Sébastien Villemot
6ba0980460
Add a warning when some exogenous are not used in the model
2013-11-29 16:03:45 +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
fae00ea729
fix bug introduced by ee812f38816294450a307ccb8f2fb2a27fc032f0
2013-11-19 13:05:08 +01:00
Houtan Bastani
1707e6aa96
preprocessor: bug fix: return oo
2013-11-19 11:56:39 +01:00
Houtan Bastani
29507f8e45
proprocessor: block code bug fix: M and oo not being passed to solve_two_boundaries
2013-11-19 11:54:00 +01:00
Houtan Bastani
c23cbb5edd
clang compilation: replace ostringstream array with vector of strings
2013-11-18 12:16:37 +01:00
Houtan Bastani
c03f89eb8d
preprocessor: simplify if statement
2013-11-18 12:16:37 +01:00
Houtan Bastani
6d6701aa50
revert change that breaks gcc build
2013-11-05 18:21:12 +01:00
Houtan Bastani
1ae5832e13
preprocessor and matlab mex fixes for clang compilation
2013-11-05 18:04:57 +01:00
Sébastien Villemot
1634c7c50f
Always initialize M_.maximum_{endo,exo}_{lead,lag} and M_.params
...
Closes #515
2013-11-04 16:02:28 +01:00
Houtan Bastani
114cb8bc25
missing semicolon
2013-10-29 12:38:28 +01:00
Sébastien Villemot
46c7622f1c
Reactivate and fix the test for the balanced growth path.
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If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).
Closes #506
2013-10-29 18:46:54 +08:00
Stéphane Adjemian (Charybdis)
7063e2d8be
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
Houtan Bastani
76714b34df
new nostrict command-line option does not exit when there are more endogenous than equations ( closes #2 )
2013-09-13 14:44:01 -04:00
Johannes Pfeifer
9d3722fdcb
Add full function header to static and dynamic model files
2013-07-28 11:32:14 +02:00
Sébastien Villemot
bbc422cf5a
Fix copyright notices
2013-06-12 17:04:46 +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
69a5271db7
Revert spurious preprocessor changes introduced in dfa744f
2013-03-26 16:51:10 +01:00
Ferhat Mihoubi
832c9d37ef
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
Sébastien Villemot
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
Sébastien Villemot
6fc8deed49
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Sébastien Villemot
f878d8a644
Isolate block decomposition code
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This should fix some random crashes of the preprocessor
2012-09-28 18:41:18 +02:00
Sébastien Villemot
67a1737f00
Update copyright notices
2012-06-08 18:22:34 +02:00
Houtan Bastani
cf49fd3b99
preprocessor: handle compilation warnings
2012-06-06 16:30:36 +02:00
Sébastien Villemot
2ac4f59489
Fix bug introduced in 4b86df05
2012-06-05 09:48:03 +02:00
Sébastien Villemot
3175a25663
Preprocessor: remove MATLAB short-circuit operators
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They emit a warning under Octave
2012-06-04 17:18:13 +02:00
Michel Juillard
73b4052f2b
first implementation of transform_logpow. It creates too many auxilary
...
variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
Michel Juillard
2098528f9e
starting implementation of transformed variables to replace arguments
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of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
Ferhat
255d64e6d1
Corrects the number of lead and lags of a block
2012-02-17 10:48:28 +01:00
Sébastien Villemot
a32043c2a5
Preprocessor: compute temp. terms for 2nd deriv of residuals and jacobian wrt
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params and 1st deriv of hessian wrt to params
2012-01-20 12:07:36 -05:00
Houtan Bastani
67f3a0ecc0
preprocessor: separate dynamic and static functions from their mexfiles
2011-12-23 18:22:41 +01:00
Sébastien Villemot
03fbe74c70
Fix compilation error in preprocessor
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Error introduced in ca10372607d71bf2b5d99d2a9fe6c2b3bd352ff4
2011-10-29 12:22:14 +02:00
Ferhat Mihoubi
287c0647fa
* Correction of a bug appearing in a block decomposed model when an observable variable are also a state variable
2011-10-28 22:25:05 +02:00
Houtan Bastani
b75d0e733f
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
Sébastien Villemot
0298a70faa
aux vars: update C++ comment to reflect last changes
2011-10-21 16:56:13 +02:00
Michel Juillard
17c8ae5c9d
code simplification after commit 9425b36358b9b1a6dcfb82cbf0cd423c64748bff
2011-10-20 20:40:15 +02:00
Michel Juillard
7d44671996
fixing problems related to auxiliary variables
2011-10-19 12:47:15 +02:00
Ferhat Mihoubi
fd923d428d
Displays an error message when the model contains pound expressions and 'bytecode' or 'block' options are present
2011-10-14 14:35:32 +02:00
Ferhat Mihoubi
37d438dd5c
Cleans the messages displayed
2011-10-12 14:45:53 +02:00
Michel Juillard
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
Ferhat Mihoubi
c4e0158e44
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +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
Ferhat Mihoubi
94e113b7a5
correct a bug during the state variables detection
2011-08-11 14:15:51 +02:00
Houtan Bastani
c6a33a96f1
remove writing of getPowerDeriv M function from block code functions
2011-07-25 10:21:02 +02:00
Houtan Bastani
1e4c0852f6
bug fix: getPowerDeriv not accessible from modfile.m
2011-07-19 14:35:35 +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