1. 29 Jan, 2019 1 commit
  2. 28 Jan, 2019 2 commits
  3. 25 Jan, 2019 1 commit
  4. 05 Dec, 2018 2 commits
    • Sébastien Villemot's avatar
      Improve consistency of ExprNode methods for calculating max lead/lag · 82b14670
      Sébastien Villemot authored
      - ExprNode::maxLag() and ExprNode::maxLead() now take into account exogenous
        deterministic variables, for consistency with M_.maximum_{lead,lag}
      
      - ExprNode::maxLag() no longer behaves as if diff() operators were
        expanded (i.e. it now returns 1 on diff(x(-1))), for consistency with
        maxEndoLag() and maxExoLag()
      
      - New ExprNode::maxLagWithDiffsExpanded() method, that behaves as maxLag() used
        to behave (except that it also takes exogenous deterministic into account)
      82b14670
    • Sébastien Villemot's avatar
      Modify semantics of ExprNode::countDiffs() · fe6d4e9b
      Sébastien Villemot authored
      Previously, this function was counting the total number of diff() operators in
      an expression. But this is not very useful, and is potentially misleading,
      because in practice we use this function to compute the maximum lag on
      variables in levels.
      
      This function now returns the maximum number of nested diffs.
      
      For example, on diff(x)+diff(diff(y)), this function was returning 3, and it
      now returns 2.
      fe6d4e9b
  5. 03 Dec, 2018 1 commit
  6. 30 Nov, 2018 1 commit
  7. 29 Nov, 2018 1 commit
  8. 28 Nov, 2018 3 commits
  9. 27 Nov, 2018 2 commits
  10. 11 Oct, 2018 1 commit
  11. 10 Oct, 2018 2 commits
  12. 04 Oct, 2018 2 commits
  13. 18 Sep, 2018 1 commit
  14. 13 Sep, 2018 1 commit
  15. 12 Sep, 2018 1 commit
  16. 10 Sep, 2018 1 commit
  17. 07 Sep, 2018 1 commit
  18. 06 Sep, 2018 1 commit
  19. 05 Sep, 2018 3 commits
  20. 04 Sep, 2018 1 commit
  21. 31 Aug, 2018 1 commit
  22. 28 Aug, 2018 1 commit
  23. 13 Aug, 2018 3 commits
  24. 02 Aug, 2018 1 commit
    • Sébastien Villemot's avatar
      New var_expectation_model statement and re-design of var_expectation operator · f3c2a1bf
      Sébastien Villemot authored
      Given a previously declared var_model, the var_expectation_model statement is
      used to declare a way of forming expectations with this VAR (possibly using a
      finite or infinite discounted sum). The var_expectation operator now takes a
      single argument, the name of the var_expectation_model.
      
      For the moment, this only works when the var_model is using equations
      explicitly declared in the model block.
      f3c2a1bf
  25. 18 Jul, 2018 1 commit
  26. 17 Jul, 2018 2 commits
  27. 11 Jun, 2018 1 commit
  28. 07 Jun, 2018 1 commit
    • Houtan Bastani's avatar
      transform_unary_ops now introduces aux variables/equations for all unary ops... · 84c2dc5f
      Houtan Bastani authored
      transform_unary_ops now introduces aux variables/equations for all unary ops specified by UnaryOpNode::createAuxVarForUnaryOpNode()
      
      In the absence of this option, if a var_model statement(s) is present, then aux vars/eqs are created for the same types of unary operators but only for equations specified in the var_model statement
      
      In the absence of both this option and var_model statements, no unary op auxiliary variables are created
      
      diffs continue to be substituted everywhere; for the moment auxiliary variables are created for diffs of expressions. A forthcoming change will allow auxiliary variables created for diffs of expressions to be linked with their lagged expressions as is currently the case for diffs of variables
      84c2dc5f