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Merge branch 'julia'

time-shift
Houtan Bastani 2015-09-01 11:35:16 +02:00
parent d280cbfb1a 3fffcc2a3f
commit 11eaf27453
29 changed files with 1429 additions and 276 deletions
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6
.gitignore vendored
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@ -119,6 +119,9 @@ mex/build/matlab/run_m2html.m
/matlab/preprocessor*
/matlab/dynare_version.m
# JULIA dir
/julia/preprocessor*
# DLL rules
*.mex
*.dll
@ -200,3 +203,6 @@ mex/build/matlab/run_m2html.m
# Reporting
*synctex.gz
tests/reporting/tmpRepDir
# Julia Tests
/tests/**/*.jl

44
julia/Dynare.jl Normal file
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@ -0,0 +1,44 @@
module Dynare
##
# Copyright (C) 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 dynare, @dynare
function dynare(modfile)
# Add cd to path if not already there
if isempty(findin([pwd()], LOAD_PATH))
unshift!(LOAD_PATH, pwd())
end
# Process modfile
println(string("Using ", WORD_SIZE, "-bit preprocessor"))
preprocessor = string(dirname(@__FILE__()), "/preprocessor", WORD_SIZE, "/dynare_m")
run(`$preprocessor $modfile language=julia output=dynamic`)
# Load module created by preprocessor
basename = split(modfile, ".mod"; keep=false)
require(basename[1])
end
macro dynare(modelname)
:(dynare($modelname))
end
end

176
julia/DynareModel.jl Normal file
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@ -0,0 +1,176 @@
module DynareModel
##
# Copyright (C) 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 Endo, Exo, ExoDet, Param, dynare_model
abstract Atom
immutable Endo <: Atom
name::UTF8String
tex_name::UTF8String
long_name::UTF8String
end
immutable Exo <: Atom
name::UTF8String
tex_name::UTF8String
long_name::UTF8String
end
immutable ExoDet <: Atom
name::UTF8String
tex_name::UTF8String
long_name::UTF8String
end
immutable Param <: Atom
name::UTF8String
tex_name::UTF8String
long_name::UTF8String
end
immutable AuxVars
endo_index::Int
var_type::Int
orig_index::Int
orig_lead_lag::Int
eq_nbr::Int
orig_expr::UTF8String
end
immutable PredVars
index::Int
end
immutable ObsVars
index::Int
end
immutable DetShocks
exo_det::Int
exo_id::Int
multiplicative::Bool
periods::Vector{Int}
value::Float64
end
immutable EquationTag
eq_nbr::Int
name::UTF8String
value::UTF8String
end
type Model
fname::ASCIIString
dname::ASCIIString
dynare_version::ASCIIString
endo::Vector{Endo}
exo::Vector{Exo}
exo_det::Vector{ExoDet}
param::Vector{Param}
aux_vars::Vector{AuxVars}
pred_vars::Vector{Int}
obs_vars::Vector{Int}
orig_endo_nbr::Int
orig_eq_nbr::Int
eq_nbr::Int
ramsey_eq_nbr::Int
det_shocks::Vector{DetShocks}
nstatic::Int
nfwrd::Int
npred::Int
nboth::Int
nsfwrd::Int
nspred::Int
ndynamic::Int
maximum_lag::Int
maximum_lead::Int
maximum_endo_lag::Int
maximum_endo_lead::Int
maximum_exo_lag::Int
maximum_exo_lead::Int
lead_lag_incidence::Matrix{Int}
nnzderivatives::Vector{Int}
static_and_dynamic_models_differ::Bool
equation_tags::Vector{UTF8String}
exo_names_orig_ord::Vector{Int}
sigma_e::Matrix{Float64}
correlation_matrix::Matrix{Float64}
h::Matrix{Float64}
correlation_matrix_me::Matrix{Float64}
sigma_e_is_diagonal::Bool
params::Matrix{Float64}
static::Function
static_params_derivs::Function
dynamic::Function
dynamic_params_derivs::Function
steady_state::Function
end
function dynare_model()
return Model("", # fname
"", # dname
"", # dynare_version
Array(Endo,0), # endo
Array(Exo,0), # exo
Array(ExoDet,0), # exo_det
Array(Param,0), # param
Array(AuxVars,0), # aux_vars
Array(Int,0), # pred_vars
Array(Int,0), # obs_vars
0, # orig_endo_nbr
0, # orig_eq_nbr
0, # eq_nbr
0, # ramsey_eq_nbr
Array(DetShocks,0), # det_shocks
0, # nstatic
0, # nfwrd
0, # npred
0, # nboth
0, # nsfwrd
0, # nspred
0, # ndynamic
0, # maximum_lag
0, # maximum_lead
0, # maximum_endo_lag
0, # maximum_endo_lead
0, # maximum_exo_lag
0, # maximum_exo_lead
Array(Int, 3, 0), # lead_lag_incidence
zeros(Int, 3), # nnzderivatives
false, # static_and_dynamic_models_differ
Array(ASCIIString,0), # equation_tags
Array(Int64,1), # exo_names_orig_ord
Array(Float64, 0, 0), # sigma_e (Cov matrix of the structural innovations)
Array(Float64, 0, 0), # correlation_matrix (Corr matrix of the structural innovations)
Array(Float64, 0, 0), # h (Cov matrix of the measurement errors)
Array(Float64, 0, 0), # correlation_matrix_me (Cov matrix of the measurement errors)
true, # sigma_e_is_diagonal
Array(Float64, 0, 0), # params
function()end, # static
function()end, # static_params_derivs
function()end, # dynamic
function()end, # dynamic_params_derivs
function()end # steady_state
)
end
end

35
julia/DynareOptions.jl Normal file
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@ -0,0 +1,35 @@
module DynareOptions
##
# Copyright (C) 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 dynare_options
type Options
dynare_version::ASCIIString
linear::Bool
end
function dynare_options()
return Options("", # dynare_version
false # linear
)
end
end

37
julia/DynareOutput.jl Normal file
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@ -0,0 +1,37 @@
module DynareOutput
##
# Copyright (C) 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 dynare_output
type Output
dynare_version::ASCIIString
steady_state::Matrix{Float64}
exo_steady_state::Matrix{Float64}
end
function dynare_output()
return Output("", # dynare_version
Array(Float64, 0, 0), # steady_state
Array(Float64, 0, 0) # exo_steady_state
)
end
end

36
julia/Utils.jl Normal file
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@ -0,0 +1,36 @@
module Utils
##
# Copyright (C) 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

2
preprocessor/ComputingTasks.cc
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@ -1206,7 +1206,7 @@ PlannerObjectiveStatement::computingPass()
void
PlannerObjectiveStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
model_tree->writeStaticFile(basename + "_objective", false, false, false);
model_tree->writeStaticFile(basename + "_objective", false, false, false, false);
}
BVARDensityStatement::BVARDensityStatement(int maxnlags_arg, const OptionsList &options_list_arg) :

