Commit Graph

159 Commits (cfc7a1467b820be5de7054844edded0fb5f1f494)

Author SHA1 Message Date
Sébastien Villemot 9b9c5beb5c
Ensure that unary ops aux vars are never created when there is a lead
The transformation would be incorrect because of the expectation operator.

There was already a safety check, but it was not entirely correct. For example,
if “exp(y)” was appearing before “exp(y(+1))”, the check would not catch the
problem, because it happened after the substitution table had been filled. So
we now do the check before filling that table.
2019-08-19 18:27:57 +02:00
Sébastien Villemot 3941278832
Add more comments in routines for aux vars for unary ops / diff operators
By the way, do some small code simplifications.
2019-08-19 18:27:57 +02:00
Houtan Bastani 2c8d0471a4
normalizeEquation not implemented for PacExpectationNodes 2019-07-15 16:34:54 -04:00
Houtan Bastani ae0a91256a
add cubic root to dynare language 2019-07-15 12:18:26 -04:00
Sébastien Villemot 17c4104275
ExprNode::removeTrendLeadLag(): pass map argument by const-reference rather than by value 2019-07-05 18:22:24 +02:00
Sébastien Villemot 69f2f1ca88
UnaryOpCode::eval(): add missing error cases 2019-06-19 17:31:33 +02:00
Houtan Bastani 7fb591645f
fix bug in pac equation: match terms of param*linear_expression 2019-05-03 11:54:45 +02:00
Sébastien Villemot 82cd95a653
Remove some unnecessary headers 2019-05-02 15:30:33 +02:00
Sébastien Villemot 1907249fac
Ask GCC to warn about C-style casts (-Wold-style-cast)
Adapt the code accordingly.
2019-04-23 12:54:11 +02:00
Sébastien Villemot b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding) 2019-04-16 11:35:31 +02:00
Sébastien Villemot 39926133b8
More automatic modernizations with clang-tidy 2019-04-03 16:46:20 +02:00
Sébastien Villemot 8a41a75c85
Apply modernize-raw-string-literal from clang-tidy
Use ReplaceShorterLiterals option to enforce replacement of all strings.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-raw-string-literal.html
2019-04-03 16:45:52 +02:00
Sébastien Villemot 8dad93964d
Allow linear combination of targets in error correction term of trend component models 2019-03-29 17:06:24 +01:00
Sébastien Villemot 9bc6c57a5c
Factorization: create new utility SymbolTable::getUltimateOrigSymbID() 2019-03-29 17:06:24 +01:00
Sébastien Villemot 9b98da424a
Simplification in BinaryOpNode::getPacAREC() 2019-03-29 17:06:24 +01:00
Sébastien Villemot 4114b8a9e1
Simplification in BinaryOpNode::fillAutoregressiveRow
By the way, fix bug in detection of duplicate elements.
2019-03-29 17:06:23 +01:00
Houtan Bastani 92af6ffbe7
pass flag because regex’s on matlab side depend on it 2019-03-15 16:12:54 +01:00
Houtan Bastani da9f5dcffb
Revert "make pac expectation JSON output like that of var expectation"
This reverts commit 21d42e6010.
2019-03-15 16:11:55 +01:00
Houtan Bastani 21d42e6010
make pac expectation JSON output like that of var expectation 2019-03-15 15:47:50 +01:00
Houtan Bastani 50c26f4945
further simplifications related to AR matrices 2019-03-15 14:35:57 +01:00
Houtan Bastani f1d1c1e1c1
trend_component_model: simplify AR 2019-03-15 12:27:32 +01:00
Houtan Bastani a3c08f932e
simplify code to find autoregressive matrix for VARs 2019-03-15 12:26:59 +01:00
Houtan Bastani 0544141545
pac: fix bug when checking for symb_ids 2019-03-15 12:06:10 +01:00
Houtan Bastani 1e21904496
use emplace_back instead of push_back 2019-03-11 15:51:41 +01:00
Houtan Bastani 583c8373d7
pac: add residual to additive part 2019-03-07 12:23:19 +01:00
Houtan Bastani 9b1b4113d9
pac: keep order of variables in ec part of pac equation and add scaling factor to output 2019-03-07 11:31:45 +01:00
Houtan Bastani 14e7c92f14
pac: fix bug in setting of target variable 2019-03-07 11:31:45 +01:00
Sébastien Villemot abfe1a70e7
Fix typo 2019-03-05 18:59:40 +01:00
Houtan Bastani 68850536e6
stop processing if we substitute a unary op with a lead. closes #20 2019-03-05 15:20:32 +01:00
Houtan Bastani a1c79e6a4c
remove code that should have been removed in 9963686e72 2019-03-05 12:33:21 +01:00
Houtan Bastani 9963686e72
handle additive terms when PAC equation does NOT have non/optimizing agents 2019-03-05 12:20:45 +01:00
Houtan Bastani 5f013756f2 find additive parts to pac equation 2019-02-27 23:12:05 +01:00
Houtan Bastani effa40543e
pac: find correct target variable when pac equation accounts for share of optimizing agents 2019-02-25 18:46:44 +01:00
Sébastien Villemot 8ae7f81fd9
Fix bug with var_expectation nodes introduced in 38152c34a4
We must provide a return value for
VarExpectationNode::maxLagWithDiffsExpanded().

Return zero, which will lead to the right overall result even if it is not
strictly the right choice (see the comment in the code).
2019-02-22 17:30:09 +01:00
Houtan Bastani 469a328cfc
replace make_pair and make_tuple 2019-02-21 10:42:10 +01:00
Houtan Bastani 240aba6709
move pac info out of pac expectation node 2019-02-20 15:35:13 +01:00
Houtan Bastani 34756833ae
pac: output info into substructures based on pac model name & equation tag 2019-02-19 18:32:42 +01:00
Houtan Bastani 760eaf6712
fix compilation warning 2019-02-19 18:32:42 +01:00
Houtan Bastani fc6d04b015
create A0 and A0star matrices for trend component models 2019-02-19 12:26:30 +01:00
Houtan Bastani 0ea84fa9a4
pac: allow steady state growth and model consistent expectation substitution in pac equation 2019-02-18 15:11:45 +01:00
Houtan Bastani b3fbb86214
relieve constraint that max lag on EC matrix is 1 2019-02-15 11:12:07 +01:00
Houtan Bastani f4837e6c94
fix AR and EC matrices when `equation = C` results in a simplified equation 2019-02-14 17:09:57 +01:00
Houtan Bastani 6e680c0159
simplify in accordance with 02ae0af3e5 2019-01-29 17:52:19 +01:00
Houtan Bastani 302fec4dec
remove comparisons to nullptr 2019-01-29 17:46:09 +01:00
Houtan Bastani 02ae0af3e5
change map type for readability 2019-01-29 17:43:17 +01:00
Houtan Bastani 90c45b2cd6
remove unused function added in d922ae8ffc 2019-01-28 15:34:38 +01:00
Houtan Bastani f5df7e7567
when an equation is of the form `X` = `constant`, replace all occurrences of `X` in other equations with `constant` 2019-01-28 15:32:12 +01:00
Houtan Bastani d922ae8ffc
pac_model: permit lag on growth option 2019-01-25 14:52:26 +01:00
Sébastien Villemot e7c9c26d2d
More modernizations with clang-tidy 2019-01-15 11:08:47 +01:00
Houtan Bastani bb624ec6a7
epilogue: allow for simulations in epilogue block 2018-12-19 16:09:30 +01:00