/* * Copyright © 2006-2011 Ondra Kamenik * Copyright © 2019 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 . */ #include "parser/cc/parser_exception.hh" #include "parser/cc/location.hh" #include "utils/cc/exception.hh" #include "dynare_model.hh" #include "dynare_exception.hh" #include "planner_builder.hh" #include "forw_subst_builder.hh" #include #include #include #include #include #include #include using namespace ogdyn; ParsedMatrix::ParsedMatrix(const ogp::MatrixParser &mp) : TwoDMatrix(mp.nrows(), mp.ncols()) { zeros(); for (ogp::MPIterator it = mp.begin(); it != mp.end(); ++it) get(it.row(), it.col()) = *it; } DynareModel::DynareModel() : atoms(), eqs(atoms) { } DynareModel::DynareModel(const DynareModel &dm) : atoms(dm.atoms), eqs(dm.eqs, atoms), order(dm.order), t_plobjective(dm.t_plobjective), t_pldiscount(dm.t_pldiscount) { if (dm.param_vals) param_vals = std::make_unique(const_cast(*dm.param_vals)); if (dm.init_vals) init_vals = std::make_unique(const_cast(*dm.init_vals)); if (dm.vcov_mat) vcov_mat = std::make_unique(const_cast(*dm.vcov_mat)); if (dm.old_atoms) old_atoms = std::make_unique(static_cast(*dm.old_atoms)); if (dm.atom_substs) atom_substs = std::make_unique(*dm.atom_substs, *old_atoms, atoms); if (dm.pbuilder) pbuilder = std::make_unique(*dm.pbuilder, *this); if (dm.fbuilder) fbuilder = std::make_unique(*dm.fbuilder, *this); } const PlannerInfo * DynareModel::get_planner_info() const { if (pbuilder) return &(pbuilder->get_info()); return nullptr; } const ForwSubstInfo * DynareModel::get_forw_subst_info() const { if (fbuilder) return &(fbuilder->get_info()); return nullptr; } const ogp::SubstInfo * DynareModel::get_subst_info() const { if (atom_substs) return &(atom_substs->get_info()); return nullptr; } void DynareModel::setInitOuter(const Vector &x) { if (x.length() != atoms.ny()) throw DynareException(__FILE__, __LINE__, "Wrong length of vector in DynareModel::setInitOuter"); for (int i = 0; i < atoms.ny(); i++) (*init_vals)[i] = x[atoms.y2outer_endo()[i]]; } void DynareModel::print() const { std::cout << "all atoms:\n"; atoms.print(); std::cout << "formulas:\n"; DebugOperationFormatter dof(*this); for (int i = 0; i < eqs.nformulas(); i++) { int tf = eqs.formula(i); std::cout << "formula " << tf << "%d:\n"; eqs.getTree().print_operation_tree(tf, std::cout, dof); } } void DynareModel::dump_model(std::ostream &os) const { // endogenous variable declaration os << "var"; for (auto i : atoms.get_endovars()) os << " " << i; os << ";\n\n"; // exogenous variables os << "varexo"; for (auto i : atoms.get_exovars()) os << " " << i; os << ";\n\n"; // parameters os << "parameters"; for (auto i : atoms.get_params()) os << " " << i; os << ";\n\n"; // parameter values os.precision(16); for (int i = 0; i < static_cast(atoms.get_params().size()); i++) os << atoms.get_params()[i] << "=" << getParams()[i] << ";\n"; os << "\n\n"; // model section ogp::OperationStringConvertor osc(atoms, getParser().getTree()); os << "model;\n"; for (int i = 0; i < getParser().nformulas(); i++) { os << "// Equation " << i << "\n0 = "; int t = getParser().formula(i); os << osc.convert(getParser().getTree().operation(t), t); os << ";\n"; } os << "end;\n"; // initval as steady state os << "initval;\n"; for (int i = 0; i < static_cast(atoms.get_endovars().size()); i++) os << atoms.get_endovars()[atoms.y2outer_endo()[i]] << "=" << getInit()[i] << ";\n"; os << "end;\n"; } void DynareModel::add_name(std::string name, int flag) { if (flag == 1) // endogenous