Solves issues in deterministic simulation:
- replaces maximum_endo_(lead|lag) by maximum_(lead|lag) to determine the maximum number of lead and lag in deterministic simulation - allows to use bytecode in solve_perfect_foresight_model.m - Adds model information in bytecodetime-shift
parent
eae9f688c5
commit
24b2993f50
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@ -43,14 +43,14 @@ end
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if isempty(M_.endo_histval)
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if isempty(ys0_)
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oo_.endo_simul = [oo_.steady_state*ones(1,M_.maximum_endo_lag+options_.periods+M_.maximum_endo_lead)];
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oo_.endo_simul = [oo_.steady_state*ones(1,M_.maximum_lag+options_.periods+M_.maximum_lead)];
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else
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oo_.endo_simul = [ys0_*ones(1,M_.maximum_endo_lag) oo_.steady_state*ones(1,options_.periods+M_.maximum_endo_lead)];
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oo_.endo_simul = [ys0_*ones(1,M_.maximum_lag) oo_.steady_state*ones(1,options_.periods+M_.maximum_lead)];
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end
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else
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if ~isempty(ys0_)
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error('histval and endval cannot be used simultaneously')
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end
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oo_.endo_simul = [M_.endo_histval ...
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oo_.steady_state*ones(1,options_.periods+M_.maximum_endo_lead)];
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oo_.steady_state*ones(1,options_.periods+M_.maximum_lead)];
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end
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@ -53,7 +53,7 @@ if isoctave && options_.stack_solve_algo == 2
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end
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if isempty(oo_.endo_simul) || any(size(oo_.endo_simul) ~= [ M_.endo_nbr, M_.maximum_endo_lag+options_.periods+M_.maximum_endo_lead ])
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if isempty(oo_.endo_simul) || any(size(oo_.endo_simul) ~= [ M_.endo_nbr, M_.maximum_lag+options_.periods+M_.maximum_lead ])
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error('PERFECT_FORESIGHT_SOLVER: ''oo_.endo_simul'' has wrong size. Did you run ''perfect_foresight_setup'' ?')
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end
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@ -91,7 +91,7 @@ else
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exosim = oo_.exo_simul;
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exoinit = repmat(oo_.exo_steady_state',M_.maximum_lag+options_.periods+M_.maximum_lead,1);
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endosim = oo_.endo_simul;
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endoinit = repmat(oo_.steady_state, 1,M_.maximum_endo_lag+options_.periods+M_.maximum_endo_lead);
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endoinit = repmat(oo_.steady_state, 1,M_.maximum_lag+options_.periods+M_.maximum_lead);
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current_weight = 0; % Current weight of target point in convex combination
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step = 1;
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@ -32,6 +32,11 @@ function [flag,endo_simul,err] = solve_perfect_foresight_model(endo_simul,exo_si
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fprintf('\n') ;
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end
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if pfm.use_bytecode
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[flag, endo_simul]=bytecode(Y, exo_simul, pfm.params);
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return;
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end
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z = Y(find(pfm.lead_lag_incidence'));
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[d1,jacobian] = model_dynamic(z,exo_simul,pfm.params,pfm.steady_state,2);
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@ -322,7 +322,10 @@ Evaluate::compute_block_time(const int Per_u_, const bool evaluate, /*const int
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var = ((FLDV_ *) it_code->second)->get_pos();
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lag = ((FLDV_ *) it_code->second)->get_lead_lag();
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#ifdef DEBUG
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mexPrintf("FLDV y[var=%d, lag=%d, it_=%d], y_size=%d evaluate=%d\n", var, lag, it_, y_size, evaluate);
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if (evaluate)
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mexPrintf("FLDV y[var=%d, lag=%d, it_=%d], y_size=%d evaluate=%d, ya[%d]=%f\n", var, lag, it_, y_size, evaluate, (it_+lag)*y_size+var, ya[(it_+lag)*y_size+var]);
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else
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mexPrintf("FLDV y[var=%d, lag=%d, it_=%d], y_size=%d evaluate=%d, y[%d]=%f\n", var, lag, it_, y_size, evaluate, (it_+lag)*y_size+var, y[(it_+lag)*y_size+var]);
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#endif
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if (evaluate)
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Stack.push(ya[(it_+lag)*y_size+var]);
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@ -336,8 +339,8 @@ Evaluate::compute_block_time(const int Per_u_, const bool evaluate, /*const int
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var = ((FLDV_ *) it_code->second)->get_pos();
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lag = ((FLDV_ *) it_code->second)->get_lead_lag();
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#ifdef DEBUG
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mexPrintf("FLDV x[var=%d, lag=%d, it_=%d], nb_row_x=%d evaluate=%d\n", var, lag, it_, nb_row_x, evaluate);
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tmp_out << " x[" << it_+lag << ", " << var << "](" << x[it_+lag+var*nb_row_x] << ")";
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mexPrintf("FLDV x[var=%d, lag=%d, it_=%d], nb_row_x=%d evaluate=%d x[%d]=%f\n", var, lag, it_, nb_row_x, evaluate, it_+lag+var*nb_row_x, x[it_+lag+var*nb_row_x]);
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//tmp_out << " x[" << it_+lag << ", " << var << "](" << x[it_+lag+var*nb_row_x] << ")";
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#endif
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Stack.push(x[it_+lag+var*nb_row_x]);
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break;
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@ -837,7 +840,7 @@ Evaluate::compute_block_time(const int Per_u_, const bool evaluate, /*const int
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case oLess:
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Stack.push(double (v1 < v2));
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#ifdef DEBUG
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tmp_out << " |" << v1 << "<" << v2 << "|";
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mexPrintf("v1=%f v2=%f v1 < v2 = %f\n",v1,v2,double(v1 < v2));
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#endif
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break;
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case oGreater:
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@ -582,8 +582,8 @@ Interpreter::compute_blocks(string file_name, string bin_basename, bool evaluate
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#ifdef DEBUG
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mexPrintf("allocates jacobian_exo_block( %d, %d, mxREAL)\n", fb->get_size(), fb->get_exo_size());
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#endif
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jacobian_exo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_exo_size(), mxREAL));
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jacobian_det_exo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_det_exo_size(), mxREAL));
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jacobian_exo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_nb_col_exo_jacob(), mxREAL));
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jacobian_det_exo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_nb_col_det_exo_jacob(), mxREAL));
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jacobian_other_endo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_nb_col_other_endo_jacob(), mxREAL));
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}
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if (block >= 0)
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@ -598,8 +598,8 @@ Interpreter::compute_blocks(string file_name, string bin_basename, bool evaluate
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else
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{
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#ifdef DEBUG
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mexPrintf("endo in block=%d, type=%d, steady_state=%d, print_it=%d, Block_Count=%d, fb->get_is_linear()=%d, fb->get_endo_nbr()=%d, fb->get_Max_Lag()=%d, fb->get_Max_Lead()=%d, fb->get_u_count_int()=%d\n",
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fb->get_size(), fb->get_type(), steady_state, print_it, Block_Count, fb->get_is_linear(), fb->get_endo_nbr(), fb->get_Max_Lag(), fb->get_Max_Lead(), fb->get_u_count_int());
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mexPrintf("endo in Block_Count=%d, block=%d, type=%d, steady_state=%d, print_it=%d, Block_Count=%d, fb->get_is_linear()=%d, fb->get_endo_nbr()=%d, fb->get_Max_Lag()=%d, fb->get_Max_Lead()=%d, fb->get_u_count_int()=%d\n",
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Block_Count, fb->get_size(), fb->get_type(), steady_state, print_it, Block_Count, fb->get_is_linear(), fb->get_endo_nbr(), fb->get_Max_Lag(), fb->get_Max_Lead(), fb->get_u_count_int());
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#endif
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result = simulate_a_block();
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if (result == ERROR_ON_EXIT)
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@ -20,6 +20,8 @@
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#ifndef _CODEINTERPRETER_HH
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#define _CODEINTERPRETER_HH
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//#define DEBUGL
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#include <iostream>
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#include <cstdlib>
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#include <cstdio>
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#include <fstream>
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@ -1414,7 +1416,7 @@ private:
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int u_count_int;
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int nb_col_jacob;
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unsigned int det_exo_size, exo_size, other_endo_size;
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unsigned int nb_col_other_endo_jacob;
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unsigned int nb_col_det_exo_jacob, nb_col_exo_jacob, nb_col_other_endo_jacob;
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public:
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inline
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FBEGINBLOCK_()
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@ -1426,7 +1428,7 @@ public:
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FBEGINBLOCK_(unsigned int size_arg, BlockSimulationType type_arg, int unsigned first_element, int unsigned block_size,
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const vector<int> &variable_arg, const vector<int> &equation_arg,
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bool is_linear_arg, int endo_nbr_arg, int Max_Lag_arg, int Max_Lead_arg, int &u_count_int_arg, int nb_col_jacob_arg,
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unsigned int det_exo_size_arg, unsigned int exo_size_arg, unsigned int other_endo_size_arg, unsigned int nb_col_other_endo_jacob_arg,
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unsigned int det_exo_size_arg, unsigned int nb_col_det_exo_jacob_arg, unsigned int exo_size_arg, unsigned int nb_col_exo_jacob_arg, unsigned int other_endo_size_arg, unsigned int nb_col_other_endo_jacob_arg,
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const vector<unsigned int> &det_exogenous_arg, const vector<unsigned int> &exogenous_arg, const vector<unsigned int> &other_endogenous_arg)
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{
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op_code = FBEGINBLOCK; size = size_arg; type = type_arg;
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@ -1436,8 +1438,10 @@ public:
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exogenous = vector<unsigned int>(exogenous_arg);
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other_endogenous = vector<unsigned int>(other_endogenous_arg);
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is_linear = is_linear_arg; endo_nbr = endo_nbr_arg; Max_Lag = Max_Lag_arg; Max_Lead = Max_Lead_arg; u_count_int = u_count_int_arg;
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nb_col_jacob = nb_col_jacob_arg; det_exo_size = det_exo_size_arg; exo_size = exo_size_arg; other_endo_size = other_endo_size_arg;
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nb_col_other_endo_jacob = nb_col_other_endo_jacob_arg;
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nb_col_jacob = nb_col_jacob_arg;
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det_exo_size = det_exo_size_arg; nb_col_det_exo_jacob = nb_col_det_exo_jacob_arg;
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exo_size = exo_size_arg; nb_col_exo_jacob = nb_col_exo_jacob_arg;