466
preprocessor/DynamicModel.cc
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@ -1557,11 +1557,36 @@ DynamicModel::writeDynamicMFile(const string &dynamic_basename) const
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl;
writeDynamicModel(mDynamicModelFile, false);
writeDynamicModel(mDynamicModelFile, false, false);
mDynamicModelFile << "end" << endl; // Close *_dynamic function
mDynamicModelFile.close();
}
void
DynamicModel::writeDynamicJuliaFile(const string &basename) const
{
string filename = basename + "Dynamic.jl";
ofstream output;
output.open(filename.c_str(), ios::out | ios::binary);
if (!output.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
output << "module " << basename << "Dynamic" << endl
<< "#" << endl
<< "# NB: this file was automatically generated by Dynare" << endl
<< "# from " << basename << ".mod" << endl
<< "#" << endl
<< "using Utils" << endl << endl
<< "export dynamic!" << endl << endl;
writeDynamicModel(output, false, true);
output << "end" << endl;
output.close();
}
void
DynamicModel::writeDynamicCFile(const string &dynamic_basename, const int order) const
{
@ -1596,7 +1621,7 @@ DynamicModel::writeDynamicCFile(const string &dynamic_basename, const int order)
writePowerDerivCHeader(mDynamicModelFile);
// Writing the function body
writeDynamicModel(mDynamicModelFile, true);
writeDynamicModel(mDynamicModelFile, true, false);
writePowerDeriv(mDynamicModelFile, true);
mDynamicModelFile.close();
@ -2085,21 +2110,23 @@ DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const stri
}
void
DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia) const
{
ostringstream model_output; // Used for storing model equations
ostringstream model_output; // Used for storing model
ostringstream model_eq_output; // Used for storing model equations
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream third_derivatives_output;
ExprNodeOutputType output_type = (use_dll ? oCDynamicModel : oMatlabDynamicModel);
ExprNodeOutputType output_type = (use_dll ? oCDynamicModel :
julia ? oJuliaDynamicModel : oMatlabDynamicModel);
deriv_node_temp_terms_t tef_terms;
writeModelLocalVariables(model_output, output_type, tef_terms);
writeTemporaryTerms(temporary_terms, model_output, output_type, tef_terms);
writeModelEquations(model_output, output_type);
writeModelEquations(model_eq_output, output_type);
int nrows = equations.size();
int hessianColsNbr = dynJacobianColsNbr * dynJacobianColsNbr;
@ -2134,35 +2161,50 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
int col_nb = id1 * dynJacobianColsNbr + id2;
int col_nb_sym = id2 * dynJacobianColsNbr + id1;
sparseHelper(2, hessian_output, k, 0, output_type);
hessian_output << "=" << eq + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 1, output_type);
hessian_output << "=" << col_nb + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 2, output_type);
hessian_output << "=";
d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
hessian_output << ";" << endl;
k++;
// Treating symetric elements
if (id1 != id2)
ostringstream for_sym;
if (output_type == oJuliaDynamicModel)
{
for_sym << "g2[" << eq + 1 << "," << col_nb + 1 << "]";
hessian_output << " @inbounds " << for_sym.str() << " = ";
d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
hessian_output << endl;
}
else
{
sparseHelper(2, hessian_output, k, 0, output_type);
hessian_output << "=" << eq + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 1, output_type);
hessian_output << "=" << col_nb_sym + 1 << ";" << endl;
hessian_output << "=" << col_nb + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 2, output_type);
hessian_output << "=";
sparseHelper(2, hessian_output, k-1, 2, output_type);
d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
hessian_output << ";" << endl;
k++;
}
// Treating symetric elements
if (id1 != id2)
if (output_type == oJuliaDynamicModel)
hessian_output << " @inbounds g2[" << eq + 1 << "," << col_nb_sym + 1 << "] = "
<< for_sym.str() << endl;
else
{
sparseHelper(2, hessian_output, k, 0, output_type);
hessian_output << "=" << eq + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 1, output_type);
hessian_output << "=" << col_nb_sym + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 2, output_type);
hessian_output << "=";
sparseHelper(2, hessian_output, k-1, 2, output_type);
hessian_output << ";" << endl;
k++;
}
}
// Writing third derivatives
@ -2183,18 +2225,30 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
// Reference column number for the g3 matrix
int ref_col = id1 * hessianColsNbr + id2 * dynJacobianColsNbr + id3;
sparseHelper(3, third_derivatives_output, k, 0, output_type);
third_derivatives_output << "=" << eq + 1 << ";" << endl;
ostringstream for_sym;
if (output_type == oJuliaDynamicModel)
{
for_sym << "g3[" << eq + 1 << "," << ref_col + 1 << "]";
third_derivatives_output << " @inbounds " << for_sym.str() << " = ";
d3->writeOutput(third_derivatives_output, output_type, temporary_terms, tef_terms);
third_derivatives_output << endl;
}
else
{
sparseHelper(3, third_derivatives_output, k, 0, output_type);
third_derivatives_output << "=" << eq + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k, 1, output_type);
third_derivatives_output << "=" << ref_col + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k, 1, output_type);
third_derivatives_output << "=" << ref_col + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k, 2, output_type);
third_derivatives_output << "=";
d3->writeOutput(third_derivatives_output, output_type, temporary_terms, tef_terms);
third_derivatives_output << ";" << endl;
sparseHelper(3, third_derivatives_output, k, 2, output_type);
third_derivatives_output << "=";
d3->writeOutput(third_derivatives_output, output_type, temporary_terms, tef_terms);
third_derivatives_output << ";" << endl;
}
// Compute the column numbers for the 5 other permutations of (id1,id2,id3) and store them in a set (to avoid duplicates if two indexes are equal)
// Compute the column numbers for the 5 other permutations of (id1,id2,id3)
// and store them in a set (to avoid duplicates if two indexes are equal)
set<int> cols;
cols.insert(id1 * hessianColsNbr + id3 * dynJacobianColsNbr + id2);
cols.insert(id2 * hessianColsNbr + id1 * dynJacobianColsNbr + id3);
@ -2205,24 +2259,28 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
int k2 = 1; // Keeps the offset of the permutation relative to k
for (set<int>::iterator it2 = cols.begin(); it2 != cols.end(); it2++)
if (*it2 != ref_col)
{
sparseHelper(3, third_derivatives_output, k+k2, 0, output_type);
third_derivatives_output << "=" << eq + 1 << ";" << endl;
if (output_type == oJuliaDynamicModel)
third_derivatives_output << " @inbounds g3[" << eq + 1 << "," << *it2 + 1 << "] = "
<< for_sym.str() << endl;
else
{
sparseHelper(3, third_derivatives_output, k+k2, 0, output_type);
third_derivatives_output << "=" << eq + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k+k2, 1, output_type);
third_derivatives_output << "=" << *it2 + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k+k2, 1, output_type);
third_derivatives_output << "=" << *it2 + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k+k2, 2, output_type);
third_derivatives_output << "=";
sparseHelper(3, third_derivatives_output, k, 2, output_type);
third_derivatives_output << ";" << endl;
sparseHelper(3, third_derivatives_output, k+k2, 2, output_type);
third_derivatives_output << "=";
sparseHelper(3, third_derivatives_output, k, 2, output_type);
third_derivatives_output << ";" << endl;
k2++;
}
k2++;
}
k += k2;
}
if (!use_dll)
if (output_type == oMatlabDynamicModel)
{
DynamicOutput << "%" << endl
<< "% Model equations" << endl
@ -2230,6 +2288,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
<< endl
<< "residual = zeros(" << nrows << ", 1);" << endl
<< model_output.str()
<< model_eq_output.str()
// Writing initialization instruction for matrix g1
<< "if nargout >= 2," << endl
<< " g1 = zeros(" << nrows << ", " << dynJacobianColsNbr << ");" << endl
@ -2271,7 +2330,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
DynamicOutput << "end" << endl;
}
else
else if (output_type == oCDynamicModel)
{
DynamicOutput << "void Dynamic(double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
<< "{" << endl
@ -2279,6 +2338,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
<< endl
<< " /* Residual equations */" << endl
<< model_output.str()
<< model_eq_output.str()
<< " /* Jacobian */" << endl
<< " if (g1 == NULL)" << endl
<< " return;" << endl
@ -2307,10 +2367,106 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
DynamicOutput << "}" << endl << endl;
}
else
{
ostringstream comments;
comments << "## Function Arguments" << endl
<< endl
<< "## Input" << endl
<< " 1 y: Array{Float64, num_dynamic_vars, 1} Vector of endogenous variables in the order stored" << endl
<< " in model.lead_lag_incidence; see the manual" << endl
<< " 2 x: Array{Float64, nperiods, length(model.exo)} Matrix of exogenous variables (in declaration order)" << endl
<< " for all simulation periods" << endl
<< " 3 params: Array{Float64, length(model.param), 1} Vector of parameter values in declaration order" << endl
<< " 4 steady_state:" << endl
<< " 5 it_: Int Time period for exogenous variables for which to evaluate the model" << endl
<< endl
<< "## Output" << endl
<< " 6 residual: Array(Float64, model.eq_nbr, 1) Vector of residuals of the dynamic model equations in" << endl
<< " order of declaration of the equations." << endl;
DynamicOutput << "function dynamic!(y::Vector{Float64}, x::Matrix{Float64}, "
<< "params::Vector{Float64}," << endl
<< " steady_state::Vector{Float64}, it_::Int, "
<< "residual::Vector{Float64})" << endl
<< "#=" << endl << comments.str() << "=#" << endl
<< " @assert size(y) == " << dynJacobianColsNbr << endl
<< " @assert size(params) == " << symbol_table.param_nbr() << endl
<< " @assert size(residual) == " << nrows << endl
<< " #" << endl
<< " # Model equations" << endl
<< " #" << endl
<< model_output.str()
<< model_eq_output.str()
<< "end" << endl << endl
<< "function dynamic!(y::Vector{Float64}, x::Matrix{Float64}, "
<< "params::Vector{Float64}," << endl
<< " steady_state::Vector{Float64}, it_::Int, "
<< "residual::Vector{Float64}," << endl
<< " g1::Matrix{Float64})" << endl;
comments << " 7 g1: Array(Float64, model.eq_nbr, num_dynamic_vars) Jacobian matrix of the dynamic model equations;" << endl
<< " rows: equations in order of declaration" << endl
<< " columns: variables in order stored in M_.lead_lag_incidence" << endl;
DynamicOutput << "#=" << endl << comments.str() << "=#" << endl
<< " @assert size(g1) == (" << nrows << ", " << dynJacobianColsNbr << ")" << endl
<< " fill!(g1, 0.0)" << endl
<< " dynamic!(y, x, params, steady_state, it_, residual)" << endl
<< model_output.str()
<< " #" << endl
<< " # Jacobian matrix" << endl
<< " #" << endl
<< jacobian_output.str()
<< "end" << endl << endl
<< "function dynamic!(y::Vector{Float64}, x::Matrix{Float64}, "
<< "params::Vector{Float64}," << endl
<< " steady_state::Vector{Float64}, it_::Int, "
<< "residual::Vector{Float64}," << endl
<< " g1::Matrix{Float64}, g2::Matrix{Float64})" << endl;
comments << " 8 g2: spzeros(model.eq_nbr, (num_dynamic_vars)^2) Hessian matrix of the dynamic model equations;" << endl
<< " rows: equations in order of declaration" << endl
<< " columns: variables in order stored in M_.lead_lag_incidence" << endl;
DynamicOutput << "#=" << endl << comments.str() << "=#" << endl
<< " @assert size(g2) == (" << nrows << ", " << hessianColsNbr << ")" << endl
<< " dynamic!(y, x, params, steady_state, it_, residual, g1)" << endl;
if (second_derivatives.size())
DynamicOutput << model_output.str()
<< " #" << endl
<< " # Hessian matrix" << endl
<< " #" << endl
<< hessian_output.str();
// Initialize g3 matrix
int ncols = hessianColsNbr * dynJacobianColsNbr;
DynamicOutput << "end" << endl << endl
<< "function dynamic!(y::Vector{Float64}, x::Matrix{Float64}, "
<< "params::Vector{Float64}," << endl
<< " steady_state::Vector{Float64}, it_::Int, "
<< "residual::Vector{Float64}," << endl
<< " g1::Matrix{Float64}, g2::Matrix{Float64}, g3::Matrix{Float64})" << endl;
comments << " 9 g3: spzeros(model.eq_nbr, (num_dynamic_vars)^3) Third order derivative matrix of the dynamic model equations;" << endl
<< " rows: equations in order of declaration" << endl
<< " columns: variables in order stored in M_.lead_lag_incidence" << endl;
DynamicOutput << "#=" << endl << comments.str() << "=#" << endl
<< " @assert size(g3) == (" << nrows << ", " << ncols << ")" << endl
<< " dynamic!(y, x, params, steady_state, it_, residual, g1, g2)" << endl;
if (third_derivatives.size())
DynamicOutput << model_output.str()
<< " #" << endl
<< " # Third order derivatives" << endl
<< " #" << endl
<< third_derivatives_output.str();
DynamicOutput << "end" << endl;
}
}
void
DynamicModel::writeOutput(ostream &output, const string &basename, bool block_decomposition, bool byte_code, bool use_dll, int order, bool estimation_present) const
DynamicModel::writeOutput(ostream &output, const string &basename, bool block_decomposition, bool byte_code, bool use_dll, int order, bool estimation_present, bool julia) const
{
/* Writing initialisation for M_.lead_lag_incidence matrix
M_.lead_lag_incidence is a matrix with as many columns as there are
@ -2321,7 +2477,20 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
model at a given period.
*/
output << "M_.lead_lag_incidence = [";
string modstruct;
string outstruct;
if (julia)
{
modstruct = "model.";
outstruct = "output.";
}
else
{
modstruct = "M_.";
outstruct = "oo_.";
}
output << modstruct << "lead_lag_incidence = [";
// Loop on endogenous variables
int nstatic = 0,
nfwrd = 0,
@ -2373,26 +2542,41 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
output << ";";
}
output << "]';" << endl;
output << "M_.nstatic = " << nstatic << ";" << endl
