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Merge branch 'master' into remove-dynDate-class

time-shift
Stéphane Adjemian (Charybdis) 2013-10-17 16:33:19 +02:00
parent b77d37d83b 63430a54ea
commit 8f3e10ea1b
13 changed files with 32 additions and 86 deletions
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2
doc/dynare.texi
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@ -3774,7 +3774,7 @@ variables in declaration order.
Of course, the shown form of the approximation is only stylized, because it neglects the required different ordering in @math{y^s} and @math{y^h_t}. The precise form of the approximation that shows the way Dynare deals with differences between declaration and DR-order, is
@math{y_t(oo_.dr.order_var) = y^s(oo_.dr.order_var) + A (y_{t-1}(oo_.dr.order_var(k2))-y^s(oo_.dr.order_var(k2))) + B u_t}
@math{y_t(oo\_.dr.order\_var) = y^s(oo\_.dr.order\_var) + A \cdot y_{t-1}(oo\_.dr.order\_var(k2))-y^s(oo\_.dr.order\_var(k2)) + B\cdot u_t}
where @math{k2} selects the state variables, @math{y_t} and @math{y^s} are in declaration order and the coefficient matrices are in DR-order. Effectively, all variables on the right hand side are brought into DR order for computations and then assigned to @math{y_t} in declaration order.

1
dynare++/parser/cc/atom_assignings.cpp
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@ -9,6 +9,7 @@
#include "utils/cc/exception.h"
#include <limits>
#include <iostream>
using namespace ogp;

6
matlab/@dynSeries/extract.m
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@ -66,7 +66,7 @@ for i=1:nargin-1
while ~isempty(expression)
[token, expression] = strtok(expression,',');
candidate = [VariableName(1:idArobase(1)-1), token, VariableName(idArobase(2)+1:end)];
id = strmatch(candidate,B.name,'exact');
id = find(strcmp(candidate,B.name));
if isempty(id)
error(['dynSeries::extract: Variable ''' candidate ''' does not exist in dynSeries object ''' inputname(1) '''!'])
else
@ -88,7 +88,7 @@ for i=1:nargin-1
while ~isempty(expression_2)
[token_2, expression_2] = strtok(expression_2,',');
candidate = [VariableName(1:idArobase(1)-1), token_1, VariableName(idArobase(2)+1:idArobase(3)-1), token_2, VariableName(idArobase(4)+1:end)];
id = strmatch(candidate,B.name,'exact');
id = find(strcmp(candidate,B.name));
if isempty(id)
error(['dynSeries::extract: Variable ''' candidate ''' does not exist in dynSeries object ''' inputname(1) '''!'])
else
@ -114,7 +114,7 @@ end
% Get indices of the selected variables
idVariableName = NaN(length(VariableName_),1);
for i = 1:length(idVariableName)
idx = strmatch(VariableName_{i},B.name,'exact');
idx = find(strcmp(VariableName_{i},B.name));
if isempty(idx)
error(['dynSeries::extract: Variable ' VariableName_{i} ' is not a member of ' inputname(1) '!'])
end

2
matlab/@dynSeries/pop.m
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@ -45,7 +45,7 @@ function [ts,id] = pop(ts,a) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
id = strmatch(a,ts.name,'exact');
id = find(strcmp(a,ts.name));
if isempty(id)
id = 0;
return

2
matlab/@dynSeries/rename.m
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@ -21,7 +21,7 @@ if ~ischar(old) || ~ischar(new)
error(['dynSeries::rename: Input arguments ''' inputname(2) ''' and ''' inputname(3) ''' have to be strings!'])
end
idname = strmatch(old,ts.name,'exact');
idname = find(strcmp(old,ts.name));
if isempty(idname)
error(['dynSeries::rename: Variable ' old ' is unknown in dynSeries object ' inputname(1) '!'])

4
matlab/@dynSeries/subsasgn.m
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@ -84,7 +84,7 @@ switch length(S)
for i = 1:B.vobs
if ~isequal(S(1).subs{i},B.name{i})
% Rename a variable.
id = strmatch(S(1).subs{i},A.name);
id = find(strcmp(S(1).subs{i},A.name));
if isempty(id)
% Add a new variable a change its name.
B.name(i) = {S(1).subs{i}};
@ -118,7 +118,7 @@ switch length(S)
% Single variable selection.
if ~isequal(S(1).subs,B.name{1})
% Rename a variable.
id = strmatch(S(1).subs,A.name);
id = find(strcmp(S(1).subs,A.name));
if isempty(id)
% Add a new variable a change its name.
B.name(1) = {S(1).subs};

2
matlab/@dynSeries/subsref.m
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@ -154,7 +154,7 @@ switch S(1).type
B = feval(S(1).subs,A,S(2).subs{:});
S = shiftS(S);
otherwise % Extract a sub-object by selecting one variable.
ndx = strmatch(S(1).subs,A.name,'exact');
ndx = find(strcmp(S(1).subs,A.name));
if ~isempty(ndx)
B = dynSeries();
B.data = A.data(:,ndx);

2
matlab/@dynSeries/tex_rename.m
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@ -32,7 +32,7 @@ assert(ischar(newtex), 'dynSeries::tex_rename: the newtex name must be a string'
if nargin == 2
idname = 1;
else
idname = strmatch(name, ts.name, 'exact');
idname = find(strcmp(name, ts.name));
if isempty(idname)
error(['dynSeries::tex_rename: Variable ' name ' is unknown in dynSeries object ' inputname(1) '!'])
end

