Commit Graph

127 Commits (db44b7337fb05260e9899f201af9f9a1ef1b066a)

Author SHA1 Message Date
Houtan Bastani 77c8a41514 preprocessor: fix bug in writing of temporary terms. closes #1201 2016-06-01 15:29:10 +02:00
Stéphane Adjemian (Hermes) eadd35061f Bug fix in assert (Julia output)
Same as 4b830d29ed2d230908a1a5ec1c7badd29c7dc86a but for static model.
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 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 0b922739a6 preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187 2016-05-12 12:02:34 +02:00
Houtan Bastani 4462591347 fix copyright dates 2016-05-04 16:05:31 +02:00
Michel Juillard aa12dc6d5b fixed issue with auxiliary variables and external function 2016-04-09 09:23:17 +02:00
Stéphane Adjemian 0979b3464e Merge pull request #1152 from JohannesPfeifer/headers
Cosmetic changes to various function headers
2016-04-08 23:29:16 +02:00
Michel Juillard 8ed19b668c simplify writing of auxiliary variables definitions
This will fail if external function are used in
auxiliary variables definition
2016-04-08 09:33:57 +02:00
Michel Juillard 6f4d12c3f4 fixed bug with external function introduced in the
refactoring to the _static file
2016-04-07 18:27:44 +02:00
Michel Juillard da63d21f0d fixing problems with Ramsey policy and auxiliary variables 2016-04-04 17:11:03 +02:00
Michel Juillard e5cee0fdd7 build full static model for analytical derivatives
estimation code
2016-04-01 18:45:19 +02:00
Michel Juillard 32fb90d5f3 completing replacement of auxiliary variables in static model 2016-04-01 18:45:19 +02:00
Michel Juillard 1b4f68f934 replacing auxiliary variables by their definition
in static model. Doesn't work right yet.
2016-04-01 18:45:19 +02:00
Johannes Pfeifer 62eb7e7443 Add headers for param_derivs-files 2016-03-29 15:57:49 +02:00
Houtan Bastani 3117bf79f2 preprocessor: fix scoping problem with temporary variables 2015-09-04 15:28:06 +02:00
Houtan Bastani 0f75ddbd64 replace cend with end and cbegin with begin 2015-09-03 16:06:37 +02:00
Houtan Bastani 13be25314e preprocessor: rework temporary terms 2015-09-03 15:25:36 +02:00
Houtan Bastani c35938929f remove fill!(residual, 0.0) statements as all elements of residual are assigned to 2015-08-21 17:13:38 +02:00
Houtan Bastani 5c0c9efd6f add @inbounds to model equations, temporary vars, and model vars 2015-08-21 17:13:38 +02:00
Houtan Bastani 4a4a4c1d54 clean up printing 2015-08-21 17:13:32 +02:00
Houtan Bastani 34e649afc7 add assertions at beginning of function call 2015-08-21 12:05:38 +02:00
Houtan Bastani fb51517ac7 fix comments in generated files 2015-08-21 12:00:47 +02:00
Houtan Bastani c1d3b521ed update static & dynamic function comments 2015-08-20 15:28:32 +02:00
Houtan Bastani 5789d1f33b check function output argument sizes 2015-08-20 15:26:10 +02:00
Houtan Bastani 87ddbce87b write third derivatives of static and dynamic functions more efficiently 2015-08-20 14:41:15 +02:00
Houtan Bastani 3419772879 fix typo in 357afaab47ebe52cecdffb8a7f8b12c754f22470 2015-08-20 14:02:22 +02:00
Houtan Bastani cb0b8c9ba3 update comments in static & dynamic funcitons 2015-08-20 12:27:43 +02:00
Houtan Bastani 046bc44e8a write Hessians of static and dynamic functions more efficiently 2015-08-20 12:18:19 +02:00
Houtan Bastani 4808c8a1ce replace zeros with fill! and remove spzeros in static and dynamic functions 2015-08-20 11:33:19 +02:00
Houtan Bastani a10efd7c4b replace empty sparse calls with spzeros 2015-08-19 17:12:06 +02:00
Houtan Bastani 22f409af4f fix type in function header 2015-08-19 14:38:35 +02:00
Houtan Bastani 1b0d63abe9 add types to dynamic, static, and steady_state function calls 2015-08-19 12:11:08 +02:00
Houtan Bastani cbe1027428 remove unnecessary get*Function functions 2015-08-19 11:28:25 +02:00
Houtan Bastani 73a25ed90c adding using Utils to dynamic & static files 2015-08-18 15:45:23 +02:00
Houtan Bastani c8f9e1229f update static model to use multiple dispatch 2015-08-18 15:42:24 +02:00
Houtan Bastani f0cc9c4151 modify *_set_auxiliary_variables to work in julia 2015-08-17 15:36:18 +02:00
Houtan Bastani 389bb89a55 simplify modules created by preprocessor 2015-07-28 18:00:00 +02:00
Houtan Bastani ff3e14656d bug fix in writing of static params derivs 2015-07-28 14:42:10 +02:00
Houtan Bastani d7ad832c1d write static param derivs file 2015-07-28 12:29:42 +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 947ca38440 preprocessor: split creation of latex model files. closes #966 2015-07-15 08:58:15 +02:00
Houtan Bastani 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
Johannes Pfeifer 1c1d3e8bfc Add info to dynamic and static file headers that auxiliary equations may be present 2014-07-17 20:39:59 +02:00
Sébastien Villemot 7a3ff5b7fc Merge pull request #636 from JohannesPfeifer/preprocessor
Fix comments in header of dynamic and static files
2014-03-17 15:10:31 +01:00
Johannes Pfeifer 892b565fc8 Fix comments in header of dynamic and static files
Columns and rows were confused
2014-03-14 10:21:42 +01:00
Sébastien Villemot 8882f809c3 Introduce a new abstract class for external function nodes.
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
Michel Juillard 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