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Merge branch 'master' into ecb-master

time-shift
Houtan Bastani 2017-06-19 18:02:57 +02:00
parent b5e740ceaf 90a239f84b
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2
README.md
View File

@ -91,7 +91,7 @@ If you have downloaded the sources from an official source archive or the source
If you want to use Git, do the following from a terminal:
git clone --recursive http://github.com/DynareTeam/dynare.git
git clone --recursive https://github.com/DynareTeam/dynare.git
cd dynare
autoreconf -si

106
doc/dynare.texi
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@ -114,8 +114,8 @@ A copy of the license can be found at @uref{http://www.gnu.org/licenses/fdl.txt}
@subtitle Reference Manual, version @value{VERSION}
@author Stéphane Adjemian
@author Houtan Bastani
@author Frédéric Karamé
@author Michel Juillard
@author Frédéric Karamé
@author Junior Maih
@author Ferhat Mihoubi
@author George Perendia
@ -171,14 +171,14 @@ Installation of Dynare
* On Windows::
* On Debian GNU/Linux and Ubuntu::
* On Mac OS X::
* On macOS::
* For other systems::
Compiler installation
* Prerequisites on Windows::
* Prerequisites on Debian GNU/Linux and Ubuntu::
* Prerequisites on Mac OS X::
* Prerequisites on macOS::
Configuration
@ -356,23 +356,21 @@ as a support tool for forecasting exercises. In the academic world,
Dynare is used for research and teaching purposes in postgraduate
macroeconomics courses.
Dynare is a free software, which means that it can be downloaded free
of charge, that its source code is freely available, and that it can
be used for both non-profit and for-profit purposes. Most of the
source files are covered by the GNU General Public Licence (GPL)
version 3 or later (there are some exceptions to this, see the file
@file{license.txt} in Dynare distribution). It is available for the
Windows, Mac and Linux platforms and is fully documented through a
user guide and a reference manual. Part of Dynare is programmed in
C++, while the rest is written using the
@uref{http://www.mathworks.com/products/matlab/, MATLAB} programming
language. The latter implies that commercially-available MATLAB
software is required in order to run Dynare. However, as an
alternative to MATLAB, Dynare is also able to run on top of
@uref{http://www.octave.org, GNU Octave} (basically a free clone of
MATLAB): this possibility is particularly interesting for students or
institutions who cannot afford, or do not want to pay for, MATLAB and
are willing to bear the concomitant performance loss.
Dynare is a free software, which means that it can be downloaded free of
charge, that its source code is freely available, and that it can be used for
both non-profit and for-profit purposes. Most of the source files are covered
by the GNU General Public Licence (GPL) version 3 or later (there are some
exceptions to this, see the file @file{license.txt} in Dynare distribution). It
is available for the Windows, macOS, and Linux platforms and is fully
documented through a user guide and a reference manual. Part of Dynare is
programmed in C++, while the rest is written using the
@uref{http://www.mathworks.com/products/matlab/, MATLAB} programming language.
The latter implies that commercially-available MATLAB software is required in
order to run Dynare. However, as an alternative to MATLAB, Dynare is also able
to run on top of @uref{http://www.octave.org, GNU Octave} (basically a free
clone of MATLAB): this possibility is particularly interesting for students or
institutions who cannot afford, or do not want to pay for, MATLAB and are
willing to bear the concomitant performance loss.
The development of Dynare is mainly done at
@uref{http://www.cepremap.fr, Cepremap} by a core team of
@ -450,7 +448,7 @@ If you want to give a URL, use the address of the Dynare website:
Packaged versions of Dynare are available for Windows XP/Vista/7/8,
@uref{http://www.debian.org,Debian GNU/Linux},
@uref{http://www.ubuntu.com/,Ubuntu} and Mac OS X 10.8 or later. Dynare should
@uref{http://www.ubuntu.com/,Ubuntu} and macOS 10.8 or later. Dynare should
work on other systems, but some compilation steps are necessary in that case.
In order to run Dynare, you need one of the following:
@ -458,7 +456,7 @@ In order to run Dynare, you need one of the following:
@itemize
@item
MATLAB version 7.5 (R2007b) or above (MATLAB R2009b 64-bit for Mac OS X);
MATLAB version 7.5 (R2007b) or above (MATLAB R2009b 64-bit for macOS);
@item
GNU Octave version 3.6 or above.
@ -481,10 +479,6 @@ If under GNU Octave, the following
@uref{http://octave.sourceforge.net/,Octave-Forge} packages: optim,
io, statistics, control.
@item
Mac OS X Octave users will also need to install
gnuplot if they want graphing capabilities.
@end itemize
@ -501,7 +495,7 @@ about your own files.
@menu
* On Windows::
* On Debian GNU/Linux and Ubuntu::
* On Mac OS X::
* On macOS::
* For other systems::
@end menu
@ -532,25 +526,29 @@ Wiki} for detailed instructions.
Dynare will be installed under @file{/usr/lib/dynare}. Documentation will be
under @file{/usr/share/doc/dynare-doc}.
@node On Mac OS X
@subsection On Mac OS X
@node On macOS
@subsection On macOS
Execute the automated installer called
@file{dynare-4.@var{x}.@var{y}.pkg} (where
4.@var{x}.@var{y} is the version number), and follow the
instructions. The default installation directory is
@file{/Applications/Dynare/4.@var{x}.@var{y}}.
Please refer to the
To install Dynare for use with Matlab, execute the automated installer called
@file{dynare-4.@var{x}.@var{y}.pkg} (where 4.@var{x}.@var{y} is the version
number), and follow the instructions. The default installation directory is
@file{/Applications/Dynare/4.@var{x}.@var{y}} (please refer to the
@uref{http://www.dynare.org/DynareWiki/InstallOnMacOSX,Dynare Wiki} for
detailed instructions.
detailed instructions).
After installation, this directory will contain several sub-directories,
among which are @file{matlab}, @file{mex} and @file{doc}.
Note that you can have several versions of Dynare coexisting (for
example in @file{/Applications/Dynare}), as long as you correctly
adjust your path settings (@pxref{Some words of warning}).
Note that several versions of Dynare can coexist (by default in
@file{/Applications/Dynare}), as long as you correctly adjust your path
settings (@pxref{Some words of warning}).
To install Dynare for Octave, first install Homebrew following the instructions
on their site: @uref{https://brew.sh/}. Then install Octave, issuing the
command @code{brew install octave} at the Terminal prompt. You can then install
the latest stable version of Dynare by typing @code{brew install dynare} at the
Terminal prompt. You can also pass options to the installation command. These
options can be viewed by typing @code{brew info dynare} at the Terminal prompt.
@node For other systems
@subsection For other systems
@ -579,7 +577,7 @@ Octave comes with built-in functionality for compiling mex-files.
@menu
* Prerequisites on Windows::
* Prerequisites on Debian GNU/Linux and Ubuntu::
* Prerequisites on Mac OS X::
* Prerequisites on macOS::
@end menu
@node Prerequisites on Windows
@ -607,9 +605,9 @@ it can be installed via @code{apt-get install build-essential}.
Users of Octave under Linux should install the package for MEX file compilation
(under Debian or Ubuntu, it is called @file{liboctave-dev}).
@node Prerequisites on Mac OS X
@subsection Prerequisites on Mac OS X
If you are using MATLAB under Mac OS X, you should install the latest
@node Prerequisites on macOS
@subsection Prerequisites on macOS
If you are using MATLAB under macOS, you should install the latest
version of XCode: see
@uref{http://www.dynare.org/DynareWiki/InstallOnMacOSX,instructions on
the Dynare wiki}.
@ -649,7 +647,7 @@ Under Debian GNU/Linux or Ubuntu, type:
addpath /usr/lib/dynare/matlab
@end example
Under Mac OS X, assuming that you have installed Dynare in the standard
Under macOS, assuming that you have installed Dynare in the standard
location, and replacing @code{4.@var{x}.@var{y}} with the correct version
number, type:
@ -664,7 +662,7 @@ will have to do it again.
Via the menu entries:
Select the ``Set Path'' entry in the ``File'' menu, then click on
``Add Folder@dots{}'', and select the @file{matlab} subdirectory of your
``Add Folder@dots{}'', and select the @file{matlab} subdirectory of `your
Dynare installation. Note that you @emph{should not} use ``Add with
Subfolders@dots{}''. Apply the settings by clicking on ``Save''. Note that
MATLAB will remember this setting next time you run it.
@ -688,18 +686,16 @@ addpath c:\dynare\4.@var{x}.@var{y}\matlab
Under Debian GNU/Linux or Ubuntu, there is no need to use the
@code{addpath} command; the packaging does it for you.
Under Mac OS X, assuming that you have installed Dynare in the
standard location, and replacing ``4.@var{x}.@var{y}'' with the correct
version number, type:
Under macOS, assuming that you have installed Dynare and Octave via Homebrew, type:
@example
addpath /Applications/Dynare/4.@var{x}.@var{y}/matlab
addpath /usr/local/opt/dynare/lib/dynare/matlab
@end example
If you don't want to type this command every time you run Octave, you
can put it in a file called @file{.octaverc} in your home directory
(under Windows this will generally be @file{c:\Documents and
Settings\USERNAME\} while under Mac OS X it is @file{/Users/USERNAME/}).
Settings\USERNAME\} while under macOS it is @file{/Users/USERNAME/}).
This file is run by Octave at every startup.
@node Some words of warning
@ -11138,7 +11134,7 @@ related to the model (and hence not placed in the model file). At the
moment, it is only used when using Dynare to run parallel
computations.
On Linux and Mac OS X, the default location of the configuration file
On Linux and macOS, the default location of the configuration file
is @file{$HOME/.dynare}, while on Windows it is
@file{%APPDATA%\dynare.ini} (typically @file{C:\Documents and
Settings\@var{USERNAME}\Application Data\dynare.ini} under Windows XP,
@ -11399,7 +11395,7 @@ If just one integer is passed, the number of processors to use. If a
range of integers is passed, the specific processors to use (processor
counting is defined to begin at one as opposed to zero). Note that
using specific processors is only possible under Windows; under Linux
and Mac OS X, if a range is passed the same number of processors will
and macOS, if a range is passed the same number of processors will
be used but the range will be adjusted to begin at one.
@item ComputerName = @var{COMPUTER_NAME}
@ -13821,7 +13817,7 @@ Instantiates a @code{Report} object.
The full path to the @LaTeX{} compiler on your system. If this option
is not provided, Dynare will try to find the appropriate program to
compile @LaTeX{} on your system. Default is system dependent: Windows:
the result of @code{findtexmf --file-type=exe pdflatex}, Mac OS X and
the result of @code{findtexmf --file-type=exe pdflatex}, macOS and
Linux: the result of @code{which pdflatex}
@item showDate, @code{BOOLEAN}
@ -14390,7 +14386,7 @@ Print the compiler output to the screen. Useful for debugging your code as the
@ref{showOutput}
@item showReport, @code{BOOLEAN}
Open the compiled report (works on Windows and OS X on Matlab). Default:
Open the compiled report (works on Windows and macOS on Matlab). Default:
@code{true}
@end table

10
examples/NK_baseline.mod
View File

@ -155,18 +155,18 @@ sigma_m =-5.85;
Lambdamu=3.4e-3;
LambdaA = 2.8e-3;
LambdaYd= (LambdaA+alppha*Lambdamu)/(1-alppha);
/*
The following parameters are set in the steady state file as they depend on other
deep parameters that were estimated in the original study. Setting them in the
deep parameters (some were estimated in the original study). Setting them in the
steady state file means they are updated for every parameter draw in the MCMC
algorithm, while the parameters initialized here are only set once for the initial
values of the parameters they depend on:
gammma1 as it depends on LambdaA, alppha, Lambdamu, betta, and delta
Rbar =0 as it depends on PI, LambdaA, alppha, Lambdamu, and betta
Lambdax
gammma1=mu_z*mu_I/betta-(1-delta);
R=1+(PIbar*mu_z/betta-1);
Lambdax=exp(LambdaYd);
LambdaYd= (LambdaA+alppha*Lambdamu)/(1-alppha);
*/

1
examples/NK_baseline_steadystate.m
View File

@ -36,6 +36,7 @@ d=1;
phi=1;
m=0;
zeta=1;
LambdaYd= (LambdaA+alppha*Lambdamu)/(1-alppha);
mu_z=exp(LambdaYd);
mu_I=exp(Lambdamu);
mu_A=exp(LambdaA);

212
license.txt
View File

@ -1,4 +1,4 @@
Format: http://www.debian.org/doc/packaging-manuals/copyright-format/1.0/
Format: https://www.debian.org/doc/packaging-manuals/copyright-format/1.0/
Upstream-Name: Dynare
Upstream-Contact: Dynare Team, whose members in 2017 are:
Stéphane Adjemian <stephane.adjemian@univ-lemans.fr>
@ -17,8 +17,8 @@ Copyright: 1996-2017 Dynare Team
License: GPL-3+
Files: matlab/AIM/SP*
Copyright: public-domain
License: public-domain
Copyright: none
License: public-domain-aim
This code is in the public domain and may be used freely.
However the authors would appreciate acknowledgement of the source by
citation of any of the following papers:
@ -85,53 +85,56 @@ Copyright: 2016 Benjamin Born and Johannes Pfeifer
2016 Dynare Team
License: GPL-3+
Files: matlab\gsa\Morris_Measure_Groups.m
matlab\gsa\Sampling_Function_2.m
Written by Jessica Cariboni and Francesca Campolongo
Joint Research Centre, The European Commission,
Copyright (C) 2005 European Commission
Copyright (C) 2012 Dynare Team
Files: matlab/gsa/Morris_Measure_Groups.m
matlab/gsa/Sampling_Function_2.m
Copyright: 2005 European Commission
2012 Dynare Team
License: GPL-3+
Comment: Written by Jessica Cariboni and Francesca Campolongo
Joint Research Centre, The European Commission,
Files: matlab\gsa\cumplot.m
matlab\gsa\filt_mc_.m
matlab\gsa\gsa_plotmatrix.m
matlab\gsa\gsa_skewness.m
matlab\gsa\gsa_speed.m
matlab\gsa\log_trans_.m
matlab\gsa\map_calibration.m
matlab\gsa\map_ident_.m
matlab\gsa\mcf_analysis.m
matlab\gsa\myboxplot.m
matlab\gsa\myprctilecol.m
matlab\gsa\prior_draw_gsa.m
matlab\gsa\read_data.m
matlab\gsa\redform_map.m
matlab\gsa\redform_screen.m
matlab\gsa\scatter_mcf.m
matlab\gsa\smirnov.m
matlab\gsa\stab_map_.m
matlab\gsa\stab_map_1.m
matlab\gsa\stab_map_2.m
matlab\gsa\stand_.m
matlab\gsa\tcrit.m
matlab\gsa\teff.m
matlab\gsa\trank.m
Copyright (C) 2011-2017 European Commission
Copyright (C) 2011-2017 Dynare Team
Files: matlab/gsa/cumplot.m
matlab/gsa/filt_mc_.m
matlab/gsa/gsa_plotmatrix.m
matlab/gsa/gsa_skewness.m
matlab/gsa/gsa_speed.m
matlab/gsa/log_trans_.m
matlab/gsa/map_calibration.m
matlab/gsa/map_ident_.m
matlab/gsa/mcf_analysis.m
matlab/gsa/myboxplot.m
matlab/gsa/myprctilecol.m
matlab/gsa/prior_draw_gsa.m
matlab/gsa/read_data.m
matlab/gsa/redform_map.m
matlab/gsa/redform_screen.m
matlab/gsa/scatter_mcf.m
matlab/gsa/smirnov.m
matlab/gsa/stab_map_.m
matlab/gsa/stab_map_1.m
matlab/gsa/stab_map_2.m
matlab/gsa/stand_.m
matlab/gsa/tcrit.m
matlab/gsa/teff.m
matlab/gsa/trank.m
Copyright: 2011-2017 European Commission
2011-2017 Dynare Team
License: GPL-3+
Files: matlab/gsa/pick.m
Copyright (C) 2001-2017 European Commission
This file is part of GLUEWIN
The program has been developed by M. Ratto, European Commission, Joint Research Centre,
Institute for the Protection and Security of The Citizen, Technological and Economic Risk Management,
Applied Statistics, as a deliverable of the IMPACT project
(EC Fifth Framework Programme, SCA Project, IST-1999-11313, DG-INFSO).
Disclaimer: This software has been developed at the Joint Research Centre of European Commission
by officers in the course of their official duties. This software is not subject to copyright
protection and is in the public domain. It is an experimental system. The Joint Research Centre
of European Commission assumes no responsibility whatsoever for its use by other parties
and makes no guarantees, expressed or implied, about its quality, reliability, or any other
characteristic. We would appreciate acknowledgement if the software is used.
Copyright: none
License: public-domain-jrc
This software has been developed at the Joint Research Centre of European Commission
by officers in the course of their official duties. This software is not subject to copyright
protection and is in the public domain. It is an experimental system. The Joint Research Centre
of European Commission assumes no responsibility whatsoever for its use by other parties
and makes no guarantees, expressed or implied, about its quality, reliability, or any other
characteristic. We would appreciate acknowledgement if the software is used.
Comment: This file is part of GLUEWIN.
The program has been developed by M. Ratto, European Commission, Joint Research Centre,
Institute for the Protection and Security of The Citizen, Technological and Economic Risk Management,
Applied Statistics, as a deliverable of the IMPACT project
(EC Fifth Framework Programme, SCA Project, IST-1999-11313, DG-INFSO).
Files: matlab/optimization/simpsa.m matlab/optimization/simpsaget.m matlab/optimization/simpsaset.m
Copyright: 2005 Henning Schmidt, FCC, henning@fcc.chalmers.se
@ -174,83 +177,24 @@ Copyright: 2005 Jos van der Geest <jos@jasen.nl>
2013 Christophe Gouel
2016 Dynare Team
License: BSD-2-clause
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are
met:
.
* Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in
the documentation and/or other materials provided with the distribution
.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
POSSIBILITY OF SUCH DAMAGE.
Files: matlab/lmmcp/lmmcp.m
Copyright: 2005 Christian Kanzow and Stefania Petra
2013 Christophe Gouel
2014 Dynare Team
License: permissive
License: permissive-lmmcp
Unlimited permission is granted to everyone to use, copy, modify or
distribute this software.
Files: matlab/utilities/graphics/distinguishable_colors.m
Copyright 2010-2011 by Timothy E. Holy
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are
met:
* Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in
the documentation and/or other materials provided with the distribution
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
POSSIBILITY OF SUCH DAMAGE.
Copyright: 2010-2011 Timothy E. Holy
License: BSD-2-clause
Files: matlab/utilities/graphics/colorspace.m
Pascal Getreuer 2005-2010
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are
met:
* Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in
the documentation and/or other materials provided with the distribution
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
POSSIBILITY OF SUCH DAMAGE.
Copyright: 2005-2010 Pascal Getreuer
License: BSD-2-clause
Files: doc/dynare.texi doc/*.tex doc/*.svg doc/*.dia doc/*.pdf doc/*.bib
Files: doc/dynare.texi doc/*.tex doc/*.svg doc/*.pdf doc/*.bib
Copyright: 1996-2017 Dynare Team
License: GFDL-NIV-1.3+
@ -299,7 +243,7 @@ Files: m4/ax_compare_version.m4
Copyright: 2008 Tim Toolan <toolan@ele.uri.edu>
License: permissive-autoconf
Files: m4/ax_latex_bibtex_test.m4 m4/ax_latex_class.m4 m4/ax_tex_test.m4
Files: m4/ax_latex_class.m4 m4/ax_tex_test.m4
Copyright: 2008 Boretti Mathieu <boretti@eig.unige.ch>
2009 Dynare Team
License: LGPL-2.1+
@ -328,7 +272,7 @@ Copyright: 1996-2011 Daniel Waggoner and Tao Zha
License: GPL-3+
Files: contrib/ms-sbvar/switch_dw/state_space/sbvar/dw_csminwel.c
state_space/sbvar/dw_csminwel.h
contrib/ms-sbvar/switch_dw/state_space/sbvar/dw_csminwel.h
Copyright: 1996 Christopher Sims
2003 Karibzhanov, Waggoner and Zha
License: GPL-3+
@ -409,7 +353,7 @@ License: GPL-3+
Files: contrib/dmm/randlib/*
Copyright: none
License: public-domain
License: public-domain-dmm
We place the Randlib code that we have written in the public domain.
.
NO WARRANTY
@ -429,6 +373,29 @@ License: public-domain
ITS ANALYSIS BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY THIRD
PARTIES) THE PROGRAM.
License: BSD-2-clause
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are
met:
.
* Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in
the documentation and/or other materials provided with the distribution
.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
POSSIBILITY OF SUCH DAMAGE.
License: GFDL-NIV-1.3+
Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.3 or
@ -437,21 +404,6 @@ License: GFDL-NIV-1.3+
.
A copy of the license can be found at <http://www.gnu.org/licenses/fdl.txt>
License: GPL-2+
This program 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 2 of
the License, or (at your option) any later version.
.
This program 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 this program. If not, see
<http://www.gnu.org/licenses/>.
License: GPL-2+ with Autoconf exception
This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License as

