- adds new files: Evaluate.cc and Evaluate.hh to bytecode

mex/sources/bytecode/Evaluate.hh

@@ -0,0 +1,97 @@
+/*
+ * Copyright (C) 2007-2012 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef EVALUATE_HH_INCLUDED
+#define EVALUATE_HH_INCLUDED
+
+#include <stack>
+#include <vector>
+#include <string>
+#include <cmath>
+#define BYTE_CODE
+#include "CodeInterpreter.hh"
+#ifdef LINBCG
+# include "linbcg.hh"
+#endif
+#ifndef DEBUG_EX
+# include <dynmex.h>
+#else
+# include "mex_interface.hh"
+#endif
+#include "ErrorHandling.hh"
+
+#define pow_ pow
+
+class Evaluate : public ErrorMsg
+{
+private:
+  unsigned int EQN_dvar1, EQN_dvar2, EQN_dvar3;
+  int EQN_lag1, EQN_lag2, EQN_lag3;
+protected:
+  mxArray *GlobalTemporaryTerms;
+  it_code_type start_code, end_code;
+  double pow1(double a, double b);
+  double divide(double a, double b);
+  double log1(double a);
+  double log10_1(double a);
+  void evaluate_over_periods(const bool forward);
+  void solve_simple_one_periods();
+  void solve_simple_over_periods(const bool forward);
+  void compute_block_time(const int Per_u_, const bool evaluate, const bool no_derivatives);
+  code_liste_type code_liste;
+  it_code_type it_code;
+  int Block_Count, Per_u_, Per_y_;
+  int it_;
+  int maxit_, size_of_direction;
+  double *direction;
+  double solve_tolf;
+  bool GaussSeidel;
+  map<pair<pair<int, int>, int>, int> IM_i;
+  int equation, derivative_equation, derivative_variable;
+  string filename;
+  int stack_solve_algo, solve_algo;
+  bool global_temporary_terms;
+  bool print, print_error;
+  double res1, res2, max_res;
+  int max_res_idx;
+  vector<Block_contain_type> Block_Contain;
+
+  int size;
+  int  *index_vara;
+
+  bool print_it, forward;
+  int minimal_solving_periods;
+  int type, block_num, symbol_table_endo_nbr, Block_List_Max_Lag, Block_List_Max_Lead, u_count_int, block;
+  string file_name, bin_base_name;
+  bool Gaussian_Elimination, is_linear;
+public:
+  bool steady_state;
+  Evaluate();
+  Evaluate(const int y_size_arg, const int y_kmin_arg, const int y_kmax_arg, const bool print_it_arg, const bool steady_state_arg, const int periods_arg, const int minimal_solving_periods_arg);
+  //typedef  void (Interpreter::*InterfpreterMemFn)(const int block_num, const int size, const bool steady_state, int it);
+  void set_block(const int size_arg, const int type_arg, string file_name_arg, string bin_base_name_arg, const int block_num_arg,
+          const bool is_linear_arg, const int symbol_table_endo_nbr_arg, const int Block_List_Max_Lag_arg, const int Block_List_Max_Lead_arg, const int u_count_int_arg, const int block_arg);
+  void evaluate_complete(const bool no_derivatives);
+  bool compute_complete(const bool no_derivatives, double &res1, double &res2, double &max_res, int &max_res_idx);
+  void compute_complete_2b(const bool no_derivatives, double *_res1, double *_res2, double *_max_res, int *_max_res_idx);
+
+  bool compute_complete(double lambda, double *crit);
+};
+
+#endif

preprocessor/DynamicModel.cc

@@ -3715,6 +3715,19 @@ DynamicModel::testTrendDerivativesEqualToZero(const eval_context_t &eval_context
         }
 }
 
+void
+DynamicModel::print_trend_vars()
+{
+  for (trend_symbols_map_t::const_iterator it = nonstationary_symbols_map.begin();
+       it != nonstationary_symbols_map.end(); it++)
+       {
+         cout << "it->first:" << symbol_table.getName(it->first) << " ";
+         it->second->print_deflator();
+         cout << endl;
+       }
+    
+}
+
 void
 DynamicModel::writeParamsDerivativesFile(const string &basename) const
 {

preprocessor/DynamicModel.hh

@@ -230,6 +230,7 @@ public:
   virtual int getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException);
   virtual int getDynJacobianCol(int deriv_id) const throw (UnknownDerivIDException);
   virtual void addAllParamDerivId(set<int> &deriv_id_set);
+  void print_trend_vars();
 
