Commit Graph

499 Commits (f8a717b496e980b49d8004419ef7ce849b0291fa)

Author SHA1 Message Date
Houtan Bastani f8a717b496 bug fix: check that osr, osr_params and optim_weights appear together 2011-03-03 16:31:36 +01:00
Houtan Bastani d430ea8e43 bug fix: check that planner_objective and ramsey_policy statements appear together 2011-03-03 16:31:33 +01:00
Houtan Bastani edc3fa998d fixed error message 2011-03-03 15:24:59 +01:00
Houtan Bastani 73066865db SWZ: remove instances of swz throughout 2011-02-22 15:06:38 +01:00
Sébastien Villemot 9e898f4eb6 Preprocessor: avoid name clashes with model local variables 2011-02-21 18:26:23 +01:00
Sébastien Villemot 0cad026db7 Preprocessor: fix bug introduced in 412e8a7da0f1ceed51a5c8d88c27a9733b4daccb
The transpose sign (single quote) was no longer recognized in native statements
2011-02-21 16:31:51 +01:00
Sébastien Villemot 72fca072f0 Preprocessor: fix bug in parameter derivatives file 2011-02-21 12:43:11 +01:00
Sébastien Villemot 7e842867af Preprocessor: fix problem with "%" sign inside string in native statements 2011-02-21 11:33:22 +01:00
Sébastien Villemot 47b828489b Preprocessor: more explicit error message when users enter invalid floating
point numbers (like "1e-10000")
2011-02-16 11:08:40 +01:00
Michel Juillard f25b069a00 corrected bug for options_.kalman_tol and increased its default value to 1e-10 2011-02-10 18:48:08 +01:00
Michel Juillard d3621da773 SWZ: fixing options vlistlog and vlistpercentage 2011-02-09 06:29:21 +01:00
Sébastien Villemot 1bf0da5339 Bytecode DLL: remove warning about incorrect type assignment 2011-02-07 12:38:04 +01:00
Sébastien Villemot 89118b86a2 Preprocessor: fix error message for conditional_forecast_paths 2011-02-07 11:51:13 +01:00
Sébastien Villemot 60b70df4c1 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot d264b7b2e3 Reindentation of the preprocessor 2011-02-04 16:25:38 +01:00
Sébastien Villemot 5ddc0a595b Workaround for ticket #157 2011-02-04 12:38:12 +01:00
Ferhat Mihoubi 483b430e54 The derivatives with respect to endogenous variables of the previous blocks are corrected for a block-decomposed model without bytecode option 2011-02-03 17:29:26 +01:00
Ferhat Mihoubi d999d15ff6 - Adds a "lead_lag_incidence" matrix in each block for the endogenous variables belonging to previous blocks (other_endo) 2011-01-31 17:47:22 +01:00
Ferhat Mihoubi 89eecb3253 Allows for block decomposition if "simul" command is not present in the mod file. 2011-01-31 09:58:13 +01:00
Sébastien Villemot 9b3d611a0b Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments (closes #37) 2011-01-26 13:55:01 -05:00
Michel Juillard 6fba82c3a5 modified syntax for estimation option plot_priors + addition to manual 2011-01-21 17:04:00 +01:00
Michel Juillard e57cfd6539 adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed. 2011-01-18 19:31:59 +01:00
Sébastien Villemot baccf9e8f5 Preprocessor: minor refactoring of ParsingDriver::add_model_var_or_external_function 2011-01-13 19:10:16 +01:00
Sébastien Villemot e74c283579 Preprocessor: add "noreturn" attribute to ParsingDriver::error, to remove some warnings about unitialized variables 2011-01-13 19:04:40 +01:00
Sébastien Villemot 9e189d6b4d Preprocessor: remove some warnings about comparison of signed with unsigned integers 2011-01-13 19:03:55 +01:00
Sébastien Villemot 81d85196cb Fix bug in histval with exogenous variables in a stochastic setup 2011-01-13 18:18:57 +01:00
Sébastien Villemot 30a2b2b650 Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128) 2011-01-13 18:08:26 +01:00
Sébastien Villemot 4143276fe4 Preprocessor: no longer use assert(false) as a way of marking impossible cases 2011-01-13 15:52:44 +01:00
