655 lines
27 KiB
C++
655 lines
27 KiB
C++
/*
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* Copyright (C) 2006-2012 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 <http://www.gnu.org/licenses/>.
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*/
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#include <cstdlib>
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#include <iostream>
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#include <fstream>
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#include <typeinfo>
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#include <cassert>
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#ifndef _WIN32
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# include <unistd.h>
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#endif
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#include "ModFile.hh"
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#include "ConfigFile.hh"
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#include "ComputingTasks.hh"
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ModFile::ModFile() : expressions_tree(symbol_table, num_constants, external_functions_table),
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dynamic_model(symbol_table, num_constants, external_functions_table),
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trend_dynamic_model(symbol_table, num_constants, external_functions_table),
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ramsey_FOC_equations_dynamic_model(symbol_table, num_constants, external_functions_table),
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static_model(symbol_table, num_constants, external_functions_table),
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steady_state_model(symbol_table, num_constants, external_functions_table, static_model),
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linear(false), block(false), byte_code(false), use_dll(false), no_static(false),
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nonstationary_variables(false), transform_logpow(false), ramsey_policy_orig_eqn_nbr(0)
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{
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}
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ModFile::~ModFile()
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{
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for (vector<Statement *>::iterator it = statements.begin();
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it != statements.end(); it++)
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delete (*it);
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}
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void
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ModFile::evalAllExpressions(bool warn_uninit)
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{
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cout << "Evaluating expressions...";
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// Loop over all statements, and fill global eval context if relevant
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for (vector<Statement *>::const_iterator it = statements.begin(); it != statements.end(); it++)
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{
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InitParamStatement *ips = dynamic_cast<InitParamStatement *>(*it);
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if (ips)
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ips->fillEvalContext(global_eval_context);
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InitOrEndValStatement *ies = dynamic_cast<InitOrEndValStatement *>(*it);
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if (ies)
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ies->fillEvalContext(global_eval_context);
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LoadParamsAndSteadyStateStatement *lpass = dynamic_cast<LoadParamsAndSteadyStateStatement *>(*it);
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if (lpass)
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lpass->fillEvalContext(global_eval_context);
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}
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// Evaluate model local variables
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dynamic_model.fillEvalContext(global_eval_context);
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cout << "done" << endl;
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// Check if some symbols are not initialized, and give them a zero value then
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for (int id = 0; id <= symbol_table.maxID(); id++)
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{
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SymbolType type = symbol_table.getType(id);
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if ((type == eEndogenous || type == eExogenous || type == eExogenousDet
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|| type == eParameter || type == eModelLocalVariable)
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&& global_eval_context.find(id) == global_eval_context.end())
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{
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if (warn_uninit)
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warnings << "WARNING: Can't find a numeric initial value for "
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<< symbol_table.getName(id) << ", using zero" << endl;
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global_eval_context[id] = 0;
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}
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}
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}
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void
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ModFile::addStatement(Statement *st)
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{
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statements.push_back(st);
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}
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void
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ModFile::addStatementAtFront(Statement *st)
