Merge remote-tracking branch 'community/master' into enterprise

.gitignore

@@ -40,6 +40,7 @@ checksum
 
 # Make Check Rules
 *.trs
+*.tls
 
 # Doc rules
 *.pdf

.gitlab-ci.yml

@@ -1,6 +1,8 @@
 variables:
   GIT_SUBMODULE_STRATEGY: recursive
   TERM: linux
+  MATLAB_VERSION: R2020a
+  OLD_MATLAB_VERSION: R2009b
 
 # The next stanza creates the version number used for the source tarball and the
 # binary packages. Here are the following possible cases:
@@ -10,15 +12,11 @@ variables:
 #   + if on master: use enterprise-unstable-$TIMESTAMP-$COMMIT
 #   + on another branch: use $BRANCH-$TIMESTAMP-$COMMIT
 # - if in a personal repository: use $USER-$TIMESTAMP-$COMMIT
-#
-# Also sets the path and version of the default MATLAB installation.
 before_script:
   - '[[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Enterprise ]] && [[ -n $CI_COMMIT_TAG ]] && export VERSION=$CI_COMMIT_TAG'
   - '[[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Enterprise ]] && [[ $CI_COMMIT_REF_NAME == enterprise ]] && export VERSION=enterprise-unstable-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA'
   - '[[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Enterprise ]] && export VERSION=$CI_COMMIT_REF_NAME-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA'
   - '[[ -z $VERSION ]] && export VERSION=$CI_PROJECT_NAMESPACE-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA'
-  - 'export MATLAB_PATH=$(dirname $(dirname $(readlink -f $(which matlab))))'
-  - 'export MATLAB_VERSION=$(echo version | matlab -nodesktop -nodisplay -nosplash 2>/dev/null | sed -En "/ans\ =/!d;n;n;s/^[^0-9]*([0-9]+\.[0-9]+).*$/\1/;p")'
 
 stages:
   - build
@@ -29,7 +27,7 @@ build_binaries:
   stage: build
   script:
     - autoreconf -si
-    - ./configure --with-matlab=$MATLAB_PATH MATLAB_VERSION=$MATLAB_VERSION PACKAGE_VERSION=$VERSION PACKAGE_STRING="dynare $VERSION"
+    - ./configure --with-matlab=/usr/local/MATLAB/$MATLAB_VERSION MATLAB_VERSION=$MATLAB_VERSION PACKAGE_VERSION=$VERSION PACKAGE_STRING="dynare $VERSION"
     - make -j $(nproc) LN_S="cp -p"
   artifacts:
     paths:
@@ -68,9 +66,10 @@ build_doc:
 pkg_source:
   stage: test_and_pkg
   script:
+    - rm doc/manual/source/_static/mathjax && sed -i "/^mathjax_path *=/d" doc/manual/source/conf.py
     - 'for f in configure.ac preprocessor/configure.ac mex/build/matlab/configure.ac mex/build/octave/configure.ac; do sed -i "s/^AC_INIT(\[\(.*\)\],\s*\[\(.*\)\])/AC_INIT([\1], [$VERSION])/" $f; done'
     - autoreconf -si
-    - ./configure --with-matlab=$MATLAB_PATH MATLAB_VERSION=$MATLAB_VERSION
+    - ./configure --with-matlab=/usr/local/MATLAB/$MATLAB_VERSION MATLAB_VERSION=$MATLAB_VERSION
     - make dist
   artifacts:
     paths:
@@ -142,14 +141,14 @@ test_matlab:
   extends: .test_matlab_template
   script:
     - autoreconf -si
-    - ./configure --disable-octave --with-matlab=$MATLAB_PATH MATLAB_VERSION=$MATLAB_VERSION
+    - ./configure --disable-octave --with-matlab=/usr/local/MATLAB/$MATLAB_VERSION MATLAB_VERSION=$MATLAB_VERSION
     - make -j $(($(nproc) * 3 / 4)) -C tests check-matlab
 
 test_old_matlab:
   extends: .test_matlab_template
   script:
     - autoreconf -si
-    - ./configure --disable-octave --with-matlab=/usr/local/MATLAB/R2009b MATLAB_VERSION=R2009b
+    - ./configure --disable-octave --with-matlab=/usr/local/MATLAB/$OLD_MATLAB_VERSION MATLAB_VERSION=$OLD_MATLAB_VERSION
     - make -C mex/build/matlab clean
     - make -j $(nproc) -C mex/build/matlab
     - make -j $(($(nproc) * 3 / 4)) -C tests check-matlab

Makefile.am

@@ -16,7 +16,7 @@ ACLOCAL_AMFLAGS = -I m4
 EXTRA_DIST = \
 	matlab \
 	contrib \
-	NEWS \
+	NEWS.md \
 	license.txt \
 	README.md \
 	COPYING \
@@ -34,9 +34,10 @@ all-local: preprocessor/src/dynare_m$(EXEEXT)
 	  ARCH="32"; \
 	fi; \
 	mkdir -p $(abs_srcdir)/matlab/preprocessor$$ARCH && \
-	$(LN_S) -f $(abs_builddir)/preprocessor/src/dynare_m$(EXEEXT) $(abs_srcdir)/matlab/preprocessor$$ARCH && \
+	$(LN_S) -f $(abs_builddir)/preprocessor/src/dynare_m$(EXEEXT) $(abs_srcdir)/matlab/preprocessor$$ARCH
-	mkdir -p $(abs_srcdir)/julia/preprocessor$$ARCH && \
+
-	$(LN_S) -f $(abs_builddir)/preprocessor/src/dynare_m$(EXEEXT) $(abs_srcdir)/julia/preprocessor$$ARCH
+clean-local:
+	rm -rf $(abs_srcdir)/matlab/preprocessor32 $(abs_srcdir)/matlab/preprocessor64
 
 dist-hook:
 	rm -rf `find $(distdir)/matlab $(distdir)/examples -name *~`
@@ -62,5 +63,4 @@ install-exec-local:
 	cp preprocessor/src/dynare_m $(DESTDIR)$(pkglibdir)/matlab/preprocessor$$ARCH
 
 uninstall-local:
-	rm -f  $(DESTDIR)$(bindir)/dynare++
 	rm -rf $(DESTDIR)$(pkglibdir)

README.md

@@ -234,7 +234,7 @@ All the prerequisites are packaged:
 - `texlive-fonts-extra` (for ccicons)
 - `texlive-latex-recommended`
 - `texlive-science` (for amstex)
-- `texlive-generic-extra` (for Sphinx)
+- `texlive-plain-generic`
 - `lmodern` (for macroprocessor PDF)
 - `python3-sphinx`
 - `latexmk`
@@ -243,7 +243,7 @@ All the prerequisites are packaged:
 
 You can install them all at once with:
 ```
-apt install build-essential gfortran liboctave-dev libboost-graph-dev libgsl-dev libmatio-dev libslicot-dev libslicot-pic libsuitesparse-dev flex bison autoconf automake texlive texlive-publishers texlive-latex-extra texlive-fonts-extra texlive-latex-recommended texlive-science texlive-generic-extra lmodern python3-sphinx latexmk libjs-mathjax doxygen
+apt install build-essential gfortran liboctave-dev libboost-graph-dev libgsl-dev libmatio-dev libslicot-dev libslicot-pic libsuitesparse-dev flex bison autoconf automake texlive texlive-publishers texlive-latex-extra texlive-fonts-extra texlive-latex-recommended texlive-science texlive-plain-generic lmodern python3-sphinx latexmk libjs-mathjax doxygen
 ```
 
