stepan
/
preprocessor
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
1,222 Commits
9 Branches
0 Tags
10 MiB
C++ 96%
LLVM 3.7%
Meson 0.2%
Python 0.1%
 
 
 
 
Go to file
Stéphane Adjemian (Charybdis) 6e52dfb828 New option linear_approximation for perfect foresight models. 
This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).

Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).

If possible, the option is triggered automatically if the model is
declared linear.

TODO:
 * Write a linear version of perfect_foresight_problem routine.
 * Evaluate the approxilation error (just need to evaluate the system of
 stacked non linear equations).
 		2015-07-07 17:55:41 +02:00
macro macroprocessor: fix memory leak 2015-02-25 09:03:48 +01:00
CodeInterpreter.hh Solves issues in deterministic simulation: 2014-12-17 09:37:43 +01:00
ComputingTasks.cc Revert "Merge branch 'rmExtraExo'" 2015-06-09 16:42:51 +02:00
ComputingTasks.hh Revert "Merge branch 'rmExtraExo'" 2015-06-09 16:42:51 +02:00
ConfigFile.cc Fix copyright notices 2013-06-12 17:04:46 +02:00
ConfigFile.hh config file: support GlobalInitFile option 2012-06-06 16:18:09 +02:00
DataTree.cc Revert "Merge branch 'rmExtraExo'" 2015-06-09 16:42:51 +02:00
DataTree.hh Revert "Merge branch 'rmExtraExo'" 2015-06-09 16:42:51 +02:00
Doxyfile Updated Doxygen configuration file 2009-09-08 08:06:23 +00:00
DynamicModel.cc Revert "Merge branch 'rmExtraExo'" 2015-06-09 16:42:51 +02:00
DynamicModel.hh Revert "Merge branch 'rmExtraExo'" 2015-06-09 16:42:51 +02:00
DynareBison.yy New option linear_approximation for perfect foresight models. 2015-07-07 17:55:41 +02:00
DynareFlex.ll New option linear_approximation for perfect foresight models. 2015-07-07 17:55:41 +02:00
DynareMain.cc preprocessor: add minimal_workspace option to dynare statement, #946 2015-05-28 11:50:39 +02:00
DynareMain2.cc preprocessor: add minimal_workspace option to dynare statement, #946 2015-05-28 11:50:39 +02:00
ExprNode.cc Revert "Merge branch 'rmExtraExo'" 2015-06-09 16:42:51 +02:00
ExprNode.hh Revert "Merge branch 'rmExtraExo'" 2015-06-09 16:42:51 +02:00
ExtendedPreprocessorTypes.hh changed line options for extended preprocessor, adding language option 2014-04-24 14:33:04 +02:00
ExternalFiles.cc putting functions related to extended preprocessor in ExternalFiles.cc 2014-04-24 20:54:38 +02:00
ExternalFunctionsTable.cc Revert "Merge branch 'rmExtraExo'" 2015-06-09 16:42:51 +02:00
ExternalFunctionsTable.hh Revert "Merge branch 'rmExtraExo'" 2015-06-09 16:42:51 +02:00
Makefile.am build system: changes for #862 broke preprocessor parallel build 2015-03-30 11:15:19 +02:00
MinimumFeedbackSet.cc Remove various compiler warnings 2012-06-08 19:06:03 +02:00
MinimumFeedbackSet.hh Preprocessor: no longer use boost::graph::GraphvizDigraph class, removed in Boost 1.44 (closes #155) 2010-12-13 14:23:04 +01:00
ModFile.cc fix typo 2015-06-30 12:12:49 +02:00
ModFile.hh preprocessor: add minimal_workspace option to dynare statement, #946 2015-05-28 11:50:39 +02:00
ModelTree.cc Revert "Merge branch 'rmExtraExo'" 2015-06-09 16:42:51 +02:00
ModelTree.hh Revert "Merge branch 'rmExtraExo'" 2015-06-09 16:42:51 +02:00
NumericalConstants.cc Fix copyright notices 2013-06-12 17:04:46 +02:00
NumericalConstants.hh Fix copyright notices 2013-06-12 17:04:46 +02:00
NumericalInitialization.cc Revert "Merge branch 'rmExtraExo'" 2015-06-09 16:42:51 +02:00
NumericalInitialization.hh Revert "Merge branch 'rmExtraExo'" 2015-06-09 16:42:51 +02:00
ParsingDriver.cc preprocessor: add VerbatimStatement class. Closes #953 2015-06-16 12:48:32 +02:00
ParsingDriver.hh preprocessor: add VerbatimStatement class. Closes #953 2015-06-16 12:48:32 +02:00
Shocks.cc Revert "Merge branch 'rmExtraExo'" 2015-06-09 16:42:51 +02:00
Shocks.hh Revert "Merge branch 'rmExtraExo'" 2015-06-09 16:42:51 +02:00
SigmaeInitialization.cc preprocessor: add minimal_workspace option to dynare statement, #946 2015-05-28 11:50:39 +02:00
SigmaeInitialization.hh preprocessor: add minimal_workspace option to dynare statement, #946 2015-05-28 11:50:39 +02:00
Statement.cc preprocessor: add VerbatimStatement class. Closes #953 2015-06-16 12:48:32 +02:00
Statement.hh preprocessor: add VerbatimStatement class. Closes #953 2015-06-16 12:48:32 +02:00
StaticModel.cc preprocessor: external functions bug fix: fixes the case where an external function is contained in a local variable that’s used in an equation with leads/lags that require auxiliary equations. Closes #916 2015-05-12 16:39:10 +02:00
StaticModel.hh adding 3rd order derivatives to Static Model for evaluation of Ramsey 2013-12-11 19:24:29 +01:00
SteadyStateModel.cc Revert "preprocessor: replace extra exos in steady state model" 2015-06-09 16:40:14 +02:00
SteadyStateModel.hh Revert "preprocessor: replace extra exos in steady state model" 2015-06-09 16:40:14 +02:00
SymbolList.cc Simplify MATLAB output of symbol lists. 2014-04-10 11:29:11 +02:00
SymbolList.hh ms-dsge: create C driver file without statements 2014-02-24 12:41:02 +01:00
SymbolTable.cc Revert "Merge branch 'rmExtraExo'" 2015-06-09 16:42:51 +02:00
SymbolTable.hh Revert "Merge branch 'rmExtraExo'" 2015-06-09 16:42:51 +02:00
WarningConsolidation.cc preprocessor: remove "using namespace std" where not needed 2013-11-20 11:36:01 +01:00
WarningConsolidation.hh preprocessor: eliminate clang warning about using namespace std 2013-11-21 14:47:44 +01:00