66
m4/ax_latex_bibtex_test.m4
View File

@ -1,66 +0,0 @@
# ===========================================================================
# http://www.nongnu.org/autoconf-archive/ax_latex_test.html
# ===========================================================================
#
# OBSOLETE MACRO
#
# Deprecated because of licensing issues. The Lesser GPL imposes licensing
# restrictions on the generated configure script unless it is augmented
# with an Autoconf Exception clause.
#
# SYNOPSIS
#
# AX_LATEX_BIBTEX_TEST(FILEDATA,BIBDATA,VARIABLETOSET,[NOCLEAN])
#
# DESCRIPTION
#
# This macros creates a bib file called contest.bib with BIBDATA,
# executes the latex application with FILEDATA as input, then runs
# bibtex on the resulting aux file, and finally sets VARIABLETOSET
# to yes or no depending on the result. If NOCLEAN is set, the folder
# used for the test is not deleted after testing.
#
# The macro assumes that the variables PDFLATEX and BIBTEX are set.
#
# Adapted from the macro AX_LATEX_TEST by Sébastien Villemot.
#
# LICENSE
#
# Copyright (c) 2008 Boretti Mathieu <boretti@eig.unige.ch>
# Copyright (c) 2009 Dynare Team
#
# This library is free software; you can redistribute it and/or modify it
# under the terms of the GNU Lesser General Public License as published by
# the Free Software Foundation; either version 2.1 of the License, or (at
# your option) any later version.
#
# This library 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 Lesser
# General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with this library. If not, see <http://www.gnu.org/licenses/>.
AC_DEFUN([AX_LATEX_BIBTEX_TEST],[
rm -rf conftest.dir/.acltx
AS_MKDIR_P([conftest.dir/.acltx])
cd conftest.dir/.acltx
m4_ifval([$3],[$3="no"; export $3;])
cat > conftest.tex << ACLEOF
$1
ACLEOF
cat > conftest.bib << ACLEOF
$2
ACLEOF
$PDFLATEX conftest 2>&1 1>output
$BIBTEX conftest 2>&1 1>output2 m4_ifval([$3],[&& $3=yes])
cd ..
cd ..
sed 's/^/| /' conftest.dir/.acltx/conftest.tex >&5
echo "$as_me:$LINENO: executing $PDFLATEX conftest" >&5
sed 's/^/| /' conftest.dir/.acltx/output >&5
echo "$as_me:$LINENO: executing $BIBTEX conftest" >&5
sed 's/^/| /' conftest.dir/.acltx/output2 >&5
m4_ifval([$4],,[rm -rf conftest.dir/.acltx])
])

2
matlab/backward/simul_backward_nonlinear_model.m
View File

@ -65,7 +65,7 @@ if nargin<6
DynareOutput.exo_simul = zeros(sample_size,number_of_shocks);
DynareOutput.exo_simul(:,positive_var_indx) = DynareOutput.bnlms.shocks;
if isfield(DynareModel,'exo_histval') && ~ isempty(DynareModel.exo_histval)
DynareOutput.exo_simul = [M_.exo_histval; DynareOutput.exo_simul];
DynareOutput.exo_simul = [transpose(DynareModel.exo_histval); DynareOutput.exo_simul];
else
DynareOutput.exo_simul = [zeros(1,number_of_shocks); DynareOutput.exo_simul];
end

3
matlab/cli/prior.m
View File

@ -103,6 +103,9 @@ if ismember('simulate', varargin) % Prior simulations (BK).
disp(['mjdgges crash share = ' num2str(results.dll.problem_share)])
disp(['Steady state problem share = ' num2str(results.ss.problem_share)])
disp(['Complex steady state share = ' num2str(results.ss.complex_share)])
if options_.loglinear
disp(['Nonpositive steady state share = ' num2str(results.ss.nonpositive_share)])
end
disp(['Analytical steady state problem share = ' num2str(results.ass.problem_share)])
skipline(2)
donesomething = true;

6
matlab/discretionary_policy_1.m
View File

@ -98,8 +98,10 @@ instr_nbr=endo_nbr-eq_nbr;
if instr_nbr==0
error('discretionary_policy:: There are no available instruments, because the model has as many equations as variables.')
end
if size(Instruments,1)~= instr_nbr
error('discretionary_policy:: There are more declared instruments than omitted equations.')
if size(Instruments,1)< instr_nbr
error('discretionary_policy:: There are fewer declared instruments than omitted equations.')
elseif size(Instruments,1)> instr_nbr
error('discretionary_policy:: There are more declared instruments than omitted equations.')
end
instr_id=nan(instr_nbr,1);

5
matlab/disp_dr.m
View File

@ -27,6 +27,11 @@ function disp_dr(dr,order,var_list)
global M_ options_
if M_.hessian_eq_zero && order~=1
order = 1;
warning('disp_dr: using order = 1 because Hessian is equal to zero');
end
nx =size(dr.ghx,2);
nu =size(dr.ghu,2);
if options_.block

11
matlab/disp_th_moments.m
View File

@ -44,7 +44,7 @@ m(non_stationary_vars) = NaN;
i1 = find(abs(diag(oo_.gamma_y{1})) > 1e-12);
s2 = diag(oo_.gamma_y{1});
sd = sqrt(s2);
if options_.order == 2
if options_.order == 2 && ~M_.hessian_eq_zero
m = m+oo_.gamma_y{options_.ar+3};
end
@ -123,8 +123,9 @@ if length(i1) == 0
end
if options_.nocorr == 0 && size(stationary_vars, 1) > 0
corr = oo_.gamma_y{1}(i1,i1)./(sd(i1)*sd(i1)');
if options_.contemporaneous_correlation
corr=NaN(size(oo_.gamma_y{1}));
corr(i1,i1) = oo_.gamma_y{1}(i1,i1)./(sd(i1)*sd(i1)');
if options_.contemporaneous_correlation
oo_.contemporaneous_correlation = corr;
end
if ~options_.noprint
@ -138,12 +139,12 @@ if options_.nocorr == 0 && size(stationary_vars, 1) > 0
labels = deblank(M_.endo_names(ivar(i1),:));
headers = char('Variables',labels);
lh = size(labels,2)+2;
dyntable(options_,title,headers,labels,corr,lh,8,4);
dyntable(options_,title,headers,labels,corr(i1,i1),lh,8,4);
if options_.TeX
labels = deblank(M_.endo_names_tex(ivar(i1),:));
headers=char('Variables',labels);
lh = size(labels,2)+2;
dyn_latex_table(M_,options_,title,'th_corr_matrix',headers,labels,corr,lh,8,4);
dyn_latex_table(M_,options_,title,'th_corr_matrix',headers,labels,corr(i1,i1),lh,8,4);
end
end
end

5
matlab/dynare.m
View File

@ -195,6 +195,11 @@ if ismember('onlymacro', varargin)
return
end
if ismember('onlyjson', varargin)
disp('Preprocesser stopped after preprocessing step because of ''onlyjson'' option.');
return;
end
% post-dynare-prerocessor-hook
if exist(fname(1:end-4),'dir') && exist([fname(1:end-4) filesep 'hooks'],'dir') && exist([fname(1:end-4) filesep 'hooks/postprocessing.m'],'file')
run([fname(1:end-4) filesep 'hooks/postprocessing'])

7
matlab/dynare_estimation_init.m
View File

@ -50,6 +50,7 @@ function [dataset_, dataset_info, xparam1, hh, M_, options_, oo_, estim_params_,
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
hh = [];
xparam1 = [];
if isempty(gsa_flag)
gsa_flag = 0;
@ -311,6 +312,10 @@ if options_.use_calibration_initialization %set calibration as starting values
end
end
if ~isempty(bayestopt_) && all(bayestopt_.pshape==0) && any(isnan(xparam1))
error('ML estimation requires all estimated parameters to be initialized, either in an estimated_params or estimated_params_init-block ')
end
if ~isempty(estim_params_) && ~(all(strcmp(fieldnames(estim_params_),'full_calibration_detected')) || (isfield(estim_params_,'nvx') && sum(estim_params_.nvx+estim_params_.nvn+estim_params_.ncx+estim_params_.ncn+estim_params_.np)==0))
if ~isempty(bayestopt_) && any(bayestopt_.pshape > 0)
% Plot prior densities.
@ -556,7 +561,7 @@ end
[oo_.steady_state, params,info] = evaluate_steady_state(oo_.steady_state,M,options_,oo_,steadystate_check_flag);
if info(1)
fprintf('\ndynare_estimation_init:: The steady state at the initial parameters cannot be computed.')
fprintf('\ndynare_estimation_init:: The steady state at the initial parameters cannot be computed.\n')
print_info(info, 0, options_);
end

2
matlab/evaluate_steady_state.m
View File

@ -258,7 +258,7 @@ elseif (options.bytecode == 0 && options.block == 0)
disp(['STEADY: numerical initial values or parameters incompatible with the following' ...
' equations'])
disp(ii')
disp('Check whether your model is truly linear. Put "resid(1);" before "steady;" to see the problematic equations.\n')
disp('Check whether your model is truly linear. Put "resid(1);" before "steady;" to see the problematic equations.')
elseif isempty(ii) && max(abs(fvec)) > 1e-12
ys = ys_init-jacob\fvec;
resid = evaluate_static_model(ys,exo_ss,params,M,options);

2
matlab/global_initialization.m
View File

@ -725,7 +725,7 @@ options_.discretionary_tol = 1e-7;
% Shock decomposition
options_.parameter_set = [];
options_.use_shock_groups = '';
options_.colormap = '';
options_.shock_decomp.colormap = '';
options_.shock_decomp.init_state = 0;
% Shock decomposition realtime

13
matlab/irf.m
View File

@ -44,11 +44,16 @@ else
end
y = 0;
if iorder == 1
local_order = iorder;
if M_.hessian_eq_zero && local_order~=1
local_order = 1;
end
if local_order == 1
y1 = repmat(dr.ys,1,long);
ex2 = zeros(long,M_.exo_nbr);
ex2(1,:) = e1';
y2 = simult_(temps,dr,ex2,iorder);
y2 = simult_(temps,dr,ex2,local_order);
y = y2(:,M_.maximum_lag+1:end)-y1;
else
% eliminate shocks with 0 variance
@ -61,8 +66,8 @@ else
ex1(:,i_exo_var) = randn(long+drop,nxs)*chol_S;
ex2 = ex1;
ex2(drop+1,:) = ex2(drop+1,:)+e1';
y1 = simult_(temps,dr,ex1,iorder);
y2 = simult_(temps,dr,ex2,iorder);
y1 = simult_(temps,dr,ex1,local_order);
y2 = simult_(temps,dr,ex2,local_order);
y = y+(y2(:,M_.maximum_lag+drop+1:end)-y1(:,M_.maximum_lag+drop+1:end));
end
y=y/replic;

20
matlab/mh_optimal_bandwidth.m
View File

@ -41,7 +41,7 @@ function optimal_bandwidth = mh_optimal_bandwidth(data,number_of_draws,bandwidth
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
%% Kernel specifications.
% Kernel specifications.
if strcmpi(kernel_function,'gaussian')
% Kernel definition
k = @(x)inv(sqrt(2*pi))*exp(-0.5*x.^2);
@ -89,15 +89,17 @@ else
end
%% Get the Skold and Roberts' correction.
% Get the Skold and Roberts' correction.
if bandwidth==0 || bandwidth==-1
correction = correction_for_repeated_draws(data,number_of_draws);
else
correction = 0;
end
%% Compute the standard deviation of the draws.
% Compute the standard deviation of the draws.
sigma = std(data);
%% Optimal bandwidth parameter.
% Optimal bandwidth parameter.
if bandwidth == 0 % Rule of thumb bandwidth parameter (Silverman [1986].
h = 2*sigma*(sqrt(pi)*mu02/(12*(mu21^2)*number_of_draws))^(1/5);
h = h*correction^(1/5);
@ -132,10 +134,10 @@ elseif bandwidth == -2 % Bump killing... I compute local bandwith parameters
error(['I can''t compute the optimal bandwidth with this kernel...' ...
'Try the gaussian, triweight or cosinus kernels.']);
end
T = zeros(n,1);
for i=1:n
T = zeros(number_of_draws, 1);
for i=1:number_of_draws
j = i;
while j<= n && (data(j,1)-data(i,1))<2*eps
while j<=number_of_draws && (data(j,1)-data(i,1))<2*eps
j = j+1;
end
T(i) = (j-i);
@ -143,13 +145,13 @@ elseif bandwidth == -2 % Bump killing... I compute local bandwith parameters
end
correction = correction/number_of_draws;
Itilda4 = 8*7*6*5/(((2*sigma)^9)*sqrt(pi));
g3 = abs(2*correction*k6(0)/(mu21*Itilda4*correction))^(1/9);
g3 = abs(2*correction*k6(0)/(mu21*Itilda4*number_of_draws))^(1/9);
Ihat3 = 0;
for i=1:number_of_draws
Ihat3 = Ihat3 + sum(k6((data(i,1)-data)/g3));
end
Ihat3 = -Ihat3/((n^2)*g3^7);
g2 = abs(2*correction*k4(0)/(mu21*Ihat3*n))^(1/7);
g2 = abs(2*correction*k4(0)/(mu21*Ihat3*number_of_draws))^(1/7);
Ihat2 = 0;
for i=1:number_of_draws
Ihat2 = Ihat2 + sum(k4((data(i)-data)/g2));

1
matlab/plot_shock_decomposition.m
View File

@ -31,7 +31,6 @@ function [z, steady_state] = plot_shock_decomposition(M_,oo_,options_,varlist)
options_.nodisplay = options_.plot_shock_decomp.nodisplay;
options_.graph_format = options_.plot_shock_decomp.graph_format;
options_.use_shock_groups = options_.plot_shock_decomp.use_shock_groups;
options_.colormap = options_.plot_shock_decomp.colormap;
% indices of endogenous variables
if size(varlist,1) == 0

4
matlab/print_table_prior.m
View File

@ -25,6 +25,8 @@ PriorNames = strvcat(PriorNames,'Gaussian');
PriorNames = strvcat(PriorNames,'Inverted Gamma');
PriorNames = strvcat(PriorNames,'Uniform');
PriorNames = strvcat(PriorNames,'Inverted Gamma -- 2');
PriorNames = strvcat(PriorNames,'Dirichlet');
PriorNames = strvcat(PriorNames,'Weibull');
n = size(BayesInfo.name,1); % Numbe rof estimated parameters.
@ -71,7 +73,7 @@ for i=1:size(BayesInfo.name,1)
if ~isinf(ub(i))
UpperBound=min(UpperBound,ub(i));
end
case { 2 , 4 , 6 }
case { 2 , 4 , 6 , 8}
LowerBound = BayesInfo.p3(i);
if ~isinf(lb(i))
LowerBound=max(LowerBound,lb(i));

6
matlab/prior_sampler.m
View File

@ -49,6 +49,7 @@ count_complex_steadystate = 0;
count_nan_steadystate = 0;
count_nan_params = 0;
count_complex_params = 0;
count_nonpositive_steadystate = 0;
count_unknown_problem = 0;
NumberOfSimulations = options_.prior_mc;
NumberOfParameters = length(bayestopt_.p1);
@ -135,6 +136,8 @@ while iteration < NumberOfSimulations
count_complex_params = count_complex_params + 1 ;
case 24
count_nan_params = count_nan_params + 1 ;
case 26
count_nonpositive_steadystate = count_nonpositive_steadystate + 1;
otherwise
count_unknown_problem = count_unknown_problem + 1 ;
end
@ -162,6 +165,7 @@ results.dll.problem_share = count_dll_problem/loop_indx;
results.ss.problem_share = count_no_steadystate/loop_indx;
results.ss.complex_share = count_complex_steadystate/loop_indx;
results.ass.problem_share = count_steadystate_file_exit/loop_indx;
results.ss.nonpositive_share = count_nonpositive_steadystate/loop_indx;
results.jacobian.problem_share = count_complex_jacobian/loop_indx;
results.garbage_share = ...
results.bk.indeterminacy_share + ...
@ -170,6 +174,8 @@ results.garbage_share = ...
results.dll.problem_share + ...
results.ss.problem_share + ...
results.ass.problem_share + ...
results.ss.complex_share + ...
results.ss.nonpositive_share + ...
results.jacobian.problem_share + ...
count_unknown_problem/loop_indx ;
results.prior.mean = sampled_prior_expectation;

9
matlab/th_autocovariances.m
View File

@ -67,6 +67,11 @@ if options_.order >= 3
error('Theoretical moments not implemented above 2nd order')
end
local_order = options_.order;
if M_.hessian_eq_zero && local_order~=1
local_order = 1;
end
endo_nbr = M_.endo_nbr;
exo_names_orig_ord = M_.exo_names_orig_ord;
if isoctave
@ -128,7 +133,7 @@ end
% Compute stationary variables (before HP filtering),
% and compute 2nd order mean correction on stationary variables (in case of
% HP filtering, this mean correction is computed *before* filtering)
if options_.order == 2 || options_.hp_filter == 0
if local_order == 2 || options_.hp_filter == 0
[vx, u] = lyapunov_symm(A,B*M_.Sigma_e*B',options_.lyapunov_fixed_point_tol,options_.qz_criterium,options_.lyapunov_complex_threshold,[],options_.debug);
if options_.block == 0
iky = inv_order_var(ivar);
@ -143,7 +148,7 @@ if options_.order == 2 || options_.hp_filter == 0
end
aa = ghx(iky,:);
bb = ghu(iky,:);
if options_.order == 2 % mean correction for 2nd order
if local_order == 2 % mean correction for 2nd order
if ~isempty(ikx)
Ex = (dr.ghs2(ikx)+dr.ghxx(ikx,:)*vx(:)+dr.ghuu(ikx,:)*M_.Sigma_e(:))/2;
Ex = (eye(n0)-AS(ikx,:))\Ex;

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

@ -2237,7 +2237,7 @@ public:
inline
test_mxMalloc(void *z, int line, string file, string func, int amount)
{
if (!z && (amount > 0))
if (z == NULL && (amount > 0))
{
ostringstream tmp;
tmp << " mxMalloc: out of memory " << amount << " bytes required at line " << line << " in function " << func << " (file " << file;

4
mex/sources/bytecode/Evaluate.cc
View File

@ -1539,14 +1539,14 @@ Evaluate::solve_simple_one_periods()
Per_y_ = it_*y_size;
ya = y[Block_Contain[0].Variable + Per_y_];
compute_block_time(0, false, false);
if (!finite(res1))
if (!isfinite(res1))
{
res1 = NAN;
while ((isinf(res1) || isnan(res1)) && (slowc > 1e-9))
{
it_code = start_code;
compute_block_time(0, false, false);
if (!finite(res1))
if (!isfinite(res1))
{
slowc /= 1.5;
mexPrintf("Reducing the path length in Newton step slowc=%f\n", slowc);

