872 lines
37 KiB
C++
872 lines
37 KiB
C++
/*
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* Copyright © 2007-2021 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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*/
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#include <ctime>
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#include <cmath>
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#include <cstring>
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#include "Interpreter.hh"
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#include "ErrorHandling.hh"
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string
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Get_Argument(const mxArray *prhs)
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{
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const mxArray *mxa = prhs;
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auto buflen = mwSize(mxGetM(mxa) * mxGetN(mxa) + 1);
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char *first_argument;
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first_argument = static_cast<char *>(mxCalloc(buflen, sizeof(char)));
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size_t status = mxGetString(mxa, first_argument, buflen);
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if (status != 0)
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mexWarnMsgTxt("Not enough space. The first argument is truncated.");
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string f(first_argument);
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mxFree(first_argument);
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return f;
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}
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string
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deblank(string x)
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{
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for (int i = 0; i < static_cast<int>(x.length()); i++)
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if (x[i] == ' ')
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x.erase(i--, 1);
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return x;
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}
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void
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Get_Arguments_and_global_variables(int nrhs,
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const mxArray *prhs[],
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int &count_array_argument,
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double *yd[], size_t &row_y, size_t &col_y,
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double *xd[], size_t &row_x, size_t &col_x,
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double *params[],
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double *steady_yd[], size_t &steady_row_y, size_t &steady_col_y,
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unsigned int &periods,
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mxArray *block_structur[],
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bool &steady_state, bool &evaluate, int &block,
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mxArray *M_[], mxArray *oo_[], mxArray *options_[], bool &global_temporary_terms,
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bool &print,
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bool &print_error,
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mxArray *GlobalTemporaryTerms[],
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string *plan_struct_name, string *pfplan_struct_name, bool *extended_path, mxArray *ep_struct[])
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{
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size_t pos;
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*extended_path = false;
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for (int i = 0; i < nrhs; i++)
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{
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if (!mxIsChar(prhs[i]))
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{
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switch (count_array_argument)
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{
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case 0:
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*yd = mxGetPr(prhs[i]);
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row_y = mxGetM(prhs[i]);
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col_y = mxGetN(prhs[i]);
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break;
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case 1:
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*xd = mxGetPr(prhs[i]);
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row_x = mxGetM(prhs[i]);
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col_x = mxGetN(prhs[i]);
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break;
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case 2:
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*params = mxGetPr(prhs[i]);
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break;
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case 3:
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*steady_yd = mxGetPr(prhs[i]);
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steady_row_y = mxGetM(prhs[i]);
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steady_col_y = mxGetN(prhs[i]);
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break;
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case 4:
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periods = static_cast<int>(mxGetScalar(prhs[i]));
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break;
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case 5:
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*block_structur = mxDuplicateArray(prhs[i]);
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break;
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case 6:
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global_temporary_terms = true;
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*GlobalTemporaryTerms = mxDuplicateArray(prhs[i]);
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break;
