- Nov 20, 2024
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Sébastien Villemot authored
Automatically detected using clang-tidy with modernize-use-nodiscard check.
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Sébastien Villemot authored
– enable new options InsertNewlineAtEOF and RemoveSemicolon – reformat the code accordingly
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- Sep 09, 2024
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Sébastien Villemot authored
– New “heterogeneity_dimension” statement – New option “heterogeneity” to “var”, “varexo”, “parameters”, “model” and “shocks” statements – New “SUM()” operator in “model” block
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- Jun 07, 2024
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Sébastien Villemot authored
Rather use the data member which already exists.
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- May 22, 2024
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Sébastien Villemot authored
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- May 16, 2024
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Sébastien Villemot authored
The vector of lower and upper bounds is now provided by {static,dynamic}_complementarity_conditions.m (which accepts parameters as an argument, in preparation for the possibility of having parameters in complementarity conditions). The index that denotes the reordering of equation residuals (so that the residual of an equation appears at the index of the endogenous appearing in the complementarity condition) is now in “M_.{static,dynamic}_mcp_equations_reordering”. Constraints declared through the ramsey_constraints block are also incorporated in this new interface (and therefore “M_.ramsey_model_constraints” has been removed).
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- Apr 25, 2024
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Normann Rion authored
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- Jan 26, 2024
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Sébastien Villemot authored
By the way, also improve the terminology used in variable and method names: a “constraint” is something like “ZLB” or “INEG”, a regime is a state in which constraints are either binding or relaxed. Really closes: #103
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- Jan 24, 2024
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Sébastien Villemot authored
In particular, emit more explicit error messages in the presence of inconsistencies. Closes: #103
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- Dec 13, 2023
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Sébastien Villemot authored
Automatically detected by clang-tidy with performance-move-const-arg check. Do not make the modification for Tokenizer::location type, since we have no guarantee that the type will remain trivially-copyable in the future.
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- Dec 01, 2023
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Sébastien Villemot authored
Automatically detected using clang-tidy with bugprone-reserved-identifier check. By the way, homogeneize the define identifiers in relation to camel case convention.
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- Nov 30, 2023
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Sébastien Villemot authored
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- Nov 15, 2023
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Sébastien Villemot authored
NB: does not (yet) works with Occbin regime-specific equations. Ref. dynare#1890
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- Nov 14, 2023
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Sébastien Villemot authored
Incidentally, makes tag names case-insensitive in “model_replace” and “model_remove”, which is consistent with tag declarations.
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- Oct 16, 2023
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Sébastien Villemot authored
Currently defaults to 0.
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Sébastien Villemot authored
This is a restoration of the behaviour that was present in 5.x.
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- Mar 28, 2023
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Sébastien Villemot authored
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Sébastien Villemot authored
The computing of the Ramsey steady state relies on the fact that Lagrange multipliers appear linearly in the system to be solved. Instead of directly solving for the Lagrange multipliers along with the other variables, dyn_ramsey_static.m reduces the size of the problem by always computing the value of the multipliers that minimizes the residuals, given the other variables (using a minimum norm solution, easy to compute because of the linearity property). That function thus needs the derivatives of the optimality FOCs with respect to the multipliers. The problem is that, when multipliers appear in an auxiliary variable related to a lead/lag, then those derivatives need to be retrieved by a chain rule derivation, which cannot be easily done with the regular static file. This commit implements the creation of a new file, ramsey_multipliers_static_g1.{m,mex}, that provides exactly the needed derivatives w.r.t. Lagrange multipliers through chain rule derivation. Ref. dynare#633, dynare#1119, dynare#1133
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- Mar 20, 2023
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Sébastien Villemot authored
Previously, the MinGW location was appended multiple times to the PATH variable, which in some cases would make the variable too long and thus dysfunctional. The variable is now initialized once when the worker threads are created. By the way, move the macOS+Octave environment variable initializations to the same place, for consistency.
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- Jan 23, 2023
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Sébastien Villemot authored
No longer needed since perfect_foresight_problem MEX has moved to the sparse representation.
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- Jan 19, 2023
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Sébastien Villemot authored
Fix size of dynamic derivatives (legacy representation) when there are unused exogenous and “nostrict” option is given
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- Jan 17, 2023
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Sébastien Villemot authored
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Sébastien Villemot authored
Bytecode w/ block decomposition: no longer output derivatives w.r.t. exogenous and endogenous outside the block
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- Jan 13, 2023
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Sébastien Villemot authored
As a consequence, and as a temporary measure, always output the non-block-decomposed legacy representation. Also drop the block kalman filter output, and drop now useless variables in M_.block_structure.
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- Jan 04, 2023
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Sébastien Villemot authored
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- Dec 14, 2022
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Sébastien Villemot authored
Closes: #105
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- Nov 22, 2022
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Sébastien Villemot authored
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- Nov 04, 2022
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Sébastien Villemot authored
Ref. dynare#1859
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Sébastien Villemot authored
Ref. dynare#1859
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Sébastien Villemot authored
The stochastic mode in currently unsupported. This commit adds new fields in M_. This is a preliminary step for dynare#1859.
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Sébastien Villemot authored
This is now possible since the block decomposition is always computed. Of course, the information is not printed if the decomposition failed.
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- Nov 02, 2022
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Sébastien Villemot authored
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Sébastien Villemot authored
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Sébastien Villemot authored
Ref. dynare#1859
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Sébastien Villemot authored
The new representation is only supported for MATLAB/Octave, C and Julia output for the time being. Bytecode and JSON are unsupported. This commit adds new fields in M_. This is a preliminary step for dynare#1859.
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- Oct 11, 2022
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Sébastien Villemot authored
– DataTree::packageDir() now takes a std::string_view, returns a std::filesystem::path, and no longer creates that directory – DataTree::writeToFileIfModified() now takes a std::filesystem::path as argument – Do not call DataTree::writeToFileIfModified() for generating MATLAB/Octave files, since it does not work (the directory inside which the file is written has been deleted by the preprocessor just before) – Consistently use DataTree::packageDir() everywhere (for compatibility with planner_objective)
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- Oct 07, 2022
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Sébastien Villemot authored
By the way, factorize the code between the dynamic and static versions. Ref. #41
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Sébastien Villemot authored
In particular, it implements dependency tracking in the thread scheduler, so that multiple MEX files can share object files. Ref. #41
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Sébastien Villemot authored
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