87ddbce87b
write third derivatives of static and dynamic functions more efficiently
2015-08-20 14:41:15 +02:00
3419772879
fix typo in 357afaab47ebe52cecdffb8a7f8b12c754f22470
2015-08-20 14:02:22 +02:00
cb0b8c9ba3
update comments in static & dynamic funcitons
2015-08-20 12:27:43 +02:00
046bc44e8a
write Hessians of static and dynamic functions more efficiently
2015-08-20 12:18:19 +02:00
4808c8a1ce
replace zeros with fill! and remove spzeros in static and dynamic functions
2015-08-20 11:33:19 +02:00
a10efd7c4b
replace empty sparse calls with spzeros
2015-08-19 17:12:06 +02:00
22f409af4f
fix type in function header
2015-08-19 14:38:35 +02:00
1b0d63abe9
add types to dynamic, static, and steady_state function calls
2015-08-19 12:11:08 +02:00
cbe1027428
remove unnecessary get*Function functions
2015-08-19 11:28:25 +02:00
73a25ed90c
adding using Utils to dynamic & static files
2015-08-18 15:45:23 +02:00
c8f9e1229f
update static model to use multiple dispatch
2015-08-18 15:42:24 +02:00
f0cc9c4151
modify *_set_auxiliary_variables to work in julia
2015-08-17 15:36:18 +02:00
389bb89a55
simplify modules created by preprocessor
2015-07-28 18:00:00 +02:00
ff3e14656d
bug fix in writing of static params derivs
2015-07-28 14:42:10 +02:00
d7ad832c1d
write static param derivs file
2015-07-28 12:29:42 +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
947ca38440
preprocessor: split creation of latex model files. closes #966
2015-07-15 08:58:15 +02:00
ec82663580
preprocessor: external functions bug fix: fixes the case where an external function is contained in a local variable that’s used in an equation with leads/lags that require auxiliary equations. Closes #916
2015-05-12 16:39:10 +02:00
1c1d3e8bfc
Add info to dynamic and static file headers that auxiliary equations may be present
2014-07-17 20:39:59 +02:00
7a3ff5b7fc
Merge pull request #636 from JohannesPfeifer/preprocessor
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Fix comments in header of dynamic and static files
2014-03-17 15:10:31 +01:00
892b565fc8
Fix comments in header of dynamic and static files
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Columns and rows were confused
2014-03-14 10:21:42 +01:00
8882f809c3
Introduce a new abstract class for external function nodes.
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This fixes the following bugs:
- 1st and 2nd ext fcn deriv nodes were incorrectly added to
DataTree::external_function_node_map, because of the chaining of
constructors.
- the following methods of FirstDerivExternalFunctionNode were not overloaded:
toStatic(), buildSimilarExternalFunctionNode()
- the following methods of SecondDerivExternalFunctionNode were not overloaded:
toStatic(), buildSimilarExternalFunctionNode(), compile(),
compileExternalFunctionOutput()
2014-03-13 12:12:17 +01:00
9dfcf897f7
adding 3rd order derivatives to Static Model for evaluation of Ramsey
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policy computed at order = 2
2013-12-11 19:24:29 +01:00
9d3722fdcb
Add full function header to static and dynamic model files
2013-07-28 11:32:14 +02:00
abd5bfda50
Fix breakage of static file introduced by 8c83135c
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In StaticModel, deriv_ids are no longer equal to symb_ids; some parts of the
code were relying on that assumption
2012-12-01 23:32:24 +01:00
dc1be70d82
Add derivatives of static model w.r.t. parameters
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The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
47c83d839e
Remove duplicate information in M_.blocksMFS
2012-11-16 17:39:03 +01:00
0cae76f0eb
Remove duplicate information in M_.blocksEQU
2012-11-16 17:16:40 +01:00
4541e17e83
Remove various compiler warnings
2012-06-08 19:06:03 +02:00
67a1737f00
Update copyright notices
2012-06-08 18:22:34 +02:00
6d67c4b9b8
Add options static to model_info command and fixes the ticket #134
2012-06-06 16:36:56 +02:00
7093a54f3a
fixes the correction of the Jacobian when encountering complex
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numbers. This should be 2*imag(g1) and not imag(g1).^2
2012-05-18 16:19:07 +02:00
715df0c634
Adds the index of equations (M_.blocksEQU) for a block decomposed model without bytecode option and use this index in resid.m to retrieve the residuals
2012-03-08 15:29:56 +01:00
67f3a0ecc0
preprocessor: separate dynamic and static functions from their mexfiles
2011-12-23 18:22:41 +01:00
16f550a986
preprocessor, auxiliary variables: fixes ordering issue introduced in
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347ab4d0c0c79ae9a42898c1d5409d78708bb8a8 and corrects the earlier
ordering problem.
