Add derivatives of static model w.r.t. parameters
The new file is <FILENAME>_static_params_derives.m Closes: #160time-shift
Sébastien Villemot
parent
b7c1f5ad05
commit
8c83135c0f
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@ -905,7 +905,7 @@ PlannerObjectiveStatement::getPlannerObjective() const
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void
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PlannerObjectiveStatement::computingPass()
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{
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model_tree->computingPass(eval_context_t(), false, true, false, false);
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model_tree->computingPass(eval_context_t(), false, true, false, false, false);
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}
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void
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@ -2986,7 +2986,7 @@ DynamicModel::computingPass(bool jacobianExo, bool hessian, bool thirdDerivative
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if (paramsDerivatives)
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{
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cout << " - order 2 (derivatives of Jacobian w.r. to parameters)" << endl;
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cout << " - derivatives of Jacobian/Hessian w.r. to parameters" << endl;
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computeParamsDerivatives();
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if (!no_tmp_terms)
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@ -3715,108 +3715,6 @@ DynamicModel::testTrendDerivativesEqualToZero(const eval_context_t &eval_context
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}
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}
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void
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DynamicModel::computeParamsDerivatives()
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{
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for (deriv_id_table_t::const_iterator it = deriv_id_table.begin();
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it != deriv_id_table.end(); it++)
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{
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if (symbol_table.getType(it->first.first) != eParameter)
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continue;
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int param = it->second;
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for (int eq = 0; eq < (int) equations.size(); eq++)
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{
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expr_t d1 = equations[eq]->getDerivative(param);
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if (d1 == Zero)
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continue;
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residuals_params_derivatives[make_pair(eq, param)] = d1;
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}
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for (first_derivatives_t::const_iterator it2 = residuals_params_derivatives.begin();
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it2 != residuals_params_derivatives.end(); it2++)
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{
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int eq = it2->first.first;
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int param1 = it2->first.second;
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expr_t d1 = it2->second;
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expr_t d2 = d1->getDerivative(param);
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if (d2 == Zero)
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continue;
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residuals_params_second_derivatives[make_pair(eq, make_pair(param1, param))] = d2;
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}
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for (first_derivatives_t::const_iterator it2 = first_derivatives.begin();
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it2 != first_derivatives.end(); it2++)
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{
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int eq = it2->first.first;
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int var = it2->first.second;
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expr_t d1 = it2->second;
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expr_t d2 = d1->getDerivative(param);
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if (d2 == Zero)
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continue;
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jacobian_params_derivatives[make_pair(eq, make_pair(var, param))] = d2;
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}
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for (second_derivatives_t::const_iterator it2 = jacobian_params_derivatives.begin();
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it2 != jacobian_params_derivatives.end(); it2++)
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{
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int eq = it2->first.first;
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int var = it2->first.second.first;
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int param1 = it2->first.second.second;
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expr_t d1 = it2->second;
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expr_t d2 = d1->getDerivative(param);
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if (d2 == Zero)
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continue;
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jacobian_params_second_derivatives[make_pair(eq, make_pair(var, make_pair(param1, param)))] = d2;
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}
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for (second_derivatives_t::const_iterator it2 = second_derivatives.begin();
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it2 != second_derivatives.end(); it2++)
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{
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int eq = it2->first.first;
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int var1 = it2->first.second.first;
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int var2 = it2->first.second.second;
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expr_t d1 = it2->second;
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expr_t d2 = d1->getDerivative(param);
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if (d2 == Zero)
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continue;
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hessian_params_derivatives[make_pair(eq, make_pair(var1, make_pair(var2, param)))] = d2;
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}
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}
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}
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void
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DynamicModel::computeParamsDerivativesTemporaryTerms()
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{
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map<expr_t, int> reference_count;
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params_derivs_temporary_terms.clear();
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for (first_derivatives_t::iterator it = residuals_params_derivatives.begin();
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it != residuals_params_derivatives.end(); it++)
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it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
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for (second_derivatives_t::iterator it = jacobian_params_derivatives.begin();
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it != jacobian_params_derivatives.end(); it++)
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it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
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for (second_derivatives_t::const_iterator it = residuals_params_second_derivatives.begin();
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it != residuals_params_second_derivatives.end(); ++it)
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it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
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for (third_derivatives_t::const_iterator it = jacobian_params_second_derivatives.begin();
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it != jacobian_params_second_derivatives.end(); ++it)
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it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
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for (third_derivatives_t::const_iterator it = hessian_params_derivatives.begin();
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it != hessian_params_derivatives.end(); ++it)
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it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
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}
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void
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DynamicModel::writeParamsDerivativesFile(const string &basename) const
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{
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@ -57,45 +57,6 @@ private:
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//! Number of columns of dynamic jacobian
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/*! Set by computeDerivID()s and computeDynJacobianCols() */
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int dynJacobianColsNbr;
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//! Derivatives of the residuals w.r. to parameters
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/*! First index is equation number, second is parameter.
