1. 11 Nov, 2020 6 commits
  2. 10 Nov, 2020 2 commits
  3. 09 Nov, 2020 1 commit
    • Sébastien Villemot's avatar
      Deterministic models: replace exogenous with lead/lags by auxiliary variables · 9bca65c7
      Sébastien Villemot authored
      This brings those models in line with stochastic models.
      
      However note that transformation is still not exactly the same on stochastic
      and deterministic models, because there is no need to take into account the
      Jensen inequality on the latter. In deterministic models, there is a one-to-one
      mapping between exogenous with lead/lags and auxiliaries, while in stochastic
      models, an auxiliary endo may correspond to a more complex nonlinear expression.
      9bca65c7
  4. 02 Nov, 2020 2 commits
  5. 21 Oct, 2020 2 commits
  6. 19 Oct, 2020 1 commit
    • Sébastien Villemot's avatar
      PAC model: make detection of non-optimizing part more robust · 56581b1d
      Sébastien Villemot authored
      Introduce a new method for decomposing a product of factors, so that we can
      identify expressions of the form (1-optim_share)*A*B.
      
      Also enforce that the optim_share parameter be in a factor of the form
      1-optim_share (previously it would accept any expression containing the
      parameter).
      
      Note that this fix does not yet allow to actually write non-optimizing parts of
      the form (1-optim_share)*A*B, since at a later point the preprocessor imposes
      that this part be a linear combination of variables (but in the future we could
      think of expanding the A*B product into a linear combination if, for example, A
      is a paramater or a constant and B is a linear combination).
      
      Closes: #50
      56581b1d
  7. 16 Oct, 2020 2 commits
  8. 07 Oct, 2020 2 commits
  9. 06 Oct, 2020 1 commit
  10. 02 Oct, 2020 1 commit
  11. 29 Sep, 2020 6 commits
  12. 23 Sep, 2020 3 commits
  13. 18 Sep, 2020 4 commits
  14. 10 Sep, 2020 1 commit
  15. 03 Sep, 2020 1 commit
  16. 01 Sep, 2020 3 commits
  17. 05 Aug, 2020 1 commit
  18. 04 Aug, 2020 1 commit