Remove obsolete Julia stuff
Sébastien Villemot
parent
9bcdfee490
commit
05e43a5025
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@ -34,9 +34,7 @@ all-local: preprocessor/src/dynare_m$(EXEEXT)
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ARCH="32"; \
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fi; \
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mkdir -p $(abs_srcdir)/matlab/preprocessor$$ARCH && \
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$(LN_S) -f $(abs_builddir)/preprocessor/src/dynare_m$(EXEEXT) $(abs_srcdir)/matlab/preprocessor$$ARCH && \
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mkdir -p $(abs_srcdir)/julia/preprocessor$$ARCH && \
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$(LN_S) -f $(abs_builddir)/preprocessor/src/dynare_m$(EXEEXT) $(abs_srcdir)/julia/preprocessor$$ARCH
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$(LN_S) -f $(abs_builddir)/preprocessor/src/dynare_m$(EXEEXT) $(abs_srcdir)/matlab/preprocessor$$ARCH
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dist-hook:
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rm -rf `find $(distdir)/matlab $(distdir)/examples -name *~`
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@ -1,57 +0,0 @@
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module Dynare
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##
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# Copyright © 2015-2016 Dynare Team
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#
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# This file is part of Dynare.
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#
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# Dynare is free software: you can redistribute it and/or modify
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# it under the terms of the GNU General Public License as published by
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# the Free Software Foundation, either version 3 of the License, or
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# (at your option) any later version.
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#
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# Dynare is distributed in the hope that it will be useful,
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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# GNU General Public License for more details.
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#
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# You should have received a copy of the GNU General Public License
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# along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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##
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export @compile, @dynare
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function compile(modfile)
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# Add cd to path if not already there
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if isempty(findin([pwd()], LOAD_PATH))
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unshift!(LOAD_PATH, pwd())
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end
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# Process modfile
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println(string("Using ", Sys.WORD_SIZE, "-bit preprocessor"))
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preprocessor = string(dirname(@__FILE__()), "/preprocessor", Sys.WORD_SIZE, "/dynare_m")
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run(`$preprocessor $modfile language=julia output=dynamic`)
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end
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macro dynare(modfiles...)
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ex = Expr(:toplevel)
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if length(modfiles)>1
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for modfile in modfiles
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eval(:(compile($modfile)))
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basename = split(modfile, ".mod"; keep=false)
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push!(ex.args, Expr(:import, Symbol(basename[1])))
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end
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else
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eval(:(compile($modfiles)))
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basename = split(modfiles[1], ".mod"; keep=false)
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push!(ex.args, Expr(:importall, Symbol(basename[1])))
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end
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return ex
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end
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macro compile(modfiles...)
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for modfile in modfiles
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eval(:(compile($modfile)))
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end
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end
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end
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@ -1,197 +0,0 @@
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module DynareModel
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##
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# Copyright © 2015-2018 Dynare Team
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#
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# This file is part of Dynare.
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#
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# Dynare is free software: you can redistribute it and/or modify
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# it under the terms of the GNU General Public License as published by
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# the Free Software Foundation, either version 3 of the License, or
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# (at your option) any later version.
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#
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# Dynare is distributed in the hope that it will be useful,
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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# GNU General Public License for more details.
