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trunk doc: updated macroprocessor slides 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2783 ac1d8469-bf42-47a9-8791-bf33cf982152
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doc/macroprocessor/macroprocessor.tex
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@ -17,8 +17,8 @@
\title{The Dynare Macro-processor}
\author{Sébastien Villemot}
\institute[BoFrance - PSE]{Bank of France - Paris School of Economics}
\date{February 2, 2009}
\institute[BdF - CEPREMAP]{Banque de France - CEPREMAP}
\date{June 23, 2009}
\AtBeginSection[]
{
@ -45,12 +45,12 @@
\begin{frame}
\frametitle{Motivation}
\begin{itemize}
\item The \textbf{Dynare language} (used in MOD files) is well suited for describing economic models
\item However, it lacks some useful features, such as:
\item The \textbf{Dynare language} (used in MOD files) is well suited for many economic models
\item However, as such, it lacks some useful features, such as:
\begin{itemize}
\item a loop mechanism for automatically repeating similar blocks of equations (such as in multi-country models)
\item an operator for indexed sums or products inside equations
\item a mechanism for splitting large MOD-files in smaller modular files
\item a mechanism for splitting large MOD files in smaller modular files
\item the possibility of conditionally including some equations or some runtime commands
\end{itemize}
\item The \textbf{Dynare Macro-language} was specifically designed to address these issues
@ -61,15 +61,15 @@
\begin{frame}
\frametitle{Design of the macro-language}
\begin{itemize}
\item The Dynare Macro-language provides a new set of \textbf{macro-commands} which can be inserted inside MOD-files
\item The Dynare Macro-language provides a new set of \textbf{macro-commands} which can be inserted inside MOD files
\item Language features include:
\begin{itemize}
\item file inclusion
\item loops
\item conditional inclusion (if/then/else structures)
\item loops (\textit{for} structure)
\item conditional inclusion (\textit{if/then/else} structures)
\item expression substitution
\end{itemize}
\item Implemented in Dynare starting from 4.0 version
\item Implemented in Dynare starting from version 4.0
\item The macro-processor transforms a MOD file with macro-commands into a MOD file without macro-commands (doing text expansions/inclusions) and then feeds it to the Dynare parser
\item The key point to understand is that the macro-processor only does \textbf{text substitution} (like the C preprocessor or the PHP language)
\end{itemize}
@ -90,31 +90,41 @@
\begin{frame}[fragile=singleslide]
\frametitle{Macro Directives}
\begin{itemize}
\item Directives begin with an at-sign followed by a pound sign (\verb+@#+) and occupy exactly one line
\item However, a directive can be continued on next line by adding two anti-slashes (\verb+\\+) at the end of the line to be continued
\item A directive produces no output, but serves to give instructions to the macro processor
\item Directives begin with an at-sign followed by a pound sign (\verb+@#+)
\item A directive produces no output, but gives instructions to the macro-processor
\item Main directives are:
\begin{itemize}
\item file inclusion: \verb+@#include+
\item definition a variable of the macro-processor: \verb+@#define+
\item conditional statements (\verb+@#if/@#then/@#else/@#endif+)
\item loop statements (\verb+@#for/@#endfor+)
\end{itemize}
\item In most cases, directives occupy exactly one line of text. In case of need, two anti-slashes (\verb+\\+) at the end of the line indicates that the directive is continued on the next line.
\end{itemize}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Inclusion directive}
This directive simply includes the content of another file at the place where it is inserted.
\begin{block}{Syntax}
\verb+@#include "+\textit{filename}\verb+"+
\end{block}
\begin{block}{Example}
\begin{itemize}
\item This directive simply includes the content of another file at the place where it is inserted.
\begin{block}{Syntax}
\verb+@#include "+\textit{filename}\verb+"+
\end{block}
\begin{block}{Example}
\begin{verbatim}
@#include "modelcomponent.mod"
\end{verbatim}
\end{block}
Note that it is possible to include a file from an included file (nested includes).
