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Construct the filename of the dynamic MEX file only at the deepest level 

In the calling chain, only pass the basename of the MOD file.
time-shift
Sébastien Villemot 2013-03-05 14:45:47 +01:00
parent 325a2ea90e
commit 871cbbe448
14 changed files with 23 additions and 27 deletions
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4
mex/sources/estimation/InitializeKalmanFilter.cc
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@ -30,7 +30,7 @@ InitializeKalmanFilter::~InitializeKalmanFilter()
{
}
InitializeKalmanFilter::InitializeKalmanFilter(const std::string &dynamicDllFile, size_t n_endo_arg, size_t n_exo_arg,
InitializeKalmanFilter::InitializeKalmanFilter(const std::string &basename, size_t n_endo_arg, size_t n_exo_arg,
const std::vector<size_t> &zeta_fwrd_arg, const std::vector<size_t> &zeta_back_arg,
const std::vector<size_t> &zeta_mixed_arg, const std::vector<size_t> &zeta_static_arg,
const std::vector<size_t> &zeta_varobs_back_mixed_arg,
@ -42,7 +42,7 @@ InitializeKalmanFilter::InitializeKalmanFilter(const std::string &dynamicDllFile
lyapunov_tol(lyapunov_tol_arg),
zeta_varobs_back_mixed(zeta_varobs_back_mixed_arg),
detrendData(varobs_arg, noconstant_arg),
modelSolution(dynamicDllFile, n_endo_arg, n_exo_arg, zeta_fwrd_arg, zeta_back_arg,
modelSolution(basename, n_endo_arg, n_exo_arg, zeta_fwrd_arg, zeta_back_arg,
zeta_mixed_arg, zeta_static_arg, qz_criterium_arg),
discLyapFast(zeta_varobs_back_mixed.size()),
g_x(n_endo_arg, zeta_back_arg.size() + zeta_mixed_arg.size()),

2
mex/sources/estimation/InitializeKalmanFilter.hh
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@ -43,7 +43,7 @@ public:
/*!
\param[in] zeta_varobs_back_mixed_arg The union of indices of observed, backward and mixed variables
*/
InitializeKalmanFilter(const std::string &dynamicDllFile, size_t n_endo, size_t n_exo, const std::vector<size_t> &zeta_fwrd_arg,
InitializeKalmanFilter(const std::string &basename, size_t n_endo, size_t n_exo, const std::vector<size_t> &zeta_fwrd_arg,
const std::vector<size_t> &zeta_back_arg, const std::vector<size_t> &zeta_mixed_arg, const std::vector<size_t> &zeta_static_arg,
const std::vector<size_t> &zeta_varobs_back_mixed_arg,
const std::vector<size_t> &varobs_arg,

4
mex/sources/estimation/KalmanFilter.cc
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@ -31,7 +31,7 @@ KalmanFilter::~KalmanFilter()
}
KalmanFilter::KalmanFilter(const std::string &dynamicDllFile, size_t n_endo, size_t n_exo,
KalmanFilter::KalmanFilter(const std::string &basename, size_t n_endo, size_t n_exo,
const std::vector<size_t> &zeta_fwrd_arg, const std::vector<size_t> &zeta_back_arg,
const std::vector<size_t> &zeta_mixed_arg, const std::vector<size_t> &zeta_static_arg,
double qz_criterium_arg, const std::vector<size_t> &varobs_arg,
@ -44,7 +44,7 @@ KalmanFilter::KalmanFilter(const std::string &dynamicDllFile, size_t n_endo, siz
Finv(varobs_arg.size(), varobs_arg.size()), K(zeta_varobs_back_mixed.size(), varobs_arg.size()), KFinv(zeta_varobs_back_mixed.size(), varobs_arg.size()),
oldKFinv(zeta_varobs_back_mixed.size(), varobs_arg.size()), a_init(zeta_varobs_back_mixed.size()),
a_new(zeta_varobs_back_mixed.size()), vt(varobs_arg.size()), vtFinv(varobs_arg.size()), riccati_tol(riccati_tol_arg),
initKalmanFilter(dynamicDllFile, n_endo, n_exo, zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg,
initKalmanFilter(basename, n_endo, n_exo, zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg,
zeta_static_arg, zeta_varobs_back_mixed, varobs_arg, qz_criterium_arg, lyapunov_tol_arg, noconstant_arg, info),
FUTP(varobs_arg.size()*(varobs_arg.size()+1)/2)
{