atoms.register_uniq_endo(name); else if (flag == 2) // exogenous atoms.register_uniq_exo(name); else if (flag == 3) // parameter atoms.register_uniq_param(name); else throw DynareException(__FILE__, __LINE__, "Unrecognized flag value."); } void DynareModel::check_model() const { if (order == -1) throw DynareException(__FILE__, __LINE__, "Order of approximation not set in DynareModel::check_model"); if (atoms.ny() != eqs.nformulas()) throw DynareException(__FILE__, __LINE__, "Model has " + std::to_string(eqs.nformulas()) + " equations for " + std::to_string(atoms.ny()) + " endogenous variables"); /* check whether all nulary terms of all formulas in eqs are either constant or assigned to a name */ for (int i = 0; i < eqs.nformulas(); i++) { int ft = eqs.formula(i); const unordered_set &nuls = eqs.nulary_of_term(ft); for (int nul : nuls) if (!atoms.is_constant(nul) && !atoms.is_named_atom(nul)) throw DynareException(__FILE__, __LINE__, "Dangling nulary term found, internal error."); } int mlag, mlead; atoms.exovarspan(mlead, mlag); if (atoms.nexo() > 0 && (mlead != 0 || mlag != 0)) throw DynareException(__FILE__, __LINE__, "The model contains occurrences of lagged/leaded exogenous variables"); atoms.endovarspan(mlead, mlag); if (mlead > 1 || mlag < -1) throw DynareException(__FILE__, __LINE__, "The model contains occurrences of too lagged/leaded endogenous variables"); // check the dimension of vcov matrix if (getAtoms().nexo() != getVcov().nrows()) throw DynareException(__FILE__, __LINE__, "Dimension of VCOV matrix does not correspond to the shocks"); } int DynareModel::variable_shift(int t, int tshift) { const string &name = atoms.name(t); if (atoms.is_type(name, DynareDynamicAtoms::atype::param) || atoms.is_constant(t)) throw DynareException(__FILE__, __LINE__, "The tree index is not a variable in DynareModel::variable_shift"); int ll = atoms.lead(t) + tshift; int res = atoms.index(name, ll); if (res == -1) res = eqs.add_nulary(name + '(' + std::to_string(ll) + ')'); return res; } void DynareModel::variable_shift_map(const unordered_set &a_set, int tshift, map &s_map) { s_map.clear(); for (int t : a_set) // make shift map only for non-constants and non-parameters if (!atoms.is_constant(t)) { const string &name = atoms.name(t); if (atoms.is_type(name, DynareDynamicAtoms::atype::endovar) || atoms.is_type(name, DynareDynamicAtoms::atype::exovar)) { int tt = variable_shift(t, tshift); s_map.emplace(t, tt); } } } void DynareModel::termspan(int t, int &mlead, int &mlag) const { mlead = std::numeric_limits::min(); mlag = std::numeric_limits::max(); const unordered_set &nul_terms = eqs.nulary_of_term(t); for (int nul_term : nul_terms) { if (!atoms.is_constant(nul_term) && (atoms.is_type(atoms.name(nul_term), DynareDynamicAtoms::atype::endovar) || atoms.is_type(atoms.name(nul_term), DynareDynamicAtoms::atype::exovar))) { int ll = atoms.lead(nul_term); mlag = std::min(ll, mlag); mlead = std::max(ll, mlead); } } } bool DynareModel::is_constant_term(int t) const { const unordered_set &nul_terms = eqs.nulary_of_term(t); for (int nul_term : nul_terms) if (!atoms.is_constant(nul_term) && !atoms.is_type(atoms.name(nul_term), DynareDynamicAtoms::atype::param)) return false; return true; } unordered_set DynareModel::get_nonlinear_subterms(int t) const { NLSelector nls(*this); return eqs.getTree().select_terms(t, nls); } void DynareModel::substitute_atom_for_term(const string &name, int ll, int t) { /* if the term t is itself a named atom (parameter, exo, endo), then we have to unassign