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Only non-null derivatives are stored in the map.
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Parameter indices are those of the getDerivID() method.
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*/
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first_derivatives_t residuals_params_derivatives;
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//! Second derivatives of the residuals w.r. to parameters
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/*! First index is equation number, second and third indeces are parameters.
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Only non-null derivatives are stored in the map.
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Parameter indices are those of the getDerivID() method.
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*/
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second_derivatives_t residuals_params_second_derivatives;
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//! Derivatives of the jacobian w.r. to parameters
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/*! First index is equation number, second is endo/exo/exo_det variable, and third is parameter.
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Only non-null derivatives are stored in the map.
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Variable and parameter indices are those of the getDerivID() method.
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*/
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second_derivatives_t jacobian_params_derivatives;
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//! Second derivatives of the jacobian w.r. to parameters
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/*! First index is equation number, second is endo/exo/exo_det variable, and third and fourth are parameters.
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Only non-null derivatives are stored in the map.
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Variable and parameter indices are those of the getDerivID() method.
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*/
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third_derivatives_t jacobian_params_second_derivatives;
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//! Derivatives of the hessian w.r. to parameters
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/*! First index is equation number, first and second are endo/exo/exo_det variable, and third is parameter.
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Only non-null derivatives are stored in the map.
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Variable and parameter indices are those of the getDerivID() method.
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*/
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third_derivatives_t hessian_params_derivatives;
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//! Temporary terms for the file containing parameters derivatives
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temporary_terms_t params_derivs_temporary_terms;
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//! Temporary terms for block decomposed models
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vector< vector<temporary_terms_t> > v_temporary_terms;
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@ -155,12 +116,8 @@ private:
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virtual int getSymbIDByDerivID(int deriv_id) const throw (UnknownDerivIDException);
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//! Compute the column indices of the dynamic Jacobian
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void computeDynJacobianCols(bool jacobianExo);
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//! Computes derivatives of the Jacobian w.r. to parameters
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void computeParamsDerivatives();
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//! Computes derivatives of the Jacobian w.r. to trend vars and tests that they are equal to zero
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void testTrendDerivativesEqualToZero(const eval_context_t &eval_context);
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//! Computes temporary terms for the file containing parameters derivatives
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void computeParamsDerivativesTemporaryTerms();
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//! Collect only the first derivatives
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map<pair<int, pair<int, int> >, expr_t> collect_first_order_derivatives_endogenous();
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@ -380,8 +380,10 @@ ModFile::computingPass(bool no_tmp_terms)
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const bool static_hessian = mod_file_struct.identification_present
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|| mod_file_struct.estimation_analytic_derivation;
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const bool paramsDerivatives = mod_file_struct.identification_present
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|| mod_file_struct.estimation_analytic_derivation;
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static_model.computingPass(global_eval_context, no_tmp_terms, static_hessian,
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block, byte_code);
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paramsDerivatives, block, byte_code);
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}
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// Set things to compute for dynamic model
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if (mod_file_struct.simul_present || mod_file_struct.check_present
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@ -640,7 +642,10 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool no_log, b
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if (dynamic_model.equation_number() > 0)
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{
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if (!no_static)
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static_model.writeStaticFile(basename, block, byte_code, use_dll);
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{
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static_model.writeStaticFile(basename, block, byte_code, use_dll);
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static_model.writeParamsDerivativesFile(basename);
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}
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dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
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dynamic_model.writeParamsDerivativesFile(basename);
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@ -1460,3 +1460,105 @@ ModelTree::sparseHelper(int order, ostream &output, int row_nb, int col_nb, Expr
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output << row_nb + col_nb * NNZDerivatives[order-1];
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output << RIGHT_ARRAY_SUBSCRIPT(output_type);
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}
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void
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ModelTree::computeParamsDerivatives()
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{
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set<int> deriv_id_set;
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addAllParamDerivId(deriv_id_set);