\end{block}
\item Exactly equivalent to a copy/paste of the content of the included file
\item Note that it is possible to nest includes (\textit{i.e.} to include a file from an included file)
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Variables}
\begin{itemize}
\item The macro processor maintains its own list of variables (distinct of model variables and of Matlab variables)
\item Variables can be of four types:
\item The macro processor maintains its own list of variables (distinct of model variables and of MATLAB variables)
\item Macro-variables can be of four types:
\begin{itemize}
\item integer
\item character string (declared between \textit{double} quotes)
@ -134,16 +144,16 @@
It is possible to construct macro-expressions, using standard operators.
\begin{block}{Operators on integers}
\begin{itemize}
\item arithmetic operators: \texttt{+,-,*,/}
\item comparison operators: \texttt{<,>,<=,>=,==,!=}
\item logical operators: \verb+&&,||,!+
\item arithmetic operators: \texttt{+ - * /}
\item comparison operators: \texttt{< > <= >= == !=}
\item logical operators: \verb+&& || !+
\item integer ranges: \texttt{1:4} is equivalent to integer array \texttt{[1,2,3,4]}
\end{itemize}
\end{block}
\begin{block}{Operators on character strings}
\begin{itemize}
\item comparison operators: \texttt{==,!=}
\item comparison operators: \texttt{== !=}
\item concatenation: \texttt{+}
\item extraction of substrings: if \texttt{s} is a string, then one can write \texttt{s[3]} or \texttt{s[4:6]}
\end{itemize}
@ -165,7 +175,7 @@
Macro-expressions can be used at two places:
\begin{itemize}
\item inside macro directives, directly
\item in the body of the MOD-file, between an at-sign and curly braces (like \verb+@{expr}+): the macro processor will substitute the expression with its value
\item in the body of the MOD file, between an at-sign and curly braces (like \verb+@{expr}+): the macro processor will substitute the expression with its value
\end{itemize}
\end{frame}
@ -180,11 +190,12 @@
\begin{block}{Examples}
\begin{verbatim}
@#define x = 5
@#define y = "foo"
@#define v = [ 1, 2, 4 ]
@#define w = [ "foo", "bar" ]
@#define z = 3+v[2]
@#define x = 5 // Integer
@#define y = "US" // String
@#define v = [ 1, 2, 4 ] // Integer array
@#define w = [ "US", "EA" ] // String array
@#define z = 3 + v[2] // Equals 5
@#define t = ("US" in w) // Equals 1 (true)
\end{verbatim}
\end{block}
\end{frame}
@ -223,7 +234,7 @@ end;
\begin{verbatim}
model;
@#for country in [ "home", "foreign" ]
GDP_@{country} = K_@{country}^a * L_@{country}^(1-a);
GDP_@{country} = A * K_@{country}^a * L_@{country}^(1-a);
@#endfor
end;
\end{verbatim}
@ -234,8 +245,8 @@ end;
\small
\begin{verbatim}
model;
GDP_home = K_home^a * L_home^(1-a);
GDP_foreign = K_foreign^a * L_foreign^(1-a);
GDP_home = A * K_home^a * L_home^(1-a);
GDP_foreign = A * K_foreign^a * L_foreign^(1-a);
end;
\end{verbatim}
\normalsize
@ -266,7 +277,7 @@ end;
\begin{block}{Example: alternative monetary policy rules}
\scriptsize
\begin{verbatim}
@#define linear_mon_pol = ...
@#define linear_mon_pol = 0 // or 1
...
model;
@#if linear_mon_pol
@ -306,9 +317,9 @@ end;
\frametitle{Saving the macro-expanded MOD file}
\begin{itemize}
\item For \textbf{debugging or learning} purposes, it is possible to save the output of the macro-processor
\item This output is a valid MOD-file, obtained after processing the macro-commands of the original MOD-file
\item This output is a valid MOD file, obtained after processing the macro-commands of the original MOD file
% \item Useful to understand how the macro-processor works
\item Just add the \texttt{savemacro} option on the Dynare command line (after the name of your MOD-file)
\item Just add the \texttt{savemacro} option on the Dynare command line (after the name of your MOD file)
\item If MOD file is \texttt{filename.mod}, then the macro-expanded version will be saved in \texttt{filename-macroexp.mod}
\item With the unstable version of Dynare, you can specify the filename for the macro-expanded version with the syntax \texttt{savemacro=mymacroexp.mod}
\end{itemize}
@ -323,14 +334,16 @@ end;
\begin{frame}[fragile=singleslide]
\frametitle{Modularization}
\begin{itemize}
\item The \verb+@#include+ directive can be used to split MOD-files into several modular components
\item The \verb+@#include+ directive can be used to split MOD files into several modular components
\item Example setup:
\begin{itemize}
\item \texttt{modeldesc.mod}: contains variable declarations, model equations and shocks declarations
\item \texttt{simul.mod}: includes \texttt{modeldesc.mod}, calibrates parameters and runs stochastic simulations
