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Merge branch 'master' into ecb-master

time-shift
Houtan Bastani 2017-10-20 15:21:30 +02:00
parent 9d18ffc973 d57b072390
commit b65f8d3581
12 changed files with 312 additions and 70 deletions
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105
NEWS
View File

@ -1,3 +1,108 @@
Announcement for Dynare 4.5.3 (on 2017-10-19)
=============================================
We are pleased to announce the release of Dynare 4.5.3.
This is a bugfix release. It comes less than 24 hours after the previous release,
because version 4.5.2 was affected by a critical bug for MATLAB older than R2016b.
The Windows packages are already available for download at:
http://www.dynare.org/download/dynare-stable
The Mac and GNU/Linux packages (for Debian and Ubuntu LTS) should follow soon.
This release is compatible with MATLAB versions 7.3 (R2006b) to 9.3 (R2017b)
and with GNU Octave versions 4.2.
Here is a list of the problems identified in version 4.5.2 and that have been
fixed in version 4.5.3:
- `isfile` routine was failing with matlab older than R2016b. This bug did not
affect Octave.
Announcement for Dynare 4.5.2 (on 2017-10-19)
=============================================
We are pleased to announce the release of Dynare 4.5.2.
This is a bugfix release.
The Windows packages are already available for download at:
http://www.dynare.org/download/dynare-stable
The Mac and GNU/Linux packages (for Debian and Ubuntu LTS) should follow soon.
This release is compatible with MATLAB versions 7.3 (R2006b) to 9.3 (R2017b)
and with GNU Octave versions 4.2.
Here is a list of the problems identified in version 4.5.1 and that have been
fixed in version 4.5.2:
- Fixed bug in perfect foresight solver:
+ If expected shocks were declared after the terminal period, as specified
by the `periods` option, Dynare was crashing.
+ Models declared with the `linear` option were crashing if exogenous
variables were present with a lead or lag.
- After ML or Bayesian estimation when the smoother option or `mh_replic=0`
were not specified, not all smoothed measurement errors were displayed.
- Fixed error in reference manual about the `conditional_forecasts` command.
- Fixed smoother behaviour, provide informative error instead of crashing when
model cannot be solved.
- The `nopathchange` preprocessor option was always triggered, regardless of
whether it was passed or not.
- When `ramsey_policy` is used, allow state variables to be set in `histval`
block.
- `histval` erroneously accepted leads, leading to cryptic crashes.
- The prior MC draws from previous runs were not deleted, potentially
resulting in loading stale files.
- `estim_params_` was being declared `global` more than once.
- Fixed crashes happening when simulating linear models with order>1.
- Make empirical moments independent of `simul_replic`, as stated in the
reference manual, by outputting moments computed with the first simulated
sample.
- The `prior_function` required a preceding `estimation`-command to properly
set up the prior.
- If the mode for a parameter was at exactly 0, `mode_check` was crashing.
- Fixed `get_posterior_parameters`-routine which should not do more than
getting parameters. As a consequense, the `shock_decomposition`-command
did not correctly set the `parameter_set` for use in subsequent function
calls if shocks are correlated or measurement error is present.
- Fixed bug in Ramsey problem with constraints both on a policy instrument and
another variable. Note that the constraint on a variable that is not an
instrument of the Ramsey problem must be written with an equation tag in the
model block.
- Fixed bug in Ramsey problem with constraints on policy instrument.
- Fixed crash with optimizer 5 when not used with DSGE model at order 1.
- Fixed mex file used for third order approximation (was crashing on
Matlab/Windows 7).
Announcement for Dynare 4.5.1 (on 2017-08-24)
=============================================

3
m4/ax_matlab_version.m4
View File

@ -22,6 +22,9 @@ AC_REQUIRE([AX_MATLAB])
AC_MSG_CHECKING([for MATLAB version])
if test "x$MATLAB_VERSION" != "x"; then
case $MATLAB_VERSION in
*2017b | *2017B)
MATLAB_VERSION="9.3"
;;
*2017a | *2017A)
MATLAB_VERSION="9.2"
;;