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for (set<int>::const_iterator it = deriv_id_set.begin();
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it != deriv_id_set.end(); it++)
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{
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const int param = *it;
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for (int eq = 0; eq < (int) equations.size(); eq++)
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{
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expr_t d1 = equations[eq]->getDerivative(param);
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if (d1 == Zero)
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continue;
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residuals_params_derivatives[make_pair(eq, param)] = d1;
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}
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for (first_derivatives_t::const_iterator it2 = residuals_params_derivatives.begin();
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it2 != residuals_params_derivatives.end(); it2++)
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{
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int eq = it2->first.first;
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int param1 = it2->first.second;
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expr_t d1 = it2->second;
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expr_t d2 = d1->getDerivative(param);
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if (d2 == Zero)
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continue;
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residuals_params_second_derivatives[make_pair(eq, make_pair(param1, param))] = d2;
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}
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for (first_derivatives_t::const_iterator it2 = first_derivatives.begin();
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it2 != first_derivatives.end(); it2++)
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{
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int eq = it2->first.first;
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int var = it2->first.second;
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expr_t d1 = it2->second;
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expr_t d2 = d1->getDerivative(param);
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if (d2 == Zero)
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continue;
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jacobian_params_derivatives[make_pair(eq, make_pair(var, param))] = d2;
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}
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for (second_derivatives_t::const_iterator it2 = jacobian_params_derivatives.begin();
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it2 != jacobian_params_derivatives.end(); it2++)
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{
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int eq = it2->first.first;
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int var = it2->first.second.first;
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int param1 = it2->first.second.second;
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expr_t d1 = it2->second;
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expr_t d2 = d1->getDerivative(param);
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if (d2 == Zero)
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continue;
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jacobian_params_second_derivatives[make_pair(eq, make_pair(var, make_pair(param1, param)))] = d2;
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}
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for (second_derivatives_t::const_iterator it2 = second_derivatives.begin();
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it2 != second_derivatives.end(); it2++)
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{
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int eq = it2->first.first;
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int var1 = it2->first.second.first;
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int var2 = it2->first.second.second;
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expr_t d1 = it2->second;
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expr_t d2 = d1->getDerivative(param);
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if (d2 == Zero)
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continue;
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hessian_params_derivatives[make_pair(eq, make_pair(var1, make_pair(var2, param)))] = d2;
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}
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}
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}
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void
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ModelTree::computeParamsDerivativesTemporaryTerms()
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{
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map<expr_t, int> reference_count;
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params_derivs_temporary_terms.clear();
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for (first_derivatives_t::iterator it = residuals_params_derivatives.begin();
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it != residuals_params_derivatives.end(); it++)
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it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
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for (second_derivatives_t::iterator it = jacobian_params_derivatives.begin();
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it != jacobian_params_derivatives.end(); it++)
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it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
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for (second_derivatives_t::const_iterator it = residuals_params_second_derivatives.begin();
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it != residuals_params_second_derivatives.end(); ++it)
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it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
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for (third_derivatives_t::const_iterator it = jacobian_params_second_derivatives.begin();
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it != jacobian_params_second_derivatives.end(); ++it)
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it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
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for (third_derivatives_t::const_iterator it = hessian_params_derivatives.begin();
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it != hessian_params_derivatives.end(); ++it)
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it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
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}
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@ -92,8 +92,49 @@ protected:
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*/
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third_derivatives_t third_derivatives;
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//! Temporary terms (those which will be noted Txxxx)
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//! Derivatives of the residuals w.r. to parameters
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/*! First index is equation number, second is parameter.