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default:
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mexPrintf("Unknown argument count_array_argument=%d\n", count_array_argument);
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break;
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}
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count_array_argument++;
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}
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else
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if (Get_Argument(prhs[i]) == "static")
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steady_state = true;
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else if (Get_Argument(prhs[i]) == "dynamic")
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steady_state = false;
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else if (Get_Argument(prhs[i]) == "evaluate")
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evaluate = true;
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else if (Get_Argument(prhs[i]) == "global_temporary_terms")
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global_temporary_terms = true;
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else if (Get_Argument(prhs[i]) == "print")
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print = true;
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else if (Get_Argument(prhs[i]) == "no_print_error")
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print_error = false;
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else
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{
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pos = 0;
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if (Get_Argument(prhs[i]).substr(0, 5) == "block")
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{
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size_t pos1 = Get_Argument(prhs[i]).find("=", pos + 5);
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if (pos1 != string::npos)
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pos = pos1 + 1;
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else
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pos += 5;
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block = atoi(Get_Argument(prhs[i]).substr(pos, string::npos).c_str())-1;
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}
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else if (Get_Argument(prhs[i]).substr(0, 13) == "extended_path")
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{
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*extended_path = true;
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if ((i+1) >= nrhs)
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*ep_struct = nullptr;
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else
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{
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*ep_struct = mxDuplicateArray(prhs[i + 1]);
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i++;
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}
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}
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else if (Get_Argument(prhs[i]).substr(0, 6) == "pfplan")
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{
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size_t pos1 = Get_Argument(prhs[i]).find("=", pos + 6);
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if (pos1 != string::npos)
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pos = pos1 + 1;
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else
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pos += 6;
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*pfplan_struct_name = deblank(Get_Argument(prhs[i]).substr(pos, string::npos));
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}
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else if (Get_Argument(prhs[i]).substr(0, 4) == "plan")
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{
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size_t pos1 = Get_Argument(prhs[i]).find("=", pos + 4);
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if (pos1 != string::npos)
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pos = pos1 + 1;
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else
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pos += 4;
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*plan_struct_name = deblank(Get_Argument(prhs[i]).substr(pos, string::npos));
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}
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else
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throw FatalExceptionHandling(" in main, unknown argument : " + Get_Argument(prhs[i]) + "\n");
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}
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}
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if (count_array_argument > 0 && count_array_argument < 5)
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{
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if (count_array_argument == 3 && steady_state)
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periods = 1;
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else
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throw FatalExceptionHandling(" in main, missing arguments. All the following arguments have to be indicated y, x, params, it_, ys\n");
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}
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*M_ = mexGetVariable("global", "M_");
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if (!*M_)
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throw FatalExceptionHandling(" in main, global variable not found: M_\n");
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/* Gets variables and parameters from global workspace of Matlab */
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*oo_ = mexGetVariable("global", "oo_");
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if (!*oo_)
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throw FatalExceptionHandling(" in main, global variable not found: oo_\n");
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*options_ = mexGetVariable("global", "options_");
