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Merge branch 'master' into particle_mode_compute

time-shift
Stéphane Adjemian (Charybdis) 2013-07-10 16:04:19 +02:00
parent 2fae989131 3dc372e5bc
commit ab00257c3b
12 changed files with 116 additions and 48 deletions
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7
doc/dynare.texi
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@ -743,6 +743,13 @@ Activate console mode. In addition to the behavior of
@code{nodisplay}, Dynare will not use graphical waitbars for long @code{nodisplay}, Dynare will not use graphical waitbars for long
computations. computations.
@item nograph
Activate the @code{nograph} option (@xref{nograph}), so that Dynare will not produce any
graph
@item nointeractive
Instructs Dynare to not request user input
@item cygwin @item cygwin
Tells Dynare that your MATLAB is configured for compiling MEX files with Tells Dynare that your MATLAB is configured for compiling MEX files with
Cygwin (@pxref{Software requirements}). This option is only available Cygwin (@pxref{Software requirements}). This option is only available

53
matlab/check_list_of_variables.m
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@ -93,30 +93,35 @@ if isempty(varlist)
string = [ cas , ' will be computed for the ' num2str(M_.endo_nbr) ' endogenous variables']; string = [ cas , ' will be computed for the ' num2str(M_.endo_nbr) ' endogenous variables'];
string = [ string ' of your model, this can be very long....']; string = [ string ' of your model, this can be very long....'];
format_text(string, 10) format_text(string, 10)
choice = []; if options_.nointeractive
while isempty(choice) % Default behaviour is to consider all the endogenous variables.
disp(' ') varlist = M_.endo_names(1:M_.orig_endo_nbr, :);
disp(' ') else
disp('Choose one of the following options:') choice = [];
disp(' ') while isempty(choice)
disp(' [1] Consider all the endogenous variables.') disp(' ')
disp(' [2] Consider all the observed endogenous variables.') disp(' ')
disp(' [3] Stop Dynare and change the mod file.') disp('Choose one of the following options:')
disp(' ') disp(' ')
choice = input('options [default is 1] = '); disp(' [1] Consider all the endogenous variables.')
if isempty(choice) disp(' [2] Consider all the observed endogenous variables.')
choice=1; disp(' [3] Stop Dynare and change the mod file.')
end disp(' ')
if choice==1 choice = input('options [default is 1] = ');
varlist = M_.endo_names(1:M_.orig_endo_nbr, :); if isempty(choice)
elseif choice==2 choice=1;
varlist = options_.varobs; end
elseif choice==3 if choice==1
varlist = NaN; varlist = M_.endo_names(1:M_.orig_endo_nbr, :);
else elseif choice==2
disp('') varlist = options_.varobs;
disp('YOU HAVE TO ANSWER 1, 2 or 3!') elseif choice==3
disp('') varlist = NaN;
else
disp('')
disp('YOU HAVE TO ANSWER 1, 2 or 3!')
disp('')
end
end end
end end
end end

2
matlab/dyn_risky_steadystate_solver.m
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@ -182,7 +182,7 @@ function [resid,dr] = risky_residuals(ys,pm,M,dr,options,oo)
pm = model_structure(M,options); pm = model_structure(M,options);
[dr,info] = dyn_first_order_solver(d1,M,dr,options,0); [dr,info] = dyn_first_order_solver(d1,M,dr,options,0);
if info if info
print_info(); print_info(info,options.noprint,options);
end end
dr = dyn_second_order_solver(d1,d2,dr,M,... dr = dyn_second_order_solver(d1,d2,dr,M,...
options.threads.kronecker.A_times_B_kronecker_C,... options.threads.kronecker.A_times_B_kronecker_C,...