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#
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# You should have received a copy of the GNU General Public License
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# along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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##
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export Model, Endo, Exo, ExoDet, Param, dynare_model
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abstract type Atom end
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immutable Endo <: Atom
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name::String
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tex_name::String
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long_name::String
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end
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immutable Exo <: Atom
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name::String
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tex_name::String
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long_name::String
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end
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immutable ExoDet <: Atom
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name::String
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tex_name::String
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long_name::String
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end
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immutable Param <: Atom
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name::String
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tex_name::String
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long_name::String
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end
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immutable AuxVars
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endo_index::Int
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var_type::Int
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orig_index::Int
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orig_lead_lag::Int
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eq_nbr::Int
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orig_expr::String
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end
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immutable PredVars
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index::Int
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end
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immutable ObsVars
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index::Int
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end
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immutable DetShocks
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exo_det::Int
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exo_id::Int
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multiplicative::Bool
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periods::Vector{Int}
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value::Float64
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end
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immutable EquationTag
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eq_nbr::Int
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name::String
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value::String
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end
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type Model
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fname::String
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dname::String
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dynare_version::String
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endo::Vector{Endo}
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exo::Vector{Exo}
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exo_det::Vector{ExoDet}
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param::Vector{Param}
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aux_vars::Vector{AuxVars}
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pred_vars::Vector{Int}
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obs_vars::Vector{Int}
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state_var::Vector{Int}
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orig_endo_nbr::Int
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orig_eq_nbr::Int
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eq_nbr::Int
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ramsey_eq_nbr::Int
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det_shocks::Vector{DetShocks}
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nstatic::Int
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nfwrd::Int
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npred::Int
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nboth::Int
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nsfwrd::Int
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nspred::Int
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ndynamic::Int
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maximum_lag::Int
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maximum_lead::Int
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maximum_endo_lag::Int
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maximum_endo_lead::Int
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maximum_exo_lag::Int
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maximum_exo_lead::Int
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orig_maximum_lag::Int
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orig_maximum_lead::Int
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orig_maximum_endo_lag::Int
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orig_maximum_endo_lead::Int
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orig_maximum_exo_lag::Int
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orig_maximum_exo_lead::Int
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orig_maximum_exo_det_lag::Int
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orig_maximum_exo_det_lead::Int
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lead_lag_incidence::Matrix{Int}
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nnzderivatives::Vector{Int}
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analytical_steady_state::Bool
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user_written_analytical_steady_state::Bool
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static_and_dynamic_models_differ::Bool
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equation_tags::Vector{String}
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exo_names_orig_ord::Vector{Int}
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sigma_e::Matrix{Float64}
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correlation_matrix::Matrix{Float64}
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h::Matrix{Float64}
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correlation_matrix_me::Matrix{Float64}
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sigma_e_is_diagonal::Bool
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params::Vector{Float64}
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static::Function
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static_params_derivs::Function
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dynamic::Function
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dynamic_params_derivs::Function
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steady_state::Function
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end
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function dynare_model()
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return Model("", # fname
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"", # dname
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"", # dynare_version
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Vector{Endo}(), # endo
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Vector{Exo}(), # exo
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Vector{ExoDet}(), # exo_det
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Vector{Param}(), # param
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Vector{AuxVars}(), # aux_vars
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Vector{Int}(), # pred_vars
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Vector{Int}(), # obs_vars
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Vector{Int}(), # state_var
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0, # orig_endo_nbr
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0, # orig_eq_nbr
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0, # eq_nbr
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0, # ramsey_eq_nbr
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Vector{DetShocks}(), # det_shocks
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0, # nstatic
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0, # nfwrd
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0, # npred
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0, # nboth
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0, # nsfwrd
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0, # nspred
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0, # ndynamic
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0, # maximum_lag
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0, # maximum_lead
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0, # maximum_endo_lag
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0, # maximum_endo_lead
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0, # maximum_exo_lag
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0, # maximum_exo_lead
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0, # orig_maximum_lag
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0, # orig_maximum_lead
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0, # orig_maximum_endo_lag
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0, # orig_maximum_endo_lead
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0, # orig_maximum_exo_lag
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0, # orig_maximum_exo_lead
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0, # orig_maximum_exo_det_lag
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0, # orig_maximum_exo_det_lead
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Matrix{Int}(0,0), # lead_lag_incidence
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zeros(Int64,3), # nnzderivatives
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false, # analytical_steady_state
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false, # user_written_analytical_steady_state
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false, # static_and_dynamic_models_differ
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Vector{String}(), # equation_tags
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Vector{Int}(), # exo_names_orig_ord
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Matrix{Float64}(0,0), # sigma_e (Cov matrix of the structural innovations)
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Matrix{Float64}(0,0), # correlation_matrix (Corr matrix of the structural innovations)
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Matrix{Float64}(0,0), # h (Cov matrix of the measurement errors)
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Matrix{Float64}(0,0), # correlation_matrix_me (Cov matrix of the measurement errors)
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true, # sigma_e_is_diagonal
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Vector{Float64}(), # params
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function()end, # static
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function()end, # static_params_derivs
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function()end, # dynamic
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function()end, # dynamic_params_derivs
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function()end # steady_state
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)
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end
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end
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@ -1,51 +0,0 @@
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module DynareOptions
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##
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# Copyright © 2015 Dynare Team
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#
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# This file is part of Dynare.