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if (!*options_)
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throw FatalExceptionHandling(" in main, global variable not found: options_\n");
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}
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/* The gateway routine */
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void
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mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
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{
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mxArray *M_, *oo_, *options_;
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mxArray *GlobalTemporaryTerms;
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mxArray *block_structur = nullptr;
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mxArray *pfplan_struct = nullptr;
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ErrorMsg error_msg;
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size_t i, row_y = 0, col_y = 0, row_x = 0, col_x = 0, nb_row_xd = 0;
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size_t steady_row_y, steady_col_y;
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int y_kmin = 0, y_kmax = 0, y_decal = 0;
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unsigned int periods = 1;
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double *direction;
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bool steady_state = false;
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bool evaluate = false;
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int block = -1;
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double *params = nullptr;
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double *yd = nullptr, *xd = nullptr;
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int count_array_argument = 0;
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bool global_temporary_terms = false;
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bool print = false, print_error = true, print_it = false;
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double *steady_yd = nullptr, *steady_xd = nullptr;
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string plan, pfplan;
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bool extended_path;
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mxArray *extended_path_struct;
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table_conditional_local_type conditional_local;
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vector<s_plan> splan, spfplan, sextended_path, sconditional_extended_path;
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vector_table_conditional_local_type vector_conditional_local;
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table_conditional_global_type table_conditional_global;
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int max_periods = 0;
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try
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{
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Get_Arguments_and_global_variables(nrhs, prhs, count_array_argument,
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&yd, row_y, col_y,
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&xd, row_x, col_x,
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¶ms,
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&steady_yd, steady_row_y, steady_col_y,
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periods,
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&block_structur,
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steady_state, evaluate, block,
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&M_, &oo_, &options_, global_temporary_terms,
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print, print_error, &GlobalTemporaryTerms,
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&plan, &pfplan, &extended_path, &extended_path_struct);
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}
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catch (GeneralExceptionHandling &feh)
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{
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mexErrMsgTxt(feh.GetErrorMsg().c_str());
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}
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if (!count_array_argument)
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{
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int field = mxGetFieldNumber(M_, "params");
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if (field < 0)
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mexErrMsgTxt("params is not a field of M_");
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params = mxGetPr(mxGetFieldByNumber(M_, 0, field));
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}
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ErrorMsg emsg;
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vector<string> dates;
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if (extended_path)
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{
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if (!extended_path_struct)
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mexErrMsgTxt("The 'extended_path' option must be followed by the extended_path descriptor");
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mxArray *date_str = mxGetField(extended_path_struct, 0, "date_str");
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if (!date_str)
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mexErrMsgTxt("The extended_path description structure does not contain the member: date_str");
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int nb_periods = mxGetM(date_str) * mxGetN(date_str);
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mxArray *constrained_vars_ = mxGetField(extended_path_struct, 0, "constrained_vars_");
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if (!constrained_vars_)
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mexErrMsgTxt("The extended_path description structure does not contain the member: constrained_vars_");
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mxArray *constrained_paths_ = mxGetField(extended_path_struct, 0, "constrained_paths_");