8
mex/sources/bytecode/SparseMatrix.cc
View File

@ -663,9 +663,9 @@ dynSparseMatrix::Simple_Init(int Size, map<pair<pair<int, int>, int>, int> &IM,
FNZE_C = (NonZeroElem **) mxMalloc(i);
test_mxMalloc(FNZE_C, __LINE__, __FILE__, __func__, i);
NonZeroElem **temp_NZE_R = (NonZeroElem **) mxMalloc(i);
test_mxMalloc(*temp_NZE_R, __LINE__, __FILE__, __func__, i);
test_mxMalloc(temp_NZE_R, __LINE__, __FILE__, __func__, i);
NonZeroElem **temp_NZE_C = (NonZeroElem **) mxMalloc(i);
test_mxMalloc(*temp_NZE_C, __LINE__, __FILE__, __func__, i);
test_mxMalloc(temp_NZE_C, __LINE__, __FILE__, __func__, i);
i = Size*sizeof(int);
NbNZRow = (int *) mxMalloc(i);
test_mxMalloc(NbNZRow, __LINE__, __FILE__, __func__, i);
@ -1900,9 +1900,9 @@ dynSparseMatrix::Init_GE(int periods, int y_kmin, int y_kmax, int Size, map<pair
FNZE_C = (NonZeroElem **) mxMalloc(i);
test_mxMalloc(FNZE_C, __LINE__, __FILE__, __func__, i);
NonZeroElem **temp_NZE_R = (NonZeroElem **) mxMalloc(i);
test_mxMalloc(*temp_NZE_R, __LINE__, __FILE__, __func__, i);
test_mxMalloc(temp_NZE_R, __LINE__, __FILE__, __func__, i);
NonZeroElem **temp_NZE_C = (NonZeroElem **) mxMalloc(i);
test_mxMalloc(*temp_NZE_C, __LINE__, __FILE__, __func__, i);
test_mxMalloc(temp_NZE_C, __LINE__, __FILE__, __func__, i);
i = (periods+y_kmax+1)*Size*sizeof(int);
NbNZRow = (int *) mxMalloc(i);
test_mxMalloc(NbNZRow, __LINE__, __FILE__, __func__, i);

1165
preprocessor/ComputingTasks.cc
View File

File diff suppressed because it is too large Load Diff

76
preprocessor/ComputingTasks.hh
View File

@ -36,6 +36,7 @@ public:
SteadyStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class CheckStatement : public Statement
@ -46,6 +47,7 @@ public:
CheckStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class SimulStatement : public Statement
@ -56,6 +58,7 @@ public:
SimulStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class PerfectForesightSetupStatement : public Statement
@ -65,6 +68,7 @@ private:
public:
PerfectForesightSetupStatement(const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class PerfectForesightSolverStatement : public Statement
@ -75,6 +79,7 @@ public:
PerfectForesightSolverStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class PriorPosteriorFunctionStatement : public Statement
@ -86,6 +91,7 @@ public:
PriorPosteriorFunctionStatement(const bool prior_func_arg, const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class ModelInfoStatement : public Statement
@ -96,6 +102,7 @@ public:
ModelInfoStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class StochSimulStatement : public Statement
@ -108,6 +115,7 @@ public:
const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class VarModelStatement : public Statement
@ -172,6 +180,7 @@ public:
ForecastStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class RamseyModelStatement : public Statement
@ -184,6 +193,7 @@ public:
const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class RamseyConstraintsStatement : public Statement
@ -197,11 +207,13 @@ public:
};
typedef vector<Constraint> constraints_t;
private:
const SymbolTable &symbol_table;
const constraints_t constraints;
public:
RamseyConstraintsStatement(const constraints_t &constraints_arg);
RamseyConstraintsStatement(const SymbolTable &symbol_table_arg, const constraints_t &constraints_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
// virtual Statement *cloneAndReindexSymbIds(DataTree &dynamic_datatree, SymbolTable &orig_symbol_table);
};
@ -218,6 +230,7 @@ public:
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
void checkRamseyPolicyList();
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class DiscretionaryPolicyStatement : public Statement
@ -230,6 +243,7 @@ public:
const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class RplotStatement : public Statement
@ -239,6 +253,7 @@ private:
public:
RplotStatement(const SymbolList &symbol_list_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class UnitRootVarsStatement : public Statement
@ -246,6 +261,7 @@ class UnitRootVarsStatement : public Statement
public:
UnitRootVarsStatement(void);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class PeriodsStatement : public Statement
@ -255,6 +271,7 @@ private:
public:
PeriodsStatement(int periods_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class DsampleStatement : public Statement
@ -265,6 +282,7 @@ public:
DsampleStatement(int val1_arg);
DsampleStatement(int val1_arg, int val2_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class EstimationStatement : public Statement
@ -277,6 +295,7 @@ public:
const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class DynareSensitivityStatement : public Statement
@ -287,6 +306,7 @@ public:
DynareSensitivityStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class ObservationTrendsStatement : public Statement
@ -300,6 +320,7 @@ public:
ObservationTrendsStatement(const trend_elements_t &trend_elements_arg,
const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class OsrParamsStatement : public Statement
@ -311,6 +332,7 @@ public:
OsrParamsStatement(const SymbolList &symbol_list_arg, const SymbolTable &symbol_table_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class OsrStatement : public Statement
@ -323,6 +345,7 @@ public:
const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
//! Temporary structure used when parsing estimation_params* statements
@ -349,6 +372,7 @@ public:
OsrParamsBoundsStatement(const vector<OsrParams> &osr_params_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class DynaTypeStatement : public Statement
@ -360,6 +384,7 @@ public:
DynaTypeStatement(const SymbolList &symbol_list_arg,
const string &filename_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class DynaSaveStatement : public Statement
@ -371,6 +396,7 @@ public:
DynaSaveStatement(const SymbolList &symbol_list_arg,
const string &filename_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class ModelComparisonStatement : public Statement
@ -384,6 +410,7 @@ public:
ModelComparisonStatement(const filename_list_t &filename_list_arg,
const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
//! Temporary structure used when parsing estimation_params* statements
@ -423,6 +450,7 @@ public:
const SymbolTable &symbol_table_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class EstimatedParamsInitStatement : public Statement
@ -437,6 +465,7 @@ public:
const bool use_calibration_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class EstimatedParamsBoundsStatement : public Statement
@ -448,6 +477,7 @@ public:
EstimatedParamsBoundsStatement(const vector<EstimationParams> &estim_params_list_arg,
const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class OptimWeightsStatement : public Statement
@ -465,6 +495,7 @@ public:
const SymbolTable &symbol_table_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
/*! \todo Make model_tree a member instead of a pointer */
@ -472,6 +503,7 @@ class PlannerObjectiveStatement : public Statement
{
private:
StaticModel *model_tree;
bool computing_pass_called;
public:
//! Constructor
/*! \param model_tree_arg the model tree used to store the objective function.
@ -485,6 +517,7 @@ public:
/*! \todo allow for the possibility of disabling temporary terms */
virtual void computingPass();
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
//! Return the Planner Objective
StaticModel *getPlannerObjective() const;
};
@ -498,6 +531,7 @@ public:
BVARDensityStatement(int maxnlags_arg, const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class BVARForecastStatement : public Statement
@ -509,6 +543,7 @@ public:
BVARForecastStatement(int nlags_arg, const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class SBVARStatement : public Statement
@ -519,6 +554,7 @@ public:
SBVARStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class MSSBVAREstimationStatement : public Statement
@ -529,6 +565,7 @@ public:
MSSBVAREstimationStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class MSSBVARSimulationStatement : public Statement
@ -539,6 +576,7 @@ public:
MSSBVARSimulationStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class MSSBVARComputeMDDStatement : public Statement
@ -549,6 +587,7 @@ public:
MSSBVARComputeMDDStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class MSSBVARComputeProbabilitiesStatement : public Statement
@ -559,6 +598,7 @@ public:
MSSBVARComputeProbabilitiesStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class MSSBVARIrfStatement : public Statement
@ -571,6 +611,7 @@ public:
const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class MSSBVARForecastStatement : public Statement
@ -581,6 +622,7 @@ public:
MSSBVARForecastStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class MSSBVARVarianceDecompositionStatement : public Statement
@ -591,6 +633,7 @@ public:
MSSBVARVarianceDecompositionStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class IdentificationStatement : public Statement
@ -601,6 +644,7 @@ public:
IdentificationStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class WriteLatexDynamicModelStatement : public Statement
@ -611,6 +655,7 @@ private:
public:
WriteLatexDynamicModelStatement(const DynamicModel &dynamic_model_arg, bool write_equation_tags_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class WriteLatexStaticModelStatement : public Statement
@ -620,6 +665,7 @@ private:
public:
WriteLatexStaticModelStatement(const StaticModel &static_model_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class WriteLatexOriginalModelStatement : public Statement
@ -629,6 +675,7 @@ private:
public:
WriteLatexOriginalModelStatement(const DynamicModel &original_model_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class ShockDecompositionStatement : public Statement
@ -640,6 +687,7 @@ public:
ShockDecompositionStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class RealtimeShockDecompositionStatement : public Statement
@ -682,6 +730,7 @@ private:
public:
ConditionalForecastStatement(const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class PlotConditionalForecastStatement : public Statement
@ -693,6 +742,7 @@ private:
public:
PlotConditionalForecastStatement(int periods_arg, const SymbolList &symbol_list_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class CalibSmootherStatement : public Statement
@ -705,6 +755,7 @@ public:
const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class ExtendedPathStatement : public Statement
@ -715,6 +766,7 @@ public:
ExtendedPathStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class SvarIdentificationStatement : public Statement
@ -746,6 +798,7 @@ public:
const SymbolTable &symbol_table_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class MarkovSwitchingStatement : public Statement
@ -758,6 +811,7 @@ public:
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeCOutput(ostream &output, const string &basename);
virtual void writeJsonOutput(ostream &output) const;
};
class SvarStatement : public Statement
@ -768,6 +822,7 @@ public:
SvarStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class SvarGlobalIdentificationCheckStatement : public Statement
@ -775,6 +830,7 @@ class SvarGlobalIdentificationCheckStatement : public Statement
public:
SvarGlobalIdentificationCheckStatement();
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class SetTimeStatement : public Statement
@ -784,6 +840,7 @@ private:
public:
SetTimeStatement(const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class EstimationDataStatement : public Statement
@ -794,6 +851,7 @@ public:
EstimationDataStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class SubsamplesStatement : public Statement
@ -813,6 +871,7 @@ public:
const SymbolTable &symbol_table_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class SubsamplesEqualStatement : public Statement
@ -830,6 +889,7 @@ public:
const string &from_name2_arg,
const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class JointPriorStatement : public Statement
@ -845,6 +905,7 @@ public:
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
void writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const;
virtual void writeJsonOutput(ostream &output) const;
};
class BasicPriorStatement : public Statement
@ -877,6 +938,8 @@ protected:
void writeCShape(ostream &output) const;
void writeCVarianceOption(ostream &output) const;
void writeCDomain(ostream &output) const;
void writeJsonShape(ostream &output) const;
void writeJsonPriorOutput(ostream &output) const;
};
class PriorStatement : public BasicPriorStatement
@ -889,6 +952,7 @@ public:
const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeCOutput(ostream &output, const string &basename);
virtual void writeJsonOutput(ostream &output) const;
};
class StdPriorStatement : public BasicPriorStatement
@ -904,6 +968,7 @@ public:
const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeCOutput(ostream &output, const string &basename);
virtual void writeJsonOutput(ostream &output) const;
};
class CorrPriorStatement : public BasicPriorStatement
@ -922,6 +987,7 @@ public:
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeCOutput(ostream &output, const string &basename);
virtual void writeJsonOutput(ostream &output) const;
};
class PriorEqualStatement : public Statement
@ -949,6 +1015,7 @@ public:
void get_base_name(const SymbolType symb_type, string &lhs_field) const;
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class BasicOptionsStatement : public Statement
@ -972,6 +1039,7 @@ protected:
void writeOptionsIndex(ostream &output, const string &lhs_field) const;
void writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const;
void writeCOutputHelper(ostream &output, const string &field) const;
void writeJsonOptionsOutput(ostream &output) const;
};
class OptionsStatement : public BasicOptionsStatement
@ -980,6 +1048,7 @@ public:
OptionsStatement(const string &name_arg, const string &subsample_name_arg, const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeCOutput(ostream &output, const string &basename);
virtual void writeJsonOutput(ostream &output) const;
};
class StdOptionsStatement : public BasicOptionsStatement
@ -993,6 +1062,7 @@ public:
const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeCOutput(ostream &output, const string &basename);
virtual void writeJsonOutput(ostream &output) const;
};
class CorrOptionsStatement : public BasicOptionsStatement
@ -1008,6 +1078,7 @@ public:
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeCOutput(ostream &output, const string &basename);
virtual void writeJsonOutput(ostream &output) const;
};
class OptionsEqualStatement : public Statement
@ -1035,6 +1106,7 @@ public:
void get_base_name(const SymbolType symb_type, string &lhs_field) const;
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class ModelDiagnosticsStatement : public Statement
@ -1042,6 +1114,7 @@ class ModelDiagnosticsStatement : public Statement
public:
ModelDiagnosticsStatement();
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class Smoother2histvalStatement : public Statement
@ -1051,6 +1124,7 @@ private:
public:
Smoother2histvalStatement(const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
#endif