 ## Windows
@@ -262,30 +262,32 @@ pacman -Syu
 ```
 pacman -S git autoconf automake-wrapper bison flex make tar texinfo mingw-w64-x86_64-gcc mingw-w64-x86_64-gcc-fortran mingw-w64-x86_64-boost mingw-w64-x86_64-gsl mingw-w64-x86_64-matio mingw-w64-x86_64-openblas
 ```
-- **(Optional)** compile and install SLICOT, needed for the `kalman_steady_state`
+- Compile and install SLICOT, needed for the `kalman_steady_state` MEX file
-  MEX file
 ```
 wget https://deb.debian.org/debian/pool/main/s/slicot/slicot_5.0+20101122.orig.tar.gz
 tar xf slicot_5.0+20101122.orig.tar.gz
 cd slicot-5.0+20101122
-make FORTRAN=gfortran OPTS="-O2 -fno-underscoring -fdefault-integer-8" LOADER=gfortran slicot.a
+make FORTRAN=gfortran OPTS="-O2 -fno-underscoring -fdefault-integer-8" LOADER=gfortran lib
 mkdir -p /usr/local/lib
 cp slicot.a /usr/local/lib/libslicot64_pic.a
 cd ..
 ```
-- Clone and prepare the Dynare sources:
+- Prepare the Dynare sources, either by unpacking the source tarball, or with:
 ```
 git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git
 cd dynare
 autoreconf -si
 ```
-- Configure Dynare:
+- Configure Dynare from the source directory:
 ```
-./configure --with-slicot=/usr/local --with-matlab=<…> MATLAB_VERSION=<…> --disable-octave
+./configure --with-slicot=/usr/local --with-matlab=<…> MATLAB_VERSION=<…> --disable-octave --disable-doc
 ```
 where the path and version of MATLAB are specified. Note that you should use
 the MSYS2 notation and not put spaces in the MATLAB path, so you probably want
-to use something like `/c/Progra~1/MATLAB/…`.
+to use something like `/c/Progra~1/MATLAB/…`. Alternatively, if your filesystem
+does not have short filenames (8dot3), then you can run `mkdir -p
+/usr/local/MATLAB && mount c:/Program\ Files/MATLAB /usr/local/MATLAB`, and
+then pass `/usr/local/MATLAB/…` as MATLAB path to the configure script.
 - Compile:
 ```
 make

configure.ac

@@ -18,7 +18,7 @@ dnl You should have received a copy of the GNU General Public License
 dnl along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
 AC_PREREQ([2.62])
-AC_INIT([dynare], [4.6-unstable])
+AC_INIT([dynare], [4.7-unstable])
 AC_CONFIG_SRCDIR([preprocessor/src/DynareMain.cc])
 AM_INIT_AUTOMAKE([1.11 -Wall -Wno-portability foreign no-dist-gzip dist-xz tar-pax])
 

doc/manual/Makefile.am

@@ -16,3 +16,4 @@ build/latex/dynare-manual.pdf: $(SRC) source/conf.py
 
 clean-local:
 	rm -rf build
+	rm -rf utils/__pycache__

doc/manual/source/bibliography.rst

@@ -44,6 +44,7 @@ Bibliography
 * Kim, Jinill and Sunghyun Kim (2003): “Spurious welfare reversals in international business cycle models,” *Journal of International Economics*, 60, 471–500.
 * Kanzow, Christian and Stefania Petra (2004): “On a semismooth least squares formulation of complementarity problems with gap reduction,” *Optimization Methods and Software*, 19, 507–525.
 * Kim, Jinill, Sunghyun Kim, Ernst Schaumburg, and Christopher A. Sims (2008): “Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models,” *Journal of Economic Dynamics and Control*, 32(11), 3397–3414.
+* Komunjer, Ivana and Ng, Serena (2011): ”Dynamic identification of dynamic stochastic general equilibrium models”, *Econometrica*, 79, 1995–2032.
 * Koop, Gary (2003), *Bayesian Econometrics*, John Wiley & Sons.
 * Koopman, S. J. and J. Durbin (2000): “Fast Filtering and Smoothing for Multivariate State Space Models,” *Journal of Time Series Analysis*, 21(3), 281–296.
 * Koopman, S. J. and J. Durbin (2003): “Filtering and Smoothing of State Vector for Diffuse State Space Models,” *Journal of Time Series Analysis*, 24(1), 85–98.
@@ -52,13 +53,16 @@ Bibliography
 * Liu, Jane and Mike West (2001): “Combined parameter and state estimation in simulation-based filtering”, in *Sequential Monte Carlo Methods in Practice*, Eds. Doucet, Freitas and Gordon, Springer Verlag.
 * Lubik, Thomas and Frank Schorfheide (2007): “Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation,” *Journal of Monetary Economics*, 54(4), 1069–1087.
 * Murray, Lawrence M., Emlyn M. Jones and John Parslow (2013): “On Disturbance State-Space Models and the Particle Marginal Metropolis-Hastings Sampler”, *SIAM/ASA Journal on Uncertainty Quantification*, 1, 494–521.
+* Mutschler, Willi (2015): “Identification of DSGE models - The effect of higher-order approximation and pruning“, *Journal of Economic Dynamics & Control*, 56, 34-54.
 * Pearlman, Joseph, David Currie, and Paul Levine (1986): “Rational expectations models with partial information,” *Economic Modelling*, 3(2), 90–105.
 * Planas, Christophe, Marco Ratto and Alessandro Rossi (2015): “Slice sampling in Bayesian estimation of DSGE models”.
 * Pfeifer, Johannes (2013): “A Guide to Specifying Observation Equations for the Estimation of DSGE Models”.
 * Pfeifer, Johannes (2014): “An Introduction to Graphs in Dynare”.
+* Qu, Zhongjun and Tkachenko, Denis (2012): “Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models“, *Quantitative Economics*, 3, 95–132.
 * Rabanal, Pau and Juan Rubio-Ramirez (2003): “Comparing New Keynesian Models of the Business Cycle: A Bayesian Approach,” Federal Reserve of Atlanta, *Working Paper Series*, 2003-30.
 * Raftery, Adrian E. and Steven Lewis (1992): “How many iterations in the Gibbs sampler?,” in *Bayesian Statistics, Vol. 4*, ed. J.O. Berger, J.M. Bernardo, A.P. * Dawid, and A.F.M. Smith, Clarendon Press: Oxford, pp. 763-773.
 * Ratto, Marco (2008): “Analysing DSGE models with global sensitivity analysis”, *Computational Economics*, 31, 115–139.
+* Ratto, Marco and Iskrev, Nikolay (2011): “Identification Analysis of DSGE Models with DYNARE.“, *MONFISPOL* 225149.
 * Schorfheide, Frank (2000): “Loss Function-based evaluation of DSGE models,” *Journal of Applied Econometrics*, 15(6), 645–670.
 * Schmitt-Grohé, Stephanie and Martin Uríbe (2004): “Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function,” *Journal of Economic Dynamics and Control*, 28(4), 755–775.
 * Schnabel, Robert B. and Elizabeth Eskow (1990): “A new modified Cholesky algorithm,” *SIAM Journal of Scientific and Statistical Computing*, 11, 1136–1158.
@@ -68,6 +72,3 @@ Bibliography
 * Stock, James H. and Mark W. Watson (1999). “Forecasting Inflation,”, *Journal of Monetary Economics*, 44(2), 293–335.
 * Uhlig, Harald (2001): “A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily,” in *Computational Methods for the Study of Dynamic Economies*, Eds. Ramon Marimon and Andrew Scott, Oxford University Press, 30–61.
 * Villemot, Sébastien (2011): “Solving rational expectations models at first order: what Dynare does,” *Dynare Working Papers*, 2, CEPREMAP.
-
-
-

doc/manual/source/conf.py

@@ -1,6 +1,6 @@
 # -*- coding: utf-8 -*-
 
-# Copyright (C) 2018-2019 Dynare Team
+# Copyright (C) 2018-2020 Dynare Team
 #
 # This file is part of Dynare.
 #
@@ -23,7 +23,7 @@ import sys
 sys.path.insert(0, os.path.abspath('../utils'))
 
 extensions = ['sphinx.ext.autodoc',
-			  'sphinx.ext.mathjax']
+              'sphinx.ext.mathjax']
 
 source_suffix = '.rst'
 
@@ -36,7 +36,7 @@ mathjax_path = 'mathjax/MathJax.js?config=TeX-AMS-MML_HTMLorMML'
 master_doc = 'index'
 
 project = u'Dynare'
-copyright = u'2019, Dynare Team'
+copyright = u'2020, Dynare Team'
 author = u'Dynare Team'
 
 add_function_parentheses = False
@@ -77,6 +77,7 @@ latex_elements = {
                     warningBorderColor={RGB}{255,50,50},OuterLinkColor={RGB}{34,139,34}, \
                     InnerLinkColor={RGB}{51,51,255},TitleColor={RGB}{51,51,255}',
     'papersize': 'a4paper',
+    'preamble': r'\DeclareUnicodeCharacter{200B}{}', # Part of the workaround for #1707
 }
 
 latex_documents = [

doc/manual/source/dynare-misc-commands.rst

@@ -167,24 +167,26 @@ Dynare misc commands
 
             A ``1*Nblck`` array of doubles. Current acceptance ratios.
 
-.. matcomm:: prior [options[, ...]];
+.. matcomm:: prior [OPTIONS[, ...]];
 
-    Prints various informations about the prior distribution depending
+    Prints information about the prior distribution given the provided
-    on the options. If no options are provided, the command returns
+    options. If no options are provided, the command returns the list of
-    the list of available options. Following options are available:
+    available options.
 
-    ``table``
+    *Options*
+
+    .. option:: table
 
         Prints a table describing the marginal prior distributions
         (mean, mode, std., lower and upper bounds, HPD interval).
 
-    ``moments``
+    .. option:: moments
 
         Computes and displays first and second order moments of the
         endogenous variables at the prior mode (considering the
         linearized version of the model).
 
-    ``moments(distribution)``
+    .. option:: moments(distribution)
 
         Computes and displays the prior mean and prior standard
         deviation of the first and second moments of the endogenous
@@ -193,7 +195,7 @@ Dynare misc commands
         stored in the ``prior`` subfolder in a
         ``_endogenous_variables_prior_draws.mat`` file.
 
-    ``optimize``
+    .. option:: optimize
 
         Optimizes the prior density (starting from a random initial
         guess). The parameters such that the steady state does not
@@ -203,7 +205,7 @@ Dynare misc commands
         defined over such regions, the optimization algorithm may fail
         to converge to the true solution (the prior mode).
 
-    ``simulate``
+    .. option:: simulate
 
         Computes the effective prior mass using a Monte-Carlo. Ideally
         the effective prior mass should be equal to 1, otherwise
@@ -215,6 +217,6 @@ Dynare misc commands
         :math:`p_A\neq p_B \leq 1` so that the prior mass of the
         compared models are identical.
 
-    ``plot``
+    .. option:: plot
 
         Plots the marginal prior density.

doc/manual/source/examples.rst

@@ -56,3 +56,9 @@ description, please refer to the comments inside the files themselves.
     Baseline New Keynesian Model estimated in *Fernández-Villaverde
     (2010)*. It demonstrates how to use an explicit steady state file
     to update parameters and call a numerical solver.
+
+``Ramsey_Example.mod``
+
+    File demonstrating how to conduct optimal policy experiments in a 
+    simple New Keynesian model either under commitment (Ramsey) or using
+    optimal simple rules (OSR)

doc/manual/source/index.rst

@@ -25,7 +25,7 @@ The following people used to be members of the team:
 * Stéphane Lhuissier
 * George Perendia
 
-Copyright © 1996-2019, Dynare Team.
+Copyright © 1996-2020, Dynare Team.
 
 Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.3 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts.
 
@@ -34,7 +34,7 @@ A copy of the license can be found at `http://www.gnu.org/licenses/fdl.txt <http
 .. toctree::
    :numbered:
    :maxdepth: 4
-   
+
    introduction
    installation-and-configuration
    running-dynare
@@ -51,4 +51,4 @@ A copy of the license can be found at `http://www.gnu.org/licenses/fdl.txt <http
    Indices and tables
    ==================
 
-	* :ref:`genindex`
+   * :ref:`genindex`

doc/manual/source/installation-and-configuration.rst

@@ -7,7 +7,7 @@ Installation and configuration
 Software requirements
 =====================
 
-Packaged versions of Dynare are available for Windows 7/8/10, several GNU/Linux
+Packaged versions of Dynare are available for Windows (7, 8.1, 10), several GNU/Linux
 distributions (Debian, Ubuntu, Linux Mint, Arch Linux) and macOS
 10.11 or later. Dynare should work on other systems, but some compilation steps
 are necessary in that case.
@@ -15,7 +15,10 @@ are necessary in that case.
 In order to run Dynare, you need one of the following:
 
 * MATLAB version 7.9 (R2009b) or above;
-* Octave version 4.2.1 or above, with the statistics package from `Octave-Forge`_.
+* GNU Octave version 4.4 or above, with the statistics package from
+  `Octave-Forge`_. Note however that the Dynare installers for Windows and
+  macOS require a more specific version of Octave, as indicated on the download
+  page.
 
 The following optional extensions are also useful to benefit from
 extra features, but are in no way required:
@@ -84,27 +87,33 @@ be under ``/usr/share/doc/dynare-doc`` (only on Debian, Ubuntu and Linux Mint).
 On macOS
 --------
 
-To install Dynare for use with MATLAB, execute the automated installer
+To install Dynare for use with MATLAB, execute the automated installer called
-called ``dynare-4.x.y.pkg`` (where *4.x.y* is the version number), and
+``dynare-4.x.y.pkg`` (where *4.x.y* is the version number), and follow the
-follow the instructions. The default installation directory is
+instructions. The default installation directory is
-``/Applications/Dynare/4.x.y`` (please refer to the `Dynare wiki`_ for
+``/Applications/Dynare/4.x.y``. After installation, this directory will contain
-detailed instructions).
+several sub-directories, among which are ``matlab``, ``mex``, and ``doc``.
-
-After installation, this directory will contain several
-sub-directories, among which are ``matlab``, ``mex`` and ``doc``.
 
 Note that several versions of Dynare can coexist (by default in
 ``/Applications/Dynare``), as long as you correctly adjust your path
 settings (see :ref:`words-warning`).
 
-To install Dynare for Octave, first install Homebrew following the
+By default, the installer installs a version of GCC (for use with :opt:`use_dll`)
-instructions on their site: `https://brew.sh/
+in the installation directory, under the ``.brew`` folder. To do so, it also
-<https://brew.sh/>`__. Then install Octave, issuing the command ``brew
+installs a version of `Homebrew <https://brew.sh>`__ in the same folder and
-install octave`` at the Terminal prompt. You can then install the
+Xcode Command Line Tools (this is an Apple product) in a system folder.
-latest stable version of Dynare by typing ``brew install dynare`` at
+
-the Terminal prompt. You can also pass options to the installation
+All of this requires a bit of time and hard disk space. The amount of time it
-command. These options can be viewed by typing ``brew info dynare`` at
+takes will depend on your computing power and internet connection. To reduce
-the Terminal prompt.
+the time the Dynare installer takes, you can install Xcode Command Line Tools
+yourself (see :ref:`prerequisites-macos`). Dynare, Homebrew, and GCC use
+about 600 MB of disk space while the Xcode Command Line Tools require about 400
+MB.
+
+If you do not use the :opt:`use_dll` option, you have the choice to forgo the
+installation of GCC and hence Dynare will only take about 50 MB of disk space.
+
+Dynare for Octave works with Octave installed via the package located here:
+`https://octave-app.org <https://octave-app.org>`__.
 
 
 For other systems
@@ -140,14 +149,17 @@ Users of Octave under GNU/Linux should install the package for MEX file
 compilation (under Debian, Ubuntu or Linux Mint, it can be done via ``apt
 install liboctave-dev``).
 
+.. _prerequisites-macos:
+
 Prerequisites on macOS
 ----------------------
 
 Dynare now ships a compilation environment that can be used with the
-:opt:`use_dll` option. Specifically, the Dynare installer downloads and
+:opt:`use_dll` option. To install this environment correctly, the Dynare
-installs the Xcode Command Line Tools, installs `Homebrew <https://brew.sh>`_
+installer ensures that the Xcode Command Line Tools (an Apple product) have
-under the Dynare installation directory (in the ``.brew`` folder), and finally
+been installed on a system folder. To install the Xcode Command Line Tools
-installs GCC.
+yourself, simply type ``xcode-select --install`` into the Terminal
+(``/Applications/Utilities/Terminal.app``) prompt.
 
 Configuration
 =============
@@ -209,10 +221,10 @@ command; the packaging does it for you. Under Arch Linux, you need to do::
 
   octave:1> addpath /usr/lib/dynare/matlab
 
-Under macOS, assuming that you have installed Dynare and Octave via
+Under macOS, assuming you have installed Octave via `https://octave-app.org
-Homebrew, type::
+<https://octave-app.org>`__, type::
 
-  octave:1> addpath /usr/local/opt/dynare/lib/dynare/matlab
+  octave:1> addpath /Applications/Dynare/4.x.y/matlab
 
 If you don’t want to type this command every time you run Octave, you
 can put it in a file called ``.octaverc`` in your home directory

doc/manual/source/introduction.rst

@@ -55,7 +55,7 @@ manual. Part of Dynare is programmed in C++, while the rest is written
 using the `MATLAB`_ programming language. The latter implies that
 commercially-available MATLAB software is required in order to run
 Dynare. However, as an alternative to MATLAB, Dynare is also able to
-run on top of `Octave`_ (basically a free clone of MATLAB): this
+run on top of `GNU Octave`_ (basically a free clone of MATLAB): this
 possibility is particularly interesting for students or institutions
 who cannot afford, or do not want to pay for, MATLAB and are willing
 to bear the concomitant performance loss.
@@ -104,10 +104,10 @@ For convenience, you can copy and paste the following into your BibTeX file:
     .. code-block:: bibtex
 
         @TechReport{Adjemianetal2011,
-          author      = {Adjemian, St\'ephane and Bastani, Houtan and 
+          author      = {Adjemian, St\'ephane and Bastani, Houtan and
-                         Juillard, Michel and Karam\'e, Fr\'ederic and 
+                         Juillard, Michel and Karam\'e, Fr\'ederic and
                          Maih, Junior and Mihoubi, Ferhat and
-                         Perendia, George and Pfeifer, Johannes and 
+                         Perendia, George and Pfeifer, Johannes and
                          Ratto, Marco and Villemot, S\'ebastien},
           title       = {Dynare: Reference Manual Version 4},
           year        = {2011},
@@ -122,7 +122,7 @@ https://www.dynare.org.
 
 
 .. _MATLAB: https://www.mathworks.com/products/matlab/
-.. _Octave: https://www.octave.org/
+.. _GNU Octave: https://www.octave.org/
 .. _CEPREMAP: https://www.cepremap.fr/
 .. _web forum: https://forum.dynare.org/
 .. _official Dynare website: https://www.dynare.org/

doc/manual/source/running-dynare.rst

@@ -104,6 +104,23 @@ by the ``dynare`` command.
     Octave, it also means that the ``.mod`` file cannot be named
     ``test.mod`` or ``example.mod``.
 
+    .. _quote-note:
+
+    .. note::
+       Note on Quotes
+
+       When passing command line options that contains a space (or, under
+       Octave, a double quote), you must surround the entire option (keyword
+       and argument) with single quotes, as in the following example.
+
+       *Example*
+
+       Call Dynare with options containing spaces
+
+       .. code-block:: matlab
+
+          >> dynare <<modfile.mod>> '-DA=[ i in [1,2,3] when i > 1 ]' 'conffile=C:\User\My Documents\config.txt'
+
     *Options*
 
     .. option:: noclearall
@@ -140,10 +157,11 @@ by the ``dynare`` command.
 
     .. option:: savemacro[=FILENAME]
 
-        Instructs ``dynare`` to save the intermediary file which is
+        Instructs ``dynare`` to save the intermediary file which is obtained
-        obtained after macro processing (see :ref:`macro-proc-lang`);
+        after macro processing (see :ref:`macro-proc-lang`); the saved output
-        the saved output will go in the file specified, or if no file
+        will go in the file specified, or if no file is specified in
-        is specified in ``FILENAME-macroexp.mod``
+        ``FILENAME-macroexp.mod``. See the :ref:`note on quotes<quote-note>`
+        for info on passing a ``FILENAME`` argument containing spaces.
 
     .. option:: onlymacro
 
@@ -152,19 +170,12 @@ by the ``dynare`` command.
         debugging purposes or for using the macro processor
         independently of the rest of Dynare toolbox.
 
-    .. option:: nolinemacro
+    .. option:: linemacro
 
-        Instructs the macro preprocessor to omit line numbering
+        Instructs the macro preprocessor include ``@#line`` directives
-        information in the intermediary ``.mod`` file created after
+        specifying the line on which macro directives were encountered and
-        the macro processing step. Useful in conjunction with
+        expanded from. Only useful in conjunction with :opt:`savemacro
-        :opt:`savemacro <savemacro[=FILENAME]>` when one wants that to reuse the intermediary
+        <savemacro[=FILENAME]>`.
-        ``.mod`` file, without having it cluttered by line numbering
-        directives.
-
-    .. option:: noemptylinemacro
-
-        Passing this option removes all empty from the macro expanded
-        mod file created when the :opt:`savemacro <savemacro[=FILENAME]>` option is used.
 
     .. option:: onlymodel
 
@@ -305,9 +316,10 @@ by the ``dynare`` command.
 
     .. option:: matlabroot=<<path>>
 
-        The path to the MATLAB installation for use with
+        The path to the MATLAB installation for use with :opt:`use_dll`. Dynare
-        :opt:`use_dll`. Dynare is able to set this automatically,
+        is able to set this automatically, so you should not need to set it
-        so you should not need to set it yourself.
+        yourself. See the :ref:`note on quotes<quote-note>` for info on
+        passing a ``<<path>>`` argument containing spaces.
 
     .. option:: parallel[=CLUSTER_NAME]
 
@@ -320,9 +332,11 @@ by the ``dynare`` command.
 
     .. option:: conffile=FILENAME
 
-        Specifies the location of the configuration file if it differs
+        Specifies the location of the configuration file if it differs from the
-        from the default. See :ref:`conf-file`, for more information
+        default. See :ref:`conf-file`, for more information about the
-        about the configuration file and its default location.
+        configuration file and its default location. See the :ref:`note on
+        quotes<quote-note>` for info on passing a ``FILENAME`` argument
+        containing spaces.
 
     .. option:: parallel_slave_open_mode
 
@@ -338,18 +352,30 @@ by the ``dynare`` command.
 
     .. option:: -DMACRO_VARIABLE=MACRO_EXPRESSION
 
-        Defines a macro-variable from the command line (the same
+        Defines a macro-variable from the command line (the same effect as
-        effect as using the Macro directive ``@#define`` in a model
+        using the Macro directive ``@#define`` in a model file, see
-        file, see :ref:`macro-proc-lang`).
+        :ref:`macro-proc-lang`). See the :ref:`note on quotes<quote-note>` for
+        info on passing a ``MACRO_EXPRESSION`` argument containing spaces. Note
+        that an expression passed on the command line can reference variables
+        defined before it.
+
+        *Example*
+
+        Call dynare with command line defines
+
+            .. code-block:: matlab
+
+               >> dynare <<modfile.mod>> -DA=true '-DB="A string with space"' -DC=[1,2,3] '-DD=[ i in C when i > 1 ]'
 
     .. option:: -I<<path>>
 
-        Defines a path to search for files to be included by the
+        Defines a path to search for files to be included by the macro
-        macro processor (using the ``@#include`` command). Multiple
+        processor (using the ``@#include`` command). Multiple ``-I`` flags can
-        ``-I`` flags can be passed on the command line. The paths will
+        be passed on the command line. The paths will be searched in the order
-        be searched in the order that the ``-I`` flags are passed and
+        that the ``-I`` flags are passed and the first matching file will be
-        the first matching file will be used. The flags passed here
+        used. The flags passed here take priority over those passed to
-        take priority over those passed to ``@#includepath``.
+        ``@#includepath``. See the :ref:`note on quotes<quote-note>` for info
+        on passing a ``<<path>>`` argument containing spaces.
 
     .. option:: nostrict
 
@@ -475,13 +501,14 @@ by the ``dynare`` command.
     after the name of the ``.mod`` file. They can alternatively be
     defined in the first line of the ``.mod`` file, this avoids typing