2
matlab/add_path_to_mex_files.m
View File

@ -52,7 +52,7 @@ else
end
end
else
tmp = [dynareroot '../mex/matlab/win64-7.8-9.2/'];
tmp = [dynareroot '../mex/matlab/win64-7.8-9.3/'];
if exist(tmp, 'dir')
mexpath = tmp;
if modifypath

2
matlab/missing/isfile/isfile.m
View File

@ -49,7 +49,7 @@ cellofstringflag = false;
n = 1;
a = false;
if isstring(b) && length(b)>1 && isvector(b)
if ~isoctave() && ~matlab_ver_less_than('9.1') && isstring(b) && length(b)>1 && isvector(b)
n = length(b);
stringarrayflag = true;
a = false(size(b));

103
preprocessor/ExprNode.cc
View File

@ -195,7 +195,8 @@ ExprNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output
void
ExprNode::writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const
{
// Nothing to do
}
@ -345,7 +346,8 @@ NumConstNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
void
NumConstNode::writeJsonOutput(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const
{
output << datatree.num_constants.get(id);
}
@ -669,7 +671,8 @@ VariableNode::containsExternalFunction() const
void
VariableNode::writeJsonOutput(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const
{
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<VariableNode *>(this));
if (it != temporary_terms.end())
@ -679,7 +682,7 @@ VariableNode::writeJsonOutput(ostream &output,
}
output << datatree.symbol_table.getName(symb_id);
if (lag != 0)
if (isdynamic && lag != 0)
output << "(" << lag << ")";
}
@ -1974,7 +1977,8 @@ UnaryOpNode::containsExternalFunction() const
void
UnaryOpNode::writeJsonOutput(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const
{
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<UnaryOpNode *>(this));
if (it != temporary_terms.end())
@ -2057,7 +2061,7 @@ UnaryOpNode::writeJsonOutput(ostream &output,
return;
case oSteadyState:
output << "(";
arg->writeJsonOutput(output, temporary_terms, tef_terms);
arg->writeJsonOutput(output, temporary_terms, tef_terms, isdynamic);
output << ")";
return;
case oSteadyStateParamDeriv:
@ -2108,7 +2112,7 @@ UnaryOpNode::writeJsonOutput(ostream &output,
}
// Write argument
arg->writeJsonOutput(output, temporary_terms, tef_terms);
arg->writeJsonOutput(output, temporary_terms, tef_terms, isdynamic);
if (close_parenthesis)
output << ")";
@ -2324,9 +2328,10 @@ UnaryOpNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType out
void
UnaryOpNode::writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const
{
arg->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms);
arg->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms, isdynamic);
}
void
@ -3481,7 +3486,8 @@ BinaryOpNode::containsExternalFunction() const
void
BinaryOpNode::writeJsonOutput(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const
{
// If current node is a temporary term
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<BinaryOpNode *>(this));
@ -3504,9 +3510,9 @@ BinaryOpNode::writeJsonOutput(ostream &output,
default:
;
}
arg1->writeJsonOutput(output, temporary_terms, tef_terms);
arg1->writeJsonOutput(output, temporary_terms, tef_terms, isdynamic);
output << ",";
arg2->writeJsonOutput(output, temporary_terms, tef_terms);
arg2->writeJsonOutput(output, temporary_terms, tef_terms, isdynamic);
output << ")";
return;
}
@ -3514,9 +3520,9 @@ BinaryOpNode::writeJsonOutput(ostream &output,
if (op_code == oPowerDeriv)
{
output << "get_power_deriv(";
arg1->writeJsonOutput(output, temporary_terms, tef_terms);
arg1->writeJsonOutput(output, temporary_terms, tef_terms, isdynamic);
output << ",";
arg2->writeJsonOutput(output, temporary_terms, tef_terms);
arg2->writeJsonOutput(output, temporary_terms, tef_terms, isdynamic);
output << "," << powerDerivOrder << ")";
return;
}
@ -3536,7 +3542,7 @@ BinaryOpNode::writeJsonOutput(ostream &output,
}
// Write left argument
arg1->writeJsonOutput(output, temporary_terms, tef_terms);