467
preprocessor/DynamicModel.cc
View File

@ -5544,3 +5544,470 @@ DynamicModel::writeCCOutput(ostream &output, const string &basename, bool block_
output << "NNZDerivatives.push_back(-1);" << endl
<< "NNZDerivatives.push_back(-1);" << endl;
}
void
DynamicModel::writeJsonOutput(ostream &output) const
{
writeJsonModelEquations(output, false);
output << ", ";
writeJsonXrefs(output);
}
void
DynamicModel::writeJsonXrefs(ostream &output) const
{
output << "\"xrefs\": {"
<< "\"parameters\": [";
for (map<pair<int, int>, set<int> >::const_iterator it = xref_param.begin();
it != xref_param.end(); it++)
{
if (it != xref_param.begin())
output << ", ";
output << "{\"parameter\": \"" << symbol_table.getName(it->first.first) << "\""
<< ", \"equations\": [";
for (set<int>::const_iterator it1 = it->second.begin();
it1 != it->second.end(); it1++)
{
if (it1 != it->second.begin())
output << ", ";
output << *it1 + 1;
}
output << "]}";
}
output << "]"
<< ", \"endogenous\": [";
for (map<pair<int, int>, set<int> >::const_iterator it = xref_endo.begin();
it != xref_endo.end(); it++)
{
if (it != xref_endo.begin())
output << ", ";
output << "{\"endogenous\": \"" << symbol_table.getName(it->first.first) << "\""
<< ", \"shift\": " << it->first.second
<< ", \"equations\": [";
for (set<int>::const_iterator it1 = it->second.begin();
it1 != it->second.end(); it1++)
{
if (it1 != it->second.begin())
output << ", ";
output << *it1 + 1;
}
output << "]}";
}
output << "]"
<< ", \"exogenous\": [";
for (map<pair<int, int>, set<int> >::const_iterator it = xref_exo.begin();
it != xref_exo.end(); it++)
{
if (it != xref_exo.begin())
output << ", ";
output << "{\"exogenous\": \"" << symbol_table.getName(it->first.first) << "\""
<< ", \"shift\": " << it->first.second
<< ", \"equations\": [";
for (set<int>::const_iterator it1 = it->second.begin();
it1 != it->second.end(); it1++)
{
if (it1 != it->second.begin())
output << ", ";
output << *it1 + 1;
}
output << "]}";
}
output << "]"
<< ", \"exogenous_deterministic\": [";
for (map<pair<int, int>, set<int> >::const_iterator it = xref_exo_det.begin();
it != xref_exo_det.end(); it++)
{
if (it != xref_exo_det.begin())
output << ", ";
output << "{\"exogenous_det\": \"" << symbol_table.getName(it->first.first) << "\""
<< ", \"shift\": " << it->first.second
<< ", \"equations\": [";
for (set<int>::const_iterator it1 = it->second.begin();
it1 != it->second.end(); it1++)
{
if (it1 != it->second.begin())
output << ", ";
output << *it1 + 1;
}
output << "]}";
}
output << "]}" << endl;
}
void
DynamicModel::writeJsonComputingPassOutput(ostream &output, bool writeDetails) const
{
ostringstream model_local_vars_output; // Used for storing model local vars
ostringstream model_output; // Used for storing model temp vars and equations
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream third_derivatives_output; // Used for storing third order derivatives equations
deriv_node_temp_terms_t tef_terms;
temporary_terms_t temp_term_empty;
temporary_terms_t temp_term_union = temporary_terms_res;
temporary_terms_t temp_term_union_m_1;
string concat = "";
int hessianColsNbr = dynJacobianColsNbr * dynJacobianColsNbr;
writeJsonModelLocalVariables(model_local_vars_output, tef_terms);
writeJsonTemporaryTerms(temporary_terms_res, temp_term_union_m_1, model_output, tef_terms, concat);
model_output << ", ";
writeJsonModelEquations(model_output, true);
// Writing Jacobian
temp_term_union_m_1 = temp_term_union;
temp_term_union.insert(temporary_terms_g1.begin(), temporary_terms_g1.end());
concat = "jacobian";
writeJsonTemporaryTerms(temp_term_union, temp_term_union_m_1, jacobian_output, tef_terms, concat);
jacobian_output << ", \"jacobian\": {"
<< " \"nrows\": " << equations.size()
<< ", \"ncols\": " << dynJacobianColsNbr
<< ", \"entries\": [";
for (first_derivatives_t::const_iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
{
if (it != first_derivatives.begin())
jacobian_output << ", ";
int eq = it->first.first;
int var = it->first.second;
int col = getDynJacobianCol(var);
expr_t d1 = it->second;
if (writeDetails)
jacobian_output << "{\"eq\": " << eq + 1
<< ", \"var\": \"" << symbol_table.getName(getSymbIDByDerivID(var)) << "\""
<< ", \"lag\": " << getLagByDerivID(var);
else
jacobian_output << "{\"row\": " << eq + 1;
jacobian_output << ", \"col\": " << col + 1
<< ", \"val\": \"";
d1->writeJsonOutput(jacobian_output, temp_term_union, tef_terms);
jacobian_output << "\"}" << endl;
}
jacobian_output << "]}";
// Writing Hessian
temp_term_union_m_1 = temp_term_union;
temp_term_union.insert(temporary_terms_g2.begin(), temporary_terms_g2.end());
concat = "hessian";
writeJsonTemporaryTerms(temp_term_union, temp_term_union_m_1, hessian_output, tef_terms, concat);
hessian_output << ", \"hessian\": {"
<< " \"nrows\": " << equations.size()
<< ", \"ncols\": " << hessianColsNbr
<< ", \"entries\": [";
for (second_derivatives_t::const_iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
{
if (it != second_derivatives.begin())
hessian_output << ", ";
int eq = it->first.first;
int var1 = it->first.second.first;
int var2 = it->first.second.second;
expr_t d2 = it->second;
int id1 = getDynJacobianCol(var1);
int id2 = getDynJacobianCol(var2);
int col_nb = id1 * dynJacobianColsNbr + id2;
int col_nb_sym = id2 * dynJacobianColsNbr + id1;
if (writeDetails)
hessian_output << "{\"eq\": " << eq + 1
<< ", \"var1\": \"" << symbol_table.getName(getSymbIDByDerivID(var1)) << "\""
<< ", \"lag1\": " << getLagByDerivID(var1)
<< ", \"var2\": \"" << symbol_table.getName(getSymbIDByDerivID(var2)) << "\""
<< ", \"lag2\": " << getLagByDerivID(var2);
else
hessian_output << "{\"row\": " << eq + 1;
hessian_output << ", \"col\": [" << col_nb + 1;
if (id1 != id2)
hessian_output << ", " << col_nb_sym + 1;
hessian_output << "]"
<< ", \"val\": \"";
d2->writeJsonOutput(hessian_output, temp_term_union, tef_terms);
hessian_output << "\"}" << endl;
}
hessian_output << "]}";
// Writing third derivatives
temp_term_union_m_1 = temp_term_union;
temp_term_union.insert(temporary_terms_g3.begin(), temporary_terms_g3.end());
concat = "third_derivatives";
writeJsonTemporaryTerms(temp_term_union, temp_term_union_m_1, third_derivatives_output, tef_terms, concat);
third_derivatives_output << ", \"third_derivative\": {"
<< " \"nrows\": " << equations.size()
<< ", \"ncols\": " << hessianColsNbr * dynJacobianColsNbr
<< ", \"entries\": [";
for (third_derivatives_t::const_iterator it = third_derivatives.begin();
it != third_derivatives.end(); it++)
{
if (it != third_derivatives.begin())
third_derivatives_output << ", ";
int eq = it->first.first;
int var1 = it->first.second.first;
int var2 = it->first.second.second.first;
int var3 = it->first.second.second.second;
expr_t d3 = it->second;
if (writeDetails)
third_derivatives_output << "{\"eq\": " << eq + 1
<< ", \"var1\": \"" << symbol_table.getName(getSymbIDByDerivID(var1)) << "\""
<< ", \"lag1\": " << getLagByDerivID(var1)
<< ", \"var2\": \"" << symbol_table.getName(getSymbIDByDerivID(var2)) << "\""
<< ", \"lag2\": " << getLagByDerivID(var2)
<< ", \"var3\": \"" << symbol_table.getName(getSymbIDByDerivID(var3)) << "\""
<< ", \"lag3\": " << getLagByDerivID(var3);
else
third_derivatives_output << "{\"row\": " << eq + 1;
int id1 = getDynJacobianCol(var1);
int id2 = getDynJacobianCol(var2);
int id3 = getDynJacobianCol(var3);
set<int> cols;
cols.insert(id1 * hessianColsNbr + id2 * dynJacobianColsNbr + id3);
cols.insert(id1 * hessianColsNbr + id3 * dynJacobianColsNbr + id2);
cols.insert(id2 * hessianColsNbr + id1 * dynJacobianColsNbr + id3);
cols.insert(id2 * hessianColsNbr + id3 * dynJacobianColsNbr + id1);
cols.insert(id3 * hessianColsNbr + id1 * dynJacobianColsNbr + id2);
cols.insert(id3 * hessianColsNbr + id2 * dynJacobianColsNbr + id1);
third_derivatives_output << ", \"col\": [";
for (set<int>::iterator it2 = cols.begin(); it2 != cols.end(); it2++)
{
if (it2 != cols.begin())
third_derivatives_output << ", ";
third_derivatives_output << *it2 + 1;
}
third_derivatives_output << "]"
<< ", \"val\": \"";
d3->writeJsonOutput(third_derivatives_output, temp_term_union, tef_terms);
third_derivatives_output << "\"}" << endl;
}
third_derivatives_output << "]}";
if (writeDetails)
output << "\"dynamic_model_derivative_details\": {";
else
output << "\"dynamic_model_derivatives\": {";
output << model_local_vars_output.str()
<< ", " << model_output.str()
<< ", " << jacobian_output.str()
<< ", " << hessian_output.str()
<< ", " << third_derivatives_output.str()
<< "}";
}
void
DynamicModel::writeJsonParamsDerivativesFile(ostream &output, bool writeDetails) const
{
if (!residuals_params_derivatives.size()
&& !residuals_params_second_derivatives.size()
&& !jacobian_params_derivatives.size()
&& !jacobian_params_second_derivatives.size()
&& !hessian_params_derivatives.size())
return;
ostringstream model_local_vars_output; // Used for storing model local vars
ostringstream model_output; // Used for storing model temp vars and equations
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream hessian1_output; // Used for storing Hessian equations
ostringstream third_derivs_output; // Used for storing third order derivatives equations
ostringstream third_derivs1_output; // Used for storing third order derivatives equations
deriv_node_temp_terms_t tef_terms;
writeJsonModelLocalVariables(model_local_vars_output, tef_terms);
temporary_terms_t temp_terms_empty;
string concat = "all";
writeJsonTemporaryTerms(params_derivs_temporary_terms, temp_terms_empty, model_output, tef_terms, concat);
jacobian_output << "\"deriv_wrt_params\": {"
<< " \"neqs\": " << equations.size()
<< ", \"nparamcols\": " << symbol_table.param_nbr()
<< ", \"entries\": [";
for (first_derivatives_t::const_iterator it = residuals_params_derivatives.begin();
it != residuals_params_derivatives.end(); it++)
{
if (it != residuals_params_derivatives.begin())
jacobian_output << ", ";
int eq = it->first.first;
int param = it->first.second;
expr_t d1 = it->second;
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
if (writeDetails)
jacobian_output << "{\"eq\": " << eq + 1
<< ", \"param\": \"" << symbol_table.getName(getSymbIDByDerivID(param)) << "\"";
else
jacobian_output << "{\"row\": " << eq + 1;
jacobian_output << ", \"param_col\": " << param_col + 1
<< ", \"val\": \"";
d1->writeJsonOutput(jacobian_output, params_derivs_temporary_terms, tef_terms);
jacobian_output << "\"}" << endl;
}
jacobian_output << "]}";
hessian_output << "\"deriv_jacobian_wrt_params\": {"
<< " \"neqs\": " << equations.size()
<< ", \"nvarcols\": " << dynJacobianColsNbr
<< ", \"nparamcols\": " << symbol_table.param_nbr()
<< ", \"entries\": [";
for (second_derivatives_t::const_iterator it = jacobian_params_derivatives.begin();
it != jacobian_params_derivatives.end(); it++)
{
if (it != jacobian_params_derivatives.begin())
hessian_output << ", ";
int eq = it->first.first;
int var = it->first.second.first;
int param = it->first.second.second;
expr_t d2 = it->second;
int var_col = getDynJacobianCol(var) + 1;
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
if (writeDetails)
hessian_output << "{\"eq\": " << eq + 1
<< ", \"var\": \"" << symbol_table.getName(getSymbIDByDerivID(var)) << "\""
<< ", \"lag\": " << getLagByDerivID(var)
<< ", \"param\": \"" << symbol_table.getName(getSymbIDByDerivID(param)) << "\"";
else
hessian_output << "{\"row\": " << eq + 1;
hessian_output << ", \"var_col\": " << var_col + 1
<< ", \"param_col\": " << param_col + 1
<< ", \"val\": \"";
d2->writeJsonOutput(hessian_output, params_derivs_temporary_terms, tef_terms);
hessian_output << "\"}" << endl;
}
hessian_output << "]}";
hessian1_output << "\"second_deriv_residuals_wrt_params\": {"
<< " \"nrows\": " << equations.size()
<< ", \"nparam1cols\": " << symbol_table.param_nbr()
<< ", \"nparam2cols\": " << symbol_table.param_nbr()
<< ", \"entries\": [";
for (second_derivatives_t::const_iterator it = residuals_params_second_derivatives.begin();
it != residuals_params_second_derivatives.end(); ++it)
{
if (it != residuals_params_second_derivatives.begin())
hessian1_output << ", ";
int eq = it->first.first;
int param1 = it->first.second.first;
int param2 = it->first.second.second;
expr_t d2 = it->second;
int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
if (writeDetails)
hessian1_output << "{\"eq\": " << eq + 1
<< ", \"param1\": \"" << symbol_table.getName(getSymbIDByDerivID(param1)) << "\""
<< ", \"param2\": \"" << symbol_table.getName(getSymbIDByDerivID(param2)) << "\"";
else
hessian1_output << "{\"row\": " << eq + 1;
hessian1_output << ", \"param1_col\": " << param1_col + 1
<< ", \"param2_col\": " << param2_col + 1
<< ", \"val\": \"";
d2->writeJsonOutput(hessian1_output, params_derivs_temporary_terms, tef_terms);
hessian1_output << "\"}" << endl;
}
hessian1_output << "]}";
third_derivs_output << "\"second_deriv_jacobian_wrt_params\": {"
<< " \"neqs\": " << equations.size()
<< ", \"nvarcols\": " << dynJacobianColsNbr
<< ", \"nparam1cols\": " << symbol_table.param_nbr()
<< ", \"nparam2cols\": " << symbol_table.param_nbr()
<< ", \"entries\": [";
for (third_derivatives_t::const_iterator it = jacobian_params_second_derivatives.begin();
it != jacobian_params_second_derivatives.end(); ++it)
{
if (it != jacobian_params_second_derivatives.begin())
third_derivs_output << ", ";
int eq = it->first.first;
int var = it->first.second.first;
int param1 = it->first.second.second.first;
int param2 = it->first.second.second.second;
expr_t d2 = it->second;
int var_col = getDynJacobianCol(var) + 1;
int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
if (writeDetails)
third_derivs_output << "{\"eq\": " << eq + 1
<< ", \"var\": \"" << symbol_table.getName(var) << "\""
<< ", \"lag\": " << getLagByDerivID(var)
<< ", \"param1\": \"" << symbol_table.getName(getSymbIDByDerivID(param1)) << "\""
<< ", \"param2\": \"" << symbol_table.getName(getSymbIDByDerivID(param2)) << "\"";
else
third_derivs_output << "{\"row\": " << eq + 1;
third_derivs_output << ", \"var_col\": " << var_col + 1
<< ", \"param1_col\": " << param1_col + 1
<< ", \"param2_col\": " << param2_col + 1
<< ", \"val\": \"";
d2->writeJsonOutput(third_derivs_output, params_derivs_temporary_terms, tef_terms);
third_derivs_output << "\"}" << endl;
}
third_derivs_output << "]}" << endl;
third_derivs1_output << "\"derivative_hessian_wrt_params\": {"
<< " \"neqs\": " << equations.size()
<< ", \"nvar1cols\": " << dynJacobianColsNbr
<< ", \"nvar2cols\": " << dynJacobianColsNbr
<< ", \"nparamcols\": " << symbol_table.param_nbr()
<< ", \"entries\": [";
for (third_derivatives_t::const_iterator it = hessian_params_derivatives.begin();
it != hessian_params_derivatives.end(); ++it)
{
if (it != hessian_params_derivatives.begin())
third_derivs1_output << ", ";
int eq = it->first.first;
int var1 = it->first.second.first;
int var2 = it->first.second.second.first;
int param = it->first.second.second.second;
expr_t d2 = it->second;
int var1_col = getDynJacobianCol(var1) + 1;
int var2_col = getDynJacobianCol(var2) + 1;
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
if (writeDetails)
third_derivs1_output << "{\"eq\": " << eq + 1
<< ", \"var1\": \"" << symbol_table.getName(getSymbIDByDerivID(var1)) << "\""
<< ", \"lag1\": " << getLagByDerivID(var1)
<< ", \"var2\": \"" << symbol_table.getName(getSymbIDByDerivID(var2)) << "\""
<< ", \"lag2\": " << getLagByDerivID(var2)
<< ", \"param\": \"" << symbol_table.getName(getSymbIDByDerivID(param)) << "\"";
else
third_derivs1_output << "{\"row\": " << eq + 1;
third_derivs1_output << ", \"var1_col\": " << var1_col + 1
<< ", \"var2_col\": " << var2_col + 1
<< ", \"param_col\": " << param_col + 1
<< ", \"val\": \"";
d2->writeJsonOutput(third_derivs1_output, params_derivs_temporary_terms, tef_terms);
third_derivs1_output << "\"}" << endl;
}
third_derivs1_output << "]}" << endl;
if (writeDetails)
output << "\"dynamic_model_params_derivative_details\": {";
else
output << "\"dynamic_model_params_derivatives\": {";
output << model_local_vars_output.str()
<< ", " << model_output.str()
<< ", " << jacobian_output.str()
<< ", " << hessian_output.str()
<< ", " << hessian1_output.str()
<< ", " << third_derivs_output.str()
<< ", " << third_derivs1_output.str()
<< "}";
}

12
preprocessor/DynamicModel.hh
View File

@ -241,6 +241,18 @@ public:
//! Writes model initialization and lead/lag incidence matrix to output
void writeOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present, bool compute_xrefs, bool julia) const;
//! Write JSON Output
void writeJsonOutput(ostream &output) const;
//! Write JSON Output representation of dynamic model after computing pass
void writeJsonComputingPassOutput(ostream &output, bool writeDetails) const;
//! Write JSON prams derivatives file
void writeJsonParamsDerivativesFile(ostream &output, bool writeDetails) const;
//! Write cross reference output if the xref maps have been filed
void writeJsonXrefs(ostream &output) const;
//! Return true if the hessian is equal to zero
inline bool checkHessianZero() const;

2
preprocessor/DynareBison.yy
View File

@ -3518,7 +3518,7 @@ o_use_shock_groups : USE_SHOCK_GROUPS { driver.option_str("use_shock_groups","de
o_psd_use_shock_groups : USE_SHOCK_GROUPS { driver.option_str("plot_shock_decomp.use_shock_groups","default"); }
| USE_SHOCK_GROUPS EQUAL symbol { driver.option_str("plot_shock_decomp.use_shock_groups", $3); }
;
o_colormap : COLORMAP EQUAL symbol { driver.option_num("colormap",$3); };
o_colormap : COLORMAP EQUAL symbol { driver.option_num("plot_shock_decomp.colormap",$3); };
o_psd_colormap : COLORMAP EQUAL symbol { driver.option_num("plot_shock_decomp.colormap",$3); };
range : symbol ':' symbol

34
preprocessor/DynareMain.cc
View File

@ -45,6 +45,7 @@ void main2(stringstream &in, string &basename, bool debug, bool clear_all, bool
#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
, bool cygwin, bool msvc, bool mingw
#endif
, JsonOutputPointType json, JsonFileOutputType json_output_mode, bool onlyjson, bool jsonprintderivdetail
);
void main1(char *modfile, string &basename, bool debug, bool save_macro, string &save_macro_file,
@ -61,6 +62,7 @@ usage()
#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
<< " [cygwin] [msvc] [mingw]"
#endif
<< "[json=parse|check|transform|compute] [jsonstdout] [onlyjson] [jsonprintderivdetail]"
<< endl;
exit(EXIT_FAILURE);
}
@ -113,6 +115,10 @@ main(int argc, char **argv)
map<string, string> defines;
vector<string> path;
FileOutputType output_mode = none;
JsonOutputPointType json = nojson;
JsonFileOutputType json_output_mode = file;
bool onlyjson = false;
bool jsonprintderivdetail = false;
LanguageOutputType language = matlab;
// Parse options
@ -291,6 +297,33 @@ main(int argc, char **argv)
}
}
}
else if (!strcmp(argv[arg], "jsonstdout"))
json_output_mode = standardout;
else if (!strcmp(argv[arg], "onlyjson"))
onlyjson = true;
else if (!strcmp(argv[arg], "jsonprintderivdetail"))
jsonprintderivdetail = true;
else if (strlen(argv[arg]) >= 4 && !strncmp(argv[arg], "json", 4))
{
if (strlen(argv[arg]) <= 5 || argv[arg][4] != '=')
{
cerr << "Incorrect syntax for json option" << endl;
usage();
}
if (strlen(argv[arg]) == 10 && !strncmp(argv[arg] + 5, "parse", 5))
json = parsing;
else if (strlen(argv[arg]) == 10 && !strncmp(argv[arg] + 5, "check", 5))
json = checkpass;
else if (strlen(argv[arg]) == 14 && !strncmp(argv[arg] + 5, "transform", 9))
json = transformpass;
else if (strlen(argv[arg]) == 12 && !strncmp(argv[arg] + 5, "compute", 7))
json = computingpass;
else
{
cerr << "Incorrect syntax for json option" << endl;
usage();
}
}
else
{
cerr << "Unknown option: " << argv[arg] << endl;
@ -337,6 +370,7 @@ main(int argc, char **argv)
#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
, cygwin, msvc, mingw
#endif
, json, json_output_mode, onlyjson, jsonprintderivdetail
);
return EXIT_SUCCESS;

11
preprocessor/DynareMain2.cc
View File

@ -34,24 +34,33 @@ main2(stringstream &in, string &basename, bool debug, bool clear_all, bool clear
#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
, bool cygwin, bool msvc, bool mingw
#endif
, JsonOutputPointType json, JsonFileOutputType json_output_mode, bool onlyjson, bool jsonprintderivdetail
)
{
ParsingDriver p(warnings, nostrict);
// Do parsing and construct internal representation of mod file
ModFile *mod_file = p.parse(in, debug);
if (json == parsing)
mod_file->writeJsonOutput(basename, json, json_output_mode, onlyjson);
// Run checking pass
mod_file->checkPass(nostrict);
if (json == checkpass)
mod_file->writeJsonOutput(basename, json, json_output_mode, onlyjson);
// Perform transformations on the model (creation of auxiliary vars and equations)
mod_file->transformPass(nostrict, compute_xrefs);
mod_file->transformPass(nostrict, compute_xrefs || json == transformpass);
if (json == transformpass)
mod_file->writeJsonOutput(basename, json, json_output_mode, onlyjson);
// Evaluate parameters initialization, initval, endval and pounds
mod_file->evalAllExpressions(warn_uninit);
// Do computations
mod_file->computingPass(no_tmp_terms, output_mode, params_derivs_order);
if (json == computingpass)
mod_file->writeJsonOutput(basename, json, json_output_mode, onlyjson, jsonprintderivdetail);
// Write outputs
if (output_mode != none)