it first */ if (atoms.is_named_atom(t)) atoms.unassign_variable(atoms.name(t), atoms.lead(t), t); /* assign allocated tree index for the term now to name(ll) */ atoms.assign_variable(name, ll, t); // make operation t nulary in operation tree eqs.nularify(t); } void DynareModel::final_job() { if (t_plobjective != -1 && t_pldiscount != -1) { /* at this moment include all equations and all variables; in future we will exclude purely exogenous processes; TODO */ PlannerBuilder::Tvarset vset; for (int i = 0; i < atoms.ny(); i++) vset.insert(atoms.get_endovars()[i]); PlannerBuilder::Teqset eset; for (int i = 0; i < eqs.nformulas(); i++) eset.push_back(i); // construct the planner builder, this adds a lot of stuff to the model pbuilder = std::make_unique(*this, vset, eset); } // construct ForwSubstBuilder fbuilder = std::make_unique(*this); // call parsing_finished (this will define an outer ordering of all variables) atoms.parsing_finished(ogp::VarOrdering::bfspbfpb); // make a copy of atoms and name it old_atoms old_atoms = std::make_unique(atoms); // construct empty substitutions from old_atoms to atoms atom_substs = std::make_unique(*old_atoms, atoms); /* do the actual substitution, it will also call parsing_finished for atoms which creates internal orderings */ atoms.substituteAllLagsAndExo1Leads(eqs, *atom_substs); } extern ogp::location_type dynglob_lloc; DynareParser::DynareParser(const string &stream, int ord) : DynareModel(), pa_atoms(), paramset(pa_atoms), ia_atoms(), initval(ia_atoms), vcov(), model_beg(0), model_end(-1), paramset_beg(0), paramset_end(-1), initval_beg(0), initval_end(-1), vcov_beg(0), vcov_end(-1), order_beg(0), order_end(-1), plobjective_beg(0), plobjective_end(-1), pldiscount_beg(0), pldiscount_end(-1) { // global parse try { parse_glob(stream); } catch (const ogp::ParserException &e) { throw ogp::ParserException(e, dynglob_lloc.off); } // setting parameters parse try { if (paramset_end > paramset_beg) paramset.parse(stream.substr(paramset_beg, paramset_end-paramset_beg)); } catch (const ogp::ParserException &e) { throw ogp::ParserException(e, paramset_beg); } // model parse try { if (model_end > model_beg) eqs.parse(stream.substr(model_beg, model_end-model_beg)); else throw ogp::ParserException("Model section not found.", 0); } catch (const ogp::ParserException &e) { throw ogp::ParserException(e, model_beg); } // initval setting parse try { if (initval_end > initval_beg) initval.parse(stream.substr(initval_beg, initval_end-initval_beg)); } catch (const ogp::ParserException &e) { throw ogp::ParserException(e, initval_beg); } // vcov parse try { if (vcov_end > vcov_beg) vcov.parse(stream.substr(vcov_beg, vcov_end-vcov_beg)); } catch (const ogp::ParserException &e) { throw ogp::ParserException(e, vcov_beg); } // planner objective parse try { if (plobjective_end > plobjective_beg) { eqs.parse(stream.substr(plobjective_beg, plobjective_end-plobjective_beg)); t_plobjective = eqs.pop_last_formula(); } } catch (const ogp::ParserException &e) { throw ogp::ParserException(e, plobjective_beg); } // planner discount parse try { if (pldiscount_end > pldiscount_beg) t_pldiscount = parse_pldiscount(stream.substr(pldiscount_beg, pldiscount_end - pldiscount_beg)); } catch (const ogp::ParserException &e) { throw ogp::ParserException(e, pldiscount_beg); } // order parse try { if (order_end > order_beg) order = parse_order(stream.substr(order_beg, order_end - order_beg)); } catch (const ogp::ParserException &e) { throw ogp::ParserException(e, order_beg); } // check