdf
removed changes linked with transforming variables to avoid log or
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power of negative numbers
2013-04-09 16:35:57 +02:00
Sébastien Villemot
08c2b6e1c6
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
Sébastien Villemot
8610453baf
Reorganization of warnings
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- 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
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
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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
Sébastien Villemot
514db5f801
Preprocessor interface for multiple graph formats
2012-09-11 14:26:53 +02:00
Sébastien Villemot
dbec61ba62
Preprocessor: handle underflows and overflows as MATLAB and Octave do
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i.e. don't fail when they happen and instead return 0 or Inf
2012-07-12 12:46:22 +02:00
Sébastien Villemot
6fb2562f13
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
Sébastien Villemot
381c6aeee8
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
Michel Juillard
73b4052f2b
first implementation of transform_logpow. It creates too many auxilary
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
Houtan Bastani
d5b8adedac
estamiton: check variable types in copy statements
2012-04-04 10:43:29 +02:00
Houtan Bastani
5e68f15f04
estimation: clear subsamples substructure whenever a subsamples copy statement is encountered
2012-04-03 18:33:24 +02:00
Houtan Bastani
2cf488ca42
estimation: clear subsamples substructure whenever a subsamples statement is encountered
2012-04-03 18:33:23 +02:00
Houtan Bastani
36a56199c4
estimation: introduce options = options syntax
2012-03-30 15:37:15 +02:00
Houtan Bastani
c9aa2d7b23
estimation: introduce prior = prior syntax
2012-03-30 15:37:15 +02:00
Houtan Bastani
d459b0ea7b
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
Houtan Bastani
2ac49123d6
estimation: add subsample name to index
2012-03-27 13:03:10 +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
b3e2823c82
estimation: fixes to options statement
2012-03-09 11:47:25 +01:00
Ferhat Mihoubi
6e75fc31ca
Error message for external function provides more details
2012-03-06 11:33:02 +01:00
Houtan Bastani
631924ef16
bug fix: quotes in warnings do not comply with Matlab disp
2012-02-10 17:05:37 +01:00
Houtan Bastani
e4916a1d84
preprocessor: display a summary of preprocessor warnings at the end of a Dynare run
2012-01-30 10:44:14 +01:00
Houtan Bastani
d2c03a206b
preprocessor: enumerate prior distributions
2011-12-30 15:41:51 +01:00
Houtan Bastani
c62d52a576
preprocessor: bug fix in setting prior_variance
2011-12-23 18:22:40 +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
744b5abf1e
preprocessor: add symbol.options statement
2011-12-21 12:21:30 +01:00
Houtan Bastani
6ea0dd59e4
preprocessor: allow symbol.subsample=symbol.subsample
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
a1a42b69ee
unit_root_vars now sets the options_.diffuse_filter and options_.steadystate.nocheck
2011-11-20 20:16:02 +01:00
Michel Juillard
7854b06743
ms-sbvar: correcting bugs in specification of linear restrictions
2011-11-07 12:26:20 +01:00
Michel Juillard
b8dcb71b78
ms-sbvar: fixing more bugs in linear restrictions
2011-11-06 17:45:19 +01:00
Michel Juillard
99075d38c8
ms-sbvar: fixing bug in linear restrictions
2011-11-05 21:36:36 +01:00
Houtan Bastani
b75d0e733f
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
Sébastien Villemot
895f8a25bd
Clean-up last remnants of unit_root_vars ( Closes : #167 )
2011-10-14 16:22:47 +02:00
Michel Juillard
4befcde035
ms-sbvar: introduced more general restriction syntax for
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identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
Houtan Bastani
e94ea4839e
fix typo
2011-09-15 18:02:38 -04:00
Houtan Bastani
973105ace3
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
Houtan Bastani
6a0f8b4d93
MS-SBVAR: bug fix
2011-08-03 11:10:57 +02:00
Michel Juillard
dcf5273b26
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
Houtan Bastani
b93bbebabd
fix typo
2011-07-07 15:15:44 +02:00
Michel Juillard
b65bb7e2c3
MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions.