<< "M_.nfwrd = " << nfwrd << ";" << endl
<< "M_.npred = " << npred << ";" << endl
<< "M_.nboth = " << nboth << ";" << endl
<< "M_.nsfwrd = " << nfwrd+nboth << ";" << endl
<< "M_.nspred = " << npred+nboth << ";" << endl
<< "M_.ndynamic = " << npred+nboth+nfwrd << ";" << endl;
output << modstruct << "nstatic = " << nstatic << ";" << endl
<< modstruct << "nfwrd = " << nfwrd << ";" << endl
<< modstruct << "npred = " << npred << ";" << endl
<< modstruct << "nboth = " << nboth << ";" << endl
<< modstruct << "nsfwrd = " << nfwrd+nboth << ";" << endl
<< modstruct << "nspred = " << npred+nboth << ";" << endl
<< modstruct << "ndynamic = " << npred+nboth+nfwrd << ";" << endl;
// Write equation tags
output << "M_.equations_tags = {" << endl;
for (size_t i = 0; i < equation_tags.size(); i++)
output << " " << equation_tags[i].first + 1 << " , '"
<< equation_tags[i].second.first << "' , '"
<< equation_tags[i].second.second << "' ;" << endl;
output << "};" << endl;
if (julia)
{
output << modstruct << "equation_tags = [" << endl;
for (size_t i = 0; i < equation_tags.size(); i++)
output << " EquationTag("
<< equation_tags[i].first + 1 << " , \""
<< equation_tags[i].second.first << "\" , \""
<< equation_tags[i].second.second << "\")" << endl;
output << " ]" << endl;
}
else
{
output << modstruct << "equations_tags = {" << endl;
for (size_t i = 0; i < equation_tags.size(); i++)
output << " " << equation_tags[i].first + 1 << " , '"
<< equation_tags[i].second.first << "' , '"
<< equation_tags[i].second.second << "' ;" << endl;
output << "};" << endl;
}
/* Say if static and dynamic models differ (because of [static] and [dynamic]
equation tags) */
output << "M_.static_and_dynamic_models_differ = "
<< (static_only_equations.size() > 0 ? "1" : "0")
output << modstruct << "static_and_dynamic_models_differ = "
<< (static_only_equations.size() > 0 ?
(julia ? "true" : "1") :
(julia ? "false" : "0"))
<< ";" << endl;
//In case of sparse model, writes the block_decomposition structure of the model
@ -2636,14 +2820,14 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
output << "block_structure.block(" << block+1 << ").n_backward = " << n_backward << ";\n";
output << "block_structure.block(" << block+1 << ").n_mixed = " << n_mixed << ";\n";
}
output << "M_.block_structure.block = block_structure.block;\n";
output << modstruct << "block_structure.block = block_structure.block;\n";
string cst_s;
int nb_endo = symbol_table.endo_nbr();
output << "M_.block_structure.variable_reordered = [";
output << modstruct << "block_structure.variable_reordered = [";
for (int i = 0; i < nb_endo; i++)
output << " " << variable_reordered[i]+1;
output << "];\n";
output << "M_.block_structure.equation_reordered = [";
output << modstruct << "block_structure.equation_reordered = [";
for (int i = 0; i < nb_endo; i++)
output << " " << equation_reordered[i]+1;
output << "];\n";
@ -2677,8 +2861,8 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
if (prev_lag != -1000000)
output << "];\n";
prev_lag = it->first.first;
output << "M_.block_structure.incidence(" << max_endo_lag+it->first.first+1 << ").lead_lag = " << prev_lag << ";\n";
output << "M_.block_structure.incidence(" << max_endo_lag+it->first.first+1 << ").sparse_IM = [";
output << modstruct << "block_structure.incidence(" << max_endo_lag+it->first.first+1 << ").lead_lag = " << prev_lag << ";\n";
output << modstruct << "block_structure.incidence(" << max_endo_lag+it->first.first+1 << ").sparse_IM = [";
}
output << it->first.second.first+1 << " " << it->first.second.second+1 << ";\n";
}
@ -2696,7 +2880,7 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
n_obs--;
int n = n_obs + n_state;
output << "M_.nobs_non_statevar = " << n_obs << ";" << endl;
output << modstruct << "nobs_non_statevar = " << n_obs << ";" << endl;
int nb_diag = 0;
//map<pair<int,int>, int>::const_iterator row_state_var_incidence_it = row_state_var_incidence.begin();
@ -2783,11 +2967,11 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
i_nz_state_var[lp + i] = lp + nze;
lp += nze;
}
output << "M_.nz_state_var = [";
output << modstruct << "nz_state_var = [";
for (unsigned int i = 0; i < lp; i++)
output << i_nz_state_var[i] << " ";
output << "];" << endl;
output << "M_.n_diag = " << nb_diag << ";" << endl;
output << modstruct << "n_diag = " << nb_diag << ";" << endl;
KF_index_file.write(reinterpret_cast<char *>(&nb_diag), sizeof(nb_diag));
@ -2831,7 +3015,7 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
KF_index_file.write(reinterpret_cast<char *>(&(*it)), sizeof(index_KF));
KF_index_file.close();
}
output << "M_.state_var = [";
output << modstruct << "state_var = [";
for (vector<int>::const_iterator it=state_var.begin(); it != state_var.end(); it++)
output << *it << " ";
@ -2839,30 +3023,36 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
}
// Writing initialization for some other variables
output << "M_.exo_names_orig_ord = [1:" << symbol_table.exo_nbr() << "];" << endl
<< "M_.maximum_lag = " << max_lag << ";" << endl
<< "M_.maximum_lead = " << max_lead << ";" << endl;
if (!julia)
output << modstruct << "exo_names_orig_ord = [1:" << symbol_table.exo_nbr() << "];" << endl;
else
output << modstruct << "exo_names_orig_ord = collect(1:" << symbol_table.exo_nbr() << ");" << endl;
output << "M_.maximum_endo_lag = " << max_endo_lag << ";" << endl
<< "M_.maximum_endo_lead = " << max_endo_lead << ";" << endl
<< "oo_.steady_state = zeros(" << symbol_table.endo_nbr() << ", 1);" << endl;
output << modstruct << "maximum_lag = " << max_lag << ";" << endl
<< modstruct << "maximum_lead = " << max_lead << ";" << endl;
output << "M_.maximum_exo_lag = " << max_exo_lag << ";" << endl
<< "M_.maximum_exo_lead = " << max_exo_lead << ";" << endl
<< "oo_.exo_steady_state = zeros(" << symbol_table.exo_nbr() << ", 1);" << endl;
output << modstruct << "maximum_endo_lag = " << max_endo_lag << ";" << endl
<< modstruct << "maximum_endo_lead = " << max_endo_lead << ";" << endl
<< outstruct << "steady_state = zeros(" << symbol_table.endo_nbr() << ", 1);" << endl;
output << modstruct << "maximum_exo_lag = " << max_exo_lag << ";" << endl
<< modstruct << "maximum_exo_lead = " << max_exo_lead << ";" << endl
<< outstruct << "exo_steady_state = zeros(" << symbol_table.exo_nbr() << ", 1);" << endl;
if (symbol_table.exo_det_nbr())
{
output << "M_.maximum_exo_det_lag = " << max_exo_det_lag << ";" << endl
<< "M_.maximum_exo_det_lead = " << max_exo_det_lead << ";" << endl
<< "oo_.exo_det_steady_state = zeros(" << symbol_table.exo_det_nbr() << ", 1);" << endl;
output << modstruct << "maximum_exo_det_lag = " << max_exo_det_lag << ";" << endl
<< modstruct << "maximum_exo_det_lead = " << max_exo_det_lead << ";" << endl
<< outstruct << "exo_det_steady_state = zeros(" << symbol_table.exo_det_nbr() << ", 1);" << endl;
}
output << "M_.params = NaN(" << symbol_table.param_nbr() << ", 1);" << endl;
output << modstruct << "params = " << (julia ? "fill(NaN, " : "NaN(")
<< symbol_table.param_nbr() << ", 1);" << endl;
// Write number of non-zero derivatives
// Use -1 if the derivatives have not been computed
output << "M_.NNZDerivatives = [" << NNZDerivatives[0] << "; ";
output << modstruct << (julia ? "nnzderivatives" : "NNZDerivatives")
<< " = [" << NNZDerivatives[0] << "; ";
if (order > 1)
output << NNZDerivatives[1] << "; ";
else
@ -3306,7 +3496,7 @@ DynamicModel::collectBlockVariables()
}
void
DynamicModel::writeDynamicFile(const string &basename, bool block, bool bytecode, bool use_dll, int order) const
DynamicModel::writeDynamicFile(const string &basename, bool block, bool bytecode, bool use_dll, int order, bool julia) const
{
int r;
string t_basename = basename + "_dynamic";
@ -3330,6 +3520,8 @@ DynamicModel::writeDynamicFile(const string &basename, bool block, bool bytecode
}
else if (use_dll)
writeDynamicCFile(t_basename, order);
else if (julia)
writeDynamicJuliaFile(basename);
else
writeDynamicMFile(t_basename);
}
@ -3740,7 +3932,7 @@ DynamicModel::testTrendDerivativesEqualToZero(const eval_context_t &eval_context
}
void
DynamicModel::writeParamsDerivativesFile(const string &basename) const
DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) const
{
if (!residuals_params_derivatives.size()
&& !residuals_params_second_derivatives.size()
@ -3749,8 +3941,7 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
&& !hessian_params_derivatives.size())
return;
string filename = basename + "_params_derivs.m";
string filename = julia ? basename + "DynamicParamsDerivs.jl" : basename + "_params_derivs.m";
ofstream paramsDerivsFile;
paramsDerivsFile.open(filename.c_str(), ios::out | ios::binary);
if (!paramsDerivsFile.is_open())
@ -3758,15 +3949,28 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = " << basename << "_params_derivs(y, x, params, steady_state, it_, ss_param_deriv, ss_param_2nd_deriv)" << endl
<< "%" << endl
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl;
ExprNodeOutputType output_type = (julia ? oJuliaDynamicModel : oMatlabDynamicModel);
if (!julia)
paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = " << basename << "_params_derivs(y, x, params, steady_state, it_, ss_param_deriv, ss_param_2nd_deriv)" << endl
<< "%" << endl
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl;
else
paramsDerivsFile << "module " << basename << "DynamicParamsDerivs" << endl
<< "#" << endl
<< "# NB: this file was automatically generated by Dynare" << endl
<< "# from " << basename << ".mod" << endl
<< "#" << endl
<< "export params_derivs" << endl << endl
<< "function params_derivs(y, x, paramssteady_state, it_, "
<< "ss_param_deriv, ss_param_2nd_deriv)" << endl;
deriv_node_temp_terms_t tef_terms;
writeModelLocalVariables(paramsDerivsFile, oMatlabDynamicModel, tef_terms);
writeModelLocalVariables(paramsDerivsFile, output_type, tef_terms);
writeTemporaryTerms(params_derivs_temporary_terms, paramsDerivsFile, oMatlabDynamicModel, tef_terms);
writeTemporaryTerms(params_derivs_temporary_terms, paramsDerivsFile, output_type, tef_terms);
// Write parameter derivative
paramsDerivsFile << "rp = zeros(" << equation_number() << ", "
@ -3781,8 +3985,9 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
paramsDerivsFile << "rp(" << eq+1 << ", " << param_col << ") = ";
d1->writeOutput(paramsDerivsFile, oMatlabDynamicModel, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << "rp" << LEFT_ARRAY_SUBSCRIPT(output_type) << eq+1 << ", " << param_col
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
d1->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
@ -3801,13 +4006,15 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
int var_col = getDynJacobianCol(var) + 1;
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
paramsDerivsFile << "gp(" << eq+1 << ", " << var_col << ", " << param_col << ") = ";
d2->writeOutput(paramsDerivsFile, oMatlabDynamicModel, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << "gp" << LEFT_ARRAY_SUBSCRIPT(output_type) << eq+1 << ", " << var_col
<< ", " << param_col << RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
// If nargout >= 3...
paramsDerivsFile << "if nargout >= 3" << endl;
if (!julia)
// If nargout >= 3...
paramsDerivsFile << "if nargout >= 3" << endl;
// Write parameter second derivatives (only if nargout >= 3)
paramsDerivsFile << "rpp = zeros(" << residuals_params_second_derivatives.size()
@ -3825,11 +4032,15 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
paramsDerivsFile << "rpp(" << i << ",1)=" << eq+1 << ";" << endl
<< "rpp(" << i << ",2)=" << param1_col << ";" << endl
<< "rpp(" << i << ",3)=" << param2_col << ";" << endl
<< "rpp(" << i << ",4)=";
d2->writeOutput(paramsDerivsFile, oMatlabDynamicModel, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
<< "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl
<< "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
<< "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
@ -3851,18 +4062,24 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
paramsDerivsFile << "gpp(" << i << ",1)=" << eq+1 << ";" << endl
<< "gpp(" << i << ",2)=" << var_col << ";" << endl
<< "gpp(" << i << ",3)=" << param1_col << ";" << endl
<< "gpp(" << i << ",4)=" << param2_col << ";" << endl
<< "gpp(" << i << ",5)=";
d2->writeOutput(paramsDerivsFile, oMatlabDynamicModel, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
<< "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var_col << ";" << endl
<< "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl
<< "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
<< "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
// If nargout >= 5...
paramsDerivsFile << "end" << endl
<< "if nargout >= 5" << endl;
if (!julia)
// If nargout >= 5...
paramsDerivsFile << "end" << endl
<< "if nargout >= 5" << endl;
// Write hessian derivatives (only if nargout >= 5)
paramsDerivsFile << "hp = zeros(" << hessian_params_derivatives.size() << ",5);" << endl;
@ -3881,15 +4098,22 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
int var2_col = getDynJacobianCol(var2) + 1;
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
paramsDerivsFile << "hp(" << i << ",1)=" << eq+1 << ";" << endl
<< "hp(" << i << ",2)=" << var1_col << ";" << endl
<< "hp(" << i << ",3)=" << var2_col << ";" << endl
<< "hp(" << i << ",4)=" << param_col << ";" << endl
<< "hp(" << i << ",5)=";
d2->writeOutput(paramsDerivsFile, oMatlabDynamicModel, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
<< "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var1_col << ";" << endl
<< "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var2_col << ";" << endl
<< "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param_col << ";" << endl
<< "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
if (julia)
paramsDerivsFile << "(rp, gp, rpp, gpp, hp)" << endl;
paramsDerivsFile << "end" << endl
<< "end" << endl;
paramsDerivsFile.close();