the overridden order if (ord != -1) order = ord; // end parsing job, add planner's FOCs, make substitutions DynareModel::final_job(); // calculate parameters calc_params(); // calculate initial values calc_init(); if (vcov_end > vcov_beg) vcov_mat = std::make_unique(vcov); else { // vcov has not been asserted, set it to unit matrix vcov_mat = std::make_unique(atoms.nexo(), atoms.nexo()); vcov_mat->unit(); } // check the model check_model(); // differentiate if (order >= 1) eqs.differentiate(order); } DynareParser::DynareParser(const DynareParser &dp) : DynareModel(dp), pa_atoms(dp.pa_atoms), paramset(dp.paramset, pa_atoms), ia_atoms(dp.ia_atoms), initval(dp.initval, ia_atoms), vcov(dp.vcov), model_beg(dp.model_beg), model_end(dp.model_end), paramset_beg(dp.paramset_beg), paramset_end(dp.paramset_end), initval_beg(dp.initval_beg), initval_end(dp.initval_end), vcov_beg(dp.vcov_beg), vcov_end(dp.vcov_end), order_beg(dp.order_beg), order_end(dp.order_end), plobjective_beg(dp.plobjective_beg), plobjective_end(dp.plobjective_end), pldiscount_beg(dp.pldiscount_beg), pldiscount_end(dp.pldiscount_end) { } void DynareParser::add_name(string name, int flag) { DynareModel::add_name(name, flag); // register with static atoms used for atom assignements if (flag == 1) // endogenous ia_atoms.register_name(std::move(name)); else if (flag == 2) // exogenous ia_atoms.register_name(std::move(name)); else if (flag == 3) { // parameter pa_atoms.register_name(name); ia_atoms.register_name(std::move(name)); } else throw DynareException(__FILE__, __LINE__, "Unrecognized flag value."); } void DynareParser::error(string mes) { // throwing zero offset since this exception will be caugth at constructor throw ogp::ParserException(std::move(mes), 0); } void DynareParser::print() const { DynareModel::print(); std::cout << "parameter atoms:\n"; paramset.print(); std::cout << "initval atoms:\n"; initval.print(); std::cout << "model position: " << model_beg << ' ' << model_end << '\n' << "paramset position: " << paramset_beg << ' ' << paramset_end << '\n' << "initval position: " << initval_beg << ' ' << initval_end << '\n'; } /* A global symbol for passing info to the DynareParser from parser. */ DynareParser *dynare_parser; /* The declarations of functions defined in dynglob_ll.cc and dynglob_tab.cc generated from dynglob.lex and dynglob.y */ void *dynglob__scan_string(const char *); void dynglob__destroy_buffer(void *); void dynglob_parse(); extern ogp::location_type dynglob_lloc; void DynareParser::parse_glob(const string &stream) { void *p = dynglob__scan_string(stream.c_str()); dynare_parser = this; dynglob_parse(); dynglob__destroy_buffer(p); } int DynareParser::parse_order(const string &str) { return std::stoi(str); } int DynareParser::parse_pldiscount(const string &str) { if (!atoms.is_type(str, DynareDynamicAtoms::atype::param)) throw ogp::ParserException(std::string{"Name "} + str + " is not a parameter", 0); int t = atoms.index(str, 0); if (t == -1) t = eqs.add_nulary(str); return t; } void DynareParser::calc_params() { param_vals = std::make_unique(atoms.np()); ogp::AtomAsgnEvaluator aae(paramset); aae.eval(); for (int i = 0; i < atoms.np(); i++) (*param_vals)[i] = aae.get_value(atoms.get_params()[i]); for (unsigned int i = 0; i < atoms.get_params().size(); i++) if (!std::isfinite((*param_vals)[i])) std::cout << "dynare++: warning: value for parameter " << atoms.get_params()[i] << " is not finite\n"; } void DynareParser::calc_init() { // update initval