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#
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# Dynare is free software: you can redistribute it and/or modify
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# it under the terms of the GNU General Public License as published by
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# the Free Software Foundation, either version 3 of the License, or
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# (at your option) any later version.
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#
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# Dynare is distributed in the hope that it will be useful,
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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# GNU General Public License for more details.
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#
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# You should have received a copy of the GNU General Public License
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# along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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##
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export Options, dynare_options
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type PFMSolver
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maxit::Int
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periods::Int
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tolx::Float64
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tolf::Float64
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end
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function pfmsolver_set_defaults()
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return PFMSolver(500, # maxit (Maximum number of iterations in Newton algorithm)
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400, # periods (Number of periods to return to the steady state)
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1e-6, # tolx (Tolerance criterion on the paths for the endogenous variables)
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1e-6 # tolf (Tolerance criterion on the stacked non linear equations)
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)
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end
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type Options
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dynare_version::String
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linear::Bool
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pfmsolver::PFMSolver
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end
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function dynare_options()
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return Options("", # dynare_version
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false, # linear
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pfmsolver_set_defaults() # pfmsolver
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)
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end
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end
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@ -1,36 +0,0 @@
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module DynareOutput
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##
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# Copyright © 2015-2018 Dynare Team
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#
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# This file is part of Dynare.
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#
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# Dynare is free software: you can redistribute it and/or modify
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# it under the terms of the GNU General Public License as published by
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# the Free Software Foundation, either version 3 of the License, or
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# (at your option) any later version.
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#
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# Dynare is distributed in the hope that it will be useful,
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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# GNU General Public License for more details.
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#
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# You should have received a copy of the GNU General Public License
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# along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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##
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export Ouput, dynare_output
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type Output
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dynare_version::String
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steady_state::Vector{Float64}
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exo_steady_state::Vector{Float64}
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end
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function dynare_output()
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return Output("", # dynare_version
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Vector{Float64}(), # steady_state
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Vector{Float64}() # exo_steady_state
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)
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end
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end
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@ -1,134 +0,0 @@
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module PerfectForesightModelSolver
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##
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# Copyright © 2016 Dynare Team
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#
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# This file is part of Dynare.
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#
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# Dynare is free software: you can redistribute it and/or modify
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# it under the terms of the GNU General Public License as published by
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# the Free Software Foundation, either version 3 of the License, or
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# (at your option) any later version.
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#
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# Dynare is distributed in the hope that it will be useful,
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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# GNU General Public License for more details.
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#
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# You should have received a copy of the GNU General Public License
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# along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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##
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import DynareModel.Model
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import DynareOutput.Output
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import DynareOptions.Options
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export simulate_perfect_foresight_model!
