- 12 Oct, 2009 1 commit
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3036 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 07 Oct, 2009 2 commits
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sebastien authored
* fixed substitution of endogenous with leads >= 2: take into account exogenous with leads in non-linear terms * fixed substitution of exogenous with leads: take into account other variables with leads in non-linear terms git-svn-id: https://www.dynare.org/svn/dynare/trunk@3027 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3026 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 02 Oct, 2009 3 commits
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houtanb authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3020 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3016 ac1d8469-bf42-47a9-8791-bf33cf982152
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ferhat authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3015 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 30 Sep, 2009 1 commit
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sebastien authored
* In stochastic mode, now transforms the model by removing leads and lags greater or equal to 2 (creating auxiliary variables and equations in the process) * Information about these variables is in structure M_.aux_vars * Automatically add the necessary initialization for auxiliary vars after the initval block or load_params_and_steady_state git-svn-id: https://www.dynare.org/svn/dynare/trunk@3002 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 18 Sep, 2009 1 commit
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ferhat authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2952 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 08 Sep, 2009 2 commits
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2904 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2902 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 03 Sep, 2009 2 commits
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2888 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2886 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 02 Sep, 2009 3 commits
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sebastien authored
* Added solve_algo=5 for steady * Remove obsolete method option of simul * Added various checks to avoid unimplemented combinations of bytecode/block/solve_algo/stack_solve_algo git-svn-id: https://www.dynare.org/svn/dynare/trunk@2882 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2880 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2879 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 29 Aug, 2009 1 commit
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http://www.dynare.org/DynareWiki/ByteCodeferhat authored
- the options "sparse_dll" and "sparse" are no more available. They are replaced by combinations of block (for block decomposition) and bytecode (for model stored in a binary file) - markowitz is now an option of simul and steady commands git-svn-id: https://www.dynare.org/svn/dynare/trunk@2873 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 25 Aug, 2009 1 commit
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ferhat authored
- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables. mfs = 0 => all variables are considered as feedback variables (default value) mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable) mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable) mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized - correction of few buggs in simulate.dll - block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy) git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 21 Jul, 2009 1 commit
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ferhat authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2851 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 10 Jul, 2009 2 commits
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ferhat authored
- no function comment in MinimumFeedbackSet.cc - writeChaineRuleDerivative in DynamicModel.cc instead of ModelTree.cc git-svn-id: https://www.dynare.org/svn/dynare/trunk@2836 ac1d8469-bf42-47a9-8791-bf33cf982152
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ferhat authored
- Normalization of linear in endogenous variable equations git-svn-id: https://www.dynare.org/svn/dynare/trunk@2834 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 07 Jul, 2009 1 commit
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sebastien authored
* StaticModel: dropped creation of C file in USE_DLL mode * StaticModel: added computation of derivatives for block MFS mode * DynamicModel: catch error codes of mkdir() * ModelTree: moved "mode" member variable to DynamicModel * ModFile::writeOutput(): moved manipulations relative to dynamic model file to DynamicModel git-svn-id: https://www.dynare.org/svn/dynare/trunk@2818 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 06 Jul, 2009 2 commits
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sebastien authored
* moved some declarations from ExprNode.hh to BlockTriangular.hh to which they conceptually belong * replaced non standard boolean operators (and, or, not) by standard ones (&&, ||, !) git-svn-id: https://www.dynare.org/svn/dynare/trunk@2812 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
* fixed a bug in the handling of VariableNode: we now make a copy of the recursive_variables map, instead of modifying that of the caller * factorized code shared with standard derivation * various minor cleanups git-svn-id: https://www.dynare.org/svn/dynare/trunk@2811 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 29 Jun, 2009 2 commits
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2794 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2793 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 26 Jun, 2009 1 commit
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2792 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 25 Jun, 2009 2 commits
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sebastien authored
* for 2nd and 3rd derivatives of static and dynamic model, create the sparse matrices in a more efficient way (thanks to Pablo Winant for suggesting this and providing a patch) * this breaks USE_DLL option at order 2 * fixed bug when hessian or 3rd deriv. matrix was all zero: the matrix was not constructed at all, leading to crashes in Matlab code git-svn-id: https://www.dynare.org/svn/dynare/trunk@2787 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2785 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 05 Jun, 2009 2 commits
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ferhat authored
- Use derivatives w.r. to lead and lag endogenous in BlockTriangular.cc git-svn-id: https://www.dynare.org/svn/dynare/trunk@2728 ac1d8469-bf42-47a9-8791-bf33cf982152
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ferhat authored
- normalize an equation linear in its endogenous variable - Chained rule derivatives (necessary to reduce a block to the feedback equations and variables) git-svn-id: https://www.dynare.org/svn/dynare/trunk@2726 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 15 May, 2009 1 commit
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ferhat authored
- First draft of DynamicModel.cc files with feedback variables. TODO : - reduction of the Jacobian matrix - symbolic normalization of equations - application to the binary code evaluation (simulate.dll). git-svn-id: https://www.dynare.org/svn/dynare/trunk@2678 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 13 May, 2009 1 commit
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ferhat authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2674 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 12 May, 2009 2 commits
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ferhat authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2671 ac1d8469-bf42-47a9-8791-bf33cf982152
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michel authored
v4.1: added to preprocessor int NNZDerivatives[3] with number of non-zeros derivatives at order 1, 2, and 3 used it to initialize sparse g2 and g3 in Matlab <modfile>_dynamic.m git-svn-id: https://www.dynare.org/svn/dynare/trunk@2668 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 30 Apr, 2009 1 commit
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sebastien authored
trunk preprocessor: added new statements "write_latex_dynamic_model" and "write_latex_static_model" which list model equations in LaTeX code git-svn-id: https://www.dynare.org/svn/dynare/trunk@2654 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 29 Apr, 2009 1 commit
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sebastien authored
* removed obsolete output type CDynamicSparseDLL * probably fixed a bug in BlockTriangular::Reduce_Blocks_and_type_determination git-svn-id: https://www.dynare.org/svn/dynare/trunk@2652 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 28 Apr, 2009 1 commit
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2642 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 20 Apr, 2009 3 commits
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2614 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
* added support for derivatives of Hessian w.r. to parameters * added "identification" command which does nothing for the moment, except triggering those derivatives w.r. to params git-svn-id: https://www.dynare.org/svn/dynare/trunk@2613 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2610 ac1d8469-bf42-47a9-8791-bf33cf982152
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