More structure to the bones - still very rough sketch of the interface
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2142 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
george
parent
2ff703ca40
commit
91e55812c8
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@ -14,14 +14,17 @@
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// based on: work by O.Kamenik
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#include "k_ord_dynare.h"
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#include "dynare_exception.h"
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///#include "planner_builder.h"
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#include "dynare_exception.h"
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#include "decision_rule.h"
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#include "fs_tensor.h"
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#include "SylvException.h"
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#include "mex.h"
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///#include "forw_subst_builder.h"
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#include "Dynare_pp/utils/cc/memory_file.h"
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#include "Dynare_pp/utils/cc/exception.h"
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///#include "parser/cc/parser_exception.h"
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///#include "parser/cc/atom_substitutions.h"
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#include "Dynare_pp/tl/cc/tl_exception.h"
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#include "Dynare_pp/kord/kord_exception.h"
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@ -72,8 +75,6 @@ KordpDynare::KordpDynare(const char** endo, int nstat,int npred, int nforw, int
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/// dnl = new DynareNameList(*this);
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/// denl = new DynareExogNameList(*this);
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// dsnl = new DynareStateNameList(*this, *dnl, *denl);
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/// fe = new ogp::FormulaEvaluator(model->getParser());
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/// fde = new ogp::FormulaDerEvaluator(model->getParser());
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/// writeModelInfo(journal);
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}
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@ -153,7 +154,9 @@ void KordpDynare::evaluateSystem(Vector& out, const Vector& yym, const Vector& y
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DynareEvalLoader del(model->getAtoms(), out);
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fe->eval(dav, del);
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///////////////////////*/
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#ifdef DEBUG
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mexPrintf("Call in EvaluateSystem\n");
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#endif
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}
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void KordpDynare::calcDerivatives(const Vector& yy, const Vector& xx)
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@ -17,12 +17,12 @@
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#include "stdafx.h"
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#include "k_order_perturbation.h"
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#include "k_order_dynare.h"
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#include "k_ord_dynare.h"
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#include "math.h"
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#include "mex.h"
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#include "k_order_perturbation.h"
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//#include "kord/approximation.h"
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#include "approximation.h"
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/*
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BOOL APIENTRY DllMain( HANDLE hModule,
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@ -61,13 +61,13 @@ CK_order_perturbation::CK_order_perturbation()
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*/
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extern "C" {
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void mexFunction(int nlhs, mxArray* plhs[],
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int nrhs, const mxArray* prhs[])
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{
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if (nrhs < 3)
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mexErrMsgTxt("Must have at least 3 input parameters.\n");
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if (nlhs == 0)
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mexErrMsgTxt("Must have at least 1 output parameter.\n");
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void mexFunction(int nlhs, mxArray* plhs[],
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int nrhs, const mxArray* prhs[])
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{
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if (nrhs < 3)
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mexErrMsgTxt("Must have at least 3 input parameters.\n");
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if (nlhs == 0)
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mexErrMsgTxt("Must have at least 1 output parameter.\n");
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/* int order = (int)mxGetScalar(prhs[0]);
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if (nrhs != 12 + order) {
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@ -86,6 +86,150 @@ extern "C" {
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char* mFname = mxArrayToString(prhs[nrhs-1]);
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// SIM:
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int nstat = (int)mxGetScalar(prhs[1]);
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int npred = (int)mxGetScalar(prhs[2]);
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int nboth = (int)mxGetScalar(prhs[3]);
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int nforw = (int)mxGetScalar(prhs[4]);
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int nexog = (int)mxGetScalar(prhs[5]);
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const mxArray* const ystart = prhs[6];
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const mxArray* const shocks = prhs[7];
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const mxArray* const vcov = prhs[8];
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int seed = (int)mxGetScalar(prhs[9]);
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const mxArray* const ysteady = prhs[10];
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const int* const ystart_dim = mxGetDimensions(ystart);
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const int* const shocks_dim = mxGetDimensions(shocks);
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const int* const vcov_dim = mxGetDimensions(vcov);
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const int* const ysteady_dim = mxGetDimensions(ysteady);
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int ny = nstat + npred + nboth + nforw;
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if (ny != ystart_dim[0])
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mexErrMsgTxt("ystart has wrong number of rows.\n");
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if (1 != ystart_dim[1])
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mexErrMsgTxt("ystart has wrong number of cols.\n");
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int nper = shocks_dim[1];
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if (nexog != shocks_dim[0])
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mexErrMsgTxt("shocks has a wrong number of rows.\n");
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if (nexog != vcov_dim[0])
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mexErrMsgTxt("vcov has a wrong number of rows.\n");
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if (nexog != vcov_dim[1])
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mexErrMsgTxt("vcov has a wrong number of cols.\n");
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if (ny != ysteady_dim[0])
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mexErrMsgTxt("ysteady has wrong number of rows.\n");
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if (1 != ysteady_dim[1])
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mexErrMsgTxt("ysteady has wrong number of cols.\n");
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mxArray* res = mxCreateDoubleMatrix(ny, nper, mxREAL);
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THREAD_GROUP::max_parallel_threads = params.num_threads;
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try {
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// make journal name and journal
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std::string jname(params.basename);
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jname += ".jnl";
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Journal journal(jname.c_str());
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// make dynare object
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Dynare dynare(params.modname, params.order, params.ss_tol, journal);
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// make list of shocks for which we will do IRFs
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vector<int> irf_list_ind;
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if (params.do_irfs_all)
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for (int i = 0; i < dynare.nexog(); i++)
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irf_list_ind.push_back(i);