atoms assignings according to substitutions if (atom_substs) initval.apply_subst(atom_substs->get_old2new()); // calculate the vector of initial values init_vals = std::make_unique(atoms.ny()); ogp::AtomAsgnEvaluator aae(initval); // set parameters for (int ip = 0; ip < atoms.np(); ip++) aae.set_user_value(atoms.get_params()[ip], (*param_vals)[ip]); // set exogenous to zeros for (int ie = 0; ie < atoms.nexo(); ie++) aae.set_user_value(atoms.get_exovars()[ie], 0.0); // evaluate aae.eval(); // set results to internally ordered vector init_vals for (int outer = 0; outer < atoms.ny(); outer++) { int i = atoms.outer2y_endo()[outer]; (*init_vals)[i] = aae.get_value(atoms.get_endovars()[outer]); } /* if the planner's FOCs have been added, then add estimate of Lagrange multipliers to the vector */ if (pbuilder) MultInitSS mis(*pbuilder, *param_vals, *init_vals); /* if forward substitution builder has been created, we have to its substitutions and evaluate them */ if (fbuilder) ogdyn::DynareSteadySubstitutions dss(atoms, eqs.getTree(), fbuilder->get_aux_map(), *param_vals, *init_vals); for (unsigned int i = 0; i < atoms.get_endovars().size(); i++) if (!std::isfinite((*init_vals)[i])) std::cout << "dynare++: warning: initval for <" << atoms.get_endovars()[atoms.y2outer_endo()[i]] << "> is not finite\n"; } // this returns false for linear functions bool NLSelector::operator()(int t) const { const ogp::Operation &op = model.getParser().getTree().operation(t); const DynareDynamicAtoms &atoms = model.getAtoms(); // if the term is constant, return false if (model.is_constant_term(t)) return false; int nary = op.nary(); if (nary == 0) { if (atoms.is_type(atoms.name(t), DynareDynamicAtoms::atype::endovar) || atoms.is_type(atoms.name(t), DynareDynamicAtoms::atype::exovar)) return true; else return false; } else if (nary == 1) { if (op.getCode() == ogp::code_t::UMINUS) return false; else return true; } else { if (op.getCode() == ogp::code_t::TIMES) // if at least one operand is constant, than the TIMES is linear if (model.is_constant_term(op.getOp1()) || model.is_constant_term(op.getOp2())) return false; else return true; // both PLUS and MINUS are linear if (op.getCode() == ogp::code_t::PLUS || op.getCode() == ogp::code_t::MINUS) return false; // POWER is linear if exponent or base is 0 or one if (op.getCode() == ogp::code_t::POWER && (op.getOp1() == ogp::OperationTree::zero || op.getOp1() == ogp::OperationTree::one || op.getOp2() == ogp::OperationTree::zero || op.getOp2() == ogp::OperationTree::one)) return false; else return true; /* DIVIDE is linear if the denominator is constant, or if the nominator is zero */ if (op.getCode() == ogp::code_t::DIVIDE && (op.getOp1() == ogp::OperationTree::zero || model.is_constant_term(op.getOp2()))) return false; else return true; } throw DynareException(__FILE__, __LINE__, "Wrong operation in operation tree"); return false; } DynareSPModel::DynareSPModel(const std::vector &endo, const std::vector &exo, const std::vector &par, const string &equations, int ord) : DynareModel() { // set the order order = ord; // add names for (const auto &it : endo) add_name(it, 1); for (const auto &it : exo) add_name(it, 2); for (const auto &it : par) add_name(it, 3); // parse the equations eqs.parse(equations); // parsing finished atoms.parsing_finished(ogp::VarOrdering::bfspbfpb); // create what has to be created from DynareModel param_vals = std::make_unique(atoms.np()); init_vals = std::make_unique(atoms.ny()); vcov_mat = std::make_unique(atoms.nexo(), atoms.nexo()); // check