arg1->writeJsonOutput(output, temporary_terms, tef_terms, isdynamic);
if (close_parenthesis)
output << ")";
@ -3603,7 +3609,7 @@ BinaryOpNode::writeJsonOutput(ostream &output,
}
// Write right argument
arg2->writeJsonOutput(output, temporary_terms, tef_terms);
arg2->writeJsonOutput(output, temporary_terms, tef_terms, isdynamic);
if (close_parenthesis)
output << ")";
@ -3801,10 +3807,11 @@ BinaryOpNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType ou
void
BinaryOpNode::writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const
{
arg1->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms);
arg2->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms);
arg1->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms, isdynamic);
arg2->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms, isdynamic);
}
void
@ -4788,7 +4795,8 @@ TrinaryOpNode::containsExternalFunction() const
void
TrinaryOpNode::writeJsonOutput(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const
{
// If current node is a temporary term
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<TrinaryOpNode *>(this));
@ -4808,11 +4816,11 @@ TrinaryOpNode::writeJsonOutput(ostream &output,
break;
}
arg1->writeJsonOutput(output, temporary_terms, tef_terms);
arg1->writeJsonOutput(output, temporary_terms, tef_terms, isdynamic);
output << ",";
arg2->writeJsonOutput(output, temporary_terms, tef_terms);
arg2->writeJsonOutput(output, temporary_terms, tef_terms, isdynamic);
output << ",";
arg3->writeJsonOutput(output, temporary_terms, tef_terms);
arg3->writeJsonOutput(output, temporary_terms, tef_terms, isdynamic);
output << ")";
}
@ -4895,11 +4903,12 @@ TrinaryOpNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType o
void
TrinaryOpNode::writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const
{
arg1->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms);
arg2->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms);
arg3->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms);
arg1->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms, isdynamic);
arg2->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms, isdynamic);
arg3->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms, isdynamic);
}
void
@ -5573,7 +5582,8 @@ AbstractExternalFunctionNode::writeExternalFunctionArguments(ostream &output, Ex
void
AbstractExternalFunctionNode::writeJsonExternalFunctionArguments(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const
{
for (vector<expr_t>::const_iterator it = arguments.begin();
it != arguments.end(); it++)
@ -5581,7 +5591,7 @@ AbstractExternalFunctionNode::writeJsonExternalFunctionArguments(ostream &output
if (it != arguments.begin())
output << ",";
(*it)->writeJsonOutput(output, temporary_terms, tef_terms);
(*it)->writeJsonOutput(output, temporary_terms, tef_terms, isdynamic);
}
}
@ -5751,7 +5761,8 @@ ExternalFunctionNode::compileExternalFunctionOutput(ostream &CompileCode, unsign
void
ExternalFunctionNode::writeJsonOutput(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const
{
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<ExternalFunctionNode *>(this));
if (it != temporary_terms.end())
@ -5761,7 +5772,7 @@ ExternalFunctionNode::writeJsonOutput(ostream &output,
}
output << datatree.symbol_table.getName(symb_id) << "(";
writeJsonExternalFunctionArguments(output, temporary_terms, tef_terms);
writeJsonExternalFunctionArguments(output, temporary_terms, tef_terms, isdynamic);
output << ")";
}
@ -5877,14 +5888,15 @@ ExternalFunctionNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutpu
void
ExternalFunctionNode::writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const
{
int first_deriv_symb_id = datatree.external_functions_table.getFirstDerivSymbID(symb_id);
assert(first_deriv_symb_id != eExtFunSetButNoNameProvided);
for (vector<expr_t>::const_iterator it = arguments.begin();