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{
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statements.insert(statements.begin(), st);
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}
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void
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ModFile::checkPass()
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{
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for (vector<Statement *>::iterator it = statements.begin();
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it != statements.end(); it++)
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(*it)->checkPass(mod_file_struct, warnings);
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// Check the steady state block
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steady_state_model.checkPass(mod_file_struct.ramsey_policy_present);
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// If order option has not been set, default to 2
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if (!mod_file_struct.order_option)
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mod_file_struct.order_option = 2;
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bool stochastic_statement_present = mod_file_struct.stoch_simul_present
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|| mod_file_struct.estimation_present
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|| mod_file_struct.osr_present
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|| mod_file_struct.ramsey_policy_present
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|| mod_file_struct.discretionary_policy_present;
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// Allow empty model only when doing a standalone BVAR estimation
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if (dynamic_model.equation_number() == 0
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&& (mod_file_struct.check_present
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|| mod_file_struct.simul_present
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|| stochastic_statement_present))
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{
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cerr << "ERROR: At least one model equation must be declared!" << endl;
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exit(EXIT_FAILURE);
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}
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if (((mod_file_struct.ramsey_policy_present || mod_file_struct.discretionary_policy_present)
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&& !mod_file_struct.planner_objective_present)
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|| (!(mod_file_struct.ramsey_policy_present || mod_file_struct.discretionary_policy_present)
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&& mod_file_struct.planner_objective_present))
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{
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cerr << "ERROR: A planner_objective statement must be used with a ramsey_policy or a discretionary_policy statement and vice versa." << endl;
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exit(EXIT_FAILURE);
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}
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if ((mod_file_struct.osr_present && (!mod_file_struct.osr_params_present || !mod_file_struct.optim_weights_present))
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|| ((!mod_file_struct.osr_present || !mod_file_struct.osr_params_present) && mod_file_struct.optim_weights_present)
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|| ((!mod_file_struct.osr_present || !mod_file_struct.optim_weights_present) && mod_file_struct.osr_params_present))
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{
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cerr << "ERROR: The osr statement must be used with osr_params and optim_weights." << endl;
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exit(EXIT_FAILURE);
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}
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if (mod_file_struct.simul_present && stochastic_statement_present)
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{
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cerr << "ERROR: A .mod file cannot contain both a simul command and one of {stoch_simul, estimation, osr, ramsey_policy, discretionary_policy}" << endl;
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exit(EXIT_FAILURE);
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}
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if (mod_file_struct.k_order_solver && byte_code)
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{
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cerr << "ERROR: 'k_order_solver' (which is implicit if order >= 3), is not yet compatible with 'bytecode'." << endl;
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exit(EXIT_FAILURE);
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}
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if (use_dll && (block || byte_code))
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{
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cerr << "ERROR: In 'model' block, 'use_dll' option is not compatible with 'block' or 'bytecode'" << endl;
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exit(EXIT_FAILURE);
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}
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if (block || byte_code)
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if (dynamic_model.isModelLocalVariableUsed())
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{
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cerr << "ERROR: In 'model' block, 'block' or 'bytecode' options are not yet compatible with pound expressions" << endl;
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exit(EXIT_FAILURE);
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}
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if ((stochastic_statement_present || mod_file_struct.check_present || mod_file_struct.steady_present) && no_static)
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{