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if (!constrained_paths_)
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mexErrMsgTxt("The extended_path description structure does not contain the member: constrained_paths_");
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mxArray *constrained_int_date_ = mxGetField(extended_path_struct, 0, "constrained_int_date_");
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if (!constrained_int_date_)
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mexErrMsgTxt("The extended_path description structure does not contain the member: constrained_int_date_");
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mxArray *constrained_perfect_foresight_ = mxGetField(extended_path_struct, 0, "constrained_perfect_foresight_");
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if (!constrained_perfect_foresight_)
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mexErrMsgTxt("The extended_path description structure does not contain the member: constrained_perfect_foresight_");
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mxArray *shock_var_ = mxGetField(extended_path_struct, 0, "shock_vars_");
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if (!shock_var_)
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mexErrMsgTxt("The extended_path description structure does not contain the member: shock_vars_");
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mxArray *shock_paths_ = mxGetField(extended_path_struct, 0, "shock_paths_");
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if (!shock_paths_)
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mexErrMsgTxt("The extended_path description structure does not contain the member: shock_paths_");
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mxArray *shock_int_date_ = mxGetField(extended_path_struct, 0, "shock_int_date_");
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if (!shock_int_date_)
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mexErrMsgTxt("The extended_path description structure does not contain the member: shock_int_date_");
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mxArray *shock_str_date_ = mxGetField(extended_path_struct, 0, "shock_str_date_");
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if (!shock_str_date_)
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mexErrMsgTxt("The extended_path description structure does not contain the member: shock_str_date_");
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int nb_constrained = mxGetM(constrained_vars_) * mxGetN(constrained_vars_);
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int nb_controlled = 0;
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mxArray *options_cond_fcst_ = mxGetField(extended_path_struct, 0, "options_cond_fcst_");
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mxArray *controlled_varexo = nullptr;
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if (options_cond_fcst_)
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{
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controlled_varexo = mxGetField(options_cond_fcst_, 0, "controlled_varexo");
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nb_controlled = mxGetM(controlled_varexo) * mxGetN(controlled_varexo);
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if (nb_controlled != nb_constrained)
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mexErrMsgTxt("The number of exogenized variables and the number of exogenous controlled variables should be equal.");
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}
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double *controlled_varexo_value = nullptr;
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if (controlled_varexo)
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controlled_varexo_value = mxGetPr(controlled_varexo);
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double *constrained_var_value = mxGetPr(constrained_vars_);
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sconditional_extended_path.resize(nb_constrained);
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max_periods = 0;
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if (nb_constrained)
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{
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conditional_local.is_cond = false;
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conditional_local.var_exo = 0;
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conditional_local.var_endo = 0;
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conditional_local.constrained_value = 0;
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for (int i = 0; i < nb_periods; i++)
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{
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vector_conditional_local.clear();
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for (unsigned int j = 0; j < row_y; j++)
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{
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conditional_local.var_endo = j;
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vector_conditional_local.push_back(conditional_local);
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}
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table_conditional_global[i] = vector_conditional_local;
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}
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}
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vector_table_conditional_local_type vv3 = table_conditional_global[0];
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for (int i = 0; i < nb_constrained; i++)
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{
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sconditional_extended_path[i].exo_num = ceil(constrained_var_value[i]);
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sconditional_extended_path[i].var_num = ceil(controlled_varexo_value[i]);
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mxArray *Array_constrained_paths_ = mxGetCell(constrained_paths_, i);
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double *specific_constrained_paths_ = mxGetPr(Array_constrained_paths_);
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double *specific_constrained_int_date_ = mxGetPr(mxGetCell(constrained_int_date_, i));
