Sébastien Villemot
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f878d8a644
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Isolate block decomposition code
This should fix some random crashes of the preprocessor
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2012-09-28 18:41:18 +02:00 |
Houtan Bastani
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e8d8e96165
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ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)
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2012-09-27 15:32:33 +02:00 |
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Houtan Bastani
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39d68a9614
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ms-sbvar bug fix: store no_create_init as number instead of string
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2012-09-26 18:07:49 +02:00 |
Sébastien Villemot
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514db5f801
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Preprocessor interface for multiple graph formats
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2012-09-11 14:26:53 +02:00 |
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Sébastien Villemot
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fb4a8d6186
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Provide dynamic 3rd derivaties for estimation w/ analytic derivation
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2012-08-08 15:34:43 +02:00 |
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Sébastien Villemot
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1082a16a64
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Compute static hessian for estimation w/ analytic derivation
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2012-08-08 12:42:02 +02:00 |
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Sébastien Villemot
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cb696b52f2
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Remove FlexLexer.h; rather copy it from /usr/include when flex is run
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2012-08-06 18:52:06 +02:00 |
Michel Juillard
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5feeabfda7
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removing preprocessor check about pruning at 3rd order
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2012-08-01 10:01:59 +02:00 |
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Sébastien Villemot
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1c98c34724
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Amend the workaround for ticket #35, so that shocks+endval+simul can looped over
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2012-07-30 17:01:42 +02:00 |
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Sébastien Villemot
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dbec61ba62
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Preprocessor: handle underflows and overflows as MATLAB and Octave do
i.e. don't fail when they happen and instead return 0 or Inf
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2012-07-12 12:46:22 +02:00 |
Stéphane Adjemian (Charybdis)
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25e042f67a
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Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
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2012-07-11 18:26:22 +02:00 |
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Sébastien Villemot
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156b86665b
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Allow back "dr" in variable names
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2012-07-02 10:11:32 +02:00 |
Ferhat Mihoubi
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d80d7aa1e7
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Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
associated to the endogenous variables in the decision rule.
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2012-07-01 15:19:10 +02:00 |
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Sébastien Villemot
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683fdae2ad
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Fix option simul_replic
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2012-06-26 17:01:13 +02:00 |
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Houtan Bastani
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02e886c744
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preprocessor: add @#ifndef directive
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2012-06-26 15:12:31 +02:00 |
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Houtan Bastani
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2b901fef80
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fix bug with @#ifdef in macroprocessor
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2012-06-26 14:50:16 +02:00 |
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Michel Juillard
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f60aedd095
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fixing bug in discretionary_policy and implementing option solve_maxit
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2012-06-19 14:08:45 +02:00 |
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Houtan Bastani
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6d76ec94f7
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preprocessor: require instruments option for discretionary_policy
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2012-06-19 12:07:21 +02:00 |
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Sébastien Villemot
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93d08ba45e
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Preprocessor: fixes for identification and dynare_sensitivity
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2012-06-15 15:35:00 +02:00 |
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Sébastien Villemot
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67f29dbbd9
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Fix nograph, nodisplay and graph_format for identification and dynare_sensitivity
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2012-06-15 11:06:07 +02:00 |
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Sébastien Villemot
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7442179a65
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Allow nograph, nodisplay and graph_format in identification
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2012-06-15 10:30:53 +02:00 |
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Sébastien Villemot
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979500a391
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Macroprocessor: mention @#ifdef in error messages
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2012-06-13 18:40:12 +02:00 |
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Sébastien Villemot
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16239fd665
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New option simul_replic in preprocessor and documentation
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2012-06-11 11:53:55 +02:00 |
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Sébastien Villemot
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a27e48575b
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Fix unitialized variable
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2012-06-09 10:24:09 +02:00 |
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Sébastien Villemot
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4541e17e83
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Remove various compiler warnings
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2012-06-08 19:06:03 +02:00 |
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Sébastien Villemot
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67a1737f00
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Update copyright notices
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2012-06-08 18:22:34 +02:00 |
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Sébastien Villemot
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6fb2562f13
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Preprocessor iface to extended_path
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2012-06-08 17:36:32 +02:00 |
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Sébastien Villemot
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de80c3dade
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Always compute hessian when analytic_derivation is set
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2012-06-08 11:47:10 +02:00 |
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Sébastien Villemot
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dc8907d472
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Preprocessor iface and doc for nodisplay and graph_format
Closes: #216
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2012-06-07 18:29:30 +02:00 |
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Sébastien Villemot
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73a503eba4
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Generate derivs wrt params when anaytic_derivation=1
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2012-06-07 15:33:43 +02:00 |
|
Houtan Bastani
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cae23db783
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config file: only allow GlobalInitFile option to hooks block, one more error check
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2012-06-07 13:45:50 +02:00 |
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Stéphane Adjemian (Charybdis)
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52f205eb22
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Fixed bug in conditional forecasts (wrong indexing of the controlled variables).