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function simulate_perfect_foresight_model!(endogenousvariables::Matrix{Float64}, exogenousvariables::Matrix{Float64}, steadystate::Vector{Float64}, model::Model, options::Options)
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lead_lag_incidence = model.lead_lag_incidence
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nyp = countnz(lead_lag_incidence[1,:])
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ny0 = countnz(lead_lag_incidence[2,:])
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nyf = countnz(lead_lag_incidence[3,:])
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ny = length(model.endo)
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nd = nyp+ny0+nyf
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periods = options.pfmsolver.periods
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params = model.params
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tmp = lead_lag_incidence[2:3,:]'
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i_cols_A1 = find(tmp)
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i_cols_1 = tmp[i_cols_A1]
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tmp = lead_lag_incidence[1:2,:]'
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i_cols_AT = find(tmp)
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i_cols_T = tmp[i_cols_AT]
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tmp = lead_lag_incidence[2,:]'
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i_cols_A0 = find(tmp)
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i_cols_0 = tmp[i_cols_A0]
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i_cols_j = collect(1:nd)
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i_upd = ny+collect(1:periods*ny)
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Y = vec(endogenousvariables)
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z = Y[find(lead_lag_incidence')]
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jacobian = zeros(Float64, ny, length(z)+length(model.exo))
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residuals = zeros(Float64, ny)
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println("\nMODEL SIMULATION:\n")
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rd = zeros(Float64, periods*ny)
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iA = zeros(Int64, periods*model.nnzderivatives[1])
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jA = zeros(Int64, periods*model.nnzderivatives[1])
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vA = zeros(Float64, periods*model.nnzderivatives[1])
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convergence = false
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iteration = 0
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while !convergence
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iteration += 1
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i_rows = collect(1:ny)
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i_cols_A = find(lead_lag_incidence')
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i_cols = i_cols_A
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m = 0
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for it = 2:(periods+1)
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model.dynamic(Y[i_cols], exogenousvariables, params, steadystate, it, residuals, jacobian)
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if it==(periods+1) & it==2
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(r, c, v) = findnz(jacobian[:,i_cols_0])
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k = collect(1:length(v))+m
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iA[k] = i_rows[r]
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jA[k] = i_cols_A0[c]
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vA[k] = v
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elseif it==(periods+1)
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(r, c, v) = findnz(jacobian[:,i_cols_T])
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k = collect(1:length(v))+m
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iA[k] = i_rows[r]
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jA[k] = i_cols_A[i_cols_T[c]]
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vA[k] = v
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elseif it==2
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(r, c, v) = findnz(jacobian[:,i_cols_1])
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k = collect(1:length(v))+m
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iA[k] = i_rows[r]
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jA[k] = i_cols_A1[c]
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vA[k] = v
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else
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(r, c, v) = findnz(jacobian[:,i_cols_j])
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k = collect(1:length(v))+m
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iA[k] = i_rows[r]
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jA[k] = i_cols_A[c]
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vA[k] = v
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end
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m += length(v)
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rd[i_rows] = residuals
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i_rows += ny
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i_cols += ny
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if it>2
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i_cols_A += ny
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end
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end
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err = maximum(abs.(rd))
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println("Iter. ", iteration, "\t err. ", round(err, 12))
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if err<options.pfmsolver.tolf
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iteration -= 1
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convergence = true
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end
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A = sparse(iA[1:m], jA[1:m], vA[1:m])
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dy = -A\rd
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Y[i_upd] += dy
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if maximum(abs.(dy))<options.pfmsolver.tolx
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convergence = true
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end
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end
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if convergence
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println("\nPFM solver converged in ", iteration, " iterations!\n")
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endogenousvariables = reshape(Y, ny, periods+2)
|
||||
end
|
||||
end
|
||||
|
||||
end
|
||||
|
|
@ -1,100 +0,0 @@
|
|||
module SteadyState
|
||||
|
||||
##
|
||||
# Copyright © 2016 Dynare Team
|
||||
#
|
||||
# This file is part of Dynare.
|
||||
#
|
||||
# Dynare is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# Dynare is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
##
|
||||
|
||||
using NLsolve
|
||||
|
||||
import DynareModel.Model
|
||||
import DynareOutput.Output
|
||||
|
||||
export steady, steady!
|
||||
export steady_state, steady_state!
|
||||
|
||||
function steady(model::Model, oo::Output)
|
||||
if model.analytical_steady_state || model.user_written_analytical_steady_state
|
||||
steadystate = zeros(length(model.endo))
|
||||
model.steady_state(steadystate, oo.exo_steady_state, model.params)
|
||||
return steadystate
|
||||
else
|
||||
error("You have to provide a closed form solution for the steady state, or declare a guess\nfor the steady state as a third input argument.")
|
||||
end
|
||||
end
|
||||
|
||||
function steady!(model::Model, oo::Output)
|
||||
if model.analytical_steady_state || model.user_written_analytical_steady_state
|
||||
model.steady_state(oo.steady_state, oo.exo_steady_state, model.params)
|
||||
return
|
||||
else
|
||||
error("You have to provide a closed form solution for the steady state, or declare a guess\nfor the steady state as a third input argument.")
