Commit Graph

98 Commits (f6f4ea70fbce9fd584c72c15a2932fa02a854d0b)

Author SHA1 Message Date
Houtan Bastani 50a4d50821 preprocessor: introduce new option compute_xrefs, #1125 2016-02-23 13:57:55 +01:00
Houtan Bastani 45919774ab Revert "preprocessor: write auxiliary variable definitions to matlab function"
This reverts commit ad81129a9b90dab50799bd4589b635420918cf1f.
2015-12-01 11:41:55 +01:00
Houtan Bastani fd1e0ee1e2 preprocessor: write auxiliary variable definitions to matlab function 2015-11-30 15:36:17 +01:00
Houtan Bastani 7cc90013cd Merge branch 'julia' 2015-09-01 11:35:16 +02:00
Michel Juillard a538e29f1e expand extended preprocessor + first implementation of Petsc interface 2015-08-27 10:00:51 +02:00
Michel Juillard 50097bc054 adding writeResidualsC() for external files 2015-08-24 14:53:27 +02:00
Houtan Bastani ce7a172c21 preprocessor: issue warning when param used with lead/lag. closes #976 2015-07-30 14:40:03 +02:00
Houtan Bastani 6330fa0374 write dynamic model output
Conflicts:
	preprocessor/DynamicModel.cc
2015-07-29 14:59:09 +02:00
Houtan Bastani d49e6e4156 wrie dynamic params deriv file 2015-07-28 14:59:55 +02:00
Houtan Bastani 2bb2682b50 write dynamic file 2015-07-27 17:02:51 +02:00
Houtan Bastani de695fb496 preprocessor: remove comments associated with c604d9da385a4e28fa049d79db13cf1c749c9d55 2015-07-21 17:50:33 +02:00
Houtan Bastani 4102e0cc56 Revert "Merge branch 'rmExtraExo'"
This reverts commit 28ffa9c56fd021cc75415aeafc13d3810d1b3132, reversing
changes made to 60b3577a09f3eb9cf3cc590241343b1f0fee8706.

Conflicts:
	preprocessor/Shocks.cc
	preprocessor/SymbolTable.cc
2015-06-09 16:42:51 +02:00
Houtan Bastani a361980437 preprocessor: move all dynamic model reindexing to DynamicModel 2015-05-20 12:27:56 +02:00
Houtan Bastani 6a37dc9e21 Merge branch 'master' into rmExtraExo 2015-05-18 17:16:55 +02:00
Michel Juillard 5b42483e81 adding feature to recompile MEX files only if the model has
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
Houtan Bastani b27a60d06c preprocessor: reindex equations marked as [static] 2015-04-15 17:00:17 +02:00
Houtan Bastani e045d42c12 preprocessor: remove resetDataTree method 2015-04-15 16:16:26 +02:00
Houtan Bastani ef640070c2 preprocessor: move reindexing functions from DynamicModel to ModelTree 2015-04-07 15:58:18 +02:00
Houtan Bastani 81a2a2ee0d remove extra exo’s for shocks statement, nonstationary, and trend vars; fix bugs 2015-03-10 17:57:30 +01:00
Houtan Bastani 96a5949d9e preprocessor: remove extraneous varexo, update model and statements, #841 2015-03-06 16:44:17 +01:00
Houtan Bastani 4ba729fdd6 preprocessor: new command write_latex_original_model. closes #657 2015-02-16 08:31:30 +01:00
Michel Juillard cb45fe885e Merge branch 'master' into ep 2014-05-09 10:02:05 +02:00
Michel Juillard 8d3876e55b putting functions related to extended preprocessor in ExternalFiles.cc 2014-04-24 20:54:38 +02:00
Michel Juillard cd063ce3fe extended-preprocessor: starting a C interface (not finished) 2014-04-05 15:46:35 +02:00
Michel Juillard 6f65d48376 extended-preprocessor: starting a C interface (not finished) 2014-03-16 18:49:54 +01:00
Michel Juillard 17d0177276 returning sparse matrix in compressed format 2014-02-24 13:33:48 +01:00
Michel Juillard 6e0ef026ac write C++ version of model functions without temporary terms 2014-02-24 13:33:48 +01:00
Houtan Bastani 053ee41ac0 ms-dsge: create C driver file without statements
Conflicts:
	preprocessor/DynareMain2.cc
	preprocessor/ModFile.cc
	preprocessor/ModFile.hh
	preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
Sébastien Villemot 47a8fd0147 Add line numbers of equations in preprocessor error messages.
Closes #584
2014-01-27 16:41:43 +01:00
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
- 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 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
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
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
Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard 24cac29cdf removed changes linked with transforming variables to avoid log or
power of negative numbers
2013-04-09 16:35:57 +02:00
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
The new file is <FILENAME>_static_params_derives.m

Closes: #160
2012-11-29 18:07:48 +01:00
Sébastien Villemot 67a1737f00 Update copyright notices 2012-06-08 18:22:34 +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
of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +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 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
Sébastien Villemot d2696ca2f0 Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree 2011-06-22 11:56:07 +02:00
Ferhat Mihoubi 53fe3fe8ed - Compute :
+ 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
Houtan Bastani be4c5c92ef ramsey_policy: allow discount factor to be an expression 2011-03-29 18:18:32 +02:00
Houtan Bastani be236c6402 code cleanup 2011-03-28 11:34:42 +02:00