10
preprocessor/DynamicModel.hh
View File

@ -76,6 +76,8 @@ private:
//! Writes dynamic model file (Matlab version)
void writeDynamicMFile(const string &dynamic_basename) const;
//! Writes dynamic model file (Julia version)
void writeDynamicJuliaFile(const string &dynamic_basename) const;
//! Writes dynamic model file (C version)
/*! \todo add third derivatives handling */
void writeDynamicCFile(const string &dynamic_basename, const int order) const;
@ -83,7 +85,7 @@ private:
void writeSparseDynamicMFile(const string &dynamic_basename, const string &basename) const;
//! Writes the dynamic model equations and its derivatives
/*! \todo add third derivatives handling in C output */
void writeDynamicModel(ostream &DynamicOutput, bool use_dll) const;
void writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia) const;
//! Writes the Block reordred structure of the model in M output
void writeModelEquationsOrdered_M(const string &dynamic_basename) const;
//! Writes the code of the Block reordred structure of the model in virtual machine bytecode
@ -213,15 +215,15 @@ public:
void computingPass(bool jacobianExo, bool hessian, bool thirdDerivatives, bool paramsDerivatives,
const eval_context_t &eval_context, bool no_tmp_terms, bool block, bool use_dll, bool bytecode);
//! Writes model initialization and lead/lag incidence matrix to output
void writeOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
void writeOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present, bool julia) const;
//! Adds informations for simulation in a binary file
void Write_Inf_To_Bin_File_Block(const string &dynamic_basename, const string &bin_basename,
const int &num, int &u_count_int, bool &file_open, bool is_two_boundaries) const;
//! Writes dynamic model file
void writeDynamicFile(const string &basename, bool block, bool bytecode, bool use_dll, int order) const;
void writeDynamicFile(const string &basename, bool block, bool bytecode, bool use_dll, int order, bool julia) const;
//! Writes file containing parameters derivatives
void writeParamsDerivativesFile(const string &basename) const;
void writeParamsDerivativesFile(const string &basename, bool julia) const;
//! Converts to static model (only the equations)
/*! It assumes that the static model given in argument has just been allocated */

6
preprocessor/DynareFlex.ll
View File

@ -783,7 +783,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT>max_dim_cova_group {return token::MAX_DIM_COVA_GROUP;}
<DYNARE_STATEMENT>gsa_sample_file {return token::GSA_SAMPLE_FILE;}
<DYNARE_STATEMENT,DYNARE_BLOCK>[A-Za-z_][A-Za-z0-9_]* {
<DYNARE_STATEMENT,DYNARE_BLOCK>[A-Za-z_\x80-\xf3][A-Za-z0-9_\x80-\xf3]* {
yylval->string_val = new string(yytext);
return token::NAME;
}
@ -845,7 +845,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
element in initval (in which case Dynare recognizes the matrix name as an external
function symbol), and may want to modify the matrix later with Matlab statements.
*/
<INITIAL>[A-Za-z_][A-Za-z0-9_]* {
<INITIAL>[A-Za-z_\x80-\xf3][A-Za-z0-9_\x80-\xf3]* {
if (driver.symbol_exists_and_is_not_modfile_local_or_external_function(yytext))
{
BEGIN DYNARE_STATEMENT;
@ -863,7 +863,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
/* For joint prior statement, match [symbol, symbol, ...]
If no match, begin native and push everything back on stack
*/
<INITIAL>\[([[:space:]]*[A-Za-z_][A-Za-z0-9_]*[[:space:]]*,{1}[[:space:]]*)*([[:space:]]*[A-Za-z_][A-Za-z0-9_]*[[:space:]]*){1}\] {
<INITIAL>\[([[:space:]]*[A-Za-z_\x80-\xf3][A-Za-z0-9_\x80-\xf3]*[[:space:]]*,{1}[[:space:]]*)*([[:space:]]*[A-Za-z_\x80-\xf3][A-Za-z0-9_\x80-\xf3]*[[:space:]]*){1}\] {
string yytextcpy = string(yytext);
yytextcpy.erase(remove(yytextcpy.begin(), yytextcpy.end(), '['), yytextcpy.end());
yytextcpy.erase(remove(yytextcpy.begin(), yytextcpy.end(), ']'), yytextcpy.end());

2
preprocessor/DynareMain.cc
View File

@ -55,7 +55,7 @@ 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] [output=dynamic|first|second|third] [language=C|C++]"
<< " [-D<variable>[=<value>]] [-I/path] [nostrict] [fast] [minimal_workspace] [output=dynamic|first|second|third] [language=C|C++|julia]"
#if defined(_WIN32) || defined(__CYGWIN32__)
<< " [cygwin] [msvc]"
#endif

49
preprocessor/ExprNode.cc
View File

@ -654,6 +654,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
case eEndogenous:
switch (output_type)
{
case oJuliaDynamicModel:
case oMatlabDynamicModel:
case oCDynamicModel:
i = datatree.getDynJacobianCol(datatree.getDerivID(symb_id, lag)) + ARRAY_SUBSCRIPT_OFFSET(output_type);
@ -664,6 +665,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << "y" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case oCStaticModel:
case oJuliaStaticModel:
case oMatlabStaticModel:
case oMatlabStaticModelSparse:
i = tsid + ARRAY_SUBSCRIPT_OFFSET(output_type);
@ -681,15 +683,17 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
case oMatlabOutsideModel:
output << "oo_.steady_state(" << tsid + 1 << ")";
break;
case oJuliaDynamicSteadyStateOperator:
case oMatlabDynamicSteadyStateOperator:
case oMatlabDynamicSparseSteadyStateOperator:
output << "steady_state(" << tsid + 1 << ")";
output << "steady_state" << LEFT_ARRAY_SUBSCRIPT(output_type) << tsid + 1 << RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case oCDynamicSteadyStateOperator:
output << "steady_state[" << tsid << "]";
break;
case oJuliaSteadyStateFile:
case oSteadyStateFile:
output << "ys_(" << tsid + 1 << ")";
output << "ys_" << LEFT_ARRAY_SUBSCRIPT(output_type) << tsid + 1 << RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case oCSteadyStateFile:
output << "ys_[" << tsid << "]";
@ -704,14 +708,18 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
i = tsid + ARRAY_SUBSCRIPT_OFFSET(output_type);
switch (output_type)
{
case oJuliaDynamicModel:
case oMatlabDynamicModel:
case oMatlabDynamicModelSparse:
if (lag > 0)
output << "x(it_+" << lag << ", " << i << ")";
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_+" << lag << ", " << i
<< RIGHT_ARRAY_SUBSCRIPT(output_type);
else if (lag < 0)
output << "x(it_" << lag << ", " << i << ")";
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_" << lag << ", " << i
<< RIGHT_ARRAY_SUBSCRIPT(output_type);
else
output << "x(it_, " << i << ")";
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_, " << i
<< RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case oCDynamicModel:
case oCDynamic2Model:
@ -723,6 +731,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << "x[it_" << lag << "+" << i << "*nb_row_x]";
break;
case oCStaticModel:
case oJuliaStaticModel:
case oMatlabStaticModel:
case oMatlabStaticModelSparse:
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
@ -734,8 +743,9 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
case oMatlabDynamicSteadyStateOperator:
output << "oo_.exo_steady_state(" << i << ")";
break;
case oJuliaSteadyStateFile:
case oSteadyStateFile:
output << "exo_(" << i << ")";
output << "exo_" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case oCSteadyStateFile:
output << "exo_[" << i - 1 << "]";
@ -750,14 +760,18 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
i = tsid + datatree.symbol_table.exo_nbr() + ARRAY_SUBSCRIPT_OFFSET(output_type);
switch (output_type)
{
case oJuliaDynamicModel:
case oMatlabDynamicModel:
case oMatlabDynamicModelSparse:
if (lag > 0)
output << "x(it_+" << lag << ", " << i << ")";
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_+" << lag << ", " << i
<< RIGHT_ARRAY_SUBSCRIPT(output_type);
else if (lag < 0)
output << "x(it_" << lag << ", " << i << ")";
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_" << lag << ", " << i
<< RIGHT_ARRAY_SUBSCRIPT(output_type);
else
output << "x(it_, " << i << ")";
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_, " << i
<< RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case oCDynamicModel:
case oCDynamic2Model:
@ -769,6 +783,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << "x[it_" << lag << "+" << i << "*nb_row_x]";
break;
case oCStaticModel:
case oJuliaStaticModel:
case oMatlabStaticModel:
case oMatlabStaticModelSparse:
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
@ -780,8 +795,9 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
case oMatlabDynamicSteadyStateOperator:
output << "oo_.exo_det_steady_state(" << tsid + 1 << ")";
break;
case oJuliaSteadyStateFile:
case oSteadyStateFile:
output << "exo_(" << i << ")";
output << "exo_" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case oCSteadyStateFile:
output << "exo_[" << i - 1 << "]";
@ -1836,6 +1852,9 @@ UnaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
case oCDynamicModel:
new_output_type = oCDynamicSteadyStateOperator;
break;
case oJuliaDynamicModel:
new_output_type = oJuliaDynamicSteadyStateOperator;
break;
case oMatlabDynamicModelSparse:
new_output_type = oMatlabDynamicSparseSteadyStateOperator;
break;
@ -2939,7 +2958,10 @@ BinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
unpackPowerDeriv()->writeOutput(output, output_type, temporary_terms, tef_terms);
else
{
output << "getPowerDeriv(";
if (output_type == oJuliaStaticModel || output_type == oJuliaDynamicModel)
output << "get_power_deriv(";
else
output << "getPowerDeriv(";
arg1->writeOutput(output, output_type, temporary_terms, tef_terms);
output << ",";
arg2->writeOutput(output, output_type, temporary_terms, tef_terms);
@ -3047,7 +3069,7 @@ BinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << "~=";
else
{
if (IS_C(output_type))
if (IS_C(output_type) || IS_JULIA(output_type))
output << "!=";
else
output << "\\neq ";
@ -4809,7 +4831,8 @@ ExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_typ
deriv_node_temp_terms_t &tef_terms) const
{
if (output_type == oMatlabOutsideModel || output_type == oSteadyStateFile
|| output_type == oCSteadyStateFile || IS_LATEX(output_type))
|| output_type == oCSteadyStateFile || output_type == oJuliaSteadyStateFile
|| IS_LATEX(output_type))
{
string name = IS_LATEX(output_type) ? datatree.symbol_table.getTeXName(symb_id)
: datatree.symbol_table.getName(symb_id);

18
preprocessor/ExprNode.hh
View File

@ -67,6 +67,8 @@ enum ExprNodeOutputType
oCDynamicModel, //!< C code, dynamic model
oCDynamic2Model, //!< C code, dynamic model, alternative numbering of endogenous variables
oCStaticModel, //!< C code, static model
oJuliaStaticModel, //!< Julia code, static model
oJuliaDynamicModel, //!< Julia code, dynamic model
oMatlabOutsideModel, //!< Matlab code, outside model block (for example in initval)
oLatexStaticModel, //!< LaTeX code, static model
oLatexDynamicModel, //!< LaTeX code, dynamic model
@ -74,8 +76,10 @@ enum ExprNodeOutputType
oMatlabDynamicSteadyStateOperator, //!< Matlab code, dynamic model, inside a steady state operator
oMatlabDynamicSparseSteadyStateOperator, //!< Matlab code, dynamic block decomposed model, inside a steady state operator
oCDynamicSteadyStateOperator, //!< C code, dynamic model, inside a steady state operator
oSteadyStateFile, //!< Matlab code, in the generated steady state file
oCSteadyStateFile //!< C code, in the generated steady state file
oJuliaDynamicSteadyStateOperator, //!< Julia code, dynamic model, inside a steady state operator
oSteadyStateFile, //!< Matlab code, in the generated steady state file
oCSteadyStateFile, //!< C code, in the generated steady state file
oJuliaSteadyStateFile //!< Julia code, in the generated steady state file
};
#define IS_MATLAB(output_type) ((output_type) == oMatlabStaticModel \
@ -87,6 +91,10 @@ enum ExprNodeOutputType
|| (output_type) == oMatlabDynamicSparseSteadyStateOperator \
|| (output_type) == oSteadyStateFile)
#define IS_JULIA(output_type) ((output_type) == oJuliaStaticModel \
|| (output_type) == oJuliaDynamicModel \
|| (output_type) == oJuliaDynamicSteadyStateOperator)
#define IS_C(output_type) ((output_type) == oCDynamicModel \
|| (output_type) == oCDynamic2Model \
|| (output_type) == oCStaticModel \
@ -97,9 +105,9 @@ enum ExprNodeOutputType
|| (output_type) == oLatexDynamicModel \
|| (output_type) == oLatexDynamicSteadyStateOperator)
/* Equal to 1 for Matlab langage, or to 0 for C language. Not defined for LaTeX.
In Matlab, array indexes begin at 1, while they begin at 0 in C */
#define ARRAY_SUBSCRIPT_OFFSET(output_type) ((int) IS_MATLAB(output_type))
/* Equal to 1 for Matlab langage or Julia, or to 0 for C language. Not defined for LaTeX.
In Matlab and Julia, array indexes begin at 1, while they begin at 0 in C */
#define ARRAY_SUBSCRIPT_OFFSET(output_type) ((int) (IS_MATLAB(output_type) || IS_JULIA(output_type)))
// Left and right array subscript delimiters: '(' and ')' for Matlab, '[' and ']' for C
#define LEFT_ARRAY_SUBSCRIPT(output_type) (IS_MATLAB(output_type) ? '(' : '[')

