eb464665ac
Fix faulty logic in checks
2020-07-21 10:48:45 +02:00
98ddbb61ba
Method of moments: Preprocessor preparations
2020-07-10 11:18:57 +02:00
ed4c36a267
add first_simulation_period to the lexer
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(cherry picked from commit c8575e11d2f81ad606ab50849c52127653699a93)
2020-05-14 14:36:35 +00:00
Stéphane Adjemian (Charybdis)
2a048a487c
Throw an error if mh_tune_guess is used without mh_tune_jscale.
2020-02-29 09:54:18 +01:00
Stéphane Adjemian (Charybdis)
3c6a23137b
Throw an error if mh_tune_jscale is used with mh_jscale.
2020-02-28 18:28:09 +01:00
312edf0dba
Provide M_ as an output to stoch_simul and discretionary_policy
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Related to https://git.dynare.org/Dynare/dynare/issues/1711
2020-02-24 13:06:59 +00:00
14be6bad00
occbin: support occbin tags in equation tags, add occbin_likelihood and occbin_smoother as options to estimation
2020-02-11 14:24:06 +01:00
c4a9f93d40
Do not allow the estimation of a parameter that appears in “planner_discount”
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Ref. dynare#1173
2020-02-04 17:49:53 +01:00
b0c819cb03
Compute 3rd order dynamic derivatives for “dynare_sensitivity(identification)”
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Ref. #40
2020-01-20 17:26:31 +01:00
acdfeb4ee6
simplify calls to `symbol_list.checkPass`
2020-01-07 15:58:30 +01:00
98a9c88880
Allow `dynasave` and `dynatype` to support exogenous variables in their var_list
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issue dynare#1691
2020-01-06 10:52:18 +01:00
54f73e0864
Symbol List check pass: allow caller to specify the valid types of variables in a Symbol List
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dynare#1355
2019-12-23 21:16:00 +01:00
e2d5a83592
Global reindentation
2019-12-20 16:59:30 +01:00
42106f85a8
det_cond_forecast: fix output aesthetics
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- remove semicolon after `end`
- don't test for existence of `oo_`
- fix spacing to conform with MATLAB/Octave spacing
issue #39
2019-12-20 14:51:16 +01:00
9d3be05a2d
remove superfluous comma
2019-12-20 14:51:16 +01:00
76b461de4a
organize function with other members of the same class
2019-12-20 14:51:16 +01:00
32c3910e18
allow symbol list to accept auxiliary variables
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dynare#1355
2019-12-20 14:51:15 +01:00
5f451ebc99
Cosmetic fixes to 8baec1e0ec
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Ref. #1673
2019-12-20 11:48:50 +01:00
82c2682bb2
New “with_epilogue” option of “shock_decomposition”, “realtime_shock_decomposition” and “initial_condition_decomposition”
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Ref. dynare!1688
2019-12-20 11:47:54 +01:00
Stéphane Adjemian (Charybdis)
8baec1e0ec
Allow k order estimation.
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Automatically switch to k_order_solver if order>2. Use old mex file if
order==2 (since it seems unexpectedly significantly faster than
local_state_space_iteration_k, and because it can deal with pruning).
2019-12-20 11:15:16 +01:00
044258b0a2
Make “datafile” option of “perfect_foresight_setup” (and “simul”) equivalent to “initval_file”
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Ref. dynare#1663
2019-12-19 14:53:52 +01:00
c2461981d2
Various provisions for improvements to shock decomposition commands
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– New “squeeze_shock_decomposition” command
— New “max_nrows” option to “plot_shock_decomposition” and
“initial_condition_decomposition”
— “plot_shock_decomposition” now returns oo_ as an output argument
Ref. dynare#1687, dynare!1655
2019-12-18 11:39:44 +01:00
031c0cff5f
Various code simplifications and modernizations
2019-12-16 19:42:59 +01:00
b58bbb8e84
Ramsey: do not warn if instruments are not defined in steady_state_model block
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Closes: dynare#1677
2019-12-12 16:19:15 +01:00
1d3265acb7
C++17: further code simplifications (assignments in if)
2019-12-12 16:19:14 +01:00
8dfa79a0f5
new command `evaluate_planner_objective`
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dynare#1678
2019-12-12 11:35:26 +01:00
f11048f2dc
Pass oo_ as function input for plot_icforecast. Dynare/dynare#1672
2019-11-29 12:17:02 +01:00
c23e136f93
Revert "Merge branch 'master' into 'master'"
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This reverts commit 3ae92499b83ec01b8612
2019-11-26 16:46:12 +01:00
8bfcefe7fb
Add interface for forecast_shock_decomposition. Dynare/dynare#1657
2019-11-25 17:08:59 +01:00
d839aea08b
Drop unused functions for writing C and C++ output
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These functions should have been deleted in
946d105c04
2019-10-24 10:54:46 +02:00
ecdca502aa
Modernization: stop using make_pair() and make_tuple()
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In many cases, they can be replaced by the curly braces syntax.