619
preprocessor/ExprNode.cc
View File

@ -73,6 +73,13 @@ ExprNode::precedence(ExprNodeOutputType output_type, const temporary_terms_t &te
return 100;
}
int
ExprNode::precedenceJson(const temporary_terms_t &temporary_terms) const
{
// For a constant, a variable, or a unary op, the precedence is maximal
return 100;
}
int
ExprNode::cost(int cost, bool is_matlab) const
{
@ -185,6 +192,14 @@ ExprNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output
// Nothing to do
}
void
ExprNode::writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
{
// Nothing to do
}
void
ExprNode::compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
@ -327,6 +342,14 @@ NumConstNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << datatree.num_constants.get(id);
}
void
NumConstNode::writeJsonOutput(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
{
output << datatree.num_constants.get(id);
}
bool
NumConstNode::containsExternalFunction() const
{
@ -643,6 +666,23 @@ VariableNode::containsExternalFunction() const
return false;
}
void
VariableNode::writeJsonOutput(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
{
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<VariableNode *>(this));
if (it != temporary_terms.end())
{
output << "T" << idx;
return;
}
output << datatree.symbol_table.getName(symb_id);
if (lag != 0)
output << "(" << lag << ")";
}
void
VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
@ -1918,6 +1958,147 @@ UnaryOpNode::containsExternalFunction() const
return arg->containsExternalFunction();
}
void
UnaryOpNode::writeJsonOutput(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
{
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<UnaryOpNode *>(this));
if (it != temporary_terms.end())
{
output << "T" << idx;
return;
}
// Always put parenthesis around uminus nodes
if (op_code == oUminus)
output << "(";
switch (op_code)
{
case oUminus:
output << "-";
break;
case oExp:
output << "exp";
break;
case oLog:
output << "log";
break;
case oLog10:
output << "log10";
break;
case oCos:
output << "cos";
break;
case oSin:
output << "sin";
break;
case oTan:
output << "tan";
break;
case oAcos:
output << "acos";
break;
case oAsin:
output << "asin";
break;
case oAtan:
output << "atan";
break;
case oCosh:
output << "cosh";
break;
case oSinh:
output << "sinh";
break;
case oTanh:
output << "tanh";
break;
case oAcosh:
output << "acosh";
break;
case oAsinh:
output << "asinh";
break;
case oAtanh:
output << "atanh";
break;
case oSqrt:
output << "sqrt";
break;
case oAbs:
output << "abs";
break;
case oSign:
output << "sign";
break;
case oDiff:
output << "diff";
break;
case oSteadyState:
output << "(";
arg->writeJsonOutput(output, temporary_terms, tef_terms);
output << ")";
return;
case oSteadyStateParamDeriv:
{
VariableNode *varg = dynamic_cast<VariableNode *>(arg);
assert(varg != NULL);
assert(datatree.symbol_table.getType(varg->symb_id) == eEndogenous);
assert(datatree.symbol_table.getType(param1_symb_id) == eParameter);
int tsid_endo = datatree.symbol_table.getTypeSpecificID(varg->symb_id);
int tsid_param = datatree.symbol_table.getTypeSpecificID(param1_symb_id);
output << "ss_param_deriv(" << tsid_endo+1 << "," << tsid_param+1 << ")";
}
return;
case oSteadyStateParam2ndDeriv:
{
VariableNode *varg = dynamic_cast<VariableNode *>(arg);
assert(varg != NULL);
assert(datatree.symbol_table.getType(varg->symb_id) == eEndogenous);
assert(datatree.symbol_table.getType(param1_symb_id) == eParameter);
assert(datatree.symbol_table.getType(param2_symb_id) == eParameter);
int tsid_endo = datatree.symbol_table.getTypeSpecificID(varg->symb_id);
int tsid_param1 = datatree.symbol_table.getTypeSpecificID(param1_symb_id);
int tsid_param2 = datatree.symbol_table.getTypeSpecificID(param2_symb_id);
output << "ss_param_2nd_deriv(" << tsid_endo+1 << "," << tsid_param1+1
<< "," << tsid_param2+1 << ")";
}
return;
case oExpectation:
output << "EXPECTATION(" << expectation_information_set << ")";
break;
case oErf:
output << "erf";
break;
}
bool close_parenthesis = false;
/* Enclose argument with parentheses if:
- current opcode is not uminus, or
- current opcode is uminus and argument has lowest precedence
*/
if (op_code != oUminus
|| (op_code == oUminus
&& arg->precedenceJson(temporary_terms) < precedenceJson(temporary_terms)))
{
output << "(";
close_parenthesis = true;
}
// Write argument
arg->writeJsonOutput(output, temporary_terms, tef_terms);
if (close_parenthesis)
output << ")";
// Close parenthesis for uminus
if (op_code == oUminus)
output << ")";
}
void
UnaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
@ -2115,6 +2296,14 @@ UnaryOpNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType out
arg->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
}
void
UnaryOpNode::writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
{
arg->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms);
}
void
UnaryOpNode::compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
@ -2923,6 +3112,44 @@ BinaryOpNode::precedence(ExprNodeOutputType output_type, const temporary_terms_t
exit(EXIT_FAILURE);
}
int
BinaryOpNode::precedenceJson(const temporary_terms_t &temporary_terms) const
{
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<BinaryOpNode *>(this));
// A temporary term behaves as a variable
if (it != temporary_terms.end())
return 100;
switch (op_code)
{
case oEqual:
return 0;
case oEqualEqual:
case oDifferent:
return 1;
case oLessEqual:
case oGreaterEqual:
case oLess:
case oGreater:
return 2;
case oPlus:
case oMinus:
return 3;
case oTimes:
case oDivide:
return 4;
case oPower:
case oPowerDeriv:
return 5;
case oMin:
case oMax:
case oAdl:
return 100;
}
// Suppress GCC warning
exit(EXIT_FAILURE);
}
int
BinaryOpNode::cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const
{
@ -3194,6 +3421,127 @@ BinaryOpNode::containsExternalFunction() const
|| arg2->containsExternalFunction();
}
void
BinaryOpNode::writeJsonOutput(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
{
// If current node is a temporary term
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<BinaryOpNode *>(this));
if (it != temporary_terms.end())
{
output << "T" << idx;
return;
}
if (op_code == oMax || op_code == oMin)
{
switch (op_code)
{
case oMax:
output << "max(";
break;
case oMin:
output << "min(";
break;
default:
;
}
arg1->writeJsonOutput(output, temporary_terms, tef_terms);
output << ",";
arg2->writeJsonOutput(output, temporary_terms, tef_terms);
output << ")";
return;
}
int prec = precedenceJson(temporary_terms);
bool close_parenthesis = false;
// If left argument has a lower precedence, or if current and left argument are both power operators,
// add parenthesis around left argument
BinaryOpNode *barg1 = dynamic_cast<BinaryOpNode *>(arg1);
if (arg1->precedenceJson(temporary_terms) < prec
|| (op_code == oPower && barg1 != NULL && barg1->op_code == oPower))
{
output << "(";
close_parenthesis = true;
}
// Write left argument
arg1->writeJsonOutput(output, temporary_terms, tef_terms);
if (close_parenthesis)
output << ")";
// Write current operator symbol
switch (op_code)
{
case oPlus:
output << "+";
break;
case oMinus:
output << "-";
break;
case oTimes:
output << "*";
break;
case oDivide:
output << "/";
break;
case oPower:
output << "^";
break;
case oLess:
output << "<";
break;
case oGreater:
output << ">";
break;
case oLessEqual:
output << "<=";
break;
case oGreaterEqual:
output << ">=";
break;
case oEqualEqual:
output << "==";
break;
case oDifferent:
output << "!=";
break;
case oEqual:
output << "=";
break;
default:
;
}
close_parenthesis = false;
/* Add parenthesis around right argument if:
- its precedence is lower than those of the current node
- it is a power operator and current operator is also a power operator
- it is a minus operator with same precedence than current operator
- it is a divide operator with same precedence than current operator */
BinaryOpNode *barg2 = dynamic_cast<BinaryOpNode *>(arg2);
int arg2_prec = arg2->precedenceJson(temporary_terms);
if (arg2_prec < prec
|| (op_code == oPower && barg2 != NULL && barg2->op_code == oPower)
|| (op_code == oMinus && arg2_prec == prec)
|| (op_code == oDivide && arg2_prec == prec))
{
output << "(";
close_parenthesis = true;
}
// Write right argument
arg2->writeJsonOutput(output, temporary_terms, tef_terms);
if (close_parenthesis)
output << ")";
}
void
BinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
@ -3383,6 +3731,15 @@ BinaryOpNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType ou
arg2->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
}
void
BinaryOpNode::writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
{
arg1->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms);
arg2->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms);
}
void
BinaryOpNode::compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
@ -4382,6 +4739,37 @@ TrinaryOpNode::containsExternalFunction() const
|| arg3->containsExternalFunction();
}
void
TrinaryOpNode::writeJsonOutput(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
{
// If current node is a temporary term
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<TrinaryOpNode *>(this));
if (it != temporary_terms.end())
{
output << "T" << idx;
return;
}
switch (op_code)
{
case oNormcdf:
output << "normcdf(";
break;
case oNormpdf:
output << "normpdf(";
break;
}
arg1->writeJsonOutput(output, temporary_terms, tef_terms);
output << ",";
arg2->writeJsonOutput(output, temporary_terms, tef_terms);
output << ",";
arg3->writeJsonOutput(output, temporary_terms, tef_terms);
output << ")";
}
void
TrinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
@ -4458,6 +4846,16 @@ TrinaryOpNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType o
arg3->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
}
void
TrinaryOpNode::writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
{
arg1->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms);
arg2->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms);
arg3->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms);
}
void
TrinaryOpNode::compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
@ -5126,6 +5524,21 @@ AbstractExternalFunctionNode::writeExternalFunctionArguments(ostream &output, Ex
}
}
void
AbstractExternalFunctionNode::writeJsonExternalFunctionArguments(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
{
for (vector<expr_t>::const_iterator it = arguments.begin();
it != arguments.end(); it++)
{
if (it != arguments.begin())
output << ",";
(*it)->writeJsonOutput(output, temporary_terms, tef_terms);
}
}
void
AbstractExternalFunctionNode::writePrhs(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
@ -5289,6 +5702,23 @@ ExternalFunctionNode::compileExternalFunctionOutput(ostream &CompileCode, unsign
}
}
void
ExternalFunctionNode::writeJsonOutput(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
{
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<ExternalFunctionNode *>(this));
if (it != temporary_terms.end())
{
output << "T" << idx;
return;
}
output << datatree.symbol_table.getName(symb_id) << "(";
writeJsonExternalFunctionArguments(output, temporary_terms, tef_terms);
output << ")";
}
void
ExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
@ -5398,6 +5828,42 @@ 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
{
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);
if (!alreadyWrittenAsTefTerm(symb_id, tef_terms))
{
tef_terms[make_pair(symb_id, arguments)] = (int) tef_terms.size();
int indx = getIndxInTefTerms(symb_id, tef_terms);
int second_deriv_symb_id = datatree.external_functions_table.getSecondDerivSymbID(symb_id);
assert(second_deriv_symb_id != eExtFunSetButNoNameProvided);
stringstream ef;
ef << "{\"external_function\": {"
<< "\"external_function_term\": \"TEF_" << indx << "\"";
if (symb_id == first_deriv_symb_id)
ef << ", \"external_function_term_d\": \"TEFD_" << indx << "\"";
if (symb_id == second_deriv_symb_id)
ef << ", \"external_function_term_dd\": \"TEFDD_" << indx << "\"";
ef << ", \"value\": \"" << datatree.symbol_table.getName(symb_id) << "(";
writeJsonExternalFunctionArguments(ef, temporary_terms, tef_terms);
ef << ")\"}}";
efout.push_back(ef.str());
}
}
expr_t
ExternalFunctionNode::toStatic(DataTree &static_datatree) const
{
@ -5479,6 +5945,34 @@ FirstDerivExternalFunctionNode::composeDerivatives(const vector<expr_t> &dargs)
return theDeriv;
}
void
FirstDerivExternalFunctionNode::writeJsonOutput(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
{
// If current node is a temporary term
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<FirstDerivExternalFunctionNode *>(this));
if (it != temporary_terms.end())
{
output << "T" << idx;
return;
}
const int first_deriv_symb_id = datatree.external_functions_table.getFirstDerivSymbID(symb_id);
assert(first_deriv_symb_id != eExtFunSetButNoNameProvided);
const int tmpIndx = inputIndex - 1;
if (first_deriv_symb_id == symb_id)
output << "TEFD_" << getIndxInTefTerms(symb_id, tef_terms)
<< "[" << tmpIndx << "]";
else if (first_deriv_symb_id == eExtFunNotSet)
output << "TEFD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex;
else
output << "TEFD_def_" << getIndxInTefTerms(first_deriv_symb_id, tef_terms)
<< "[" << tmpIndx << "]";
}
void
FirstDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
@ -5666,6 +6160,47 @@ 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
{
int first_deriv_symb_id = datatree.external_functions_table.getFirstDerivSymbID(symb_id);
assert(first_deriv_symb_id != eExtFunSetButNoNameProvided);
/* For a node with derivs provided by the user function, call the method
on the non-derived node */
if (first_deriv_symb_id == symb_id)
{
expr_t parent = datatree.AddExternalFunction(symb_id, arguments);
parent->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms);
return;
}
if (alreadyWrittenAsTefTerm(first_deriv_symb_id, tef_terms))
return;
stringstream ef;
if (first_deriv_symb_id == eExtFunNotSet)
ef << "{\"first_deriv_external_function\": {"
<< "\"external_function_term\": \"TEFD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex << "\""
<< ", \"analytic_derivative\": false"
<< ", \"wrt\": " << inputIndex
<< ", \"value\": \"" << datatree.symbol_table.getName(symb_id) << "(";
else
{
tef_terms[make_pair(first_deriv_symb_id, arguments)] = (int) tef_terms.size();
ef << "{\"first_deriv_external_function\": {"
<< "\"external_function_term\": \"TEFD_def_" << getIndxInTefTerms(first_deriv_symb_id, tef_terms) << "\""
<< ", \"analytic_derivative\": true"
<< ", \"value\": \"" << datatree.symbol_table.getName(first_deriv_symb_id) << "(";
}
writeJsonExternalFunctionArguments(ef, temporary_terms, tef_terms);
ef << ")\"}}";
efout.push_back(ef.str());
}
void
FirstDerivExternalFunctionNode::compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
@ -5791,6 +6326,35 @@ SecondDerivExternalFunctionNode::composeDerivatives(const vector<expr_t> &dargs)
exit(EXIT_FAILURE);
}
void
SecondDerivExternalFunctionNode::writeJsonOutput(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
{
// If current node is a temporary term
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<SecondDerivExternalFunctionNode *>(this));
if (it != temporary_terms.end())
{
output << "T" << idx;
return;
}
const int second_deriv_symb_id = datatree.external_functions_table.getSecondDerivSymbID(symb_id);
assert(second_deriv_symb_id != eExtFunSetButNoNameProvided);
const int tmpIndex1 = inputIndex1 - 1;
const int tmpIndex2 = inputIndex2 - 1;
if (second_deriv_symb_id == symb_id)
output << "TEFDD_" << getIndxInTefTerms(symb_id, tef_terms)
<< "[" << tmpIndex1 << "," << tmpIndex2 << "]";
else if (second_deriv_symb_id == eExtFunNotSet)
output << "TEFDD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex1 << "_" << inputIndex2;
else
output << "TEFDD_def_" << getIndxInTefTerms(second_deriv_symb_id, tef_terms)
<< "[" << tmpIndex1 << "," << tmpIndex2 << "]";
}
void
SecondDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
@ -5955,6 +6519,48 @@ 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
{
int second_deriv_symb_id = datatree.external_functions_table.getSecondDerivSymbID(symb_id);
assert(second_deriv_symb_id != eExtFunSetButNoNameProvided);
/* For a node with derivs provided by the user function, call the method
on the non-derived node */
if (second_deriv_symb_id == symb_id)
{
expr_t parent = datatree.AddExternalFunction(symb_id, arguments);
parent->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms);
return;
}
if (alreadyWrittenAsTefTerm(second_deriv_symb_id, tef_terms))
return;
stringstream ef;
if (second_deriv_symb_id == eExtFunNotSet)
ef << "{\"second_deriv_external_function\": {"
<< "\"external_function_term\": \"TEFDD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex1 << "_" << inputIndex2 << "\""
<< ", \"analytic_derivative\": false"
<< ", \"wrt1\": " << inputIndex1
<< ", \"wrt2\": " << inputIndex2
<< ", \"value\": \"" << datatree.symbol_table.getName(symb_id) << "(";
else
{
tef_terms[make_pair(second_deriv_symb_id, arguments)] = (int) tef_terms.size();
ef << "{\"second_deriv_external_function\": {"
<< "\"external_function_term\": \"TEFDD_def_" << getIndxInTefTerms(second_deriv_symb_id, tef_terms) << "\""
<< ", \"analytic_derivative\": true"
<< ", \"value\": \"" << datatree.symbol_table.getName(second_deriv_symb_id) << "(";
}
writeJsonExternalFunctionArguments(ef, temporary_terms, tef_terms);
ef << ")\"}}" << endl;
efout.push_back(ef.str());
}
expr_t
SecondDerivExternalFunctionNode::cloneDynamic(DataTree &dynamic_datatree) const
{
@ -6312,3 +6918,16 @@ VarExpectationNode::substituteStaticAuxiliaryVariable() const
{
return const_cast<VarExpectationNode *>(this);
}
void
VarExpectationNode::writeJsonOutput(ostream &output,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
{
output << "var_expectation("
<< "forecast_horizon = " << forecast_horizon
<< ", name = " << datatree.symbol_table.getName(symb_id)
<< ", model_name = " << model_name
<< ", yindex = " << yidx
<< ")";
}

44
preprocessor/ExprNode.hh
View File

@ -224,11 +224,22 @@ enum ExprNodeOutputType
//! Writes output of node, using a Txxx notation for nodes in temporary_terms
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 int precedenceJson(const temporary_terms_t &temporary_terms) const;
//! Writes the output for an external function, ensuring that the external function is called as few times as possible using temporary terms
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const;
//! Write the JSON output of an external function in a string vector
//! 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;
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,
@ -497,6 +508,7 @@ 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 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;
@ -550,6 +562,7 @@ 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 bool containsExternalFunction() const;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
virtual void computeTemporaryTerms(map<expr_t, int > &reference_count,
@ -633,10 +646,14 @@ 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 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;
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,
@ -719,15 +736,20 @@ public:
BinaryOpNode(DataTree &datatree_arg, const expr_t arg1_arg,
BinaryOpcode op_code_arg, const expr_t arg2_arg, int powerDerivOrder);
virtual void prepareForDerivation();
virtual int precedenceJson(const temporary_terms_t &temporary_terms) const;
virtual int precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
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 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;
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,
@ -833,10 +855,14 @@ 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 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;
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,
@ -907,6 +933,7 @@ 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;
public:
AbstractExternalFunctionNode(DataTree &datatree_arg, int symb_id_arg,
const vector<expr_t> &arguments_arg);
@ -915,10 +942,14 @@ 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 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;
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,
@ -985,9 +1016,13 @@ 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 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;
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,
@ -1025,6 +1060,7 @@ 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 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,
@ -1032,6 +1068,9 @@ public:
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;
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,
@ -1064,6 +1103,7 @@ 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 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,
@ -1071,6 +1111,9 @@ public:
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;
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,
@ -1141,6 +1184,7 @@ 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;
};
#endif

15
preprocessor/ExtendedPreprocessorTypes.hh
View File

@ -38,4 +38,19 @@ enum LanguageOutputType
julia, // outputs files for Julia
python, // outputs files for Python (not yet implemented) (not yet implemented)
};
enum JsonFileOutputType
{
file, // output JSON files to file
standardout, // output JSON files to stdout
};
enum JsonOutputPointType
{
nojson, // don't output JSON
parsing, // output JSON after the parsing step
checkpass, // output JSON after the check pass
transformpass, // output JSON after the transform pass
computingpass // output JSON after the computing pass
};
#endif