4
preprocessor/ExtendedPreprocessorTypes.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2014 Dynare Team
* Copyright (C) 2014-2015 Dynare Team
*
* This file is part of Dynare.
*
@ -35,7 +35,7 @@ enum LanguageOutputType
c, // outputs files for C
cpp, // outputs files for C++
cuda, // outputs files for CUDA (not yet implemented)
julia, // outputs files for Julia (not yet implemented)
julia, // outputs files for Julia
python, // outputs files for Python (not yet implemented) (not yet implemented)
};
#endif

4
preprocessor/Makefile.am
View File

@ -76,7 +76,9 @@ all-local: $(PROGRAMS)
ARCH="64"; \
fi; \
mkdir -p ../matlab/preprocessor$$ARCH ; \
cd ../matlab/preprocessor$$ARCH && $(LN_S) -f $(abs_srcdir)/$(PROGRAMS) $(PROGRAMS)
cd ../matlab/preprocessor$$ARCH && $(LN_S) -f $(abs_srcdir)/$(PROGRAMS) $(PROGRAMS) ; \
mkdir -p ../../julia/preprocessor$$ARCH ; \
cd ../../julia/preprocessor$$ARCH && $(LN_S) -f $(abs_srcdir)/$(PROGRAMS) $(PROGRAMS)
if HAVE_DOXYGEN
html-local:

135
preprocessor/ModFile.cc
View File

@ -742,7 +742,7 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
if (dynamic_model.equation_number() > 0)
{
dynamic_model.writeOutput(mOutputFile, basename, block, byte_code, use_dll, mod_file_struct.order_option, mod_file_struct.estimation_present);
dynamic_model.writeOutput(mOutputFile, basename, block, byte_code, use_dll, mod_file_struct.order_option, mod_file_struct.estimation_present, false);
if (!no_static)
static_model.writeOutput(mOutputFile, block);
}
@ -817,18 +817,18 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
{
if (!no_static)
{
static_model.writeStaticFile(basename, block, byte_code, use_dll);
static_model.writeParamsDerivativesFile(basename);
static_model.writeStaticFile(basename, block, byte_code, use_dll, false);
static_model.writeParamsDerivativesFile(basename, false);
}
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
dynamic_model.writeParamsDerivativesFile(basename);
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, false);
dynamic_model.writeParamsDerivativesFile(basename, false);
}
// Create steady state file
steady_state_model.writeSteadyStateFile(basename, mod_file_struct.ramsey_model_present);
steady_state_model.writeSteadyStateFile(basename, mod_file_struct.ramsey_model_present, false);
}
cout << "done" << endl;
}
@ -843,6 +843,9 @@ ModFile::writeExternalFiles(const string &basename, FileOutputType output, Langu
case cpp:
writeExternalFilesCC(basename, output);
break;
case julia:
writeExternalFilesJulia(basename, output);
break;
default:
cerr << "This case shouldn't happen. Contact the authors of Dynare" << endl;
exit(EXIT_FAILURE);
@ -855,10 +858,10 @@ ModFile::writeExternalFilesC(const string &basename, FileOutputType output) cons
writeModelC(basename);
steady_state_model.writeSteadyStateFileC(basename, mod_file_struct.ramsey_model_present);
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, false);
if (!no_static)
static_model.writeStaticFile(basename, false, false, true);
static_model.writeStaticFile(basename, false, false, true, false);
// static_model.writeStaticCFile(basename, block, byte_code, use_dll);
@ -960,10 +963,10 @@ ModFile::writeExternalFilesCC(const string &basename, FileOutputType output) con
writeModelCC(basename);
steady_state_model.writeSteadyStateFileC(basename, mod_file_struct.ramsey_model_present);
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, false);
if (!no_static)
static_model.writeStaticFile(basename, false, false, true);
static_model.writeStaticFile(basename, false, false, true, false);
// static_model.writeStaticCFile(basename, block, byte_code, use_dll);
// static_model.writeParamsDerivativesFileC(basename, cuda);
@ -1059,3 +1062,113 @@ ModFile::writeModelCC(const string &basename) const
mOutputFile.close();
}
void
ModFile::writeExternalFilesJulia(const string &basename, FileOutputType output) const
{
ofstream jlOutputFile;
if (basename.size())
{
string fname(basename);
fname += ".jl";
jlOutputFile.open(fname.c_str(), ios::out | ios::binary);
if (!jlOutputFile.is_open())
{
cerr << "ERROR: Can't open file " << fname
<< " for writing" << endl;
exit(EXIT_FAILURE);
}
}
else
{
cerr << "ERROR: Missing file name" << endl;
exit(EXIT_FAILURE);
}
jlOutputFile << "module " << basename << endl
<< "#" << endl
<< "# NB: this file was automatically generated by Dynare" << endl
<< "# from " << basename << ".mod" << endl
<< "#" << endl
<< "using DynareModel" << endl
<< "using DynareOptions" << endl
<< "using DynareOutput" << endl
<< "using Utils" << endl
<< "using " << basename << "Static" << endl
<< "using " << basename << "Dynamic" << endl
<< "using " << basename << "SteadyState2" << endl << endl
<< "export model" << endl;
// Write Output
jlOutputFile << endl
<< "output = dynare_output()" << endl
<< "output.dynare_version = \"" << PACKAGE_VERSION << "\"" << endl;
// Write Options
jlOutputFile << endl
<< "options = dynare_options()" << endl
<< "options.dynare_version = \"" << PACKAGE_VERSION << "\"" << endl;
if (linear == 1)
jlOutputFile << "options.linear = true" << endl;
// Write Model
jlOutputFile << endl
<< "model = dynare_model()" << endl
<< "model.fname = \"" << basename << "\"" << endl
<< "model.dynare_version = \"" << PACKAGE_VERSION << "\"" << endl
<< "model.sigma_e = zeros(Float64, " << symbol_table.exo_nbr() << ", "
<< symbol_table.exo_nbr() << ")" << endl
<< "model.correlation_matrix = ones(Float64, " << symbol_table.exo_nbr() << ", "
<< symbol_table.exo_nbr() << ")" << endl
<< "model.orig_eq_nbr = " << orig_eqn_nbr << endl
<< "model.eq_nbr = " << dynamic_model.equation_number() << endl
<< "model.ramsey_eq_nbr = " << ramsey_eqn_nbr << endl;
if (mod_file_struct.calibrated_measurement_errors)
jlOutputFile << "model.h = zeros(Float64,"
<< symbol_table.observedVariablesNbr() << ", "
<< symbol_table.observedVariablesNbr() << ");" << endl
<< "model.correlation_matrix_me = ones(Float64, "
<< symbol_table.observedVariablesNbr() << ", "
<< symbol_table.observedVariablesNbr() << ");" << endl;
else
jlOutputFile << "model.h = zeros(Float64, 1, 1)" << endl
<< "model.correlation_matrix_me = ones(Float64, 1, 1)" << endl;
cout << "Processing outputs ..." << endl;
symbol_table.writeJuliaOutput(jlOutputFile);
if (dynamic_model.equation_number() > 0)
{
dynamic_model.writeOutput(jlOutputFile, basename, false, false, false,
mod_file_struct.order_option,
mod_file_struct.estimation_present, true);
if (!no_static)
{
static_model.writeStaticFile(basename, false, false, false, true);
static_model.writeParamsDerivativesFile(basename, true);
}
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll,
mod_file_struct.order_option, true);
dynamic_model.writeParamsDerivativesFile(basename, true);
}
steady_state_model.writeSteadyStateFile(basename, mod_file_struct.ramsey_model_present, true);
jlOutputFile << "model.static = " << basename << "Static.static!" << endl
<< "model.dynamic = " << basename << "Dynamic.dynamic!" << endl
<< "model.steady_state = " << basename << "SteadyState2.steady_state!" << endl
<< "try" << endl
<< " using " << basename << "StaticParamsDerivs" << endl
<< " model.static_params_derivs = " << basename
<< "StaticParamsDerivs.params_derivs" << endl
<< "catch" << endl
<< "end" << endl
<< "try" << endl
<< " using " << basename << "DynamicParamsDerivs" << endl
<< " model.dynamic_params_derivs = " << basename
<< "DynamicParamsDerivs.params_derivs" << endl
<< "catch" << endl
<< "end" << endl
<< "end" << endl;
jlOutputFile.close();
cout << "done" << endl;
}

1
preprocessor/ModFile.hh
View File

@ -158,6 +158,7 @@ public:
void writeExternalFiles(const string &basename, FileOutputType output, LanguageOutputType language) const;
void writeExternalFilesC(const string &basename, FileOutputType output) const;
void writeExternalFilesCC(const string &basename, FileOutputType output) const;
void writeExternalFilesJulia(const string &basename, FileOutputType output) const;
//! Writes C output files only => No further Matlab processing
void writeCOutputFiles(const string &basename) const;
void writeModelC(const string &basename) const;

21
preprocessor/ModelTree.cc
View File

@ -1127,6 +1127,8 @@ ModelTree::writeTemporaryTerms(const temporary_terms_t &tt, ostream &output,
if (IS_C(output_type))
output << "double ";
else if (IS_JULIA(output_type))
output << " @inbounds ";
(*it)->writeOutput(output, output_type, tt, tef_terms);
output << " = ";
@ -1199,6 +1201,8 @@ ModelTree::writeModelLocalVariables(ostream &output, ExprNodeOutputType output_t
if (IS_C(output_type))
output << "double ";
else if (IS_JULIA(output_type))
output << " @inbounds ";
/* We append underscores to avoid name clashes with "g1" or "oo_" (see
also VariableNode::writeOutput) */
@ -1229,14 +1233,20 @@ ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type)
if (vrhs != 0) // The right hand side of the equation is not empty ==> residual=lhs-rhs;
{
if (IS_JULIA(output_type))
output << " @inbounds ";
output << "lhs =";
lhs->writeOutput(output, output_type, temporary_terms);
output << ";" << endl;
if (IS_JULIA(output_type))
output << " @inbounds ";
output << "rhs =";
rhs->writeOutput(output, output_type, temporary_terms);
output << ";" << endl;
if (IS_JULIA(output_type))
output << " @inbounds ";
output << "residual" << LEFT_ARRAY_SUBSCRIPT(output_type)
<< eq + ARRAY_SUBSCRIPT_OFFSET(output_type)
<< RIGHT_ARRAY_SUBSCRIPT(output_type)
@ -1244,6 +1254,8 @@ ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type)
}
else // The right hand side of the equation is empty ==> residual=lhs;
{
if (IS_JULIA(output_type))
output << " @inbounds ";
output << "residual" << LEFT_ARRAY_SUBSCRIPT(output_type)
<< eq + ARRAY_SUBSCRIPT_OFFSET(output_type)
<< RIGHT_ARRAY_SUBSCRIPT(output_type)
@ -1470,8 +1482,11 @@ ModelTree::set_cutoff_to_zero()
void
ModelTree::jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutputType output_type) const
{
output << " g1" << LEFT_ARRAY_SUBSCRIPT(output_type);
if (IS_MATLAB(output_type))
output << " ";
if (IS_JULIA(output_type))
output << "@inbounds ";
output << "g1" << LEFT_ARRAY_SUBSCRIPT(output_type);
if (IS_MATLAB(output_type) || IS_JULIA(output_type))
output << eq_nb + 1 << "," << col_nb + 1;
else
output << eq_nb + col_nb *equations.size();
@ -1482,7 +1497,7 @@ void
ModelTree::sparseHelper(int order, ostream &output, int row_nb, int col_nb, ExprNodeOutputType output_type) const
{
output << " v" << order << LEFT_ARRAY_SUBSCRIPT(output_type);
if (IS_MATLAB(output_type))
if (IS_MATLAB(output_type) || IS_JULIA(output_type))
output << row_nb + 1 << "," << col_nb + 1;
else
output << row_nb + col_nb * NNZDerivatives[order-1];