2011-05-30 15:54:46 +02:00
Michel Juillard
f9287ac796
renamed ramsey_policy_discount_factor by optimal_policy_discount_factor because it is also used by discretionary_policy
2011-05-24 16:02:42 +02:00
Houtan Bastani
48c7ee6788
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
Houtan Bastani
1d6d94818d
bug fix: nonstationary vars and tex names
2011-04-08 13:37:05 +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
Houtan Bastani
be4c5c92ef
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
Houtan Bastani
212ac6b452
fixed typo
2011-03-22 10:38:58 +01:00
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
47b828489b
Preprocessor: more explicit error message when users enter invalid floating
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point numbers (like "1e-10000")
2011-02-16 11:08:40 +01:00
Sébastien Villemot
89118b86a2
Preprocessor: fix error message for conditional_forecast_paths
2011-02-07 11:51:13 +01:00
Sébastien Villemot
d264b7b2e3
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
Sébastien Villemot
9b3d611a0b
Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments ( closes #37 )
2011-01-26 13:55:01 -05:00
Sébastien Villemot
baccf9e8f5
Preprocessor: minor refactoring of ParsingDriver::add_model_var_or_external_function
2011-01-13 19:10:16 +01:00
Sébastien Villemot
091c7961a2
Removed remnants of calib commands
2011-01-10 12:25:42 +01:00
Ferhat Mihoubi
751c0da2a1
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +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
973c795db8
Change the syntax for values of deterministic shocks:
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Arbirtrary expressions after the "values" keywords must now be enclosed
within parentheses; consider the following example:
<code>
periods 1:2;
values -1 -2;
</code>
In the previous syntax, this was interpreted by the preprocessor as a shock of
value -1-2 = -3 for periods 1 and 2, which is clearly not the intent of the
user; with the new syntax, this will be rejected (too many values compared to
the number of ranges).
Also note that now commas are no longer required between arbitrary expressions,
since the parentheses are sufficient for separating them.
2010-11-24 18:26:43 +01:00
Sébastien Villemot
615f2ae322
Histval block:
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- 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
a7fc3361ac
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
Sébastien Villemot
d973c2ead7
Preprocessor: give more explicit error message when lead or lag is used inside 'planner_objective'
2010-10-11 14:49:23 +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
Houtan Bastani
ee9b19fadc
DSGE-VAR: support deprecated way of declaring dsge_prior_weight
2010-06-22 10:38:54 +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
2356ef7460
Preprocessor: cosmetic changes related to 'size_t'
2010-06-18 15:48:46 +02:00
Michel Juillard
851dcc88a6
steady_state_model: authorizing change in parameter values in steady_state_model block + removing ys_ initialization to zero
2010-06-03 15:59:35 +02:00
Sébastien Villemot
211056f552
Steady state file: in the presence of 'ramsey_policy', no longer check that the declarations are recursive, and use input vector of steady state file as initial values
2010-05-31 17:43:17 +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
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
Sébastien Villemot
71d577bcb8
Preprocessor:
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* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
Sébastien Villemot
e50f555585
Preprocessor: minor fix in header inclusion
2010-04-06 11:07:19 +02:00
Sébastien Villemot
f9cac656d1
Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements
2010-03-18 14:56:22 +01:00
Houtan Bastani
9d5e280b82
bug fix: prevent vars with leads/lags from being used outside of the model block.
2010-03-15 10:47:44 +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
a70b60604c
Modified external functions to enforce consistent number of function arguments within model_block
2010-03-03 11:40:13 +01:00
Houtan Bastani
46e56b59c0
Restricted syntactical variances in the implementation of the external_functions statement.