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other_endo_size = other_endo_size_arg; nb_col_other_endo_jacob = nb_col_other_endo_jacob_arg;
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};
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inline
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FBEGINBLOCK_(unsigned int size_arg, BlockSimulationType type_arg, int unsigned first_element, int unsigned block_size,
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is_linear = is_linear_arg; endo_nbr = endo_nbr_arg; Max_Lag = Max_Lag_arg; Max_Lead = Max_Lead_arg; u_count_int = u_count_int_arg;
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nb_col_jacob = nb_col_jacob_arg;
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det_exo_size = 0; exo_size = 0; other_endo_size = 0;
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nb_col_other_endo_jacob = 0;
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nb_col_det_exo_jacob = 0;nb_col_exo_jacob = 0;nb_col_other_endo_jacob = 0;
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}
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inline unsigned int
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get_size()
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return exo_size;
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};
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inline unsigned int
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get_nb_col_exo_jacob()
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{
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return nb_col_exo_jacob;
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};
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inline unsigned int
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get_det_exo_size()
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{
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return det_exo_size;
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};
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inline unsigned int
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get_nb_col_det_exo_jacob()
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{
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return nb_col_det_exo_jacob;
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};
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inline unsigned int
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get_other_endo_size()
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{
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return other_endo_size;
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@ -1539,7 +1553,9 @@ public:
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}
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CompileCode.write(reinterpret_cast<char *>(&nb_col_jacob), sizeof(nb_col_jacob));
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CompileCode.write(reinterpret_cast<char *>(&det_exo_size), sizeof(det_exo_size));
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CompileCode.write(reinterpret_cast<char *>(&nb_col_det_exo_jacob), sizeof(nb_col_det_exo_jacob));
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CompileCode.write(reinterpret_cast<char *>(&exo_size), sizeof(exo_size));
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CompileCode.write(reinterpret_cast<char *>(&nb_col_exo_jacob), sizeof(nb_col_exo_jacob));
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CompileCode.write(reinterpret_cast<char *>(&other_endo_size), sizeof(other_endo_size));
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CompileCode.write(reinterpret_cast<char *>(&nb_col_other_endo_jacob), sizeof(nb_col_other_endo_jacob));
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@ -1577,7 +1593,9 @@ public:
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}
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memcpy(&nb_col_jacob, code, sizeof(nb_col_jacob)); code += sizeof(nb_col_jacob);
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memcpy(&det_exo_size, code, sizeof(det_exo_size)); code += sizeof(det_exo_size);
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memcpy(&nb_col_det_exo_jacob, code, sizeof(nb_col_det_exo_jacob)); code += sizeof(nb_col_det_exo_jacob);
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memcpy(&exo_size, code, sizeof(exo_size)); code += sizeof(exo_size);
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memcpy(&nb_col_exo_jacob, code, sizeof(nb_col_exo_jacob)); code += sizeof(nb_col_exo_jacob);
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memcpy(&other_endo_size, code, sizeof(other_endo_size)); code += sizeof(other_endo_size);
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memcpy(&nb_col_other_endo_jacob, code, sizeof(nb_col_other_endo_jacob)); code += sizeof(nb_col_other_endo_jacob);
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@ -868,6 +868,7 @@ DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basen
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prev_lag = -999999999;
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int prev_type = -1;
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int count_col_exo = 0;
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int count_col_det_exo = 0;
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for (map<pair< pair<int, int>, pair<int, int> >, expr_t>::const_iterator it = first_derivatives_reordered_exo.begin();
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it != first_derivatives_reordered_exo.end(); it++)
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@ -880,7 +881,10 @@ DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basen
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prev_var = var;
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prev_lag = lag;
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prev_type = type;
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count_col_exo++;
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if (type == eExogenous)
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count_col_exo++;
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else if (type == eExogenousDet)
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count_col_det_exo++;
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}
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}
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@ -892,13 +896,15 @@ DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basen
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equation_reordered,
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false,
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symbol_table.endo_nbr(),
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0,
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0,
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max_endo_lag,
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max_endo_lead,
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u_count_int,
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count_col_endo,
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symbol_table.exo_det_nbr(),
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count_col_det_exo,