2
mex/sources/estimation/KalmanFilter.hh
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@ -49,7 +49,7 @@ class KalmanFilter
public:
virtual ~KalmanFilter();
KalmanFilter(const std::string &dynamicDllFile, size_t n_endo, size_t n_exo, const std::vector<size_t> &zeta_fwrd_arg,
KalmanFilter(const std::string &basename, size_t n_endo, size_t n_exo, const std::vector<size_t> &zeta_fwrd_arg,
const std::vector<size_t> &zeta_back_arg, const std::vector<size_t> &zeta_mixed_arg, const std::vector<size_t> &zeta_static_arg,
double qz_criterium_arg, const std::vector<size_t> &varobs_arg,
double riccati_tol_arg, double lyapunov_tol_arg,

4
mex/sources/estimation/LogLikelihoodMain.cc
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@ -25,14 +25,14 @@
#include "LogLikelihoodMain.hh"
LogLikelihoodMain::LogLikelihoodMain(const std::string &dynamicDllFile, EstimatedParametersDescription &estiParDesc, size_t n_endo, size_t n_exo,
LogLikelihoodMain::LogLikelihoodMain(const std::string &basename, EstimatedParametersDescription &estiParDesc, size_t n_endo, size_t n_exo,
const std::vector<size_t> &zeta_fwrd_arg, const std::vector<size_t> &zeta_back_arg,
const std::vector<size_t> &zeta_mixed_arg, const std::vector<size_t> &zeta_static_arg, const double qz_criterium,
const std::vector<size_t> &varobs, double riccati_tol, double lyapunov_tol,
bool noconstant_arg, int &info_arg)
: estSubsamples(estiParDesc.estSubsamples),
logLikelihoodSubSample(dynamicDllFile, estiParDesc, n_endo, n_exo, zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg, zeta_static_arg, qz_criterium,
logLikelihoodSubSample(basename, estiParDesc, n_endo, n_exo, zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg, zeta_static_arg, qz_criterium,
varobs, riccati_tol, lyapunov_tol, noconstant_arg, info_arg),
vll(estiParDesc.getNumberOfPeriods()), // time dimension size of data
detrendedData(varobs.size(), estiParDesc.getNumberOfPeriods())

2
mex/sources/estimation/LogLikelihoodMain.hh
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@ -37,7 +37,7 @@ private:
public:
virtual ~LogLikelihoodMain();
LogLikelihoodMain(const std::string &dynamicDllFile, EstimatedParametersDescription &estiParDesc, size_t n_endo, size_t n_exo,
LogLikelihoodMain(const std::string &basename, EstimatedParametersDescription &estiParDesc, size_t n_endo, size_t n_exo,
const std::vector<size_t> &zeta_fwrd_arg, const std::vector<size_t> &zeta_back_arg, const std::vector<size_t> &zeta_mixed_arg,
const std::vector<size_t> &zeta_static_arg, const double qz_criterium_arg, const std::vector<size_t> &varobs_arg,
double riccati_tol_arg, double lyapunov_tol_arg,