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cerr << "ERROR: no_static option is incompatible with stoch_simul, estimation, osr, ramsey_policy, discretionary_policy, steady and check commands" << endl;
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exit(EXIT_FAILURE);
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}
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if (mod_file_struct.dsge_var_estimated)
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if (!mod_file_struct.dsge_prior_weight_in_estimated_params)
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{
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cerr << "ERROR: When estimating a DSGE-VAR model and estimating the weight of the prior, dsge_prior_weight must "
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<< "be referenced in the estimated_params block." << endl;
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exit(EXIT_FAILURE);
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}
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if (symbol_table.exists("dsge_prior_weight"))
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{
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if (symbol_table.getType("dsge_prior_weight") != eParameter)
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{
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cerr << "ERROR: dsge_prior_weight may only be used as a parameter." << endl;
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exit(EXIT_FAILURE);
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}
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else
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warnings << "WARNING: When estimating a DSGE-Var, declaring dsge_prior_weight as a "
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<< "parameter is deprecated. The preferred method is to do this via "
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<< "the dsge_var option in the estimation statement." << endl;
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if (mod_file_struct.dsge_var_estimated || !mod_file_struct.dsge_var_calibrated.empty())
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{
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cerr << "ERROR: dsge_prior_weight can either be declared as a parameter (deprecated) or via the dsge_var option "
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<< "to the estimation statement (preferred), but not both." << endl;
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exit(EXIT_FAILURE);
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}
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if (!mod_file_struct.dsge_prior_weight_initialized && !mod_file_struct.dsge_prior_weight_in_estimated_params)
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{
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cerr << "ERROR: If dsge_prior_weight is declared as a parameter, it must either be initialized or placed in the "
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<< "estimated_params block." << endl;
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exit(EXIT_FAILURE);
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}
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if (mod_file_struct.dsge_prior_weight_initialized && mod_file_struct.dsge_prior_weight_in_estimated_params)
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{
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cerr << "ERROR: dsge_prior_weight cannot be both initalized and estimated." << endl;
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exit(EXIT_FAILURE);
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}
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}
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if (mod_file_struct.dsge_prior_weight_in_estimated_params)
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if (!mod_file_struct.dsge_var_estimated && !mod_file_struct.dsge_var_calibrated.empty())
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{
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cerr << "ERROR: If dsge_prior_weight is in the estimated_params block, the prior weight cannot be calibrated "
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<< "via the dsge_var option in the estimation statement." << endl;
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exit(EXIT_FAILURE);
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}
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else if (!mod_file_struct.dsge_var_estimated && !symbol_table.exists("dsge_prior_weight"))
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{
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cerr << "ERROR: If dsge_prior_weight is in the estimated_params block, it must either be declared as a parameter "
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<< "(deprecated) or the dsge_var option must be passed to the estimation statement (preferred)." << endl;
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exit(EXIT_FAILURE);
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}
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}
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void
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ModFile::transformPass()
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{
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if (symbol_table.predeterminedNbr() > 0)
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dynamic_model.transformPredeterminedVariables();
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// Create auxiliary vars for Expectation operator
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dynamic_model.substituteExpectation(mod_file_struct.partial_information);
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if (transform_logpow)
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dynamic_model.substituteLogPow();
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if (nonstationary_variables)
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{
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dynamic_model.detrendEquations();
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dynamic_model.cloneDynamic(trend_dynamic_model);
