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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 Instructs Dynare to no create a logfile of this run in
@file{@var{FILENAME}.log}. The default is to create the logfile. @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 @item nowarn
Suppresses all warnings. 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, bool nograph, bool nointeractive, bool parallel, ConfigFile &config_file,
WarningConsolidation &warnings_arg, bool nostrict, bool check_model_changes, WarningConsolidation &warnings_arg, bool nostrict, bool check_model_changes,
bool minimal_workspace, bool compute_xrefs, FileOutputType output_mode, bool minimal_workspace, bool compute_xrefs, FileOutputType output_mode,
LanguageOutputType lang LanguageOutputType lang, bool sec_order_param_deriv
#if defined(_WIN32) || defined(__CYGWIN32__) #if defined(_WIN32) || defined(__CYGWIN32__)
, bool cygwin, bool msvc , bool cygwin, bool msvc
#endif #endif
@ -57,6 +57,7 @@ usage()
cerr << "Dynare usage: dynare mod_file [debug] [noclearall] [onlyclearglobals] [savemacro[=macro_file]] [onlymacro] [nolinemacro] [notmpterms] [nolog] [warn_uninit]" 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]" << " [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]" << " [-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__) #if defined(_WIN32) || defined(__CYGWIN32__)
<< " [cygwin] [msvc]" << " [cygwin] [msvc]"
#endif #endif
@ -90,6 +91,7 @@ main(int argc, char **argv)
bool no_line_macro = false; bool no_line_macro = false;
bool no_log = false; bool no_log = false;
bool no_warn = false; bool no_warn = false;
bool sec_order_param_deriv = true;
bool warn_uninit = false; bool warn_uninit = false;
bool console = false; bool console = false;
bool nograph = false; bool nograph = false;
@ -119,6 +121,8 @@ main(int argc, char **argv)
debug = true; debug = true;
else if (!strcmp(argv[arg], "noclearall")) else if (!strcmp(argv[arg], "noclearall"))
clear_all = false; clear_all = false;
else if (!strcmp(argv[arg], "no_2nd_order_params_derivs"))
sec_order_param_deriv = false;
else if (!strcmp(argv[arg], "onlyclearglobals")) else if (!strcmp(argv[arg], "onlyclearglobals"))
{ {
clear_all = false; clear_all = false;
@ -318,7 +322,7 @@ main(int argc, char **argv)
main2(macro_output, basename, debug, clear_all, clear_global, main2(macro_output, basename, debug, clear_all, clear_global,
no_tmp_terms, no_log, no_warn, warn_uninit, console, nograph, nointeractive, no_tmp_terms, no_log, no_warn, warn_uninit, console, nograph, nointeractive,
parallel, config_file, warnings, nostrict, check_model_changes, minimal_workspace, 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__) #if defined(_WIN32) || defined(__CYGWIN32__)
, cygwin, msvc , cygwin, msvc
#endif #endif

4
preprocessor/DynareMain2.cc
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@ -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, bool nograph, bool nointeractive, bool parallel, ConfigFile &config_file,
WarningConsolidation &warnings, bool nostrict, bool check_model_changes, WarningConsolidation &warnings, bool nostrict, bool check_model_changes,
bool minimal_workspace, bool compute_xrefs, FileOutputType output_mode, bool minimal_workspace, bool compute_xrefs, FileOutputType output_mode,
LanguageOutputType language LanguageOutputType language, bool sec_order_param_deriv
#if defined(_WIN32) || defined(__CYGWIN32__) #if defined(_WIN32) || defined(__CYGWIN32__)
, bool cygwin, bool msvc , bool cygwin, bool msvc
#endif #endif
@ -51,7 +51,7 @@ main2(stringstream &in, string &basename, bool debug, bool clear_all, bool clear
mod_file->evalAllExpressions(warn_uninit); mod_file->evalAllExpressions(warn_uninit);
// Do computations // 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 // Write outputs
if (output_mode != none) if (output_mode != none)

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

3
preprocessor/ModFile.hh
View File

@ -132,7 +132,8 @@ public:
//! Execute computations //! Execute computations
/*! \param no_tmp_terms if true, no temporary terms will be computed in the static and dynamic files */ /*! \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 */ /*! \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 //! 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 \param basename The base name used for writing output files. Should be the name of the mod file without its extension