226
preprocessor/ModFile.cc
View File

@ -1288,3 +1288,229 @@ ModFile::writeExternalFilesJulia(const string &basename, FileOutputType output)
jlOutputFile.close();
cout << "done" << endl;
}
void
ModFile::writeJsonOutput(const string &basename, JsonOutputPointType json, JsonFileOutputType json_output_mode, bool onlyjson, bool jsonprintderivdetail)
{
if (json == nojson)
return;
if (json == parsing || json == checkpass)
symbol_table.freeze();
writeJsonOutputParsingCheck(basename, json_output_mode);
if (json == parsing || json == checkpass)
symbol_table.unfreeze();
if (json == computingpass)
writeJsonComputingPassOutput(basename, json_output_mode, jsonprintderivdetail);
switch (json)
{
case parsing:
cout << "JSON written after Parsing step." << endl;
break;
case checkpass:
cout << "JSON written after Check step." << endl;
break;
case transformpass:
cout << "JSON written after Transform step." << endl;
break;
case computingpass:
cout << "JSON written after Computing step." << endl;
break;
case nojson:
cerr << "ModFile::writeJsonOutput: should not arrive here." << endl;
exit(EXIT_FAILURE);
}
if (onlyjson)
exit(EXIT_SUCCESS);
}
void
ModFile::writeJsonOutputParsingCheck(const string &basename, JsonFileOutputType json_output_mode) const
{
ostringstream output;
output << "{" << endl;
symbol_table.writeJsonOutput(output);
output << ", ";
dynamic_model.writeJsonOutput(output);
if (!statements.empty())
{
output << ", \"statements\": [";
for (vector<Statement *>::const_iterator it = statements.begin();
it != statements.end(); it++)
{
if (it != statements.begin())
output << ", " << endl;
(*it)->writeJsonOutput(output);
}
output << "]" << endl;
}
output << "}" << endl;
if (json_output_mode == standardout)
cout << output.str();
else
{
ofstream jsonOutputFile;
if (basename.size())
{
string fname(basename);
fname += ".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 << output.str();
jsonOutputFile.close();
}
}
void
ModFile::writeJsonComputingPassOutput(const string &basename, JsonFileOutputType json_output_mode, bool jsonprintderivdetail) const
{
ostringstream static_output, static_detail_output;
static_output << "{";
static_model.writeJsonComputingPassOutput(static_output, false);
static_output << "}" << endl;
ostringstream dynamic_output, dynamic_detail_output;
dynamic_output << "{";
dynamic_model.writeJsonComputingPassOutput(dynamic_output, false);
dynamic_output << "}" << endl;
ostringstream tmp_out, static_paramsd_output, static_paramsd_detail_output;
tmp_out << "";
static_paramsd_output << "";
static_paramsd_detail_output << "";
static_model.writeJsonParamsDerivativesFile(tmp_out, false);
if (!tmp_out.str().empty())
static_paramsd_output << "{" << tmp_out.str() << "}" << endl;
ostringstream tmp1_out, dynamic_paramsd_output, dynamic_paramsd_detail_output;
tmp1_out << "";
dynamic_paramsd_output << "";
dynamic_paramsd_detail_output << "";
dynamic_model.writeJsonParamsDerivativesFile(tmp1_out, false);
if (!tmp1_out.str().empty())
dynamic_paramsd_output << "{" << tmp1_out.str() << "}" << endl;
if (jsonprintderivdetail)
{
static_detail_output << "{";
static_model.writeJsonComputingPassOutput(static_detail_output, true);
static_detail_output << "}";
dynamic_detail_output << "{";
dynamic_model.writeJsonComputingPassOutput(dynamic_detail_output, true);
dynamic_detail_output << "}";
ostringstream tmpd_out, tmpd1_out;
tmpd_out << "";
tmpd1_out << "";
static_model.writeJsonParamsDerivativesFile(tmpd_out, true);
if (!tmpd_out.str().empty())
static_paramsd_detail_output << "{" << tmpd_out.str() << "}" << endl;
dynamic_model.writeJsonParamsDerivativesFile(tmpd1_out, true);
if (!tmpd1_out.str().empty())
dynamic_paramsd_detail_output << "{" << tmpd1_out.str() << "}" << endl;
}
if (json_output_mode == standardout)
{
cout << static_output.str() << endl
<< dynamic_output.str() << endl;
if (!static_paramsd_output.str().empty())
cout << static_paramsd_output.str() << endl;
if (!dynamic_paramsd_output.str().empty())
cout << dynamic_paramsd_output.str() << endl;
if (jsonprintderivdetail)
{
cout << static_detail_output.str() << endl
<< dynamic_detail_output.str() << endl;
if (!static_paramsd_detail_output.str().empty())
cout << static_paramsd_detail_output.str() << endl;
if (!dynamic_paramsd_detail_output.str().empty())
cout << dynamic_paramsd_detail_output.str() << endl;
}
}
else
{
if (basename.empty())
{
cerr << "ERROR: Missing file name" << endl;
exit(EXIT_FAILURE);
}
string fname_static, fname_dynamic;
fname_static = basename + "_static.json";
fname_dynamic = basename + "_dynamic.json";
writeJsonFileHelper(fname_static, static_output);
writeJsonFileHelper(fname_dynamic, dynamic_output);
if (jsonprintderivdetail)
{
string fname_static_details, fname_dynamic_details;
fname_static_details = basename + "_static_details.json";
fname_dynamic_details = basename + "_dynamic_details.json";
writeJsonFileHelper(fname_static_details, static_detail_output);
writeJsonFileHelper(fname_dynamic_details, dynamic_detail_output);
}
if (!static_paramsd_output.str().empty())
{
string fname_static_params, fname_static_params_details;
fname_static_params = basename + "_static_params_derivs.json";
fname_static_params_details = basename + "_static_params_derivs_details.json";
writeJsonFileHelper(fname_static_params, static_paramsd_output);
writeJsonFileHelper(fname_static_params_details, static_paramsd_detail_output);
}
if (!dynamic_paramsd_output.str().empty())
{
string fname_dynamic_params, fname_dynamic_params_details;
fname_dynamic_params = basename + "_params_derivs.json";
fname_dynamic_params_details = basename + "_params_derivs_details.json";
writeJsonFileHelper(fname_dynamic_params, dynamic_paramsd_output);
writeJsonFileHelper(fname_dynamic_params_details, dynamic_paramsd_detail_output);
}
}
}
void
ModFile::writeJsonFileHelper(string &fname, ostringstream &output) const
{
ofstream jsonOutput;
jsonOutput.open(fname.c_str(), ios::out | ios::binary);
if (!jsonOutput.is_open())
{
cerr << "ERROR: Can't open file " << fname << " for writing" << endl;
exit(EXIT_FAILURE);
}
jsonOutput << output.str();
jsonOutput.close();
}

10
preprocessor/ModFile.hh
View File

@ -117,7 +117,10 @@ private:
ModFileStructure mod_file_struct;
//! Warnings Encountered
WarningConsolidation &warnings;
//! Functions used in writing of JSON outut. See writeJsonOutput
void writeJsonOutputParsingCheck(const string &basename, JsonFileOutputType json_output_mode) const;
void writeJsonComputingPassOutput(const string &basename, JsonFileOutputType json_output_mode, bool jsonprintderivdetail) const;
void writeJsonFileHelper(string &fname, ostringstream &output) const;
public:
//! Add a statement
void addStatement(Statement *st);
@ -167,6 +170,11 @@ public:
void writeModelCC(const string &basename) const;
void computeChecksum();
//! Write JSON representation of ModFile object
//! Initially created to enable Julia to work with .mod files
//! Potentially outputs ModFile after the various parts of processing (parsing, checkPass, transformPass, computingPass)
//! Allows user of other host language platforms (python, fortran, etc) to provide support for dynare .mod files
void writeJsonOutput(const string &basename, JsonOutputPointType json, JsonFileOutputType json_output_mode, bool onlyjson, bool jsonprintderivdetail = false);
};
#endif // ! MOD_FILE_HH

187
preprocessor/ModelTree.cc
View File

@ -232,7 +232,7 @@ ModelTree::computeNonSingularNormalization(jacob_map_t &contemporaneous_jacobian
void
ModelTree::computeNormalizedEquations(multimap<int, int> &endo2eqs) const
{
for (int i = 0; i < equations.size(); i++)
for (size_t i = 0; i < equations.size(); i++)
{
VariableNode *lhs = dynamic_cast<VariableNode *>(equations[i]->get_arg1());
if (lhs == NULL)
@ -247,7 +247,7 @@ ModelTree::computeNormalizedEquations(multimap<int, int> &endo2eqs) const
if (endo.find(make_pair(symbol_table.getTypeSpecificID(symb_id), 0)) != endo.end())
continue;
endo2eqs.insert(make_pair(symbol_table.getTypeSpecificID(symb_id), i));
endo2eqs.insert(make_pair(symbol_table.getTypeSpecificID(symb_id), (int) i));
cout << "Endogenous " << symbol_table.getName(symb_id) << " normalized in equation " << (i+1) << endl;
}
}
@ -1195,6 +1195,60 @@ ModelTree::writeTemporaryTerms(const temporary_terms_t &tt, const temporary_term
}
}
void
ModelTree::writeJsonTemporaryTerms(const temporary_terms_t &tt, const temporary_terms_t &ttm1, ostream &output,
deriv_node_temp_terms_t &tef_terms, string &concat) const
{
// Local var used to keep track of temp nodes already written
bool wrote_term = false;
temporary_terms_t tt2 = ttm1;
output << "\"external_functions_temporary_terms_" << concat << "\": [";
for (temporary_terms_t::const_iterator it = tt.begin();
it != tt.end(); it++)
if (ttm1.find(*it) == ttm1.end())
{
if (dynamic_cast<AbstractExternalFunctionNode *>(*it) != NULL)
{
if (wrote_term)
output << ", ";
vector<string> efout;
(*it)->writeJsonExternalFunctionOutput(efout, tt2, tef_terms);
for (vector<string>::const_iterator it1 = efout.begin(); it1 != efout.end(); it1++)
{
if (it1 != efout.begin())
output << ", ";
output << *it1;
}
wrote_term = true;
}
tt2.insert(*it);
}
tt2 = ttm1;
wrote_term = false;
output << "]"
<< ", \"temporary_terms_" << concat << "\": [";
for (temporary_terms_t::const_iterator it = tt.begin();
it != tt.end(); it++)
if (ttm1.find(*it) == ttm1.end())
{
if (wrote_term)
output << ", ";
output << "{\"temporary_term\": \"";
(*it)->writeJsonOutput(output, tt, tef_terms);
output << "\""
<< ", \"value\": \"";
(*it)->writeJsonOutput(output, tt2, tef_terms);
output << "\"}" << endl;
wrote_term = true;
// Insert current node into tt2
tt2.insert(*it);
}
output << "]";
}
void
ModelTree::fixNestedParenthesis(ostringstream &output, map<string, string> &tmp_paren_vars, bool &message_printed) const
{
@ -1384,6 +1438,54 @@ ModelTree::writeModelLocalVariables(ostream &output, ExprNodeOutputType output_t
}
}
void
ModelTree::writeJsonModelLocalVariables(ostream &output, deriv_node_temp_terms_t &tef_terms) const
{
/* Collect all model local variables appearing in equations, and print only
them. Printing unused model local variables can lead to a crash (see
ticket #101). */
set<int> used_local_vars;
// Use an empty set for the temporary terms
const temporary_terms_t tt;
for (size_t i = 0; i < equations.size(); i++)
equations[i]->collectVariables(eModelLocalVariable, used_local_vars);
output << "\"external_functions_model_local_variables\": [";
for (set<int>::const_iterator it = used_local_vars.begin();
it != used_local_vars.end(); ++it)
{
vector<string> efout;
expr_t value = local_variables_table.find(*it)->second;
value->writeJsonExternalFunctionOutput(efout, tt, tef_terms);
for (vector<string>::const_iterator it1 = efout.begin(); it1 != efout.end(); it1++)
{
if (it1 != efout.begin())
output << ", ";
output << *it1;
}
}
output << "]"
<< ", \"model_local_variables\": [";
for (set<int>::const_iterator it = used_local_vars.begin();
it != used_local_vars.end(); ++it)
{
if (it != used_local_vars.begin())
output << ", ";
int id = *it;
expr_t value = local_variables_table.find(id)->second;
/* We append underscores to avoid name clashes with "g1" or "oo_" (see
also VariableNode::writeOutput) */
output << "{\"variable\": \"" << symbol_table.getName(id) << "__\""
<< ", \"value\": \"";
value->writeJsonOutput(output, tt, tef_terms);
output << "\"}" << endl;
}
output << "]";
}
void
ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type) const
{
@ -1588,7 +1690,7 @@ ModelTree::writeLatexModelFile(const string &basename, ExprNodeOutputType output
content_output << iteqt->second.first;
if (!empty(iteqt->second.second))
if (iteqt->second.second.empty())
content_output << "= `" << iteqt->second.second << "'";
wrote_eq_tag = true;
@ -1667,7 +1769,7 @@ ModelTree::addNonstationaryVariables(vector<int> nonstationary_vars, bool log_de
void
ModelTree::initializeVariablesAndEquations()
{
for (int j = 0; j < equations.size(); j++)
for (size_t j = 0; j < equations.size(); j++)
{
equation_reordered.push_back(j);
variable_reordered.push_back(j);
@ -1845,3 +1947,80 @@ ModelTree::isNonstationary(int symb_id) const
return (nonstationary_symbols_map.find(symb_id)
!= nonstationary_symbols_map.end());
}
void
ModelTree::writeJsonModelEquations(ostream &output, bool residuals) const
{
deriv_node_temp_terms_t tef_terms;
vector<pair<string, string> > eqtags;
temporary_terms_t tt_empty;
if (residuals)
output << endl << "\"residuals\":[" << endl;
else
output << endl << "\"model\":[" << endl;
for (int eq = 0; eq < (int) equations.size(); eq++)
{
if (eq > 0)
output << ", ";
BinaryOpNode *eq_node = equations[eq];
expr_t lhs = eq_node->get_arg1();
expr_t rhs = eq_node->get_arg2();
if (residuals)
{
output << "{\"residual\": {"
<< "\"lhs\": \"";
lhs->writeJsonOutput(output, temporary_terms, tef_terms);
output << "\"";
output << ", \"rhs\": \"";
rhs->writeJsonOutput(output, temporary_terms, tef_terms);
output << "\"";
try
{
// Test if the right hand side of the equation is empty.
if (rhs->eval(eval_context_t()) != 0)
{
output << ", \"rhs\": \"";
rhs->writeJsonOutput(output, temporary_terms, tef_terms);
output << "\"";
}
}
catch (ExprNode::EvalException &e)
{
}
output << "}";
}
else
{
output << "{\"lhs\": \"";
lhs->writeJsonOutput(output, tt_empty, tef_terms);
output << "\", \"rhs\": \"";
rhs->writeJsonOutput(output, tt_empty, tef_terms);
output << "\""
<< ", \"line\": " << equations_lineno[eq];
for (vector<pair<int, pair<string, string> > >::const_iterator it = equation_tags.begin();
it != equation_tags.end(); it++)
if (it->first == eq)
eqtags.push_back(it->second);
if (!eqtags.empty())
{
output << ", \"tags\": {";
int i = 0;
for (vector<pair<string, string> >::const_iterator it = eqtags.begin(); it != eqtags.end(); it++, i++)
{
if (i != 0)
output << ", ";
output << "\"" << it->first << "\": \"" << it->second << "\"";
}
output << "}";
eqtags.clear();
}
}
output << "}" << endl;
}
output << endl << "]" << endl;
}

6
preprocessor/ModelTree.hh
View File

@ -177,6 +177,7 @@ protected:
void computeParamsDerivativesTemporaryTerms();
//! Writes temporary terms
void writeTemporaryTerms(const temporary_terms_t &tt, const temporary_terms_t &ttm1, ostream &output, ExprNodeOutputType output_type, deriv_node_temp_terms_t &tef_terms) const;
void writeJsonTemporaryTerms(const temporary_terms_t &tt, const temporary_terms_t &ttm1, ostream &output, deriv_node_temp_terms_t &tef_terms, string &concat) const;
//! Compiles temporary terms
void compileTemporaryTerms(ostream &code_file, unsigned int &instruction_number, const temporary_terms_t &tt, map_idx_t map_idx, bool dynamic, bool steady_dynamic) const;
//! Adds informations for simulation in a binary file
@ -190,6 +191,11 @@ protected:
void writeModelLocalVariables(ostream &output, ExprNodeOutputType output_type, deriv_node_temp_terms_t &tef_terms) const;
//! Writes model equations
void writeModelEquations(ostream &output, ExprNodeOutputType output_type) const;
//! Writes JSON model equations
//! if residuals = true, we are writing the dynamic/static model.
//! Otherwise, just the model equations (with line numbers, no tmp terms)
void writeJsonModelEquations(ostream &output, bool residuals) const;
void writeJsonModelLocalVariables(ostream &output, deriv_node_temp_terms_t &tef_terms) const;
//! Compiles model equations
void compileModelEquations(ostream &code_file, unsigned int &instruction_number, const temporary_terms_t &tt, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic) const;

126
preprocessor/NumericalInitialization.cc
View File

@ -63,6 +63,15 @@ InitParamStatement::writeJuliaOutput(ostream &output, const string &basename)
// output << symbol_table.getName(symb_id) << " = model_.params[ " << id << " ]" << endl;
}
void
InitParamStatement::writeJsonOutput(ostream &output) const
{
deriv_node_temp_terms_t tef_terms;
output << "{\"statementName\": \"param_init\", \"name\": \"" << symbol_table.getName(symb_id) << "\", " << "\"value\": \"";
param_value->writeJsonOutput(output, temporary_terms_t(), tef_terms);
output << "\"}";
}
void
InitParamStatement::writeCOutput(ostream &output, const string &basename)
{
@ -165,6 +174,21 @@ InitOrEndValStatement::writeInitValues(ostream &output) const
}
}
void
InitOrEndValStatement::writeJsonInitValues(ostream &output) const
{
deriv_node_temp_terms_t tef_terms;
for (init_values_t::const_iterator it = init_values.begin();
it != init_values.end(); it++)
{
if (it != init_values.begin())
output << ", ";
output << "{\"name\": \"" << symbol_table.getName(it->first) << "\", " << "\"value\": \"";
it->second->writeJsonOutput(output, temporary_terms_t(), tef_terms);
output << "\"}";
}
}
InitValStatement::InitValStatement(const init_values_t &init_values_arg,
const SymbolTable &symbol_table_arg,
const bool &all_values_required_arg) :
@ -210,6 +234,14 @@ InitValStatement::writeOutput(ostream &output, const string &basename, bool mini
writeInitValues(output);
}
void
InitValStatement::writeJsonOutput(ostream &output) const
{
output << "{\"statementName\": \"init_val\", \"vals\": [";
writeJsonInitValues(output);
output << "]}";
}
void
InitValStatement::writeOutputPostInit(ostream &output) const
{
@ -267,6 +299,14 @@ EndValStatement::writeOutput(ostream &output, const string &basename, bool minim
writeInitValues(output);
}
void
EndValStatement::writeJsonOutput(ostream &output) const
{
output << "{\"statementName\": \"end_val\", \"vals\": [";
writeJsonInitValues(output);
output << "]}";
}
HistValStatement::HistValStatement(const hist_values_t &hist_values_arg,
const SymbolTable &symbol_table_arg,
const bool &all_values_required_arg) :
@ -373,6 +413,25 @@ HistValStatement::writeOutput(ostream &output, const string &basename, bool mini
}
}
void
HistValStatement::writeJsonOutput(ostream &output) const
{
deriv_node_temp_terms_t tef_terms;
output << "{\"statementName\": \"hist_val\", \"vals\": [";
for (hist_values_t::const_iterator it = hist_values.begin();
it != hist_values.end(); it++)
{
if (it != hist_values.begin())
output << ", ";
output << "{ \"name\": \"" << symbol_table.getName(it->first.first) << "\""
<< ", \"lag\": " << it->first.second
<< ", \"value\": \"";
it->second->writeJsonOutput(output, temporary_terms_t(), tef_terms);
output << "\"}";
}
output << "]}";
}
InitvalFileStatement::InitvalFileStatement(const string &filename_arg) :
filename(filename_arg)
{
@ -388,6 +447,14 @@ InitvalFileStatement::writeOutput(ostream &output, const string &basename, bool
<< "initvalf('" << filename << "');" << endl;
}
void
InitvalFileStatement::writeJsonOutput(ostream &output) const
{
output << "{\"statementName\": \"init_val_file\""
<< ", \"filename\": \"" << filename << "\""
<< "}";
}
HistvalFileStatement::HistvalFileStatement(const string &filename_arg) :
filename(filename_arg)
{
@ -399,6 +466,14 @@ HistvalFileStatement::writeOutput(ostream &output, const string &basename, bool
output << "histvalf('" << filename << "');" << endl;
}
void
HistvalFileStatement::writeJsonOutput(ostream &output) const
{
output << "{\"statementName\": \"hist_val_file\""
<< ", \"filename\": \"" << filename << "\""
<< "}";
}
HomotopyStatement::HomotopyStatement(const homotopy_values_t &homotopy_values_arg,
const SymbolTable &symbol_table_arg) :
homotopy_values(homotopy_values_arg),
@ -435,6 +510,31 @@ HomotopyStatement::writeOutput(ostream &output, const string &basename, bool min
}
}
void
HomotopyStatement::writeJsonOutput(ostream &output) const
{
deriv_node_temp_terms_t tef_terms;
output << "{\"statementName\": \"homotopy\", "
<< "\"values\": [";
for (homotopy_values_t::const_iterator it = homotopy_values.begin();
it != homotopy_values.end(); it++)
{
if (it != homotopy_values.begin())
output << ", ";
output << "{\"name\": \"" << symbol_table.getName(it->first) << "\""
<< ", \"initial_value\": \"";
if (it->second.first != NULL)
it->second.first->writeJsonOutput(output, temporary_terms_t(), tef_terms);
else
output << "NaN";
output << "\", \"final_value\": \"";
it->second.second->writeJsonOutput(output, temporary_terms_t(), tef_terms);
output << "\"}";
}
output << "]"
<< "}";
}
SaveParamsAndSteadyStateStatement::SaveParamsAndSteadyStateStatement(const string &filename_arg) :
filename(filename_arg)
{
@ -446,6 +546,14 @@ SaveParamsAndSteadyStateStatement::writeOutput(ostream &output, const string &ba
output << "save_params_and_steady_state('" << filename << "');" << endl;
}
void
SaveParamsAndSteadyStateStatement::writeJsonOutput(ostream &output) const
{
output << "{\"statementName\": \"save_params_and_steady_state\""
<< ", \"filename\": \"" << filename << "\""
<< "}";
}
LoadParamsAndSteadyStateStatement::LoadParamsAndSteadyStateStatement(const string &filename,
const SymbolTable &symbol_table_arg,
WarningConsolidation &warnings) :
@ -511,6 +619,24 @@ LoadParamsAndSteadyStateStatement::writeOutput(ostream &output, const string &ba
}
}
void
LoadParamsAndSteadyStateStatement::writeJsonOutput(ostream &output) const
{
deriv_node_temp_terms_t tef_terms;
output << "{\"statementName\": \"load_params_and_steady_state\""
<< "\"values\": [";
for (map<int, string>::const_iterator it = content.begin();
it != content.end(); it++)
{
if (it != content.begin())
output << ", ";
output << "{\"name\": \"" << symbol_table.getName(it->first) << "\""
<< ", \"value\": \"" << it->second << "\"}";
}
output << "]"
<< "}";
}
void
LoadParamsAndSteadyStateStatement::fillEvalContext(eval_context_t &eval_context) const
{