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dynamic_model.removeTrendVariableFromEquations();
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}
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if (mod_file_struct.ramsey_policy_present)
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{
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StaticModel *planner_objective = NULL;
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for (vector<Statement *>::iterator it = statements.begin(); it != statements.end(); it++)
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{
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PlannerObjectiveStatement *pos = dynamic_cast<PlannerObjectiveStatement *>(*it);
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if (pos != NULL)
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planner_objective = pos->getPlannerObjective();
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}
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assert(planner_objective != NULL);
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ramsey_policy_orig_eqn_nbr = dynamic_model.equation_number();
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/*
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clone the model then clone the new equations back to the original because
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we have to call computeDerivIDs (in computeRamseyPolicyFOCs and computingPass)
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*/
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dynamic_model.cloneDynamic(ramsey_FOC_equations_dynamic_model);
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ramsey_FOC_equations_dynamic_model.computeRamseyPolicyFOCs(*planner_objective);
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ramsey_FOC_equations_dynamic_model.replaceMyEquations(dynamic_model);
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}
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if (mod_file_struct.stoch_simul_present
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|| mod_file_struct.estimation_present
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|| mod_file_struct.osr_present
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|| mod_file_struct.ramsey_policy_present
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|| mod_file_struct.discretionary_policy_present)
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{
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// In stochastic models, create auxiliary vars for leads and lags greater than 2, on both endos and exos
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dynamic_model.substituteEndoLeadGreaterThanTwo(false);
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dynamic_model.substituteExoLead(false);
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dynamic_model.substituteEndoLagGreaterThanTwo(false);
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dynamic_model.substituteExoLag(false);
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}
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else
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{
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// In deterministic models, create auxiliary vars for leads and lags endogenous greater than 2, only on endos (useless on exos)
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dynamic_model.substituteEndoLeadGreaterThanTwo(true);
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dynamic_model.substituteEndoLagGreaterThanTwo(true);
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}
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if (mod_file_struct.dsge_var_estimated || !mod_file_struct.dsge_var_calibrated.empty())
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try
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{
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int sid = symbol_table.addSymbol("dsge_prior_weight", eParameter);
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if (!mod_file_struct.dsge_var_calibrated.empty())
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addStatementAtFront(new InitParamStatement(sid,
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expressions_tree.AddNonNegativeConstant(mod_file_struct.dsge_var_calibrated),
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symbol_table));
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}
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catch (SymbolTable::AlreadyDeclaredException &e)
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{
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cerr << "ERROR: dsge_prior_weight should not be declared as a model variable / parameter "
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<< "when the dsge_var option is passed to the estimation statement." << endl;
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exit(EXIT_FAILURE);
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}
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// Freeze the symbol table
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symbol_table.freeze();
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/*
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Enforce the same number of equations and endogenous, except in two cases:
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- ramsey_policy is used
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- a BVAR command is used and there is no equation (standalone BVAR estimation)
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*/
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if (!(mod_file_struct.ramsey_policy_present || mod_file_struct.discretionary_policy_present)
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&& !(mod_file_struct.bvar_present && dynamic_model.equation_number() == 0)
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&& (dynamic_model.equation_number() != symbol_table.endo_nbr()))
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{
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cerr << "ERROR: There are " << dynamic_model.equation_number() << " equations but " << symbol_table.endo_nbr() << " endogenous variables!" << endl;