4
mex/sources/estimation/LogLikelihoodSubSample.cc
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@ -29,12 +29,12 @@ LogLikelihoodSubSample::~LogLikelihoodSubSample()
{
};
LogLikelihoodSubSample::LogLikelihoodSubSample(const std::string &dynamicDllFile, EstimatedParametersDescription &INestiParDesc, size_t n_endo, size_t n_exo,
LogLikelihoodSubSample::LogLikelihoodSubSample(const std::string &basename, EstimatedParametersDescription &INestiParDesc, size_t n_endo, size_t n_exo,
const std::vector<size_t> &zeta_fwrd_arg, const std::vector<size_t> &zeta_back_arg,
const std::vector<size_t> &zeta_mixed_arg, const std::vector<size_t> &zeta_static_arg, const double qz_criterium,
const std::vector<size_t> &varobs, double riccati_tol, double lyapunov_tol, bool noconstant_arg, int &INinfo) :
startPenalty(-1e8), estiParDesc(INestiParDesc),
kalmanFilter(dynamicDllFile, n_endo, n_exo, zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg, zeta_static_arg, qz_criterium,
kalmanFilter(basename, n_endo, n_exo, zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg, zeta_static_arg, qz_criterium,
varobs, riccati_tol, lyapunov_tol, noconstant_arg, INinfo), eigQ(n_exo), eigH(varobs.size()), info(INinfo)
{
};

2
mex/sources/estimation/LogLikelihoodSubSample.hh
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@ -36,7 +36,7 @@ class LogLikelihoodSubSample
{
public:
LogLikelihoodSubSample(const std::string &dynamicDllFile, EstimatedParametersDescription &estiParDesc, size_t n_endo, size_t n_exo,
LogLikelihoodSubSample(const std::string &basename, EstimatedParametersDescription &estiParDesc, size_t n_endo, size_t n_exo,
const std::vector<size_t> &zeta_fwrd_arg, const std::vector<size_t> &zeta_back_arg,
const std::vector<size_t> &zeta_mixed_arg, const std::vector<size_t> &zeta_static_arg, const double qz_criterium,
const std::vector<size_t> &varobs_arg, double riccati_tol_in, double lyapunov_tol, bool noconstant_arg, int &info);

4
mex/sources/estimation/ModelSolution.cc
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@ -30,14 +30,14 @@
/**
* compute the steady state (2nd stage), and computes first order approximation
*/
ModelSolution::ModelSolution(const std::string &dynamicDllFile, size_t n_endo_arg, size_t n_exo_arg, const std::vector<size_t> &zeta_fwrd_arg,
ModelSolution::ModelSolution(const std::string &basename, size_t n_endo_arg, size_t n_exo_arg, const std::vector<size_t> &zeta_fwrd_arg,
const std::vector<size_t> &zeta_back_arg, const std::vector<size_t> &zeta_mixed_arg,
const std::vector<size_t> &zeta_static_arg, double INqz_criterium) :
n_endo(n_endo_arg), n_exo(n_exo_arg), // n_jcols = Num of Jacobian columns = nStat+2*nPred+3*nBoth+2*nForw+nExog
n_jcols(n_exo+n_endo+ zeta_back_arg.size() /*nsPred*/ + zeta_fwrd_arg.size() /*nsForw*/ +2*zeta_mixed_arg.size()),
jacobian(n_endo, n_jcols), residual(n_endo), Mx(1, n_exo),
decisionRules(n_endo_arg, n_exo_arg, zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg, zeta_static_arg, INqz_criterium),
dynamicDLLp(dynamicDllFile),
dynamicDLLp(basename),
llXsteadyState(n_jcols-n_exo)
{
Mx.setAll(0.0);

2
mex/sources/estimation/ModelSolution.hh
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@ -38,7 +38,7 @@ class ModelSolution
{
public:
ModelSolution(const std::string &dynamicDllFile, size_t n_endo, size_t n_exo, const std::vector<size_t> &zeta_fwrd_arg,
ModelSolution(const std::string &basename, size_t n_endo, size_t n_exo, const std::vector<size_t> &zeta_fwrd_arg,
const std::vector<size_t> &zeta_back_arg, const std::vector<size_t> &zeta_mixed_arg,
const std::vector<size_t> &zeta_static_arg, double qz_criterium);
virtual ~ModelSolution() {};