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Only non-null derivatives are stored in the map.
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Parameter indices are those of the getDerivID() method.
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*/
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first_derivatives_t residuals_params_derivatives;
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//! Second derivatives of the residuals w.r. to parameters
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/*! First index is equation number, second and third indeces are parameters.
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Only non-null derivatives are stored in the map.
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Parameter indices are those of the getDerivID() method.
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*/
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second_derivatives_t residuals_params_second_derivatives;
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//! Derivatives of the jacobian w.r. to parameters
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/*! First index is equation number, second is endo/exo/exo_det variable, and third is parameter.
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Only non-null derivatives are stored in the map.
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Variable and parameter indices are those of the getDerivID() method.
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*/
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second_derivatives_t jacobian_params_derivatives;
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//! Second derivatives of the jacobian w.r. to parameters
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/*! First index is equation number, second is endo/exo/exo_det variable, and third and fourth are parameters.
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Only non-null derivatives are stored in the map.
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Variable and parameter indices are those of the getDerivID() method.
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*/
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third_derivatives_t jacobian_params_second_derivatives;
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//! Derivatives of the hessian w.r. to parameters
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/*! First index is equation number, first and second are endo/exo/exo_det variable, and third is parameter.
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Only non-null derivatives are stored in the map.
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Variable and parameter indices are those of the getDerivID() method.
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*/
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third_derivatives_t hessian_params_derivatives;
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//! Temporary terms for the static/dynamic file (those which will be noted Txxxx)
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temporary_terms_t temporary_terms;
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//! Temporary terms for the file containing parameters derivatives
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temporary_terms_t params_derivs_temporary_terms;
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//! Trend variables and their growth factors
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trend_symbols_map_t trend_symbols_map;
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//! Nonstationary variables and their deflators
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@ -114,12 +155,16 @@ protected:
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//! Computes 3rd derivatives
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/*! \param vars the derivation IDs w.r. to which derive the 2nd derivatives */
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void computeThirdDerivatives(const set<int> &vars);
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//! Computes derivatives of the Jacobian and Hessian w.r. to parameters
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void computeParamsDerivatives();
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//! Write derivative of an equation w.r. to a variable
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void writeDerivative(ostream &output, int eq, int symb_id, int lag, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
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//! Computes temporary terms (for all equations and derivatives)
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void computeTemporaryTerms(bool is_matlab);