369
preprocessor/StaticModel.cc
View File

@ -1175,26 +1175,29 @@ StaticModel::writeStaticMFile(const string &func_name) const
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl;
writeStaticModel(output, false);
writeStaticModel(output, false, false);
output << "end" << endl;
output.close();
}
void
StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) const
{
ostringstream model_output; // Used for storing model equations
ostringstream model_output; // Used for storing model
ostringstream model_eq_output; // Used for storing model equations
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream third_derivatives_output; // Used for storing third order derivatives equations
ExprNodeOutputType output_type = (use_dll ? oCStaticModel : oMatlabStaticModel);
ostringstream for_sym;
ExprNodeOutputType output_type = (use_dll ? oCStaticModel :
julia ? oJuliaStaticModel : oMatlabStaticModel);
deriv_node_temp_terms_t tef_terms;
writeModelLocalVariables(model_output, output_type, tef_terms);
writeTemporaryTerms(temporary_terms, model_output, output_type, tef_terms);
writeModelEquations(model_output, output_type);
writeModelEquations(model_eq_output, output_type);
int nrows = equations.size();
int JacobianColsNbr = symbol_table.endo_nbr();
@ -1231,35 +1234,49 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
int col_nb = tsid1*symbol_table.endo_nbr()+tsid2;
int col_nb_sym = tsid2*symbol_table.endo_nbr()+tsid1;
sparseHelper(2, hessian_output, k, 0, output_type);
hessian_output << "=" << eq + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 1, output_type);
hessian_output << "=" << col_nb + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 2, output_type);
hessian_output << "=";
d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
hessian_output << ";" << endl;
k++;
// Treating symetric elements
if (symb_id1 != symb_id2)
if (output_type == oJuliaDynamicModel)
{
for_sym << "g2[" << eq + 1 << "," << col_nb + 1 << "]";
hessian_output << " @inbounds " << for_sym.str() << " = ";
d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
hessian_output << endl;
}
else
{
sparseHelper(2, hessian_output, k, 0, output_type);
hessian_output << "=" << eq + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 1, output_type);
hessian_output << "=" << col_nb_sym + 1 << ";" << endl;
hessian_output << "=" << col_nb + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 2, output_type);
hessian_output << "=";
sparseHelper(2, hessian_output, k-1, 2, output_type);
d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
hessian_output << ";" << endl;
k++;
}
// Treating symetric elements
if (symb_id1 != symb_id2)
if (output_type == oJuliaDynamicModel)
hessian_output << " @inbounds g2[" << eq + 1 << "," << col_nb_sym + 1 << "] = "
<< for_sym.str() << endl;
else
{
sparseHelper(2, hessian_output, k, 0, output_type);
hessian_output << "=" << eq + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 1, output_type);
hessian_output << "=" << col_nb_sym + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 2, output_type);
hessian_output << "=";
sparseHelper(2, hessian_output, k-1, 2, output_type);
hessian_output << ";" << endl;
k++;
}
}
// Writing third derivatives
@ -1281,18 +1298,29 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
// Reference column number for the g3 matrix
int ref_col = id1 * hessianColsNbr + id2 * JacobianColsNbr + id3;
sparseHelper(3, third_derivatives_output, k, 0, output_type);
third_derivatives_output << "=" << eq + 1 << ";" << endl;
if (output_type == oJuliaDynamicModel)
{
for_sym << "g3[" << eq + 1 << "," << ref_col + 1 << "]";
third_derivatives_output << " @inbounds " << for_sym.str() << " = ";
d3->writeOutput(third_derivatives_output, output_type, temporary_terms, tef_terms);
third_derivatives_output << endl;
}
else
{
sparseHelper(3, third_derivatives_output, k, 0, output_type);
third_derivatives_output << "=" << eq + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k, 1, output_type);
third_derivatives_output << "=" << ref_col + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k, 1, output_type);
third_derivatives_output << "=" << ref_col + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k, 2, output_type);
third_derivatives_output << "=";
d3->writeOutput(third_derivatives_output, output_type, temporary_terms, tef_terms);
third_derivatives_output << ";" << endl;
sparseHelper(3, third_derivatives_output, k, 2, output_type);
third_derivatives_output << "=";
d3->writeOutput(third_derivatives_output, output_type, temporary_terms, tef_terms);
third_derivatives_output << ";" << endl;
}
// Compute the column numbers for the 5 other permutations of (id1,id2,id3) and store them in a set (to avoid duplicates if two indexes are equal)
// Compute the column numbers for the 5 other permutations of (id1,id2,id3)
// and store them in a set (to avoid duplicates if two indexes are equal)
set<int> cols;
cols.insert(id1 * hessianColsNbr + id3 * JacobianColsNbr + id2);
cols.insert(id2 * hessianColsNbr + id1 * JacobianColsNbr + id3);
@ -1303,30 +1331,35 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
int k2 = 1; // Keeps the offset of the permutation relative to k
for (set<int>::iterator it2 = cols.begin(); it2 != cols.end(); it2++)
if (*it2 != ref_col)
{
sparseHelper(3, third_derivatives_output, k+k2, 0, output_type);
third_derivatives_output << "=" << eq + 1 << ";" << endl;
if (output_type == oJuliaDynamicModel)
third_derivatives_output << " @inbounds g3[" << eq + 1 << "," << *it2 + 1 << "] = "
<< for_sym.str() << endl;
else
{
sparseHelper(3, third_derivatives_output, k+k2, 0, output_type);
third_derivatives_output << "=" << eq + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k+k2, 1, output_type);
third_derivatives_output << "=" << *it2 + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k+k2, 1, output_type);
third_derivatives_output << "=" << *it2 + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k+k2, 2, output_type);
third_derivatives_output << "=";
sparseHelper(3, third_derivatives_output, k, 2, output_type);
third_derivatives_output << ";" << endl;
sparseHelper(3, third_derivatives_output, k+k2, 2, output_type);
third_derivatives_output << "=";
sparseHelper(3, third_derivatives_output, k, 2, output_type);
third_derivatives_output << ";" << endl;
k2++;
}
k2++;
}
k += k2;
}
if (!use_dll)
if (output_type == oMatlabStaticModel)
{
StaticOutput << "residual = zeros( " << equations.size() << ", 1);" << endl << endl
<< "%" << endl
<< "% Model equations" << endl
<< "%" << endl << endl
<< model_output.str()
<< model_eq_output.str()
<< "if ~isreal(residual)" << endl
<< " residual = real(residual)+imag(residual).^2;" << endl
<< "end" << endl
@ -1366,9 +1399,8 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
<< " g3 = sparse(v3(:,1),v3(:,2),v3(:,3)," << nrows << "," << ncols << ");" << endl;
else // Either 3rd derivatives is all zero, or we didn't compute it
StaticOutput << " g3 = sparse([],[],[]," << nrows << "," << ncols << ");" << endl;
}
else
else if (output_type == oCStaticModel)
{
StaticOutput << "void Static(double *y, double *x, int nb_row_x, double *params, double *residual, double *g1, double *v2)" << endl
<< "{" << endl
@ -1376,6 +1408,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
<< endl
<< " /* Residual equations */" << endl
<< model_output.str()
<< model_eq_output.str()
<< " /* Jacobian */" << endl
<< " if (g1 == NULL)" << endl
<< " return;" << endl
@ -1401,6 +1434,103 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
<< third_derivatives_output.str()
<< " }" << endl;
}
else
{
ostringstream comments;
comments << "## Function Arguments" << endl
<< endl
<< "## Input" << endl
<< " 1 y: Array{Float64, length(model.endo), 1} Vector of endogenous variables in declaration order" << endl
<< " 2 x: Array{Float64, length(model.exo), 1} Vector of exogenous variables in declaration order" << endl
<< " 3 params: Array{Float64, length(model.param), 1} Vector of parameter values in declaration order" << endl
<< endl
<< "## Output" << endl
<< " 4 residual: Array(Float64, model.eq_nbr, 1) Vector of residuals of the static model equations" << endl
<< " in order of declaration of the equations." << endl
<< " Dynare may prepend auxiliary equations, see model.aux_vars" << endl;
StaticOutput << "function static!(y::Vector{Float64}, x::Vector{Float64}, "
<< "params::Vector{Float64}," << endl
<< " residual::Vector{Float64})" << endl
<< "#=" << endl << comments.str() << "=#" << endl
<< " @assert size(y) == " << symbol_table.endo_nbr() << endl
<< " @assert size(x) == " << symbol_table.exo_nbr() << endl
<< " @assert size(params) == " << symbol_table.param_nbr() << endl
<< " @assert size(residual) == " << equations.size() << endl
<< " #" << endl
<< " # Model equations" << endl
<< " #" << endl
<< model_output.str()
<< model_eq_output.str()
<< "if ~isreal(residual)" << endl
<< " residual = real(residual)+imag(residual).^2;" << endl
<< "end" << endl
<< "end" << endl << endl
<< "function static!(y::Vector{Float64}, x::Vector{Float64}, "
<< "params::Vector{Float64}," << endl
<< " residual::Vector{Float64}, g1::Matrix{Float64})" << endl;
comments << " 5 g1: Array(Float64, model.eq_nbr, length(model.endo)) Jacobian matrix of the static model equations;" << endl
<< " columns: variables in declaration order" << endl
<< " rows: equations in order of declaration" << endl;
StaticOutput << "#=" << endl << comments.str() << "=#" << endl
<< " @assert size(g1) == (" << equations.size() << ", " << symbol_table.endo_nbr()
<< ")" << endl
<< " fill!(g1, 0.0)" << endl
<< " static!(y, x, params, residual)" << endl
<< model_output.str()
<< " #" << endl
<< " # Jacobian matrix" << endl
<< " #" << endl
<< jacobian_output.str()
<< " if ~isreal(g1)" << endl
<< " g1 = real(g1)+2*imag(g1);" << endl
<< " end" << endl
<< "end" << endl << endl
<< "function static!(y::Vector{Float64}, x::Vector{Float64}, "
<< "params::Vector{Float64}," << endl
<< " residual::Vector{Float64}, g1::Matrix{Float64}, "
<< "g2::Matrix{Float64})" << endl;
comments << " 6 g2: spzeros(model.eq_nbr, length(model.endo)^2) Hessian matrix of the static model equations;" << endl
<< " columns: variables in declaration order" << endl
<< " rows: equations in order of declaration" << endl;
StaticOutput << "#=" << endl << comments.str() << "=#" << endl
<< " @assert size(g2) == (" << equations.size() << ", " << g2ncols << ")" << endl
<< " static!(y, x, params, residual, g1)" << endl;
if (second_derivatives.size())
StaticOutput << model_output.str()
<< " #" << endl
<< " # Hessian matrix" << endl
<< " #" << endl
<< hessian_output.str();
// Initialize g3 matrix
int ncols = hessianColsNbr * JacobianColsNbr;
StaticOutput << "end" << endl << endl
<< "function static!(y::Vector{Float64}, x::Vector{Float64}, "
<< "params::Vector{Float64}," << endl
<< " residual::Vector{Float64}, g1::Matrix{Float64}, "
<< "g2::Matrix{Float64}," << endl
<< " g3::Matrix{Float64})" << endl;
comments << " 7 g3: spzeros(model.eq_nbr, length(model.endo)^3) Third derivatives matrix of the static model equations;" << endl
<< " columns: variables in declaration order" << endl
<< " rows: equations in order of declaration" << endl;
StaticOutput << "#=" << endl << comments.str() << "=#" << endl
<< " @assert size(g3) == (" << nrows << ", " << ncols << ")" << endl
<< " static!(y, x, params, residual, g1, g2)" << endl;
if (third_derivatives.size())
StaticOutput << model_output.str()
<< " #" << endl
<< " # Third order derivatives" << endl
<< " #" << endl
<< third_derivatives_output.str();
StaticOutput << "end" << endl;
}
}
void
@ -1440,7 +1570,7 @@ StaticModel::writeStaticCFile(const string &func_name) const
writePowerDerivCHeader(output);
// Writing the function body
writeStaticModel(output, true);
writeStaticModel(output, true, false);
output << "}" << endl << endl;
writePowerDeriv(output, true);
@ -1515,7 +1645,30 @@ StaticModel::writeStaticCFile(const string &func_name) const
}
void
StaticModel::writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll) const
StaticModel::writeStaticJuliaFile(const string &basename) const
{
string filename = basename + "Static.jl";
ofstream output;
output.open(filename.c_str(), ios::out | ios::binary);
if (!output.is_open())
{
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
output << "module " << basename << "Static" << endl
<< "#" << endl
<< "# NB: this file was automatically generated by Dynare" << endl
<< "# from " << basename << ".mod" << endl
<< "#" << endl
<< "using Utils" << endl << endl
<< "export static!" << endl << endl;
writeStaticModel(output, false, true);
output << "end" << endl;
}
void
StaticModel::writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll, bool julia) const
{
int r;
@ -1544,9 +1697,11 @@ StaticModel::writeStaticFile(const string &basename, bool block, bool bytecode,
}
else if(use_dll)
writeStaticCFile(basename);
else if (julia)
writeStaticJuliaFile(basename);
else
writeStaticMFile(basename);
writeAuxVarRecursiveDefinitions(basename);
writeAuxVarRecursiveDefinitions(basename, julia);
}
void
@ -1906,10 +2061,11 @@ StaticModel::writeAuxVarInitval(ostream &output, ExprNodeOutputType output_type)
}
}
void StaticModel::writeAuxVarRecursiveDefinitions(const string &basename) const
void StaticModel::writeAuxVarRecursiveDefinitions(const string &basename, const bool julia) const
{
string func_name = basename + "_set_auxiliary_variables";
string filename = func_name + ".m";
string filename = julia ? func_name + ".jl" : func_name + ".m";
string comment = julia ? "#" : "%";
ofstream output;
output.open(filename.c_str(), ios::out | ios::binary);
@ -1920,11 +2076,11 @@ void StaticModel::writeAuxVarRecursiveDefinitions(const string &basename) const
}
output << "function y = " << func_name + "(y, x, params)" << endl
<< "%" << endl
<< "% Status : Computes static model for Dynare" << endl
<< "%" << endl
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl
<< comment << endl
<< comment << " Status : Computes static model for Dynare" << endl
<< comment << endl
<< comment << " Warning : this file is generated automatically by Dynare" << endl
<< comment << " from model file (.mod)" << endl
<< endl;
deriv_node_temp_terms_t tef_terms;
@ -1942,7 +2098,7 @@ void StaticModel::writeAuxVarRecursiveDefinitions(const string &basename) const
}
void
StaticModel::writeParamsDerivativesFile(const string &basename) const
StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) const
{
if (!residuals_params_derivatives.size()
&& !residuals_params_second_derivatives.size()
@ -1951,8 +2107,7 @@ StaticModel::writeParamsDerivativesFile(const string &basename) const
&& !hessian_params_derivatives.size())
return;
string filename = basename + "_static_params_derivs.m";
string filename = julia ? basename + "StaticParamsDerivs.jl" : basename + "_static_params_derivs.m";
ofstream paramsDerivsFile;
paramsDerivsFile.open(filename.c_str(), ios::out | ios::binary);
if (!paramsDerivsFile.is_open())
@ -1960,15 +2115,27 @@ StaticModel::writeParamsDerivativesFile(const string &basename) const
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = " << basename << "_static_params_derivs(y, x, params)" << endl
<< "%" << endl
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl;
ExprNodeOutputType output_type = (julia ? oJuliaStaticModel : oMatlabStaticModel);
if (!julia)
paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = " << basename << "_static_params_derivs(y, x, params)" << endl
<< "%" << endl
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl;
else
paramsDerivsFile << "module " << basename << "StaticParamsDerivs" << endl
<< "#" << endl
<< "# NB: this file was automatically generated by Dynare" << endl
<< "# from " << basename << ".mod" << endl
<< "#" << endl
<< "export params_derivs" << endl << endl
<< "function params_derivs(y, x, params)" << endl;
deriv_node_temp_terms_t tef_terms;
writeModelLocalVariables(paramsDerivsFile, oMatlabStaticModel, tef_terms);
writeModelLocalVariables(paramsDerivsFile, output_type, tef_terms);
writeTemporaryTerms(params_derivs_temporary_terms, paramsDerivsFile, oMatlabStaticModel, tef_terms);
writeTemporaryTerms(params_derivs_temporary_terms, paramsDerivsFile, output_type, tef_terms);
// Write parameter derivative
paramsDerivsFile << "rp = zeros(" << equation_number() << ", "
@ -1983,8 +2150,10 @@ StaticModel::writeParamsDerivativesFile(const string &basename) const
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
paramsDerivsFile << "rp(" << eq+1 << ", " << param_col << ") = ";
d1->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << "rp" << LEFT_ARRAY_SUBSCRIPT(output_type)
<< eq+1 << ", " << param_col
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
d1->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
@ -2003,13 +2172,16 @@ StaticModel::writeParamsDerivativesFile(const string &basename) const
int var_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var)) + 1;
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
paramsDerivsFile << "gp(" << eq+1 << ", " << var_col << ", " << param_col << ") = ";
d2->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << "gp" << LEFT_ARRAY_SUBSCRIPT(output_type)
<< eq+1 << ", " << var_col << ", " << param_col
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
// If nargout >= 3...
paramsDerivsFile << "if nargout >= 3" << endl;
if (!julia)
// If nargout >= 3...
paramsDerivsFile << "if nargout >= 3" << endl;
// Write parameter second derivatives (only if nargout >= 3)
paramsDerivsFile << "rpp = zeros(" << residuals_params_second_derivatives.size()
@ -2027,11 +2199,15 @@ StaticModel::writeParamsDerivativesFile(const string &basename) const
int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
paramsDerivsFile << "rpp(" << i << ",1)=" << eq+1 << ";" << endl
<< "rpp(" << i << ",2)=" << param1_col << ";" << endl
<< "rpp(" << i << ",3)=" << param2_col << ";" << endl
<< "rpp(" << i << ",4)=";
d2->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
<< "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl
<< "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
<< "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
@ -2053,18 +2229,24 @@ StaticModel::writeParamsDerivativesFile(const string &basename) const
int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
paramsDerivsFile << "gpp(" << i << ",1)=" << eq+1 << ";" << endl
<< "gpp(" << i << ",2)=" << var_col << ";" << endl
<< "gpp(" << i << ",3)=" << param1_col << ";" << endl
<< "gpp(" << i << ",4)=" << param2_col << ";" << endl
<< "gpp(" << i << ",5)=";
d2->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
<< "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var_col << ";" << endl
<< "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl
<< "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
<< "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
// If nargout >= 5...
paramsDerivsFile << "end" << endl
<< "if nargout >= 5" << endl;
if (!julia)
// If nargout >= 5...
paramsDerivsFile << "end" << endl
<< "if nargout >= 5" << endl;
// Write hessian derivatives (only if nargout >= 5)
paramsDerivsFile << "hp = zeros(" << hessian_params_derivatives.size() << ",5);" << endl;
@ -2083,15 +2265,22 @@ StaticModel::writeParamsDerivativesFile(const string &basename) const
int var2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var2)) + 1;
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
paramsDerivsFile << "hp(" << i << ",1)=" << eq+1 << ";" << endl
<< "hp(" << i << ",2)=" << var1_col << ";" << endl
<< "hp(" << i << ",3)=" << var2_col << ";" << endl
<< "hp(" << i << ",4)=" << param_col << ";" << endl
<< "hp(" << i << ",5)=";
d2->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
<< "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var1_col << ";" << endl
<< "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var2_col << ";" << endl
<< "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param_col << ";" << endl
<< "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
if (julia)
paramsDerivsFile << "(rp, gp, rpp, gpp, hp)" << endl;
paramsDerivsFile << "end" << endl
<< "end" << endl;
paramsDerivsFile.close();

