Ferhat
21996d79a8
Corrects a bug in the computation of the number of leads and lags
2012-02-17 10:50:54 +01:00
Ferhat Mihoubi
9cde0585b6
The recursive equations are merged in a recursive block only if they are all backward looking or all forward looking but not both
2011-10-12 14:58:29 +02:00
Michel Juillard
9a4f9203b6
write Latex model: added automatic line breaks with breqn Latex package
2011-10-09 18:24:39 +02:00
Ferhat Mihoubi
6ebc409d03
Correct a bug related to the number of minimum feedback variables reported during the preprocessing step
2011-09-20 15:02:27 +02:00
Houtan Bastani
5dc9092723
cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file
2011-08-19 16:59:18 +02:00
Houtan Bastani
31ff8da853
remove unused variables from preprocessor
2011-08-19 16:59:12 +02:00
Sébastien Villemot
d2696ca2f0
Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree
2011-06-22 11:56:07 +02:00
Houtan Bastani
d0d9fde6af
bug fix: allow use of external functions with model local variables
2011-04-12 16:42:56 +02:00
Sébastien Villemot
9e898f4eb6
Preprocessor: avoid name clashes with model local variables
2011-02-21 18:26:23 +01:00
Sébastien Villemot
d264b7b2e3
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
Sébastien Villemot
9e189d6b4d
Preprocessor: remove some warnings about comparison of signed with unsigned integers
2011-01-13 19:03:55 +01:00
Sébastien Villemot
8af9e0dd95
Preprocessor: no longer use boost::graph::GraphvizDigraph class, removed in Boost 1.44 ( closes #155 )
2010-12-13 14:23:04 +01:00
Ferhat Mihoubi
7dc09890fb
- Bug correction during the block decomposition: the models' graph was ill oriented before the search of strong components
2010-12-10 15:11:12 +01:00
Ferhat Mihoubi
751c0da2a1
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
Ferhat Mihoubi
5702815f97
Correction of bugs in check command with block decomposition and
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Add the missing dr_block m-file
2010-11-25 16:10:46 +01:00
Ferhat Mihoubi
b781c44e5a
Check command is now compatible with block and bytecode options
2010-10-27 15:34:48 +02:00
Houtan Bastani
a7fc3361ac
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
Houtan Bastani
5327f161d4
external_function: add support for use_dll
2010-10-07 18:05:07 +02:00
Sébastien Villemot
376e25ca67
Preprocessor: no longer crashes when some dynamic variables appear only in
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unused model local variables (closes #101 )
2010-09-23 12:13:30 +02:00
Ferhat Mihoubi
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
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
Sébastien Villemot
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
Sébastien Villemot
6f9e0ca1e9
Preprocessor: replace non-standard operators 'and'/'or' by '&&'/'||'
2010-04-28 16:03:32 +02:00
Ferhat Mihoubi
a812b0130e
The functions erf, normpdf and normcdf work fine with bytecode option
2010-04-16 17:00:05 +02:00
Sébastien Villemot
0f1b58b09b
Preprocessor: minor refactoring and documentation of ExprNode::writeOutput() methods
2010-03-09 12:16:32 +01:00
Houtan Bastani
22bdb1a223
Allow temporary terms to work with external functions
2010-03-09 11:21:14 +01:00
Houtan Bastani
9abc7563c1
Add support for external functions
2010-02-23 18:15:18 +01:00
sebastien
e0e25fff7d
preprocessor: added missing header
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3391 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-28 14:18:40 +00:00
ferhat
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
ferhat
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
sebastien
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
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
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
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
ferhat
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
sebastien
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
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
ferhat
97f73257f6
- minor modifications in Reorder_the_recursive_variables prototype
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- no function comment in MinimumFeedbackSet.cc
- writeChaineRuleDerivative in DynamicModel.cc instead of ModelTree.cc
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2836 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 15:37:51 +00:00
ferhat
8421712f80
- Complete implementation of feedback variables in dynamic model with sparse option
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- Normalization of linear in endogenous variable equations
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2834 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 15:05:09 +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
9595358690
Preprocessor: various minor changes, including
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* moved some declarations from ExprNode.hh to BlockTriangular.hh to which they conceptually belong
* replaced non standard boolean operators (and, or, not) by standard ones (&&, ||, !)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2812 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-06 10:36:36 +00:00
sebastien
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
michel
f01306a29b
v4.1: added to preprocessor int NNZDerivatives[3] with number of non-zeros derivatives at order 1, 2, and 3
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used it to initialize sparse g2 and g3 in Matlab <modfile>_dynamic.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2668 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-12 20:32:27 +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
9179ebe4cf
trunk preprocessor: use assert() function at several places
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2642 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 16:21:39 +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
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
sebastien
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