     them on the command line each time a ``.mod`` file is to be
-    run. This line must be a Dynare comment (ie must begin with //)
+    run. This line must be a Dynare one-line comment (i.e. must begin with ``//``)
-    and the options must be comma separated between ``--+`` options:
+    and the options must be whitespace separated between ``--+ options:``
     and ``+--``. Note that any text after the ``+--`` will be
     discarded. As in the command line, if an option admits a value the
     equal symbol must not be surrounded by spaces. For instance ``json
     = compute`` is not correct, and should be written
-    ``json=compute``.
+    ``json=compute``. The ``nopathchange`` option cannot be specified in
+    this way, it must be passed on the command-line.
 
     *Output*
 

doc/manual/utils/dynare_dom.py

@@ -45,7 +45,7 @@ from sphinx.util.docfields import Field, GroupedField, TypedField
 class DynObject(ObjectDescription):
     has_arguments  = True
     display_prefix = None
-    allow_nesting  = False          
+    allow_nesting  = False
 
     def handle_signature(self, sig, signode):
         sig = sig.strip()
@@ -76,9 +76,9 @@ class DynObject(ObjectDescription):
 
         if self.display_prefix:
             signode += addnodes.desc_annotation(self.display_prefix, self.display_prefix)
-        
+
         signode += addnodes.desc_name(name, name)
-        
+
         if self.has_arguments:
             if not arglist:
                 signode += addnodes.desc_parameterlist()
@@ -94,7 +94,7 @@ class DynObject(ObjectDescription):
             signode['first'] = not self.names
             self.state.document.note_explicit_target(signode)
             objects = self.env.domaindata['dynare']['objects']
-            
+
             if fullname in objects:
                 self.state_machine.reporter.warning(
                     'duplicate object description of %s, ' % fullname +
@@ -222,9 +222,9 @@ class DynSimpleObject(ObjectDescription):
 
         if self.display_prefix:
             signode += addnodes.desc_annotation(self.display_prefix, self.display_prefix)
-        
+
         signode += addnodes.desc_name(name, name)
-        return fullname, prefix    
+        return fullname, prefix
 
     def add_target_and_index(self, name_obj, sig, signode):
         fullname = name_obj[0]
@@ -291,40 +291,40 @@ class DynareDomain(Domain):
     name = 'dynare'
     label = 'Dynare'
     object_types = {
-    'function':      ObjType(l_('function'),         'func'),
+    'function':          ObjType(l_('function'),         'func'),
-    'datesmethod':   ObjType(l_('method'),           'datmeth'),
+    'datesmethod':       ObjType(l_('method'),           'datmeth'),
-    'dseriesmethod': ObjType(l_('method'),           'dsermeth'),
+    'dseriesmethod':     ObjType(l_('method'),           'dsermeth'),
-    'reportingmethod': 	 ObjType(l_('method'),       'repmeth'),
+    'reportingmethod':   ObjType(l_('method'),       'repmeth'),
-    'matcomm':   	 ObjType(l_('matlab command'),   'mcomm'),
+    'matcomm':           ObjType(l_('matlab command'),   'mcomm'),
-    'command':   	 ObjType(l_('command'),          'comm'),
+    'command':           ObjType(l_('command'),          'comm'),
-    'class':     	 ObjType(l_('class'),            'class'),
+    'class':             ObjType(l_('class'),            'class'),
-    'block':     	 ObjType(l_('block'),            'bck'),
+    'block':             ObjType(l_('block'),            'bck'),
-    'confblock': 	 ObjType(l_('config block'),     'cbck'),
+    'confblock':         ObjType(l_('config block'),     'cbck'),
-    'macrodir':  	 ObjType(l_('macro directive'),  'mdir'),
+    'macrodir':          ObjType(l_('macro directive'),  'mdir'),
-    'construct': 	 ObjType(l_('constructor'),      'cstr'),
+    'construct':         ObjType(l_('constructor'),      'cstr'),
-    'matvar':    	 ObjType(l_('matlab variable'),  'mvar'),
+    'matvar':            ObjType(l_('matlab variable'),  'mvar'),
-    'specvar':   	 ObjType(l_('special variable'), 'svar'),
+    'specvar':           ObjType(l_('special variable'), 'svar'),
-    'operator':  	 ObjType(l_('operator'),         'op'),
+    'operator':          ObjType(l_('operator'),         'op'),
-    'constant':  	 ObjType(l_('constant'),         'const'),
+    'constant':          ObjType(l_('constant'),         'const'),
-    'option':    	 ObjType(l_('option'),           'opt'),
+    'option':            ObjType(l_('option'),           'opt'),
     }
     directives = {
-    'function':      DynFunction,
+    'function':          DynFunction,
-    'datesmethod':   DatesMethod,
+    'datesmethod':       DatesMethod,
-    'dseriesmethod': DseriesMethod,
+    'dseriesmethod':     DseriesMethod,
-    'reportingmethod': 	 ReportingMethod,
+    'reportingmethod':   ReportingMethod,
-    'matcomm':   	 MatComm,
+    'matcomm':           MatComm,
-    'command':   	 DynComm,
+    'command':           DynComm,
-    'class':     	 DynClass,
+    'class':             DynClass,
-    'block':     	 DynBlock,
+    'block':             DynBlock,
-    'confblock': 	 DynConfBlock,
+    'confblock':         DynConfBlock,
-    'macrodir':  	 DynMacroDir,
+    'macrodir':          DynMacroDir,
-    'construct': 	 Constructor,   
+    'construct':         Constructor,
-    'matvar':    	 MatlabVar,
+    'matvar':            MatlabVar,
-    'specvar':   	 SpecialVar,  
+    'specvar':           SpecialVar,
-    'operator':  	 Operator, 
+    'operator':          Operator,
-    'constant':  	 Constant,
+    'constant':          Constant,
-    'option':    	 Option,
+    'option':            Option,
     }
     roles = {
     'func':     DynareXRefRole(),
@@ -334,19 +334,19 @@ class DynareDomain(Domain):
     'mcomm':    DynareXRefRole(),
     'comm':     DynareXRefRole(),
     'class':    DynareXRefRole(),
-    'bck':      DynareXRefRole(),    
+    'bck':      DynareXRefRole(),
     'cbck':     DynareXRefRole(),
     'mdir':     DynareXRefRole(),
-    'cstr':     DynareXRefRole(),       
+    'cstr':     DynareXRefRole(),
-    'mvar':     DynareXRefRole(),   
+    'mvar':     DynareXRefRole(),
-    'svar':     DynareXRefRole(),    
+    'svar':     DynareXRefRole(),
-    'op':       DynareXRefRole(),     
+    'op':       DynareXRefRole(),
     'const':    DynareXRefRole(),
-    'opt':      DynareXRefRole(),  
+    'opt':      DynareXRefRole(),
     }
     initial_data = {
         'objects': {},
-    } 
+    }
 
     def clear_doc(self, docname):
         for fullname, (fn, _l) in list(self.data['objects'].items()):

doc/manual/utils/dynare_lex.py

@@ -33,53 +33,53 @@ class DynareLexer(RegexLexer):
     filenames = ['*.mod']
 
     commands = (
-	"dynare","var","varexo","varexo_det","parameters","change_type","model_local_variable",
+        "dynare","var","varexo","varexo_det","parameters","change_type","model_local_variable",
-	"predetermined_variables","trend_var","log_trend_var","external_function",
+        "predetermined_variables","trend_var","log_trend_var","external_function",
-	"write_latex_original_model","write_latex_dynamic_model",
+        "write_latex_original_model","write_latex_dynamic_model",
-	"write_latex_static_model","resid","initval_file","histval_file","dsample",
+        "write_latex_static_model","resid","initval_file","histval_file","dsample",
-	"periods","values","corr","steady","check","model_diagnostics","model_info",
+        "periods","values","corr","steady","check","model_diagnostics","model_info",
-	"print_bytecode_dynamic_model"," print_bytecode_static_model",
+        "print_bytecode_dynamic_model"," print_bytecode_static_model",
-	"perfect_foresight_setup","perfect_foresight_solver","simul","stoch_simul",
+        "perfect_foresight_setup","perfect_foresight_solver","simul","stoch_simul",
-	"extended_path","varobs","estimation","unit_root_vars","bvar_density",
+        "extended_path","varobs","estimation","unit_root_vars","bvar_density",
-	"model_comparison","shock_decomposition","realtime_shock_decomposition",
+        "model_comparison","shock_decomposition","realtime_shock_decomposition",
-	"plot_shock_decomposition","calib_smoother","forecast",
+        "plot_shock_decomposition","calib_smoother","forecast",
-	"conditional_forecast","plot_conditional_forecast","bvar_forecast",
+        "conditional_forecast","plot_conditional_forecast","bvar_forecast",
-	"smoother2histval","osr","osr_params","ramsey_model","ramsey_policy",
+        "smoother2histval","osr","osr_params","ramsey_model","ramsey_policy",
-	"discretionary_policy","planner_objective","dynare_sensitivity",
+        "discretionary_policy","planner_objective","dynare_sensitivity",
-	"markov_switching","svar","sbvar","ms_estimation","ms_simulation",
+        "markov_switching","svar","sbvar","ms_estimation","ms_simulation",
-	"ms_compute_mdd","ms_compute_probabilities","ms_irf","ms_forecast",
+        "ms_compute_mdd","ms_compute_probabilities","ms_irf","ms_forecast",
-	"ms_variance_decomposition","rplot","dynatype","dynasave","set_dynare_seed",
+        "ms_variance_decomposition","rplot","dynatype","dynasave","set_dynare_seed",
-	"save_params_and_steady_state","load_params_and_steady_state",
+        "save_params_and_steady_state","load_params_and_steady_state",
-	"dynare_version","write_latex_definitions","write_latex_parameter_table",
+        "dynare_version","write_latex_definitions","write_latex_parameter_table",
-	"write_latex_prior_table","collect_latex_files","prior_function",
+        "write_latex_prior_table","collect_latex_files","prior_function",
-	"posterior_function","generate_trace_plots")
+        "posterior_function","generate_trace_plots","evaluate_planner_objective")
 
     report_commands = ("report","addPage","addSection","addGraph","addTable",
-	"addSeries","addParagraph","addVspace","write","compile")
+        "addSeries","addParagraph","addVspace","write","compile")
 
     operators = (
         "STEADY_STATE","EXPECTATION")
 
     macro_dirs = (
-	"@#includepath", "@#include", "@#define", "@#if",
+        "@#includepath", "@#include", "@#define", "@#if",
-	"@#ifdef", "@#ifndef", "@#else","@#endif",
+        "@#ifdef", "@#ifndef", "@#else","@#endif",
-	"@#for", "@#endfor", "@#echo", "@#error")
+        "@#for", "@#endfor", "@#echo", "@#error")
 
     builtin_constants = (
-	"inf", "nan")
+        "inf", "nan")
 
     tokens = {
         'root': [
             (r'\s*(%|//).*$', Comment),
 
             (words((
-                'model','steady_state_model','initval','endval','histval',
+                'model','steady_state_model','initval','endval','histval','epilogue',
-				'shocks','mshocks','homotopy_setup','observation_trends',
+                'shocks','mshocks','homotopy_setup','observation_trends',
-				'estimated_params','estimated_params_init','estimated_params_bounds',
+                'estimated_params','estimated_params_init','estimated_params_bounds',
-				'shock_groups','conditional_forecast_paths','optim_weights',
+                'shock_groups','conditional_forecast_paths','optim_weights',
-				'osr_params_bounds','ramsey_constraints','irf_calibration',
+                'osr_params_bounds','ramsey_constraints','irf_calibration',
-				'moment_calibration','identification','svar_identification',
+                'moment_calibration','identification','svar_identification',
-				'verbatim','end','node','cluster','paths','hooks'), prefix=r'\b', suffix=r'\s*\b'),Keyword.Reserved),
+                'verbatim','end','node','cluster','paths','hooks'), prefix=r'\b', suffix=r'\s*\b'),Keyword.Reserved),
 
             (words(commands + report_commands,
                    prefix=r'\b', suffix=r'\s*\b'),  Name.Entity),
@@ -92,20 +92,19 @@ class DynareLexer(RegexLexer):
 
             (r'\s*[a-zA-Z_]\s*', Name),
 
-	    
             (r'\s*(\d+\.\d+|\d*\.\d+)([eEf][+-]?[0-9]+)?\s*', Number.Float),
             (r'\s*\d+[eEf][+-]?[0-9]+\s*', Number.Float),
             (r'\s*\d+\s*', Number.Integer),
-		
+
-	    	(r'"[^"]*"', String),
+            (r'"[^"]*"', String),
             (r"`[^`]*'", String),
-            (r"'[^']*'", String),	    
+            (r"'[^']*'", String),
-  	
+
-  			(r'\s*(-|\+|\*|\/|\^)\s*', Operator),
+            (r'\s*(-|\+|\*|\/|\^)\s*', Operator),
             (r'\s*(==|<=|>=|~=|<|>|&&|!)\s*', Operator),
 
-            (r'\s*[\[\](){}:@.,\|]\s*', Punctuation),	
+            (r'\s*[\[\](){}:@.,\|]\s*', Punctuation),
-	    	(r'\s*(=|:|;|>>|#|\$)\s*', Punctuation),
+            (r'\s*(=|:|;|>>|#|\$)\s*', Punctuation),
-	]
+        ]
 
     }

dynare++/Makefile.am

@@ -1 +1,11 @@
 SUBDIRS = utils/cc sylv parser/cc tl doc integ kord src tests
+
+EXTRA_DIST = dynare_simul
+
+install-exec-local:
+	$(MKDIR_P) $(DESTDIR)$(pkglibdir)/dynare++
+	cp -r dynare_simul/* $(DESTDIR)$(pkglibdir)/dynare++
+
+uninstall-local:
+	rm -rf $(DESTDIR)$(pkglibdir)/dynare++
+

dynare++/dynare_simul/dynare_simul.m

@@ -0,0 +1,176 @@
+%
+% SYNOPSIS
+%
+% r = dynare_simul(name, shocks)
+% r = dynare_simul(name, prefix, shocks)
+% r = dynare_simul(name, shocks, start)
+% r = dynare_simul(name, prefix, shocks, start)
+%
+%     name     name of MAT-file produced by dynare++
+%     prefix   prefix of variables in the MAT-file
+%     shocks   matrix of shocks
+%     start    zero period value
+%
+% Note that this file requires the dynare_simul_ DLL to be in the path.
+% This DLL is distributed with Dynare, under the mex/matlab or mex/octave
+% subdirectory.
+%
+% SEMANTICS
+%
+% The command reads a decision rule from the MAT-file having the given
+% prefix. Then it starts simulating the decision rule with zero time value
+% equal to the given start. It uses the given shocks for the simulation. If
+% the start is not given, the state about which the decision rule is
+% centralized is taken (called fix point, or stochastic steady state, take
+% your pick).
+%
+%     prefix   Use the prefix with which you called dynare++, the default
+%              prefix in dynare++ is 'dyn'.
+%     shocks   Number of rows must be a number of exogenous shocks,
+%              number of columns gives the number of simulated
+%              periods. NaNs and Infs in the matrix are substitued by
+%              draws from the normal distribution using the covariance
+%              matrix given in the model file.
+%     start    Vector of endogenous variables in the ordering given by
+%              <prefix>_vars.
+%
+% Seed for random generator is derived from calling rand(1,1). Therefore,
+% seeding can be controlled with rand('state') and rand('state',some_seed).
+%
+% EXAMPLES
+%
+% All examples suppose that the prefix is 'dyn' and that your_model.mat
+% has been loaded into Matlab.
+%
+% 1. response to permanent negative shock to the third exo var EPS3 for
+%    100 periods
+%
+%       shocks = zeros(4,100); % 4 exogenous variables in the model
+%       shocks(dyn_i_EPS3,:) = -0.1; % the permanent shock to EPS3
+%       r = dynare_simul('your_model.mat',shocks);
+%
+% 2. one stochastic simulation for 100 periods
+%
+%       shocks = zeros(4,100)./0; % put NaNs everywhere
+%       r = dynare_simul('your_model.mat',shocks);
+%
+% 3. one stochastic simulation starting at 75% undercapitalized economy
+%
+%       shocks = zeros(4,100)./0; % put NaNs everywhere
+%       ystart = dyn_ss; % get copy of DR fix point
+%       ystart(dyn_i_K) = 0.75*dyn_ss(dyn_i_K); % scale down the capital
+%       r = dynare_simul('your_model.mat',shocks,ystart);
+%
+%
+% SEE ALSO
+%
+%   "DSGE Models with Dynare++. A Tutorial.", Ondra Kamenik, 2005
+
+% Copyright (C) 2005-2011, Ondra Kamenik
+% Copyright (C) 2020, Dynare Team
+
+
+function r = dynare_simul(varargin)
+
+if ~exist('dynare_simul_','file')
+    error('Can''t find dynare_simul_ DLL in the path. The simplest way to add it is to run Dynare once in this session.')
+end
+
+% get the file name and load data
+fname = varargin{1};
+load(fname);
+
+% set prefix, shocks, ystart
+if ischar(varargin{2})
+    prefix = varargin{2};
+    if length(varargin) == 3
+        shocks = varargin{3};
+        ystart = NaN;
+    elseif length(varargin) == 4
+        shocks = varargin{3};
+        ystart = varargin{4};
+    else
+        error('Wrong number of parameters.');
+    end
+else
+    prefix = 'dyn';
+    if length(varargin) == 2
+        shocks = varargin{2};
+        ystart = NaN;
+    elseif length(varargin) == 3
+        shocks = varargin{2};
+        ystart = varargin{3};
+    else
+        error('Wrong number of parameters.');
+    end
+end
+
+% load all needed variables but prefix_g_*
+if exist([prefix '_nstat'],'var')
+    nstat = eval([prefix '_nstat']);
+else
+    error(['Could not find variable ' prefix '_nstat in workspace']);
+end
+if exist([prefix '_npred'],'var')
+    npred = eval([prefix '_npred']);
+else
+    error(['Could not find variable ' prefix '_npred in workspace']);
+end
+if exist([prefix '_nboth'],'var')
+    nboth = eval([prefix '_nboth']);
+else
+    error(['Could not find variable ' prefix '_nboth in workspace']);
+end
+if exist([prefix '_nforw'],'var')
+    nforw = eval([prefix '_nforw']);
+else
+    error(['Could not find variable ' prefix '_nforw in workspace']);
+end
+if exist([prefix '_ss'],'var')
+    ss = eval([prefix '_ss']);
+else
+    error(['Could not find variable ' prefix '_ss in workspace']);
+end
+if exist([prefix '_vcov_exo'],'var')
+    vcov_exo = eval([prefix '_vcov_exo']);
+else
+    error(['Could not find variable ' prefix '_vcov_exo in workspace']);
+end
+nexog = size(vcov_exo,1);
+
+if isnan(ystart)
+    ystart = ss;
+end
+
+% newer version of dynare++ doesn't return prefix_g_0, we make it here if
+% it does not exist in workspace
+g_zero = [prefix '_g_0'];
+if ~exist(g_zero,'var')
+    dr.g_0=zeros(nstat+npred+nboth+nforw,1);
+else
+    dr.g_0=eval(g_zero);
+end
+
+% make derstr a string of comma seperated existing prefix_g_*
+order = 1;
+cont = 1;
+while cont == 1
+    g_ord = [prefix '_g_' num2str(order)];
+    if exist(g_ord,'var')
+        dr.(['g_' num2str(order)])=eval(g_ord);
+        order = order + 1;
+    else
+        cont = 0;
+    end
+end
+
+% set seed
+seed = ceil(10000*rand(1,1));
+
+% call dynare_simul_
+[err,r]=dynare_simul_(order-1,nstat,npred,nboth,nforw,...
+    nexog,ystart,shocks,vcov_exo,seed,ss,dr);
+
+if err
+    error('Simulation failed')
+end

dynare++/integ/cc/quadrature.hh

@@ -109,10 +109,10 @@ public:
 
    See QuadratureImpl class declaration for details. */
 
-template <typename _Tpit>
+template<typename _Tpit>
 class QuadratureImpl;
 
-template <typename _Tpit>
+template<typename _Tpit>
 class IntegrationWorker : public sthread::detach_thread
 {
   const QuadratureImpl<_Tpit> &quad;
@@ -168,7 +168,7 @@ public:
    In addition, we define a method which saves all the points to a given file.
    Only for debugging purposes. */
 
-template <typename _Tpit>
+template<typename _Tpit>
 class QuadratureImpl : public Quadrature
 {
   friend class IntegrationWorker<_Tpit>;
@@ -257,7 +257,7 @@ class OneDPrecalcQuadrature : public OneDQuadrature
 public:
   OneDPrecalcQuadrature(int nlevels, const int *npoints,
                         const double *wts, const double *pts)
-    : num_levels(nlevels),  num_points(npoints),
+    : num_levels(nlevels), num_points(npoints),
       weights(wts), points(pts), offsets(num_levels)
   {
     calcOffsets();

dynare++/integ/cc/quasi_mcarlo.cc

@@ -106,25 +106,26 @@ RadicalInverse::print() const
 /* Here we have the first 170 primes. This means that we are not able to
    integrate dimensions greater than 170. */
 
-std::array<int, 170> HaltonSequence::primes = {
+std::array<int, 170> HaltonSequence::primes =
-  2,     3,     5,     7,    11,    13,    17,    19,    23,    29,
+  {
-  31,    37,    41,    43,    47,    53,    59,    61,    67,    71,
+   2, 3, 5, 7, 11, 13, 17, 19, 23, 29,
-  73,    79,    83,    89,    97,   101,   103,   107,   109,   113,
+   31, 37, 41, 43, 47, 53, 59, 61, 67, 71,
-  127,   131,   137,   139,   149,   151,   157,   163,   167,   173,
+   73, 79, 83, 89, 97, 101, 103, 107, 109, 113,
-  179,   181,   191,   193,   197,   199,   211,   223,   227,   229,
+   127, 131, 137, 139, 149, 151, 157, 163, 167, 173,
-  233,   239,   241,   251,   257,   263,   269,   271,   277,   281,
+   179, 181, 191, 193, 197, 199, 211, 223, 227, 229,
-  283,   293,   307,   311,   313,   317,   331,   337,   347,   349,
+   233, 239, 241, 251, 257, 263, 269, 271, 277, 281,
-  353,   359,   367,   373,   379,   383,   389,   397,   401,   409,
+   283, 293, 307, 311, 313, 317, 331, 337, 347, 349,
-  419,   421,   431,   433,   439,   443,   449,   457,   461,   463,
+   353, 359, 367, 373, 379, 383, 389, 397, 401, 409,
-  467,   479,   487,   491,   499,   503,   509,   521,   523,   541,
+   419, 421, 431, 433, 439, 443, 449, 457, 461, 463,
-  547,   557,   563,   569,   571,   577,   587,   593,   599,   601,
+   467, 479, 487, 491, 499, 503, 509, 521, 523, 541,
-  607,   613,   617,   619,   631,   641,   643,   647,   653,   659,
+   547, 557, 563, 569, 571, 577, 587, 593, 599, 601,
-  661,   673,   677,   683,   691,   701,   709,   719,   727,   733,
+   607, 613, 617, 619, 631, 641, 643, 647, 653, 659,
-  739,   743,   751,   757,   761,   769,   773,   787,   797,   809,
+   661, 673, 677, 683, 691, 701, 709, 719, 727, 733,
-  811,   821,   823,   827,   829,   839,   853,   857,   859,   863,
+   739, 743, 751, 757, 761, 769, 773, 787, 797, 809,
-  877,   881,   883,   887,   907,   911,   919,   929,   937,   941,
+   811, 821, 823, 827, 829, 839, 853, 857, 859, 863,
-  947,   953,   967,   971,   977,   983,   991,   997,  1009,  1013
+   877, 881, 883, 887, 907, 911, 919, 929, 937, 941,
-};
+   947, 953, 967, 971, 977, 983, 991, 997, 1009, 1013
+  };
 
 /* This takes first ‘dim’ primes and constructs ‘dim’ radical inverses and
    calls eval(). */
@@ -145,7 +146,7 @@ HaltonSequence::HaltonSequence(int n, int mxn, int dim, const PermutationScheme
 void
 HaltonSequence::increase()
 {
-  for (auto & i : ri)
+  for (auto &i : ri)
     i.increase();
   num++;
   if (num <= maxn)
@@ -165,7 +166,7 @@ void
 HaltonSequence::print() const
 {
   auto ff = std::cout.flags();
-  for (const auto & i : ri)
+  for (const auto &i : ri)
     i.print();
   std::cout << "point=[ "
             << std::fixed << std::setprecision(6);

dynare++/integ/cc/vector_function.cc

@@ -70,7 +70,6 @@ VectorFunctionSet::VectorFunctionSet(VectorFunction &f, int n)
     }
 }
 
-
 /* Here we construct the object from the given function f and given
    variance-covariance matrix Σ=vcov. The matrix A is calculated as lower
    triangular and yields Σ=AAᵀ. */

dynare++/integ/src/quadrature-points.cc

@@ -47,7 +47,7 @@ struct QuadParams
   QuadParams(int argc, char **argv);
   void check_consistency() const;
 private:
-  enum class opt {max_level, discard_weight, vcov};
+  enum class opt { max_level, discard_weight, vcov };
 };
 
 QuadParams::QuadParams(int argc, char **argv)
@@ -62,11 +62,11 @@ QuadParams::QuadParams(int argc, char **argv)
   outname = argv[argc-1];
   argc--;
 
-  struct option const opts [] = {
+  struct option const opts[] = {
-    {"max-level", required_argument, nullptr, static_cast<int>(opt::max_level)},
+                                {"max-level", required_argument, nullptr, static_cast<int>(opt::max_level)},
-    {"discard-weight", required_argument, nullptr, static_cast<int>(opt::discard_weight)},
+                                {"discard-weight", required_argument, nullptr, static_cast<int>(opt::discard_weight)},
-    {"vcov", required_argument, nullptr, static_cast<int>(opt::vcov)},
+                                {"vcov", required_argument, nullptr, static_cast<int>(opt::vcov)},
-    {nullptr, 0, nullptr, 0}
+                                {nullptr, 0, nullptr, 0}
   };
 
   int ret;
@@ -188,7 +188,7 @@ main(int argc, char **argv)
       // Calculate weights and mass
       double mass = 0.0;
       std::vector<double> weights;
-      for (auto & point : points)