3
matlab/global_initialization.m
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@ -107,6 +107,9 @@ gmhmaxlik.nclimb = 200000;
gmhmaxlik.nscale = 200000; gmhmaxlik.nscale = 200000;
options_.gmhmaxlik = gmhmaxlik; options_.gmhmaxlik = gmhmaxlik;
% Request user input.
options_.nointeractive = 0;
% Graphics % Graphics
options_.graphics.nrows = 3; options_.graphics.nrows = 3;
options_.graphics.ncols = 3; options_.graphics.ncols = 3;

12
matlab/metropolis_hastings_initialization.m
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@ -127,9 +127,15 @@ if ~options_.load_mh_file && ~options_.mh_recover
init_iter = init_iter + 1; init_iter = init_iter + 1;
if init_iter > 100 && validate == 0 if init_iter > 100 && validate == 0
disp(['MH: I couldn''t get a valid initial value in 100 trials.']) disp(['MH: I couldn''t get a valid initial value in 100 trials.'])
disp(['MH: You should Reduce mh_init_scale...']) if options_.nointeractive
disp(sprintf('MH: Parameter mh_init_scale is equal to %f.',options_.mh_init_scale)) disp(['MH: I reduce mh_init_scale by ten percent:'])
options_.mh_init_scale = input('MH: Enter a new value... '); options_.mh_init_scale = .9*options_.mh_init_scale;
disp(sprintf('MH: Parameter mh_init_scale is now equal to %f.',options_.mh_init_scale))
else
disp(['MH: You should Reduce mh_init_scale...'])
disp(sprintf('MH: Parameter mh_init_scale is equal to %f.',options_.mh_init_scale))
options_.mh_init_scale = input('MH: Enter a new value... ');
end
trial = trial+1; trial = trial+1;
end end
end end

16
matlab/simplex_optimization_routine.m
View File

@ -1,4 +1,4 @@
Xfunction [x,fval,exitflag] = simplex_optimization_routine(objective_function,x,options,varargin) function [x,fval,exitflag] = simplex_optimization_routine(objective_function,x,options,varargin)
% Nelder-Mead like optimization routine. % Nelder-Mead like optimization routine.
% By default, we use standard values for the reflection, the expansion, the contraction and the shrink coefficients (alpha = 1, chi = 2, psi = 1 / 2 and σ = 1 / 2). % By default, we use standard values for the reflection, the expansion, the contraction and the shrink coefficients (alpha = 1, chi = 2, psi = 1 / 2 and σ = 1 / 2).
% See http://en.wikipedia.org/wiki/Nelder-Mead_method % See http://en.wikipedia.org/wiki/Nelder-Mead_method
@ -9,7 +9,7 @@ Xfunction [x,fval,exitflag] = simplex_optimization_routine(objective_function,x,
% amelioration is possible. % amelioration is possible.
% %
% INPUTS % INPUTS
% objective_function [string] Name of the iobjective function to be minimized. % objective_function [string] Name of the objective function to be minimized.
% x [double] n*1 vector, starting guess of the optimization routine. % x [double] n*1 vector, starting guess of the optimization routine.
% options [structure] % options [structure]
% %
@ -17,7 +17,7 @@ Xfunction [x,fval,exitflag] = simplex_optimization_routine(objective_function,x,
% %
% %
% Copyright (C) 2010-2012 Dynare Team % Copyright (C) 2010-2013 Dynare Team
% %
% This file is part of Dynare. % This file is part of Dynare.
% %
@ -178,7 +178,7 @@ initial_point = x;
if ~nopenalty if ~nopenalty
error('simplex_optimization_routine:: Initial condition is wrong!') error('simplex_optimization_routine:: Initial condition is wrong!')
else else
[v,fv,delta] = simplex_initialization(objective_function,initial_point,initial_score,delta,1,varargin{:}); [v,fv,delta] = simplex_initialization(objective_function,initial_point,initial_score,delta,zero_delta,1,varargin{:});
func_count = number_of_variables + 1; func_count = number_of_variables + 1;
iter_count = 1; iter_count = 1;
if verbose if verbose
@ -420,7 +420,7 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
% Compute the size of the simplex % Compute the size of the simplex
delta = delta*1.05; delta = delta*1.05;
% Compute the new initial simplex. % Compute the new initial simplex.
[v,fv,delta] = simplex_initialization(objective_function,best_point,best_point_score,delta,1,varargin{:}); [v,fv,delta] = simplex_initialization(objective_function,best_point,best_point_score,delta,zero_delta,1,varargin{:});
if verbose if verbose
disp(['(Re)Start with a lager simplex around the based on the best current ']) disp(['(Re)Start with a lager simplex around the based on the best current '])
disp(['values for the control variables. ']) disp(['values for the control variables. '])
@ -441,7 +441,7 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
end end
end end
if ((func_count==max_func_calls) || (iter_count==max_iterations) || (iter_no_improvement_break==max_no_improvement_break) || convergence || tooslow) if ((func_count==max_func_calls) || (iter_count==max_iterations) || (iter_no_improvement_break==max_no_improvement_break) || convergence || tooslow)
[v,fv,delta] = simplex_initialization(objective_function,best_point,best_point_score,DELTA,1,varargin{:}); [v,fv,delta] = simplex_initialization(objective_function,best_point,best_point_score,DELTA,zero_delta,1,varargin{:});
if func_count==max_func_calls if func_count==max_func_calls
if verbose if verbose
disp(['MAXIMUM NUMBER OF OBJECTIVE FUNCTION CALLS EXCEEDED (' int2str(max_func_calls) ')!']) disp(['MAXIMUM NUMBER OF OBJECTIVE FUNCTION CALLS EXCEEDED (' int2str(max_func_calls) ')!'])
@ -468,7 +468,7 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
% Compute the size of the simplex % Compute the size of the simplex
delta = delta*1.05; delta = delta*1.05;
% Compute the new initial simplex. % Compute the new initial simplex.
[v,fv,delta] = simplex_initialization(objective_function,best_point,best_point_score,delta,1,varargin{:}); [v,fv,delta] = simplex_initialization(objective_function,best_point,best_point_score,delta,zero_delta,1,varargin{:});
if verbose if verbose
disp(['(Re)Start with a lager simplex around the based on the best current ']) disp(['(Re)Start with a lager simplex around the based on the best current '])
disp(['values for the control variables. ']) disp(['values for the control variables. '])
@ -511,7 +511,7 @@ end
function [v,fv,delta] = simplex_initialization(objective_function,point,point_score,delta,check_delta,varargin) function [v,fv,delta] = simplex_initialization(objective_function,point,point_score,delta,zero_delta,check_delta,varargin)
n = length(point); n = length(point);
v = zeros(n,n+1); v = zeros(n,n+1);
v(:,1) = point; v(:,1) = point;

