39978f905f
changing code for making directory baseline in order to comply with mingw
2015-05-13 17:11:56 +02:00
a757579213
fixing logic in creation of checksum file. Improving documentation.
2015-05-11 08:57:24 +02:00
5b42483e81
adding feature to recompile MEX files only if the model has
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changed (not activated yet)
detail of compilation code moved from preprocessor (ModFile.cc) to
./matlab/utilities/general/dyn_mex.m
2015-05-10 18:16:53 +02:00
3783f05c71
preprocessor: remove commented code
2015-04-21 16:49:37 +02:00
b27a60d06c
preprocessor: reindex equations marked as [static]
2015-04-15 17:00:17 +02:00
e045d42c12
preprocessor: remove resetDataTree method
2015-04-15 16:16:26 +02:00
cb1fb288f4
preprocessor: remove clearing of num_const_node_map
2015-04-15 14:21:05 +02:00
ef640070c2
preprocessor: move reindexing functions from DynamicModel to ModelTree
2015-04-07 15:58:18 +02:00
e3ef0b12c4
Merge branch 'master' into rmExtraExo
2015-04-01 15:22:10 +02:00
909cc995bd
fixing bug in treatment of temporary terms for blocks with *.m files
2015-03-31 15:50:35 +02:00
81a2a2ee0d
remove extra exo’s for shocks statement, nonstationary, and trend vars; fix bugs
2015-03-10 17:57:30 +01:00
96a5949d9e
preprocessor: remove extraneous varexo, update model and statements, #841
2015-03-06 16:44:17 +01:00
431e9e596a
Fixed homotopy for perfect foresight models with block option, cosmetic changes.
2015-02-20 14:48:25 +01:00
1349b448b0
Merge branch 'remove-globals-from-blocks'
2015-02-17 13:01:17 +01:00
facf06a1b5
Removed options_ and oo_ globals from *all* generated dynamic model
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routines (with block option) and adapted some routines to reflect this change.
2015-02-17 12:57:30 +01:00
f78fd342fb
Removed options_ and oo_ globals from generated dynamic model
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routines (with block option).
2015-02-16 16:56:17 +01:00
4ba729fdd6
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
bf50187993
Bug correction in splitting the jacobian into blocks: the vector variable_2_block is valid only for endogenous variables.
2015-01-21 13:33:29 +01:00
2ca0dec650
Revert "preprocessor: replace oo_.exo_steady_state with steady_state_x, #825"
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This reverts commit 2bb97a90d6a346244ca992b9caff6e4c55dd7f66.
2015-01-14 15:14:57 +01:00
1fab5cbdd4
preprocessor: replace oo_.exo_steady_state with steady_state_x, #825
2015-01-14 15:13:48 +01:00
b721c1ee8a
fix dates for changes in 86c3c0fb1b9afc7e6dbda4a47f7029f9446afddf and a40323d2fb24c1e1a044492842a9176e2b306f40
2015-01-08 18:39:04 +01:00
b55ec06917
Bug correction on the way to collect information about the other endogenous variables in a block
2015-01-06 12:45:34 +01:00
62c93895bf
preprocessor: remove unused variables
2014-12-30 21:55:43 +01:00
7b5d57d455
Solves issues in deterministic simulation:
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- replaces maximum_endo_(lead|lag) by maximum_(lead|lag) to determine the maximum number of lead and lag in deterministic simulation
- allows to use bytecode in solve_perfect_foresight_model.m
- Adds model information in bytecode
2014-12-17 09:37:43 +01:00
b5568b70a5
Correction of a bug when "block" option is used without "bytecode" option in the "model" statement: for consecutive blocks that are evaluated, only the first one is in fact evaluated but not the following ones
2014-10-04 12:19:52 +02:00
73caec3185
more explicit warning when dividing by zero in conversion to static model and when reading model #730
2014-10-03 17:04:07 +02:00
1c1d3e8bfc
Add info to dynamic and static file headers that auxiliary equations may be present
2014-07-17 20:39:59 +02:00
f8ce5637e3
Fix typo in header of DynamicModel.cc
2014-06-02 13:58:29 +02:00
cb45fe885e
Merge branch 'master' into ep
2014-05-09 10:02:05 +02:00
8d3876e55b
putting functions related to extended preprocessor in ExternalFiles.cc
2014-04-24 20:54:38 +02:00
cffe121a37
fixing extended-preprocessor C++ API and test case
2014-04-24 14:33:04 +02:00
0908b0a50a
Fix compilation error introduced in 0983ca78.
2014-04-07 14:21:28 +02:00
cd063ce3fe
extended-preprocessor: starting a C interface (not finished)
2014-04-05 15:46:35 +02:00
7a3ff5b7fc
Merge pull request #636 from JohannesPfeifer/preprocessor
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Fix comments in header of dynamic and static files
2014-03-17 15:10:31 +01:00
6f65d48376
extended-preprocessor: starting a C interface (not finished)
2014-03-16 18:49:54 +01:00
892b565fc8
Fix comments in header of dynamic and static files
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Columns and rows were confused
2014-03-14 10:21:42 +01:00
8882f809c3
Introduce a new abstract class for external function nodes.
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This fixes the following bugs:
- 1st and 2nd ext fcn deriv nodes were incorrectly added to
DataTree::external_function_node_map, because of the chaining of
constructors.