+      for (auto &point : points)
         {
           weights.push_back(std::exp(-point->dot(*point)));
           mass += weights.back();

dynare++/integ/testing/tests.cc

@@ -177,7 +177,7 @@ Function1Trans::eval(const Vector &point, const ParameterSignal &sig, Vector &ou
 }
 
 /* WallTimer class. Constructor saves the wall time, destructor cancels the
- current time from the saved, and prints the message with time information */
+   current time from the saved, and prints the message with time information */
 class WallTimer
 {
   std::string mes;

dynare++/kord/approximation.cc

@@ -51,7 +51,7 @@ Approximation::Approximation(DynamicModel &m, Journal &j, int ns, bool dr_centr,
   : model(m), journal(j),
     ypart(model.nstat(), model.npred(), model.nboth(), model.nforw()),
     mom(UNormalMoments(model.order(), model.getVcov())),
-    nvs{ypart.nys(), model.nexog(), model.nexog(), 1 },
+    nvs{ypart.nys(), model.nexog(), model.nexog(), 1},
     steps(ns),
     dr_centralize(dr_centr), qz_criterium(qz_crit), ss(ypart.ny(), steps+1)
 {
@@ -184,7 +184,7 @@ Approximation::walkStochSteady()
       dy.add(-1.0, last_steady);
 
       StochForwardDerivs<Storage::fold> hh(ypart, model.nexog(), *rule_ders_ss, mom, dy,
-                                          dsigma, sigma_so_far);
+                                           dsigma, sigma_so_far);
       JournalRecord rec1(journal);
       rec1 << "Calculation of g** expectations done" << endrec;
 

dynare++/kord/decision_rule.cc

@@ -34,7 +34,7 @@
 // FoldDecisionRule conversion from UnfoldDecisionRule
 FoldDecisionRule::FoldDecisionRule(const UnfoldDecisionRule &udr)
   : DecisionRuleImpl<Storage::fold>(ctraits<Storage::fold>::Tpol(udr.nrows(), udr.nvars()),
-                                   udr.ypart, udr.nu, udr.ysteady)
+                                    udr.ypart, udr.nu, udr.ysteady)
 {
   for (const auto &it : udr)
     insert(std::make_unique<ctraits<Storage::fold>::Ttensym>(*(it.second)));
@@ -43,7 +43,7 @@ FoldDecisionRule::FoldDecisionRule(const UnfoldDecisionRule &udr)
 // UnfoldDecisionRule conversion from FoldDecisionRule
 UnfoldDecisionRule::UnfoldDecisionRule(const FoldDecisionRule &fdr)
   : DecisionRuleImpl<Storage::unfold>(ctraits<Storage::unfold>::Tpol(fdr.nrows(), fdr.nvars()),
-                                     fdr.ypart, fdr.nu, fdr.ysteady)
+                                      fdr.ypart, fdr.nu, fdr.ysteady)
 {
   for (const auto &it : fdr)
     insert(std::make_unique<ctraits<Storage::unfold>::Ttensym>(*(it.second)));

dynare++/kord/decision_rule.hh

@@ -75,7 +75,7 @@ public:
   virtual void eval(emethod em, Vector &out, const ConstVector &v) const = 0;
 
   /* makes only one step of simulation (in terms of absolute values, not
-   deviations) */
+     deviations) */
   virtual void evaluate(emethod em, Vector &out, const ConstVector &ys,
                         const ConstVector &u) const = 0;
 
@@ -120,7 +120,7 @@ public:
    Storage::unfold. So, there are two implementations of the DecisionRule
    interface. */
 
-template <Storage t>
+template<Storage t>
 class DecisionRuleImpl : public ctraits<t>::Tpol, public DecisionRule
 {
 protected:
@@ -180,6 +180,7 @@ public:
 protected:
   void fillTensors(const _Tg &g, double sigma);
   void centralize(const DecisionRuleImpl &dr);
+public:
   void eval(emethod em, Vector &out, const ConstVector &v) const override;
 };
 
@@ -219,7 +220,7 @@ protected:
    So we go through i+j=d=0…q and in each loop we form the fully symmetric
    tensor [g_(yu)ᵈ] and insert it to the container. */
 
-template <Storage t>
+template<Storage t>
 void
 DecisionRuleImpl<t>::fillTensors(const _Tg &g, double sigma)
 {
@@ -276,7 +277,7 @@ DecisionRuleImpl<t>::fillTensors(const _Tg &g, double sigma)
 
    where ȳ is the steady state of the original rule ‘dr’. */
 
-template <Storage t>
+template<Storage t>
 void
 DecisionRuleImpl<t>::centralize(const DecisionRuleImpl &dr)
 {
@@ -309,7 +310,7 @@ DecisionRuleImpl<t>::centralize(const DecisionRuleImpl &dr)
    canceled from ‘ystart’, we simulate, and at the end ‘ysteady’ is added to
    all columns of the result. */
 
-template <Storage t>
+template<Storage t>
 TwoDMatrix
 DecisionRuleImpl<t>::simulate(emethod em, int np, const ConstVector &ystart,
                               ShockRealization &sr) const
@@ -377,7 +378,7 @@ DecisionRuleImpl<t>::simulate(emethod em, int np, const ConstVector &ystart,
    steady state (fix point) is cancelled and added once. Hence we have two
    special methods. */
 
-template <Storage t>
+template<Storage t>
 void
 DecisionRuleImpl<t>::evaluate(emethod em, Vector &out, const ConstVector &ys,
                               const ConstVector &u) const
@@ -400,7 +401,7 @@ DecisionRuleImpl<t>::evaluate(emethod em, Vector &out, const ConstVector &ys,
 /* This is easy. We just return the newly created copy using the centralized
    constructor. */
 
-template <Storage t>
+template<Storage t>
 std::unique_ptr<DecisionRule>
 DecisionRuleImpl<t>::centralizedClone(const Vector &fixpoint) const
 {
@@ -410,7 +411,7 @@ DecisionRuleImpl<t>::centralizedClone(const Vector &fixpoint) const
 /* Here we only encapsulate two implementations to one, deciding according to
    the parameter. */
 
-template <Storage t>
+template<Storage t>
 void
 DecisionRuleImpl<t>::eval(emethod em, Vector &out, const ConstVector &v) const
 {
@@ -422,7 +423,7 @@ DecisionRuleImpl<t>::eval(emethod em, Vector &out, const ConstVector &v) const
 
 /* Write the decision rule and steady state to the MAT file. */
 
-template <Storage t>
+template<Storage t>
 void
 DecisionRuleImpl<t>::writeMat(mat_t *fd, const std::string &prefix) const
 {
@@ -505,7 +506,7 @@ public:
    F is given by its derivatives ‘bigf’. The Jacobian of the solved system is
    given by derivatives stored in ‘bigfder’. */
 
-template <Storage t>
+template<Storage t>
 class DRFixPoint : public ctraits<t>::Tpol
 {
   using _Tpol = typename ctraits<t>::Tpol;
@@ -556,7 +557,7 @@ private:
    first derivative (Symmetry{1}). Then the derivative of the F polynomial is
    calculated. */
 
-template <Storage t>
+template<Storage t>
 DRFixPoint<t>::DRFixPoint(const _Tg &g, const PartitionY &yp,
                           const Vector &ys, double sigma)
   : ctraits<t>::Tpol(yp.ny(), yp.nys()),
@@ -576,7 +577,7 @@ DRFixPoint<t>::DRFixPoint(const _Tg &g, const PartitionY &yp,
    such that ‘d+k’ is between the maximum dimension and ‘d’, and add
    σᵏ/(d!k!)[g_yᵈσᵏ] to the tensor [g_yᵈ]. */
 
-template <Storage t>
+template<Storage t>
 void
 DRFixPoint<t>::fillTensors(const _Tg &g, double sigma)
 {
@@ -611,7 +612,7 @@ DRFixPoint<t>::fillTensors(const _Tg &g, double sigma)
    underrelaxation parameter ‘urelax’, which improves the residual. If ‘urelax’
    is less that ‘urelax_threshold’, we stop searching and stop the Newton. */
 
-template <Storage t>
+template<Storage t>
 bool
 DRFixPoint<t>::solveNewton(Vector &y)
 {
@@ -665,7 +666,7 @@ DRFixPoint<t>::solveNewton(Vector &y)
       flastnorm = fnorm;
     }
   while (!converged && newton_iter_last < max_newton_iter
-         &&urelax > urelax_threshold);
+         && urelax > urelax_threshold);
 
   newton_iter_total += newton_iter_last;
   if (!converged)
@@ -687,7 +688,7 @@ DRFixPoint<t>::solveNewton(Vector &y)
 
    The ‘out’ vector is not touched if the algorithm has not convered. */
 
-template <Storage t>
+template<Storage t>
 bool
 DRFixPoint<t>::calcFixPoint(emethod em, Vector &out)
 {

dynare++/kord/dynamic_model.hh

@@ -18,7 +18,6 @@
  * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-
 // Dynamic model abstraction
 
 /* This file only defines a generic interface to a DSGE model. The model

dynare++/kord/faa_di_bruno.hh

@@ -57,7 +57,7 @@ public:
   void calculate(const UnfoldedStackContainer &cont, const UGSContainer &g,
                  UGSTensor &out);
 protected:
-  std::tuple<int,int,int> estimRefinement(const TensorDimens &tdims, int nr, int l);
+  std::tuple<int, int, int> estimRefinement(const TensorDimens &tdims, int nr, int l);
 
   // See FaaDiBruno::calculate() folded sparse code for why we have magic_mult
   constexpr static double magic_mult = 1.5;

dynare++/kord/first_order.cc

@@ -178,9 +178,9 @@ FirstOrder::solve(const TwoDMatrix &fd)
     std::lock_guard<std::mutex> lk{mut};
     qz_criterium_global = qz_criterium;
     dgges("N", "V", "S", order_eigs, &n, matE.getData().base(), &lda,
-        matD.getData().base(), &ldb, &sdim2, alphar.base(), alphai.base(),
+          matD.getData().base(), &ldb, &sdim2, alphar.base(), alphai.base(),
-        beta.base(), vsl.getData().base(), &ldvsl, vsr.getData().base(), &ldvsr,
+          beta.base(), vsl.getData().base(), &ldvsl, vsr.getData().base(), &ldvsr,
-        work.base(), &lwork, bwork.get(), &info);
+          work.base(), &lwork, bwork.get(), &info);
   }
   if (info)
     throw KordException(__FILE__, __LINE__,

dynare++/kord/first_order.hh

@@ -31,7 +31,7 @@ template<Storage>
 class FirstOrderDerivs;
 class FirstOrder
 {
-  template <Storage>
+  template<Storage>
   friend class FirstOrderDerivs;
   PartitionY ypart;
   int nu;
@@ -89,7 +89,7 @@ protected:
 /* This class only converts the derivatives g_y* and gᵤ to a folded or unfolded
    container. */
 
-template <Storage t>
+template<Storage t>
 class FirstOrderDerivs : public ctraits<t>::Tg
 {
 public:

dynare++/kord/global_check.hh

@@ -90,7 +90,7 @@ protected:
 public:
   ResidFunction(const Approximation &app);
   ResidFunction(const ResidFunction &rf);
-  
+
   std::unique_ptr<VectorFunction>
   clone() const override
   {

dynare++/kord/journal.cc

@@ -145,7 +145,7 @@ JournalRecord::writePrefix(const SystemResources &f)
   std::ostringstream s;
   s << std::setfill('0');
   writeFloatTabular(s, f.elapsed, 7);
-  s  << u8"│" << recChar << std::setw(5) << ord << u8"│";
+  s << u8"│" << recChar << std::setw(5) << ord << u8"│";
   writeFloatTabular(s, f.load_avg, 3);
   s << u8"│";
   writeFloatTabular(s, f.mem_avail/mb, 5);

dynare++/kord/kord_exception.hh

@@ -26,18 +26,18 @@
 #include <iostream>
 
 #ifndef KORD_EXCEPTION_H
-#define KORD_EXCEPTION_H
+# define KORD_EXCEPTION_H
 
-#define KORD_RAISE(mes)                         \
+# define KORD_RAISE(mes)                        \
   throw KordException(__FILE__, __LINE__, mes);
 
-#define KORD_RAISE_IF(expr, mes)                                \
+# define KORD_RAISE_IF(expr, mes)                               \
   if (expr) throw KordException(__FILE__, __LINE__, mes);
 
-#define KORD_RAISE_X(mes, c)                            \
+# define KORD_RAISE_X(mes, c)                           \
   throw KordException(__FILE__, __LINE__, mes, c);
 
-#define KORD_RAISE_IF_X(expr, mes, c)                           \
+# define KORD_RAISE_IF_X(expr, mes, c)                          \
   if (expr) throw KordException(__FILE__, __LINE__, mes, c);
 
 class KordException

dynare++/kord/korder.cc

@@ -112,117 +112,173 @@ MatrixS::MatrixS(const FSSparseTensor &f, const IntSequence &ss,
    interesting here. */
 
 template<>
-ctraits<Storage::unfold>::Tg& KOrder::g<Storage::unfold>()
+ctraits<Storage::unfold>::Tg &
+KOrder::g<Storage::unfold>()
 {
   return _ug;
 }
 template<>
-const ctraits<Storage::unfold>::Tg& KOrder::g<Storage::unfold>() const
+const ctraits<Storage::unfold>::Tg &
-{ return _ug;}
+KOrder::g<Storage::unfold>() const
+{
+  return _ug;
+}
 template<>
-ctraits<Storage::fold>::Tg& KOrder::g<Storage::fold>()
+ctraits<Storage::fold>::Tg &
+KOrder::g<Storage::fold>()
 {
   return _fg;
 }
 template<>
-const ctraits<Storage::fold>::Tg& KOrder::g<Storage::fold>() const
+const ctraits<Storage::fold>::Tg &
-{ return _fg;}
+KOrder::g<Storage::fold>() const
+{
+  return _fg;
+}
 template<>
-ctraits<Storage::unfold>::Tgs& KOrder::gs<Storage::unfold>()
+ctraits<Storage::unfold>::Tgs &
+KOrder::gs<Storage::unfold>()
 {
   return _ugs;
 }
 template<>
-const ctraits<Storage::unfold>::Tgs& KOrder::gs<Storage::unfold>() const
+const ctraits<Storage::unfold>::Tgs &
-{ return _ugs;}
+KOrder::gs<Storage::unfold>() const
+{
+  return _ugs;
+}
 template<>
-ctraits<Storage::fold>::Tgs& KOrder::gs<Storage::fold>()
+ctraits<Storage::fold>::Tgs &
+KOrder::gs<Storage::fold>()
 {
   return _fgs;
 }
 template<>
-const ctraits<Storage::fold>::Tgs& KOrder::gs<Storage::fold>() const
+const ctraits<Storage::fold>::Tgs &
-{ return _fgs;}
+KOrder::gs<Storage::fold>() const
+{
+  return _fgs;
+}
 template<>
-ctraits<Storage::unfold>::Tgss& KOrder::gss<Storage::unfold>()
+ctraits<Storage::unfold>::Tgss &
+KOrder::gss<Storage::unfold>()
 {
   return _ugss;
 }
 template<>
-const ctraits<Storage::unfold>::Tgss& KOrder::gss<Storage::unfold>() const
+const ctraits<Storage::unfold>::Tgss &
-{ return _ugss;}
+KOrder::gss<Storage::unfold>() const
+{
+  return _ugss;
+}
 template<>
-ctraits<Storage::fold>::Tgss& KOrder::gss<Storage::fold>()
+ctraits<Storage::fold>::Tgss &
+KOrder::gss<Storage::fold>()
 {
   return _fgss;
 }
 template<>
-const ctraits<Storage::fold>::Tgss& KOrder::gss<Storage::fold>() const
+const ctraits<Storage::fold>::Tgss &
-{ return _fgss;}
+KOrder::gss<Storage::fold>() const
+{
+  return _fgss;
+}
 template<>
-ctraits<Storage::unfold>::TG& KOrder::G<Storage::unfold>()
+ctraits<Storage::unfold>::TG &
+KOrder::G<Storage::unfold>()
 {
   return _uG;
 }
 template<>
-const ctraits<Storage::unfold>::TG& KOrder::G<Storage::unfold>() const
+const ctraits<Storage::unfold>::TG &
-{ return _uG;}
+KOrder::G<Storage::unfold>() const
+{
+  return _uG;
+}
 template<>
-ctraits<Storage::fold>::TG& KOrder::G<Storage::fold>()
+ctraits<Storage::fold>::TG &
+KOrder::G<Storage::fold>()
 {
   return _fG;
 }
 template<>
-const ctraits<Storage::fold>::TG& KOrder::G<Storage::fold>() const
+const ctraits<Storage::fold>::TG &
-{ return _fG;}
+KOrder::G<Storage::fold>() const
+{
+  return _fG;
+}
 template<>
-ctraits<Storage::unfold>::TZstack& KOrder::Zstack<Storage::unfold>()
+ctraits<Storage::unfold>::TZstack &
+KOrder::Zstack<Storage::unfold>()
 {
   return _uZstack;
 }
 template<>
-const ctraits<Storage::unfold>::TZstack& KOrder::Zstack<Storage::unfold>() const
+const ctraits<Storage::unfold>::TZstack &
-{ return _uZstack;}
+KOrder::Zstack<Storage::unfold>() const
+{
+  return _uZstack;
+}
 template<>
-ctraits<Storage::fold>::TZstack& KOrder::Zstack<Storage::fold>()
+ctraits<Storage::fold>::TZstack &
+KOrder::Zstack<Storage::fold>()
 {
   return _fZstack;
 }
 template<>
-const ctraits<Storage::fold>::TZstack& KOrder::Zstack<Storage::fold>() const
+const ctraits<Storage::fold>::TZstack &
-{ return _fZstack;}
+KOrder::Zstack<Storage::fold>() const
+{
+  return _fZstack;
+}
 template<>
-ctraits<Storage::unfold>::TGstack& KOrder::Gstack<Storage::unfold>()
+ctraits<Storage::unfold>::TGstack &
+KOrder::Gstack<Storage::unfold>()
 {
   return _uGstack;
 }
 template<>
-const ctraits<Storage::unfold>::TGstack& KOrder::Gstack<Storage::unfold>() const
+const ctraits<Storage::unfold>::TGstack &
-{ return _uGstack;}
+KOrder::Gstack<Storage::unfold>() const
+{
+  return _uGstack;
+}
 template<>
-ctraits<Storage::fold>::TGstack& KOrder::Gstack<Storage::fold>()
+ctraits<Storage::fold>::TGstack &
+KOrder::Gstack<Storage::fold>()
 {
   return _fGstack;
 }
 template<>
-const ctraits<Storage::fold>::TGstack& KOrder::Gstack<Storage::fold>() const
+const ctraits<Storage::fold>::TGstack &
-{ return _fGstack;}
+KOrder::Gstack<Storage::fold>() const
+{
+  return _fGstack;
+}
 template<>
-ctraits<Storage::unfold>::Tm& KOrder::m<Storage::unfold>()
+ctraits<Storage::unfold>::Tm &
+KOrder::m<Storage::unfold>()
 {
   return _um;
 }
 template<>
-const ctraits<Storage::unfold>::Tm& KOrder::m<Storage::unfold>() const
+const ctraits<Storage::unfold>::Tm &
-{ return _um;}
+KOrder::m<Storage::unfold>() const
+{
+  return _um;
+}
 template<>
-ctraits<Storage::fold>::Tm& KOrder::m<Storage::fold>()
+ctraits<Storage::fold>::Tm &
+KOrder::m<Storage::fold>()
 {
   return _fm;
 }
 template<>
-const ctraits<Storage::fold>::Tm& KOrder::m<Storage::fold>() const
+const ctraits<Storage::fold>::Tm &
-{ return _fm;}
+KOrder::m<Storage::fold>() const
+{
+  return _fm;
+}
 
 /* Here is the constructor of the KOrder class. We pass what we have to. The
    partitioning of the y vector, a sparse container with model derivatives,

dynare++/kord/korder.hh

@@ -72,7 +72,7 @@ class UnfoldedZXContainer;
 class FoldedGXContainer;
 class UnfoldedGXContainer;
 
-template <Storage type>
+template<Storage type>
 class ctraits
 {
 public:
@@ -296,15 +296,15 @@ public:
 
   /* Performs k-order step provided that k=2 or the k−1-th step has been
      run, this is the core method */
-  template <Storage t>
+  template<Storage t>
   void performStep(int order);
 
   /* Calculates residuals of all solved equations for k-order and reports their
      sizes, it is runnable after k-order performStep() has been run */
-  template <Storage t>
+  template<Storage t>
   double check(int dim) const;
 
-  template <Storage t>
+  template<Storage t>
   Vector calcStochShift(int order, double sigma) const;
   void switchToFolded();
   const PartitionY &
@@ -330,7 +330,7 @@ public:
 protected:
   /* Inserts a g derivative to the g container and also creates subtensors and
      insert them to g_y* and g_y** containers */
-  template <Storage t>
+  template<Storage t>
   void insertDerivative(std::unique_ptr<typename ctraits<t>::Ttensor> der);
 
   /* Solves the sylvester equation (templated fold, and unfold) */
@@ -339,27 +339,27 @@ protected:
 
   /* Calculates derivatives of F by Faà Di Bruno for the sparse container of
      system derivatives and Z stack container */
-  template <Storage t>
+  template<Storage t>
   std::unique_ptr<typename ctraits<t>::Ttensor> faaDiBrunoZ(const Symmetry &sym) const;
 
   /* Calculates derivatives of G by Faà Di Bruno for the dense container g**
      and G stack */
-  template <Storage t>
+  template<Storage t>
   std::unique_ptr<typename ctraits<t>::Ttensor> faaDiBrunoG(const Symmetry &sym) const;
 
   // Recovers g_y*ⁱ
   template<Storage t>
   void recover_y(int i);
   // Recovers g_y*ⁱuʲ
-  template <Storage t>
+  template<Storage t>
   void recover_yu(int i, int j);
   // Recovers g_y*ⁱσʲ
-  template <Storage t>
+  template<Storage t>
   void recover_ys(int i, int j);
   // Recovers g_y*ⁱuʲσᵏ
-  template <Storage t>
+  template<Storage t>
   void recover_yus(int i, int j, int k);
-  template <Storage t>
+  template<Storage t>
   // Recovers g_σⁱ
   void recover_s(int i);
   // Calculates specified derivatives of G and inserts them to the container
@@ -367,26 +367,26 @@ protected:
   void fillG(int i, int j, int k);
 
   // Calculates Dᵢⱼₖ
-  template <Storage t>
+  template<Storage t>
   typename ctraits<t>::Ttensor calcD_ijk(int i, int j, int k) const;
-  template <Storage t>
+  template<Storage t>
   typename ctraits<t>::Ttensor calcD_ik(int i, int k) const;
-  template <Storage t>
+  template<Storage t>
   typename ctraits<t>::Ttensor calcD_k(int k) const;
 
   // Calculates Eᵢⱼₖ
-  template <Storage t>
+  template<Storage t>
   typename ctraits<t>::Ttensor calcE_ijk(int i, int j, int k) const;
-  template <Storage t>
+  template<Storage t>
   typename ctraits<t>::Ttensor calcE_ik(int i, int k) const;
-  template <Storage t>
+  template<Storage t>
   typename ctraits<t>::Ttensor calcE_k(int k) const;
 };
 
 /* Here we insert the result to the container. Along the insertion, we
    also create subtensors and insert as well. */
 
-template <Storage t>
+template<Storage t>
 void
 KOrder::insertDerivative(std::unique_ptr<typename ctraits<t>::Ttensor> der)
 {
@@ -405,7 +405,7 @@ KOrder::insertDerivative(std::unique_ptr<typename ctraits<t>::Ttensor> der)
 
    where s is a given outer symmetry and k is the dimension of the symmetry. */
 
-template <Storage t>
+template<Storage t>
 std::unique_ptr<typename ctraits<t>::Ttensor>
 KOrder::faaDiBrunoZ(const Symmetry &sym) const
 {
@@ -419,7 +419,7 @@ KOrder::faaDiBrunoZ(const Symmetry &sym) const
 
 /* The same as KOrder::faaDiBrunoZ(), but for g** and G stack. */
 
-template <Storage t>
+template<Storage t>
 std::unique_ptr<typename ctraits<t>::Ttensor>
 KOrder::faaDiBrunoG(const Symmetry &sym) const
 {
@@ -441,7 +441,7 @@ KOrder::faaDiBrunoG(const Symmetry &sym) const
    Requires: everything at order ≤ i−1
 
    Provides: g_yⁱ and G_yⁱ
- */
+*/
 template<Storage t>
 void
 KOrder::recover_y(int i)
@@ -475,8 +475,8 @@ KOrder::recover_y(int i)
    Requires: everything at order ≤ i+j−1, G_yⁱ⁺ʲ and g_yⁱ⁺ʲ.
 
    Provides: g_yⁱuʲ and G_yⁱuʲ
- */
+*/
-template <Storage t>
+template<Storage t>
 void
 KOrder::recover_yu(int i, int j)
 {
@@ -508,8 +508,8 @@ KOrder::recover_yu(int i, int j)
 
    Provides: g_yⁱσʲ and G_yⁱσʲ, and finally G_yⁱu′ᵐσʲ⁻ᵐ for m=1,…,j. The latter
      is calculated by fillG() before the actual calculation.
- */
+*/
-template <Storage t>
+template<Storage t>
 void
 KOrder::recover_ys(int i, int j)
 {
@@ -561,8 +561,8 @@ KOrder::recover_ys(int i, int j)
      through Eᵢⱼₖ.
 
    Provides: g_yⁱuʲσᵏ, G_yⁱuʲσᵏ, and G_yⁱuʲu′ᵐσᵏ⁻ᵐ for m=1,…,k
- */
+*/
-template <Storage t>
+template<Storage t>
 void
 KOrder::recover_yus(int i, int j, int k)
 {
@@ -619,8 +619,8 @@ KOrder::recover_yus(int i, int j, int k)
      F_u′ᵏ, and g_yᵐuʲσᵏ for j=1,…,i−1 and m+j+k=i through F_u′ʲσⁱ⁻ʲ.
 
    Provides: g_σⁱ, G_σⁱ, and G_u′ᵐσⁱ⁻ᵐ for m=1,…,i
- */
+*/
-template <Storage t>
+template<Storage t>
 void
 KOrder::recover_s(int i)
 {
@@ -680,7 +680,7 @@ KOrder::fillG(int i, int j, int k)
 
    So it is non zero only for even k. */
 
-template <Storage t>
+template<Storage t>
 typename ctraits<t>::Ttensor
 KOrder::calcD_ijk(int i, int j, int k) const
 {
@@ -700,7 +700,7 @@ KOrder::calcD_ijk(int i, int j, int k) const
                         ᵐ⁼¹
    The sum can sum only for even m. */
 
-template <Storage t>
+template<Storage t>
 typename ctraits<t>::Ttensor
 KOrder::calcE_ijk(int i, int j, int k) const
 {
@@ -715,28 +715,28 @@ KOrder::calcE_ijk(int i, int j, int k) const
   return res;
 }
 
-template <Storage t>
+template<Storage t>
 typename ctraits<t>::Ttensor
 KOrder::calcD_ik(int i, int k) const
 {
   return calcD_ijk<t>(i, 0, k);
 }
 
-template <Storage t>
+template<Storage t>
 typename ctraits<t>::Ttensor
 KOrder::calcD_k(int k) const
 {
   return calcD_ijk<t>(0, 0, k);
 }
 
-template <Storage t>
+template<Storage t>
 typename ctraits<t>::Ttensor
 KOrder::calcE_ik(int i, int k) const
 {
   return calcE_ijk<t>(i, 0, k);
 }
 
-template <Storage t>
+template<Storage t>
 typename ctraits<t>::Ttensor
 KOrder::calcE_k(int k) const
 {
@@ -763,7 +763,7 @@ KOrder::calcE_k(int k) const
    all the recovering methods, he should find out that also all G are
    provided. */
 
-template <Storage t>
+template<Storage t>
 void
 KOrder::performStep(int order)
 {
@@ -794,7 +794,7 @@ KOrder::performStep(int order)
    The method returns the largest residual size. Each check simply evaluates
    the equation. */
 
-template <Storage t>
+template<Storage t>
 double
 KOrder::check(int dim) const
 {
@@ -808,7 +808,7 @@ KOrder::check(int dim) const
   // Check for F_yⁱuʲ=0
   for (int i = 0; i <= dim; i++)
     {
-      Symmetry sym{dim-i, i, 0,  0};
+      Symmetry sym{dim-i, i, 0, 0};
       auto r = faaDiBrunoZ<t>(sym);
       double err = r->getData().getMax();
       JournalRecord(journal) << "\terror for symmetry " << sym << "\tis " << err << endrec;
@@ -849,7 +849,7 @@ KOrder::check(int dim) const
   return maxerror;
 }
 
-template <Storage t>
+template<Storage t>
 Vector
 KOrder::calcStochShift(int order, double sigma) const
 {

dynare++/kord/korder_stoch.cc

@@ -77,112 +77,134 @@ KOrderStoch::KOrderStoch(const PartitionY &yp, int nu,
 
 // KOrderStoch convenience method specializations
 template<>
-ctraits<Storage::unfold>::Tg &KOrderStoch::g<Storage::unfold>()
+ctraits<Storage::unfold>::Tg &
+KOrderStoch::g<Storage::unfold>()
 {
   return _ug;
 }
 template<>
-const ctraits<Storage::unfold>::Tg &KOrderStoch::g<Storage::unfold>() const
+const ctraits<Storage::unfold>::Tg &
+KOrderStoch::g<Storage::unfold>() const
 {
