Todo List

• create a testsuite

Features

• add support for multi-line native Matlab statements (ending with '...')
• add "elsif" and "switch/case" in macro-language
• add option for number of draw in Metropolis subsamples [parser + Matlab code]
• handling of functions. Either Matlab functions or user functions not in the list known by the derivator. Also in expressions outside of model definition. [parser]
• allow for expression in many places where numerical constant are currently required [parser]
• add option for algorithm to solve generalized Sylverster equation [parser + Matlab code]
• add new function diff(), sum loops and prod loops in modeling language. Should be unrolled. [parser]

• trigger numerical differentiation when an unknown function is present in the model [see UnknownFunctions]

Error checking

• improve error message when dealing with ExprNode::EvalException (in particular for reporting in ModelTree::evaluateJacobian)

• add warning for missing variable in current period. This is permissible in some cases, Michel should write a note about it [parser]
• improve error and warning handling in parser. Find a way that users see Warnings even if scrolling by [parser]

Checks concerning the structure of the mod file

• allow a single histval, endval, initval block
• check that a given parameter is never declared two times
• check that observation trends is used after a varobs

Checks concerning the types of variables allowed in expressions

• varobs must be declared endogenous
• shocks must be exogenous
• objective_planner must be endogenous without leads/lags

Optimizations / Enhancements

• optimize expression sharing (for example use the fact that A+(B+C) = (A+B)+C); this would also enhance the pre-computing of numerical constants (for the moment, the algorithm can't reduce 1+(x+1))

  • if there is a series of operators with the same precedence, we can collect the constant and reduce them 1+(x+2}=(1+2)+x=3+x

  • but it is possible to factorize more complicated expressions: 2*x+3*x=(2+3)*x=5*x. The two simplifications aren't identical but strongly related. -- MichelJuillard DateTime(2007-05-08T19:53:46Z)

• for static output file, remove unnecessary temporary terms

• rewrite outputting system (by using a subclass of ostream containing the output type, and by overloading << operator)

• improve internal representation of estimated_params* statements

Loose ends

• add C code for normcdf, both for parser evaluation and for DLLs
• add normcdf to reference manual
• add normpdf