15
preprocessor/StaticModel.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2012 Dynare Team
* Copyright (C) 2003-2015 Dynare Team
*
* This file is part of Dynare.
*
@ -50,8 +50,11 @@ private:
//! Writes static model file (C version)
void writeStaticCFile(const string &func_name) const;
//! Writes static model file (Julia version)
void writeStaticJuliaFile(const string &basename) const;
//! Writes the static model equations and its derivatives
void writeStaticModel(ostream &StaticOutput, bool use_dll) const;
void writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) const;
//! Writes the static function calling the block to solve (Matlab version)
void writeStaticBlockMFSFile(const string &basename) const;
@ -168,10 +171,10 @@ public:
int &u_count_int, bool &file_open) const;
//! Writes static model file
void writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll) const;
void writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll, bool julia) const;
//! Writes file containing static parameters derivatives
void writeParamsDerivativesFile(const string &basename) const;
void writeParamsDerivativesFile(const string &basename, bool julia) const;
//! Writes LaTeX file with the equations of the static model
void writeLatexFile(const string &basename) const;
@ -179,8 +182,8 @@ public:
//! Writes initializations in oo_.steady_state or steady state file for the auxiliary variables
void writeAuxVarInitval(ostream &output, ExprNodeOutputType output_type) const;
//! Writes definition of the auxiliary variables in a M file
void writeAuxVarRecursiveDefinitions(const string &basename) const;
//! Writes definition of the auxiliary variables in a .m or .jl file
void writeAuxVarRecursiveDefinitions(const string &basename, const bool julia) const;
virtual int getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException);
virtual void addAllParamDerivId(set<int> &deriv_id_set);