12
preprocessor/NumericalInitialization.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2016 Dynare Team
* Copyright (C) 2003-2017 Dynare Team
*
* This file is part of Dynare.
*
@ -43,6 +43,7 @@ public:
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJuliaOutput(ostream &output, const string &basename);
virtual void writeCOutput(ostream &output, const string &basename);
virtual void writeJsonOutput(ostream &output) const;
//! Fill eval context with parameter value
void fillEvalContext(eval_context_t &eval_context) const;
};
@ -69,6 +70,7 @@ public:
void fillEvalContext(eval_context_t &eval_context) const;
protected:
void writeInitValues(ostream &output) const;
void writeJsonInitValues(ostream &output) const;
};
class InitValStatement : public InitOrEndValStatement
@ -79,6 +81,7 @@ public:
const bool &all_values_required_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
//! Writes initializations for oo_.exo_simul and oo_.exo_det_simul
void writeOutputPostInit(ostream &output) const;
};
@ -92,6 +95,7 @@ public:
//! Workaround for trac ticket #35
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class HistValStatement : public Statement
@ -114,6 +118,7 @@ public:
//! Workaround for trac ticket #157
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class InitvalFileStatement : public Statement
@ -123,6 +128,7 @@ private:
public:
InitvalFileStatement(const string &filename_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class HistvalFileStatement : public Statement
@ -132,6 +138,7 @@ private:
public:
HistvalFileStatement(const string &filename_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class HomotopyStatement : public Statement
@ -147,6 +154,7 @@ public:
HomotopyStatement(const homotopy_values_t &homotopy_values_arg,
const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class SaveParamsAndSteadyStateStatement : public Statement
@ -156,6 +164,7 @@ private:
public:
SaveParamsAndSteadyStateStatement(const string &filename_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class LoadParamsAndSteadyStateStatement : public Statement
@ -172,6 +181,7 @@ public:
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
//! Fill eval context with parameters/variables values
void fillEvalContext(eval_context_t &eval_context) const;
virtual void writeJsonOutput(ostream &output) const;
};
#endif

2
preprocessor/ParsingDriver.cc
View File

@ -3189,7 +3189,7 @@ ParsingDriver::prior_posterior_function(bool prior_func)
void
ParsingDriver::add_ramsey_constraints_statement()
{
mod_file->addStatement(new RamseyConstraintsStatement(ramsey_constraints));
mod_file->addStatement(new RamseyConstraintsStatement(mod_file->symbol_table, ramsey_constraints));
ramsey_constraints.clear();
}

140
preprocessor/Shocks.cc
View File

@ -67,6 +67,34 @@ AbstractShocksStatement::writeDetShocks(ostream &output) const
output << "M_.exo_det_length = " << exo_det_length << ";\n";
}
void
AbstractShocksStatement::writeJsonDetShocks(ostream &output) const
{
deriv_node_temp_terms_t tef_terms;
output << "\"deterministic_shocks\": [";
for (det_shocks_t::const_iterator it = det_shocks.begin();
it != det_shocks.end(); it++)
{
if (it != det_shocks.begin())
output << ", ";
output << "{\"var\": \"" << symbol_table.getName(it->first) << "\", "
<< "\"values\": [";
for (vector<DetShockElement>::const_iterator it1 = it->second.begin();
it1 != it->second.end(); it1++)
{
if (it1 != it->second.begin())
output << ", ";
output << "{\"period1\": " << it1->period1 << ", "
<< "\"period2\": " << it1->period2 << ", "
<< "\"value\": \"";
it1->value->writeJsonOutput(output, temporary_terms_t(), tef_terms);
output << "\"}";
}
output << "]}";
}
output << "]";
}
ShocksStatement::ShocksStatement(bool overwrite_arg,
const det_shocks_t &det_shocks_arg,
const var_and_std_shocks_t &var_shocks_arg,
@ -123,6 +151,72 @@ ShocksStatement::writeOutput(ostream &output, const string &basename, bool minim
output << "M_.sigma_e_is_diagonal = 1;" << endl;
}
void
ShocksStatement::writeJsonOutput(ostream &output) const
{
deriv_node_temp_terms_t tef_terms;
output << "{\"statementName\": \"shocks\""
<< ", \"overwrite\": ";
if (overwrite)
output << "true";
else
output << "false";
if (!det_shocks.empty())
{
output << ", ";
writeJsonDetShocks(output);
}
output<< ", \"variance\": [";
for (var_and_std_shocks_t::const_iterator it = var_shocks.begin(); it != var_shocks.end(); it++)
{
if (it != var_shocks.begin())
output << ", ";
output << "{\"name\": \"" << symbol_table.getName(it->first) << "\", "
<< "\"variance\": \"";
it->second->writeJsonOutput(output, temporary_terms_t(), tef_terms);
output << "\"}";
}
output << "]"
<< ", \"stderr\": [";
for (var_and_std_shocks_t::const_iterator it = std_shocks.begin(); it != std_shocks.end(); it++)
{
if (it != std_shocks.begin())
output << ", ";
output << "{\"name\": \"" << symbol_table.getName(it->first) << "\", "
<< "\"stderr\": \"";
it->second->writeJsonOutput(output, temporary_terms_t(), tef_terms);
output << "\"}";
}
output << "]"
<< ", \"covariance\": [";
for (covar_and_corr_shocks_t::const_iterator it = covar_shocks.begin(); it != covar_shocks.end(); it++)
{
if (it != covar_shocks.begin())
output << ", ";
output << "{"
<< "\"name\": \"" << symbol_table.getName(it->first.first) << "\", "
<< "\"name2\": \"" << symbol_table.getName(it->first.second) << "\", "
<< "\"covariance\": \"";
it->second->writeJsonOutput(output, temporary_terms_t(), tef_terms);
output << "\"}";
}
output << "]"
<< ", \"correlation\": [";
for (covar_and_corr_shocks_t::const_iterator it = corr_shocks.begin(); it != corr_shocks.end(); it++)
{
if (it != corr_shocks.begin())
output << ", ";
output << "{"
<< "\"name\": \"" << symbol_table.getName(it->first.first) << "\", "
<< "\"name2\": \"" << symbol_table.getName(it->first.second) << "\", "
<< "\"correlation\": \"";
it->second->writeJsonOutput(output, temporary_terms_t(), tef_terms);
output << "\"}";
}
output << "]"
<< "}";
}
void
ShocksStatement::writeVarOrStdShock(ostream &output, var_and_std_shocks_t::const_iterator &it,
bool stddev) const
@ -430,6 +524,26 @@ MomentCalibration::writeOutput(ostream &output, const string &basename, bool min
output << "};" << endl;
}
void
MomentCalibration::writeJsonOutput(ostream &output) const
{
output << "{\"statementName\": \"moment_calibration\""
<< ", \"moment_calibration_criteria\": [";
for (constraints_t::const_iterator it = constraints.begin(); it != constraints.end(); it++)
{
if (it != constraints.begin())
output << ", ";
output << "{\"endogenous1\": \"" << symbol_table.getName(it->endo1) << "\""
<< ", \"endogenous2\": \"" << symbol_table.getName(it->endo2) << "\""
<< ", \"lags\": \"" << it->lags << "\""
<< ", \"lower_bound\": \"" << it->lower_bound << "\""
<< ", \"upper_bound\": \"" << it->upper_bound << "\""
<< "}";
}
output << "]"
<< "}";
}
IrfCalibration::IrfCalibration(const constraints_t &constraints_arg,
const SymbolTable &symbol_table_arg,
const OptionsList &options_list_arg)
@ -455,6 +569,32 @@ IrfCalibration::writeOutput(ostream &output, const string &basename, bool minima
output << "};" << endl;
}
void
IrfCalibration::writeJsonOutput(ostream &output) const
{
output << "{\"statementName\": \"irf_calibration\"";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << ", \"irf_restrictions\": [";
for (constraints_t::const_iterator it = constraints.begin(); it != constraints.end(); it++)
{
if (it != constraints.begin())
output << ", ";
output << "{\"endogenous\": \"" << symbol_table.getName(it->endo) << "\""
<< ", \"exogenous\": \"" << symbol_table.getName(it->exo) << "\""
<< ", \"periods\": \"" << it->periods << "\""
<< ", \"lower_bound\": \"" << it->lower_bound << "\""
<< ", \"upper_bound\": \"" << it->upper_bound << "\""
<< "}";
}
output << "]"
<< "}";
}
ShockGroupsStatement::ShockGroupsStatement(const group_t &shock_groups_arg, const string &name_arg)
: shock_groups(shock_groups_arg), name(name_arg)
{

6
preprocessor/Shocks.hh
View File

@ -50,6 +50,7 @@ protected:
const det_shocks_t det_shocks;
const SymbolTable &symbol_table;
void writeDetShocks(ostream &output) const;
void writeJsonDetShocks(ostream &output) const;
AbstractShocksStatement(bool mshocks_arg, bool overwrite_arg,
const det_shocks_t &det_shocks_arg,
@ -77,8 +78,9 @@ public:
const covar_and_corr_shocks_t &covar_shocks_arg,
const covar_and_corr_shocks_t &corr_shocks_arg,
const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class MShocksStatement : public AbstractShocksStatement
@ -120,6 +122,7 @@ public:
MomentCalibration(const constraints_t &constraints_arg,
const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class IrfCalibration : public Statement
@ -141,6 +144,7 @@ public:
const SymbolTable &symbol_table_arg,
const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class ShockGroupsStatement : public Statement

126
preprocessor/Statement.cc
View File

@ -82,6 +82,11 @@ Statement::writeJuliaOutput(ostream &output, const string &basename)
{
}
void
Statement::writeJsonOutput(ostream &output) const
{
}
void
Statement::computingPass()
{
@ -105,6 +110,14 @@ NativeStatement::writeOutput(ostream &output, const string &basename, bool minim
output << ns << endl;
}
void
NativeStatement::writeJsonOutput(ostream &output) const
{
output << "{\"statementName\": \"native\""
<< ", \"string\": \"" << native_statement << "\""
<< "}";
}
VerbatimStatement::VerbatimStatement(const string &verbatim_statement_arg) :
verbatim_statement(verbatim_statement_arg)
{
@ -116,6 +129,14 @@ VerbatimStatement::writeOutput(ostream &output, const string &basename, bool min
output << verbatim_statement << endl;
}
void
VerbatimStatement::writeJsonOutput(ostream &output) const
{
output << "{\"statementName\": \"verbatim\""
<< ", \"string\": \"" << verbatim_statement << "\""
<< "}";
}
void
OptionsList::writeOutput(ostream &output) const
{
@ -209,6 +230,100 @@ OptionsList::writeOutput(ostream &output, const string &option_group) const
}
}
void
OptionsList::writeJsonOutput(ostream &output) const
{
if (getNumberOfOptions() == 0)
return;
output << "\"options\": {";
for (num_options_t::const_iterator it = num_options.begin();
it != num_options.end();)
{
output << "\""<< it->first << "\": " << it->second;
it++;
if (it != num_options.end()
|| !(paired_num_options.empty()
&& string_options.empty()
&& date_options.empty()
&& symbol_list_options.empty()
&& vector_int_options.empty()))
output << ", ";
}
for (paired_num_options_t::const_iterator it = paired_num_options.begin();
it != paired_num_options.end();)
{
output << "\""<< it->first << "\": [" << it->second.first << " " << it->second.second << "]";
it++;
if (it != paired_num_options.end()
|| !(string_options.empty()
&& date_options.empty()
&& symbol_list_options.empty()
&& vector_int_options.empty()))
output << ", ";
}
for (string_options_t::const_iterator it = string_options.begin();
it != string_options.end();)
{
output << "\""<< it->first << "\": \"" << it->second << "\"";
it++;
if (it != string_options.end()
|| !(date_options.empty()
&& symbol_list_options.empty()
&& vector_int_options.empty()))
output << ", ";
}
for (date_options_t::const_iterator it = date_options.begin();
it != date_options.end();)
{
output << "\""<< it->first << "\": \"" << it->second << "\"";
it++;
if (it != date_options.end()
|| !(symbol_list_options.empty()
&& vector_int_options.empty()))
output << ", ";
}
for (symbol_list_options_t::const_iterator it = symbol_list_options.begin();
it != symbol_list_options.end(); it++)
{
output << "\""<< it->first << "\":";
it->second.writeJsonOutput(output);
it++;
if (it != symbol_list_options.end()
|| !vector_int_options.empty())
output << ", ";
}
for (vec_int_options_t::const_iterator it = vector_int_options.begin();
it != vector_int_options.end();)
{
output << "\""<< it->first << "\": [";
if (it->second.size() > 1)
{
for (vector<int>::const_iterator viit = it->second.begin();
viit != it->second.end();)
{
output << *viit;
viit++;
if (viit != it->second.end())
output << ", ";
}
}
else
output << it->second.front() << endl;
output << "]";
it++;
if (it != vector_int_options.end())
output << ", ";
}
output << "}";
}
void
OptionsList::clear()
{
@ -219,3 +334,14 @@ OptionsList::clear()
symbol_list_options.clear();
vector_int_options.clear();
}
int
OptionsList::getNumberOfOptions() const
{
return num_options.size()
+ paired_num_options.size()
+ string_options.size()
+ date_options.size()
+ symbol_list_options.size()
+ vector_int_options.size();
}

5
preprocessor/Statement.hh
View File

@ -141,6 +141,7 @@ public:
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const = 0;
virtual void writeCOutput(ostream &output, const string &basename);
virtual void writeJuliaOutput(ostream &output, const string &basename);
virtual void writeJsonOutput(ostream &output) const;
};
class NativeStatement : public Statement
@ -150,6 +151,7 @@ private:
public:
NativeStatement(const string &native_statement_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class VerbatimStatement : public Statement
@ -159,6 +161,7 @@ private:
public:
VerbatimStatement(const string &verbatim_statement_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class OptionsList
@ -176,8 +179,10 @@ public:
date_options_t date_options;
symbol_list_options_t symbol_list_options;
vec_int_options_t vector_int_options;
int getNumberOfOptions() const;
void writeOutput(ostream &output) const;
void writeOutput(ostream &output, const string &option_group) const;
void writeJsonOutput(ostream &output) const;
void clear();
};

