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Bytecode: remove incomplete/buggy support for exogenous deterministic

mr#2067
Sébastien Villemot 2022-07-05 13:02:17 +02:00
parent 888a87312d
commit b3cff2d34d
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
6 changed files with 27 additions and 70 deletions
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42
mex/sources/bytecode/ErrorHandling.hh
View File

@ -172,7 +172,7 @@ public:
double *y, *ya;
int y_size;
double *T;
int nb_row_xd, nb_row_x, col_x, col_y;
int nb_row_x, col_x, col_y;
int y_kmin, y_kmax, periods;
double *x, *params;
double *u;
@ -304,12 +304,14 @@ public:
mexPrintf("=> Unknown endogenous variable # %d", variable_num);
break;
case SymbolType::exogenous:
case SymbolType::exogenousDet:
if (variable_num < P_exo_names.size())
return P_exo_names[variable_num];
else
mexPrintf("=> Unknown exogenous variable # %d", variable_num);
break;
case SymbolType::exogenousDet:
mexErrMsgTxt("get_variable: exogenous deterministic not supported");
break;
case SymbolType::parameter:
if (variable_num < P_param_names.size())
return P_param_names[variable_num];
@ -523,16 +525,7 @@ public:
Stackf.push(x[it_+lag+var*nb_row_x]);
break;
case SymbolType::exogenousDet:
var = static_cast<FLDV_ *>(it_code->second)->get_pos();
lag = static_cast<FLDV_ *>(it_code->second)->get_lead_lag();
tmp_out.str("");
if (lag != 0)
tmp_out << get_variable(SymbolType::exogenousDet, var) << "(" << lag << ")";
else
tmp_out << get_variable(SymbolType::exogenousDet, var);
Stack.push(tmp_out.str());
if (compute)
Stackf.push(x[it_+lag+var*nb_row_xd]);
mexErrMsgTxt("FLDV: exogenous deterministic not supported");
break;
case SymbolType::modelLocalVariable:
break;
@ -574,10 +567,7 @@ public:
Stackf.push(x[var]);
break;
case SymbolType::exogenousDet:
var = static_cast<FLDSV_ *>(it_code->second)->get_pos();
Stack.push(get_variable(SymbolType::exogenousDet, var));
if (compute)
Stackf.push(x[var]);
mexErrMsgTxt("FLDSV: exogenous deterministic not supported");
break;
case SymbolType::modelLocalVariable:
break;
@ -702,21 +692,7 @@ public:
}
break;
case SymbolType::exogenousDet:
var = static_cast<FSTPV_ *>(it_code->second)->get_pos();
lag = static_cast<FSTPV_ *>(it_code->second)->get_lead_lag();
tmp_out2.str("");
tmp_out2 << Stack.top();
tmp_out.str("");
tmp_out << get_variable(SymbolType::exogenousDet, var);
if (lag != 0)
tmp_out << "(" << lag << ")";
tmp_out << " = " << tmp_out2.str();
Stack.pop();
if (compute)
{
x[it_+lag+var*nb_row_xd] = Stackf.top();
Stackf.pop();
}
mexErrMsgTxt("FSTPV: exogenous deterministic not supported");
break;
default:
mexPrintf("FSTPV: Unknown variable type\n");
@ -756,7 +732,6 @@ public:
}
break;
case SymbolType::exogenous:
case SymbolType::exogenousDet:
var = static_cast<FSTPSV_ *>(it_code->second)->get_pos();
tmp_out2.str("");
tmp_out2 << Stack.top();
@ -770,6 +745,9 @@ public:
Stackf.pop();
}
break;
case SymbolType::exogenousDet:
mexErrMsgTxt("FSTPSV: exogenous deterministic not supported");
break;
default:
mexPrintf("FSTPSV: Unknown variable type\n");
}