45
preprocessor/SteadyStateModel.cc
View File

@ -105,13 +105,12 @@ SteadyStateModel::checkPass(bool ramsey_model, WarningConsolidation &warnings) c
}
void
SteadyStateModel::writeSteadyStateFile(const string &basename, bool ramsey_model) const
SteadyStateModel::writeSteadyStateFile(const string &basename, bool ramsey_model, bool julia) const
{
if (def_table.size() == 0)
return;
string filename = basename + "_steadystate2.m";
string filename = julia ? basename + "SteadyState2.jl" : basename + "_steadystate2.m";
ofstream output;
output.open(filename.c_str(), ios::out | ios::binary);
if (!output.is_open())
@ -120,10 +119,22 @@ SteadyStateModel::writeSteadyStateFile(const string &basename, bool ramsey_model
exit(EXIT_FAILURE);
}
output << "function [ys_, params, info] = " << basename << "_steadystate2("
<< "ys_, exo_, params)" << endl
<< "% Steady state generated by Dynare preprocessor" << endl
<< " info = 0;" << endl;
ExprNodeOutputType output_type = (julia ? oJuliaSteadyStateFile : oSteadyStateFile);
if (!julia)
output << "function [ys_, params, info] = " << basename << "_steadystate2("
<< "ys_, exo_, params)" << endl
<< "% Steady state generated by Dynare preprocessor" << endl
<< " info = 0;" << endl;
else
output << "module " << basename << "SteadyState2" << endl
<< "#" << endl
<< "# NB: this file was automatically generated by Dynare" << endl
<< "# from " << basename << ".mod" << endl
<< "#" << endl
<< "export steady_state!" << endl << endl
<< "function steady_state!(ys_::Vector{Float64}, exo_::Vector{Float64}, "
<< "params::Vector{Float64})" << endl;
for (size_t i = 0; i < def_table.size(); i++)
{
@ -135,7 +146,7 @@ SteadyStateModel::writeSteadyStateFile(const string &basename, bool ramsey_model
{
variable_node_map_t::const_iterator it = variable_node_map.find(make_pair(symb_ids[j], 0));
assert(it != variable_node_map.end());
dynamic_cast<ExprNode *>(it->second)->writeOutput(output, oSteadyStateFile);
dynamic_cast<ExprNode *>(it->second)->writeOutput(output, output_type);
if (j < symb_ids.size()-1)
output << ",";
}
@ -143,13 +154,21 @@ SteadyStateModel::writeSteadyStateFile(const string &basename, bool ramsey_model
output << "]";
output << "=";
def_table[i].second->writeOutput(output, oSteadyStateFile);
def_table[i].second->writeOutput(output, output_type);
output << ";" << endl;
}
output << " % Auxiliary equations" << endl;
static_model.writeAuxVarInitval(output, oSteadyStateFile);
output << " check_=0;" << endl
<< "end" << endl;
if (!julia)
output << " % Auxiliary equations" << endl;
else
output << " # Auxiliary equations" << endl;
static_model.writeAuxVarInitval(output, output_type);
if (!julia)
output << " check_=0;" << endl;
output << "end" << endl;
if (julia)
output << "end" << endl;
}
void

2
preprocessor/SteadyStateModel.hh
View File

@ -48,7 +48,7 @@ public:
/*!
\param[in] ramsey_model Is there a Ramsey model in the MOD file? If yes, then use the "ys" in argument of the steady state file as initial values
*/
void writeSteadyStateFile(const string &basename, bool ramsey_model) const;
void writeSteadyStateFile(const string &basename, bool ramsey_model, bool julia) const;
void writeSteadyStateFileC(const string &basename, bool ramsey_model) const;
};

113
preprocessor/SymbolTable.cc
View File

@ -709,3 +709,116 @@ SymbolTable::getOrigEndogenous() const
origendogs.insert(it->second);
return origendogs;
}
void
SymbolTable::writeJuliaOutput(ostream &output) const throw (NotYetFrozenException)
{
if (!frozen)
throw NotYetFrozenException();
output << "# Endogenous Variables" << endl
<< "model.endo = [" << endl;
if (endo_nbr() > 0)
for (int id = 0; id < endo_nbr(); id++)
output << " DynareModel.Endo(\""
<< getName(endo_ids[id]) << "\", \""
<< getTeXName(endo_ids[id]) << "\", \""
<< getLongName(endo_ids[id]) << "\")" << endl;
output << " ]" << endl;
output << "# Exogenous Variables" << endl
<< "model.exo = [" << endl;
if (exo_nbr() > 0)
for (int id = 0; id < exo_nbr(); id++)
output << " DynareModel.Exo(\""
<< getName(exo_ids[id]) << "\", \""
<< getTeXName(exo_ids[id]) << "\", \""
<< getLongName(exo_ids[id]) << "\")" << endl;
output << " ]" << endl;
if (exo_det_nbr() > 0)
{
output << "# Exogenous Deterministic Variables" << endl
<< "model.exo_det = [" << endl;
if (exo_det_nbr() > 0)
for (int id = 0; id < exo_det_nbr(); id++)
output << " DynareModel.ExoDet(\""
<< getName(exo_det_ids[id]) << "\", \""
<< getTeXName(exo_det_ids[id]) << "\", \""
<< getLongName(exo_det_ids[id]) << "\")" << endl;
output << " ]" << endl;
}
output << "# Parameters" << endl
<< "model.param = [" << endl;
if (param_nbr() > 0)
for (int id = 0; id < param_nbr(); id++)
output << " DynareModel.Param(\""
<< getName(param_ids[id]) << "\", \""
<< getTeXName(param_ids[id]) << "\", \""
<< getLongName(param_ids[id]) << "\")" << endl;
output << " ]" << endl;
output << "model.orig_endo_nbr = " << orig_endo_nbr() << endl;
if (aux_vars.size() > 0)
{
output << "# Auxiliary Variables" << endl
<< "model.aux_vars = [" << endl;
for (int i = 0; i < (int) aux_vars.size(); i++)
{
output << " DynareModel.AuxVars("
<< getTypeSpecificID(aux_vars[i].get_symb_id()) + 1 << ", "
<< aux_vars[i].get_type() << ", ";
switch (aux_vars[i].get_type())
{
case avEndoLead:
case avExoLead:
break;
case avEndoLag:
case avExoLag:
output << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) + 1 << ", "
<< aux_vars[i].get_orig_lead_lag() << ", NaN, NaN";
break;
case avMultiplier:
output << "NaN, NaN, " << aux_vars[i].get_equation_number_for_multiplier() + 1
<< ", NaN";
break;
case avDiffForward:
output << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1 << ", NaN, ";
break;
case avExpectation:
output << "NaN, NaN, NaN, \"\\mathbb{E}_{t"
<< (aux_vars[i].get_information_set() < 0 ? "" : "+")
<< aux_vars[i].get_information_set() << "}(";
aux_vars[i].get_expectation_expr_node()->writeOutput(output, oLatexDynamicModel);
output << ")\"";
break;
}
output << ")" << endl;
}
output << "]" << endl;
}
if (predeterminedNbr() > 0)
{
output << "# Predetermined Variables" << endl
<< "model.pred_vars = [ " << endl;
for (set<int>::const_iterator it = predetermined_variables.begin();
it != predetermined_variables.end(); it++)
output << " DynareModel.PredVars("
<< getTypeSpecificID(*it)+1 << ")" << endl;
output << " ]" << endl;
}
if (observedVariablesNbr() > 0)
{
output << "# Observed Variables" << endl
<< "options.obs_vars = [" << endl;
for (vector<int>::const_iterator it = varobs.begin();
it != varobs.end(); it++)
output << " DynareModel.ObsVars("
<< getTypeSpecificID(*it)+1 << ")" << endl;
output << " ]" << endl;
}
}

2
preprocessor/SymbolTable.hh
View File

@ -283,6 +283,8 @@ public:
inline int orig_endo_nbr() const throw (NotYetFrozenException);
//! Write output of this class
void writeOutput(ostream &output) const throw (NotYetFrozenException);
//! Write Julia output of this class
void writeJuliaOutput(ostream &output) const throw (NotYetFrozenException);
//! Write C output of this class
void writeCOutput(ostream &output) const throw (NotYetFrozenException);
//! Write CC output of this class

2
preprocessor/macro/MacroFlex.ll
View File

@ -245,7 +245,7 @@ CONT \\\\
<STMT>echo { return token::ECHO_DIR; }
<STMT>error { return token::ERROR; }
<STMT,EXPR>[A-Za-z_][A-Za-z0-9_]* {
<STMT,EXPR>[A-Za-z_\x80-\xf3][A-Za-z0-9_\x80-\xf3]* {
yylval->string_val = new string(yytext);
return token::NAME;
}

8
tests/julia/rbc/README.md Normal file
View File

@ -0,0 +1,8 @@
To compile the Dynare file ```rbc.mod``` and produce a julia module, just do
```
include("test.jl")
```
in a script or in julia's shell.

8
tests/julia/rbc/clean Executable file
View File

@ -0,0 +1,8 @@
#/bin/sh
rm -f *~
rm -f rbc.jl
rm -f rbcDynamic.jl
rm -f rbcSteadyState2.jl
rm -rf rbc
rm -f rbcStatic.jl
rm -f rbc_set_auxiliary_variables.jl

76
tests/julia/rbc/rbc.mod Normal file
View File

@ -0,0 +1,76 @@
var Capital , Output, Labour, Consumption, Efficiency, efficiency ;
varexo EfficiencyInnovation;
parameters beta, theta, tau, alpha, Epsilon, delta, rho, effstar, sigma;
beta = 0.990;
theta = 0.357;
tau = 30.000;
alpha = 0.450;
delta = 0.020;
rho = 0.950;
effstar = 1.500;
sigma = 0.010;
Epsilon = 0.500;
model;
#Psi = (Epsilon-1)/Epsilon;
// Eq. n°1:
efficiency = rho*efficiency(-1) + sigma*EfficiencyInnovation;
// Eq. n°2:
Efficiency = effstar*exp(efficiency);
// Eq. n°3:
Output = Efficiency*(alpha*Capital(-1)^Psi+(1-alpha)*Labour^Psi)^(1/Psi);
// Eq. n°4:
Consumption + Capital - Output - (1-delta)*Capital(-1);
// Eq. n°5:
((1-theta)/theta)*(Consumption/(1-Labour)) - (1-alpha)*Efficiency^((1-Psi))*(alpha*(Capital(-1)/Labour)^Psi+1-alpha)^((1-Psi)/Psi);
// Eq. n°6:
(((Consumption^theta)*((1-Labour)^(1-theta)))^(1-tau))/Consumption
- beta*(Consumption(1)^theta*(1-Labour(1))^(1-theta))^(1-tau)/Consumption(1)*(alpha*Efficiency(1)^Psi*(Output(1)/Capital)^(1-Psi)+1-delta);
end;
steady_state_model;
efficiency = 0;
Efficiency = effstar;
psi = (Epsilon-1)/Epsilon;
Output_per_unit_of_Capital = ( (1/beta-1+delta) / (alpha*effstar^psi) )^(1/(1-psi));
Consumption_per_unit_of_Capital = Output_per_unit_of_Capital-delta;
Labour_per_unit_of_Capital = ((Output_per_unit_of_Capital/Efficiency)^psi-alpha)^(1/psi)/(1-alpha)^(1/psi);
gamma_1 = theta*(1-alpha)/(1-theta)*(Output_per_unit_of_Capital/Labour_per_unit_of_Capital)^(1-psi);
gamma_2 = (Output_per_unit_of_Capital-delta)/Labour_per_unit_of_Capital;
Labour = 1/(1+gamma_2/gamma_1);
Output_per_unit_of_Labour=Output_per_unit_of_Capital/Labour_per_unit_of_Capital;
Consumption_per_unit_of_Labour=Consumption_per_unit_of_Capital/Labour_per_unit_of_Capital;
ShareOfCapital= alpha^(1/(1-psi))*effstar^psi/(1/beta-1+delta)^(psi/(1-psi));
Consumption = Consumption_per_unit_of_Labour*Labour;
Capital = Labour/Labour_per_unit_of_Capital;
Output = Output_per_unit_of_Capital*Capital;
end;
shocks;
var EfficiencyInnovation = 1;
end;

13
tests/julia/rbc/test.jl Normal file
View File

@ -0,0 +1,13 @@
#clear workspace
workspace()
# Modification of the path (for packages). Should be done in ~/.juliarc.jl with a fixed path instead.
if isempty(findin([abspath("../../../julia")], LOAD_PATH))
unshift!(LOAD_PATH, abspath("../../../julia"))
end
# Load Dynare package
importall Dynare
# Compile the rbc.mod file -> produce a module with the model definition.
@dynare "rbc.mod"