381
preprocessor/StaticModel.cc
View File

@ -2412,3 +2412,384 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
paramsDerivsFile.close();
}
void
StaticModel::writeJsonOutput(ostream &output) const
{
writeJsonModelEquations(output, false);
}
void
StaticModel::writeJsonComputingPassOutput(ostream &output, bool writeDetails) const
{
ostringstream model_local_vars_output; // Used for storing model local vars
ostringstream model_output; // Used for storing model
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream third_derivatives_output; // Used for storing third order derivatives equations
deriv_node_temp_terms_t tef_terms;
temporary_terms_t temp_term_empty;
temporary_terms_t temp_term_union = temporary_terms_res;
temporary_terms_t temp_term_union_m_1;
string concat = "";
writeJsonModelLocalVariables(model_local_vars_output, tef_terms);
writeJsonTemporaryTerms(temporary_terms_res, temp_term_union_m_1, model_output, tef_terms, concat);
model_output << ", ";
writeJsonModelEquations(model_output, true);
int nrows = equations.size();
int JacobianColsNbr = symbol_table.endo_nbr();
int hessianColsNbr = JacobianColsNbr*JacobianColsNbr;
// Write Jacobian w.r. to endogenous only
temp_term_union_m_1 = temp_term_union;
temp_term_union.insert(temporary_terms_g1.begin(), temporary_terms_g1.end());
concat = "jacobian";
writeJsonTemporaryTerms(temp_term_union, temp_term_union_m_1, jacobian_output, tef_terms, concat);
jacobian_output << ", \"jacobian\": {"
<< " \"nrows\": " << nrows
<< ", \"ncols\": " << JacobianColsNbr
<< ", \"entries\": [";
for (first_derivatives_t::const_iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
{
if (it != first_derivatives.begin())
jacobian_output << ", ";
int eq = it->first.first;
int var = it->first.second;
int symb_id = getSymbIDByDerivID(var);
int col = symbol_table.getTypeSpecificID(symb_id);
expr_t d1 = it->second;
if (writeDetails)
jacobian_output << "{\"eq\": " << eq + 1
<< ", \"var\": \"" << symbol_table.getName(symb_id) << "\"";
else
jacobian_output << "{\"row\": " << eq + 1;
jacobian_output << ", \"col\": " << col + 1
<< ", \"val\": \"";
d1->writeJsonOutput(jacobian_output, temp_term_union, tef_terms);
jacobian_output << "\"}" << endl;
}
jacobian_output << "]}";
int g2ncols = symbol_table.endo_nbr() * symbol_table.endo_nbr();
// Write Hessian w.r. to endogenous only (only if 2nd order derivatives have been computed)
temp_term_union_m_1 = temp_term_union;
temp_term_union.insert(temporary_terms_g2.begin(), temporary_terms_g2.end());
concat = "hessian";
writeJsonTemporaryTerms(temp_term_union, temp_term_union_m_1, hessian_output, tef_terms, concat);
hessian_output << ", \"hessian\": {"
<< " \"nrows\": " << equations.size()
<< ", \"ncols\": " << g2ncols
<< ", \"entries\": [";
for (second_derivatives_t::const_iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
{
if (it != second_derivatives.begin())
hessian_output << ", ";
int eq = it->first.first;
int symb_id1 = getSymbIDByDerivID(it->first.second.first);
int symb_id2 = getSymbIDByDerivID(it->first.second.second);
expr_t d2 = it->second;
int tsid1 = symbol_table.getTypeSpecificID(symb_id1);
int tsid2 = symbol_table.getTypeSpecificID(symb_id2);
int col = tsid1*symbol_table.endo_nbr()+tsid2;
int col_sym = tsid2*symbol_table.endo_nbr()+tsid1;
if (writeDetails)
hessian_output << "{\"eq\": " << eq + 1
<< ", \"var1\": \"" << symbol_table.getName(symb_id1) << "\""
<< ", \"var2\": \"" << symbol_table.getName(symb_id2) << "\"";
else
hessian_output << "{\"row\": " << eq + 1;
hessian_output << ", \"col\": [" << col + 1;
if (symb_id1 != symb_id2)
hessian_output << ", " << col_sym + 1;
hessian_output << "]"
<< ", \"val\": \"";
d2->writeJsonOutput(hessian_output, temp_term_union, tef_terms);
hessian_output << "\"}" << endl;
}
hessian_output << "]}";
// Writing third derivatives
temp_term_union_m_1 = temp_term_union;
temp_term_union.insert(temporary_terms_g3.begin(), temporary_terms_g3.end());
concat = "third_derivatives";
writeJsonTemporaryTerms(temp_term_union, temp_term_union_m_1, third_derivatives_output, tef_terms, concat);
third_derivatives_output << ", \"third_derivative\": {"
<< " \"nrows\": " << equations.size()
<< ", \"ncols\": " << hessianColsNbr * JacobianColsNbr
<< ", \"entries\": [";
for (third_derivatives_t::const_iterator it = third_derivatives.begin();
it != third_derivatives.end(); it++)
{
if (it != third_derivatives.begin())
third_derivatives_output << ", ";
int eq = it->first.first;
int var1 = it->first.second.first;
int var2 = it->first.second.second.first;
int var3 = it->first.second.second.second;
expr_t d3 = it->second;
if (writeDetails)
third_derivatives_output << "{\"eq\": " << eq + 1
<< ", \"var1\": \"" << symbol_table.getName(getSymbIDByDerivID(var1)) << "\""
<< ", \"var2\": \"" << symbol_table.getName(getSymbIDByDerivID(var2)) << "\""
<< ", \"var3\": \"" << symbol_table.getName(getSymbIDByDerivID(var3)) << "\"";
else
third_derivatives_output << "{\"row\": " << eq + 1;
int id1 = getSymbIDByDerivID(var1);
int id2 = getSymbIDByDerivID(var2);
int id3 = getSymbIDByDerivID(var3);
set<int> cols;
cols.insert(id1 * hessianColsNbr + id2 * JacobianColsNbr + id3);
cols.insert(id1 * hessianColsNbr + id3 * JacobianColsNbr + id2);
cols.insert(id2 * hessianColsNbr + id1 * JacobianColsNbr + id3);
cols.insert(id2 * hessianColsNbr + id3 * JacobianColsNbr + id1);
cols.insert(id3 * hessianColsNbr + id1 * JacobianColsNbr + id2);
cols.insert(id3 * hessianColsNbr + id2 * JacobianColsNbr + id1);
third_derivatives_output << ", \"col\": [";
for (set<int>::iterator it2 = cols.begin(); it2 != cols.end(); it2++)
{
if (it2 != cols.begin())
third_derivatives_output << ", ";
third_derivatives_output << *it2 + 1;
}
third_derivatives_output << "]"
<< ", \"val\": \"";
d3->writeJsonOutput(third_derivatives_output, temp_term_union, tef_terms);
third_derivatives_output << "\"}" << endl;
}
third_derivatives_output << "]}";
if (writeDetails)
output << "\"static_model_derivative_details\": {";
else
output << "\"static_model_derivatives\": {";
output << model_local_vars_output.str()
<< ", " << model_output.str()
<< ", " << jacobian_output.str()
<< ", " << hessian_output.str()
<< ", " << third_derivatives_output.str()
<< "}";
}
void
StaticModel::writeJsonParamsDerivativesFile(ostream &output, bool writeDetails) const
{
if (!residuals_params_derivatives.size()
&& !residuals_params_second_derivatives.size()
&& !jacobian_params_derivatives.size()
&& !jacobian_params_second_derivatives.size()
&& !hessian_params_derivatives.size())
return;
ostringstream model_local_vars_output; // Used for storing model local vars
ostringstream model_output; // Used for storing model temp vars and equations
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream hessian1_output; // Used for storing Hessian equations
ostringstream third_derivs_output; // Used for storing third order derivatives equations
ostringstream third_derivs1_output; // Used for storing third order derivatives equations
deriv_node_temp_terms_t tef_terms;
writeJsonModelLocalVariables(model_local_vars_output, tef_terms);
temporary_terms_t temp_terms_empty;
string concat = "all";
writeJsonTemporaryTerms(params_derivs_temporary_terms, temp_terms_empty, model_output, tef_terms, concat);
jacobian_output << "\"deriv_wrt_params\": {"
<< " \"neqs\": " << equations.size()
<< ", \"nparamcols\": " << symbol_table.param_nbr()
<< ", \"entries\": [";
for (first_derivatives_t::const_iterator it = residuals_params_derivatives.begin();
it != residuals_params_derivatives.end(); it++)
{
if (it != residuals_params_derivatives.begin())
jacobian_output << ", ";
int eq = it->first.first;
int param = it->first.second;
expr_t d1 = it->second;
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
if (writeDetails)
jacobian_output << "{\"eq\": " << eq + 1
<< ", \"param\": \"" << symbol_table.getName(getSymbIDByDerivID(param)) << "\"";
else
jacobian_output << "{\"row\": " << eq + 1;
jacobian_output << ", \"param_col\": " << param_col
<< ", \"val\": \"";
d1->writeJsonOutput(jacobian_output, params_derivs_temporary_terms, tef_terms);
jacobian_output << "\"}" << endl;
}
jacobian_output << "]}";
hessian_output << "\"deriv_jacobian_wrt_params\": {"
<< " \"neqs\": " << equations.size()
<< ", \"nvarcols\": " << symbol_table.endo_nbr()
<< ", \"nparamcols\": " << symbol_table.param_nbr()
<< ", \"entries\": [";
for (second_derivatives_t::const_iterator it = jacobian_params_derivatives.begin();
it != jacobian_params_derivatives.end(); it++)
{
if (it != jacobian_params_derivatives.begin())
hessian_output << ", ";
int eq = it->first.first;
int var = it->first.second.first;
int param = it->first.second.second;
expr_t d2 = it->second;
int var_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var)) + 1;
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
if (writeDetails)
hessian_output << "{\"eq\": " << eq + 1
<< ", \"var\": \"" << symbol_table.getName(getSymbIDByDerivID(var)) << "\""
<< ", \"param\": \"" << symbol_table.getName(getSymbIDByDerivID(param)) << "\"";
else
hessian_output << "{\"row\": " << eq + 1;
hessian_output << ", \"var_col\": " << var_col
<< ", \"param_col\": " << param_col
<< ", \"val\": \"";
d2->writeJsonOutput(hessian_output, params_derivs_temporary_terms, tef_terms);
hessian_output << "\"}" << endl;
}
hessian_output << "]}";
hessian1_output << "\"second_deriv_residuals_wrt_params\": {"
<< " \"nrows\": " << equations.size()
<< ", \"nparam1cols\": " << symbol_table.param_nbr()
<< ", \"nparam2cols\": " << symbol_table.param_nbr()
<< ", \"entries\": [";
for (second_derivatives_t::const_iterator it = residuals_params_second_derivatives.begin();
it != residuals_params_second_derivatives.end(); ++it)
{
if (it != residuals_params_second_derivatives.begin())
hessian1_output << ", ";
int eq = it->first.first;
int param1 = it->first.second.first;
int param2 = it->first.second.second;
expr_t d2 = it->second;
int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
if (writeDetails)
hessian1_output << "{\"eq\": " << eq + 1
<< ", \"param1\": \"" << symbol_table.getName(getSymbIDByDerivID(param1)) << "\""
<< ", \"param2\": \"" << symbol_table.getName(getSymbIDByDerivID(param2)) << "\"";
else
hessian1_output << "{\"row\": " << eq + 1;
hessian1_output << ", \"param1_col\": " << param1_col
<< ", \"param2_col\": " << param2_col
<< ", \"val\": \"";
d2->writeJsonOutput(hessian1_output, params_derivs_temporary_terms, tef_terms);
hessian1_output << "\"}" << endl;
}
hessian1_output << "]}";
third_derivs_output << "\"second_deriv_jacobian_wrt_params\": {"
<< " \"neqs\": " << equations.size()
<< ", \"nvarcols\": " << symbol_table.endo_nbr()
<< ", \"nparam1cols\": " << symbol_table.param_nbr()
<< ", \"nparam2cols\": " << symbol_table.param_nbr()
<< ", \"entries\": [";
for (third_derivatives_t::const_iterator it = jacobian_params_second_derivatives.begin();
it != jacobian_params_second_derivatives.end(); ++it)
{
if (it != jacobian_params_second_derivatives.begin())
third_derivs_output << ", ";
int eq = it->first.first;
int var = it->first.second.first;
int param1 = it->first.second.second.first;
int param2 = it->first.second.second.second;
expr_t d2 = it->second;
int var_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var)) + 1;
int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
if (writeDetails)
third_derivs_output << "{\"eq\": " << eq + 1
<< ", \"var\": \"" << symbol_table.getName(var) << "\""
<< ", \"param1\": \"" << symbol_table.getName(getSymbIDByDerivID(param1)) << "\""
<< ", \"param2\": \"" << symbol_table.getName(getSymbIDByDerivID(param2)) << "\"";
else
third_derivs_output << "{\"row\": " << eq + 1;
third_derivs_output << ", \"var_col\": " << var_col
<< ", \"param1_col\": " << param1_col
<< ", \"param2_col\": " << param2_col
<< ", \"val\": \"";
d2->writeJsonOutput(third_derivs_output, params_derivs_temporary_terms, tef_terms);
third_derivs_output << "\"}" << endl;
}
third_derivs_output << "]}" << endl;
third_derivs1_output << "\"derivative_hessian_wrt_params\": {"
<< " \"neqs\": " << equations.size()
<< ", \"nvar1cols\": " << symbol_table.endo_nbr()
<< ", \"nvar2cols\": " << symbol_table.endo_nbr()
<< ", \"nparamcols\": " << symbol_table.param_nbr()
<< ", \"entries\": [";
for (third_derivatives_t::const_iterator it = hessian_params_derivatives.begin();
it != hessian_params_derivatives.end(); ++it)
{
if (it != hessian_params_derivatives.begin())
third_derivs1_output << ", ";
int eq = it->first.first;
int var1 = it->first.second.first;
int var2 = it->first.second.second.first;
int param = it->first.second.second.second;
expr_t d2 = it->second;
int var1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var1)) + 1;
int var2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var2)) + 1;
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
if (writeDetails)
third_derivs1_output << "{\"eq\": " << eq + 1
<< ", \"var1\": \"" << symbol_table.getName(getSymbIDByDerivID(var1)) << "\""
<< ", \"var2\": \"" << symbol_table.getName(getSymbIDByDerivID(var2)) << "\""
<< ", \"param1\": \"" << symbol_table.getName(getSymbIDByDerivID(param)) << "\"";
else
third_derivs1_output << "{\"row\": " << eq + 1;
third_derivs1_output << ", \"var1_col\": " << var1_col
<< ", \"var2_col\": " << var2_col
<< ", \"param_col\": " << param_col
<< ", \"val\": \"";
d2->writeJsonOutput(third_derivs1_output, params_derivs_temporary_terms, tef_terms);
third_derivs1_output << "\"}" << endl;
}
third_derivs1_output << "]}" << endl;
if (writeDetails)
output << "\"static_model_params_derivative_details\": {";
else
output << "\"static_model_params_derivatives\": {";
output << model_local_vars_output.str()
<< ", " << model_output.str()
<< ", " << jacobian_output.str()
<< ", " << hessian_output.str()
<< ", " << hessian1_output.str()
<< ", " << third_derivs_output.str()
<< ", " << third_derivs1_output.str()
<< "}";
}

9
preprocessor/StaticModel.hh
View File

@ -170,6 +170,15 @@ public:
//! Writes static model file
void writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll, bool julia) const;
//! Write JSON Output (used by PlannerObjectiveStatement)
void writeJsonOutput(ostream &output) const;
//! Write JSON representation of static model
void writeJsonComputingPassOutput(ostream &output, bool writeDetails) const;
//! Writes file containing static parameters derivatives
void writeJsonParamsDerivativesFile(ostream &output, bool writeDetails) const;
//! Writes file containing static parameters derivatives
void writeParamsDerivativesFile(const string &basename, bool julia) const;

14
preprocessor/SymbolList.cc
View File

@ -59,6 +59,20 @@ SymbolList::getSymbols() const
return symbols;
}
void
SymbolList::writeJsonOutput(ostream &output) const
{
output << "\"symbol_list\": [";
for (vector<string>::const_iterator it = symbols.begin();
it != symbols.end(); ++it)
{
if (it != symbols.begin())
output << ",";
output << "\"" << *it << "\"";
}
output << "]";
}
void
SymbolList::clear()
{

2
preprocessor/SymbolList.hh
View File

@ -41,6 +41,8 @@ public:
void writeOutput(const string &varname, ostream &output) const;
//! Output content in Matlab format without preceding varname of writeOutput
void write(ostream &output) const;
//! Write JSON output
void writeJsonOutput(ostream &output) const;
//! Clears all content
void clear();
//! Get a copy of the string vector

45
preprocessor/SymbolTable.cc
View File

@ -21,6 +21,7 @@
#include <sstream>
#include <iostream>
#include <cassert>
#include <boost/algorithm/string/replace.hpp>
#include "SymbolTable.hh"
@ -138,6 +139,17 @@ SymbolTable::freeze() throw (FrozenException)
}
}
void
SymbolTable::unfreeze()
{
frozen = false;
endo_ids.clear();
exo_ids.clear();
exo_det_ids.clear();
param_ids.clear();
type_specific_ids.clear();
}
void
SymbolTable::changeType(int id, SymbolType newtype) throw (UnknownSymbolIDException, FrozenException)
{
@ -1067,3 +1079,36 @@ SymbolTable::writeJuliaOutput(ostream &output) const throw (NotYetFrozenExceptio
output << " ]" << endl;
}
}
void
SymbolTable::writeJsonOutput(ostream &output) const
{
output << "\"endogenous\": ";
writeJsonVarVector(output, endo_ids);
output << ", \"exogenous\":";
writeJsonVarVector(output, exo_ids);
output << ", \"exogenous_deterministic\": ";
writeJsonVarVector(output, exo_det_ids);
output << ", \"parameters\": ";
writeJsonVarVector(output, param_ids);
}
void
SymbolTable::writeJsonVarVector(ostream &output, const vector<int> &varvec) const
{
output << "[";
for (size_t i = 0; i < varvec.size(); i++)
{
if (i != 0)
output << ", ";
output << "{"
<< "\"name\":\"" << getName(varvec[i]) << "\", "
<< "\"texName\":\"" << boost::replace_all_copy(getTeXName(varvec[i]), "\\", "\\\\") << "\", "
<< "\"longName\":\"" << boost::replace_all_copy(getLongName(varvec[i]), "\\", "\\\\") << "\"}"
<< endl;
}
output << "]" << endl;
}

8
preprocessor/SymbolTable.hh
View File

@ -224,7 +224,8 @@ private:
int addLagAuxiliaryVarInternal(bool endo, int orig_symb_id, int orig_lead_lag, expr_t arg) throw (FrozenException);
//! Factorized code for adding aux lead variables
int addLeadAuxiliaryVarInternal(bool endo, int index, expr_t arg) throw (FrozenException);
//! Factorized code for Json writing
void writeJsonVarVector(ostream &output, const vector<int> &varvec) const;
public:
//! Add a symbol
/*! Returns the symbol ID */
@ -317,6 +318,9 @@ public:
int getID(SymbolType type, int tsid) const throw (UnknownTypeSpecificIDException, NotYetFrozenException);
//! Freeze symbol table
void freeze() throw (FrozenException);
//! unreeze symbol table
//! Used after having written JSON files
void unfreeze();
//! Change the type of a symbol
void changeType(int id, SymbolType newtype) throw (UnknownSymbolIDException, FrozenException);
//! Get type specific ID (by symbol ID)
@ -337,6 +341,8 @@ public:
inline int orig_endo_nbr() const throw (NotYetFrozenException);
//! Write output of this class
void writeOutput(ostream &output) const throw (NotYetFrozenException);
//! Write JSON Output
void writeJsonOutput(ostream &output) const;
//! Write Julia output of this class
void writeJuliaOutput(ostream &output) const throw (NotYetFrozenException);
//! Write C output of this class

1
tests/.gitignore vendored
View File

@ -12,6 +12,7 @@
*.prn
*_simul
*-macroexp.mod
*.json
wsOct
/run_test_octave_output.txt

8
tests/Makefile.am
View File

@ -28,6 +28,7 @@ MODFILES = \
estimation/fs2000_MCMC_jumping_covariance.mod \
ms-sbvar/test_ms_variances_repeated_runs.mod \
fs2000/fs2000.mod \
ls2003/ls2003_hessian_zero.mod \
ep/rbc.mod \
exogenous-observed-variables/preprocessor.mod \
estimation/fs2000_with_weibull_prior.mod \
@ -725,6 +726,7 @@ EXTRA_DIST = \
read_trs_files.sh \
run_test_matlab.m \
run_test_octave.m \
load_octave_packages.m \
$(MODFILES) \
$(XFAIL_MODFILES) \
$(MFILES) \
@ -915,7 +917,11 @@ clean-local:
$(patsubst %.trs, %.log, $(M_TRS_FILES)) \
$(patsubst %.trs, %.log, $(M_XFAIL_TRS_FILES)) \
$(patsubst %.trs, %.log, $(O_TRS_FILES)) \
$(patsubst %.trs, %.log, $(O_XFAIL_TRS_FILES))
$(patsubst %.trs, %.log, $(O_XFAIL_TRS_FILES)) \
$(patsubst %.trs, %.json, $(M_TRS_FILES)) \
$(patsubst %.trs, %.json, $(M_XFAIL_TRS_FILES)) \
$(patsubst %.trs, %.json, $(O_TRS_FILES)) \
$(patsubst %.trs, %.json, $(O_XFAIL_TRS_FILES))
rm -f $(patsubst %.mod, %.m, $(MODFILES)) \
$(patsubst %.mod, %_static.*, $(MODFILES)) \

44
tests/ls2003/ls2003_hessian_zero.mod Normal file
View File

@ -0,0 +1,44 @@
//test whether Dynare correctly reverts to linear approximation if 0 Hessian is detected
var y y_s R pie dq pie_s de A y_obs pie_obs R_obs;
varexo e_R e_q e_ys e_pies e_A;
parameters psi1 psi2 psi3 rho_R tau alpha rr k rho_q rho_A rho_ys rho_pies;
psi1 = 1.54;
psi2 = 0.25;
psi3 = 0.25;
rho_R = 0.5;
alpha = 0.3;
rr = 2.51;
k = 0.5;
tau = 0.5;
rho_q = 0.4;
rho_A = 0.2;
rho_ys = 0.9;
rho_pies = 0.7;
model;
y = y(+1) - (tau +alpha*(2-alpha)*(1-tau))*(R-pie(+1))-alpha*(tau +alpha*(2-alpha)*(1-tau))*dq(+1) + alpha*(2-alpha)*((1-tau)/tau)*(y_s-y_s(+1))-A(+1);
pie = exp(-rr/400)*pie(+1)+alpha*exp(-rr/400)*dq(+1)-alpha*dq+(k/(tau+alpha*(2-alpha)*(1-tau)))*y+alpha*(2-alpha)*(1-tau)/(tau*(tau+alpha*(2-alpha)*(1-tau)))*y_s;
pie = de+(1-alpha)*dq+pie_s;
R = rho_R*R(-1)+(1-rho_R)*(psi1*pie+psi2*(y+alpha*(2-alpha)*((1-tau)/tau)*y_s)+psi3*de)+e_R;
dq = rho_q*dq(-1)+e_q;
y_s = rho_ys*y_s(-1)+e_ys;
pie_s = rho_pies*pie_s(-1)+e_pies;
A = rho_A*A(-1)+e_A;
y_obs = y-y(-1)+A;
pie_obs = 4*pie;
R_obs = 4*R;
end;
shocks;
var e_R = 1.25^2;
var e_q = 2.5^2;
var e_A = 1.89;
var e_ys = 1.89;
var e_pies = 1.89;
end;
stoch_simul(order=2);

1
tests/run_test_octave.m
View File

@ -25,7 +25,6 @@
top_test_dir = getenv('TOP_TEST_DIR');
addpath(top_test_dir);
addpath('.'); % workaround for bug in Octave 4.2.0-rc2: https://savannah.gnu.org/bugs/?49334
addpath([top_test_dir filesep '..' filesep 'matlab']);
## Test Dynare Version