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//! Writes temporary terms
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//! Computes temporary terms for the file containing parameters derivatives
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void computeParamsDerivativesTemporaryTerms();
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//! Writes temporary terms
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void writeTemporaryTerms(const temporary_terms_t &tt, ostream &output, ExprNodeOutputType output_type, deriv_node_temp_terms_t &tef_terms) const;
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//! Compiles temporary terms
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void compileTemporaryTerms(ostream &code_file, unsigned int &instruction_number, const temporary_terms_t &tt, map_idx_t map_idx, bool dynamic, bool steady_dynamic) const;
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@ -1047,7 +1047,7 @@ StaticModel::collect_first_order_derivatives_endogenous()
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}
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void
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StaticModel::computingPass(const eval_context_t &eval_context, bool no_tmp_terms, bool hessian, bool block, bool bytecode)
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StaticModel::computingPass(const eval_context_t &eval_context, bool no_tmp_terms, bool hessian, bool paramsDerivatives, bool block, bool bytecode)
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{
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initializeVariablesAndEquations();
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@ -1070,6 +1070,15 @@ StaticModel::computingPass(const eval_context_t &eval_context, bool no_tmp_terms
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computeHessian(vars);
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}
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if (paramsDerivatives)
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{
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cout << " - derivatives of Jacobian/Hessian w.r. to parameters" << endl;
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computeParamsDerivatives();
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if (!no_tmp_terms)
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computeParamsDerivativesTemporaryTerms();
|
||||
}
|
||||
|
||||
if (block)
|
||||
{
|
||||
jacob_map_t contemporaneous_jacobian, static_jacobian;
|
||||
|
|
@ -1542,7 +1551,12 @@ StaticModel::writeOutput(ostream &output, bool block) const
|
|||
SymbolType
|
||||
StaticModel::getTypeByDerivID(int deriv_id) const throw (UnknownDerivIDException)
|
||||
{
|
||||
return symbol_table.getType(getSymbIDByDerivID(deriv_id));
|
||||
if (deriv_id < symbol_table.endo_nbr())
|
||||
return eEndogenous;
|
||||
else if (deriv_id < symbol_table.endo_nbr() + symbol_table.param_nbr())
|
||||
return eParameter;
|
||||
else
|
||||
throw UnknownDerivIDException();
|
||||
}
|
||||
|
||||
int
|
||||
|
|
@ -1554,18 +1568,32 @@ StaticModel::getLagByDerivID(int deriv_id) const throw (UnknownDerivIDException)
|
|||
int
|
||||
StaticModel::getSymbIDByDerivID(int deriv_id) const throw (UnknownDerivIDException)
|
||||
{
|
||||
return deriv_id;
|
||||
if (deriv_id < symbol_table.endo_nbr())
|
||||
return symbol_table.getID(eEndogenous, deriv_id);
|
||||
else if (deriv_id < symbol_table.endo_nbr() + symbol_table.param_nbr())
|
||||
return symbol_table.getID(eParameter, deriv_id - symbol_table.endo_nbr());
|
||||
else
|
||||
throw UnknownDerivIDException();
|
||||
}
|
||||
|
||||
int
|
||||
StaticModel::getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException)
|
||||
{
|
||||
if (symbol_table.getType(symb_id) == eEndogenous)
|
||||
return symb_id;
|
||||
return symbol_table.getTypeSpecificID(symb_id);
|
||||
else if (symbol_table.getType(symb_id) == eParameter)
|
||||
return symbol_table.getTypeSpecificID(symb_id) + symbol_table.endo_nbr();
|
||||
else
|
||||
return -1;
|
||||
}
|
||||
|
||||
void
|
||||
StaticModel::addAllParamDerivId(set<int> &deriv_id_set)
|
||||
{
|
||||
for (int i = 0; i < symbol_table.param_nbr(); i++)
|
||||
deriv_id_set.insert(i + symbol_table.endo_nbr());
|
||||
}
|
||||
|
||||
map<pair<pair<int, pair<int, int> >, pair<int, int> >, int>
|
||||
StaticModel::get_Derivatives(int block)
|
||||
{
|
||||
|
|
@ -1794,3 +1822,159 @@ void StaticModel::writeAuxVarRecursiveDefinitions(const string &basename) const
|
|||
output << ";" << endl;
|
||||
}
|
||||
}
|
||||
|
||||
void
|
||||
StaticModel::writeParamsDerivativesFile(const string &basename) const
|
||||
{
|
||||
if (!residuals_params_derivatives.size()
|
||||
&& !residuals_params_second_derivatives.size()
|
||||
&& !jacobian_params_derivatives.size()