2011-09-28 22:11:44 +02:00
09a6b96c5f
preprocessor: modified order of auxiliary variables definitions
2011-09-25 20:21:30 +02:00
5dc9092723
cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file
2011-08-19 16:59:18 +02:00
31ff8da853
remove unused variables from preprocessor
2011-08-19 16:59:12 +02:00
5c48733f55
output mex file for static model ( closes #183 )
2011-08-19 16:57:27 +02:00
c6a33a96f1
remove writing of getPowerDeriv M function from block code functions
2011-07-25 10:21:02 +02:00
4d4456b8d6
adding creation of <fname>_set_auxiliary_variables.m containing recursive definition of auxiliary variables
2011-07-24 20:56:30 +02:00
1e4c0852f6
bug fix: getPowerDeriv not accessible from modfile.m
2011-07-19 14:35:35 +02:00
d2696ca2f0
Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree
2011-06-22 11:56:07 +02:00
06f7d23e90
Preprocessor: fix crash when no computational task is required
2011-06-22 11:34:38 +02:00
53fe3fe8ed
- Compute :
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+ 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
7eade47160
external_function: bug fix in writeParamsDerivativesFile, writeDynamicModel and writeStaticMFile
2011-06-10 11:09:43 +02:00
912b22d0e9
correcting bug in forcing real values for complex elements of Jacobian in static model
2011-05-11 07:32:00 +02:00
d0d9fde6af
bug fix: allow use of external functions with model local variables
2011-04-12 16:42:56 +02:00
60b70df4c1
Updated copyright notices
2011-02-04 17:27:33 +01:00
d264b7b2e3
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
1b5418a882
- For static model considers two different management cases for temporary terms: one for an evaluated model and another for a simulated model
2010-12-31 16:46:09 +01:00
448553fe8e
fixed bug: end _dynamic and _static and getPowerDeriv functions with "end" tags to comply with commit d8dbc68e841a93b40d2a5005bd69bdd1cbb1778a
2010-12-22 09:48:05 +01:00
7a6776197d
- The function getPowerDeriv must end with an "end" instruction
2010-12-17 18:54:02 +01:00
7a26fe2ebd
extend domain of derivative of x^p to x=0 under certain conditions (see ticket 78)
2010-12-13 17:03:57 +01:00
751c0da2a1
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
cf3967d19d
- Correction of a bug in the Jacobian Matrix computation for a non block-decomposed model using bytecode
2010-11-25 16:11:22 +01:00
c89682670d
- The Jacobian matrix in the block decomposed model without bytecode option is now sparse
2010-10-22 16:20:28 +02:00
f7f83d6973
- Correction of several bugs with Octave
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- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
2010-10-22 10:09:07 +02:00
810416ebe6
- Extends the algorithms compatible with bytecode to compute the steady-state (ticket #11 ). The new values for solve_algo are:
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* 0: fsolve
* 1: solve1
* 2, 4: solve1 + block decomposition
* 3: csolve
* 5: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
* 6: GMRES
* 7: BiCGStab
* 8: bytecode own solver (use Gaussian elimination + sparse matrix)
- Bytecode can now evaluate a specific block instead of the overall blocks (new bytecode's option 'Block = block_number')
2010-10-11 19:21:32 +02:00
5490f1bb09
RESID command is compatible now with block option and without bytecode option (closes ticket #45 )
2010-09-17 16:54:43 +02:00
f68e4fd455
- compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
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- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +02:00
2c10d03368
Preprocessor: rename "NodeID" in "expr_t"
2010-09-17 12:13:26 +02:00
c8fdd5d9d1
Preprocessor: uniformize typedef names (with a "_t" suffix)
2010-09-16 19:00:48 +02:00
c3c8fa5cca
Preprocessor: clean prototypes of ModelTree methods (removed arguments
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redundant with data members, added const keywords, use passing-by-reference)
2010-09-16 17:51:50 +02:00
ae3e741cb8
Preprocessor:
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- remove useless output type oMatlabDynamicModelSparseLocalTemporaryTerms
(indistinguishable from oMatlabDynamicModelSparseLocal)
- fix bug in output type of sparse static model
2010-09-16 16:57:35 +02:00
6f9e0ca1e9
Preprocessor: replace non-standard operators 'and'/'or' by '&&'/'||'
2010-04-28 16:03:32 +02:00
5546658b4d
Preprocessor: with 'steady_state_model' command, write auxiliary equations in the steady state file
2010-04-27 17:04:52 +02:00
9abc7563c1
Add support for external functions
2010-02-23 18:15:18 +01:00
bce6509773
Adds location indications in error message of "bytecode" + minor correction (string passed as &string).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3374 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 16:42:08 +00:00
f13b95cb87
"bytecode" option can be used without "block" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
22000da5ea
Changes by Ferhat:
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* fix options stack_solve_algo={2,3,4} (closes #68 )
* fix crashes for singular normalizations (closes #44 ) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-21 10:29:21 +00:00
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
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
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
7c7a59e1b8
preprocessor: reverted useless changes from last commit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3016 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 17:02:35 +00:00
e8d9cbc94a
The local variables are implemented with byte code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3015 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 16:47:43 +00:00