30
mex/sources/bytecode/Evaluate.cc
View File

@ -242,9 +242,7 @@ Evaluate::compute_block_time(int Per_u_, bool evaluate, bool no_derivative)
Stack.push(x[it_+lag+var*nb_row_x]);
break;
case SymbolType::exogenousDet:
var = static_cast<FLDV_ *>(it_code->second)->get_pos();
lag = static_cast<FLDV_ *>(it_code->second)->get_lead_lag();
Stack.push(x[it_+lag+var*nb_row_xd]);
mexErrMsgTxt("FLDV: exogenous deterministic not supported");
break;
case SymbolType::modelLocalVariable:
#ifdef DEBUG
@ -288,11 +286,7 @@ Evaluate::compute_block_time(int Per_u_, bool evaluate, bool no_derivative)
Stack.push(x[var]);
break;
case SymbolType::exogenousDet:
var = static_cast<FLDSV_ *>(it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FLDSV xd[var=%d]\n", var);
#endif
Stack.push(x[var]);
mexErrMsgTxt("FLDSV: exogenous deterministic not supported");
break;
case SymbolType::modelLocalVariable:
#ifdef DEBUG
@ -330,11 +324,7 @@ Evaluate::compute_block_time(int Per_u_, bool evaluate, bool no_derivative)
Stack.push(x[var]);
break;
case SymbolType::exogenousDet:
var = static_cast<FLDVS_ *>(it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FLDVS xd[%d]\n", var);
#endif
Stack.push(x[var]);
mexErrMsgTxt("FLDVS: exogenous deterministic not supported");
break;
case SymbolType::modelLocalVariable:
#ifdef DEBUG
@ -450,15 +440,7 @@ Evaluate::compute_block_time(int Per_u_, bool evaluate, bool no_derivative)
Stack.pop();
break;
case SymbolType::exogenousDet:
var = static_cast<FSTPV_ *>(it_code->second)->get_pos();
lag = static_cast<FSTPV_ *>(it_code->second)->get_lead_lag();
x[it_+lag+var*nb_row_xd] = Stack.top();
#ifdef DEBUG
tmp_out << "=>";
mexPrintf(" x[%d, %d](%f)=%s\n", it_+lag, var, x[it_+lag+var*nb_row_xd], tmp_out.str().c_str());
tmp_out.str("");
#endif
Stack.pop();
mexErrMsgTxt("FSTPV: exogenous deterministic not supported");
break;
default:
mexPrintf("FSTPV: Unknown variable type\n");
@ -484,7 +466,6 @@ Evaluate::compute_block_time(int Per_u_, bool evaluate, bool no_derivative)
Stack.pop();
break;
case SymbolType::exogenous:
case SymbolType::exogenousDet:
var = static_cast<FSTPSV_ *>(it_code->second)->get_pos();
x[var] = Stack.top();
#ifdef DEBUG
@ -494,6 +475,9 @@ Evaluate::compute_block_time(int Per_u_, bool evaluate, bool no_derivative)
#endif
Stack.pop();
break;
case SymbolType::exogenousDet:
mexErrMsgTxt("FSTPSV: exogenous deterministic not supported");
break;
default:
mexPrintf("FSTPSV: Unknown variable type\n");
}

3
mex/sources/bytecode/Interpreter.cc
View File

@ -27,7 +27,7 @@ constexpr double BIG = 1.0e+8, SMALL = 1.0e-5;
Interpreter::Interpreter(double *params_arg, double *y_arg, double *ya_arg, double *x_arg, double *steady_y_arg, double *steady_x_arg,
double *direction_arg, size_t y_size_arg,
size_t nb_row_x_arg, size_t nb_row_xd_arg, int periods_arg, int y_kmin_arg, int y_kmax_arg,
size_t nb_row_x_arg, int periods_arg, int y_kmin_arg, int y_kmax_arg,
int maxit_arg_, double solve_tolf_arg, size_t size_of_direction_arg, int y_decal_arg, double markowitz_c_arg,
string &filename_arg, int minimal_solving_periods_arg, int stack_solve_algo_arg, int solve_algo_arg,
bool global_temporary_terms_arg, bool print_arg, bool print_error_arg, mxArray *GlobalTemporaryTerms_arg,
@ -42,7 +42,6 @@ Interpreter::Interpreter(double *params_arg, double *y_arg, double *ya_arg, doub
steady_x = steady_x_arg;
direction = direction_arg;
nb_row_x = nb_row_x_arg;
nb_row_xd = nb_row_xd_arg;
periods = periods_arg;
maxit_ = maxit_arg_;
solve_tolf = solve_tolf_arg;

2
mex/sources/bytecode/Interpreter.hh
View File

@ -45,7 +45,7 @@ protected:
public:
Interpreter(double *params_arg, double *y_arg, double *ya_arg, double *x_arg, double *steady_y_arg, double *steady_x_arg,
double *direction_arg, size_t y_size_arg,
size_t nb_row_x_arg, size_t nb_row_xd_arg, int periods_arg, int y_kmin_arg, int y_kmax_arg,
size_t nb_row_x_arg, int periods_arg, int y_kmin_arg, int y_kmax_arg,
int maxit_arg_, double solve_tolf_arg, size_t size_of_direction_arg, int y_decal_arg, double markowitz_c_arg,
string &filename_arg, int minimal_solving_periods_arg, int stack_solve_algo_arg, int solve_algo_arg,
bool global_temporary_terms_arg, bool print_arg, bool print_error_arg, mxArray *GlobalTemporaryTerms_arg,