the model check_model(); // differentiate if (order >= 1) eqs.differentiate(order); } void ModelSSWriter::write_der0(std::ostream &os) { write_der0_preamble(os); write_atom_assignment(os); stop_set.clear(); for (int fi = 0; fi < model.eqs.nformulas(); fi++) otree.print_operation_tree(model.eqs.formula(fi), os, *this); write_der0_assignment(os); } void ModelSSWriter::write_der1(std::ostream &os) { write_der1_preamble(os); write_atom_assignment(os); stop_set.clear(); const vector &variables = model.getAtoms().variables(); const vector &eam = model.getAtoms().get_endo_atoms_map(); for (int i = 0; i < model.getParser().nformulas(); i++) { const ogp::FormulaDerivatives &fder = model.getParser().derivatives(i); for (int j : eam) { int t = fder.derivative(ogp::FoldMultiIndex(variables.size(), 1, j)); if (t > 0) otree.print_operation_tree(t, os, *this); } } write_der1_assignment(os); } MatlabSSWriter::MatlabSSWriter(const DynareModel &dm, std::string id_arg) : ModelSSWriter(dm), id(std::move(id_arg)) { } void MatlabSSWriter::write_der0_preamble(std::ostream &os) const { os << "% Usage:\n" << "% out = " << id << "_f(params, y)\n" << "% where\n" << "% out is a (" << model.getAtoms().ny() << ",1) column vector of the residuals\n" << "% of the static system\n"; write_common1_preamble(os); os << "function out = " << id << "_f(params, y)\n"; write_common2_preamble(os); } void MatlabSSWriter::write_der1_preamble(std::ostream &os) const { os << "% Usage:\n" << "% out = " << id << "_ff(params, y)\n" << "% where\n" << "% out is a (" << model.getAtoms().ny() << "," << model.getAtoms().ny() << ") matrix of the first order\n" << "% derivatives of the static system residuals\n" << "% columns correspond to endo variables in\n" << "% the ordering as declared\n"; write_common1_preamble(os); os << "function out = " << id << "_ff(params, y)\n"; write_common2_preamble(os); } void MatlabSSWriter::write_common1_preamble(std::ostream &os) const { os << "% params is a (" << model.getAtoms().np() << ",1) vector of parameter values\n" << "% in the ordering as declared\n" << "% y is a (" << model.getAtoms().ny() << ",1) vector of endogenous variables\n" << "% in the ordering as declared\n" << "%\n" << "% Created by Dynare++ v. " << VERSION << "\n"; // write ordering of parameters os << "\n% params ordering\n% =====================\n"; for (auto parname : model.getAtoms().get_params()) os << "% " << parname << "\n"; // write endogenous variables os << "%\n% y ordering\n% =====================\n"; for (auto endoname : model.getAtoms().get_endovars()) os << "% " << endoname << "\n"; os << "\n"; } void MatlabSSWriter::write_common2_preamble(std::ostream &os) const { os << "if size(y) ~= [" << model.getAtoms().ny() << ",1]\n" << "\terror('Wrong size of y, must be [" << model.getAtoms().ny() << ",1]');\nend\n" << "if size(params) ~= [" << model.getAtoms().np() << ",1]\n" << "\terror('Wrong size of params, must be [" << model.getAtoms().np() << ",1]');\nend\n\n"; } void MatlabSSWriter::write_atom_assignment(std::ostream &os) const { // write OperationTree::num_constants os << "% hardwired constants\n"; ogp::EvalTree etree(model.getParser().getTree(), ogp::OperationTree::num_constants-1); for (int i = 0; i < ogp::OperationTree::num_constants; i++) { format_nulary(i, os); double g = etree.eval(i); if (std::isnan(g)) os << " = NaN;\n"; else os << " = " << std::defaultfloat << std::setprecision(8) << etree.eval(i) << ";\n"; } // write numerical constants os << "% numerical