34
matlab/utilities/general/skipline.m Normal file
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@ -0,0 +1,34 @@
function skipline(n,fid)
% Copyright (C) 2013 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if nargin<2
fid = 1;
end
if nargin<1
fid = 1;
end
if ~nargin || isequal(n,1)
fprintf(fid,'\n');
else
for i=1:n
fprintf(fid,'\n');
end
end

10
matlab/utilities/tests/build_report_summary.m
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@ -49,17 +49,17 @@ gitlastcommithash = reportfilecontent.gitlastcommithash;
str = 'Hi,'; str = 'Hi,';
str = char(str,''); str = char(str,'');
str = char(str,'This is a summary report for the unitary tests in Dynare. Full report can be found at'); str = char(str,'This is a summary report for the unitary tests in Dynare. Full report can be found at:');
str = char(str,'');
str = char(str,''); str = char(str,'');
str = char(str,['http://www.dynare.org/stepan/dynare/tests/' reportfile]); str = char(str,['http://www.dynare.org/stepan/dynare/tests/' reportfile]);
str = char(str,'');
str = char(str,['http://www.dynare.org/stepan/dynare/tests/' reportfile(1:end-3) 'log']); str = char(str,['http://www.dynare.org/stepan/dynare/tests/' reportfile(1:end-3) 'log']);
str = char(str,''); str = char(str,'');
str = char(str,gitinfo(1,:)); str = char(str,gitinfo(1,:));
str = char(str,gitinfo(2,:)); str = char(str,gitinfo(2,:));
str = char(str,''); str = char(str,'');
str = char(str,''); str = char(str,'');
str = char(str,['===========================']); str = char(str,['===========================']);
str = char(str,'DYNARE/MATLAB UNITARY TESTS'); str = char(str,'DYNARE/MATLAB UNITARY TESTS');
str = char(str,'==========================='); str = char(str,'===========================');
@ -75,9 +75,9 @@ for i=1:size(reportcell,1)
end end
if printonscreen if printonscreen
fprintf('\n\n') skipline(2);
disp(str) disp(str)
fprintf('\n\n') skipline(2);
end end
if mailreport if mailreport

