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Merge branch 'prepare-4.5'

issue#70
Stéphane Adjemian (Charybdis) 2017-05-19 16:33:12 +02:00
parent 5e1cc8d8e5 67482f4b7b
commit 2be5a18c8a
38 changed files with 1252 additions and 1183 deletions
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23
CodeInterpreter.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2007-2015 Dynare Team
* Copyright (C) 2007-2017 Dynare Team
*
* This file is part of Dynare.
*
@ -228,15 +228,15 @@ enum TrinaryOpcode
};
enum external_function_type
{
ExternalFunctionWithoutDerivative,
ExternalFunctionWithFirstDerivative,
ExternalFunctionWithFirstandSecondDerivative,
ExternalFunctionNumericalFirstDerivative,
ExternalFunctionFirstDerivative,
ExternalFunctionNumericalSecondDerivative,
ExternalFunctionSecondDerivative
};
{
ExternalFunctionWithoutDerivative,
ExternalFunctionWithFirstDerivative,
ExternalFunctionWithFirstandSecondDerivative,
ExternalFunctionNumericalFirstDerivative,
ExternalFunctionFirstDerivative,
ExternalFunctionNumericalSecondDerivative,
ExternalFunctionSecondDerivative
};
enum PriorDistributions
{
@ -1467,7 +1467,7 @@ public:
is_linear = is_linear_arg; endo_nbr = endo_nbr_arg; Max_Lag = Max_Lag_arg; Max_Lead = Max_Lead_arg; u_count_int = u_count_int_arg;
nb_col_jacob = nb_col_jacob_arg;
det_exo_size = 0; exo_size = 0; other_endo_size = 0;
nb_col_det_exo_jacob = 0;nb_col_exo_jacob = 0;nb_col_other_endo_jacob = 0;
nb_col_det_exo_jacob = 0; nb_col_exo_jacob = 0; nb_col_other_endo_jacob = 0;
}
inline unsigned int
get_size()
@ -2025,4 +2025,3 @@ public:
#endif
#pragma pack(pop)
#endif