   //! Returns true indicating that this is a dynamic model
   virtual bool

preprocessor/ExprNode.cc

@@ -175,6 +175,64 @@ ExprNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output
   // Nothing to do
 }
 
+void
+ExprNode::print_deflator()
+{
+  
+}
+
+
+void
+VariableNode::print_deflator()
+{
+  cout << datatree.symbol_table.getName(symb_id);
+}
+
+
+void
+UnaryOpNode::print_deflator()
+{
+  arg->print_deflator();
+}
+
+void
+BinaryOpNode::print_deflator()
+{
+  arg1->print_deflator();
+  arg2->print_deflator();
+}
+
+
+void
+TrinaryOpNode::print_deflator()
+{
+  arg1->print_deflator();
+  arg2->print_deflator();
+  arg3->print_deflator();
+}
+
+
+void
+ExternalFunctionNode::print_deflator()
+{
+  
+}
+
+
+void
+FirstDerivExternalFunctionNode::print_deflator()
+{
+  
+}
+
+
+void
+SecondDerivExternalFunctionNode::print_deflator()
+{
+  
+}
+
+
 void
 ExprNode::compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
                                         bool lhs_rhs, const temporary_terms_t &temporary_terms,
@@ -297,6 +355,12 @@ NumConstNode::collectTemporary_terms(const temporary_terms_t &temporary_terms, t
     temporary_terms_inuse.insert(idx);
 }
 
+void
+NumConstNode::print_deflator()
+{
+
+}
+
 void
 NumConstNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
                           const temporary_terms_t &temporary_terms,

preprocessor/ExprNode.hh

@@ -284,6 +284,7 @@ public:
   //! Returns the relative period of the most forward term in this expression
   /*! A negative value means that the expression contains only lagged variables */
   virtual int maxLead() const = 0;
+  virtual void print_deflator();
 
   //! Returns a new expression where all the leads/lags have been shifted backwards by the same amount
   /*!
@@ -455,6 +456,7 @@ public:
   virtual expr_t detrend(int symb_id, expr_t trend) const;
   virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const;
   virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
+  virtual void print_deflator();
 };
 
 //! Symbol or variable node
@@ -483,6 +485,7 @@ public:
   virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
   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, deriv_node_temp_terms_t &tef_terms) const;
   virtual expr_t toStatic(DataTree &static_datatree) const;
+  virtual void print_deflator();
   SymbolType
   get_type() const
   {
@@ -554,6 +557,7 @@ public:
   virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
   static double eval_opcode(UnaryOpcode op_code, double v) throw (EvalException, EvalExternalFunctionException);
   virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
+  virtual void print_deflator();
   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, deriv_node_temp_terms_t &tef_terms) const;
   //! Returns operand
   expr_t
@@ -633,6 +637,7 @@ public:
   virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
   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, deriv_node_temp_terms_t &tef_terms) const;
   virtual expr_t Compute_RHS(expr_t arg1, expr_t arg2, int op, int op_type) const;
+  virtual void print_deflator();
   //! Returns first operand
   expr_t
   get_arg1() const
@@ -733,6 +738,7 @@ public:
   virtual int maxEndoLag() const;
   virtual int maxExoLag() const;
   virtual int maxLead() const;
+  virtual void print_deflator();
   virtual expr_t decreaseLeadsLags(int n) const;
   virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
   //! Creates another TrinaryOpNode with the same opcode, but with a possibly different datatree and arguments
@@ -797,6 +803,7 @@ public:
                                                 bool lhs_rhs, const temporary_terms_t &temporary_terms,
                                                 const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
                                                 deriv_node_temp_terms_t &tef_terms) const;
+  virtual void print_deflator();
 
   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, deriv_node_temp_terms_t &tef_terms) const;
   virtual expr_t toStatic(DataTree &static_datatree) const;
@@ -855,6 +862,7 @@ public:
                                              bool lhs_rhs, const temporary_terms_t &temporary_terms,
                                              const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
                                              deriv_node_temp_terms_t &tef_terms) const;
+  virtual void print_deflator();
 };
 
 class SecondDerivExternalFunctionNode : public ExternalFunctionNode
@@ -880,6 +888,7 @@ 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 print_deflator();
 };
 