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exit(EXIT_FAILURE);
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}
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if (symbol_table.exo_det_nbr() > 0 && mod_file_struct.simul_present)
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{
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cerr << "ERROR: A .mod file cannot contain both a simul command and varexo_det declaration (all exogenous variables are deterministic in this case)" << endl;
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exit(EXIT_FAILURE);
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}
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if (!mod_file_struct.ramsey_policy_present)
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cout << "Found " << dynamic_model.equation_number() << " equation(s)." << endl;
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else
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{
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cout << "Found " << ramsey_policy_orig_eqn_nbr << " equation(s)." << endl;
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cout << "Found " << dynamic_model.equation_number() << " FOC equation(s) for Ramsey Problem." << endl;
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}
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if (symbol_table.exists("dsge_prior_weight"))
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if (mod_file_struct.bayesian_irf_present)
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{
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if (symbol_table.exo_nbr() != symbol_table.observedVariablesNbr())
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{
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cerr << "ERROR: When estimating a DSGE-Var and the bayesian_irf option is passed to the estimation "
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<< "statement, the number of shocks must equal the number of observed variables." << endl;
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exit(EXIT_FAILURE);
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}
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}
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else
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if (symbol_table.exo_nbr() < symbol_table.observedVariablesNbr())
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{
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cerr << "ERROR: When estimating a DSGE-Var, the number of shocks must be "
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<< "greater than or equal to the number of observed variables." << endl;
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exit(EXIT_FAILURE);
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}
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}
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void
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ModFile::computingPass(bool no_tmp_terms)
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{
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// Mod file may have no equation (for example in a standalone BVAR estimation)
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if (dynamic_model.equation_number() > 0)
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{
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if (nonstationary_variables)
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trend_dynamic_model.runTrendTest(global_eval_context);
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// Compute static model and its derivatives
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dynamic_model.toStatic(static_model);
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if (!no_static)
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{
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if (mod_file_struct.stoch_simul_present
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|| mod_file_struct.estimation_present || mod_file_struct.osr_present
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|| mod_file_struct.ramsey_policy_present || mod_file_struct.identification_present)
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static_model.set_cutoff_to_zero();
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if (mod_file_struct.identification_present)
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static_model.computingPass(global_eval_context, no_tmp_terms, true, block, byte_code);
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else
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static_model.computingPass(global_eval_context, no_tmp_terms, false, block, byte_code);
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}
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// Set things to compute for dynamic model
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if (mod_file_struct.simul_present || mod_file_struct.check_present
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|| mod_file_struct.stoch_simul_present
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|| mod_file_struct.estimation_present || mod_file_struct.osr_present
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|| mod_file_struct.ramsey_policy_present || mod_file_struct.identification_present)
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{
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if (mod_file_struct.simul_present)
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dynamic_model.computingPass(true, false, false, false, global_eval_context, no_tmp_terms, block, use_dll, byte_code);
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else
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{
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if (mod_file_struct.stoch_simul_present
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|| mod_file_struct.estimation_present || mod_file_struct.osr_present
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|| mod_file_struct.ramsey_policy_present || mod_file_struct.identification_present)
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dynamic_model.set_cutoff_to_zero();
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if (mod_file_struct.order_option < 1 || mod_file_struct.order_option > 3)
