- 16 Oct, 2009 1 commit
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sebastien authored
* Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast" * Reference manual: created a section on forecasting (with "forecast" option), and added the three new statements to that section git-svn-id: https://www.dynare.org/svn/dynare/trunk@3049 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 14 Oct, 2009 1 commit
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sebastien authored
* new options to "identification" statement: "ar", "useautocorr", "load_ident_files", "prior_mc" * implement the call to dynare_identification() when "identification" statement is encountered * new options to "dynare_sensitivity" statement: "ar", "useautocorr", "load_ident_files" * trigger computation of model derivatives w.r. to parameters when "identification" option of "dynare_sensitivity" statement is used git-svn-id: https://www.dynare.org/svn/dynare/trunk@3046 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 03 Sep, 2009 1 commit
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2884 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 02 Sep, 2009 2 commits
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ferhat authored
- minimalist version of dynamicmodel when no dynamic model is needed git-svn-id: https://www.dynare.org/svn/dynare/trunk@2883 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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- 26 Jul, 2009 1 commit
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michel authored
v4: adding preprocessor interface to Sims-Wagonner-Zha code for SBVAR (regular and Markov-Switching). This is not yet completely operational. git-svn-id: https://www.dynare.org/svn/dynare/trunk@2855 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 23 Jul, 2009 1 commit
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michel authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2853 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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- 30 Jun, 2009 1 commit
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sebastien authored
* normalizes the static model * computes its block decomposition, using topological order * for each block, computes minimum feedback set of variables * at this stage, only produces text output (no change in the computation of steady state) git-svn-id: https://www.dynare.org/svn/dynare/trunk@2798 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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- 20 Apr, 2009 1 commit
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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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- 14 Apr, 2009 2 commits
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sebastien authored
trunk preprocessor: some cleanups related to sparse mode (removed SimulSparseStatement class and incorporated it into SimulStatement, determine mode at preprocessing time instead of runtime in StochSimulStatement) git-svn-id: https://www.dynare.org/svn/dynare/trunk@2595 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
* created a distinct expression tree for the static model (thus giving better sharing of sub-expressions and better computation of temporary terms for the static model) * for that purpose, created StaticModel and DynamicModel classes (ModelTree still persists, but only contains code shared between StaticModel and DynamicModel) * removed sparse static file (to be later replaced by new algorithm for steady state computation on large models) git-svn-id: https://www.dynare.org/svn/dynare/trunk@2592 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 13 Mar, 2009 1 commit
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2459 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 27 Feb, 2009 1 commit
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sebastien authored
* reorganized symbol table so that internally symbols have a unique integer ID (as a result, sparse code is temporarily in a broken state) * rewritten from scratch ModFile::evalAllExpressions() * {load,save}_params_and_steady_state moved to NumericalInitialization.{cc,hh} * fixed bug related to endval block git-svn-id: https://www.dynare.org/svn/dynare/trunk@2441 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 23 Jan, 2009 1 commit
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2372 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 22 Jan, 2009 1 commit
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sebastien authored
trunk preprocessor: allow arbitrary expressions (and not just constants) in estimated_params, estimated_params_init and estimated_params_bounds blocks git-svn-id: https://www.dynare.org/svn/dynare/trunk@2368 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 31 Dec, 2008 1 commit
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ferhat authored
-> MatlabFile.cc and MatlabFile.hh are added to dynare in order to read the Mat-File git-svn-id: https://www.dynare.org/svn/dynare/trunk@2349 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 29 Oct, 2008 1 commit
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sebastien authored
trunk preprocessor: added option "notmpterms" to dynare command, for disabling temporary terms in static and dynamic files git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2226 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 17 Oct, 2008 2 commits
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2177 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2170 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 13 Oct, 2008 1 commit
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sebastien authored
* DynareBison.yy: use "filename" rule for initval_file, dynasave, dynatype and datafile option * DynareBison.yy: removed some spurious syntaxes for dynatype and dynasave * ComputingTasks.cc: bugfix for dynatype * cosmetic changes to dynatype.m and dynasave.m git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2145 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 26 Sep, 2008 1 commit
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sebastien authored
* added back model_comparison logic * added QUOTED_STRING token in lexer * added filename rule in parser (filename is NAME or QUOTED_STRING) git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2115 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 25 Sep, 2008 1 commit
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2112 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 24 Sep, 2008 1 commit
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adjemian authored
v4.1: Added Model comparison. Not yet ready but can be used. The preprocessor, surprisingly, seems to sort the compared models (listed after the model_comparison command) by decreasing order of the model names (including path and extension). TODO: + Add an option to define the benchmark model (bayes ratio). + Add comparison to estimated BVAR models. git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2110 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 29 Aug, 2008 1 commit
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ferhat authored
- Bug in check.m with model without sparse options - Display in simulate.dll - "Model_InfoStatement" renamed "Model_InfoStatement" in ComputingTasks git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2010 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 28 Aug, 2008 1 commit
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ferhat authored
- implementation of model_info command git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2007 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 25 Aug, 2008 2 commits
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sebastien authored
* DynareBison.yy: added missing declaration of MODEL_INFO as a token * various cosmetic changes git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1995 ac1d8469-bf42-47a9-8791-bf33cf982152
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ferhat authored
- Check allowed with sparse option - New command "MODEL_INFO" providing informations about the block structure of the model - Memory leak corrections git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1993 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 01 May, 2008 1 commit
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michel authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1812 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 07 Apr, 2008 1 commit
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sebastien authored
* renamed TmpSymbolTable to SymbolList (with some clean up by the way) * removed unused mechanism of alternative variable names in tmp_var_list * OptionsList: fixed memory leak and bug in clear() git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1785 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 03 Feb, 2008 1 commit
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michel authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1686 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 11 Jan, 2008 1 commit
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sebastien authored
* added copyright and license notice to all source files * used SVN changelog to determine first copyright year * used 2003 if file present from the creation of SVN repository git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1565 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 07 Dec, 2007 1 commit
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sebastien authored
* fixed operators precedence (in particular for relational operators) * various minor cleanups git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1483 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 20 Nov, 2007 1 commit
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ferhat authored
- Implementation of the simulation of the block decomposed model using sparse matrix using MATLAB code: New option in model : sparse Example: Model(SPARSE); …. End; - Implementation of the simulation of the block decomposed model using sparse matrix for static model. - Krylov methods are implemented to solve the linear model J.y=b, with J the Jacobian matrix at each step of the Newton Method. Two Krylov's solvers are considered : + Generalized Minimum Residual Method (GMRES) + BiConjugate Gradients Stabilized (BICGSTAB) To call them the SIMULATE command has to be completed with a new option : METHOD which could have three different values : + LU : (default value) Sparse LU resolution + GMRES + BICGSTAB Example: simul(periods=100, method=lu); or simul(method=Gmres); - Correction of various bugs in “simulate.dll”. - Correction of simk.m - Correction allowing a list of VALUES or PERIODS not necessarily separated by a comma. git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1447 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 02 Oct, 2007 1 commit
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michel authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1405 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 06 Jul, 2007 1 commit
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1342 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 25 Jun, 2007 1 commit
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1331 ac1d8469-bf42-47a9-8791-bf33cf982152
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