   return _ug;
 }
 template<>
-ctraits<Storage::fold>::Tg &KOrderStoch::g<Storage::fold>()
+ctraits<Storage::fold>::Tg &
+KOrderStoch::g<Storage::fold>()
 {
   return _fg;
 }
 template<>
-const ctraits<Storage::fold>::Tg &KOrderStoch::g<Storage::fold>() const
+const ctraits<Storage::fold>::Tg &
+KOrderStoch::g<Storage::fold>() const
 {
   return _fg;
 }
 template<>
-ctraits<Storage::unfold>::Tgs &KOrderStoch::gs<Storage::unfold>()
+ctraits<Storage::unfold>::Tgs &
+KOrderStoch::gs<Storage::unfold>()
 {
   return _ugs;
 }
 template<>
-const ctraits<Storage::unfold>::Tgs &KOrderStoch::gs<Storage::unfold>() const
+const ctraits<Storage::unfold>::Tgs &
+KOrderStoch::gs<Storage::unfold>() const
 {
   return _ugs;
 }
 template<>
-ctraits<Storage::fold>::Tgs &KOrderStoch::gs<Storage::fold>()
+ctraits<Storage::fold>::Tgs &
+KOrderStoch::gs<Storage::fold>()
 {
   return _fgs;
 }
 template<>
-const ctraits<Storage::fold>::Tgs &KOrderStoch::gs<Storage::fold>() const
+const ctraits<Storage::fold>::Tgs &
+KOrderStoch::gs<Storage::fold>() const
 {
   return _fgs;
 }
 template<>
-const ctraits<Storage::unfold>::Tgss &KOrderStoch::h<Storage::unfold>() const
+const ctraits<Storage::unfold>::Tgss &
+KOrderStoch::h<Storage::unfold>() const
 {
   return *_uh;
 }
 template<>
-const ctraits<Storage::fold>::Tgss &KOrderStoch::h<Storage::fold>() const
+const ctraits<Storage::fold>::Tgss &
+KOrderStoch::h<Storage::fold>() const
 {
   return *_fh;
 }
 template<>
-ctraits<Storage::unfold>::TG &KOrderStoch::G<Storage::unfold>()
+ctraits<Storage::unfold>::TG &
+KOrderStoch::G<Storage::unfold>()
 {
   return _uG;
 }
 template<>
-const ctraits<Storage::unfold>::TG &KOrderStoch::G<Storage::unfold>() const
+const ctraits<Storage::unfold>::TG &
+KOrderStoch::G<Storage::unfold>() const
 {
   return _uG;
 }
 template<>
-ctraits<Storage::fold>::TG &KOrderStoch::G<Storage::fold>()
+ctraits<Storage::fold>::TG &
+KOrderStoch::G<Storage::fold>()
 {
   return _fG;
 }
 template<>
-const ctraits<Storage::fold>::TG& KOrderStoch::G<Storage::fold>() const
+const ctraits<Storage::fold>::TG &
+KOrderStoch::G<Storage::fold>() const
 {
   return _fG;
 }
 template<>
-ctraits<Storage::unfold>::TZXstack &KOrderStoch::Zstack<Storage::unfold>()
+ctraits<Storage::unfold>::TZXstack &
+KOrderStoch::Zstack<Storage::unfold>()
 {
   return _uZstack;
 }
 template<>
-const ctraits<Storage::unfold>::TZXstack &KOrderStoch::Zstack<Storage::unfold>() const
+const ctraits<Storage::unfold>::TZXstack &
+KOrderStoch::Zstack<Storage::unfold>() const
 {
   return _uZstack;
 }
 template<>
-ctraits<Storage::fold>::TZXstack &KOrderStoch::Zstack<Storage::fold>()
+ctraits<Storage::fold>::TZXstack &
+KOrderStoch::Zstack<Storage::fold>()
 {
   return _fZstack;
 }
 template<>
-const ctraits<Storage::fold>::TZXstack &KOrderStoch::Zstack<Storage::fold>() const
+const ctraits<Storage::fold>::TZXstack &
+KOrderStoch::Zstack<Storage::fold>() const
 {
   return _fZstack;
 }
 template<>
-ctraits<Storage::unfold>::TGXstack &KOrderStoch::Gstack<Storage::unfold>()
+ctraits<Storage::unfold>::TGXstack &
+KOrderStoch::Gstack<Storage::unfold>()
 {
   return _uGstack;
 }
 template<>
-const ctraits<Storage::unfold>::TGXstack &KOrderStoch::Gstack<Storage::unfold>() const
+const ctraits<Storage::unfold>::TGXstack &
+KOrderStoch::Gstack<Storage::unfold>() const
 {
   return _uGstack;
 }
 template<>
-ctraits<Storage::fold>::TGXstack &KOrderStoch::Gstack<Storage::fold>()
+ctraits<Storage::fold>::TGXstack &
+KOrderStoch::Gstack<Storage::fold>()
 {
   return _fGstack;
 }
 template<>
-const ctraits<Storage::fold>::TGXstack &KOrderStoch::Gstack<Storage::fold>() const
+const ctraits<Storage::fold>::TGXstack &
+KOrderStoch::Gstack<Storage::fold>() const
 {
   return _fGstack;
 }

dynare++/kord/korder_stoch.hh

@@ -36,7 +36,7 @@
    containers corresponding to f(h(g*(y*,u,σ),σ),g(y,u,σ),y,u). Further, we
    declare IntegDerivs and StochForwardDerivs classes which basically calculate
    h as an extrapolation based on an approximation to g at lower σ.
- */
+*/
 
 #include <memory>
 
@@ -48,7 +48,7 @@
 /* This class is a container, which has a specialized constructor integrating
    the policy rule at given σ. */
 
-template <Storage t>
+template<Storage t>
 class IntegDerivs : public ctraits<t>::Tgss
 {
 public:
@@ -100,8 +100,8 @@ public:
              ⁿ⁺ᵏ⁼ᵖ
 
    and this is exactly what the code does.
- */
+*/
-template <Storage t>
+template<Storage t>
 IntegDerivs<t>::IntegDerivs(int r, const IntSequence &nvs, const typename ctraits<t>::Tgss &g,
                             const typename ctraits<t>::Tm &mom, double at_sigma)
   : ctraits<t>::Tgss(4)
@@ -156,7 +156,7 @@ IntegDerivs<t>::IntegDerivs(int r, const IntSequence &nvs, const typename ctrait
    The class calculates derivatives of E[g(y*,u,σ)] at (ȳ*,σ¯). The derivatives
    are extrapolated based on derivatives at (ỹ*,σ~). */
 
-template <Storage t>
+template<Storage t>
 class StochForwardDerivs : public ctraits<t>::Tgss
 {
 public:
@@ -180,7 +180,7 @@ public:
    — Centralize this polynomial about (ȳ,σ¯)
    — Recover general symmetry tensors from the (full symmetric) polynomial
 */
-template <Storage t>
+template<Storage t>
 StochForwardDerivs<t>::StochForwardDerivs(const PartitionY &ypart, int nu,
                                           const typename ctraits<t>::Tgss &g,
                                           const typename ctraits<t>::Tm &m,
@@ -260,7 +260,7 @@ StochForwardDerivs<t>::StochForwardDerivs(const PartitionY &ypart, int nu,
    the σ as a second argument to h will be its fourth variable in symmetry, so
    we have to do four member stack having the second and third stack dummy. */
 
-template <class _Ttype>
+template<class _Ttype>
 class GXContainer : public GContainer<_Ttype>
 {
 public:
@@ -279,8 +279,8 @@ public:
    ⎢   dummy   ⎥
    ⎢   dummy   ⎥
    ⎣     σ     ⎦
- */
+*/
-template <class _Ttype>
+template<class _Ttype>
 typename GXContainer<_Ttype>::itype
 GXContainer<_Ttype>::getType(int i, const Symmetry &s) const
 {
@@ -306,7 +306,7 @@ GXContainer<_Ttype>::getType(int i, const Symmetry &s) const
    the size (number of rows) as g**. Since it is very simmilar to ZContainer,
    we inherit form it and override only getType() method. */
 
-template <class _Ttype>
+template<class _Ttype>
 class ZXContainer : public ZContainer<_Ttype>
 {
 public:
@@ -326,7 +326,7 @@ public:
    ⎢    y     ⎥
    ⎣    u     ⎦
 */
-template <class _Ttype>
+template<class _Ttype>
 typename ZXContainer<_Ttype>::itype
 ZXContainer<_Ttype>::getType(int i, const Symmetry &s) const
 {
@@ -446,7 +446,7 @@ public:
               const FGSContainer &hh, Journal &jr);
   KOrderStoch(const PartitionY &ypart, int nu, const TensorContainer<FSSparseTensor> &fcont,
               const UGSContainer &hh, Journal &jr);
-  template <Storage t>
+  template<Storage t>
   void performStep(int order);
   const FGSContainer &
   getFoldDers() const
@@ -459,9 +459,9 @@ public:
     return _ug;
   }
 protected:
-  template <Storage t>
+  template<Storage t>
   std::unique_ptr<typename ctraits<t>::Ttensor> faaDiBrunoZ(const Symmetry &sym) const;
-  template <Storage t>
+  template<Storage t>
   std::unique_ptr<typename ctraits<t>::Ttensor> faaDiBrunoG(const Symmetry &sym) const;
 
   // Convenience access methods
@@ -497,7 +497,7 @@ protected:
 /* This calculates a derivative of f(G(y,u,σ),g(y,u,σ),y,u) of a given
    symmetry. */
 
-template <Storage t>
+template<Storage t>
 std::unique_ptr<typename ctraits<t>::Ttensor>
 KOrderStoch::faaDiBrunoZ(const Symmetry &sym) const
 {
@@ -512,7 +512,7 @@ KOrderStoch::faaDiBrunoZ(const Symmetry &sym) const
 /* This calculates a derivative of G(y,u,σ)=h(g*(y,u,σ),σ) of a given
    symmetry. */
 
-template <Storage t>
+template<Storage t>
 std::unique_ptr<typename ctraits<t>::Ttensor>
 KOrderStoch::faaDiBrunoG(const Symmetry &sym) const
 {
@@ -535,7 +535,7 @@ KOrderStoch::faaDiBrunoG(const Symmetry &sym) const
    as gₛ=-matA⁻¹·RHS. Finally we have to update Gₛ by calling
    Gstack<t>().multAndAdd(1, h<t>(), *G_sym_ptr). */
 
-template <Storage t>
+template<Storage t>
 void
 KOrderStoch::performStep(int order)
 {

dynare++/kord/tests.cc

@@ -116,141 +116,147 @@ SparseGenerator::fillContainer(TensorContainer<FSSparseTensor> &c,
     }
 }
 
-const double vdata [] = { // 3x3
+const double vdata[] =
-  0.1307870268, 0.1241940078, 0.1356703123,
+  { // 3x3
-  0.1241940078, 0.1986920419, 0.2010160581,
+   0.1307870268, 0.1241940078, 0.1356703123,
-  0.1356703123, 0.2010160581, 0.2160336975
+   0.1241940078, 0.1986920419, 0.2010160581,
-};
+   0.1356703123, 0.2010160581, 0.2160336975
+  };
 
-const double gy_data [] = { // 8x4
+const double gy_data[] =
-  0.3985178619, -0.5688233582, 0.9572900437, -0.6606847776, 0.1453004017,
+  { // 8x4
-  0.3025310675, -0.8627437750, -0.6903410191, 0.4751910580, -0.7270018589,
+   0.3985178619, -0.5688233582, 0.9572900437, -0.6606847776, 0.1453004017,
-  -0.0939612498, -0.1463831989, 0.6742110220, 0.6046671043, 0.5215893126,
+   0.3025310675, -0.8627437750, -0.6903410191, 0.4751910580, -0.7270018589,
-  -1.0412969986, -0.3524898417, -1.0986703430, 0.8006531522, 0.8879776376,
+   -0.0939612498, -0.1463831989, 0.6742110220, 0.6046671043, 0.5215893126,
-  -0.1037608317, -0.5587378073, -0.1010366945, 0.9462411248, -0.2439199881,
+   -1.0412969986, -0.3524898417, -1.0986703430, 0.8006531522, 0.8879776376,
-  1.3420621236, -0.7820285935, 0.3205293447, 0.3606124791, 0.2975422208,
+   -0.1037608317, -0.5587378073, -0.1010366945, 0.9462411248, -0.2439199881,
-  -0.5452861965, 1.6320340279
+   1.3420621236, -0.7820285935, 0.3205293447, 0.3606124791, 0.2975422208,
-};
+   -0.5452861965, 1.6320340279
+  };
 
-const double gu_data [] = { // just some numbers, no structure
+const double gu_data[] =
-  1.8415286914, -0.2638743845, 1.7690713274, 0.9668585956, 0.2303143646,
+  { // just some numbers, no structure
-  -0.2229624279, -0.4381991822, 1.0082401405, -0.3186555860, -0.0624691529,
+   1.8415286914, -0.2638743845, 1.7690713274, 0.9668585956, 0.2303143646,
-  -0.5189085756, 1.4269672156, 0.1163282969, 1.4020183445, -0.0952660426,
+   -0.2229624279, -0.4381991822, 1.0082401405, -0.3186555860, -0.0624691529,
-  0.2099097124, 0.6912400502, -0.5180935114, 0.5288316624, 0.2188053448,
+   -0.5189085756, 1.4269672156, 0.1163282969, 1.4020183445, -0.0952660426,
-  0.5715516767, 0.7813893410, -0.6385073106, 0.8335131513, 0.3605202168,
+   0.2099097124, 0.6912400502, -0.5180935114, 0.5288316624, 0.2188053448,
-  -1.1167944865, -1.2263750934, 0.6113636081, 0.6964915482, -0.6451217688,
+   0.5715516767, 0.7813893410, -0.6385073106, 0.8335131513, 0.3605202168,
-  0.4062810500, -2.0552251116, -1.6383406284, 0.0198915095, 0.0111014458,
+   -1.1167944865, -1.2263750934, 0.6113636081, 0.6964915482, -0.6451217688,
-  -1.2421792262, -1.0724161722, -0.4276904972, 0.1801494950, -2.0716473264
+   0.4062810500, -2.0552251116, -1.6383406284, 0.0198915095, 0.0111014458,
-};
+   -1.2421792262, -1.0724161722, -0.4276904972, 0.1801494950, -2.0716473264
+  };
 
-const double vdata2 [] = { // 10×10 positive definite
+const double vdata2[] =
-  0.79666, -0.15536, 0.05667, -0.21026, 0.20262, 0.28505, 0.60341, -0.09703, 0.32363, 0.13299,
+  { // 10×10 positive definite
-  -0.15536, 0.64380, -0.01131, 0.00980, 0.03755, 0.43791, 0.21784, -0.31755, -0.55911, -0.29655,
+   0.79666, -0.15536, 0.05667, -0.21026, 0.20262, 0.28505, 0.60341, -0.09703, 0.32363, 0.13299,
-  0.05667, -0.01131, 0.56165, -0.34357, -0.40584, 0.20990, 0.28348, 0.20398, -0.19856, 0.35820,
+   -0.15536, 0.64380, -0.01131, 0.00980, 0.03755, 0.43791, 0.21784, -0.31755, -0.55911, -0.29655,
-  -0.21026, 0.00980, -0.34357, 0.56147, 0.10972, -0.34146, -0.49906, -0.19685, 0.21088, -0.31560,
+   0.05667, -0.01131, 0.56165, -0.34357, -0.40584, 0.20990, 0.28348, 0.20398, -0.19856, 0.35820,
-  0.20262, 0.03755, -0.40584, 0.10972, 0.72278, 0.02155, 0.04089, -0.19696, 0.03446, -0.12919,
+   -0.21026, 0.00980, -0.34357, 0.56147, 0.10972, -0.34146, -0.49906, -0.19685, 0.21088, -0.31560,
-  0.28505, 0.43791, 0.20990, -0.34146, 0.02155, 0.75867, 0.77699, -0.31125, -0.55141, -0.02155,
+   0.20262, 0.03755, -0.40584, 0.10972, 0.72278, 0.02155, 0.04089, -0.19696, 0.03446, -0.12919,
-  0.60341, 0.21784, 0.28348, -0.49906, 0.04089, 0.77699, 1.34553, -0.18613, -0.25811, -0.19016,
+   0.28505, 0.43791, 0.20990, -0.34146, 0.02155, 0.75867, 0.77699, -0.31125, -0.55141, -0.02155,
-  -0.09703, -0.31755, 0.20398, -0.19685, -0.19696, -0.31125, -0.18613, 0.59470, 0.08386, 0.41750,
+   0.60341, 0.21784, 0.28348, -0.49906, 0.04089, 0.77699, 1.34553, -0.18613, -0.25811, -0.19016,
-  0.32363, -0.55911, -0.19856, 0.21088, 0.03446, -0.55141, -0.25811, 0.08386, 0.98917, -0.12992,
+   -0.09703, -0.31755, 0.20398, -0.19685, -0.19696, -0.31125, -0.18613, 0.59470, 0.08386, 0.41750,
-  0.13299, -0.29655, 0.35820, -0.31560, -0.12919, -0.02155, -0.19016, 0.41750, -0.12992, 0.89608
+   0.32363, -0.55911, -0.19856, 0.21088, 0.03446, -0.55141, -0.25811, 0.08386, 0.98917, -0.12992,
-};
+   0.13299, -0.29655, 0.35820, -0.31560, -0.12919, -0.02155, -0.19016, 0.41750, -0.12992, 0.89608
+  };
 
-const double gy_data2 [] = { // 600 items make gy 30×20, whose gy(6:25,:) has spectrum within unit
+const double gy_data2[] =
-  0.39414, -0.29766, 0.08948, -0.19204, -0.00750, 0.21159, 0.05494, 0.06225, 0.01771, 0.21913,
+  { // 600 items make gy 30×20, whose gy(6:25,:) has spectrum within unit
-  -0.01373, 0.20086, -0.06086, -0.10955, 0.14424, -0.08390, 0.03948, -0.14713, 0.11674, 0.05091,
+   0.39414, -0.29766, 0.08948, -0.19204, -0.00750, 0.21159, 0.05494, 0.06225, 0.01771, 0.21913,
-  0.24039, 0.28307, -0.11835, 0.13030, 0.11682, -0.27444, -0.19311, -0.16654, 0.12867, 0.25116,
+   -0.01373, 0.20086, -0.06086, -0.10955, 0.14424, -0.08390, 0.03948, -0.14713, 0.11674, 0.05091,
-  -0.19781, 0.45242, -0.15862, 0.24428, -0.11966, 0.11483, -0.32279, 0.29727, 0.20934, -0.18190,
+   0.24039, 0.28307, -0.11835, 0.13030, 0.11682, -0.27444, -0.19311, -0.16654, 0.12867, 0.25116,
-  -0.15080, -0.09477, -0.30551, -0.02672, -0.26919, 0.11165, -0.06390, 0.03449, -0.26622, 0.22197,
+   -0.19781, 0.45242, -0.15862, 0.24428, -0.11966, 0.11483, -0.32279, 0.29727, 0.20934, -0.18190,
-  0.45141, -0.41683, 0.09760, 0.31094, -0.01652, 0.05809, -0.04514, -0.05645, 0.00554, 0.47980,
+   -0.15080, -0.09477, -0.30551, -0.02672, -0.26919, 0.11165, -0.06390, 0.03449, -0.26622, 0.22197,
-  0.11726, 0.42459, -0.13136, -0.30902, -0.14648, 0.11455, 0.02947, -0.03835, -0.04044, 0.03559,
+   0.45141, -0.41683, 0.09760, 0.31094, -0.01652, 0.05809, -0.04514, -0.05645, 0.00554, 0.47980,
-  -0.26575, -0.01783, 0.31243, -0.14412, -0.13218, -0.05080, 0.18576, 0.13840, -0.05560, 0.35530,
+   0.11726, 0.42459, -0.13136, -0.30902, -0.14648, 0.11455, 0.02947, -0.03835, -0.04044, 0.03559,
-  -0.25573, -0.11560, 0.15187, -0.18431, 0.08193, -0.32278, 0.17560, -0.05529, -0.10020, -0.23088,
+   -0.26575, -0.01783, 0.31243, -0.14412, -0.13218, -0.05080, 0.18576, 0.13840, -0.05560, 0.35530,
-  -0.20979, -0.49245, 0.09915, -0.16909, -0.03443, 0.19497, 0.18473, 0.25662, 0.29605, -0.20531,
+   -0.25573, -0.11560, 0.15187, -0.18431, 0.08193, -0.32278, 0.17560, -0.05529, -0.10020, -0.23088,
-  -0.39244, -0.43369, 0.05588, 0.24823, -0.14236, -0.08311, 0.16371, -0.19975, 0.30605, -0.17087,
+   -0.20979, -0.49245, 0.09915, -0.16909, -0.03443, 0.19497, 0.18473, 0.25662, 0.29605, -0.20531,
-  -0.01270, 0.00123, -0.22426, -0.13810, 0.05079, 0.06971, 0.01922, -0.09952, -0.23177, -0.41962,
+   -0.39244, -0.43369, 0.05588, 0.24823, -0.14236, -0.08311, 0.16371, -0.19975, 0.30605, -0.17087,
-  -0.41991, 0.41430, -0.04247, -0.13706, -0.12048, -0.28906, -0.22813, -0.25057, -0.18579, -0.20642,
+   -0.01270, 0.00123, -0.22426, -0.13810, 0.05079, 0.06971, 0.01922, -0.09952, -0.23177, -0.41962,
-  -0.47976, 0.25490, -0.05138, -0.30794, 0.31651, 0.02034, 0.12954, -0.20110, 0.13336, -0.40775,
+   -0.41991, 0.41430, -0.04247, -0.13706, -0.12048, -0.28906, -0.22813, -0.25057, -0.18579, -0.20642,
-  -0.30195, -0.13704, 0.12396, 0.28152, 0.02986, 0.27669, 0.24623, 0.08635, -0.11956, -0.02949,
+   -0.47976, 0.25490, -0.05138, -0.30794, 0.31651, 0.02034, 0.12954, -0.20110, 0.13336, -0.40775,
-  0.37401, 0.20838, 0.24801, -0.26872, 0.11195, 0.00315, -0.19069, 0.12839, -0.23036, -0.48228,
+   -0.30195, -0.13704, 0.12396, 0.28152, 0.02986, 0.27669, 0.24623, 0.08635, -0.11956, -0.02949,
-  0.08434, -0.39872, -0.28896, -0.28754, 0.24668, 0.23285, 0.25437, 0.10456, -0.14124, 0.20483,
+   0.37401, 0.20838, 0.24801, -0.26872, 0.11195, 0.00315, -0.19069, 0.12839, -0.23036, -0.48228,
-  -0.19117, -0.33836, -0.24875, 0.08207, -0.03930, 0.20364, 0.15384, -0.15270, 0.24372, -0.11199,
+   0.08434, -0.39872, -0.28896, -0.28754, 0.24668, 0.23285, 0.25437, 0.10456, -0.14124, 0.20483,
-  -0.46591, 0.30319, 0.05745, 0.09084, 0.06058, 0.31884, 0.05071, -0.28899, -0.30793, -0.03566,
+   -0.19117, -0.33836, -0.24875, 0.08207, -0.03930, 0.20364, 0.15384, -0.15270, 0.24372, -0.11199,
-  0.02286, 0.28178, 0.00736, -0.31378, -0.18144, -0.22346, -0.27239, 0.31043, -0.26228, 0.22181,
+   -0.46591, 0.30319, 0.05745, 0.09084, 0.06058, 0.31884, 0.05071, -0.28899, -0.30793, -0.03566,
-  -0.15096, -0.36953, -0.06032, 0.21496, 0.29545, -0.13112, 0.16420, -0.07573, -0.43111, -0.43057,
+   0.02286, 0.28178, 0.00736, -0.31378, -0.18144, -0.22346, -0.27239, 0.31043, -0.26228, 0.22181,
-  0.26716, -0.31209, -0.05866, -0.29101, -0.27437, -0.18727, 0.28732, -0.19014, 0.08837, 0.30405,
+   -0.15096, -0.36953, -0.06032, 0.21496, 0.29545, -0.13112, 0.16420, -0.07573, -0.43111, -0.43057,
-  0.06103, -0.35612, 0.00173, 0.25134, -0.08987, -0.22766, -0.03254, -0.18662, -0.08491, 0.49401,
+   0.26716, -0.31209, -0.05866, -0.29101, -0.27437, -0.18727, 0.28732, -0.19014, 0.08837, 0.30405,
-  -0.12145, -0.02961, -0.03668, -0.30043, -0.08555, 0.01701, -0.12544, 0.10969, -0.48202, 0.07245,
+   0.06103, -0.35612, 0.00173, 0.25134, -0.08987, -0.22766, -0.03254, -0.18662, -0.08491, 0.49401,
-  0.20673, 0.11408, 0.04343, -0.01815, -0.31594, -0.23632, -0.06258, -0.27474, 0.12180, 0.16613,
+   -0.12145, -0.02961, -0.03668, -0.30043, -0.08555, 0.01701, -0.12544, 0.10969, -0.48202, 0.07245,
-  -0.37931, 0.30219, 0.15765, 0.25489, 0.17529, -0.17020, -0.30060, 0.22058, -0.02450, -0.42143,
+   0.20673, 0.11408, 0.04343, -0.01815, -0.31594, -0.23632, -0.06258, -0.27474, 0.12180, 0.16613,
-  0.49642, 0.46899, -0.28552, -0.22549, -0.01333, 0.21567, 0.22251, 0.21639, -0.19194, -0.19140,
+   -0.37931, 0.30219, 0.15765, 0.25489, 0.17529, -0.17020, -0.30060, 0.22058, -0.02450, -0.42143,
-  -0.24106, 0.10952, -0.11019, 0.29763, -0.02039, -0.25748, 0.23169, 0.01357, 0.09802, -0.19022,
+   0.49642, 0.46899, -0.28552, -0.22549, -0.01333, 0.21567, 0.22251, 0.21639, -0.19194, -0.19140,
-  0.37604, -0.40777, 0.18131, -0.10258, 0.29573, -0.31773, 0.09069, -0.02198, -0.26594, 0.48302,
+   -0.24106, 0.10952, -0.11019, 0.29763, -0.02039, -0.25748, 0.23169, 0.01357, 0.09802, -0.19022,
-  -0.10041, 0.20210, -0.05609, -0.01169, -0.17339, 0.17862, -0.22502, 0.29009, -0.45160, 0.19771,
+   0.37604, -0.40777, 0.18131, -0.10258, 0.29573, -0.31773, 0.09069, -0.02198, -0.26594, 0.48302,
-  0.27634, 0.31695, -0.09993, 0.17167, 0.12394, 0.28088, -0.12502, -0.16967, -0.06296, -0.17036,
+   -0.10041, 0.20210, -0.05609, -0.01169, -0.17339, 0.17862, -0.22502, 0.29009, -0.45160, 0.19771,
-  0.27320, 0.01595, 0.16955, 0.30146, -0.15173, -0.29807, 0.08178, -0.06811, 0.21655, 0.26348,
+   0.27634, 0.31695, -0.09993, 0.17167, 0.12394, 0.28088, -0.12502, -0.16967, -0.06296, -0.17036,
-  0.06316, 0.45661, -0.29756, -0.05742, -0.14715, -0.03037, -0.16656, -0.08768, 0.38078, 0.40679,
+   0.27320, 0.01595, 0.16955, 0.30146, -0.15173, -0.29807, 0.08178, -0.06811, 0.21655, 0.26348,
-  -0.32779, -0.09106, 0.16107, -0.07301, 0.07700, -0.22694, -0.15692, -0.02548, 0.38749, -0.12203,
+   0.06316, 0.45661, -0.29756, -0.05742, -0.14715, -0.03037, -0.16656, -0.08768, 0.38078, 0.40679,
-  -0.02980, -0.22067, 0.00680, -0.23058, -0.29112, 0.23032, -0.16026, 0.23392, -0.09990, 0.03628,
+   -0.32779, -0.09106, 0.16107, -0.07301, 0.07700, -0.22694, -0.15692, -0.02548, 0.38749, -0.12203,
-  -0.42592, -0.33474, -0.09499, -0.17442, -0.20110, 0.24618, -0.06418, -0.06715, 0.40754, 0.29377,
+   -0.02980, -0.22067, 0.00680, -0.23058, -0.29112, 0.23032, -0.16026, 0.23392, -0.09990, 0.03628,
-  0.29543, -0.16832, -0.08468, 0.06491, -0.01410, 0.19988, 0.24950, 0.14626, -0.27851, 0.06079,
+   -0.42592, -0.33474, -0.09499, -0.17442, -0.20110, 0.24618, -0.06418, -0.06715, 0.40754, 0.29377,
-  0.48134, -0.13475, 0.25398, 0.11738, 0.23369, -0.00661, -0.16811, -0.04557, -0.12030, -0.39527,
+   0.29543, -0.16832, -0.08468, 0.06491, -0.01410, 0.19988, 0.24950, 0.14626, -0.27851, 0.06079,
-  -0.35760, 0.01840, -0.15941, 0.03290, 0.09988, -0.08307, 0.06644, -0.24637, 0.34112, -0.08026,
+   0.48134, -0.13475, 0.25398, 0.11738, 0.23369, -0.00661, -0.16811, -0.04557, -0.12030, -0.39527,
-  0.00951, 0.27656, 0.16247, 0.28217, 0.17198, -0.16389, -0.03835, -0.02675, -0.08032, -0.21045,
+   -0.35760, 0.01840, -0.15941, 0.03290, 0.09988, -0.08307, 0.06644, -0.24637, 0.34112, -0.08026,
-  -0.38946, 0.23207, 0.10987, -0.31674, -0.28653, -0.27430, -0.29109, -0.00648, 0.38431, -0.38478,
+   0.00951, 0.27656, 0.16247, 0.28217, 0.17198, -0.16389, -0.03835, -0.02675, -0.08032, -0.21045,
-  -0.41195, -0.19364, -0.20977, -0.05524, 0.05558, -0.20109, 0.11803, -0.19884, 0.43318, -0.39255,
+   -0.38946, 0.23207, 0.10987, -0.31674, -0.28653, -0.27430, -0.29109, -0.00648, 0.38431, -0.38478,
-  0.26612, -0.21771, 0.12471, 0.12856, -0.15104, -0.11676, 0.17582, -0.25330, 0.00298, -0.31712,
+   -0.41195, -0.19364, -0.20977, -0.05524, 0.05558, -0.20109, 0.11803, -0.19884, 0.43318, -0.39255,
-  0.21532, -0.20319, 0.14507, -0.04588, -0.22995, -0.06470, 0.18849, -0.13444, 0.37107, 0.07387,
+   0.26612, -0.21771, 0.12471, 0.12856, -0.15104, -0.11676, 0.17582, -0.25330, 0.00298, -0.31712,
-  -0.14008, 0.09896, 0.13727, -0.28417, -0.09461, -0.18703, 0.04080, 0.02343, -0.49988, 0.17993,
+   0.21532, -0.20319, 0.14507, -0.04588, -0.22995, -0.06470, 0.18849, -0.13444, 0.37107, 0.07387,
-  0.23189, -0.30581, -0.18334, -0.09667, -0.27699, -0.05998, 0.09118, -0.32453, 0.46251, 0.41500,
+   -0.14008, 0.09896, 0.13727, -0.28417, -0.09461, -0.18703, 0.04080, 0.02343, -0.49988, 0.17993,
-  -0.45314, -0.00544, 0.08529, 0.29099, -0.00937, -0.31650, 0.26163, 0.14506, 0.37498, -0.16454,
+   0.23189, -0.30581, -0.18334, -0.09667, -0.27699, -0.05998, 0.09118, -0.32453, 0.46251, 0.41500,
-  0.35215, 0.31642, -0.09161, -0.31452, -0.04792, -0.04677, -0.19523, 0.27998, 0.05491, 0.44461,
+   -0.45314, -0.00544, 0.08529, 0.29099, -0.00937, -0.31650, 0.26163, 0.14506, 0.37498, -0.16454,
-  -0.01258, -0.27887, 0.18361, -0.04539, -0.02977, 0.30821, 0.29454, -0.17932, 0.16193, 0.23934,
+   0.35215, 0.31642, -0.09161, -0.31452, -0.04792, -0.04677, -0.19523, 0.27998, 0.05491, 0.44461,
-  0.47923, 0.25373, 0.23258, 0.31484, -0.17958, -0.01136, 0.17681, 0.12869, 0.03235, 0.43762,
+   -0.01258, -0.27887, 0.18361, -0.04539, -0.02977, 0.30821, 0.29454, -0.17932, 0.16193, 0.23934,
-  0.13734, -0.09433, -0.03735, 0.17949, 0.14122, -0.17814, 0.06359, 0.16044, 0.12249, -0.22314,
+   0.47923, 0.25373, 0.23258, 0.31484, -0.17958, -0.01136, 0.17681, 0.12869, 0.03235, 0.43762,
-  0.40775, 0.05147, 0.12389, 0.04290, -0.01642, 0.00082, -0.18056, 0.02875, 0.32690, 0.17712,
+   0.13734, -0.09433, -0.03735, 0.17949, 0.14122, -0.17814, 0.06359, 0.16044, 0.12249, -0.22314,
-  0.34001, -0.21581, -0.01086, -0.18180, 0.17480, -0.17774, -0.07503, 0.28438, -0.19747, 0.29595,
+   0.40775, 0.05147, 0.12389, 0.04290, -0.01642, 0.00082, -0.18056, 0.02875, 0.32690, 0.17712,
-  -0.28002, -0.02073, -0.16522, -0.18234, -0.20565, 0.29620, 0.07502, 0.01429, -0.31418, 0.43693,
+   0.34001, -0.21581, -0.01086, -0.18180, 0.17480, -0.17774, -0.07503, 0.28438, -0.19747, 0.29595,
-  -0.12212, 0.11178, -0.28503, 0.04683, 0.00072, 0.05566, 0.18857, 0.26101, -0.38891, -0.21216,
+   -0.28002, -0.02073, -0.16522, -0.18234, -0.20565, 0.29620, 0.07502, 0.01429, -0.31418, 0.43693,