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{
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cerr << "ERROR: Incorrect order option..." << endl;
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exit(EXIT_FAILURE);
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}
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bool hessian = mod_file_struct.order_option >= 2 || mod_file_struct.identification_present || mod_file_struct.estimation_analytic_derivation;
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bool thirdDerivatives = mod_file_struct.order_option == 3;
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bool paramsDerivatives = mod_file_struct.identification_present || mod_file_struct.estimation_analytic_derivation;
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dynamic_model.computingPass(true, hessian, thirdDerivatives, paramsDerivatives, global_eval_context, no_tmp_terms, block, use_dll, byte_code);
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}
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}
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else // No computing task requested, compute derivatives up to 2nd order by default
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dynamic_model.computingPass(true, true, false, false, global_eval_context, no_tmp_terms, block, use_dll, byte_code);
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}
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for (vector<Statement *>::iterator it = statements.begin();
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it != statements.end(); it++)
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(*it)->computingPass();
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}
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void
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ModFile::writeOutputFiles(const string &basename, bool clear_all, bool no_log, bool console, const ConfigFile &config_file
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#if defined(_WIN32) || defined(__CYGWIN32__)
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, bool cygwin, bool msvc
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#endif
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) const
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{
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ofstream mOutputFile;
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if (basename.size())
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{
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string fname(basename);
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fname += ".m";
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mOutputFile.open(fname.c_str(), ios::out | ios::binary);
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if (!mOutputFile.is_open())
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{
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cerr << "ERROR: Can't open file " << fname
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<< " for writing" << endl;
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exit(EXIT_FAILURE);
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}
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}
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else
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{
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cerr << "ERROR: Missing file name" << endl;
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exit(EXIT_FAILURE);
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}
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mOutputFile << "%" << endl
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<< "% Status : main Dynare file " << endl
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<< "%" << endl
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<< "% Warning : this file is generated automatically by Dynare" << endl
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|
<< "% from model file (.mod)" << endl << endl;
|
|
|
|
if (clear_all)
|
|
{
|
|
mOutputFile << "clear all" << endl
|
|
// this is a work-around for a bug in Octave 3.2
|
|
<< "clear global" << endl;
|
|
}
|
|
|
|
mOutputFile << "tic;" << endl
|
|
<< "global M_ oo_ options_ ys0_ ex0_ estimation_info" << endl
|
|
<< "options_ = [];" << endl
|
|
<< "M_.fname = '" << basename << "';" << endl
|
|
<< "%" << endl
|
|
<< "% Some global variables initialization" << endl
|
|
<< "%" << endl;
|
|
config_file.writeHooks(mOutputFile);
|
|
mOutputFile << "global_initialization;" << endl
|
|
<< "diary off;" << endl;
|
|
if (!no_log)
|
|
mOutputFile << "logname_ = '" << basename << ".log';" << endl
|
|
<< "if exist(logname_, 'file')" << endl
|
|
<< " delete(logname_)" << endl
|
|
<< "end" << endl
|
|
<< "diary(logname_)" << endl;
|
|
|
|
if (console)
|
|
mOutputFile << "options_.console_mode = 1;" << endl;
|
|
|
|
cout << "Processing outputs ...";
|
|
|
|
symbol_table.writeOutput(mOutputFile);
|
|
|
|
// Initialize M_.Sigma_e and M_.H
|
|
mOutputFile << "M_.Sigma_e = zeros(" << symbol_table.exo_nbr() << ", "
|
|
<< symbol_table.exo_nbr() << ");" << endl;
|
|
|
|
if (mod_file_struct.calibrated_measurement_errors)
|
|
mOutputFile << "M_.H = zeros(" << symbol_table.observedVariablesNbr() << ", "
|
|
<< symbol_table.observedVariablesNbr() << ");" << endl;
|
|
else
|
|
mOutputFile << "M_.H = 0;" << endl;
|
|
|
|
if (linear == 1)
|
|
mOutputFile << "options_.linear = 1;" << endl;
|
|
|
|
mOutputFile << "options_.block=" << block << ";" << endl
|
|
<< "options_.bytecode=" << byte_code << ";" << endl
|
|
<< "options_.use_dll=" << use_dll << ";" << endl;
|
|
|
|
config_file.writeCluster(mOutputFile);
|
|
|
|
if (byte_code)
|
|
mOutputFile << "if exist('bytecode') ~= 3" << endl
|
|
<< " error('DYNARE: Can''t find bytecode DLL. Please compile it or remove the ''bytecode'' option.')" << endl
|
|
<< "end" << endl;
|
|
|
|
// Erase possible remnants of previous runs
|
|
string dynfile = basename + "_dynamic.m";
|
|
unlink(dynfile.c_str());
|
|
|
|
string statfile = basename + "_static.m";
|
|
unlink(statfile.c_str());
|
|
|
|
string steadystatefile = basename + "_steadystate2.m";
|
|
unlink(steadystatefile.c_str());
|
|
|
|
if (!use_dll)