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int nb_local_periods = mxGetM(Array_constrained_paths_) * mxGetN(Array_constrained_paths_);
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int *constrained_int_date = static_cast<int *>(mxMalloc(nb_local_periods * sizeof(int)));
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error_msg.test_mxMalloc(constrained_int_date, __LINE__, __FILE__, __func__, nb_local_periods * sizeof(int));
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if (nb_periods < nb_local_periods)
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mexErrMsgTxt(("The total number of simulation periods (" + to_string(nb_periods)
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+ ") is lesser than the number of periods in the shock definitions ("
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+ to_string(nb_local_periods)).c_str());
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sconditional_extended_path[i].per_value.resize(nb_local_periods);
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sconditional_extended_path[i].value.resize(nb_periods);
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for (int j = 0; j < nb_periods; j++)
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sconditional_extended_path[i].value[j] = 0;
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for (int j = 0; j < nb_local_periods; j++)
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{
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constrained_int_date[j] = static_cast<int>(specific_constrained_int_date_[j]) - 1;
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conditional_local.is_cond = true;
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conditional_local.var_exo = sconditional_extended_path[i].var_num - 1;
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conditional_local.var_endo = sconditional_extended_path[i].exo_num - 1;
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conditional_local.constrained_value = specific_constrained_paths_[j];
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table_conditional_global[constrained_int_date[j]][sconditional_extended_path[i].exo_num - 1] = conditional_local;
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sconditional_extended_path[i].per_value[j] = { constrained_int_date[j], specific_constrained_paths_[j] };
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sconditional_extended_path[i].value[constrained_int_date[j]] = specific_constrained_paths_[j];
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max_periods = max(max_periods, constrained_int_date[j] + 1);
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}
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mxFree(constrained_int_date);
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}
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vector_table_conditional_local_type vv = table_conditional_global[0];
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double *shock_var_value = mxGetPr(shock_var_);
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int nb_shocks = mxGetM(shock_var_) * mxGetN(shock_var_);
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sextended_path.resize(nb_shocks);
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for (int i = 0; i < nb_shocks; i++)
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{
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sextended_path[i].exo_num = ceil(shock_var_value[i]);
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mxArray *Array_shock_paths_ = mxGetCell(shock_paths_, i);
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double *specific_shock_paths_ = mxGetPr(Array_shock_paths_);
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double *specific_shock_int_date_ = mxGetPr(mxGetCell(shock_int_date_, i));
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int nb_local_periods = mxGetM(Array_shock_paths_) * mxGetN(Array_shock_paths_);
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if (nb_periods < nb_local_periods)
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mexErrMsgTxt((string{"The total number of simulation periods ("} + to_string(nb_periods)
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+ ") is lesser than the number of periods in the shock definitions ("
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+ to_string(nb_local_periods)).c_str());
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sextended_path[i].per_value.resize(nb_local_periods);
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sextended_path[i].value.resize(nb_periods);
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for (int j = 0; j < nb_periods; j++)
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sextended_path[i].value[j] = 0;
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for (int j = 0; j < nb_local_periods; j++)
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{
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sextended_path[i].per_value[j] = { static_cast<int>(specific_shock_int_date_[j]), specific_shock_paths_[j] };
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sextended_path[i].value[static_cast<int>(specific_shock_int_date_[j]-1)] = specific_shock_paths_[j];
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max_periods = max(max_periods, static_cast<int>(specific_shock_int_date_[j]));
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}
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}
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for (int i = 0; i < nb_periods; i++)
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{
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int buflen = mxGetNumberOfElements(mxGetCell(date_str, i)) + 1;
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char *buf = static_cast<char *>(mxCalloc(buflen, sizeof(char)));
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int info = mxGetString(mxGetCell(date_str, i), buf, buflen);
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if (info)
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mexErrMsgTxt("Can not allocated memory to store the date_str in the extended path descriptor");
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dates.emplace_back(buf); //string(Dates[i]);