-  -0.21850, -0.15147, -0.30749, -0.23762, 0.14984, 0.03535, -0.02862, -0.00105, -0.39907, -0.06909,
+   -0.12212, 0.11178, -0.28503, 0.04683, 0.00072, 0.05566, 0.18857, 0.26101, -0.38891, -0.21216,
-  -0.36094, 0.21717, 0.15930, -0.18924, 0.13741, 0.01039, 0.13613, 0.00659, 0.07676, -0.13711,
+   -0.21850, -0.15147, -0.30749, -0.23762, 0.14984, 0.03535, -0.02862, -0.00105, -0.39907, -0.06909,
-  0.24285, -0.07564, -0.28349, -0.15658, 0.03135, -0.30909, -0.22534, 0.17363, -0.19376, 0.26038,
+   -0.36094, 0.21717, 0.15930, -0.18924, 0.13741, 0.01039, 0.13613, 0.00659, 0.07676, -0.13711,
-  0.05546, -0.22607, 0.32420, -0.02552, -0.05400, 0.13388, 0.04643, -0.31535, -0.06181, 0.30237,
+   0.24285, -0.07564, -0.28349, -0.15658, 0.03135, -0.30909, -0.22534, 0.17363, -0.19376, 0.26038,
-  -0.04680, -0.29441, 0.12231, 0.03960, -0.01188, 0.01406, 0.25402, 0.03315, 0.25026, -0.10922
+   0.05546, -0.22607, 0.32420, -0.02552, -0.05400, 0.13388, 0.04643, -0.31535, -0.06181, 0.30237,
-};
+   -0.04680, -0.29441, 0.12231, 0.03960, -0.01188, 0.01406, 0.25402, 0.03315, 0.25026, -0.10922
+  };
 
-const double gu_data2 [] = { // raw data 300 items
+const double gu_data2[] =
-  0.26599, 0.41329, 0.31846, 0.92590, 0.43050, 0.17466, 0.02322, 0.72621, 0.37921, 0.70597,
+  { // raw data 300 items
-  0.97098, 0.14023, 0.57619, 0.09938, 0.02281, 0.92341, 0.72654, 0.71000, 0.76687, 0.70182,
+   0.26599, 0.41329, 0.31846, 0.92590, 0.43050, 0.17466, 0.02322, 0.72621, 0.37921, 0.70597,
-  0.88752, 0.49524, 0.42549, 0.42806, 0.57615, 0.76051, 0.15341, 0.47457, 0.60066, 0.40880,
+   0.97098, 0.14023, 0.57619, 0.09938, 0.02281, 0.92341, 0.72654, 0.71000, 0.76687, 0.70182,
-  0.20668, 0.41949, 0.97620, 0.94318, 0.71491, 0.56402, 0.23553, 0.94387, 0.78567, 0.06362,
+   0.88752, 0.49524, 0.42549, 0.42806, 0.57615, 0.76051, 0.15341, 0.47457, 0.60066, 0.40880,
-  0.85252, 0.86262, 0.25190, 0.03274, 0.93216, 0.37971, 0.08797, 0.14596, 0.73871, 0.06574,
+   0.20668, 0.41949, 0.97620, 0.94318, 0.71491, 0.56402, 0.23553, 0.94387, 0.78567, 0.06362,
-  0.67447, 0.28575, 0.43911, 0.92133, 0.12327, 0.87762, 0.71060, 0.07141, 0.55443, 0.53310,
+   0.85252, 0.86262, 0.25190, 0.03274, 0.93216, 0.37971, 0.08797, 0.14596, 0.73871, 0.06574,
-  0.91529, 0.25121, 0.07593, 0.94490, 0.28656, 0.82174, 0.68887, 0.67337, 0.99291, 0.03316,
+   0.67447, 0.28575, 0.43911, 0.92133, 0.12327, 0.87762, 0.71060, 0.07141, 0.55443, 0.53310,
-  0.02849, 0.33891, 0.25594, 0.90071, 0.01248, 0.67871, 0.65953, 0.65369, 0.97574, 0.31578,
+   0.91529, 0.25121, 0.07593, 0.94490, 0.28656, 0.82174, 0.68887, 0.67337, 0.99291, 0.03316,
-  0.23678, 0.39220, 0.06706, 0.80943, 0.57694, 0.08220, 0.18151, 0.19969, 0.37096, 0.37858,
+   0.02849, 0.33891, 0.25594, 0.90071, 0.01248, 0.67871, 0.65953, 0.65369, 0.97574, 0.31578,
-  0.70153, 0.46816, 0.76511, 0.02520, 0.39387, 0.25527, 0.39050, 0.60141, 0.30322, 0.46195,
+   0.23678, 0.39220, 0.06706, 0.80943, 0.57694, 0.08220, 0.18151, 0.19969, 0.37096, 0.37858,
-  0.12025, 0.33616, 0.04174, 0.00196, 0.68886, 0.74445, 0.15869, 0.18994, 0.95195, 0.62874,
+   0.70153, 0.46816, 0.76511, 0.02520, 0.39387, 0.25527, 0.39050, 0.60141, 0.30322, 0.46195,
-  0.82874, 0.53369, 0.34383, 0.50752, 0.97023, 0.22695, 0.62407, 0.25840, 0.71279, 0.28785,
+   0.12025, 0.33616, 0.04174, 0.00196, 0.68886, 0.74445, 0.15869, 0.18994, 0.95195, 0.62874,
-  0.31611, 0.20391, 0.19702, 0.40760, 0.85158, 0.68369, 0.63760, 0.09879, 0.11924, 0.32920,
+   0.82874, 0.53369, 0.34383, 0.50752, 0.97023, 0.22695, 0.62407, 0.25840, 0.71279, 0.28785,
-  0.53052, 0.15900, 0.21229, 0.84080, 0.33933, 0.93651, 0.42705, 0.06199, 0.50092, 0.47192,
+   0.31611, 0.20391, 0.19702, 0.40760, 0.85158, 0.68369, 0.63760, 0.09879, 0.11924, 0.32920,
-  0.57152, 0.01818, 0.31404, 0.50173, 0.87725, 0.50530, 0.10717, 0.04035, 0.32901, 0.33538,
+   0.53052, 0.15900, 0.21229, 0.84080, 0.33933, 0.93651, 0.42705, 0.06199, 0.50092, 0.47192,
-  0.04780, 0.40984, 0.78216, 0.91288, 0.11314, 0.25248, 0.23823, 0.74001, 0.48089, 0.55531,
+   0.57152, 0.01818, 0.31404, 0.50173, 0.87725, 0.50530, 0.10717, 0.04035, 0.32901, 0.33538,
-  0.82486, 0.01058, 0.05409, 0.44357, 0.52641, 0.68188, 0.94629, 0.61627, 0.33037, 0.11961,
+   0.04780, 0.40984, 0.78216, 0.91288, 0.11314, 0.25248, 0.23823, 0.74001, 0.48089, 0.55531,
-  0.57988, 0.19653, 0.91902, 0.59838, 0.52974, 0.28364, 0.45767, 0.65836, 0.63045, 0.76140,
+   0.82486, 0.01058, 0.05409, 0.44357, 0.52641, 0.68188, 0.94629, 0.61627, 0.33037, 0.11961,
-  0.27918, 0.27256, 0.46035, 0.77418, 0.92918, 0.14095, 0.89645, 0.25146, 0.21172, 0.47910,
+   0.57988, 0.19653, 0.91902, 0.59838, 0.52974, 0.28364, 0.45767, 0.65836, 0.63045, 0.76140,
-  0.95451, 0.34377, 0.29927, 0.79220, 0.97654, 0.67591, 0.44385, 0.38434, 0.44860, 0.28170,
+   0.27918, 0.27256, 0.46035, 0.77418, 0.92918, 0.14095, 0.89645, 0.25146, 0.21172, 0.47910,
-  0.90712, 0.20337, 0.00292, 0.55046, 0.62255, 0.45127, 0.80896, 0.43965, 0.59145, 0.23801,
+   0.95451, 0.34377, 0.29927, 0.79220, 0.97654, 0.67591, 0.44385, 0.38434, 0.44860, 0.28170,
-  0.33601, 0.30119, 0.89935, 0.40850, 0.98226, 0.75430, 0.68318, 0.65407, 0.68067, 0.32942,
+   0.90712, 0.20337, 0.00292, 0.55046, 0.62255, 0.45127, 0.80896, 0.43965, 0.59145, 0.23801,
-  0.11756, 0.27626, 0.83879, 0.72174, 0.75430, 0.13702, 0.03402, 0.58781, 0.07393, 0.23067,
+   0.33601, 0.30119, 0.89935, 0.40850, 0.98226, 0.75430, 0.68318, 0.65407, 0.68067, 0.32942,
-  0.92537, 0.29445, 0.43437, 0.47685, 0.54548, 0.66082, 0.23805, 0.60208, 0.94337, 0.21363,
+   0.11756, 0.27626, 0.83879, 0.72174, 0.75430, 0.13702, 0.03402, 0.58781, 0.07393, 0.23067,
-  0.72637, 0.57181, 0.77679, 0.63931, 0.72860, 0.38901, 0.94920, 0.04535, 0.12863, 0.40550,
+   0.92537, 0.29445, 0.43437, 0.47685, 0.54548, 0.66082, 0.23805, 0.60208, 0.94337, 0.21363,
-  0.90095, 0.21418, 0.13953, 0.99639, 0.02526, 0.70018, 0.21828, 0.20294, 0.20191, 0.30954,
+   0.72637, 0.57181, 0.77679, 0.63931, 0.72860, 0.38901, 0.94920, 0.04535, 0.12863, 0.40550,
-  0.39490, 0.68955, 0.11506, 0.15748, 0.40252, 0.91680, 0.61547, 0.78443, 0.19693, 0.67630,
+   0.90095, 0.21418, 0.13953, 0.99639, 0.02526, 0.70018, 0.21828, 0.20294, 0.20191, 0.30954,
-  0.56552, 0.58556, 0.53554, 0.53507, 0.09831, 0.21229, 0.83135, 0.26375, 0.89287, 0.97069,
+   0.39490, 0.68955, 0.11506, 0.15748, 0.40252, 0.91680, 0.61547, 0.78443, 0.19693, 0.67630,
-  0.70615, 0.42041, 0.43117, 0.21291, 0.26086, 0.26978, 0.77340, 0.43833, 0.46179, 0.54418,
+   0.56552, 0.58556, 0.53554, 0.53507, 0.09831, 0.21229, 0.83135, 0.26375, 0.89287, 0.97069,
-  0.67878, 0.42776, 0.61454, 0.55915, 0.36363, 0.31999, 0.42442, 0.86649, 0.62513, 0.02047
+   0.70615, 0.42041, 0.43117, 0.21291, 0.26086, 0.26978, 0.77340, 0.43833, 0.46179, 0.54418,
-};
+   0.67878, 0.42776, 0.61454, 0.55915, 0.36363, 0.31999, 0.42442, 0.86649, 0.62513, 0.02047
+  };
 
 class TestRunnable
 {

dynare++/parser/cc/atom_assignings.cc

@@ -158,7 +158,7 @@ AtomAssignings::apply_subst(const AtomSubstitutions::Toldnamemap &mm)
 {
   // go through all old variables and see what are their derived new
   // variables
-  for (const auto & it : mm)
+  for (const auto &it : mm)
     {
       const string &oldname = it.first;
       const AtomSubstitutions::Tshiftnameset &sset = it.second;
@@ -175,7 +175,7 @@ AtomAssignings::apply_subst(const AtomSubstitutions::Toldnamemap &mm)
           order.push_back(-1);
           // now go through all new names derived from the old name and
           // reference to the newly added formula
-          for (const auto & itt : sset)
+          for (const auto &itt : sset)
             {
               const string &newname = itt.first;
               left_names.insert(newname);

dynare++/parser/cc/atom_substitutions.cc

@@ -62,7 +62,7 @@ AtomSubstitutions::substitutions_finished(VarOrdering::ord_type ot)
       // add all new names derived from the old name
       auto it = old2new.find(oname);
       if (it != old2new.end())
-        for (const auto & itt : it->second)
+        for (const auto &itt : it->second)
           na_ext.push_back(itt.first);
     }
 
@@ -77,7 +77,7 @@ AtomSubstitutions::get_new4old(const string &oldname, int tshift) const
   if (it != old2new.end())
     {
       const Tshiftnameset &sset = it->second;
-      for (const auto & itt : sset)
+      for (const auto &itt : sset)
         if (itt.second == -tshift)
           return itt.first;
     }
@@ -88,12 +88,12 @@ void
 AtomSubstitutions::print() const
 {
   std::cout << u8"Atom Substitutions:\nOld ⇒ New:\n";
-  for (const auto & it : old2new)
+  for (const auto &it : old2new)
     for (const auto &itt : it.second)
       std::cout << "    " << it.first << u8" ⇒ [" << itt.first << ", " << itt.second << "]\n";
 
   std::cout << u8"Old ⇐ New:\n";
-  for (const auto & it : new2old)
+  for (const auto &it : new2old)
     std::cout << "    [" << it.second.first << ", " << it.second.second << "] ⇐ " << it.first << '\n';
 }
 

dynare++/parser/cc/dynamic_atoms.cc

@@ -55,7 +55,7 @@ Constants::import_constants(const Constants &c, OperationTree &otree, Tintintmap
 void
 Constants::setValues(EvalTree &et) const
 {
-  for (const auto & it : cmap)
+  for (const auto &it : cmap)
     et.set_nulary(it.first, it.second);
 }
 
@@ -250,7 +250,7 @@ vector<int>
 DynamicAtoms::variables() const
 {
   vector<int> res;
-  for (const auto & var : vars)
+  for (const auto &var : vars)
     {
       const Tlagmap &lmap = var.second;
       for (auto itt : lmap)
@@ -372,7 +372,7 @@ DynamicAtoms::print() const
   std::cout << "constants:\n";
   Constants::print();
   std::cout << "variables:\n";
-  for (const auto & var : vars)
+  for (const auto &var : vars)
     {
       const Tlagmap &lmap = var.second;
       for (auto itt : lmap)
@@ -501,7 +501,7 @@ VarOrdering::do_general(ord_type ordering)
 
   // make der_atoms and positions
   int off = 0;
-  for (auto & ord : ords)
+  for (auto &ord : ords)
     for (unsigned int j = 0; j < ord->size(); j++, off++)
       if ((*ord)[j] != -1)
         {

dynare++/parser/cc/dynamic_atoms.hh

@@ -347,7 +347,7 @@ namespace ogp
   public:
     /** This is an enum type for an ordering type implemented by
      * do_general. */
-    enum ord_type {pbspbfbf, bfspbfpb};
+    enum ord_type { pbspbfbf, bfspbfpb };
     /** Construct the ordering of the variables given by the names
      * with their dynamic occurrences defined by the atoms. It
      * calls the virtual method do_ordering which can be

dynare++/parser/cc/fine_atoms.hh

@@ -339,20 +339,20 @@ namespace ogp
     int get_pos_of_all(int t) const;
     /** Return the mapping from endogenous at time t to outer
      * ordering of endogenous. */
-    const vector<int>&y2outer_endo() const;
+    const vector<int> &y2outer_endo() const;
     /** Return the mapping from the outer ordering of endogenous to endogenous
      * at time t. */
-    const vector<int>&outer2y_endo() const;
+    const vector<int> &outer2y_endo() const;
     /** Return the mapping from exogenous at time t to outer
      * ordering of exogenous. */
-    const vector<int>&y2outer_exo() const;
+    const vector<int> &y2outer_exo() const;
     /** Return the mapping from the outer ordering of exogenous to exogenous
      * at time t. */
-    const vector<int>&outer2y_exo() const;
+    const vector<int> &outer2y_exo() const;
     /** Return the endo_atoms_map. */
-    const vector<int>&get_endo_atoms_map() const;
+    const vector<int> &get_endo_atoms_map() const;
     /** Return the exo_atoms_map. */
-    const vector<int>&get_exo_atoms_map() const;
+    const vector<int> &get_exo_atoms_map() const;
     /** Return an index in the outer ordering of a given
      * parameter. An exception is thrown if the name is not a
      * parameter. */

dynare++/parser/cc/formula_parser.cc

@@ -271,7 +271,7 @@ FormulaDerivatives::derivative(const FoldMultiIndex &mi) const
 void
 FormulaDerivatives::print(const OperationTree &otree) const
 {
-  for (const auto & it : ind2der)
+  for (const auto &it : ind2der)
     {
       std::cout << "derivative ";
       it.first.print();

dynare++/parser/cc/formula_parser.hh

@@ -256,7 +256,7 @@ namespace ogp
      * different order). */
     void differentiate(int max_order);
     /** Return i-th formula derivatives. */
-    const FormulaDerivatives&derivatives(int i) const;
+    const FormulaDerivatives &derivatives(int i) const;
 
     /** This returns a maximum index of zero derivative formulas
      * including all nulary terms. This is a mimumum length of the

dynare++/parser/cc/location.hh

@@ -29,12 +29,12 @@ namespace ogp
 };
 
 // set current off to the first off and add all lengths
-#define YYLLOC_DEFAULT(Current, Rhs, N)                         \
+#define YYLLOC_DEFAULT(Current, Rhs, N)         \
-  {                                                             \
+  {                                             \
-    (Current).off = (Rhs)[1].off;                               \
+    (Current).off = (Rhs)[1].off;               \
-    (Current).ll = 0;                                           \
+    (Current).ll = 0;                           \
-    for (int i = 1; i <= N; i++)                                \
+    for (int i = 1; i <= N; i++)                \
-      (Current).ll += (Rhs)[i].ll;                              \
+      (Current).ll += (Rhs)[i].ll;              \
   }
 
 #define SET_LLOC(prefix) (prefix ## lloc.off += prefix ## lloc.ll, prefix ## lloc.ll = prefix ## leng)

dynare++/parser/cc/matrix_parser.cc

@@ -100,12 +100,12 @@ MatrixParser::end() const
 }
 
 MPIterator::MPIterator(const MatrixParser &mp)
-  : p(&mp), i(0),  r(mp.find_first_non_empty_row())
+  : p(&mp), i(0), r(mp.find_first_non_empty_row())
 {
 }
 
 MPIterator::MPIterator(const MatrixParser &mp, const char *dummy)
-  : p(&mp), i(mp.data.size()),  r(mp.row_lengths.size())
+  : p(&mp), i(mp.data.size()), r(mp.row_lengths.size())
 {
 }
 

dynare++/parser/cc/static_fine_atoms.cc

@@ -96,7 +96,7 @@ StaticFineAtoms::parsing_finished()
 
   // go through all endo and exo insert tree indices, ignore names
   // whose tree index is -1 (those which are not referenced)
-  for (auto & endovar : endovars)
+  for (auto &endovar : endovars)
     {
       int t = index(endovar);
       if (t != -1)
@@ -105,7 +105,7 @@ StaticFineAtoms::parsing_finished()
           der_atoms.push_back(t);
         }
     }
-  for (auto & exovar : exovars)
+  for (auto &exovar : exovars)
     {
       int t = index(exovar);
       if (t != -1)

dynare++/parser/cc/tree.cc

@@ -287,7 +287,7 @@ OperationTree::add_derivative(int t, int v)
         int tmp1 = add_derivative(terms[t].getOp1(), v);
         int tmp2 = add_derivative(terms[t].getOp2(), v);
         int res1 = add_binary(code_t::TIMES, terms[t].getOp1(), tmp2);
-        int     res2 = add_binary(code_t::TIMES, tmp1, terms[t].getOp2());
+        int res2 = add_binary(code_t::TIMES, tmp1, terms[t].getOp2());
         res = add_binary(code_t::PLUS, res1, res2);
         break;
       }
@@ -477,7 +477,7 @@ OperationTree::select_terms_inv(int t, const opselector &sel, unordered_set<int>
 void
 OperationTree::forget_derivative_maps()
 {
-  for (auto & derivative : derivatives)
+  for (auto &derivative : derivatives)
     derivative.clear();
 }
 

dynare++/parser/cc/tree.hh

@@ -42,8 +42,8 @@ namespace ogp
    * codes, he should update the code of #OperationTree::add_unary,
    * #OperationTree::add_binary, and of course
    * #OperationTree::add_derivative. */
-  enum class code_t {NONE, UMINUS, LOG, EXP, SIN, COS, TAN, SQRT, ERF,
+  enum class code_t { NONE, UMINUS, LOG, EXP, SIN, COS, TAN, SQRT, ERF,
-                     ERFC, PLUS, MINUS, TIMES, DIVIDE, POWER};
+                      ERFC, PLUS, MINUS, TIMES, DIVIDE, POWER };
 
   /** Class representing a nulary, unary, or binary operation. */
   class Operation
@@ -64,7 +64,7 @@ namespace ogp
     }
     /** Constructs a unary operation. */
     Operation(code_t cd, int oper1)
-      : code(cd), op1(oper1) 
+      : code(cd), op1(oper1)
     {
     }
     /** Constructs a nulary operation. */
@@ -218,7 +218,7 @@ namespace ogp
      * 2/pi.  These will be always first four terms having indices
      * zero, one and two, three. If adding anything to this
      * enumeration, make sure ‘num_constants’ remains the last one.*/
-    enum {zero, one, nan, two_over_pi, num_constants};
+    enum { zero, one, nan, two_over_pi, num_constants };
 
     /** The unique constructor which initializes the object to
      * contain only zero, one and nan and two_over_pi.*/

dynare++/src/dynare3.hh

@@ -129,7 +129,7 @@ public:
   {
     return std::make_unique<Dynare>(*this);
   }
-  
+
   ~Dynare() override = default;
   int
   nstat() const override

dynare++/src/dynare_atoms.cc

@@ -186,7 +186,7 @@ DynareAtomValues::setValues(ogp::EvalTree &et) const
         for (auto it : lmap)
           {
             int ll = it.first;
-            if (ll == 0)   // this is always true because of checks
+            if (ll == 0) // this is always true because of checks
               {
                 int t = it.second;
                 int i = atoms.outer2y_exo()[outer_i];

dynare++/src/dynare_atoms.hh

@@ -64,7 +64,7 @@ namespace ogdyn
   class DynareDynamicAtoms : public ogp::SAtoms, public ogp::NularyStringConvertor
   {
   public:
-    enum class atype {endovar, exovar, param};
+    enum class atype { endovar, exovar, param };
   protected:
     using Tatypemap = map<string, atype>;
     /* The map assigining a type to each name. */

dynare++/src/dynare_exception.hh

@@ -29,8 +29,8 @@ class DynareException
   std::string mes;
 public:
   DynareException(const std::string &m, const std::string &fname, int line, int col)
-    : mes{"Parse error at " + fname + ", line " + std::to_string(line) + ", column " +
+    : mes{"Parse error at " + fname + ", line " + std::to_string(line) + ", column "
-          std::to_string(col) + ": " + m}
+          + std::to_string(col) + ": " + m}
   {
   }
   DynareException(const std::string &fname, int line, const std::string &m)

dynare++/src/dynare_model.cc

@@ -45,7 +45,7 @@ ParsedMatrix::ParsedMatrix(const ogp::MatrixParser &mp)
 }
 
 DynareModel::DynareModel()
-  : atoms(), eqs(atoms) 
+  : atoms(), eqs(atoms)
 {
 }
 

dynare++/src/dynare_model.hh

@@ -404,8 +404,8 @@ namespace ogdyn
        in the subclass. */
     void write_der0(std::ostream &os);
     /* This writes the evaluation of the first order derivative of the system.
-        It calls pure virtual methods for writing a preamble, assignment, and
+       It calls pure virtual methods for writing a preamble, assignment, and
-        assignemnt of the resulting objects. */
+       assignemnt of the resulting objects. */
     void write_der1(std::ostream &os);
   protected:
     virtual void write_der0_preamble(std::ostream &os) const = 0;

dynare++/src/dynare_params.cc

@@ -51,39 +51,40 @@ DynareParams::DynareParams(int argc, char **argv)
   modname = argv[argc-1];
   argc--;
 
-  struct option const opts [] = {
+  struct option const opts[] =
-    {"periods", required_argument, nullptr, static_cast<int>(opt::per)},
+    {
-    {"per", required_argument, nullptr, static_cast<int>(opt::per)},
+     {"periods", required_argument, nullptr, static_cast<int>(opt::per)},
-    {"burn", required_argument, nullptr, static_cast<int>(opt::burn)},
+     {"per", required_argument, nullptr, static_cast<int>(opt::per)},
-    {"simulations", required_argument, nullptr, static_cast<int>(opt::sim)},
+     {"burn", required_argument, nullptr, static_cast<int>(opt::burn)},
-    {"sim", required_argument, nullptr, static_cast<int>(opt::sim)},
+     {"simulations", required_argument, nullptr, static_cast<int>(opt::sim)},
-    {"rtperiods", required_argument, nullptr, static_cast<int>(opt::rtper)},
+     {"sim", required_argument, nullptr, static_cast<int>(opt::sim)},
-    {"rtper", required_argument, nullptr, static_cast<int>(opt::rtper)},
+     {"rtperiods", required_argument, nullptr, static_cast<int>(opt::rtper)},
-    {"rtsimulations", required_argument, nullptr, static_cast<int>(opt::rtsim)},
+     {"rtper", required_argument, nullptr, static_cast<int>(opt::rtper)},
-    {"rtsim", required_argument, nullptr, static_cast<int>(opt::rtsim)},
+     {"rtsimulations", required_argument, nullptr, static_cast<int>(opt::rtsim)},
-    {"condperiods", required_argument, nullptr, static_cast<int>(opt::condper)},
+     {"rtsim", required_argument, nullptr, static_cast<int>(opt::rtsim)},
-    {"condper", required_argument, nullptr, static_cast<int>(opt::condper)},
+     {"condperiods", required_argument, nullptr, static_cast<int>(opt::condper)},
-    {"condsimulations", required_argument, nullptr, static_cast<int>(opt::condsim)},
+     {"condper", required_argument, nullptr, static_cast<int>(opt::condper)},
-    {"condsim", required_argument, nullptr, static_cast<int>(opt::condsim)},
+     {"condsimulations", required_argument, nullptr, static_cast<int>(opt::condsim)},
-    {"prefix", required_argument, nullptr, static_cast<int>(opt::prefix)},
+     {"condsim", required_argument, nullptr, static_cast<int>(opt::condsim)},
-    {"threads", required_argument, nullptr, static_cast<int>(opt::threads)},
+     {"prefix", required_argument, nullptr, static_cast<int>(opt::prefix)},
-    {"steps", required_argument, nullptr, static_cast<int>(opt::steps)},
+     {"threads", required_argument, nullptr, static_cast<int>(opt::threads)},
-    {"seed", required_argument, nullptr, static_cast<int>(opt::seed)},
+     {"steps", required_argument, nullptr, static_cast<int>(opt::steps)},
-    {"order", required_argument, nullptr, static_cast<int>(opt::order)},
+     {"seed", required_argument, nullptr, static_cast<int>(opt::seed)},
-    {"ss-tol", required_argument, nullptr, static_cast<int>(opt::ss_tol)},
+     {"order", required_argument, nullptr, static_cast<int>(opt::order)},
-    {"check", required_argument, nullptr, static_cast<int>(opt::check)},
+     {"ss-tol", required_argument, nullptr, static_cast<int>(opt::ss_tol)},
-    {"check-scale", required_argument, nullptr, static_cast<int>(opt::check_scale)},
+     {"check", required_argument, nullptr, static_cast<int>(opt::check)},
-    {"check-evals", required_argument, nullptr, static_cast<int>(opt::check_evals)},
+     {"check-scale", required_argument, nullptr, static_cast<int>(opt::check_scale)},
-    {"check-num", required_argument, nullptr, static_cast<int>(opt::check_num)},
+     {"check-evals", required_argument, nullptr, static_cast<int>(opt::check_evals)},
-    {"qz-criterium", required_argument, nullptr, static_cast<int>(opt::qz_criterium)},
+     {"check-num", required_argument, nullptr, static_cast<int>(opt::check_num)},
-    {"no-irfs", no_argument, nullptr, static_cast<int>(opt::noirfs)},
+     {"qz-criterium", required_argument, nullptr, static_cast<int>(opt::qz_criterium)},
-    {"irfs", no_argument, nullptr, static_cast<int>(opt::irfs)},
+     {"no-irfs", no_argument, nullptr, static_cast<int>(opt::noirfs)},
-    {"centralize", no_argument, nullptr, static_cast<int>(opt::centralize)},
+     {"irfs", no_argument, nullptr, static_cast<int>(opt::irfs)},
-    {"no-centralize", no_argument, nullptr, static_cast<int>(opt::no_centralize)},
+     {"centralize", no_argument, nullptr, static_cast<int>(opt::centralize)},
-    {"help", no_argument, nullptr, static_cast<int>(opt::help)},
+     {"no-centralize", no_argument, nullptr, static_cast<int>(opt::no_centralize)},
-    {"version", no_argument, nullptr, static_cast<int>(opt::version)},
+     {"help", no_argument, nullptr, static_cast<int>(opt::help)},
-    {nullptr, 0, nullptr, 0}
+     {"version", no_argument, nullptr, static_cast<int>(opt::version)},
-  };
+     {nullptr, 0, nullptr, 0}
+    };
 
   int ret;
   int index;

dynare++/src/dynare_params.hh

@@ -89,11 +89,11 @@ struct DynareParams
     return 10*check_num;
   }
 private:
-  enum class opt {per, burn, sim, rtper, rtsim, condper, condsim,
+  enum class opt { per, burn, sim, rtper, rtsim, condper, condsim,
-                  prefix, threads,