12
preprocessor/DynareMain.cc
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@ -36,7 +36,7 @@ using namespace std;
Splitting main() in two parts was necessary because ParsingDriver.h and MacroDriver.h can't be Splitting main() in two parts was necessary because ParsingDriver.h and MacroDriver.h can't be
included simultaneously (because of Bison limitations). included simultaneously (because of Bison limitations).
*/ */
void main2(stringstream &in, string &basename, bool debug, bool clear_all, bool no_tmp_terms, bool no_log, bool no_warn, bool warn_uninit, bool console, void main2(stringstream &in, string &basename, bool debug, bool clear_all, bool no_tmp_terms, bool no_log, bool no_warn, bool warn_uninit, bool console, bool nograph, bool nointeractive,
bool parallel, const string &parallel_config_file, const string &cluster_name, bool parallel_slave_open_mode, bool parallel, const string &parallel_config_file, const string &cluster_name, bool parallel_slave_open_mode,
bool parallel_test bool parallel_test
#if defined(_WIN32) || defined(__CYGWIN32__) #if defined(_WIN32) || defined(__CYGWIN32__)
@ -48,7 +48,7 @@ void
usage() usage()
{ {
cerr << "Dynare usage: dynare mod_file [debug] [noclearall] [savemacro[=macro_file]] [onlymacro] [nolinemacro] [notmpterms] [nolog] [warn_uninit]" cerr << "Dynare usage: dynare mod_file [debug] [noclearall] [savemacro[=macro_file]] [onlymacro] [nolinemacro] [notmpterms] [nolog] [warn_uninit]"
<< " [console] [parallel[=cluster_name]] [conffile=parallel_config_path_and_filename] [parallel_slave_open_mode] [parallel_test] " << " [console] [nograph] [nointeractive] [parallel[=cluster_name]] [conffile=parallel_config_path_and_filename] [parallel_slave_open_mode] [parallel_test] "
<< " [-D<variable>[=<value>]]" << " [-D<variable>[=<value>]]"
#if defined(_WIN32) || defined(__CYGWIN32__) #if defined(_WIN32) || defined(__CYGWIN32__)
<< " [cygwin] [msvc]" << " [cygwin] [msvc]"
@ -84,6 +84,8 @@ main(int argc, char **argv)
bool no_warn = false; bool no_warn = false;
bool warn_uninit = false; bool warn_uninit = false;
bool console = false; bool console = false;
bool nograph = false;
bool nointeractive = false;
#if defined(_WIN32) || defined(__CYGWIN32__) #if defined(_WIN32) || defined(__CYGWIN32__)
bool cygwin = false; bool cygwin = false;
bool msvc = false; bool msvc = false;
@ -129,6 +131,10 @@ main(int argc, char **argv)
warn_uninit = true; warn_uninit = true;
else if (!strcmp(argv[arg], "console")) else if (!strcmp(argv[arg], "console"))
console = true; console = true;
else if (!strcmp(argv[arg], "nograph"))
nograph = true;
else if (!strcmp(argv[arg], "nointeractive"))
nointeractive = true;
#if defined(_WIN32) || defined(__CYGWIN32__) #if defined(_WIN32) || defined(__CYGWIN32__)
else if (!strcmp(argv[arg], "cygwin")) else if (!strcmp(argv[arg], "cygwin"))
cygwin = true; cygwin = true;
@ -221,7 +227,7 @@ main(int argc, char **argv)
return EXIT_SUCCESS; return EXIT_SUCCESS;
// Do the rest // Do the rest
main2(macro_output, basename, debug, clear_all, no_tmp_terms, no_log, no_warn, warn_uninit, console, main2(macro_output, basename, debug, clear_all, no_tmp_terms, no_log, no_warn, warn_uninit, console, nograph, nointeractive,
parallel, parallel_config_file, cluster_name, parallel_slave_open_mode, parallel_test parallel, parallel_config_file, cluster_name, parallel_slave_open_mode, parallel_test
#if defined(_WIN32) || defined(__CYGWIN32__) #if defined(_WIN32) || defined(__CYGWIN32__)
, cygwin, msvc , cygwin, msvc