\item \texttt{estim.mod}: includes \texttt{modeldesc.mod}, declares priors on parameters and runs bayesian estimation
\item Dynare can be called on \texttt{simul.mod} and \texttt{estim.mod} (but it makes no sense to run it on \texttt{modeldesc.mod})
\end{itemize}
\begin{description}
\item[\texttt{modeldesc.mod}:] contains variable declarations, model equations and shocks declarations
\item[\texttt{simul.mod}:] includes \texttt{modeldesc.mod}, calibrates parameters and runs stochastic simulations
\item[\texttt{estim.mod}:] includes \texttt{modeldesc.mod}, declares priors on parameters and runs bayesian estimation
\end{description}
\item Dynare can be called on \texttt{simul.mod} and \texttt{estim.mod}
\item But it makes no sense to run it on \texttt{modeldesc.mod}
\item Advantage: no need to manually copy/paste the whole model (at the beginning) or changes to the model (during development)
\end{itemize}
\end{frame}
@ -379,10 +392,10 @@ end;
\begin{frame}[fragile=singleslide]
\frametitle{Multi-country models}
\framesubtitle{MOD-file skeleton example}
\framesubtitle{MOD file skeleton example}
\scriptsize
\begin{verbatim}
@#define countries = [ "US", "EU", "AS", "JP", "RC" ]
@#define countries = [ "US", "EA", "AS", "JP", "RC" ]
@#define nth_co = "US"
@#for co in countries
@ -472,20 +485,20 @@ end;
\item then with \verb+@#include "modeqs.mod"+
\item initializes parameters (including \texttt{lab\_rat}, excluding \texttt{alpha})
\item computes steady state (using guess values for endogenous, including \texttt{alpha})
\item saves values of parameters and endogenous at steady-state in a file, using the \texttt{load\_params\_and\_steady\_state} command
\item saves values of parameters and endogenous at steady-state in a file, using the \texttt{save\_params\_and\_steady\_state} command
\end{itemize}
\item File \texttt{simul.mod}:
\begin{itemize}
\item begins with \verb+@#define steady = 0+
\item then with \verb+@#include "modeqs.mod"+
\item loads values of parameters and endogenous at steady-state from file, using the \texttt{save\_params\_and\_steady\_state} command
\item loads values of parameters and endogenous at steady-state from file, using the \texttt{load\_params\_and\_steady\_state} command
\item computes simulations
\end{itemize}
\end{itemize}
\end{frame}
% \begin{frame}
% \frametitle{Matlab loops vs macro-processor loops}
% \frametitle{MATLAB loops vs macro-processor loops}
% \end{frame}
\section{Conclusion}
@ -497,7 +510,7 @@ end;
\item Implement other control structures: \texttt{elsif}, \texttt{switch/case}, \texttt{while/until} loops
\item Implement macro-functions (or templates), with a syntax like:
\small
\verb+@define QUADRATIC_COST(x, x_ss, phi) = phi/2*(x/x_ss-1)^2+
\verb+@#define QUADRATIC_COST(x, x_ss, phi) = phi/2*(x/x_ss-1)^2+
\normalsize
\end{itemize}
\end{frame}
@ -506,20 +519,18 @@ end;
\frametitle{Dynare for Octave (1/2)}
\begin{itemize}
\item GNU Octave (or simply Octave) is a high-level language, primarily intended for numerical computations
\item Basically, it is a free clone of Matlab
\item Runs on MS Windows, Linux and MacOS
\item Basically, it is a free clone of MATLAB: same syntax, almost same set of functions
\item Runs on Windows, Linux and MacOS
\item Advantages:
\begin{itemize}
\item mostly compatible with Matlab: same syntax, almost same set of functions
\item free software, no license needed
\item free software, no license fee to pay
\item source code available
\item software under constant development
\item dynamic and responsive community of developers
\item dynamic and responsive community of users and developers
\end{itemize}
\item Inconvenients:
\begin{itemize}
\item slower than Matlab
\item less user-friendly (no fancy graphical user interface)
\item slower than MATLAB
\item less user friendly (no good graphical user interface)
\end{itemize}
\end{itemize}
\end{frame}
@ -527,12 +538,16 @@ end;
\begin{frame}
\frametitle{Dynare for Octave (2/2)}
\begin{itemize}
\item Small adjustments have been made in recent versions of Dynare to make it run on Octave
\item Since version 4.0, Dynare works on top of Octave
\item This makes Dynare 100\% free software
\item If you're interested in using Dynare for Octave, go to: \\
\item All features of Dynare work with Octave, except:
\begin{itemize}
\item loading of Excel files for estimation
\item diffuse Kalman filter (used in models with unit roots)
\item some graphics automatically generated look bad, it may be necessary to recreate them manually
\end{itemize}
\item For more information: \\
\url{http://www.dynare.org/DynareWiki/DynareOctave}
\item Adapting Dynare for Octave is still a work in progress \\
$\Rightarrow$ feedback is welcome
\end{itemize}
\end{frame}