2f1382fab5
preprocessor:
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* In stochastic mode, now transforms the model by removing leads and lags greater or equal to 2 (creating auxiliary variables and equations in the process)
* Information about these variables is in structure M_.aux_vars
* Automatically add the necessary initialization for auxiliary vars after the initval block or load_params_and_steady_state
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3002 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 15:10:31 +00:00
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
0b986771a4
- bug fix: block not set to 1 in StaticModel
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2877 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-31 18:56:29 +00:00
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
4b48b5efc0
Preprocessor: handle model local variables in blocks_mfs mode of steady command
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2841 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-13 13:44:46 +00:00
165ede20b4
Preprocessor: refactor usage of GNU g++ specific features
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2840 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-13 09:13:42 +00:00
daae864666
Preprocessor:
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* new ExprNode method for computing set of ModelLocalVariables of an expression
* factorized code with collectEndogenous() and collectExogenous() methods
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2839 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 16:42:08 +00:00
81b6823bb3
Preprocessor: bugfixes to block_mfs option of steady
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* sort recursive variables in topological order in the _static.m file
* collectEndogenous() returs type specific IDs, not symb_id!
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2833 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 14:22:40 +00:00
8a6d750c51
Implemented MATLAB part of the block_mfs option to steady.
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(Still need to fix a bug)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2829 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-09 16:35:07 +00:00
84f3993088
Preprocessor, static model handling: added code to output M-file when in block+MFS mode
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2820 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-07 15:58:17 +00:00
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
aedc60cbc1
trunk preprocessor: added new option "block_mfs" to "steady"
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* 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
3041db17c6
trunk preprocessor: fixed bug with sparse Hessian and USE_DLL
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2793 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-29 09:27:09 +00:00
421b8d4f65
trunk preprocessor:
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* for 2nd and 3rd derivatives of static and dynamic model, create the sparse matrices in a more efficient way (thanks to Pablo Winant for suggesting this and providing a patch)
* this breaks USE_DLL option at order 2
* fixed bug when hessian or 3rd deriv. matrix was all zero: the matrix was not constructed at all, leading to crashes in Matlab code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2787 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 09:56:41 +00:00
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
63c018a64f
trunk preprocessor:
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* finished normalization algorithm
* added routine for computing the equations which are already in normalized form
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2645 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 17:11:48 +00:00
261f08dce3
trunk StaticModel.cc: added model normalization (still need to force normalization of equations of the form a = f(b,c))
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2638 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-27 17:15:14 +00:00
331edd8d92
trunk preprocessor: cosmetic changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2614 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 15:54:19 +00:00
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
a0af8f7ea0
trunk preprocessor: restructuring the way we decide which derivatives to compute
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2610 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 10:48:54 +00:00
d99229ca24
trunk preprocessor:
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* fixed bug with planner_objective
* fixed another bug due to unitialized max_{lead,lags} values
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2604 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 18:07:28 +00:00
90e8fbda8b
trunk preprocessor: restructuration of the code before adding derivatives w.r. to parameters (in particular, removed VariableTable, and replaced it by a system of derivation IDs)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2597 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-17 16:26:23 +00:00
a2da8397f8
trunk preprocessor: added missing headers for recent versions of GCC
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2594 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:47:57 +00:00
Houtan Bastani
Johannes Pfeifer
Sébastien Villemot
Sébastien Villemot
Michel Juillard
Sébastien Villemot
Ferhat Mihoubi
Houtan Bastani
Houtan Bastani
ferhat
sebastien