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else
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irf_list_ind = ((const DynareNameList&)dynare.getExogNames()).selectIndices(params.irf_list);
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try {
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system_random_generator.initSeed(params.seed);
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tls.init(dynare.order(),
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dynare.nstat()+2*dynare.npred()+3*dynare.nboth()+
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2*dynare.nforw()+dynare.nexog());
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Approximation app(dynare, journal, params.num_steps);
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} catch (const KordException& e) {
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// tell about the exception and continue
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printf("Caught (not yet fatal) Kord exception: ");
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e.print();
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JournalRecord rec(journal);
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rec << "Solution routine not finished (" << e.get_message()
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<< "), see what happens" << endrec;
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} catch (const TLException& e) {
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mexErrMsgTxt("Caugth TL exception.");
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} catch (SylvException& e) {
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mexErrMsgTxt("Caught Sylv exception.");
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}
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try {
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app.walkStochSteady();
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} catch (const KordException& e) {
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// tell about the exception and continue
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printf("Caught (not yet fatal) Kord exception: ");
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e.print();
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JournalRecord rec(journal);
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rec << "Solution routine not finished (" << e.get_message()
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<< "), see what happens" << endrec;
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} catch (const TLException& e) {
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mexErrMsgTxt("Caugth TL exception.");
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} catch (SylvException& e) {
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mexErrMsgTxt("Caught Sylv exception.");
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}
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std::string ss_matrix_name(params.prefix);
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ss_matrix_name += "_steady_states";
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ConstTwoDMatrix(app.getSS()).writeMat4(matfd, ss_matrix_name.c_str());
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// check the approximation
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if (params.check_along_path || params.check_along_shocks
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|| params.check_on_ellipse) {
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GlobalChecker gcheck(app, THREAD_GROUP::max_parallel_threads, journal);
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if (params.check_along_shocks)
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gcheck.checkAlongShocksAndSave(matfd, params.prefix,
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params.getCheckShockPoints(),
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params.getCheckShockScale(),
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params.check_evals);
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if (params.check_on_ellipse)
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gcheck.checkOnEllipseAndSave(matfd, params.prefix,
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params.getCheckEllipsePoints(),
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params.getCheckEllipseScale(),
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params.check_evals);
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if (params.check_along_path)
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gcheck.checkAlongSimulationAndSave(matfd, params.prefix,
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params.getCheckPathPoints(),
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params.check_evals);
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}
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} catch (const KordException& e) {
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printf("Caugth Kord exception: ");
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e.print();
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return e.code();
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} catch (const TLException& e) {
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printf("Caugth TL exception: ");
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e.print();
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return 255;
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} catch (SylvException& e) {
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printf("Caught Sylv exception: ");
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e.printMessage();
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return 255;
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} catch (const DynareException& e) {
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printf("Caught Dynare exception: %s\n", e.message());
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return 255;
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} catch (const ogu::Exception& e) {
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printf("Caught ogu::Exception: ");
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e.print();
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return 255;
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}
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void loadModelDynamicDLL ()
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{
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double *y, *x, *params;
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double *residual, *g1, *g2;
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int nb_row_x, it_;
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@ -136,41 +280,6 @@ extern "C" {
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/*
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int nstat = (int)mxGetScalar(prhs[1]);
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int npred = (int)mxGetScalar(prhs[2]);
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int nboth = (int)mxGetScalar(prhs[3]);
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int nforw = (int)mxGetScalar(prhs[4]);
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int nexog = (int)mxGetScalar(prhs[5]);
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const mxArray* const ystart = prhs[6];
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const mxArray* const shocks = prhs[7];
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const mxArray* const vcov = prhs[8];
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int seed = (int)mxGetScalar(prhs[9]);
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const mxArray* const ysteady = prhs[10];
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const int* const ystart_dim = mxGetDimensions(ystart);
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const int* const shocks_dim = mxGetDimensions(shocks);
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const int* const vcov_dim = mxGetDimensions(vcov);
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const int* const ysteady_dim = mxGetDimensions(ysteady);
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int ny = nstat + npred + nboth + nforw;
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if (ny != ystart_dim[0])
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mexErrMsgTxt("ystart has wrong number of rows.\n");
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if (1 != ystart_dim[1])
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mexErrMsgTxt("ystart has wrong number of cols.\n");
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int nper = shocks_dim[1];
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if (nexog != shocks_dim[0])
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mexErrMsgTxt("shocks has a wrong number of rows.\n");
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if (nexog != vcov_dim[0])
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mexErrMsgTxt("vcov has a wrong number of rows.\n");
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if (nexog != vcov_dim[1])
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mexErrMsgTxt("vcov has a wrong number of cols.\n");
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if (ny != ysteady_dim[0])
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mexErrMsgTxt("ysteady has wrong number of rows.\n");
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if (1 != ysteady_dim[1])
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mexErrMsgTxt("ysteady has wrong number of cols.\n");
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*/
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// mxArray* res = mxCreateDoubleMatrix(ny, nper, mxREAL);
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/*
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try {
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