2010-02-24 15:37:52 +01:00
Sébastien Villemot
e24c9c5ad1
Preprocessor: minor cosmetic changes related to external functions
2010-02-23 19:08:54 +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
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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.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3319 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 11:06:25 +00:00
sebastien
3aa8876538
Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue)
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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
160ec5d7ca
preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:21:31 +00:00
houtanb
04aa1dbdb3
changed preprocessor internals to support vector<int> type. changed svar_identification to store symbols by symbol ids. Added missing Doxygen comments.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3240 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 15:54:00 +00:00
houtanb
e1f043485f
allow for vector <int> to be passed by Bison and modified processing of svar statement accordingly.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3221 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-10 22:49:50 +00:00
houtanb
c1cecba2be
svar: allow for two options to be passed instead of only three.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3218 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 16:32:30 +00:00
houtanb
65a6e5cf6e
swz: implementation of svar
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3214 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 00:38:53 +00:00
houtanb
0adc9f8842
swz: markov switching statement
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3212 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 16:46:13 +00:00
houtanb
1f72431ec4
swz: svar_identification
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3194 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-04 21:32:19 +00:00
sebastien
f2ea29254d
M-files and preprocessor:
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* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 17:51:47 +00:00
sebastien
6bd2cb04de
predetermined_variables:
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* reworked a little bit the implementation
* documented the command in the reference manual
* added a test
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:03:18 +00:00
houtanb
07ba8ebdee
implements predetermined_variables operator
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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
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
sebastien
337bde2589
* Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast"
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* 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
sebastien
021e0ebb2e
preprocessor: in stochastic mode, create auxiliary variables for exogenous with non-zero lead/lag
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3026 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 14:07:13 +00:00
houtanb
5591a412a8
added steady_state operator to preprocessor
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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
d26ff57671
Cleanup "cutoff" and "mfs" options (the former is no longer in options_)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2888 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 10:10:06 +00:00
sebastien
fea9c4a2f0
Remove obsolete "cutoff" and "markowitz" statements
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2884 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:50:45 +00:00
ferhat
b17886ee12
- get rid of block and bytcode variable in SimulStatement and StochSimulStatement
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- minimalist version of dynamicmodel when no dynamic model is needed
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2883 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 16:44:15 +00:00
sebastien
53f4320809
Added support for equation tags (thanks to Pablo for providing a patch)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2880 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 14:37:59 +00:00
sebastien
00d887f984
Various cleanups related to new options "bytecode" and "block"
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2879 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 13:36:56 +00:00
ferhat
0a816a4e74
New options for block decomposition and bytecode (see http://www.dynare.org/DynareWiki/ByteCode ):
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- 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
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- 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).
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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
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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
77590c8577
Some restructurings in the preprocessor:
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* StaticModel: dropped creation of C file in USE_DLL mode
* StaticModel: added computation of derivatives for block MFS mode
* DynamicModel: catch error codes of mkdir()
* ModelTree: moved "mode" member variable to DynamicModel
* ModFile::writeOutput(): moved manipulations relative to dynamic model file to DynamicModel
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2818 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-07 14:20:48 +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
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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:
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* 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
51378821aa
trunk preprocessor:
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* enforce lag=0 for DataTree and StaticModel
* various minor and cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2596 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-16 10:33:30 +00:00
sebastien
7afeae2fca
trunk preprocessor: some cleanups related to sparse mode (removed SimulSparseStatement class and incorporated it into SimulStatement, determine mode at preprocessing time instead of runtime in StochSimulStatement)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2595 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 15:02:51 +00:00
sebastien
7fa0d9722d
trunk preprocessor:
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* created a distinct expression tree for the static model (thus giving better sharing of sub-expressions and better computation of temporary terms for the static model)
* for that purpose, created StaticModel and DynamicModel classes (ModelTree still persists, but only contains code shared between StaticModel and DynamicModel)
* removed sparse static file (to be later replaced by new algorithm for steady state computation on large models)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2592 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:39:53 +00:00
sebastien
80aa9562ec
trunk preprocessor: added new "change_type" command
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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
a0fbd7d198
trunk preprocessor:
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* reorganized symbol table so that internally symbols have a unique integer ID (as a result, sparse code is temporarily in a broken state)
* rewritten from scratch ModFile::evalAllExpressions()
* {load,save}_params_and_steady_state moved to NumericalInitialization.{cc,hh}
* fixed bug related to endval block
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2441 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-27 12:19:25 +00:00
sebastien
90c1999c69
trunk: allow the possibility of modifying Matlab matrices which have been earlier used in initval/endval
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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
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2412 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-12 13:38:01 +00:00