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mxFree(buf);
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}
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}
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if (plan.length() > 0)
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{
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mxArray *plan_struct = mexGetVariable("base", plan.c_str());
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if (!plan_struct)
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mexErrMsgTxt(("Can't find the plan: " + plan).c_str());
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size_t n_plan = mxGetN(plan_struct);
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splan.resize(n_plan);
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for (int i = 0; i < static_cast<int>(n_plan); i++)
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{
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splan[i].var = "";
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splan[i].exo = "";
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mxArray *tmp = mxGetField(plan_struct, i, "exo");
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if (tmp)
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{
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char name[100];
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mxGetString(tmp, name, 100);
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splan[i].var = name;
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SymbolType variable_type = SymbolType::endogenous;
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int exo_num = emsg.get_ID(name, &variable_type);
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if (variable_type == SymbolType::exogenous || variable_type == SymbolType::exogenousDet)
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splan[i].var_num = exo_num;
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else
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mexErrMsgTxt(("The variable '" + string{name} + "' defined as var in plan is not an exogenous or a deterministic exogenous\n").c_str());
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}
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tmp = mxGetField(plan_struct, i, "var");
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if (tmp)
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|
{
|
|
char name[100];
|
|
mxGetString(tmp, name, 100);
|
|
splan[i].exo = name;
|
|
SymbolType variable_type;
|
|
int exo_num = emsg.get_ID(name, &variable_type);
|
|
if (variable_type == SymbolType::endogenous)
|
|
splan[i].exo_num = exo_num;
|
|
else
|
|
mexErrMsgTxt(("The variable '" + string{name} + "' defined as exo in plan is not an endogenous variable\n").c_str());
|
|
}
|
|
tmp = mxGetField(plan_struct, i, "per_value");
|
|
if (tmp)
|
|
{
|
|
size_t num_shocks = mxGetM(tmp);
|
|
splan[i].per_value.resize(num_shocks);
|
|
double *per_value = mxGetPr(tmp);
|
|
for (int j = 0; j < static_cast<int>(num_shocks); j++)
|
|
splan[i].per_value[j] = { ceil(per_value[j]), per_value[j + num_shocks] };
|
|
}
|
|
}
|
|
int i = 0;
|
|
for (auto & it : splan)
|
|
{
|
|
mexPrintf("----------------------------------------------------------------------------------------------------\n");
|
|
mexPrintf("surprise #%d\n", i+1);
|
|
if (it.exo.length())
|
|
mexPrintf(" plan fliping var=%s (%d) exo=%s (%d) for the following periods and with the following values:\n", it.var.c_str(), it.var_num, it.exo.c_str(), it.exo_num);
|
|
else
|
|
mexPrintf(" plan shocks on var=%s for the following periods and with the following values:\n", it.var.c_str());
|
|
for (auto &[period, value]: it.per_value)
|
|
mexPrintf(" %3d %10.5f\n", period, value);
|
|
i++;
|
|
}
|
|
}
|
|
|
|
if (pfplan.length() > 0)
|
|
{
|
|
pfplan_struct = mexGetVariable("base", pfplan.c_str());
|
|
if (!pfplan_struct)
|
|
mexErrMsgTxt(("Can't find the pfplan: " + pfplan).c_str());
|
|
size_t n_plan = mxGetN(pfplan_struct);
|
|
spfplan.resize(n_plan);
|
|
for (int i = 0; i < static_cast<int>(n_plan); i++)
|
|
{
|
|
spfplan[i].var = "";
|
|
spfplan[i].exo = "";
|
|
mxArray *tmp = mxGetField(pfplan_struct, i, "var");
|
|
if (tmp)
|
|
{
|
|
char name[100];
|
|
mxGetString(tmp, name, 100);
|
|
spfplan[i].var = name;
|
|
SymbolType variable_type = SymbolType::endogenous;
|
|
int exo_num = emsg.get_ID(name, &variable_type);
|
|
if (variable_type == SymbolType::exogenous || variable_type == SymbolType::exogenousDet)
|
|
splan[i].var_num = exo_num;
|
|
else
|
|
mexErrMsgTxt(("The variable '" + string{name} + "' defined as var in pfplan is not an exogenous or a deterministic exogenous\n").c_str());
|
|
}
|
|
tmp = mxGetField(pfplan_struct, i, "exo");
|
|
if (tmp)
|
|
{
|
|
char name[100];
|
|
mxGetString(tmp, name, 100);
|
|
spfplan[i].exo = name;
|
|
SymbolType variable_type;
|
|
int exo_num = emsg.get_ID(name, &variable_type);
|
|
if (variable_type == SymbolType::endogenous)
|
|
spfplan[i].exo_num = exo_num;
|
|
else
|
|
mexErrMsgTxt(("The variable '" + string{name} + "' defined as exo in pfplan is not an endogenous variable\n").c_str());
|
|
}
|
|
tmp = mxGetField(pfplan_struct, i, "per_value");
|
|
if (tmp)
|
|
{
|
|
size_t num_shocks = mxGetM(tmp);
|
|
double *per_value = mxGetPr(tmp);
|
|
spfplan[i].per_value.resize(num_shocks);
|
|
for (int j = 0; j < static_cast<int>(num_shocks); j++)
|
|
spfplan[i].per_value[j] = { ceil(per_value[j]), per_value[j+ num_shocks] };
|
|
}
|
|
}
|
|
int i = 0;
|
|
for (auto & it : spfplan)
|
|
{
|
|
mexPrintf("----------------------------------------------------------------------------------------------------\n");
|
|
mexPrintf("perfect foresight #%d\n", i+1);
|
|
if (it.exo.length())
|
|
mexPrintf(" plan flipping var=%s (%d) exo=%s (%d) for the following periods and with the following values:\n", it.var.c_str(), it.var_num, it.exo.c_str(), it.exo_num);
|
|
else
|
|
mexPrintf(" plan shocks on var=%s (%d) for the following periods and with the following values:\n", it.var.c_str(), it.var_num);
|
|
for (auto &[period, value] : it.per_value)
|
|
mexPrintf(" %3d %10.5f\n", period, value);
|
|
i++;
|
|
}
|
|
}
|
|
|
|
int field_steady_state = mxGetFieldNumber(oo_, "steady_state");
|
|
if (field_steady_state < 0)
|
|
mexErrMsgTxt("steady_state is not a field of oo_");
|
|
int field_exo_steady_state = mxGetFieldNumber(oo_, "exo_steady_state");