+                   prefix, threads,
-                  steps, seed, order, ss_tol, check,
+                   steps, seed, order, ss_tol, check,
-                  check_evals, check_scale, check_num, noirfs, irfs,
+                   check_evals, check_scale, check_num, noirfs, irfs,
-                  help, version, centralize, no_centralize, qz_criterium};
+                   help, version, centralize, no_centralize, qz_criterium };
   void processCheckFlags(const std::string &flags);
   /* This gathers strings from argv[optind] and on not starting with '-' to the
      irf_list. It stops one item before the end, since this is the model

dynare++/src/forw_subst_builder.cc

@@ -70,7 +70,7 @@ ForwSubstBuilder::substitute_for_term(int t, int i, int j)
       // first make lagsubst be substitution setting f(x(+4)) to f(x(+1))
       // this is lag = -3 (1-mlead)
       map<int, int> lagsubst;
-      unordered_set<int> nult = model.eqs.nulary_of_term(t);// make copy of nult!
+      unordered_set<int> nult = model.eqs.nulary_of_term(t); // make copy of nult!
       model.variable_shift_map(nult, 1-mlead, lagsubst);
       int lagt = model.eqs.add_substitution(t, lagsubst);
 

dynare++/src/planner_builder.cc

@@ -87,7 +87,6 @@ PlannerBuilder::PlannerBuilder(const PlannerBuilder &pb, ogdyn::DynareModel &m)
     diff_b_static(pb.diff_b_static),
     diff_f_static(pb.diff_f_static),
     aux_map(), static_aux_map()
-
 {
   fill_yset(m.atoms.get_name_storage(), pb.yset);
   fill_aux_map(m.atoms.get_name_storage(), pb.aux_map, pb.static_aux_map);
@@ -244,7 +243,7 @@ PlannerBuilder::make_static_version()
     for (int yi = 0; yi < diff_b.nrows(); yi++)
       diff_b_static(yi, ll-minlag)
         = static_tree.add_substitution(diff_b(yi, ll-minlag),
-                                       tmap,  model.eqs.getTree());
+                                       tmap, model.eqs.getTree());
 
   // go through diff_f and fill diff_f_static
   for (int ll = minlag; ll <= maxlead; ll++)
@@ -384,7 +383,7 @@ MultInitSS::MultInitSS(const PlannerBuilder &pb, const Vector &pvals, Vector &yy
           if (it != old2new.end())
             {
               const ogp::AtomSubstitutions::Tshiftnameset &sset = it->second;
-              for (const auto & itt : sset)
+              for (const auto &itt : sset)
                 {
                   const std::string &newname = itt.first;
                   int iouter = builder.model.atoms.name2outer_endo(newname);

dynare++/sylv/cc/BlockDiagonal.cc

@@ -65,7 +65,7 @@ BlockDiagonal::setZerosToRU(diag_iter edge)
    of the right-most non-zero element of i-th row from the left, and
    col_len[j] is distance of top-most non-zero element of j-th column
    to the top. (First element has distance 1).
- */
+*/
 void
 BlockDiagonal::setZeroBlockEdge(diag_iter edge)
 {

dynare++/sylv/cc/GeneralMatrix.hh

@@ -42,7 +42,9 @@ class TransposedMatrix
 private:
   T &orig;
 public:
-  TransposedMatrix(T &orig_arg) : orig{orig_arg} {};
+  TransposedMatrix(T &orig_arg) : orig{orig_arg}
+  {
+  };
 };
 
 // Syntactic sugar for representing a transposed matrix

dynare++/sylv/cc/IterativeSylvester.cc

@@ -31,7 +31,7 @@ IterativeSylvester::solve(SylvParams &pars, KronVector &x) const
 
   auto kpow = matrixK->clone();
   auto fpow = matrixF->clone();
-  while (steps < max_steps &&norm > max_norm)
+  while (steps < max_steps && norm > max_norm)
     {
       kpow->multRight(SqSylvMatrix(*kpow)); // be careful to make copy
       fpow->multRight(SqSylvMatrix(*fpow)); // also here

dynare++/sylv/cc/QuasiTriangular.cc

@@ -148,7 +148,7 @@ void
 Diagonal::changeBase(double *p)
 {
   int d_size = getSize();
-  for (auto & it : *this)
+  for (auto &it : *this)
     {
       const DiagonalBlock &b = it;
       int jbar = b.getIndex();
@@ -179,7 +179,7 @@ Diagonal::getEigenValues(Vector &eig) const
           << ", should be=" << 2*d_size << '.' << std::endl;
       throw SYLV_MES_EXCEPTION(mes.str());
     }
-  for (const auto & b : *this)
+  for (const auto &b : *this)
     {
       int ind = b.getIndex();
       eig[2*ind] = *(b.getAlpha());
@@ -303,7 +303,7 @@ Diagonal::print() const
   auto ff = std::cout.flags();
   std::cout << "Num real: " << getNumReal() << ", num complex: " << getNumComplex() << std::endl
             << std::fixed;
-  for (const auto & it : *this)
+  for (const auto &it : *this)
     if (it.isReal())
       std::cout << "real: jbar=" << it.getIndex() << ", alpha=" << *(it.getAlpha()) << std::endl;
     else

dynare++/sylv/cc/QuasiTriangular.hh

@@ -222,7 +222,7 @@ private:
   static bool isZero(double p);
 };
 
-template <class _TRef, class _TPtr>
+template<class _TRef, class _TPtr>
 struct _matrix_iter
 {
   using _Self = _matrix_iter<_TRef, _TPtr>;
@@ -260,7 +260,7 @@ public:
   virtual _Self &operator++() = 0;
 };
 
-template <class _TRef, class _TPtr>
+template<class _TRef, class _TPtr>
 class _column_iter : public _matrix_iter<_TRef, _TPtr>
 {
   using _Tparent = _matrix_iter<_TRef, _TPtr>;
@@ -293,7 +293,7 @@ public:
   }
 };
 
-template <class _TRef, class _TPtr>
+template<class _TRef, class _TPtr>
 class _row_iter : public _matrix_iter<_TRef, _TPtr>
 {
   using _Tparent = _matrix_iter<_TRef, _TPtr>;
@@ -358,7 +358,7 @@ public:
   explicit QuasiTriangular(const SchurDecomp &decomp);
   explicit QuasiTriangular(const SchurDecompZero &decomp);
   QuasiTriangular(const QuasiTriangular &t);
-  
+
   ~QuasiTriangular() override = default;
   const Diagonal &
   getDiagonal() const

dynare++/sylv/cc/SchurDecomp.cc

@@ -31,10 +31,10 @@ SchurDecomp::SchurDecomp(const SqSylvMatrix &m)
   SqSylvMatrix auxt(m);
   lapack_int lda = auxt.getLD(), ldvs = q.getLD();
   lapack_int sdim;
-  auto wr = std::make_unique<double []>(rows);
+  auto wr = std::make_unique<double[]>(rows);
-  auto wi = std::make_unique<double []>(rows);
+  auto wi = std::make_unique<double[]>(rows);
   lapack_int lwork = 6*rows;
-  auto work = std::make_unique<double []>(lwork);
+  auto work = std::make_unique<double[]>(lwork);
   lapack_int info;
   dgees("V", "N", nullptr, &rows, auxt.base(), &lda, &sdim,
         wr.get(), wi.get(), q.base(), &ldvs,

dynare++/sylv/cc/SchurDecompEig.cc

@@ -30,7 +30,7 @@
    neighbour is bubbled also in front. The method returns a new
    position ‘to’, where the original block pointed by ‘to’ happens to
    appear at the end. ‘from’ must be greater than ‘to’.
- */
+*/
 SchurDecompEig::diag_iter
 SchurDecompEig::bubbleEigen(diag_iter from, diag_iter to)
 {
@@ -65,7 +65,7 @@ SchurDecompEig::bubbleEigen(diag_iter from, diag_iter to)
    resolve eigenvalues from ‘itadd’ to ‘it’, before the ‘it’ can be
    resolved.
    The success is signaled by returned true.
- */
+*/
 bool
 SchurDecompEig::tryToSwap(diag_iter &it, diag_iter &itadd)
 {

dynare++/sylv/cc/SimilarityDecomp.cc

@@ -52,7 +52,7 @@ SimilarityDecomp::getXDim(diag_iter start, diag_iter end,
 /* Find solution of X for diagonal block given by start(incl.) and
    end(excl.). If the solution cannot be found, or it is greater than
    norm, X is not changed and flase is returned.
- */
+*/
 bool
 SimilarityDecomp::solveX(diag_iter start, diag_iter end,
                          GeneralMatrix &X, double norm) const

dynare++/sylv/cc/SylvParams.cc

@@ -133,11 +133,11 @@ mxArray *
 SylvParams::IntParamItem::createMatlabArray() const
 {
   mxArray *res = mxCreateNumericMatrix(1, 1, mxINT32_CLASS, mxREAL);
-#if MX_HAS_INTERLEAVED_COMPLEX
+# if MX_HAS_INTERLEAVED_COMPLEX
   *mxGetInt32s(res) = value;
-#else
+# else
   *static_cast<int *>(mxGetData(res)) = value;
-#endif
+# endif
   return res;
 }
 

dynare++/sylv/cc/SylvParams.hh

@@ -28,9 +28,9 @@
 # include <dynmex.h>
 #endif
 
-enum class status {def, changed, undef};
+enum class status { def, changed, undef };
 
-template <class _Type>
+template<class _Type>
 struct ParamItem
 {
 protected:
@@ -81,7 +81,7 @@ public:
 class SylvParams
 {
 public:
-  enum class solve_method {iter, recurse};
+  enum class solve_method { iter, recurse };
 
 protected:
   class DoubleParamItem : public ParamItem<double>

dynare++/sylv/cc/TriangularSylvester.hh

@@ -37,7 +37,7 @@ public:
   TriangularSylvester(const QuasiTriangular &k, const QuasiTriangular &f);
   TriangularSylvester(const SchurDecompZero &kdecomp, const SchurDecomp &fdecomp);
   TriangularSylvester(const SchurDecompZero &kdecomp, const SimilarityDecomp &fdecomp);
-  
+
   ~TriangularSylvester() override = default;
   void print() const;
   void solve(SylvParams &pars, KronVector &d) const override;

dynare++/sylv/testing/tests.cc

@@ -398,7 +398,7 @@ TestRunnable::gen_sylv(const std::string &aname, const std::string &bname, const
 
   if (m != mmc.row() || m != mmc.col()
       || n != mma.row() || n != mma.col()
-      || n != mmb.row() || n <  mmb.col()
+      || n != mmb.row() || n < mmb.col()
       || n != mmd.row() || power(m, order) != mmd.col())
     {
       std::cout << "  Incompatible sizes for gen_sylv.\n";
@@ -447,10 +447,10 @@ TestRunnable::eig_bubble(const std::string &aname, int from, int to)
   double normInf = check.getNormInf();
   double onorm1 = orig.getNorm1();
   double onormInf = orig.getNormInf();
-  std:: cout <<   "\tabs. error1 = " << norm1 << std::endl
+  std::cout <<   "\tabs. error1 = " << norm1 << std::endl
-             << u8"\tabs. error∞ = " << normInf << std::endl
+            << u8"\tabs. error∞ = " << normInf << std::endl
-             <<   "\trel. error1 = " << norm1/onorm1 << std::endl
+            <<   "\trel. error1 = " << norm1/onorm1 << std::endl
-             << u8"\trel. error∞ = " << normInf/onormInf << std::endl;
+            << u8"\trel. error∞ = " << normInf/onormInf << std::endl;
   return (norm1 < eps_norm*onorm1 && normInf < eps_norm*onormInf);
 }
 

dynare++/tl/cc/fine_container.hh

@@ -90,7 +90,7 @@ public:
    method, which returns a type for a given stack as the type of the
    corresponding (old) stack of the former stack container. */
 
-template <class _Ttype>
+template<class _Ttype>
 class FineContainer : public SizeRefinement, public StackContainer<_Ttype>
 {
 protected:
@@ -117,8 +117,8 @@ public:
   FineContainer(const _Stype &sc, int max)
     : SizeRefinement(sc.getStackSizes(), sc.numConts(), max),
       StackContainer<_Ttype>(numRefinements(), getNC()),
-    ref_conts(getNC()),
+      ref_conts(getNC()),
-    stack_cont(sc)
+      stack_cont(sc)
   {
     for (int i = 0; i < numRefinements(); i++)
       _Stype::stack_sizes[i] = getRefSize(i);

dynare++/tl/cc/fs_tensor.cc

@@ -59,7 +59,7 @@ FFSTensor::FFSTensor(const FFSTensor &t, const ConstVector &x)
    symmetry. Let n be a number of variables and d the
                                                 ⎛n+d-1⎞
    dimension dim. Then the number of indices is ⎝  d  ⎠.
- */
+*/
 
 int
 FFSTensor::calcMaxOffset(int nvar, int d)
@@ -79,7 +79,7 @@ FFSTensor::FFSTensor(const FSSparseTensor &t)
     nv(t.nvar())
 {
   zeros();
-  for (const auto & it : t.getMap())
+  for (const auto &it : t.getMap())
     {
       index ind(*this, it.first);
       get(it.second.first, *ind) = it.second.second;

dynare++/tl/cc/gs_tensor.hh

@@ -215,7 +215,7 @@ public:
   UGSTensor(UGSTensor &&) = default;
 
   UGSTensor(int first_row, int num, UGSTensor &t)
-    : UTensor(first_row,  num, t), tdims(t.tdims)
+    : UTensor(first_row, num, t), tdims(t.tdims)
   {
   }
 

dynare++/tl/cc/int_sequence.cc

@@ -284,7 +284,7 @@ IntSequence::print() const
    we want to compute the number of permutations of the word ‘yyyyuuvvv’.
                                                 ⎛  9  ⎞
    This is equal to the multinomial coefficient ⎝4,2,3⎠.
- */
+*/
 int
 IntSequence::noverseq()
 {

dynare++/tl/cc/normal_moments.cc

@@ -37,7 +37,7 @@ UNormalMoments::UNormalMoments(int maxdim, const TwoDMatrix &v)
    equal to 2n. See the header file for proof and details.
 
    Here we sequentially construct the Kronecker power ⊗ⁿv and apply Fₙ.
- */
+*/
 void
 UNormalMoments::generateMoments(int maxdim, const TwoDMatrix &v)
 {

dynare++/tl/cc/permutation.hh

@@ -43,7 +43,7 @@
    Also, we need PermutationSet class which contains all permutations
    of an n-element set, and a bundle of permutations PermutationBundle
    which contains all permutation sets up to a given number.
- */
+*/
 
 #ifndef PERMUTATION_H
 #define PERMUTATION_H
@@ -63,7 +63,7 @@
    indices which yield identity. Also we have a constructor calculating
    map, which corresponds to permutation in sort. This is, we want
    (sorted s)∘m = s.
-  */
+*/
 
 class Permutation
 {

dynare++/tl/cc/ps_tensor.hh

@@ -86,7 +86,8 @@
 class PerTensorDimens : public TensorDimens
 {
 private:
-  static IntSequence sortIntSequence(IntSequence s)
+  static IntSequence
+  sortIntSequence(IntSequence s)
   {
     s.sort();
     return s;
@@ -221,7 +222,7 @@ public:
   void addTo(FGSTensor &out) const;
   void addTo(UGSTensor &out) const;
 
-  enum class fill_method {first, second};
+  enum class fill_method { first, second };
   static fill_method decideFillMethod(const FSSparseTensor &t);
 private:
   int tailIdentitySize() const;

dynare++/tl/cc/pyramid_prod.cc

@@ -43,7 +43,7 @@ USubTensor::USubTensor(const TensorDimens &bdims,
               "Tensor has not full symmetry in USubTensor()");
   const EquivalenceSet &eset = TLStatic::getEquiv(bdims.dimen());
   zeros();
-  for (const auto & it : eset)
+  for (const auto &it : eset)
     {
       if (it.numClasses() == hdims.dimen())
         {

dynare++/tl/cc/stack_container.cc

@@ -119,7 +119,7 @@ WorkerFoldMAASparse1::operator()(std::mutex &mut)
       const Permutation &per = pset.get(iper);
       IntSequence percoor(coor.size());
       per.apply(coor, percoor);
-      for (const auto & it : eset)
+      for (const auto &it : eset)
         {
           if (it.numClasses() == t.dimen())
             {
@@ -163,7 +163,7 @@ FoldedStackContainer::multAndAddSparse2(const FSSparseTensor &t,
   sthread::detach_thread_group gr;
   FFSTensor dummy_f(0, numStacks(), t.dimen());
   for (Tensor::index fi = dummy_f.begin(); fi != dummy_f.end(); ++fi)
-      gr.insert(std::make_unique<WorkerFoldMAASparse2>(*this, t, out, fi.getCoor()));
+    gr.insert(std::make_unique<WorkerFoldMAASparse2>(*this, t, out, fi.getCoor()));
 
   gr.run();
 }
@@ -231,7 +231,7 @@ FoldedStackContainer::multAndAddSparse3(const FSSparseTensor &t,
       Vector outcol{out.getCol(*run)};
       FRSingleTensor sumcol(t.nvar(), t.dimen());
       sumcol.zeros();
-      for (const auto & it : eset)
+      for (const auto &it : eset)
         if (it.numClasses() == t.dimen())
           {
             StackProduct<FGSTensor> sp(*this, it, out.getSym());
@@ -485,7 +485,7 @@ WorkerUnfoldMAASparse1::operator()(std::mutex &mut)
       const Permutation &per = pset.get(iper);
       IntSequence percoor(coor.size());
       per.apply(coor, percoor);
-      for (const auto & it : eset)
+      for (const auto &it : eset)
         if (it.numClasses() == t.dimen())
           {
             StackProduct<UGSTensor> sp(cont, it, out.getSym());
@@ -611,7 +611,7 @@ UnfoldedStackContainer::multAndAddStacks(const IntSequence &fi,
         {
           Permutation sort_per(ui.getCoor());
           sort_per.inverse();
-          for (const auto & it : eset)
+          for (const auto &it : eset)
             if (it.numClasses() == g.dimen())
               {
                 StackProduct<UGSTensor> sp(*this, it, sort_per, out.getSym());

dynare++/tl/cc/stack_container.hh

@@ -107,12 +107,12 @@
    from zero types, or unit matrices are deleted. See kron_prod.hh for an
    explanation. */
 
-template <class _Ttype>
+template<class _Ttype>
 class StackContainerInterface
 {
 public:
   using _Ctype = TensorContainer<_Ttype>;
-  enum class itype { matrix, unit, zero};
+  enum class itype { matrix, unit, zero };
 public:
   StackContainerInterface() = default;
   virtual ~StackContainerInterface() = default;
@@ -145,7 +145,7 @@ public:
 
    It does not own its tensors. */
 
-template <class _Ttype>
+template<class _Ttype>
 class StackContainer : virtual public StackContainerInterface<_Ttype>
 {
 public:
@@ -347,7 +347,7 @@ protected:
    on four variables, the third being u′ a dummy and always returning zero if
    dimension of u′ is positive. */
 
-template <class _Ttype>
+template<class _Ttype>
 class ZContainer : public StackContainer<_Ttype>
 {
 public:
@@ -429,7 +429,7 @@ public:
    third one is dummy, and always returns zero. The first stack
    corresponds to a container of g*. */
 
-template <class _Ttype>
+template<class _Ttype>
 class GContainer : public StackContainer<_Ttype>
 {
 public:
@@ -503,7 +503,7 @@ public:
    equivalence can have permuted classes by some given
    permutation. Nothing else is interesting. */
 
-template <class _Ttype>
+template<class _Ttype>
 class StackProduct
 {
 public:
@@ -614,7 +614,7 @@ public:
 /* Here we only inherit from Kronecker product KronProdAllOptim, only to
    allow for a constructor constructing from StackProduct. */
 
-template <class _Ttype>
+template<class _Ttype>
 class KronProdStack : public KronProdAllOptim
 {
 public:

dynare++/tl/cc/symmetry.cc

@@ -116,7 +116,7 @@ symiterator::operator++()
 
 InducedSymmetries::InducedSymmetries(const Equivalence &e, const Symmetry &s)
 {
-  for (const auto & i : e)
+  for (const auto &i : e)
     emplace_back(s, i);
 }
 

dynare++/tl/cc/t_container.hh

@@ -136,7 +136,8 @@ public:
       insert(std::make_unique<_Ttype>(first_row, num, *(it.second)));
   }
 
-  TensorContainer<_Ttype> &operator=(const TensorContainer<_Ttype> &c)
+  TensorContainer<_Ttype> &
+  operator=(const TensorContainer<_Ttype> &c)
   {
     n = c.n;
     m.clear();
@@ -182,7 +183,7 @@ public:
     TL_RAISE_IF(check(t->getSym()),
                 "Tensor already in container in TensorContainer::insert");
     if (!t->isFinite())
-      throw TLException(__FILE__, __LINE__,  "NaN or Inf asserted in TensorContainer::insert");
+      throw TLException(__FILE__, __LINE__, "NaN or Inf asserted in TensorContainer::insert");
     m.emplace(t->getSym(), std::move(t));
   }
 

dynare++/tl/cc/t_polynomial.hh

@@ -101,7 +101,8 @@ public:
   struct dummy { using type = T; };
 
   template<class T>
-  const T &getNext()
+  const T &
+  getNext()
   {
     return getNext(dummy<T>());
   }
@@ -128,7 +129,7 @@ private:
    See documentation to TensorPolynomial::derivative() and
    TensorPolynomial::evalPartially() for details. */
 
-template <class _Ttype, class _TGStype, class _Stype>
+template<class _Ttype, class _TGStype, class _Stype>
 class TensorPolynomial : public TensorContainer<_Ttype>
 {
   int nr;
@@ -138,18 +139,18 @@ class TensorPolynomial : public TensorContainer<_Ttype>
 public:
   TensorPolynomial(int rows, int vars)
     : TensorContainer<_Ttype>(1),
-    nr(rows), nv(vars), maxdim(0)
+      nr(rows), nv(vars), maxdim(0)
   {
   }
   TensorPolynomial(const TensorPolynomial<_Ttype, _TGStype, _Stype> &tp, int k)
     : TensorContainer<_Ttype>(tp),
-    nr(tp.nr), nv(tp.nv), maxdim(0)
+      nr(tp.nr), nv(tp.nv), maxdim(0)
   {
     derivative(k);
   }
   TensorPolynomial(int first_row, int num, TensorPolynomial<_Ttype, _TGStype, _Stype> &tp)
     : TensorContainer<_Ttype>(first_row, num, tp),
-    nr(num), nv(tp.nv), maxdim(tp.maxdim)
+      nr(num), nv(tp.nv), maxdim(tp.maxdim)
   {
   }
 
@@ -176,7 +177,7 @@ public:
 
   TensorPolynomial(const TensorPolynomial<_Ttype, _TGStype, _Stype> &tp, const Vector &xval)
     : TensorContainer<_Ttype>(1),
-    nr(tp.nrows()), nv(tp.nvars() - xval.length()), maxdim(0)
+      nr(tp.nrows()), nv(tp.nvars() - xval.length()), maxdim(0)
   {
     TL_RAISE_IF(nvars() < 0,
                 "Length of xval too big in TensorPolynomial contract constructor");
@@ -472,7 +473,7 @@ public:
    tensor, with the number of variables equal to the number of variables
    of the polynomial plus 1 for ‘1’. */
 
-template <class _Ttype, class _TGStype, class _Stype>
+template<class _Ttype, class _TGStype, class _Stype>
 class CompactPolynomial : public _Ttype
 {
 public:

dynare++/tl/cc/tensor.hh

@@ -83,7 +83,7 @@
 class Tensor : public TwoDMatrix
 {
 public:
-  enum class indor {along_row, along_col};
+  enum class indor { along_row, along_col };
 
   /* The index represents n-tuple α₁…αₙ. Since its movement is dependent on the
      underlying tensor (with storage and symmetry), we maintain a reference to

dynare++/tl/cc/tl_exception.hh

@@ -59,7 +59,7 @@
 # define TL_DEBUG 0
 #endif
 
-#define TL_RAISE(mes)                                                   \
+#define TL_RAISE(mes)                           \
   throw TLException(__FILE__, __LINE__, mes)
 
 #define TL_RAISE_IF(expr, mes)                                          \
@@ -71,8 +71,8 @@ class TLException
 {
   const std::string fname;
   int lnum;
-  const std::string message;
 public:
+  const std::string message;
   TLException(std::string fname_arg, int lnum_arg, std::string message_arg)
     : fname{std::move(fname_arg)},
       lnum{lnum_arg},

dynare++/tl/cc/twod_matrix.hh

@@ -142,7 +142,6 @@ public:
   {
   }
 #endif
-
   ~TwoDMatrix() override = default;
 
   TwoDMatrix &operator=(const TwoDMatrix &m) = default;

dynare++/tl/testing/factory.hh

@@ -42,7 +42,7 @@ class Factory
 public:
   double get();
   // This can be used with UGSTensor, FGSTensor
-  template <class _Ttype>
+  template<class _Ttype>
   std::unique_ptr<_Ttype>
   make(int r, const Symmetry &s, const IntSequence &nvs)
   {
@@ -53,7 +53,7 @@ public:
   }
 
   // This can be used with FFSTensor, UFSTensor, FRTensor, URTensor
-  template <class _Ttype>
+  template<class _Ttype>
   std::unique_ptr<_Ttype>
   make(int r, int nv, int dim)
   {
@@ -63,7 +63,7 @@ public:
     return res;
   }
 
-  template <class _Ttype, class _Ctype>
+  template<class _Ttype, class _Ctype>
   _Ctype
   makeCont(int r, const IntSequence &nvs, int maxdim)
   {
@@ -80,7 +80,7 @@ public:
     return res;
   }
 
-  template <class _Ttype, class _Ptype>
+  template<class _Ttype, class _Ptype>
   _Ptype
   makePoly(int r, int nv, int maxdim)
   {

dynare++/tl/testing/tests.cc

@@ -56,10 +56,10 @@ protected:
   template<class _Ttype>
   static bool index_forward(const Symmetry &s, const IntSequence &nvs);
 
-  template <class _Ttype>
+  template<class _Ttype>
   static bool index_backward(const Symmetry &s, const IntSequence &nvs);
 
-  template <class _Ttype>
+  template<class _Ttype>
   static bool index_offset(const Symmetry &s, const IntSequence &nvs);
 
   static bool fold_unfold(std::unique_ptr<FTensor> folded);
@@ -122,7 +122,7 @@ TestRunnable::test() const
 /****************************************************/
 /*     definition of TestRunnable static methods    */
 /****************************************************/
-template <class _Ttype>
+template<class _Ttype>
 bool
 TestRunnable::index_forward(const Symmetry &s, const IntSequence &nvs)
 {
@@ -154,7 +154,7 @@ TestRunnable::index_forward(const Symmetry &s, const IntSequence &nvs)
   return fails == 0;
 }
 
-template <class _Ttype>
+template<class _Ttype>
 bool
 TestRunnable::index_backward(const Symmetry &s, const IntSequence &nvs)
 {
@@ -185,7 +185,7 @@ TestRunnable::index_backward(const Symmetry &s, const IntSequence &nvs)
   return fails == 0;
 }
 
-template <class _Ttype>
+template<class _Ttype>
 bool
 TestRunnable::index_offset(const Symmetry &s, const IntSequence &nvs)
 {

dynare++/utils/cc/pascal_triangle.cc

@@ -68,7 +68,6 @@ PascalRow::print() const
   std::cout << std::endl;
 }
 
-
 namespace PascalTriangle
 {
   namespace // Anonymous namespace that is a functional equivalent of “private”
@@ -127,7 +126,7 @@ namespace PascalTriangle
   void
   print()
   {
-    for (const auto & i : tr)
+    for (const auto &i : tr)
       i.print();
   }
 }

dynare++/utils/cc/sthread.cc

@@ -49,20 +49,20 @@ namespace sthread
       {
         counter++;
         std::thread th{[&, it] {
-            // The ‘it’ variable is captured by value, because otherwise the iterator may move
+                         // The ‘it’ variable is captured by value, because otherwise the iterator may move
