64f55e4a5e
pac: declare endogenous variables needed by pac model consistent expectation before the creation of auxiliary variables
2019-02-25 15:29:46 +01:00
84104a695e
don’t initialize string to empty
2019-02-21 10:53:11 +01:00
f88682d683
pac: output model type in M_.pac.(model_name)
2019-02-20 16:43:24 +01:00
240aba6709
move pac info out of pac expectation node
2019-02-20 15:35:13 +01:00
34756833ae
pac: output info into substructures based on pac model name & equation tag
2019-02-19 18:32:42 +01:00
c1cf5c8d18
fix comment
2019-02-19 12:51:05 +01:00
0ea84fa9a4
pac: allow steady state growth and model consistent expectation substitution in pac equation
2019-02-18 15:11:45 +01:00
1e071ca499
make simplifications in dynamic model before copying to original
2019-01-28 17:53:04 +01:00
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
d922ae8ffc
pac_model: permit lag on growth option
2019-01-25 14:52:26 +01:00
4c71d143f3
substitute leads/lags appropriately when identification or sensitivity statements are present. Issue: https://git.dynare.org/Dynare/dynare/issues/1631
2019-01-09 14:48:25 +01:00
280b764ca5
onlymodel: read estimated_params block as well
2018-12-27 19:07:51 +01:00
7d37c35a3d
onlymodel: read initval and endval too
2018-12-27 12:06:39 +01:00
01385d1f80
Simplify implementation of nopreprocessoroutput option
...
Simply redirect cout to /dev/null, instead of propagating a boolean
everywhere.
2018-12-20 17:08:45 +01:00
38152c34a4
Make histval compatible with diff operator
...
The idea is to make use of the dynamic_set_auxiliary_dseries.m file to generate
the initial conditions for all auxiliary variables, including the diffs.
Also remove the check done by the preprocessor for the lags in histval, since
it does not work correctly with the diff operator.
2018-12-11 17:32:05 +01:00
67ac4bf8ea
Allow diff() and log() in "expression" option of var_expectation_model
2018-11-29 16:01:49 +01:00
41af0841c3
extend nopreprocessoroutput option to substitution output
2018-11-28 11:53:50 +01:00
6fa115aedd
Derivation engine w.r.t. endogenous generalized to any order
2018-11-22 17:13:55 +01:00
5f5fd569dd
add onlymodel command line option
2018-11-07 15:35:03 +01:00
4a974bb428
The preprocessor now compiles the MEX when use_dll is specified
...
New options "mexext" and "matlabroot" are introduced, so that the preprocessor
knows where to find MATLAB and which architecture to compile for.
Only recent gcc is now supported. A set of optimization flags is used so that
compilation goes reasonably fast on large models.
Consequently, options "msvc", "mingw" and "cygwin" have been removed.
2018-10-26 18:09:13 +02:00
bef7c2a193
remove need to declare equations nonstationary
2018-10-24 16:04:51 +02:00
55b625b016
undiff expansion of var_expectation
2018-10-12 15:21:03 +02:00
bcdfb43fd3
Replate DynamicModel::toStatic() by a converting constructor in StaticModel
...
It is therefore now possible to write:
static_model = static_cast<StaticModel>(dynamic_model);
2018-10-10 17:08:54 +02:00
f2cf86b734
Add copy constructors / assignment operators for the DataTree class hierarchy
...
In particular, it is necessary to turn back DataTree::AddVariable() into a
non-virtual method, because it is called from DataTree's constructor. Enforcing
the absence of leads/lags is now done using a new boolean DataTree::is_static.
Take advantage of the new copy constructor for handling
PlannerObjectiveStatement more elegantly.
Unfortunately it is not possible to implement *move* constructor / assigment
operators, because the reference ExprNode::datatree is not mutable.
2018-10-10 12:53:55 +02:00
7bb5382428
Always use brace-initializer in constructors
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The syntax makes clearer the distinction between a function call and an
initialization. Also, it prevents bugs due to implicit type conversions.
2018-10-04 17:19:18 +02:00
38f13eb0ad
Remove nonsensical check on MS Visual C++ version
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The check is done at the time the preprocessor is compiled, but it ought to be
done at the time when the C source file generated by the preprocessor is compiled…
Anyways, it is probably irrelevant now, since MSVC has supported
acosh/asinh/atanh for a long time now.
2018-10-02 18:23:39 +02:00
5e6b8f0a6b
No longer test for __MINGW32__ macro, testing for _WIN32 is enough
...
Closes : Dynare/dynare#1315
2018-10-02 16:50:07 +02:00
15d026e54e
C output: split generated function into several smaller subfunctions
...
This mimicks the structure of M-functions (though the logic for filling the
temporary terms vector is a bit different).
This change implied a modification in the way we compute the checksum in case
of block decomposition (the temporary terms for the C output are not correctly
computed in that case).
2018-10-01 16:04:01 +02:00
139e3efa82
Adds a new model option "linear_decomposition" that creates a block composed of the non-linear equations o the model
2018-09-28 14:54:52 +02:00
85dbb649b7
move trend_component_table and var_model_table to DynamicModel as they are only used there
2018-09-14 17:04:06 +02:00
dc9ecbb49a
fix bug in columns of EC matrix
2018-09-12 17:56:30 +02:00
46709ada3f
output AR matrix in file for trend component models
2018-09-10 14:51:33 +02:00
acc197f539
output AR matrix in file
2018-09-06 18:00:05 +02:00
e19a14869e
Convert ExprNodeOutputType into a class enum
...
Incidentally, replace the IS_* macros by inline functions.
2018-09-05 18:28:32 +02:00
5d2e1cf7b9
Use smart pointers for storage of Statement in ModFile class
2018-09-05 18:28:27 +02:00
9f0c30740e
introduce epilogue block
2018-09-05 12:31:49 +02:00
7a438a3ce7
ensure that trend_variable found is actually a trend variable as declared in the trend_component_model statement
2018-09-03 15:05:30 +02:00
1ae729929b
fix bug when var_expectation_model uses trend_component_model as auxiliary model
2018-08-27 14:51:54 +02:00
d5d6e8beb0
simplify updating of RHS variables for trend component and var models
2018-08-23 13:57:27 +02:00
97af0ff711
fix bug in updating variables in var model table
2018-08-23 10:28:19 +02:00
54df07d0e0
remove unnecessary comment
2018-08-22 17:01:03 +02:00
7d9072a227
var_expectation: rename var_model_name to aux_model_name
2018-08-22 16:57:36 +02:00
a406c18598
Allow trend_component_model in var_expectations.
2018-08-22 16:50:01 +02:00
1874fa5cce
remove unused variable
2018-08-22 16:01:10 +02:00
80c45ee116
fix bug with max_lag of var model
2018-08-22 15:59:12 +02:00
0af91c26f8
aesthetic fix
2018-08-22 15:12:17 +02:00
1918a56a70
fix bug in 539fddc9f6
2018-08-22 12:56:16 +02:00
539fddc9f6
introduce var model table
2018-08-22 12:15:02 +02:00
6015b0e57b
fixes to trend component model
2018-08-22 12:15:02 +02:00
afe0e475b1
trend_component_model statement
2018-08-17 16:52:48 +02:00
Houtan Bastani
Sébastien Villemot
Ferhat Mihoubi
Stéphane Adjemia (Scylla)