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preprocessor: add option no_2nd_order_params_derivs. #1187

time-shift
Houtan Bastani 2016-05-12 14:24:07 +02:00
parent 9d26ab46e9
commit 024586fbb1
5 changed files with 21 additions and 12 deletions
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4
doc/dynare.texi
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@ -781,6 +781,10 @@ line numbering directives.
Instructs Dynare to no create a logfile of this run in
@file{@var{FILENAME}.log}. The default is to create the logfile.
@item no_2nd_order_params_derivs
Instructs Dynare not to compute the second order derivative of the jacobian or
the derivative of the hessian with respect to the parameters.
@item nowarn
Suppresses all warnings.

8
preprocessor/DynareMain.cc
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@ -41,7 +41,7 @@ void main2(stringstream &in, string &basename, bool debug, bool clear_all, bool
bool nograph, bool nointeractive, bool parallel, ConfigFile &config_file,
WarningConsolidation &warnings_arg, bool nostrict, bool check_model_changes,
bool minimal_workspace, bool compute_xrefs, FileOutputType output_mode,
LanguageOutputType lang
LanguageOutputType lang, bool sec_order_param_deriv
#if defined(_WIN32) || defined(__CYGWIN32__)
, bool cygwin, bool msvc
#endif
@ -57,6 +57,7 @@ usage()
cerr << "Dynare usage: dynare mod_file [debug] [noclearall] [onlyclearglobals] [savemacro[=macro_file]] [onlymacro] [nolinemacro] [notmpterms] [nolog] [warn_uninit]"
<< " [console] [nograph] [nointeractive] [parallel[=cluster_name]] [conffile=parallel_config_path_and_filename] [parallel_slave_open_mode] [parallel_test]"
<< " [-D<variable>[=<value>]] [-I/path] [nostrict] [fast] [minimal_workspace] [compute_xrefs] [output=dynamic|first|second|third] [language=C|C++|julia]"
<< " [no_2nd_order_params_derivs]"
#if defined(_WIN32) || defined(__CYGWIN32__)
<< " [cygwin] [msvc]"
#endif
@ -90,6 +91,7 @@ main(int argc, char **argv)
bool no_line_macro = false;
bool no_log = false;
bool no_warn = false;
bool sec_order_param_deriv = true;
bool warn_uninit = false;
bool console = false;
bool nograph = false;
@ -119,6 +121,8 @@ main(int argc, char **argv)
debug = true;
else if (!strcmp(argv[arg], "noclearall"))
clear_all = false;
else if (!strcmp(argv[arg], "no_2nd_order_params_derivs"))
sec_order_param_deriv = false;
else if (!strcmp(argv[arg], "onlyclearglobals"))
{
clear_all = false;
@ -318,7 +322,7 @@ main(int argc, char **argv)
main2(macro_output, basename, debug, clear_all, clear_global,
no_tmp_terms, no_log, no_warn, warn_uninit, console, nograph, nointeractive,
parallel, config_file, warnings, nostrict, check_model_changes, minimal_workspace,
compute_xrefs, output_mode, language
compute_xrefs, output_mode, language, sec_order_param_deriv
#if defined(_WIN32) || defined(__CYGWIN32__)
, cygwin, msvc
#endif

4
preprocessor/DynareMain2.cc
View File

@ -30,7 +30,7 @@ main2(stringstream &in, string &basename, bool debug, bool clear_all, bool clear
bool nograph, bool nointeractive, bool parallel, ConfigFile &config_file,
WarningConsolidation &warnings, bool nostrict, bool check_model_changes,
bool minimal_workspace, bool compute_xrefs, FileOutputType output_mode,
LanguageOutputType language
LanguageOutputType language, bool sec_order_param_deriv
#if defined(_WIN32) || defined(__CYGWIN32__)
, bool cygwin, bool msvc
#endif
@ -51,7 +51,7 @@ main2(stringstream &in, string &basename, bool debug, bool clear_all, bool clear
mod_file->evalAllExpressions(warn_uninit);
// Do computations
mod_file->computingPass(no_tmp_terms, output_mode, compute_xrefs);
mod_file->computingPass(no_tmp_terms, output_mode, compute_xrefs, sec_order_param_deriv);
// Write outputs
if (output_mode != none)

14
preprocessor/ModFile.cc
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@ -469,7 +469,7 @@ ModFile::transformPass(bool nostrict)
}
void
ModFile::computingPass(bool no_tmp_terms, FileOutputType output, bool compute_xrefs)
ModFile::computingPass(bool no_tmp_terms, FileOutputType output, bool compute_xrefs, bool sec_order_param_deriv)
{
// Mod file may have no equation (for example in a standalone BVAR estimation)
if (dynamic_model.equation_number() > 0)
@ -490,10 +490,10 @@ ModFile::computingPass(bool no_tmp_terms, FileOutputType output, bool compute_xr
const bool static_hessian = mod_file_struct.identification_present
|| mod_file_struct.estimation_analytic_derivation;
FileOutputType paramsDerivatives = none;
if (mod_file_struct.identification_present)
paramsDerivatives = first;
if (mod_file_struct.estimation_analytic_derivation)
paramsDerivatives = third;
paramsDerivatives = third;
if (mod_file_struct.identification_present || !sec_order_param_deriv)
paramsDerivatives = first;
static_model.computingPass(global_eval_context, no_tmp_terms, static_hessian,
false, paramsDerivatives, block, byte_code);
}
@ -527,10 +527,10 @@ ModFile::computingPass(bool no_tmp_terms, FileOutputType output, bool compute_xr
|| mod_file_struct.estimation_analytic_derivation
|| output == third;
FileOutputType paramsDerivatives = none;
if (mod_file_struct.identification_present)
paramsDerivatives = first;
if (mod_file_struct.estimation_analytic_derivation)
paramsDerivatives = third;
paramsDerivatives = third;
if (mod_file_struct.identification_present || !sec_order_param_deriv)
paramsDerivatives = first;
dynamic_model.computingPass(true, hessian, thirdDerivatives, paramsDerivatives, global_eval_context, no_tmp_terms, block, use_dll, byte_code, compute_xrefs);
}
}

3
preprocessor/ModFile.hh
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@ -132,7 +132,8 @@ public:
//! Execute computations
/*! \param no_tmp_terms if true, no temporary terms will be computed in the static and dynamic files */
/*! \param compute_xrefs if true, equation cross references will be computed */
void computingPass(bool no_tmp_terms, FileOutputType output, bool compute_xrefs);
/*! \param sec_order_param_deriv if true, compute second order param derivatives*/
void computingPass(bool no_tmp_terms, FileOutputType output, bool compute_xrefs, bool sec_order_param_deriv);
//! Writes Matlab/Octave output files
/*!
\param basename The base name used for writing output files. Should be the name of the mod file without its extension