|
|
if (field_exo_steady_state < 0)
|
|
mexErrMsgTxt("exo_steady_state is not a field of oo_");
|
|
|
|
if (!steady_state)
|
|
{
|
|
int field_endo_simul = mxGetFieldNumber(oo_, "endo_simul");
|
|
if (field_endo_simul < 0)
|
|
mexErrMsgTxt("endo_simul is not a field of oo_");
|
|
|
|
int field_exo_simul = mxGetFieldNumber(oo_, "exo_simul");
|
|
if (field_exo_simul < 0)
|
|
mexErrMsgTxt("exo_simul is not a field of oo_");
|
|
|
|
if (!count_array_argument)
|
|
{
|
|
mxArray *endo_sim_arr = mxGetFieldByNumber(oo_, 0, field_endo_simul);
|
|
yd = mxGetPr(endo_sim_arr);
|
|
row_y = mxGetM(endo_sim_arr);
|
|
col_y = mxGetN(endo_sim_arr);
|
|
mxArray *exo_sim_arr = mxGetFieldByNumber(oo_, 0, field_exo_simul);
|
|
xd = mxGetPr(exo_sim_arr);
|
|
row_x = mxGetM(exo_sim_arr);
|
|
col_x = mxGetN(exo_sim_arr);
|
|
nb_row_xd = row_x;
|
|
}
|
|
int field = mxGetFieldNumber(M_, "maximum_lag");
|
|
if (field >= 0)
|
|
y_kmin = static_cast<int>(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, field)))));
|
|
else
|
|
mexErrMsgTxt("maximum_lag is not a field of M_");
|
|
field = mxGetFieldNumber(M_, "maximum_lead");
|
|
if (field >= 0)
|
|
y_kmax = static_cast<int>(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, field)))));
|
|
else
|
|
mexErrMsgTxt("maximum_lead is not a field of M_");
|
|
field = mxGetFieldNumber(M_, "maximum_endo_lag");
|
|
if (field >= 0)
|
|
y_decal = max(0, y_kmin-static_cast<int>(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, field))))));
|
|
else
|
|
mexErrMsgTxt("maximum_endo_lag is not a field of M_");
|
|
|
|
if (!count_array_argument)
|
|
{
|
|
int field = mxGetFieldNumber(options_, "periods");
|
|
if (field >= 0)
|
|
periods = static_cast<int>(floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, field)))));
|
|
else
|
|
mexErrMsgTxt("options_ is not a field of options_");
|
|
}
|
|
|
|
if (!steady_yd)
|
|
{
|
|
mxArray *steady_state_arr = mxGetFieldByNumber(oo_, 0, field_steady_state);
|
|
steady_yd = mxGetPr(steady_state_arr);
|
|
steady_row_y = mxGetM(steady_state_arr);
|
|
steady_col_y = mxGetN(steady_state_arr);
|
|
}
|
|
steady_xd = mxGetPr(mxGetFieldByNumber(oo_, 0, field_exo_steady_state));
|
|
}
|
|
else
|
|
{
|
|
if (!count_array_argument)
|
|
{
|
|
mxArray *steady_state_arr = mxGetFieldByNumber(oo_, 0, field_steady_state);
|
|
yd = mxGetPr(steady_state_arr);
|
|
row_y = mxGetM(steady_state_arr);
|
|
col_y = mxGetN(steady_state_arr);
|
|
|
|
mxArray *exo_steady_state_arr = mxGetFieldByNumber(oo_, 0, field_exo_steady_state);
|
|
xd = mxGetPr(exo_steady_state_arr);
|
|
row_x = mxGetM(exo_steady_state_arr);
|
|
col_x = mxGetN(exo_steady_state_arr);
|
|
nb_row_xd = row_x;
|
|
}
|
|
}
|
|
int field = mxGetFieldNumber(options_, "verbosity");
|
|
int verbose = 0;
|
|
if (field >= 0)
|
|
verbose = static_cast<int>(*mxGetPr((mxGetFieldByNumber(options_, 0, field))));
|
|
else
|
|
mexErrMsgTxt("verbosity is not a field of options_");
|
|
if (verbose)
|
|
print_it = true;
|
|
if (!steady_state)
|
|
field = mxGetFieldNumber(options_, "simul");
|
|
else
|
|
field = mxGetFieldNumber(options_, "steady");
|
|
mxArray *temporaryfield;
|
|
if (field >= 0)
|
|
temporaryfield = mxGetFieldByNumber(options_, 0, field);
|
|
else
|
|
{
|
|
if (!steady_state)
|
|
mexErrMsgTxt("simul is not a field of options_");
|
|
else
|
|
mexErrMsgTxt("steady is not a field of options_");
|
|
}
|
|
field = mxGetFieldNumber(temporaryfield, "maxit");
|
|
if (field < 0)
|
|
{
|
|
if (!steady_state)
|
|
mexErrMsgTxt("maxit is not a field of options_.simul");
|
|
else
|
|
mexErrMsgTxt("maxit is not a field of options_.steady");
|
|
}
|
|
int maxit_ = static_cast<int>(floor(*mxGetPr(mxGetFieldByNumber(temporaryfield, 0, field))));
|
|
field = mxGetFieldNumber(options_, "slowc");
|
|
if (field < 0)
|
|
mexErrMsgTxt("slows is not a field of options_");
|
|
auto slowc = static_cast<double>(*mxGetPr(mxGetFieldByNumber(options_, 0, field)));
|
|
field = mxGetFieldNumber(options_, "markowitz");
|
|
if (field < 0)
|
|
mexErrMsgTxt("markowitz is not a field of options_");
|
|
auto markowitz_c = static_cast<double>(*mxGetPr(mxGetFieldByNumber(options_, 0, field)));
|
|
field = mxGetFieldNumber(options_, "minimal_solving_periods");
|
|
if (field < 0)
|
|
mexErrMsgTxt("minimal_solving_periods is not a field of options_");
|
|
int minimal_solving_periods = static_cast<int>(*mxGetPr(mxGetFieldByNumber(options_, 0, field)));
|
|
field = mxGetFieldNumber(options_, "stack_solve_algo");
|
|
if (field < 0)
|
|
mexErrMsgTxt("stack_solve_algo is not a field of options_");
|
|
int stack_solve_algo = static_cast<int>(*mxGetPr(mxGetFieldByNumber(options_, 0, field)));
|
|
int solve_algo;
|
|
double solve_tolf;
|
|
|
|
if (steady_state)
|
|
{
|
|
int field = mxGetFieldNumber(options_, "solve_algo");
|
|
if (field >= 0)
|
|
solve_algo = static_cast<int>(*mxGetPr(mxGetFieldByNumber(options_, 0, field)));
|
|
else
|
|
mexErrMsgTxt("solve_algo is not a field of options_");
|
|
field = mxGetFieldNumber(options_, "solve_tolf");
|
|
if (field >= 0)
|
|
solve_tolf = *mxGetPr(mxGetFieldByNumber(options_, 0, field));
|
|
else
|
|
mexErrMsgTxt("solve_tolf is not a field of options_");
|
|
}
|
|
else
|
|
{
|
|
solve_algo = stack_solve_algo;
|
|
int field = mxGetFieldNumber(options_, "dynatol");
|
|
mxArray *dynatol;
|
|
if (field >= 0)
|
|
dynatol = mxGetFieldByNumber(options_, 0, field);
|
|
else
|
|
mexErrMsgTxt("dynatol is not a field of options_");
|
|
field = mxGetFieldNumber(dynatol, "f");
|
|
if (field >= 0)
|
|
solve_tolf = *mxGetPr(mxGetFieldByNumber(dynatol, 0, field));
|
|
else
|
|
mexErrMsgTxt("f is not a field of options_.dynatol");
|
|
}
|
|
field = mxGetFieldNumber(M_, "fname");
|
|
mxArray *mxa;
|
|
if (field >= 0)
|
|
mxa = mxGetFieldByNumber(M_, 0, field);
|
|
else
|
|
mexErrMsgTxt("fname is not a field of M_");
|
|
size_t buflen = mxGetM(mxa) * mxGetN(mxa) + 1;
|
|
char *fname = static_cast<char *>(mxCalloc(buflen+1, sizeof(char)));
|
|
size_t status = mxGetString(mxa, fname, static_cast<int>(buflen));
|
|
fname[buflen] = ' ';
|
|
if (status != 0)
|
|
mexWarnMsgTxt("Not enough space. Filename is truncated.");
|
|
string file_name = fname;
|
|
|
|
if (stack_solve_algo == 7 && !steady_state)
|
|
mexErrMsgTxt("Bytecode: Can't use option stack_solve_algo=7\n");
|
|
|
|
size_t size_of_direction = col_y*row_y*sizeof(double);
|
|
auto *y = static_cast<double *>(mxMalloc(size_of_direction));
