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42 Commits (f19f36d9aced793a2657e50747f7831b69303ab8)

Author SHA1 Message Date
sebastien 34ee60fbe7 trunk preprocessor: 
* 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 7afeae2fca trunk preprocessor: some cleanups related to sparse mode (removed SimulSparseStatement class and incorporated it into SimulStatement, determine mode at preprocessing time instead of runtime in StochSimulStatement) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2595 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-14 15:02:51 +00:00
sebastien 3e6faafbec trunk preprocessor: cosmetic change for consistency in bison file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2593 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-14 14:43:54 +00:00
sebastien dca1c2c841 trunk preprocessor: use different tokens for inv_gamma_pdf and inv_gamma1_pdf (for more explicit error messages and for consistency with ln and log) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2580 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 14:47:45 +00:00
sebastien 80aa9562ec trunk preprocessor: added new "change_type" command 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2452 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-11 11:43:18 +00:00
sebastien b121f679bb trunk preprocessor: fix compatibility issues with Bison 2.4 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2442 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-27 14:29:08 +00:00
sebastien ce1b012278 trunk preprocessor: fixed a memory management bug related to the filename being parsed 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2412 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-12 13:38:01 +00:00
sebastien b62649a667 trunk preprocessor: cosmetic change to Bison file, for consistency with other options 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2398 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-05 15:07:49 +00:00
michel ba1e49de17 adding PLOT_PRIORS option, no plotting is the new default 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2391 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-03 14:10:16 +00:00
michel e1ba3f44da added expression_or_empty token 
re-authorized empty expression between commas in estimated_parameters statements


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2374 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-25 09:50:21 +00:00
sebastien 9d0d9f0f83 trunk preprocessor: allow arbitrary expressions (and not just constants) in estimated_params, estimated_params_init and estimated_params_bounds blocks 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2368 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-22 15:05:38 +00:00
ferhat 644d8c8a98 Load_params_and_steady_state is now a dynare command -> needed to normalize the equations. 
-> MatlabFile.cc and MatlabFile.hh are added to dynare in order to read the Mat-File

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2349 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-31 19:29:17 +00:00
sebastien 88cfb34e8d trunk preprocessor: fixed bug with optim options 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2317 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-15 15:45:54 +00:00
sebastien 4a28394ab3 trunk: added a warning if dr_algo=0 is specified, and an error if dr_algo=1 is specified 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2290 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-05 11:19:30 +00:00
sebastien 623bde1b56 trunk preprocessor: removed LCC_COMPILER and GCC_COMPILER options of SPARSE_DLL mode 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2177 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-17 17:21:22 +00:00
sebastien a399b8e440 trunk: 
* DynareBison.yy: use "filename" rule for initval_file, dynasave, dynatype and datafile option
* DynareBison.yy: removed some spurious syntaxes for dynatype and dynasave
* ComputingTasks.cc: bugfix for dynatype
* cosmetic changes to dynatype.m and dynasave.m


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2145 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-13 16:06:07 +00:00
sebastien 7ea3770a26 trunk: removed remnants of dr_algo option 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2118 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-26 16:49:51 +00:00
sebastien fe5de6d8dd trunk: 
* added back model_comparison logic
* added QUOTED_STRING token in lexer
* added filename rule in parser (filename is NAME or QUOTED_STRING)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2115 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-26 16:24:13 +00:00
sebastien fe07f798e9 undoing r2110 and r2111 changesets 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2112 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-25 12:29:35 +00:00
adjemian 41375b7c04 v4.1: Added Model comparison. Not yet ready but can be used. The preprocessor, surprisingly, seems to sort the compared models (listed after the model_comparison command) by decreasing order of the model names (including path and extension). 
TODO: 
+ Add an option to define the benchmark model (bayes ratio).
+ Add comparison to estimated BVAR models.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2110 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-24 21:52:11 +00:00
sebastien ad67acacd9 trunk: merge r2076 changeset from 4.0 branch 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2077 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-15 13:40:02 +00:00
sebastien 72bac2d6fd v4.1 preprocessor: 
* refactored code for the standard normcdf()
* cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2035 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-04 08:10:42 +00:00
michel 35aef658f1 added short cut for standardized cummulative normal distribution 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2030 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-04 01:01:36 +00:00
sebastien 58753c27ef v4 preprocessor: allow option "order" in "estimation" statement 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2021 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 16:15:15 +00:00
sebastien bc2348f0b7 v4 preprocessor: 
* DynareBison.yy: added missing declaration of MODEL_INFO as a token
* various cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1995 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-25 16:45:39 +00:00
ferhat 0e9ab2ebf4 - Bugs corrections in deterministic simulation with sparse option 
- Check allowed with sparse option
- New command "MODEL_INFO" providing informations about the block structure of the model
- Memory leak corrections

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1993 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-25 15:06:36 +00:00
sebastien 08c0962c83 v4 matlab: 
* added preprocessor support for inverse gamma of type 2
* added support for this distribution in prior_bounds.m and rndprior.m
* other cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1983 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-05 10:48:04 +00:00
michel ccc5070b8b added diffuse_filter option 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1916 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 09:33:58 +00:00
michel b5089f2086 v4: added forecast, updated dynare_m.exe 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1812 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-01 12:04:48 +00:00
michel 0da8a86ea0 v4: added trans_ident option for GSA 
updated matlab/dynare_m.exe

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1807 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-20 05:56:21 +00:00
michel 76df8f36ab v4 preprocessor: added mode_file to dynare_sensitivity options 
corrected threshold_redform option
                 threshold_redform option accepts float and (-)Inf
                 split value (puts NaN for no value) and value1 (doesn't accept no value)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1803 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 20:22:42 +00:00
sebastien 8fc3d7bf05 v4 preprocessor: 
* fixed bug in InitValFile statement (typo in Matlab option name)
* various cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1798 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 09:17:15 +00:00
michel 6783821795 v4: fixing initvalf 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1795 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 07:22:10 +00:00
michel 86d4dd0d59 v4 preprocessor: added some estimation options for dynare_sensitivity 
updated matlab/dynare_m.exe

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1794 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-13 12:58:44 +00:00
michel f0cefe8081 v4 preprocessor: added syntax (:) for all variables in 
option_lists
                 updated matlab/dynare_m.exe


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1792 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-11 14:41:52 +00:00
michel cefbbd3ae1 v4 preprocessor: corrected bugs in GSA options 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1787 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-10 08:04:43 +00:00
sebastien 6a9f2c4798 v4 preprocessor: 
* renamed TmpSymbolTable to SymbolList (with some clean up by the way)
* removed unused mechanism of alternative variable names in tmp_var_list
* OptionsList: fixed memory leak and bug in clear()


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1785 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-07 13:14:40 +00:00
michel 9059f5946e v4 preprocessor: adding list of strings as option type 
added some options for GSA

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1781 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-04 18:40:20 +00:00
sebastien 6726a9585e v4 matlab+preprocessor: allow syntax of homotopy_setup without initial value 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1779 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-03 16:22:52 +00:00
sebastien 62e216c3c0 v4 preprocessor: fixed memory management error 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1723 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-29 16:20:19 +00:00
sebastien ae69da2f96 v4 preprocessor: fixed minor issues with operators precedence 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1706 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-15 17:31:00 +00:00
michel 2a69caa17b v4: changing name of preprocessor directory 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1686 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-03 10:28:36 +00:00