5916768bdd
More explicit error message when using the derivative of an external function in the model block.
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Closes #678
2014-07-01 17:41:37 +02:00
5cba5f37cc
Fixed bug (test if the returned index is less than UINT_MAX).
2014-06-27 18:48:50 +02:00
78c72dad5f
Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk).
2014-06-17 16:03:30 +02:00
2adc349bea
Merge branch 'master' into use-dynSeries
2014-06-12 17:42:52 +02:00
a6ffab3e7f
Save empty dates and dseries objects in memory (base workspace) instead of disk (faster). Added an initialization mode for dates and dseries constructor. The following commands:
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dates('initialization');
dseries('initialization');
create variables emptydatesobject and emptydseriesobject in base workspace.
2014-06-11 12:22:31 +02:00
f8ce5637e3
Fix typo in header of DynamicModel.cc
2014-06-02 13:58:29 +02:00
90e2837bcb
Fix initialization of the fields in options_.dataset + Cosmetic changes.
2014-05-21 16:47:58 +02:00
6ce31cfea0
Do not initialize subfields of options_ as empty structs if they are already defined (in global_initialization).
2014-05-21 16:41:41 +02:00
13358ce992
Merge branch 'master' into bitbucket-use-dynSeries
2014-05-18 09:13:09 +02:00
63706abf2b
Forbid model local variables in planner_objective.
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Otherwise the preprocessor crashes.
2014-05-13 11:46:19 +02:00
cb45fe885e
Merge branch 'master' into ep
2014-05-09 10:02:05 +02:00
7df88a57e5
Merge branch 'master' into use-dynSeries
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Conflicts:
matlab/dynare_estimation_init.m
matlab/global_initialization.m
matlab/prior_posterior_statistics.m
matlab/read_variables.m
matlab/set_prior.m
matlab/utilities/dataset/initialize_dataset.m
preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +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
b32bf86055
fixing bugs in commit 182c27f
2014-04-24 14:33:04 +02:00
09e719046b
changed line options for extended preprocessor, adding language option
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renamed FileOutputType.hh as ExtendedPreprocessorTypes.hh
updated Makefile.am
2014-04-24 14:33:04 +02:00
03833cee2f
preprocessor: don't substitute 'dates' when preceded by an underscore
2014-04-18 16:08:39 +02:00
578da1e0bc
Perfect foresight solver now uses a homotopy technique by default.
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This commit introduces a "no_homotopy" option to restore the old behavior.
Ref #220
2014-04-10 16:39:06 +02:00
a64786707d
left over change for external API
2014-04-10 16:37:47 +02:00
1644412875
New option "overwrite" to "shocks" and "mshocks".
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Tells that a new block overwrite the previous ones instead of being cumulative.
2014-04-10 11:54:49 +02:00
75dbe4afde
Bugfix: M_.sigma_e_is_diagonal could be wrong if there were several shocks blocks.
2014-04-10 11:43:26 +02:00
27c2396a81
Simplify MATLAB output of symbol lists.
2014-04-10 11:29:11 +02:00
bd89254791
Cosmetic change for clearer code.
2014-04-09 18:33:24 +02:00
d44cb3af93
Introduce two new command: perfect_foresight_{setup,solver}.
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simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
ff17a871dd
Multiple "shocks" block are cumulative.
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This was the default behavior before commit 82b31156. This commit reintroduces
this behavior.
2014-04-09 15:23:20 +02:00
e040e4d0d6
Remove workaround preventing the use of "shocks" before "endval".
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It now works correctly since 82b31156.
Closes #35
2014-04-08 17:53:10 +02:00
f06da421cd
Store deterministic shocks information in M_.
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Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35 .
Closes #271
2014-04-08 17:43:58 +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
8c2e9b3c02
Improvements to smoother2histval (ref #594 )
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- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
491e70ab7b
dmm/estimation: add dirichlet prior shape front end, #642
2014-03-26 11:12:43 +01:00
66baffaee5
add missing semicolon
2014-03-25 15:42:33 +01:00
2515d772ab
changes related to #641 for os x
2014-03-25 10:43:14 +01:00
39e9bfceeb
Remove last preprocessor information message.
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First, the current logic is buggy, because mod_file->use_dll is undefined at
this point (mod_file having been deleted above).
More fundamentally, the preprocessor is now evolving into something to be used
without MATLAB/Octave, so this statement is now inaccurate in some use cases.
2014-03-24 17:06:18 +01:00
51e8a70bf4
Fix call to "mex" helper under MATLAB 8.3 (R2014a) and GNU/Linux.
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There is a new LINKOPTS variable which governs the list of symbols to be
exported, so we set it to an empty value to have all symbols exported.
Previously we were overloading the LDFLAGS which was containing the list of
exported symbols.
2014-03-24 16:31:43 +01:00
8507409d97
Allow ranges in lags/periods specification of {irf,moment}_calibration.
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Ref #267
2014-03-17 18:12:04 +01:00
42487be43c
Change fields in options_ for {irf,moment}_calibration.
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Ref #267
2014-03-17 18:12:04 +01:00
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
bd2405e292
Fix crash when the model contains 1st or 2nd ext fcn deriv nodes.
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In the case where the external function computes itself its derivatives, the
TEF terms were not always created before being used, hence leading to a
preprocessor crash. This problem could only happen with ramsey_policy, because
otherwise the model does not contain derivatives of external functions.
2014-03-13 12:27:13 +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
ca7fe60252
Cosmetic renaming for consistency between DataTree method names.
2014-03-11 18:56:48 +01:00
140db861d5
Implement cloneDynamic() for {First,Second}DerivExternalFunction.
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Since the method was not implement, the method of the parent class was used.
This was leading to wrong results in the context of Ramsey Policy (basically
derivative operators on external functions were dropped from FOCs).
2014-03-11 18:56:48 +01:00
0612bca00f
Remove spurious test.
2014-03-11 18:56:48 +01:00
380df90748
Fix output of external functions (and their derivatives) in LaTeX.
2014-03-11 15:31:08 +01:00
8d042b8121
finishing ramsey_model implementation
2014-03-09 12:15:32 +01:00
6364e74a3e
adding ramsey_model to ComputingTasks
2014-03-09 12:15:32 +01:00
bb67c63599
adding ramsey_model to ParsingDriver
2014-03-09 12:15:32 +01:00
46bcfea9e5
adding ramsey_model to Dynare grammar
2014-03-09 12:15:32 +01:00
Sébastien Villemot
Stéphane Adjemian (Scylla)
Johannes Pfeifer
Michel Juillard
Houtan Bastani
Sébastien Villemot