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symbol_table.exo_nbr(),
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count_col_exo,
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other_endo_size,
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0,
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0,
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exo_det,
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exo,
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@ -1101,6 +1107,7 @@ DynamicModel::writeModelEquationsCode_Block(string &file_name, const string &bin
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unsigned int block_exo_det_size = exo_det_block[block].size();
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unsigned int block_other_endo_size = other_endo_block[block].size();
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int block_max_lag = max_leadlag_block[block].first;
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int block_max_lead = max_leadlag_block[block].second;
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if (simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE || simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE
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|| simulation_type == SOLVE_BACKWARD_COMPLETE || simulation_type == SOLVE_FORWARD_COMPLETE)
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@ -1135,19 +1142,40 @@ DynamicModel::writeModelEquationsCode_Block(string &file_name, const string &bin
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count_col_endo++;
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}
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}
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unsigned int count_col_det_exo = 0;
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vector<unsigned int> exo_det;
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for (lag_var_t::const_iterator it = exo_det_block[block].begin(); it != exo_det_block[block].end(); it++)
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exo_det.push_back(it->first);
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for (var_t::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
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{
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count_col_det_exo++;
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if (find (exo_det.begin(), exo_det.end(), *it1) == exo_det.end())
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exo_det.push_back(*it1);
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}
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unsigned int count_col_exo = 0;
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vector<unsigned int> exo;
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for (lag_var_t::const_iterator it = exo_block[block].begin(); it != exo_block[block].end(); it++)
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exo.push_back(it->first);
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for (var_t::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
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{
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count_col_exo++;
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if (find (exo.begin(), exo.end(), *it1) == exo.end())
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exo.push_back(*it1);
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}
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vector<unsigned int> other_endo;
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unsigned int count_col_other_endo = 0;
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for (lag_var_t::const_iterator it = other_endo_block[block].begin(); it != other_endo_block[block].end(); it++)
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{
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other_endo.push_back(it->first);
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count_col_other_endo += it->second.size();
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}
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for (var_t::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
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{
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count_col_other_endo++;
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if (find (exo_det.begin(), exo_det.end(), *it1) == exo_det.end())
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{
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//other_endo.push_back(it->first);
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//count_col_other_endo += it->second.size();
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other_endo.push_back(*it1);
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}
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}
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FBEGINBLOCK_ fbeginblock(block_mfs,
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simulation_type,
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getBlockFirstEquation(block),
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blocks_linear[block],
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symbol_table.endo_nbr(),
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block_max_lag,
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block_max_lag,
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block_max_lead,
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u_count_int,
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count_col_endo,
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block_exo_det_size,
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exo_det.size(),
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count_col_det_exo,
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exo.size(),
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getBlockExoColSize(block),
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block_other_endo_size,
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other_endo.size(),
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count_col_other_endo,
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exo_det,
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exo,
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@ -1412,7 +1442,7 @@ DynamicModel::writeModelEquationsCode_Block(string &file_name, const string &bin
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}
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prev_var = -1;
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prev_lag = -999999999;
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int count_col_exo = 0;
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count_col_exo = 0;
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for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_exo_derivative.begin(); it != tmp_exo_derivative.end(); it++)
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{
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int lag = it->first.first;
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