|
|
error_msg.test_mxMalloc(y, __LINE__, __FILE__, __func__, size_of_direction);
|
|
auto *ya = static_cast<double *>(mxMalloc(size_of_direction));
|
|
error_msg.test_mxMalloc(ya, __LINE__, __FILE__, __func__, size_of_direction);
|
|
direction = static_cast<double *>(mxMalloc(size_of_direction));
|
|
error_msg.test_mxMalloc(direction, __LINE__, __FILE__, __func__, size_of_direction);
|
|
memset(direction, 0, size_of_direction);
|
|
auto *x = static_cast<double *>(mxMalloc(col_x*row_x*sizeof(double)));
|
|
error_msg.test_mxMalloc(x, __LINE__, __FILE__, __func__, col_x*row_x*sizeof(double));
|
|
for (i = 0; i < row_x*col_x; i++)
|
|
x[i] = static_cast<double>(xd[i]);
|
|
for (i = 0; i < row_y*col_y; i++)
|
|
{
|
|
y[i] = static_cast<double>(yd[i]);
|
|
ya[i] = static_cast<double>(yd[i]);
|
|
}
|
|
size_t y_size = row_y;
|
|
size_t nb_row_x = row_x;
|
|
|
|
clock_t t0 = clock();
|
|
Interpreter interprete(params, y, ya, x, steady_yd, steady_xd, direction, y_size, nb_row_x, nb_row_xd, periods, y_kmin, y_kmax, maxit_, solve_tolf, size_of_direction, slowc, y_decal,
|
|
markowitz_c, file_name, minimal_solving_periods, stack_solve_algo, solve_algo, global_temporary_terms, print, print_error, GlobalTemporaryTerms, steady_state,
|
|
print_it, col_x, col_y);
|
|
string f(fname);
|
|
mxFree(fname);
|
|
int nb_blocks = 0;
|
|
double *pind;
|
|
|
|
if (extended_path)
|
|
{
|
|
try
|
|
{
|
|
interprete.extended_path(f, f, evaluate, block, nb_blocks, max_periods, sextended_path, sconditional_extended_path, dates, table_conditional_global);
|
|
}
|
|
catch (GeneralExceptionHandling &feh)
|
|
{
|
|
// Release the lock on dynamic.bin for MATLAB+Windows, see #1815
|
|
interprete.Close_SaveCode();
|
|
mexErrMsgTxt(feh.GetErrorMsg().c_str());
|
|
}
|
|
}
|
|
else
|
|
{
|
|
try
|
|
{
|
|
interprete.compute_blocks(f, f, evaluate, block, nb_blocks);
|
|
}
|
|
catch (GeneralExceptionHandling &feh)
|
|
{
|
|
// Release the lock on dynamic.bin for MATLAB+Windows, see #1815
|
|
interprete.Close_SaveCode();
|
|
mexErrMsgTxt(feh.GetErrorMsg().c_str());
|
|
}
|
|
}
|
|
|
|
clock_t t1 = clock();
|
|
if (!steady_state && !evaluate && print)
|
|
mexPrintf("Simulation Time=%f milliseconds\n",
|
|
1000.0*(static_cast<double>(t1)-static_cast<double>(t0))/static_cast<double>(CLOCKS_PER_SEC));
|
|
bool dont_store_a_structure = false;
|
|
if (nlhs > 0)
|
|
{
|
|
if (block >= 0)
|
|
{
|
|
if (evaluate)
|
|
{
|
|
vector<double> residual = interprete.get_residual();
|
|
plhs[0] = mxCreateDoubleMatrix(static_cast<int>(residual.size()/static_cast<double>(col_y)),
|
|
static_cast<int>(col_y), mxREAL);
|
|
pind = mxGetPr(plhs[0]);
|
|
for (i = 0; i < residual.size(); i++)
|
|
pind[i] = residual[i];
|
|
}
|
|
else
|
|
{
|
|
int out_periods = extended_path ? max_periods + y_kmin : row_y;
|
|
plhs[0] = mxCreateDoubleMatrix(out_periods, static_cast<int>(col_y), mxREAL);
|
|
pind = mxGetPr(plhs[0]);
|
|
for (i = 0; i < out_periods*col_y; i++)
|
|
pind[i] = y[i];
|
|
}
|
|
}
|
|
else
|
|
{
|
|
int out_periods = extended_path ? max_periods + y_kmin : col_y;
|
|
plhs[0] = mxCreateDoubleMatrix(static_cast<int>(row_y), out_periods, mxREAL);
|
|
pind = mxGetPr(plhs[0]);
|
|
if (evaluate)
|
|
{
|
|
vector<double> residual = interprete.get_residual();
|
|
for (i = 0; i < residual.size(); i++)
|
|
pind[i] = residual[i];
|
|
}
|
|
else
|
|
for (i = 0; i < row_y*out_periods; i++)
|
|
pind[i] = y[i];
|
|
}
|
|
if (nlhs > 1)
|
|
{
|
|
if (evaluate)
|
|
{
|
|
int jacob_field_number = 0, jacob_exo_field_number = 0,
|
|
jacob_exo_det_field_number = 0, jacob_other_endo_field_number = 0;
|
|
if (!block_structur)
|
|
{
|
|
const char *field_names[] = {"g1", "g1_x", "g1_xd", "g1_o"};
|
|
jacob_field_number = 0;
|
|
jacob_exo_field_number = 1;
|
|
jacob_exo_det_field_number = 2;
|
|
jacob_other_endo_field_number = 3;
|
|
mwSize dims[1] = { static_cast<mwSize>(nb_blocks) };
|
|
plhs[1] = mxCreateStructArray(1, dims, 4, field_names);
|
|
}
|
|
else if (!mxIsStruct(block_structur))
|
|
{
|
|
plhs[1] = interprete.get_jacob(0);
|
|
dont_store_a_structure = true;
|
|
}
|
|
else
|
|
{
|
|
plhs[1] = block_structur;
|
|
jacob_field_number = mxAddField(plhs[1], "g1");
|
|
if (jacob_field_number == -1)
|
|
mexErrMsgTxt("Fatal error in bytecode: in main, cannot add extra field jacob to the structArray\n");
|
|
jacob_exo_field_number = mxAddField(plhs[1], "g1_x");
|
|
if (jacob_exo_field_number == -1)
|
|
mexErrMsgTxt("Fatal error in bytecode: in main, cannot add extra field jacob_exo to the structArray\n");
|
|
jacob_exo_det_field_number = mxAddField(plhs[1], "g1_xd");
|
|
if (jacob_exo_det_field_number == -1)
|
|
mexErrMsgTxt("Fatal error in bytecode: in main, cannot add extra field jacob_exo_det to the structArray\n");
|
|
jacob_other_endo_field_number = mxAddField(plhs[1], "g1_o");
|
|
if (jacob_other_endo_field_number == -1)
|
|
mexErrMsgTxt("Fatal error in bytecode: in main, cannot add extra field jacob_other_endo to the structArray\n");
|
|
}
|
|
if (!dont_store_a_structure)
|
|
for (int i = 0; i < nb_blocks; i++)
|
|
{
|
|
mxSetFieldByNumber(plhs[1], i, jacob_field_number, interprete.get_jacob(i));
|
|
if (!steady_state)
|
|
{
|
|
mxSetFieldByNumber(plhs[1], i, jacob_exo_field_number, interprete.get_jacob_exo(i));
|
|
mxSetFieldByNumber(plhs[1], i, jacob_exo_det_field_number, interprete.get_jacob_exo_det(i));
|
|
mxSetFieldByNumber(plhs[1], i, jacob_other_endo_field_number, interprete.get_jacob_other_endo(i));
|
|
}
|
|
}
|
|
}
|
|
else
|
|
{
|
|
plhs[1] = mxCreateDoubleMatrix(static_cast<int>(row_x), static_cast<int>(col_x), mxREAL);
|
|
pind = mxGetPr(plhs[1]);
|
|
for (i = 0; i < row_x*col_x; i++)
|
|
pind[i] = x[i];
|
|
}
|
|
if (nlhs > 2)
|
|
{
|
|
plhs[2] = mxCreateDoubleMatrix(static_cast<int>(row_y), static_cast<int>(col_y), mxREAL);
|
|
pind = mxGetPr(plhs[2]);
|
|
for (i = 0; i < row_y*col_y; i++)
|
|
pind[i] = y[i];
|
|
if (nlhs > 3)
|
|
{
|
|
mxArray *GlobalTemporaryTerms = interprete.get_Temporary_Terms();
|
|
size_t nb_temp_terms = mxGetM(GlobalTemporaryTerms);
|
|
plhs[3] = mxCreateDoubleMatrix(static_cast<int>(nb_temp_terms), 1, mxREAL);
|
|
pind = mxGetPr(plhs[3]);
|
|
double *tt = mxGetPr(GlobalTemporaryTerms);
|
|
for (i = 0; i < nb_temp_terms; i++)
|
|
pind[i] = tt[i];
|
|
}
|
|
}
|
|
|
|
}
|
|
}
|
|
if (x)
|
|
mxFree(x);
|
|
if (y)
|
|
mxFree(y);
|
|
if (ya)
|
|
mxFree(ya);
|
|
if (direction)
|
|
mxFree(direction);
|
|
}
|