18
matlab/getIrfShocksIndx.m
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@ -1,6 +1,14 @@
function irf_shocks_indx=getIrfShocksIndx()
% Copyright (C) 2011 Dynare Team
% irf_shocks_indx=getIrfShocksIndx()
% returns the unique indices of the exogenous shocks specified for IRF
% generation using the irf_shocks-command
%
% Inputs:
% none
% Outputs:
% irf_shocks_indx: [1 by n_irf_shocks] vector storing the indices
%
% Copyright (C) 2011-13 Dynare Team
%
% This file is part of Dynare.
%
@ -26,4 +34,10 @@ else
for i=1:size(options_.irf_shocks,1)
irf_shocks_indx(i) = find(strcmp(deblank(options_.irf_shocks(i,:)), cellstr(M_.exo_names)));
end
irf_shocks_indx_unique=unique(irf_shocks_indx);
if options_.debug && (length(irf_shocks_indx_unique) ~= length(irf_shocks_indx))
fprintf('\nSTOCH_SIMUL: Warning: The IRFs for some shocks have been requested twice.\n')
fprintf('STOCH_SIMUL: The redundant entries will be ignored.\n')
end
irf_shocks_indx=irf_shocks_indx_unique;
end

2
preprocessor/DynareFlex.ll
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@ -690,7 +690,7 @@ string eofbuff;
return token::INT_NUMBER;
}
<DYNARE_STATEMENT,DYNARE_BLOCK>-?[0-9]+[Mm]([1-9]|1[0-2])|-?[0-9]+[Qq][1-4]|-?[0-9]+[Ww]([1-9]{1}|[1-4][0-9]|5[0-2]) {
<DYNARE_STATEMENT,DYNARE_BLOCK>-?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2])) {
yylval->string_val = new string(yytext);
return token::DATE_NUMBER;
}

3
preprocessor/ParsingDriver.cc
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@ -2449,8 +2449,7 @@ ParsingDriver::add_model_var_or_external_function(string *function_name, bool in
void
ParsingDriver::add_native(const string &s)
{
string ss = string(s);
mod_file->addStatement(new NativeStatement(ss));
mod_file->addStatement(new NativeStatement(s));
}
void

68
preprocessor/Statement.cc
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@ -18,7 +18,6 @@
*/
#include "Statement.hh"
#include <boost/xpressive/xpressive.hpp>
ModFileStructure::ModFileStructure() :
check_present(false),
@ -66,76 +65,11 @@ Statement::computingPass()
{
}
NativeStatement::NativeStatement(string &native_statement_arg) :
NativeStatement::NativeStatement(const string &native_statement_arg) :
native_statement(native_statement_arg)
{
}
void
NativeStatement::computingPass()
{
using namespace boost::xpressive;
// Return if this is a comment
sregex comment_expr = sregex::compile( "\\s*\%.*" );
match_results<string::const_iterator> results;
if (regex_match(native_statement, results, comment_expr))
return;
// Otherwise, look at the line and consider substituting date
size_t idx = -1;
vector<size_t> apostrophes;
while((idx = native_statement.find("'", idx + 1)) != string::npos)
if (apostrophes.size() < 2)
apostrophes.push_back(idx);
else
if (idx == apostrophes.back() + 1)
apostrophes.pop_back();
else
apostrophes.push_back(idx);
bool skip = false;
string newstr = "";
sregex date_expr = sregex::compile( "-?[0-9]+[Mm](1[0-2]|[1-9])|-?[0-9]+[Qq][1-4]|-?[0-9]+[Ww]([1-4][0-9]|5[0-2]|[1-9])" );
string format( "dynDate('$&')" );
size_t lastidx = 0;
for (size_t i = 0; i < apostrophes.size(); i++)
if (apostrophes[i] == 0)
skip = true;
else
if (skip)
{
newstr.append(native_statement.substr(lastidx, apostrophes[i] - lastidx));
lastidx = apostrophes[i];
skip = false;
}
else
{
newstr.append(regex_replace(native_statement.substr(lastidx, apostrophes[i] - lastidx),
date_expr, format));
lastidx = apostrophes[i];
skip = true;
}
size_t length = native_statement.length() - lastidx;
size_t commentidx = native_statement.substr(lastidx, length).find("%", 0);
if (commentidx != string::npos)
length = commentidx;
newstr.append(regex_replace(native_statement.substr(lastidx, length), date_expr, format));
if (commentidx != string::npos)
{
lastidx += commentidx;
newstr.append(native_statement.substr(lastidx, native_statement.length() - lastidx));
}
native_statement = newstr;
}
void
regexReplace()
{
}
void
NativeStatement::writeOutput(ostream &output, const string &basename) const
{

6
preprocessor/Statement.hh
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@ -121,12 +121,10 @@ public:
class NativeStatement : public Statement
{
private:
string native_statement;
const string native_statement;
public:
NativeStatement(string &native_statement_arg);
virtual void computingPass();
NativeStatement(const string &native_statement_arg);
virtual void writeOutput(ostream &output, const string &basename) const;
void regexReplace();
};
class OptionsList