4
preprocessor/DynareMain2.cc
View File

@ -26,7 +26,7 @@ using namespace std;
#include "ConfigFile.hh" #include "ConfigFile.hh"
void void
main2(stringstream &in, string &basename, bool debug, bool clear_all, bool no_tmp_terms, bool no_log, bool no_warn, bool warn_uninit, bool console, main2(stringstream &in, string &basename, bool debug, bool clear_all, bool no_tmp_terms, bool no_log, bool no_warn, bool warn_uninit, bool console, bool nograph, bool nointeractive,
bool parallel, const string &parallel_config_file, const string &cluster_name, bool parallel_slave_open_mode, bool parallel, const string &parallel_config_file, const string &cluster_name, bool parallel_slave_open_mode,
bool parallel_test bool parallel_test
#if defined(_WIN32) || defined(__CYGWIN32__) #if defined(_WIN32) || defined(__CYGWIN32__)
@ -58,7 +58,7 @@ main2(stringstream &in, string &basename, bool debug, bool clear_all, bool no_tm
mod_file->computingPass(no_tmp_terms); mod_file->computingPass(no_tmp_terms);
// Write outputs // Write outputs
mod_file->writeOutputFiles(basename, clear_all, no_log, no_warn, console, config_file mod_file->writeOutputFiles(basename, clear_all, no_log, no_warn, console, nograph, nointeractive, config_file
#if defined(_WIN32) || defined(__CYGWIN32__) #if defined(_WIN32) || defined(__CYGWIN32__)
, cygwin, msvc , cygwin, msvc
#endif #endif

7
preprocessor/ModFile.cc
View File

@ -455,7 +455,7 @@ ModFile::computingPass(bool no_tmp_terms)
} }
void void
ModFile::writeOutputFiles(const string &basename, bool clear_all, bool no_log, bool no_warn, bool console, const ConfigFile &config_file ModFile::writeOutputFiles(const string &basename, bool clear_all, bool no_log, bool no_warn, bool console, bool nograph, bool nointeractive, const ConfigFile &config_file
#if defined(_WIN32) || defined(__CYGWIN32__) #if defined(_WIN32) || defined(__CYGWIN32__)
, bool cygwin, bool msvc , bool cygwin, bool msvc
#endif #endif
@ -509,7 +509,12 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool no_log, b
if (console) if (console)
mOutputFile << "options_.console_mode = 1;" << endl mOutputFile << "options_.console_mode = 1;" << endl
<< "options_.nodisplay = 1;" << endl; << "options_.nodisplay = 1;" << endl;
if (nograph)
mOutputFile << "options_.nograph = 1;" << endl;
if (nointeractive)
mOutputFile << "options_.nointeractive = 1;" << endl;
cout << "Processing outputs ..."; cout << "Processing outputs ...";
symbol_table.writeOutput(mOutputFile); symbol_table.writeOutput(mOutputFile);

4
preprocessor/ModFile.hh
View File

@ -127,10 +127,12 @@ public:
\param basename The base name used for writing output files. Should be the name of the mod file without its extension \param basename The base name used for writing output files. Should be the name of the mod file without its extension
\param clear_all Should a "clear all" instruction be written to output ? \param clear_all Should a "clear all" instruction be written to output ?
\param console Are we in console mode ? \param console Are we in console mode ?
\param nograph Should we build the figures?
\param nointeractive Should Dynare request user input?
\param cygwin Should the MEX command of use_dll be adapted for Cygwin? \param cygwin Should the MEX command of use_dll be adapted for Cygwin?
\param msvc Should the MEX command of use_dll be adapted for MSVC? \param msvc Should the MEX command of use_dll be adapted for MSVC?
*/ */
void writeOutputFiles(const string &basename, bool clear_all, bool no_log, bool no_warn, bool console, const ConfigFile &config_file void writeOutputFiles(const string &basename, bool clear_all, bool no_log, bool no_warn, bool console, bool nograph, bool nointeractive, const ConfigFile &config_file
#if defined(_WIN32) || defined(__CYGWIN32__) #if defined(_WIN32) || defined(__CYGWIN32__)
, bool cygwin, bool msvc , bool cygwin, bool msvc
#endif #endif