6
mex/sources/estimation/logMHMCMCposterior.cc
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@ -650,10 +650,8 @@ logMCMCposterior(VectorConstView &estParams, const MatrixConstView &data,
// Construct arguments of constructor of LogLikelihoodMain
char *fName = mxArrayToString(mxGetField(M_, 0, "fname"));
std::string resultsFileStem(fName);
std::string dynamicDllFile(fName);
std::string basename(fName);
mxFree(fName);
dynamicDllFile += "_dynamic";
dynamicDllFile += MEXEXT;
size_t n_endo = (size_t) *mxGetPr(mxGetField(M_, 0, "endo_nbr"));
size_t n_exo = (size_t) *mxGetPr(mxGetField(M_, 0, "exo_nbr"));
@ -716,7 +714,7 @@ logMCMCposterior(VectorConstView &estParams, const MatrixConstView &data,
// Allocate LogPosteriorDensity object
int info;
LogPosteriorDensity lpd(dynamicDllFile, epd, n_endo, n_exo, zeta_fwrd, zeta_back, zeta_mixed, zeta_static,
LogPosteriorDensity lpd(basename, epd, n_endo, n_exo, zeta_fwrd, zeta_back, zeta_mixed, zeta_static,
qz_criterium, varobs, riccati_tol, lyapunov_tol, noconstant, info);
// Construct MHMCMC Sampler

6
mex/sources/estimation/logposterior.cc
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@ -116,10 +116,8 @@ logposterior(VEC1 &estParams, const MatrixConstView &data,
// Construct arguments of constructor of LogLikelihoodMain
char *fName = mxArrayToString(mxGetField(M_, 0, "fname"));
std::string dynamicDllFile(fName);
std::string basename(fName);
mxFree(fName);
dynamicDllFile += "_dynamic";
dynamicDllFile += MEXEXT;
size_t n_endo = (size_t) *mxGetPr(mxGetField(M_, 0, "endo_nbr"));
size_t n_exo = (size_t) *mxGetPr(mxGetField(M_, 0, "exo_nbr"));
@ -184,7 +182,7 @@ logposterior(VEC1 &estParams, const MatrixConstView &data,
bool noconstant = (bool) *mxGetPr(mxGetField(options_, 0, "noconstant"));
// Allocate LogPosteriorDensity object
LogPosteriorDensity lpd(dynamicDllFile, epd, n_endo, n_exo, zeta_fwrd, zeta_back, zeta_mixed, zeta_static,
LogPosteriorDensity lpd(basename, epd, n_endo, n_exo, zeta_fwrd, zeta_back, zeta_mixed, zeta_static,
qz_criterium, varobs, riccati_tol, lyapunov_tol, noconstant, info);
// Construct arguments of compute() method

6
mex/sources/estimation/utils/dynamic_dll.cc
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@ -23,14 +23,14 @@
using namespace std;
DynamicModelDLL::DynamicModelDLL(const std::string &dynamicDllFile) throw (TSException)
DynamicModelDLL::DynamicModelDLL(const std::string &basename) throw (TSException)
{
std::string fName;
#if !defined(__CYGWIN32__) && !defined(_WIN32)
if (dynamicDllFile[0] != '/')
if (basename[0] != '/')
fName = "./";
#endif
fName += dynamicDllFile;
fName += basename + "_dynamic" + MEXEXT;
try
{

2
mex/sources/estimation/utils/dynamic_dll.hh
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@ -52,7 +52,7 @@ private:
public:
// construct and load Dynamic model DLL
DynamicModelDLL(const std::string &dynamicDllFile) throw (TSException);
DynamicModelDLL(const std::string &basename) throw (TSException);
virtual ~DynamicModelDLL();
//! evaluate Dynamic model DLL