|
||||
&& !jacobian_params_second_derivatives.size()
|
||||
&& !hessian_params_derivatives.size())
|
||||
return;
|
||||
|
||||
string filename = basename + "_static_params_derivs.m";
|
||||
|
||||
ofstream paramsDerivsFile;
|
||||
paramsDerivsFile.open(filename.c_str(), ios::out | ios::binary);
|
||||
if (!paramsDerivsFile.is_open())
|
||||
{
|
||||
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = " << basename << "_static_params_derivs(y, x, params)" << endl
|
||||
<< "%" << endl
|
||||
<< "% Warning : this file is generated automatically by Dynare" << endl
|
||||
<< "% from model file (.mod)" << endl << endl;
|
||||
|
||||
deriv_node_temp_terms_t tef_terms;
|
||||
writeModelLocalVariables(paramsDerivsFile, oMatlabStaticModel, tef_terms);
|
||||
|
||||
writeTemporaryTerms(params_derivs_temporary_terms, paramsDerivsFile, oMatlabStaticModel, tef_terms);
|
||||
|
||||
// Write parameter derivative
|
||||
paramsDerivsFile << "rp = zeros(" << equation_number() << ", "
|
||||
<< symbol_table.param_nbr() << ");" << endl;
|
||||
|
||||
for (first_derivatives_t::const_iterator it = residuals_params_derivatives.begin();
|
||||
it != residuals_params_derivatives.end(); it++)
|
||||
{
|
||||
int eq = it->first.first;
|
||||
int param = it->first.second;
|
||||
expr_t d1 = it->second;
|
||||
|
||||
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
|
||||
|
||||
paramsDerivsFile << "rp(" << eq+1 << ", " << param_col << ") = ";
|
||||
d1->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
|
||||
paramsDerivsFile << ";" << endl;
|
||||
}
|
||||
|
||||
// Write jacobian derivatives
|
||||
paramsDerivsFile << "gp = zeros(" << equation_number() << ", " << symbol_table.endo_nbr() << ", "
|
||||
<< symbol_table.param_nbr() << ");" << endl;
|
||||
|
||||
for (second_derivatives_t::const_iterator it = jacobian_params_derivatives.begin();
|
||||
it != jacobian_params_derivatives.end(); it++)
|
||||
{
|
||||
int eq = it->first.first;
|
||||
int var = it->first.second.first;
|
||||
int param = it->first.second.second;
|
||||
expr_t d2 = it->second;
|
||||
|
||||
int var_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var)) + 1;
|
||||
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
|
||||
|
||||
paramsDerivsFile << "gp(" << eq+1 << ", " << var_col << ", " << param_col << ") = ";
|
||||
d2->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
|
||||
paramsDerivsFile << ";" << endl;
|
||||
}
|
||||
|
||||
// If nargout >= 3...
|
||||
paramsDerivsFile << "if nargout >= 3" << endl;
|
||||
|
||||
// Write parameter second derivatives (only if nargout >= 3)
|
||||
paramsDerivsFile << "rpp = zeros(" << residuals_params_second_derivatives.size()
|
||||
<< ",4);" << endl;
|
||||
|
||||
int i = 1;
|
||||
for (second_derivatives_t::const_iterator it = residuals_params_second_derivatives.begin();
|
||||
it != residuals_params_second_derivatives.end(); ++it, i++)
|
||||
{
|
||||
int eq = it->first.first;
|
||||
int param1 = it->first.second.first;
|
||||
int param2 = it->first.second.second;
|
||||
expr_t d2 = it->second;
|
||||
|
||||
int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
|
||||
int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
|
||||
|
||||
paramsDerivsFile << "rpp(" << i << ",1)=" << eq+1 << ";" << endl
|
||||
<< "rpp(" << i << ",2)=" << param1_col << ";" << endl
|
||||
<< "rpp(" << i << ",3)=" << param2_col << ";" << endl
|
||||
<< "rpp(" << i << ",4)=";
|
||||
d2->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
|
||||
paramsDerivsFile << ";" << endl;
|
||||
}
|
||||
|
||||
// Write jacobian second derivatives (only if nargout >= 3)
|
||||
paramsDerivsFile << "gpp = zeros(" << jacobian_params_second_derivatives.size()
|
||||
<< ",5);" << endl;
|
||||
|
||||
i = 1;
|
||||
for (third_derivatives_t::const_iterator it = jacobian_params_second_derivatives.begin();
|
||||
it != jacobian_params_second_derivatives.end(); ++it, i++)
|
||||
{
|
||||
int eq = it->first.first;
|
||||
int var = it->first.second.first;
|
||||
int param1 = it->first.second.second.first;
|
||||
int param2 = it->first.second.second.second;
|
||||
expr_t d2 = it->second;
|
||||
|
||||
int var_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var)) + 1;
|
||||
int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
|
||||
int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
|
||||
|
||||
paramsDerivsFile << "gpp(" << i << ",1)=" << eq+1 << ";" << endl
|
||||
<< "gpp(" << i << ",2)=" << var_col << ";" << endl
|
||||
<< "gpp(" << i << ",3)=" << param1_col << ";" << endl
|
||||
<< "gpp(" << i << ",4)=" << param2_col << ";" << endl
|
||||
<< "gpp(" << i << ",5)=";
|
||||
d2->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
|
||||
paramsDerivsFile << ";" << endl;
|
||||
}
|
||||
|
||||
// If nargout >= 5...