it != arguments.end(); it++)
(*it)->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms);
(*it)->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms, isdynamic);
if (!alreadyWrittenAsTefTerm(symb_id, tef_terms))
{
@ -5904,7 +5916,7 @@ ExternalFunctionNode::writeJsonExternalFunctionOutput(vector<string> &efout,
ef << ", \"external_function_term_dd\": \"TEFDD_" << indx << "\"";
ef << ", \"value\": \"" << datatree.symbol_table.getName(symb_id) << "(";
writeJsonExternalFunctionArguments(ef, temporary_terms, tef_terms);
writeJsonExternalFunctionArguments(ef, temporary_terms, tef_terms, isdynamic);
ef << ")\"}}";
efout.push_back(ef.str());
}
@ -5994,7 +6006,8 @@ FirstDerivExternalFunctionNode::composeDerivatives(const vector<expr_t> &dargs)
void
FirstDerivExternalFunctionNode::writeJsonOutput(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const
{
// If current node is a temporary term
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<FirstDerivExternalFunctionNode *>(this));
@ -6209,7 +6222,8 @@ FirstDerivExternalFunctionNode::writeExternalFunctionOutput(ostream &output, Exp
void
FirstDerivExternalFunctionNode::writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const
{
int first_deriv_symb_id = datatree.external_functions_table.getFirstDerivSymbID(symb_id);
assert(first_deriv_symb_id != eExtFunSetButNoNameProvided);
@ -6219,7 +6233,7 @@ FirstDerivExternalFunctionNode::writeJsonExternalFunctionOutput(vector<string> &
if (first_deriv_symb_id == symb_id)
{
expr_t parent = datatree.AddExternalFunction(symb_id, arguments);
parent->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms);
parent->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms, isdynamic);
return;
}
@ -6242,7 +6256,7 @@ FirstDerivExternalFunctionNode::writeJsonExternalFunctionOutput(vector<string> &
<< ", \"value\": \"" << datatree.symbol_table.getName(first_deriv_symb_id) << "(";
}
writeJsonExternalFunctionArguments(ef, temporary_terms, tef_terms);
writeJsonExternalFunctionArguments(ef, temporary_terms, tef_terms, isdynamic);
ef << ")\"}}";
efout.push_back(ef.str());
}
@ -6375,7 +6389,8 @@ SecondDerivExternalFunctionNode::composeDerivatives(const vector<expr_t> &dargs)
void
SecondDerivExternalFunctionNode::writeJsonOutput(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const
{
// If current node is a temporary term
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<SecondDerivExternalFunctionNode *>(this));
@ -6568,7 +6583,8 @@ SecondDerivExternalFunctionNode::writeExternalFunctionOutput(ostream &output, Ex
void
SecondDerivExternalFunctionNode::writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const
{
int second_deriv_symb_id = datatree.external_functions_table.getSecondDerivSymbID(symb_id);
assert(second_deriv_symb_id != eExtFunSetButNoNameProvided);
@ -6578,7 +6594,7 @@ SecondDerivExternalFunctionNode::writeJsonExternalFunctionOutput(vector<string>
if (second_deriv_symb_id == symb_id)
{
expr_t parent = datatree.AddExternalFunction(symb_id, arguments);
parent->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms);
parent->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms, isdynamic);
return;
}
@ -6602,7 +6618,7 @@ SecondDerivExternalFunctionNode::writeJsonExternalFunctionOutput(vector<string>
<< ", \"value\": \"" << datatree.symbol_table.getName(second_deriv_symb_id) << "(";
}
writeJsonExternalFunctionArguments(ef, temporary_terms, tef_terms);
writeJsonExternalFunctionArguments(ef, temporary_terms, tef_terms, isdynamic);
ef << ")\"}}" << endl;
efout.push_back(ef.str());
}
@ -6968,7 +6984,8 @@ VarExpectationNode::substituteStaticAuxiliaryVariable() const
void
VarExpectationNode::writeJsonOutput(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const
{
output << "var_expectation("
<< "forecast_horizon = " << forecast_horizon