|
||||
end
|
||||
end
|
||||
|
||||
function steady(model::Model, oo::Output, yinit::Vector{Float64})
|
||||
f!(fval::Vector{Float64}, y::Vector{Float64}) = model.static(y, oo.exo_steady_state, model.params, fval)
|
||||
j!(fjac::Matrix{Float64}, y::Vector{Float64}) = model.static(y, oo.exo_steady_state, model.params, fjac)
|
||||
fj!(fval::Vector{Float64}, fjac::Matrix{Float64}, y::Vector{Float64}) = model.static(y, oo.exo_steady_state, model.params, fval, fjac)
|
||||
r = nlsolve(f!, j!, fj!, yinit, show_trace=false)
|
||||
if converged(r)
|
||||
return r.zero
|
||||
else
|
||||
return fill(NaN, length(yinit))
|
||||
end
|
||||
end
|
||||
|
||||
function steady!(model::Model, oo::Output, yinit::Vector{Float64})
|
||||
f!(fval::Vector{Float64}, y::Vector{Float64}) = model.static(y, oo.exo_steady_state, model.params, fval)
|
||||
j!(fjac::Matrix{Float64}, y::Vector{Float64}) = model.static(y, oo.exo_steady_state, model.params, fjac)
|
||||
fj!(fval::Vector{Float64}, fjac::Matrix{Float64}, y::Vector{Float64}) = model.static(y, oo.exo_steady_state, model.params, fval, fjac)
|
||||
r = nlsolve(f!, j!, fj!, yinit, show_trace=false)
|
||||
if converged(r)
|
||||
oo.steady_state = r.zero
|
||||
else
|
||||
oo.steady_state = fill(NaN, length(yinit))
|
||||
end
|
||||
end
|
||||
|
||||
function steady_state(model::Model, oo::Output)
|
||||
ys = steady(model, oo)
|
||||
display_steady_state(model, oo, ys)
|
||||
end
|
||||
|
||||
function steady_state!(model::Model, oo::Output)
|
||||
steady!(model, oo)
|
||||
display_steady_state(model, oo, oo.steady_state)
|
||||
end
|
||||
|
||||
function display_steady_state(model::Model, oo::Output, ys::Vector{Float64})
|
||||
println("\n\nSTEADY STATE:\n")
|
||||
for i = 1:length(model.endo)
|
||||
println(string(model.endo[i].name, " = ", ys[i]))
|
||||
end
|
||||
end
|
||||
|
||||
function issteadystate(model::Model, oo::Output, ys::Vector{Float64})
|
||||
residuals = zeros(Float64, length(ys))
|
||||
compute_static_model_residuals!(model, oo, ys, residuals)
|
||||
return maximum(abs(residuals))<1e-6
|
||||
end
|
||||
|
||||
function compute_static_model_residuals!(model::Model, oo::Output, ys::Vector{Float64}, residuals::Vector{Float64})
|
||||
model.static(ys, oo.exo_steady_state, model.params, residuals)
|
||||
end
|
||||
|
||||
end
|
||||
|
|
@ -1,36 +0,0 @@
|
|||
module Utils
|
||||
##
|
||||
# Copyright © 2015 Dynare Team
|
||||
#
|
||||
# This file is part of Dynare.
|
||||
#
|
||||
# Dynare is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# Dynare is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
##
|
||||
|
||||
export get_power_deriv
|
||||
|
||||
function get_power_deriv(x::Float64, p::Real, k::Int)
|
||||
if abs(x)<1e-12 && p>0 && k>p && typeof(p)==Int
|
||||
dxp = .0
|
||||
else
|
||||
dxp = x^(p-k)
|
||||
for i = 0:k-1
|
||||
dxp *= p
|
||||
p -= 1
|
||||
end
|
||||
end
|
||||
return dxp
|
||||
end
|
||||
|
||||
end
|
||||
Loading…
Reference in New Issue