stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

extended_preprocessor: fixed computation of steady state out of 

steady_state_model
time-shift
Michel Juillard 2013-10-21 16:17:53 +02:00
parent 9fd48df408
commit 98f3a04444
5 changed files with 32 additions and 20 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
others/cpp/dynare_cpp_driver.cc
View File

@ -45,6 +45,10 @@ DynareInfo::DynareInfo(map<string, int > exo_names_arg,
lead_lag_incidence(lead_lag_incidence_arg),
NNZDerivatives(NNZDerivatives_arg)
{
endo_nbr = endo_names.size();
exo_nbr = exo_names.size();
exo_det_nbr = exo_det_names.size();
param_nbr = param_names.size();
}
DynareInfo::~DynareInfo()

6
others/cpp/dynare_cpp_driver.hh
View File

@ -244,6 +244,7 @@ private:
vector<int> varobs;
vector<vector<int > >lead_lag_incidence;
vector<int> NNZDerivatives;
int endo_nbr, exo_nbr, exo_det_nbr, param_nbr;
public:
DynareInfo(map<string, int > exo_names_arg,
map<string, int > exo_det_names_arg,
@ -308,6 +309,11 @@ public:
inline vector<vector<int > > get_lead_lag_incidence() { return lead_lag_incidence; };
inline vector<int> get_NNZDerivatives() { return NNZDerivatives; };
inline int get_endo_nbr(void) { return endo_nbr; };
inline int get_exo_nbr(void) { return exo_nbr; };
inline int get_exo_det_nbr(void) { return exo_det_nbr; };
inline int get_param_nbr(void) { return param_nbr; };
string get_exo_name_by_index(int index) throw (ValueNotSetException);
int get_exo_index_by_name(string name) throw (ValueNotSetException);
string get_exo_det_name_by_index(int index) throw (ValueNotSetException);

9
others/cpp/tests/Makefile
View File

@ -4,8 +4,11 @@ test1.o : test1.cc ../dynare_cpp_driver.hh ../dynare_cpp_driver.cc
gcc -g -c test1.cc -I.. -I../../../mex/sources -I../../../mex/sources/estimation -I../../../mex/sources/estimation/libmat
dynare_cpp_driver.o: ../dynare_cpp_driver.cc ../dynare_cpp_driver.hh
gcc -g -c ../dynare_cpp_driver.cc -I..
example1.o: example1.mod
example1.cc example1_steadystate.cc: example1.mod
$(DYNARE) example1.mod output=first
example1.o: example1.cc
gcc -g -c example1.cc -I..
test1 : test1.o example1.o dynare_cpp_driver.o
gcc -g -o test1 test1.o example1.o dynare_cpp_driver.o -lstdc++
example1_steadystate.o: example1_steadystate.cc
gcc -g -c example1_steadystate.cc
test1 : test1.o example1.o example1_steadystate.o dynare_cpp_driver.o
gcc -g -o test1 test1.o example1.o example1_steadystate.o dynare_cpp_driver.o -lm -lstdc++

5
preprocessor/ExprNode.hh
View File

@ -86,7 +86,10 @@ enum ExprNodeOutputType
|| (output_type) == oMatlabDynamicSparseSteadyStateOperator \
|| (output_type) == oSteadyStateFile)
#define IS_C(output_type) ((output_type) == oCDynamicModel || (output_type) == oCStaticModel || (output_type) == oCDynamicSteadyStateOperator)
#define IS_C(output_type) ((output_type) == oCDynamicModel \
|| (output_type) == oCStaticModel \
|| (output_type) == oCDynamicSteadyStateOperator \
|| (output_type) == oCSteadyStateFile)
#define IS_LATEX(output_type) ((output_type) == oLatexStaticModel \
|| (output_type) == oLatexDynamicModel \

28
preprocessor/SteadyStateModel.cc
View File

@ -158,14 +158,16 @@ SteadyStateModel::writeSteadyStateFileCC(const string &basename, bool ramsey_pol
exit(EXIT_FAILURE);
}
output << "#include <math.h>" << endl;
if (cuda)
output << "__global__ ";
output << "void steadystate("
<< "const double *exo_, const double *params_, double *ys_, int *info)" << endl
<< "const double *exo_, const double *params, double *ys_, int *info)" << endl
<< "// Steady state file generated by Dynare preprocessor" << endl
<< "{" << endl
<< " info = 0;" << endl;
<< " *info = 0;" << endl;
if (recursive_order.size() == 0)
{
@ -179,24 +181,18 @@ SteadyStateModel::writeSteadyStateFileCC(const string &basename, bool ramsey_pol
const vector<int> &symb_ids = recursive_order[i];
output << " ";
if (symb_ids.size() > 1)
output << "[";
for (size_t j = 0; j < symb_ids.size(); j++)
{
variable_node_map_t::const_iterator it = variable_node_map.find(make_pair(symb_ids[j], 0));
assert(it != variable_node_map.end());
dynamic_cast<ExprNode *>(it->second)->writeOutput(output, oSteadyStateFile);
if (j < symb_ids.size()-1)
output << ",";
}
if (symb_ids.size() > 1)
output << "]";
std::cout << "Error: in C, multiple returns are not permitted in steady_state_model" << std::endl;
variable_node_map_t::const_iterator it = variable_node_map.find(make_pair(symb_ids[0], 0));
assert(it != variable_node_map.end());
if (it->second->get_type() == eModFileLocalVariable)
output << "double ";
dynamic_cast<ExprNode *>(it->second)->writeOutput(output, oCSteadyStateFile);
output << "=";
def_table.find(symb_ids)->second->writeOutput(output, oSteadyStateFile);
def_table.find(symb_ids)->second->writeOutput(output, oCSteadyStateFile);
output << ";" << endl;
}
output << " // Auxiliary equations" << endl;
static_model.writeAuxVarInitval(output, oSteadyStateFile);
static_model.writeAuxVarInitval(output, oCSteadyStateFile);
output << "}" << endl;
}