48
preprocessor/ExprNode.hh
View File

@ -225,7 +225,7 @@ enum ExprNodeOutputType
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
//! Writes output of node in JSON syntax
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const = 0;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic = true) const = 0;
virtual int precedenceJson(const temporary_terms_t &temporary_terms) const;
@ -238,7 +238,8 @@ enum ExprNodeOutputType
//! Allows the insertion of commas if necessary
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const;
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic = true) const;
virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
@ -508,7 +509,7 @@ public:
};
virtual void prepareForDerivation();
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
virtual bool containsExternalFunction() const;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
@ -562,7 +563,7 @@ public:
VariableNode(DataTree &datatree_arg, int symb_id_arg, int lag_arg);
virtual void prepareForDerivation();
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
virtual bool containsExternalFunction() const;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
virtual void computeTemporaryTerms(map<expr_t, int > &reference_count,
@ -649,14 +650,15 @@ public:
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
virtual bool containsExternalFunction() const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const;
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const;
virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
@ -746,14 +748,15 @@ public:
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
virtual bool containsExternalFunction() const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const;
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const;
virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
@ -859,14 +862,15 @@ public:
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
virtual bool containsExternalFunction() const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const;
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const;
virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
@ -937,7 +941,7 @@ protected:
int getIndxInTefTerms(int the_symb_id, deriv_node_temp_terms_t &tef_terms) const throw (UnknownFunctionNameAndArgs);
//! Helper function to write output arguments of any given external function
void writeExternalFunctionArguments(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
void writeJsonExternalFunctionArguments(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
void writeJsonExternalFunctionArguments(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
public:
AbstractExternalFunctionNode(DataTree &datatree_arg, int symb_id_arg,
const vector<expr_t> &arguments_arg);
@ -946,14 +950,15 @@ public:
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const = 0;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const = 0;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const = 0;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic = true) const = 0;
virtual bool containsExternalFunction() const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const = 0;
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const = 0;
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic = true) const = 0;
virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
@ -1020,13 +1025,14 @@ public:
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const;
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const;
virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
@ -1064,7 +1070,7 @@ public:
vector< vector<temporary_terms_t> > &v_temporary_terms,
int equation) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
virtual void compile(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
@ -1074,7 +1080,8 @@ public:
deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const;
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const;
virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
@ -1107,7 +1114,7 @@ public:
vector< vector<temporary_terms_t> > &v_temporary_terms,
int equation) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
virtual void compile(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
@ -1117,7 +1124,8 @@ public:
deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const;
deriv_node_temp_terms_t &tef_terms,
const bool isdynamic) const;
virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
@ -1188,7 +1196,7 @@ public:
virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
virtual expr_t substituteStaticAuxiliaryVariable() const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
};
#endif

34
preprocessor/ModFile.cc
View File

@ -1413,15 +1413,23 @@ ModFile::writeJsonOutputParsingCheck(const string &basename, JsonFileOutputType
original_model_output << "}" << endl;
}
ostringstream steady_state_model_output;
steady_state_model_output << "";
if (dynamic_model.equation_number() > 0)
steady_state_model.writeJsonSteadyStateFile(steady_state_model_output,
transformpass || computingpass);
if (json_output_mode == standardout)
{
if (transformpass || computingpass)
cout << "\"transformed_model\": ";
cout << "\"transformed_modfile\": ";
else
cout << "\"model\": ";
cout << "\"modfile\": ";
cout << output.str();
if (!original_model_output.str().empty())
cout << ", \"original_model\": " << original_model_output.str();
if (!steady_state_model_output.str().empty())
cout << ", \"steady_state_model\": " << steady_state_model_output.str();
}
else
{
@ -1469,6 +1477,28 @@ ModFile::writeJsonOutputParsingCheck(const string &basename, JsonFileOutputType
jsonOutputFile << original_model_output.str();
jsonOutputFile.close();
}
if (!steady_state_model_output.str().empty())
{
if (basename.size())
{
string fname(basename);
fname += "_steady_state_model.json";
jsonOutputFile.open(fname.c_str(), ios::out | ios::binary);
if (!jsonOutputFile.is_open())
{
cerr << "ERROR: Can't open file " << fname << " for writing" << endl;
exit(EXIT_FAILURE);
}
}
else
{
cerr << "ERROR: Missing file name" << endl;
exit(EXIT_FAILURE);
}
jsonOutputFile << steady_state_model_output.str();
jsonOutputFile.close();
}
}
}