constants\n"; const ogp::Constants::Tconstantmap &cmap = model.getAtoms().get_constantmap(); for (auto it : cmap) { format_nulary(it.first, os); os << " = " << std::defaultfloat << std::setprecision(8) << it.second << ";\n"; } // write parameters os << "% parameter values\n"; for (unsigned int ip = 0; ip < model.getAtoms().get_params().size(); ip++) { const string &parname = model.getAtoms().get_params()[ip]; int t = model.getAtoms().index(parname, 0); if (t == -1) os << "% " << parname << " not used in the model\n"; else { format_nulary(t, os); os << " = params(" << ip+1 << "); % " << parname << "\n"; } } // write exogenous variables os << "% exogenous variables to zeros\n"; for (unsigned int ie = 0; ie < model.getAtoms().get_exovars().size(); ie++) { const string &exoname = model.getAtoms().get_exovars()[ie]; try { const ogp::DynamicAtoms::Tlagmap &lmap = model.getAtoms().lagmap(exoname); for (auto it : lmap) { format_nulary(it.second, os); os << " = 0.0; % " << exoname << "\n"; } } catch (const ogu::Exception &e) { // ignore the error of not found variable in the tree } } // write endogenous variables os << "% endogenous variables to y\n"; for (unsigned int ie = 0; ie < model.getAtoms().get_endovars().size(); ie++) { const string &endoname = model.getAtoms().get_endovars()[ie]; const ogp::DynamicAtoms::Tlagmap &lmap = model.getAtoms().lagmap(endoname); for (auto it : lmap) { format_nulary(it.second, os); os << " = y(" << ie+1 << "); % " << endoname << "\n"; } } os << "\n"; } void MatlabSSWriter::write_der0_assignment(std::ostream &os) const { // initialize out variable os << "% setting the output variable\n" << "out = zeros(" << model.getParser().nformulas() << ", 1);\n"; // fill out with the terms for (int i = 0; i < model.getParser().nformulas(); i++) { os << "out(" << i+1 << ") = "; format_term(model.getParser().formula(i), os); os << ";\n"; } } void MatlabSSWriter::write_der1_assignment(std::ostream &os) const { // initialize out variable os << "% setting the output variable\n"; os << "out = zeros(" << model.getParser().nformulas() << ", " << model.getAtoms().ny() << ");\n"; // fill out with the terms const vector &variables = model.getAtoms().variables(); const vector &eam = model.getAtoms().get_endo_atoms_map(); for (int i = 0; i < model.getParser().nformulas(); i++) { const ogp::FormulaDerivatives &fder = model.getParser().derivatives(i); for (int j : eam) { int tvar = variables[j]; const string &name = model.getAtoms().name(tvar); int yi = model.getAtoms().name2outer_endo(name); int t = fder.derivative(ogp::FoldMultiIndex(variables.size(), 1, j)); if (t != ogp::OperationTree::zero) { os << "out(" << i+1 << "," << yi+1 << ") = out("<< i+1 << "," << yi+1 << ") + "; format_term(t, os); os << "; % " << name << "(" << model.getAtoms().lead(tvar) << ")\n"; } } } } void MatlabSSWriter::format_term(int t, std::ostream &os) const { os << 't' << t; } void MatlabSSWriter::format_nulary(int t, std::ostream &os) const { os << 'a' << t; } void DebugOperationFormatter::format_nulary(int t, std::ostream &os) const { const DynareDynamicAtoms &a = model.getAtoms(); if (t == ogp::OperationTree::zero) os << '0'; else if (t == ogp::OperationTree::one) os << '1'; else if (t == ogp::OperationTree::nan) os << "NaN"; else if (t == ogp::OperationTree::two_over_pi) os << "2/sqrt(PI)"; else if (a.is_constant(t)) os << a.get_constant_value(t); else { int ll = a.lead(t); const std::string &name = a.name(t); if (ll == 0) os << name; else os << name << '(' << ll << ')'; } }