|
||||
paramsDerivsFile << "end" << endl
|
||||
<< "if nargout >= 5" << endl;
|
||||
|
||||
// Write hessian derivatives (only if nargout >= 5)
|
||||
paramsDerivsFile << "hp = zeros(" << hessian_params_derivatives.size() << ",5);" << endl;
|
||||
|
||||
i = 1;
|
||||
for (third_derivatives_t::const_iterator it = hessian_params_derivatives.begin();
|
||||
it != hessian_params_derivatives.end(); ++it, i++)
|
||||
{
|
||||
int eq = it->first.first;
|
||||
int var1 = it->first.second.first;
|
||||
int var2 = it->first.second.second.first;
|
||||
int param = it->first.second.second.second;
|
||||
expr_t d2 = it->second;
|
||||
|
||||
int var1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var1)) + 1;
|
||||
int var2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var2)) + 1;
|
||||
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
|
||||
|
||||
paramsDerivsFile << "hp(" << i << ",1)=" << eq+1 << ";" << endl
|
||||
<< "hp(" << i << ",2)=" << var1_col << ";" << endl
|
||||
<< "hp(" << i << ",3)=" << var2_col << ";" << endl
|
||||
<< "hp(" << i << ",4)=" << param_col << ";" << endl
|
||||
<< "hp(" << i << ",5)=";
|
||||
d2->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
|
||||
paramsDerivsFile << ";" << endl;
|
||||
}
|
||||
|
||||
paramsDerivsFile << "end" << endl
|
||||
<< "end" << endl;
|
||||
paramsDerivsFile.close();
|
||||
}
|
||||
|
|
|
|||
|
|
@ -165,8 +165,9 @@ public:
|
|||
\param eval_context evaluation context for normalization
|
||||
\param no_tmp_terms if true, no temporary terms will be computed in the static files
|
||||
\param hessian whether 2nd derivatives w.r. to exo, exo_det and endo should be computed
|
||||
\param paramsDerivatives whether 2nd derivatives w.r. to a pair (endo/exo/exo_det, parameter) should be computed
|
||||
*/
|
||||
void computingPass(const eval_context_t &eval_context, bool no_tmp_terms, bool hessian, bool block, bool bytecode);
|
||||
void computingPass(const eval_context_t &eval_context, bool no_tmp_terms, bool hessian,bool paramsDerivatives, bool block, bool bytecode);
|
||||
|
||||
//! Adds informations for simulation in a binary file for a block decomposed model
|
||||
void Write_Inf_To_Bin_File_Block(const string &static_basename, const string &bin_basename, const int &num,
|
||||
|
|
@ -175,6 +176,9 @@ public:
|
|||
//! Writes static model file
|
||||
void writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll) const;
|
||||
|
||||
//! Writes file containing static parameters derivatives
|
||||
void writeParamsDerivativesFile(const string &basename) const;
|
||||
|
||||
//! Writes LaTeX file with the equations of the static model
|
||||
void writeLatexFile(const string &basename) const;
|
||||
|
||||
|
|
@ -185,6 +189,7 @@ public:
|
|||
void writeAuxVarRecursiveDefinitions(const string &basename) const;
|
||||
|
||||
virtual int getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException);
|
||||
virtual void addAllParamDerivId(set<int> &deriv_id_set);
|
||||
|
||||
//! Return the number of blocks
|
||||
virtual unsigned int
|
||||
|
|
|
|||
Loading…
Reference in New Issue