-            (*it)->operator()(mut_threads);
+                         (*it)->operator()(mut_threads);
-            std::unique_lock<std::mutex> lk2{mut_cv};
+                         std::unique_lock<std::mutex> lk2{mut_cv};
-            counter--;
+                         counter--;
-            /* First notify the thread waiting on the condition variable, then
+                         /* First notify the thread waiting on the condition variable, then
-               unlock the mutex. We must do these two operations in that order,
+                            unlock the mutex. We must do these two operations in that order,
-               otherwise there is a possibility of having the main process
+                            otherwise there is a possibility of having the main process
-               destroying the condition variable before the thread tries to
+                            destroying the condition variable before the thread tries to
-               notify it (if all other threads terminate at the same time and
+                            notify it (if all other threads terminate at the same time and
-               bring the counter down to zero).
+                            bring the counter down to zero).
-               For that reason, we cannot use std::notify_all_at_thread_exit() */
+                            For that reason, we cannot use std::notify_all_at_thread_exit() */
-            cv.notify_one();
+                         cv.notify_one();
-            lk2.unlock();
+                         lk2.unlock();
-          }};
+                       }};
         th.detach();
         ++it;
         cv.wait(lk, [&] { return counter < max_parallel_threads; });

examples/NK_baseline.mod

@@ -29,11 +29,10 @@
  *
  * Please note that the following copyright notice only applies to this Dynare 
  * implementation of the model.
-
  */
 
 /*
- * Copyright (C) 2013-2016 Dynare Team
+ * Copyright (C) 2013-2020 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -51,72 +50,78 @@
  * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-var d       //preference shock
+var d       (long_name='preference shock')
-    c       //consumption
+    c       (long_name='consumption')
-    mu_z 	//trend growth rate of the economy (from neutral and investment specific technology)
+    mu_z    (long_name='trend growth rate of the economy (from neutral and investment specific technology)')
-    mu_I    //growth rate of investment-specific technology growth
+    mu_I    (long_name='growth rate of investment-specific technology growth')
-    mu_A    //growth rate of neutral technology
+    mu_A    (long_name='growth rate of neutral technology')
-    lambda  //Lagrange multiplier
+    lambda  (long_name='Lagrange multiplier')
-    R       //Nominal Interest rate
+    R       (long_name='Nominal Interest rate')
-    PI      //Inflation
+    PI      (long_name='Inflation')
-    r       //rental rate of capital
+    r       (long_name='rental rate of capital')
-    x       //investment
+    x       (long_name='investment')
-    u       //capacity utilization
+    u       (long_name='capacity utilization')
-    q       //Tobin's marginal q
+    q       (long_name='Tobin marginal q')
-    f       //variable for recursive formulation of wage setting
+    f       (long_name='variable for recursive formulation of wage setting')
-    ld      //aggregate labor demand
+    ld      (long_name='aggregate labor demand')
-    w       //real wage
+    w       (long_name='real wage')
-    wstar   //optimal real wage
+    wstar   (long_name='optimal real wage')
-    PIstarw //optimal wage inflation
+    PIstarw (long_name='optimal wage inflation')
-    PIstar  //optimal price inflation
+    PIstar  (long_name='optimal price inflation')
-    g1      //variable 1 for recursive formulation of price setting
+    g1      (long_name='variable 1 for recursive formulation of price setting')
-    g2      //variable 2 for recursive formulation of price setting
+    g2      (long_name='variable 2 for recursive formulation of price setting')
-    yd      //aggregate output
+    yd      (long_name='aggregate output')
-    mc      //marginal costs
+    mc      (long_name='marginal costs')
-    k       //capital
+    k       (long_name='capital')
-    vp      //price dispersion term
+    vp      (long_name='price dispersion term')
-    vw      //wage dispersion term
+    vw      (long_name='wage dispersion term')
-    l       //aggregate labor bundle
+    l       (long_name='aggregate labor bundle')
-    phi     //labor disutility shock
+    phi     (long_name='labor disutility shock')
-    F;      //firm profits
+    F       (long_name='firm profits')
+    ;
     
-varexo epsd epsphi epsmu_I epsA epsm;
+varexo epsd (long_name='Innovation preference shock')
+    epsphi  (long_name='Innovation labor disutility shock')
+    epsmu_I (long_name='Innovation investment-specific technology')
+    epsA    (long_name='Innovation neutral technology')
+    epsm    (long_name='Innovation monetary policy shock')
+    ;
 
 predetermined_variables k;
 
-parameters h            //consumption habits
+parameters h            (long_name='consumption habits')
-           betta        //discount factor
+           betta        (long_name='discount factor')
-           gammma1      //capital utilization, linear term
+           gammma1      (long_name='capital utilization, linear term')
-           gammma2      //capital utilization, quadratic term
+           gammma2      (long_name='capital utilization, quadratic term')
-           delta        //depreciation rate
+           delta        (long_name='depreciation rate')
-           kappa        //capital adjustment costs parameter
+           kappa        (long_name='capital adjustment costs parameter')
-           eta          //elasticity of substitution between labor varieties
+           eta          (long_name='elasticity of substitution between labor varieties')
-           epsilon      //elasticity of substitution between goods varieties
+           epsilon      (long_name='elasticity of substitution between goods varieties')
-           varpsi       //labor disutility parameter
+           varpsi       (long_name='labor disutility parameter')
-           gammma       //inverse Frisch elasticity
+           gammma       (long_name='inverse Frisch elasticity')
-           chiw         //wage indexation parameter
+           chiw         (long_name='wage indexation parameter')
-           chi          //price indexation
+           chi          (long_name='price indexation')
-           thetap       //Calvo parameter prices
+           thetap       (long_name='Calvo parameter prices')
-           thetaw       //Calvo parameter wages
+           thetaw       (long_name='Calvo parameter wages')
-           alppha       //capital share
+           alppha       (long_name='capital share')
-           Rbar         //steady state interest rate
+           Rbar         (long_name='steady state interest rate')
-           PIbar        //steady state inflation
+           PIbar        (long_name='steady state inflation')
-           gammmaR      //interest smoothing coefficient Taylor rule
+           gammmaR      (long_name='interest smoothing coefficient Taylor rule')
-           gammmaPI     //feedback coefficient to inflation monetary policy rule
+           gammmaPI     (long_name='feedback coefficient to inflation monetary policy rule')
-           gammmay      //feedback coefficient to output growth deviation in monetary policy rule
+           gammmay      (long_name='feedback coefficient to output growth deviation in monetary policy rule')
-           Phi          //firms fixed costs
+           Phi          (long_name='firms fixed costs')
-           rhod         //autocorrelation preference shock
+           rhod         (long_name='autocorrelation preference shock')
-           rhophi       //autocorrelation labor disutility shock
+           rhophi       (long_name='autocorrelation labor disutility shock')
-           Lambdamu  	//steady state growth rate of investmentment-specific technology
+           Lambdamu  	(long_name='steady state growth rate of investmentment-specific technology')
-           LambdaA      //steady state neutral technology growth 
+           LambdaA      (long_name='steady state neutral technology growth')
-           Lambdax      //steady state growth rate of investment
+           Lambdax      (long_name='steady state growth rate of investment')
-           LambdaYd     //steady state growth rate of output
+           LambdaYd     (long_name='steady state growth rate of output')
-           sigma_d      //standard deviation preference shock
+           sigma_d      (long_name='standard deviation preference shock')
-           sigma_phi    //standard deviation labor disutility shock
+           sigma_phi    (long_name='standard deviation labor disutility shock')
-           sigma_mu     //standard deviation investment-specific technology
+           sigma_mu     (long_name='standard deviation investment-specific technology')
-           sigma_A      //standard deviation neutral technology
+           sigma_A      (long_name='standard deviation neutral technology')
-           sigma_m;      //standard deviation preference shock
+           sigma_m      (long_name='standard deviation monetary policy shock')
-
+            ;
 
 //Note that the parameter naming in FV(2010) differs from FV(2006)
 //Fixed parameters, taken from FV(2010), Table 2, p. 37
@@ -177,60 +182,67 @@ FV(2006), p. 20, section 3.2.
 */
 
 model; 
-//1. FOC consumption
+[name='FOC consumption']
 d*(c-h*c(-1)*mu_z^(-1))^(-1)-h*betta*d(+1)*(c(+1)*mu_z(+1)-h*c)^(-1)=lambda;
-//2. Euler equation
+[name='Euler equation']
 lambda=betta*lambda(+1)*mu_z(+1)^(-1)/PI(+1)*R;
-//3. FOC capital utilization
+[name='FOC capital utilization']
 r=gammma1+gammma2*(u-1);
-//4. FOC capital
+[name='FOC capital']
 q=betta*lambda(+1)/lambda*mu_z(+1)^(-1)*mu_I(+1)^(-1)*((1-delta)*q(+1)+r(+1)*u(+1)-(gammma1*(u(+1)-1)+gammma2/2*(u(+1)-1)^2));
-//5. FOC investment
+[name='FOC investment']
 1=q*(1-(kappa/2*(x/x(-1)*mu_z-Lambdax)^2)-(kappa*(x/x(-1)*mu_z-Lambdax)*x/x(-1)*mu_z))
   +betta*q(+1)*lambda(+1)/lambda*mu_z(+1)^(-1)*kappa*(x(+1)/x*mu_z(+1)-Lambdax)*(x(+1)/x*mu_z(+1))^2;
-//6-7. Wage setting
+[name='Wage setting 1']
 f=(eta-1)/eta*wstar^(1-eta)*lambda*w^eta*ld+betta*thetaw*(PI^chiw/PI(+1))^(1-eta)*(wstar(+1)/wstar*mu_z(+1))^(eta-1)*f(+1);
+[name='Wage setting 2']
 f=varpsi*d*phi*PIstarw^(-eta*(1+gammma))*ld^(1+gammma)+betta*thetaw*(PI^chiw/PI(+1))^(-eta*(1+gammma))*(wstar(+1)/wstar*mu_z(+1))^(eta*(1+gammma))*f(+1);
 
-//8-10. firm's price setting
+[name='Firm price setting 1']
 g1=lambda*mc*yd+betta*thetap*(PI^chi/PI(+1))^(-epsilon)*g1(+1);
+[name='Firm price setting 2']
 g2=lambda*PIstar*yd+betta*thetap*(PI^chi/PI(+1))^(1-epsilon)*PIstar/PIstar(+1)*g2(+1);
+[name='Firm price setting 3']
 epsilon*g1=(epsilon-1)*g2;
-//11-12. optimal inputs
+[name='Optimal capital labor ratio']
 u*k/ld=alppha/(1-alppha)*w/r*mu_z*mu_I;
+[name='Marginal costs']
 mc=(1/(1-alppha))^(1-alppha)*(1/alppha)^alppha*w^(1-alppha)*r^alppha;
-//13. law of motion wages
+[name='law of motion wages']
 1=thetaw*(PI(-1)^chiw/PI)^(1-eta)*(w(-1)/w*mu_z^(-1))^(1-eta)+(1-thetaw)*PIstarw^(1-eta);
-//14. law of motion prices
+[name='law of motion prices']
 1=thetap*(PI(-1)^chi/PI)^(1-epsilon)+(1-thetap)*PIstar^(1-epsilon);
 
-//15. Taylor Rule
+[name='Taylor Rule']
 R/Rbar=(R(-1)/Rbar)^gammmaR*((PI/PIbar)^gammmaPI*((yd/yd(-1)*mu_z)/exp(LambdaYd))^gammmay)^(1-gammmaR)*exp(epsm);
 
-//16-17. Market clearing
+[name='Resource constraint']
 yd=c+x+mu_z^(-1)*mu_I^(-1)*(gammma1*(u-1)+gammma2/2*(u-1)^2)*k;
+[name='Aggregate production']
 yd=(mu_A*mu_z^(-1)*(u*k)^alppha*ld^(1-alppha)-Phi)/vp;
-//18-20. Price and wage dispersion terms
+[name='Aggregate labor market']
 l=vw*ld; 
+[name='LOM Price dispersion term']
 vp=thetap*(PI(-1)^chi/PI)^(-epsilon)*vp(-1)+(1-thetap)*PIstar^(-epsilon);
+[name='LOM Wage dispersion term']
 vw=thetaw*(w(-1)/w*mu_z^(-1)*PI(-1)^chiw/PI)^(-eta)*vw(-1)+(1-thetaw)*(PIstarw)^(-eta);
-//21. Law of motion for capital
+[name='Law of motion for capital']
 k(+1)*mu_z*mu_I-(1-delta)*k-mu_z*mu_I*(1-kappa/2*(x/x(-1)*mu_z-Lambdax)^2)*x=0;
-//22. Profits
+[name='Profits']
 F=yd-1/(1-alppha)*w*ld;
-//23. definition optimal wage inflation
+[name='definition optimal wage inflation']
 PIstarw=wstar/w;
 
 //exogenous processes
-//24. Preference Shock
+[name='Preference Shock']
 log(d)=rhod*log(d(-1))+epsd;
-//25. Labor disutility Shock
+[name='Labor disutility Shock']
 log(phi)=rhophi*log(phi(-1))+epsphi;
-//26. Investment specific technology
+[name='Investment specific technology']
 log(mu_I)=Lambdamu+epsmu_I;
-//27. Neutral technology
+[name='Neutral technology']
 log(mu_A)=LambdaA+epsA; 
-//28. Defininition composite technology
+[name='Defininition composite technology']
 mu_z=mu_A^(1/(1-alppha))*mu_I^(alppha/(1-alppha));
 
 end;

examples/NK_baseline_steadystate.m

@@ -15,6 +15,23 @@ function [ys,params,check] = NK_baseline_steadystate(ys,exo,M_,options_)
 %   - check     [scalar] set to 0 if steady state computation worked and to
 %                    1 of not (allows to impose restrictions on parameters)
 
+% Copyright (C) 2013-2020 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/>.
+
 % read out parameters to access them with their name
 NumberOfParameters = M_.param_nbr;
 for ii = 1:NumberOfParameters

examples/Ramsey_Example.mod

@@ -0,0 +1,239 @@
+/*
+ * This file replicates the model studied in:
+ * Lawrence J. Christiano, Roberto Motto and Massimo Rostagno (2007):
+ * "Notes on Ramsey-Optimal Monetary Policy", Section 2
+ * The paper is available at http://faculty.wcas.northwestern.edu/~lchrist/d16/d1606/ramsey.pdf
+ * 
+ * Notes:
+ * - This mod-files allows to simulate a simple New Keynesian Model with Rotemberg price 
+ *      adjustment costs under three different monetary policy arrangements:
+ *      1. a Taylor rule with a fixed inflation feedback coefficient alpha
+ *          -> set the Optimal_policy switch to 0
+ *      2. a Taylor rule where the inflation feedback coefficient alpha is chosen 
+ *          optimally to minimize a quadratic loss function (optimal simple rule (OSR))
+ *          -> set the Optimal_policy switch to 1 and the Ramsey switch to 0
+ *      3. fully optimal monetary under commitment (Ramsey)
+ *          -> set the Optimal_policy switch to 1 and the Ramsey switch to 1
+ *
+ *  - The Efficent_steady_state switch can be used to switch from an distorted steady state 
+ *      due to a monopolistic distortion to one where a labor subsidy counteracts this 
+ *      distortion. Note that the purely quadratic loss function in the OSR case does not capture
+ *      the full welfare losses with a distorted steady state as there would be a linear term 
+ *      appearing.
+ *
+ *  - This files shows how to use a conditional steady state file in the Ramsey case. It takes
+ *      the value of the defined instrument R as given and then computes the rest of the steady 
+ *      state, including the steady state inflation rate, based on this value. The initial value 
+ *      of the instrument for steady state search must then be defined in an initval-block.
+ *
+ *  - The optim_weights in the OSR case are based on a second order approximation to the welfare function
+ *      as in Gali (2015). The relative weight between inflation and output gap volatility is essentially 
+ *      given by the slope of the New Keynesian Phillips Curve. Note that the linear terms that would be 
+ *      present in case of a distorted steady state need to be dropped for OSR. 
+ *
+ *  - Due to divine coincidence, the first best policy involves fully stabilizing inflation  
+ *      and thereby the output gap. As a consequence, the optimal inflation feedback coefficient 
+ *      in a Taylor rule would be infinity. The OSR command therefore estimates it to be at the 
+ *      upper bound defined via osr_params_bounds.
+ *
+ *  - The mod-file also allows to conduct estimation under Ramsey policy by setting the 
+ *      Estimation_under_Ramsey switch to 1.
+ *
+ * This implementation was written by Johannes Pfeifer.
+ *
+ * If you spot mistakes, email me at jpfeifer@gmx.de
+ *
+ * Please note that the following copyright notice only applies to this Dynare 
+ * implementation of the model.
+ */
+
+/*
+ * Copyright (C) 2019 Dynare Team
+ *
+ * This 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.
+ *
+ * It 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.
+ *
+ * For a copy of the GNU General Public License,
+ * see <http://www.gnu.org/licenses/>.
+ */
+
+//**********Define which monetary policy setup to use *********** 
+
+@#ifndef Optimal_policy
+    @#define Optimal_policy=1
+    @#ifndef Ramsey
+        @#define Ramsey=1
+    @#endif    
+@#endif
+
+//**********Define whether to use distorted steady state*********** 
+
+@#ifndef Efficent_steady_state
+    @#define Efficent_steady_state=0
+@#endif
+
+@#ifndef Estimation_under_Ramsey
+    @#define Estimation_under_Ramsey=0
+@#endif
+
+var C       $C$                 (long_name='Consumption')
+    pi      $\pi$               (long_name='Gross inflation')
+    h       $h$                 (long_name='hours worked')
+    Z       $Z$                 (long_name='TFP')
+    R       $R$                 (long_name='Net nominal interest rate')
+    log_C   ${\ln C}$           (long_name='Log Consumption')
+    log_h   ${\ln h}$           (long_name='Log hours worked')
+    pi_ann  ${\pi^{ann}}$       (long_name='Annualized net inflation')
+    R_ann   ${R^{ann}}$         (long_name='Annualized net nominal interest rate')
+    r_real  ${r^{ann,real}}$    (long_name='Annualized net real interest rate')
+    y_nat   ${y^{nat}}$         (long_name='Natural (flex price) output')
+    y_gap   ${r^{gap}}$         (long_name='Output gap')
+;
+
+varexo epsilon ${\varepsilon}$     (long_name='TFP shock')
+    ;
+
+parameters beta     ${\beta}$       (long_name='discount factor')
+        theta       ${\theta}$      (long_name='substitution elasticity')
+        tau         ${\tau}$        (long_name='labor subsidy')
+        chi         ${\chi}$        (long_name='labor disutility')
+        phi         ${\phi}$        (long_name='price adjustment costs')
+        rho         ${\rho}$        (long_name='TFP autocorrelation')
+        @# if !defined(Ramsey) || Ramsey==0
+            pi_star     ${\pi^*}$   (long_name='steady state inflation')
+            alpha       ${\alpha}$  (long_name='inflation feedback Taylor rule')
+        @# endif
+        ;
+
+beta=0.99;
+theta=5;
+phi=100;
+rho=0.9;
+@# if !defined(Ramsey) || Ramsey==0
+    alpha=1.5;
+    pi_star=1;
+@# endif
+@# if Efficent_steady_state
+    tau=1/(theta-1);
+@# else
+    tau=0;
+@# endif
+chi=1;
+        
+model;
+    [name='Euler equation']
+    1/(1+R)=beta*C/(C(+1)*pi(+1));
+    [name='Firm FOC']
+    (tau-1/(theta-1))*(1-theta)+theta*(chi*h*C/(exp(Z))-1)=phi*(pi-1)*pi-beta*phi*(pi(+1)-1)*pi(+1);
+    [name='Resource constraint']
+    C*(1+phi/2*(pi-1)^2)=exp(Z)*h;
+    [name='TFP process']
+    Z=rho*Z(-1)+epsilon;
+    @#if !defined(Ramsey) || Ramsey==0
+        [name='Taylor rule']
+        R=pi_star/beta-1+alpha*(pi-pi_star);
+    @#endif
+    [name='Definition log consumption']
+    log_C=log(C);
+    [name='Definition log hours worked']
+    log_h=log(h);
+    [name='Definition annualized inflation rate']
+    pi_ann=4*log(pi);
+    [name='Definition annualized nominal interest rate']
+    R_ann=4*R;
+    [name='Definition annualized real interest rate']
+    r_real=4*log((1+R)/pi(+1));
+    [name='Definition natural output']
+    y_nat=exp(Z)*sqrt((theta-1)/theta*(1+tau)/chi);
+    [name='output gap']
+    y_gap=log_C-log(y_nat);
+end;
+
+steady_state_model;
+    Z=0;
+    @# if !defined(Ramsey) || Ramsey==0
+        R=pi_star/beta-1; %only set this if not conditional steady state file for Ramsey
+    @# endif
+    pi=(R+1)*beta;
+    C=sqrt((1+1/theta*((1-beta)*(pi-1)*pi-(tau-1/(theta-1))*(1-theta)))/(chi*(1+phi/2*(pi-1)^2)));
+    h=C*(1+phi/2*(pi-1)^2);
+    log_C=log(C);
+    log_h=log(h);
+    pi_ann=4*log(pi);
+    R_ann=4*R;
+    r_real=4*log((1+R)/pi);
+    y_nat=sqrt((theta-1)/theta*(1+tau)/chi);
+    y_gap=log_C-log(y_nat);
+end;
+
+@# if defined(Ramsey) && Ramsey==1
+    //define initial value of instrument for Ramsey
+    initval;
+        R=1/beta-1;
+    end;
+@# endif
+
+shocks;
+    var epsilon = 0.01^2;
+end;
+
+@#if Optimal_policy==0
+    //use Taylor rule
+    stoch_simul(order=2) pi_ann log_h R_ann log_C Z r_real y_nat;
+@#else
+    @# if !defined(Ramsey) || Ramsey==0
+        //use OSR Taylor rule
+        
+        //set weights on (co-)variances for OSR
+        optim_weights;
+            pi theta/((theta-1)/phi);
+            y_gap 1;
+        end;
+
+        //define OSR parameters to be optimized
+        osr_params alpha;
+
+        //starting value for OSR parameter
+        alpha = 1.5;
+
+        //define bounds for OSR during optimization
+        osr_params_bounds;
+            alpha, 0, 100;
+        end;
+
+        //compute OSR and provide output
+        osr(opt_algo=9) pi_ann log_h R_ann log_C Z r_real;
+
+    @# else
+        //use Ramsey optimal policy
+        
+        //define planner objective, which corresponds to utility function of agents
+        planner_objective log(C)-chi/2*h^2;
+        
+        //set up Ramsey optimal policy problem with interest rate R as the instrument,...
+        // defining the discount factor in the planner objective to be the one of private agents        
+        ramsey_model(instruments=(R),planner_discount=beta,planner_discount_latex_name=$\beta$); 
+        
+        //conduct stochastic simulations of the Ramsey problem
+        stoch_simul(order=1,irf=20,periods=500) pi_ann log_h R_ann log_C Z r_real;
+        evaluate_planner_objective;
+        
+        @# if Estimation_under_Ramsey==1
+            datatomfile('ramsey_simulation',{'log_C'})
+        
+            estimated_params;
+                rho,0.5,uniform_pdf, , ,0,1;
+            end;
+            varobs log_C;
+                
+            estimation(datafile=ramsey_simulation,mode_compute=5);
+        @# endif        
+    @# endif
+@# endif

julia/Dynare.jl

@@ -1,57 +0,0 @@
-module Dynare
-
-##
- # Copyright © 2015-2016 Dynare Team
- #
- # This file is part of Dynare.
- #
- # Dynare is free software: you can redistribute it and/or modify
- # it under the terms of the GNU General Public License as published by
- # the Free Software Foundation, either version 3 of the License, or
- # (at your option) any later version.
- #
- # Dynare is distributed in the hope that it will be useful,
- # but WITHOUT ANY WARRANTY; without even the implied warranty of
- # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
- # GNU General Public License for more details.
- #
- # You should have received a copy of the GNU General Public License
- # along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
-##
-
-export @compile, @dynare
-
-function compile(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 ", Sys.WORD_SIZE, "-bit preprocessor"))
-    preprocessor = string(dirname(@__FILE__()), "/preprocessor", Sys.WORD_SIZE, "/dynare_m")
-    run(`$preprocessor $modfile language=julia output=dynamic`)
-end
-
-macro dynare(modfiles...)
-    ex = Expr(:toplevel)
-    if length(modfiles)>1
-        for modfile in modfiles
-            eval(:(compile($modfile)))
-            basename = split(modfile, ".mod"; keep=false)
-            push!(ex.args, Expr(:import, Symbol(basename[1])))
-        end
-    else
-        eval(:(compile($modfiles)))
-        basename = split(modfiles[1], ".mod"; keep=false)
-        push!(ex.args, Expr(:importall, Symbol(basename[1])))
-    end
-    return ex
-end
-
-macro compile(modfiles...)
-    for modfile in modfiles
-        eval(:(compile($modfile)))
-    end
-end
-
-end