 #endif

preprocessor/ModFile.cc

@@ -107,6 +107,7 @@ ModFile::addStatementAtFront(Statement *st)
 void
 ModFile::checkPass()
 {
+  dynamic_model.print_trend_vars();
   for (vector<Statement *>::iterator it = statements.begin();
        it != statements.end(); it++)
     (*it)->checkPass(mod_file_struct, warnings);
@@ -374,8 +375,8 @@ ModFile::computingPass(bool no_tmp_terms)
   // Mod file may have no equation (for example in a standalone BVAR estimation)
   if (dynamic_model.equation_number() > 0)
     {
-      if (nonstationary_variables)
+      /*if (nonstationary_variables)
-        trend_dynamic_model.runTrendTest(global_eval_context);
+        trend_dynamic_model.runTrendTest(global_eval_context);*/
 
       // Compute static model and its derivatives
       dynamic_model.toStatic(static_model);

preprocessor/ModelTree.cc

@@ -1002,14 +1002,21 @@ ModelTree::computeJacobian(const set<int> &vars)
 {
   for (set<int>::const_iterator it = vars.begin();
        it != vars.end(); it++)
-    for (int eq = 0; eq < (int) equations.size(); eq++)
+    {
-      {
+        int prev_deriv = NNZDerivatives[0];
-        expr_t d1 = equations[eq]->getDerivative(*it);
+        for (int eq = 0; eq < (int) equations.size(); eq++)
-        if (d1 == Zero)
+          {
-          continue;
+            expr_t d1 = equations[eq]->getDerivative(*it);
-        first_derivatives[make_pair(eq, *it)] = d1;
+            if (d1 == Zero)
-        ++NNZDerivatives[0];
+              continue;
-      }
+            first_derivatives[make_pair(eq, *it)] = d1;
+            ++NNZDerivatives[0];
+          } 
+        if (NNZDerivatives[0] == prev_deriv)
+          {
+            cout << "the derivatives w.r. to "  << symbol_table.getName(*it) << " is always equal to 0\n";
+          }
+    }
 }
 
 void

tests/conditional_forecasts/fs2000_cal.mod

@@ -13,6 +13,7 @@ rho = 0.7;
 psi = 0.787;
 del = 0.02;
 
+//model(block, bytecode);
 model;
 dA = exp(gam+e_a);
 log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
@@ -56,19 +57,39 @@ steady;
 
 check;
 
-stoch_simul(irf=0);
+//stoch_simul(irf=0);
 
 conditional_forecast_paths;
+var gp_obs;
+periods 1 2:5;
+//values  0.05;
+//values  0.98 1.00797;
+values  0.98 0.99;
+//expectation perfect_foresight;
 var gy_obs;
 periods  1  2  3:5;
-values   0.01 -0.02 0;
+//values   0.01 -0.02 0;
-var gp_obs;
+//values   0.85 0.85 0.95;
-periods 1:5;
+values   0.95 0.95 0.99;
-values  0.05;
+//expectation perfect_foresight;
 end;
 
-conditional_forecast(parameter_set=calibration, controlled_varexo=(e_a,e_m));
+options_.stack_solve_algo = 0;
+options_.maxit_ = 50;
 
-if ~(exist('OCTAVE_VERSION') && octave_ver_less_than('3.4.0'))
+conditional_forecast(parameter_set=calibration, controlled_varexo=(e_m,e_a), simulation_type = deterministic);
-plot_conditional_forecast(periods=10) gy_obs gp_obs;
+
-end
+/*shocks;
+var e_a;
+periods 1 2 3 4 5;
+values -0.0109 -0.0122 -0.0137 -0.0154 -0.0173;
+var e_m;
+periods 1 2 3 4 5;
+values -0.1242 -0.0386 -0.0392 -0.0398 -0.0405;
+end;
+simul(periods=40);*/
+rplot gy_obs;
+rplot gp_obs;
+//if ~(exist('OCTAVE_VERSION') && octave_ver_less_than('3.4.0'))
+//plot_conditional_forecast(periods=10) gy_obs gp_obs;
+//end