|
|
{
|
|
mOutputFile << "erase_compiled_function('" + basename + "_static');" << endl;
|
|
mOutputFile << "erase_compiled_function('" + basename + "_dynamic');" << endl;
|
|
}
|
|
|
|
#if defined(_WIN32) || defined(__CYGWIN32__)
|
|
// If using USE_DLL with MSVC, check that the user didn't use a function not supported by MSVC (because MSVC doesn't comply with C99 standard)
|
|
if (use_dll && msvc)
|
|
{
|
|
if (dynamic_model.isUnaryOpUsed(oAcosh))
|
|
{
|
|
cerr << "ERROR: acosh() function is not supported with USE_DLL option and MSVC compiler; use Cygwin compiler instead." << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
if (dynamic_model.isUnaryOpUsed(oAsinh))
|
|
{
|
|
cerr << "ERROR: asinh() function is not supported with USE_DLL option and MSVC compiler; use Cygwin compiler instead." << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
if (dynamic_model.isUnaryOpUsed(oAtanh))
|
|
{
|
|
cerr << "ERROR: atanh() function is not supported with USE_DLL option and MSVC compiler; use Cygwin compiler instead." << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
if (dynamic_model.isTrinaryOpUsed(oNormcdf))
|
|
{
|
|
cerr << "ERROR: normcdf() function is not supported with USE_DLL option and MSVC compiler; use Cygwin compiler instead." << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
#endif
|
|
|
|
// Compile the dynamic MEX file for use_dll option
|
|
if (use_dll)
|
|
{
|
|
mOutputFile << "if ~exist('OCTAVE_VERSION')" << endl;
|
|
// Some mex commands are enclosed in an eval(), because otherwise it will make Octave fail
|
|
#if defined(_WIN32) || defined(__CYGWIN32__)
|
|
if (msvc)
|
|
// MATLAB/Windows + Microsoft Visual C++
|
|
mOutputFile << " eval('mex -O LINKFLAGS=\"$LINKFLAGS /export:Dynamic\" " << basename << "_dynamic.c " << basename << "_dynamic_mex.c')" << endl
|
|
<< " eval('mex -O LINKFLAGS=\"$LINKFLAGS /export:Dynamic\" " << basename << "_static.c "<< basename << "_static_mex.c')" << endl;
|
|
else if (cygwin)
|
|
// MATLAB/Windows + Cygwin g++
|
|
mOutputFile << " eval('mex -O PRELINK_CMDS1=\"echo EXPORTS > mex.def & echo mexFunction >> mex.def & echo Dynamic >> mex.def\" " << basename << "_dynamic.c " << basename << "_dynamic_mex.c')" << endl
|
|
<< " eval('mex -O PRELINK_CMDS1=\"echo EXPORTS > mex.def & echo mexFunction >> mex.def & echo Dynamic >> mex.def\" " << basename << "_static.c "<< basename << "_static_mex.c')" << endl;
|
|
else
|
|
mOutputFile << " error('When using the USE_DLL option, you must give either ''cygwin'' or ''msvc'' option to the ''dynare'' command')" << endl;
|
|
#else
|
|
# ifdef __linux__
|
|
// MATLAB/Linux
|
|
mOutputFile << " eval('mex -O LDFLAGS=''-pthread -shared -Wl,--no-undefined'' " << basename << "_dynamic.c " << basename << "_dynamic_mex.c')" << endl
|
|
<< " eval('mex -O LDFLAGS=''-pthread -shared -Wl,--no-undefined'' " << basename << "_static.c "<< basename << "_static_mex.c')" << endl;
|
|
# else // MacOS
|
|
// MATLAB/MacOS
|
|
mOutputFile << " eval('mex -O LDFLAGS=''-Wl,-twolevel_namespace -undefined error -arch \\$ARCHS -Wl,-syslibroot,\\$SDKROOT -mmacosx-version-min=\\$MACOSX_DEPLOYMENT_TARGET -bundle'' "
|
|
<< basename << "_dynamic.c " << basename << "_dynamic_mex.c')" << endl
|
|
<< " eval('mex -O LDFLAGS=''-Wl,-twolevel_namespace -undefined error -arch \\$ARCHS -Wl,-syslibroot,\\$SDKROOT -mmacosx-version-min=\\$MACOSX_DEPLOYMENT_TARGET -bundle'' "
|
|
<< basename << "_static.c " << basename << "_static_mex.c')" << endl;
|
|
# endif
|
|
#endif
|
|
mOutputFile << "else" << endl // Octave
|
|
<< " if ~octave_ver_less_than('3.2.0')" << endl // Workaround for bug in Octave >= 3.2, see http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=550823
|
|
<< " sleep(2)" << endl
|
|
<< " end" << endl
|
|
<< " mex " << basename << "_dynamic.c " << basename << "_dynamic_mex.c" << endl
|
|
<< " mex " << basename << "_static.c " << basename << "_static_mex.c" << endl
|
|
<< "end" << endl;
|
|
}
|
|
|
|
// Add path for block option with M-files
|
|
if (block && !byte_code)
|
|
mOutputFile << "addpath " << basename << ";" << endl;
|
|
|
|
if (mod_file_struct.ramsey_policy_present)
|
|
mOutputFile << "M_.orig_eq_nbr = " << ramsey_policy_orig_eqn_nbr << ";" << endl;
|
|
|
|
if (dynamic_model.equation_number() > 0)
|
|
{
|
|
dynamic_model.writeOutput(mOutputFile, basename, block, byte_code, use_dll, mod_file_struct.order_option, mod_file_struct.estimation_present);
|
|
if (!no_static)
|
|
static_model.writeOutput(mOutputFile, block);
|
|
}
|
|
|
|
// Print statements
|
|
for (vector<Statement *>::const_iterator it = statements.begin();
|
|
it != statements.end(); it++)
|
|
{
|
|
(*it)->writeOutput(mOutputFile, basename);
|
|
|
|
// Special treatment for initval block: insert initial values for the auxiliary variables
|
|
InitValStatement *ivs = dynamic_cast<InitValStatement *>(*it);
|
|
if (ivs != NULL)
|
|
{
|
|
static_model.writeAuxVarInitval(mOutputFile, oMatlabOutsideModel);
|
|
ivs->writeOutputPostInit(mOutputFile);
|
|
}
|
|
|
|
// Special treatment for load params and steady state statement: insert initial values for the auxiliary variables
|
|
LoadParamsAndSteadyStateStatement *lpass = dynamic_cast<LoadParamsAndSteadyStateStatement *>(*it);
|
|
if (lpass && !no_static)
|
|
static_model.writeAuxVarInitval(mOutputFile, oMatlabOutsideModel);
|
|
}
|
|
|
|
// Remove path for block option with M-files
|
|
if (block && !byte_code)
|
|
mOutputFile << "rmpath " << basename << ";" << endl;
|
|
|
|
mOutputFile << "save('" << basename << "_results.mat', 'oo_', 'M_', 'options_');" << endl;
|
|
|
|
config_file.writeEndParallel(mOutputFile);
|
|
|
|
mOutputFile << endl << endl
|
|
<< "disp(['Total computing time : ' dynsec2hms(toc) ]);" << endl;
|
|
|
|
warnings.writeOutput(mOutputFile);
|
|
|
|
if (!no_log)
|
|
mOutputFile << "diary off" << endl;
|
|
|
|
mOutputFile.close();
|
|
|
|
// Create static and dynamic files
|
|
if (dynamic_model.equation_number() > 0)
|
|
{
|
|
if (!no_static)
|
|
static_model.writeStaticFile(basename, block, byte_code, use_dll);
|
|
|
|
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
|
|
dynamic_model.writeParamsDerivativesFile(basename);
|
|
}
|
|
|
|
// Create steady state file
|
|
steady_state_model.writeSteadyStateFile(basename, mod_file_struct.ramsey_policy_present);
|
|
|
|
cout << "done" << endl;
|
|
}
|