Otherwise, we can now use the pair() and tuple() constructors, without the need
to specify template parameters, thanks to class template argument
deduction (new in C++17).
2019-10-24 10:49:13 +02:00
8a83e08e79
Fix bug with diff or unary ops that have same static representation
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Previously, for testing whether two diff() expressions or two unary ops were
the lead/lag of each other, the preprocessor would test whether they have the
same static representation. This is ok for simple expressions (e.g.
diff(x(-1))), but not for more complex ones (e.g. diff(x-y) and diff(x(-1)-y)
should not be given the same auxiliary variable).
This commit fixes this by properly constructing the equivalence relationship
and choosing a representative within each equivalence class. See the comments
above lag_equivalence_table_t in ExprNode.hh for more details.
Closes #27
2019-10-22 15:01:06 +02:00
0b3cd3ec90
pac: fix parsing of linear combination for growth option
2019-10-03 18:26:09 +02:00
b0ac4a4e51
Cosmetic change
2019-09-24 18:47:43 +02:00
04b6a68aef
new calling structure for stoch_simul, discretionary_policy. dynare#1197
2019-09-11 18:05:40 +02:00
2c6fa34a1f
C++17: use structured bindings instead of std::tie whenever possible
2019-09-11 16:40:19 +02:00
d1be4f4946
remove duplicates from stoch_simul symbol_list. closes dynare#1519
2019-09-10 11:13:33 +02:00
fbf535e819
Fix typo
2019-08-27 14:20:00 +02:00
db6d4fb0cd
Support identification(order=3)
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In that case, the preprocessor outputs g4 (4th derivatives of model) and
g3p (1st derivs of g3 w.r.t. parameters).
Ref #10
2019-08-22 17:02:40 +02:00
24d4b2dc77
identification command now accepts the order option
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Note that this option does not modify the global options_.order, for
consistency with the semantics of the identification command.
The preprocessor will compute dynamic derivatives up to at least order+1.
Closes #10
2019-07-05 17:49:16 +02:00
d59f9f75ff
Simplification of previous commit
2019-06-05 15:03:48 +02:00
d873414728
pac_model growth: allow single parameters
2019-05-27 16:06:14 +02:00
3509291b74
pac_model: only write growth fields if growth was passed to pac_model
2019-05-20 16:14:40 +02:00
2753ab9887
pac: collect exogenous variables in growth argument to pass exo use test in ModFile.cc
2019-05-17 15:06:16 +02:00
a0f74f5c16
pac growth: allow linear combination
2019-05-14 12:33:59 +02:00
21fe0f4bdc
avoid cast warnings when compiling boost headers
2019-04-23 14:57:03 +02:00
b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding)
2019-04-16 11:35:31 +02:00
7392cd3a6c
add JSON output for plot_shock_decomposition, realtime_shock_decomposition, and initial_condition_decomposition
2019-04-12 14:34:09 +02:00
39926133b8
More automatic modernizations with clang-tidy
2019-04-03 16:46:20 +02:00
8a41a75c85
Apply modernize-raw-string-literal from clang-tidy
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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
Johannes Pfeifer
MichelJuillard
Stéphane Adjemian (Charybdis)
Houtan Bastani
Sébastien Villemot
Dóra Kocsis