32
preprocessor/StaticModel.cc
View File

@ -2197,6 +2197,38 @@ StaticModel::writeLatexAuxVarRecursiveDefinitions(ostream &output) const
}
}
void
StaticModel::writeJsonAuxVarRecursiveDefinitions(ostream &output) const
{
deriv_node_temp_terms_t tef_terms;
temporary_terms_t temporary_terms;
for (int i = 0; i < (int) aux_equations.size(); i++)
if (dynamic_cast<ExprNode *>(aux_equations[i])->containsExternalFunction())
{
vector<string> efout;
dynamic_cast<ExprNode *>(aux_equations[i])->writeJsonExternalFunctionOutput(efout,
temporary_terms,
tef_terms,
false);
for (vector<string>::const_iterator it = efout.begin(); it != efout.end(); it++)
{
if (it != efout.begin())
output << ", ";
output << *it;
}
}
for (int i = 0; i < (int) aux_equations.size(); i++)
{
output << ", {\"lhs\": \"";
aux_equations[i]->get_arg1()->writeJsonOutput(output, temporary_terms, tef_terms, false);
output << "\", \"rhs\": \"";
dynamic_cast<BinaryOpNode *>(aux_equations[i]->substituteStaticAuxiliaryDefinition())->get_arg2()->writeJsonOutput(output, temporary_terms, tef_terms, false);
output << "\"}";
}
}
void
StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) const
{

1
preprocessor/StaticModel.hh
View File

@ -192,6 +192,7 @@ public:
void writeSetAuxiliaryVariables(const string &basename, const bool julia) const;
void writeAuxVarRecursiveDefinitions(ostream &output, ExprNodeOutputType output_type) const;
void writeLatexAuxVarRecursiveDefinitions(ostream &output) const;
void writeJsonAuxVarRecursiveDefinitions(ostream &output) const;
//! To ensure that no exogenous is present in the planner objective
//! See #1264

44
preprocessor/SteadyStateModel.cc
View File

@ -270,3 +270,47 @@ SteadyStateModel::writeSteadyStateFileC(const string &basename, bool ramsey_mode
static_model.writeAuxVarInitval(output, oCSteadyStateFile);
output << "}" << endl;
}
void
SteadyStateModel::writeJsonSteadyStateFile(ostream &output, bool transformComputingPass) const
{
if (def_table.size() == 0)
return;
deriv_node_temp_terms_t tef_terms;
vector<pair<string, string> > eqtags;
temporary_terms_t tt_empty;
output << "{\"steady_state_model\": [";
for (size_t i = 0; i < def_table.size(); i++)
{
const vector<int> &symb_ids = def_table[i].first;
if (i != 0)
output << ",";
output << "{\"lhs\": ";
if (symb_ids.size() > 1)
output << "[";
for (size_t j = 0; j < symb_ids.size(); j++)
{
if (j != 0)
output << ",";
variable_node_map_t::const_iterator it =
variable_node_map.find(make_pair(symb_ids[j], 0));
assert(it != variable_node_map.end());
output << "\"";
dynamic_cast<ExprNode *>(it->second)->writeJsonOutput(output, tt_empty, tef_terms, false);
output << "\"";
}
if (symb_ids.size() > 1)
output << "]";
output << ", \"rhs\":\"";
def_table[i].second->writeJsonOutput(output, tt_empty, tef_terms, false);
output << "\"}" << endl;
}
if (transformComputingPass)
static_model.writeJsonAuxVarRecursiveDefinitions(output);
output << "]}";
}

2
preprocessor/SteadyStateModel.hh
View File

@ -53,6 +53,8 @@ public:
void writeSteadyStateFileC(const string &basename, bool ramsey_model) const;
//! Writes LaTeX file with the equations of the dynamic model (for the steady state model)
void writeLatexSteadyStateFile(const string &basename) const;
//! Writes JSON output
void writeJsonSteadyStateFile(ostream &output, bool transformComputingPass) const;
};
#endif

6
windows/dynare.nsi
View File

@ -98,9 +98,9 @@ Section "MEX files for MATLAB 64-bit, version 7.5 to 7.7 (R2007b to R2008b)"
File ..\mex\matlab\win64-7.5-7.7\*.mexw64
SectionEnd
Section "MEX files for MATLAB 64-bit, version 7.8 to 9.2 (R2009a to R2017a)"
SetOutPath $INSTDIR\mex\matlab\win64-7.8-9.2
File ..\mex\matlab\win64-7.8-9.2\*.mexw64
Section "MEX files for MATLAB 64-bit, version 7.8 to 9.3 (R2009a to R2017b)"
SetOutPath $INSTDIR\mex\matlab\win64-7.8-9.3
File ..\mex\matlab\win64-7.8-9.3\*.mexw64
SectionEnd
SectionGroupEnd