- the following methods of FirstDerivExternalFunctionNode were not overloaded:
toStatic(), buildSimilarExternalFunctionNode()
- the following methods of SecondDerivExternalFunctionNode were not overloaded:
toStatic(), buildSimilarExternalFunctionNode(), compile(),
compileExternalFunctionOutput()
2014-03-13 12:12:17 +01:00
3d11273a61
extended-preprocessor: update test example1
2014-02-24 13:33:48 +01:00
416b7b849f
extended-preprocessor: adding back writing of model local variables (#)
2014-02-24 13:33:48 +01:00
17d0177276
returning sparse matrix in compressed format
2014-02-24 13:33:48 +01:00
6e0ef026ac
write C++ version of model functions without temporary terms
2014-02-24 13:33:48 +01:00
8a50eee858
ms-dsge: change types of output for better packaging
2014-02-24 12:41:02 +01:00
053ee41ac0
ms-dsge: create C driver file without statements
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Conflicts:
preprocessor/DynareMain2.cc
preprocessor/ModFile.cc
preprocessor/ModFile.hh
preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
47a8fd0147
Add line numbers of equations in preprocessor error messages.
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Closes #584
2014-01-27 16:41:43 +01:00
6ba0980460
Add a warning when some exogenous are not used in the model
2013-11-29 16:03:45 +01:00
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
fae00ea729
fix bug introduced by ee812f38816294450a307ccb8f2fb2a27fc032f0
2013-11-19 13:05:08 +01:00
1707e6aa96
preprocessor: bug fix: return oo
2013-11-19 11:56:39 +01:00
29507f8e45
proprocessor: block code bug fix: M and oo not being passed to solve_two_boundaries
2013-11-19 11:54:00 +01:00
c23cbb5edd
clang compilation: replace ostringstream array with vector of strings
2013-11-18 12:16:37 +01:00
c03f89eb8d
preprocessor: simplify if statement
2013-11-18 12:16:37 +01:00
6d6701aa50
revert change that breaks gcc build
2013-11-05 18:21:12 +01:00
1ae5832e13
preprocessor and matlab mex fixes for clang compilation
2013-11-05 18:04:57 +01:00
1634c7c50f
Always initialize M_.maximum_{endo,exo}_{lead,lag} and M_.params
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Closes #515
2013-11-04 16:02:28 +01:00
114cb8bc25
missing semicolon
2013-10-29 12:38:28 +01:00
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
7063e2d8be
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
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
9d3722fdcb
Add full function header to static and dynamic model files
2013-07-28 11:32:14 +02:00
bbc422cf5a
Fix copyright notices
2013-06-12 17:04:46 +02:00
55a548282c
Possibility of restricting differentiate_forward_vars to some variables
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Closes #351
2013-05-17 16:53:15 +02:00
94e6f569b8
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
75f8467803
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
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
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
69a5271db7
Revert spurious preprocessor changes introduced in dfa744f
2013-03-26 16:51:10 +01:00
832c9d37ef
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
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
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
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
67a1737f00
Update copyright notices
2012-06-08 18:22:34 +02:00
cf49fd3b99
preprocessor: handle compilation warnings
2012-06-06 16:30:36 +02:00
2ac4f59489
Fix bug introduced in 4b86df05
2012-06-05 09:48:03 +02:00
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
73b4052f2b
first implementation of transform_logpow. It creates too many auxilary
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
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
255d64e6d1
Corrects the number of lead and lags of a block
2012-02-17 10:48:28 +01:00
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
67f3a0ecc0
preprocessor: separate dynamic and static functions from their mexfiles
2011-12-23 18:22:41 +01:00
03fbe74c70
Fix compilation error in preprocessor
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Error introduced in ca10372607d71bf2b5d99d2a9fe6c2b3bd352ff4
2011-10-29 12:22:14 +02:00
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
b75d0e733f
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
0298a70faa
aux vars: update C++ comment to reflect last changes
2011-10-21 16:56:13 +02:00
17c8ae5c9d
code simplification after commit 9425b36358b9b1a6dcfb82cbf0cd423c64748bff
2011-10-20 20:40:15 +02:00
7d44671996
fixing problems related to auxiliary variables
2011-10-19 12:47:15 +02:00
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
37d438dd5c
Cleans the messages displayed
2011-10-12 14:45:53 +02:00
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
c4e0158e44
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
5dc9092723
cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file
2011-08-19 16:59:18 +02:00
94e113b7a5
correct a bug during the state variables detection
2011-08-11 14:15:51 +02:00
c6a33a96f1
remove writing of getPowerDeriv M function from block code functions
2011-07-25 10:21:02 +02:00
1e4c0852f6
bug fix: getPowerDeriv not accessible from modfile.m
2011-07-19 14:35:35 +02:00
d2696ca2f0
Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree
2011-06-22 11:56:07 +02:00
06f7d23e90
Preprocessor: fix crash when no computational task is required
2011-06-22 11:34:38 +02:00
53fe3fe8ed
- Compute :
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+ the number of static, lag, lead and both variables,
+ the lead_lag_incidence matrix for variables related to previous blocks
+ the index of reordered policy rule
for each block during the preprocessing step
- correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode
- avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for estimated or stochastically simulated models: the cutoff option is set to 0.
2011-06-18 17:53:50 +02:00
7eade47160
external_function: bug fix in writeParamsDerivativesFile, writeDynamicModel and writeStaticMFile
2011-06-10 11:09:43 +02:00
007b37f19b
updating one comment
2011-05-27 22:09:54 +02:00
f9287ac796
renamed ramsey_policy_discount_factor by optimal_policy_discount_factor because it is also used by discretionary_policy
2011-05-24 16:02:42 +02:00
6c37f6def8
Preprocessor: use NaN() for initializing vector of parameters
2011-04-27 12:07:13 +02:00
Michel Juillard
Houtan Bastani
Stéphane Adjemian (Charybdis)
ferhat
Johannes Pfeifer
Sébastien Villemot
Sébastien Villemot
Houtan Bastani
Sébastien Villemot