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2012-06-07 11:07:22 +02:00 |
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Sébastien Villemot
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c5749d7762
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Merge remote-tracking branch 'ferhat/master'
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2012-06-06 17:09:27 +02:00 |
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Sébastien Villemot
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49d022fd13
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Fix calib_smoother (enforce order=1)
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2012-06-06 17:08:53 +02:00 |
|
Sébastien Villemot
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829cbb7bad
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order=2 in estimation command now triggers particle filter
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2012-06-06 17:08:53 +02:00 |
|
Ferhat Mihoubi
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6d67c4b9b8
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Add options static to model_info command and fixes the ticket #134
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2012-06-06 16:36:56 +02:00 |
|
Houtan Bastani
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cf49fd3b99
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preprocessor: handle compilation warnings
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2012-06-06 16:30:36 +02:00 |
|
Houtan Bastani
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1d69ed6cb2
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preprocessor: remove unused enum types (added in commit c6495dfc9d17363bf64e4502e5833a63f1708339)
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2012-06-06 16:27:44 +02:00 |
|
Houtan Bastani
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dc2e5e9226
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config file: support GlobalInitFile option
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2012-06-06 16:18:09 +02:00 |
|
Sébastien Villemot
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35bf1d5ec2
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New option analytic_derivation for estimation
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2012-06-06 11:34:32 +02:00 |
|
Sébastien Villemot
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2ac4f59489
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Fix bug introduced in 4b86df05
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2012-06-05 09:48:03 +02:00 |
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Sébastien Villemot
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3175a25663
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Preprocessor: remove MATLAB short-circuit operators
They emit a warning under Octave
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2012-06-04 17:18:13 +02:00 |
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Sébastien Villemot
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c19f62b2e3
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Bison/Flex files: do not load C++ mode under Emacs
It is better to use bison-mode and flex-mode (see the wiki)
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2012-06-04 11:59:35 +02:00 |
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Sébastien Villemot
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381c6aeee8
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Add new command "calib_smoother"
Closes: #233
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2012-05-30 16:28:29 +02:00 |
|
Michel Juillard
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78bd465294
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finishing implementation of optional transformation of log and non
integer power arguments to insure that they are positive
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2012-05-26 20:53:48 +02:00 |
|
Michel Juillard
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73b4052f2b
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first implementation of transform_logpow. It creates too many auxilary
variables and probably violates Jensen inequality in some cases.
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2012-05-23 15:09:33 +02:00 |
|
Michel Juillard
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2098528f9e
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starting implementation of transformed variables to replace arguments
of log and pow functions so as to insure non-negative arguments
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2012-05-21 22:05:19 +02:00 |
|
Sébastien Villemot
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fa1572e674
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Fix bug where the nth derivative of 0^n evaluated to 0 instead of n!
(complement to commit cd0bc28e)
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2012-05-21 18:34:10 +02:00 |
|
Michel Juillard
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7093a54f3a
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fixes the correction of the Jacobian when encountering complex
numbers. This should be 2*imag(g1) and not imag(g1).^2
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2012-05-18 16:19:07 +02:00 |
|
Michel Juillard
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2fbd5d33c6
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fixed issues relative to homotopy (type I) when the user wants to
continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
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2012-05-17 17:27:07 +02:00 |