14
mex/sources/bytecode/bytecode.cc
View File

@ -199,7 +199,7 @@ mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
mxArray *block_structur = nullptr;
mxArray *pfplan_struct = nullptr;
ErrorMsg error_msg;
size_t i, row_y = 0, col_y = 0, row_x = 0, col_x = 0, nb_row_xd = 0;
size_t i, row_y = 0, col_y = 0, row_x = 0, col_x = 0;
size_t steady_row_y, steady_col_y;
int y_kmin = 0, y_kmax = 0, y_decal = 0;
unsigned int periods = 1;
@ -419,10 +419,10 @@ mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
splan[i].var = name;
SymbolType variable_type = SymbolType::endogenous;
int exo_num = emsg.get_ID(name, &variable_type);
if (variable_type == SymbolType::exogenous || variable_type == SymbolType::exogenousDet)
if (variable_type == SymbolType::exogenous)
splan[i].var_num = exo_num;
else
mexErrMsgTxt(("The variable '"s + name + "' defined as var in plan is not an exogenous or a deterministic exogenous\n").c_str());
mexErrMsgTxt(("The variable '"s + name + "' defined as var in plan is not an exogenous\n").c_str());
}
tmp = mxGetField(plan_struct, i, "var");
if (tmp)
@ -481,10 +481,10 @@ mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
spfplan[i].var = name;
SymbolType variable_type = SymbolType::endogenous;
int exo_num = emsg.get_ID(name, &variable_type);
if (variable_type == SymbolType::exogenous || variable_type == SymbolType::exogenousDet)
if (variable_type == SymbolType::exogenous)
splan[i].var_num = exo_num;
else
mexErrMsgTxt(("The variable '"s + name + "' defined as var in pfplan is not an exogenous or a deterministic exogenous\n").c_str());
mexErrMsgTxt(("The variable '"s + name + "' defined as var in pfplan is not an exogenous\n").c_str());
}
tmp = mxGetField(pfplan_struct, i, "exo");
if (tmp)
@ -551,7 +551,6 @@ mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
xd = mxGetPr(exo_sim_arr);
row_x = mxGetM(exo_sim_arr);
col_x = mxGetN(exo_sim_arr);
nb_row_xd = row_x;
}
int field = mxGetFieldNumber(M_, "maximum_lag");
if (field >= 0)
@ -600,7 +599,6 @@ mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
xd = mxGetPr(exo_steady_state_arr);
row_x = mxGetM(exo_steady_state_arr);
col_x = mxGetN(exo_steady_state_arr);
nb_row_xd = row_x;
}
}
int field = mxGetFieldNumber(options_, "verbosity");
@ -718,7 +716,7 @@ mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
size_t nb_row_x = row_x;
clock_t t0 = clock();
Interpreter interprete(params, y, ya, x, steady_yd, steady_xd, direction, y_size, nb_row_x, nb_row_xd, periods, y_kmin, y_kmax, maxit_, solve_tolf, size_of_direction, y_decal,
Interpreter interprete(params, y, ya, x, steady_yd, steady_xd, direction, y_size, nb_row_x, periods, y_kmin, y_kmax, maxit_, solve_tolf, size_of_direction, y_decal,
markowitz_c, file_name, minimal_solving_periods, stack_solve_algo, solve_algo, global_temporary_terms, print, print_error, GlobalTemporaryTerms, steady_state,
print_it, col_x, col_y);
string f(fname);

6
tests/block_bytecode/example1_varexo_det_bytecode.mod
View File

@ -1,4 +1,4 @@
// Test for varexo_det and forecast command at order 1
// Test for varexo_det and forecast command at order 1 with bytecode
var y, c, k, a, h, b;
varexo e,u;
@ -16,8 +16,7 @@ theta = 2.95;
phi = 0.1;
//model(bytecode);
model;
model(bytecode);
c*theta*h^(1+psi)=(1-alpha)*y;
k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
@ -40,7 +39,6 @@ ahat = 0;
bhat = 0;
end;
//simul(periods=20);
shocks;
var e; stderr 0.009;
var u; stderr 0.009;