Sébastien Villemot 091c7961a2 Removed remnants of calib commands 2011-01-10 12:25:42 +01:00
Michel Juillard ca73c1bd88 removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method. 2011-01-04 10:16:38 +01:00
Ferhat Mihoubi 1b5418a882 - For static model considers two different management cases for temporary terms: one for an evaluated model and another for a simulated model 2010-12-31 16:46:09 +01:00
Ferhat Mihoubi c6febbccb1 Stores the first order derivatives in the TEFD matrix, when derivatives are computed with a different external function (useful only for printing the model equations) 2010-12-31 16:26:25 +01:00
Sébastien Villemot 1428fcb9f8 getPowerDeriv: workaround for MS Visual Studio 2010-12-22 13:50:13 +01:00
Houtan Bastani 94f82b312b k-order: added support for m-files, added tests and modified manual 2010-12-22 09:48:05 +01:00
Houtan Bastani 448553fe8e fixed bug: end _dynamic and _static and getPowerDeriv functions with "end" tags to comply with commit d8dbc68e841a93b40d2a5005bd69bdd1cbb1778a 2010-12-22 09:48:05 +01:00
Michel Juillard 43e2c33b10 preprocessor: Matlab function getPowerDeriv should not be terminated by 'end' because neither _static nor _dynamic are 2010-12-21 20:42:35 +01:00
Ferhat Mihoubi d586280b1b - The binary operator oDerivPower is implemented in bytecode 2010-12-17 18:54:03 +01:00
Ferhat Mihoubi 7a6776197d - The function getPowerDeriv must end with an "end" instruction 2010-12-17 18:54:02 +01:00
Houtan Bastani 1dd5493c1a parallel: removed warning and clarified error message 2010-12-17 12:16:27 +01:00
Houtan Bastani c7e5b44801 parallel: SingleCompThread bug fix 2010-12-17 12:03:37 +01:00
Houtan Bastani 7a26fe2ebd extend domain of derivative of x^p to x=0 under certain conditions (see ticket 78) 2010-12-13 17:03:57 +01:00
Sébastien Villemot 8af9e0dd95 Preprocessor: no longer use boost::graph::GraphvizDigraph class, removed in Boost 1.44 (closes #155) 2010-12-13 14:23:04 +01:00
Ferhat Mihoubi 7dc09890fb - Bug correction during the block decomposition: the models' graph was ill oriented before the search of strong components 2010-12-10 15:11:12 +01:00
Ferhat Mihoubi 751c0da2a1 - external functions are compatible with block decomposition and/or bytecode 2010-12-10 12:06:50 +01:00
Michel Juillard d0b7e9e59f added choice of parameter set to shock_decomposition. This corrects a bug when shock_decomposition is requested after Metropolis iterations. 2010-12-08 13:02:59 +01:00
Houtan Bastani d206217fef fixed bug that would force node sharing when two or more expectation operators had the same expression but different information sets 2010-12-08 12:29:47 +01:00
Sébastien Villemot 405ca1365c Preprocessor: fix bug with varexo_det in conjunction with USE_DLL 2010-12-08 11:33:20 +01:00
Sébastien Villemot 818f7df793 Preprocessor: delete remaining dynamic.m file when using USE_DLL 2010-12-08 11:32:13 +01:00
Sébastien Villemot 98168dabd8 MOD files ending with @#endif/@#endfor but no newline now work (closes #73) 2010-12-06 17:59:30 +01:00
Sébastien Villemot 2984f61fe0 Bugfix at order 3 (hopefully was not affecting final results, thanks to Pablo Winant for spotting this):
- in the 3rd derivatives matrix, among symmetric elements, the first one had
the right values but the following ones were set to zero
- moreover, the k-order DLL was trying to add all the symmetric elements in the
folded tensor, instead of only keeping one value among all the symmetric ones
- hopefully, Ondra's tensor library was (silently) refusing to add symmetric
elements after the first (and right) value had been added
- so the final result was correct
2010-12-06 17:00:46 +01:00