307
ComputingTasks.cc
View File

@ -150,11 +150,11 @@ PriorPosteriorFunctionStatement::checkPass(ModFileStructure &mod_file_struct, Wa
{
OptionsList::string_options_t::const_iterator it2 = options_list.string_options.find("function");
if (it2 == options_list.string_options.end() || it2->second.empty())
{
cerr << "ERROR: both the prior_function and posterior_function commands require the 'function' argument"
<< endl;
exit(EXIT_FAILURE);
}
{
cerr << "ERROR: both the prior_function and posterior_function commands require the 'function' argument"
<< endl;
exit(EXIT_FAILURE);
}
}
void
@ -163,7 +163,7 @@ PriorPosteriorFunctionStatement::writeOutput(ostream &output, const string &base
options_list.writeOutput(output);
string type = "posterior";
if (prior_func)
type = "prior";
type = "prior";
output << "oo_ = execute_prior_posterior_function("
<< "'" << options_list.string_options.find("function")->second << "', "
@ -202,14 +202,14 @@ StochSimulStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
it = options_list.num_options.find("hp_filter");
OptionsList::num_options_t::const_iterator it1 = options_list.num_options.find("bandpass.indicator");
OptionsList::num_options_t::const_iterator it2 = options_list.num_options.find("one_sided_hp_filter");
if ((it != options_list.num_options.end() && it1 != options_list.num_options.end()) ||
(it != options_list.num_options.end() && it2 != options_list.num_options.end()) ||
(it1 != options_list.num_options.end() && it2 != options_list.num_options.end()))
{
cerr << "ERROR: stoch_simul: can only use one of hp, one-sided hp, and bandpass filters"
<< endl;
exit(EXIT_FAILURE);
}
if ((it != options_list.num_options.end() && it1 != options_list.num_options.end())
|| (it != options_list.num_options.end() && it2 != options_list.num_options.end())
|| (it1 != options_list.num_options.end() && it2 != options_list.num_options.end()))
{
cerr << "ERROR: stoch_simul: can only use one of hp, one-sided hp, and bandpass filters"
<< endl;
exit(EXIT_FAILURE);
}
}
void
@ -243,7 +243,7 @@ ForecastStatement::writeOutput(ostream &output, const string &basename, bool min
}
RamseyModelStatement::RamseyModelStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
@ -307,7 +307,7 @@ RamseyConstraintsStatement::RamseyConstraintsStatement(const constraints_t &cons
void
RamseyConstraintsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if ((mod_file_struct.ramsey_model_present != true) || ( mod_file_struct.ramsey_policy_present != true))
if ((mod_file_struct.ramsey_model_present != true) || (mod_file_struct.ramsey_policy_present != true))
cerr << "ramsey_constraints: can only be used with ramsey_model or ramsey_policy" << endl;
}
@ -318,26 +318,26 @@ RamseyConstraintsStatement::writeOutput(ostream &output, const string &basename,
for (RamseyConstraintsStatement::constraints_t::const_iterator it = constraints.begin(); it != constraints.end(); ++it)
{
if (it != constraints.begin())
output << ", ";
output << ", ";
output << "{" << it->endo + 1 << ", '";
switch(it->code)
{
case oLess:
output << '<';
break;
case oGreater:
output << '>';
break;
case oLessEqual:
output << "<=";
break;
case oGreaterEqual:
output << ">=";
break;
default:
cerr << "Ramsey constraints: this shouldn't happen." << endl;
exit(EXIT_FAILURE);
}
switch (it->code)
{
case oLess:
output << '<';
break;
case oGreater:
output << '>';
break;
case oLessEqual:
output << "<=";
break;
case oGreaterEqual:
output << ">=";
break;
default:
cerr << "Ramsey constraints: this shouldn't happen." << endl;
exit(EXIT_FAILURE);
}
output << "', '";
it->expression->writeOutput(output);
output << "'}" << endl;
@ -490,7 +490,7 @@ RamseyPolicyStatement::writeOutput(ostream &output, const string &basename, bool
}
DiscretionaryPolicyStatement::DiscretionaryPolicyStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
@ -588,8 +588,8 @@ EstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
it = options_list.num_options.find("dsge_var");
if (it != options_list.num_options.end())
// Fill in mod_file_struct.dsge_var_calibrated
mod_file_struct.dsge_var_calibrated = it->second;
// Fill in mod_file_struct.dsge_var_calibrated
mod_file_struct.dsge_var_calibrated = it->second;
// Fill in mod_file_struct.dsge_var_estimated
OptionsList::string_options_t::const_iterator it_str = options_list.string_options.find("dsge_var");
@ -618,15 +618,15 @@ EstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
exit(EXIT_FAILURE);
}
if (options_list.string_options.find("datafile") == options_list.string_options.end() &&
!mod_file_struct.estimation_data_statement_present)
if (options_list.string_options.find("datafile") == options_list.string_options.end()
&& !mod_file_struct.estimation_data_statement_present)
{
cerr << "ERROR: The estimation statement requires a data file to be supplied via the datafile option." << endl;
exit(EXIT_FAILURE);
}
if (options_list.string_options.find("mode_file") != options_list.string_options.end() &&
mod_file_struct.estim_params_use_calib)
if (options_list.string_options.find("mode_file") != options_list.string_options.end()
&& mod_file_struct.estim_params_use_calib)
{
cerr << "ERROR: The mode_file option of the estimation statement is incompatible with the use_calibration option of the estimated_params_init block." << endl;
exit(EXIT_FAILURE);
@ -710,7 +710,7 @@ void
UnitRootVarsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "options_.diffuse_filter = 1;" << endl
<< "options_.steadystate.nocheck = 1;" << endl;
<< "options_.steadystate.nocheck = 1;" << endl;
}
PeriodsStatement::PeriodsStatement(int periods_arg) : periods(periods_arg)
@ -1369,8 +1369,8 @@ MSSBVAREstimationStatement::checkPass(ModFileStructure &mod_file_struct, Warning
mod_file_struct.bvar_present = true;
if (options_list.num_options.find("ms.create_init") == options_list.num_options.end())
if (options_list.string_options.find("datafile") == options_list.string_options.end() ||
options_list.num_options.find("ms.initial_year") == options_list.num_options.end())
if (options_list.string_options.find("datafile") == options_list.string_options.end()
|| options_list.num_options.find("ms.initial_year") == options_list.num_options.end())
{
cerr << "ERROR: If you do not pass no_create_init to ms_estimation, "
<< "you must pass the datafile and initial_year options." << endl;
@ -1462,7 +1462,7 @@ MSSBVARComputeProbabilitiesStatement::writeOutput(ostream &output, const string
}
MSSBVARIrfStatement::MSSBVARIrfStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
@ -1489,14 +1489,14 @@ MSSBVARIrfStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
if (it != options_list.num_options.end())
filtered_probabilities_present = true;
if ((filtered_probabilities_present && regime_present) ||
(filtered_probabilities_present && regimes_present) ||
(regimes_present && regime_present))
{
cerr << "ERROR: You may only pass one of regime, regimes and "
<< "filtered_probabilities to ms_irf" << endl;
exit(EXIT_FAILURE);
}
if ((filtered_probabilities_present && regime_present)
|| (filtered_probabilities_present && regimes_present)
|| (regimes_present && regime_present))
{
cerr << "ERROR: You may only pass one of regime, regimes and "
<< "filtered_probabilities to ms_irf" << endl;
exit(EXIT_FAILURE);
}
}
void
@ -1560,14 +1560,14 @@ MSSBVARVarianceDecompositionStatement::checkPass(ModFileStructure &mod_file_stru
if (it != options_list.num_options.end())
filtered_probabilities_present = true;
if ((filtered_probabilities_present && regime_present) ||
(filtered_probabilities_present && regimes_present) ||
(regimes_present && regime_present))
{
cerr << "ERROR: You may only pass one of regime, regimes and "
<< "filtered_probabilities to ms_variance_decomposition" << endl;
exit(EXIT_FAILURE);
}
if ((filtered_probabilities_present && regime_present)
|| (filtered_probabilities_present && regimes_present)
|| (regimes_present && regime_present))
{
cerr << "ERROR: You may only pass one of regime, regimes and "
<< "filtered_probabilities to ms_variance_decomposition" << endl;
exit(EXIT_FAILURE);
}
}
void
@ -1831,19 +1831,19 @@ SvarIdentificationStatement::writeOutput(ostream &output, const string &basename
for (svar_identification_restrictions_t::const_iterator it = restrictions.begin(); it != restrictions.end(); it++)
{
assert(it->lag >= 0);
if (it->lag == 0)
if (it->lag == 0)
output << "options_.ms.Qi{" << it->equation << "}(" << it->restriction_nbr << ", " << it->variable + 1 << ") = ";
else
{
int col = (it->lag-1)*n+it->variable+1;
if (col > k)
else
{
int col = (it->lag-1)*n+it->variable+1;
if (col > k)
{
cerr << "ERROR: lag =" << it->lag << ", num endog vars = " << n << "current endog var index = " << it->variable << ". Index "
<< "out of bounds. If the above does not represent a logical error, please report this to the Dyanre Team." << endl;
exit(EXIT_FAILURE);
}
output << "options_.ms.Ri{" << it->equation << "}(" << it->restriction_nbr << ", " << col << ") = ";
}
output << "options_.ms.Ri{" << it->equation << "}(" << it->restriction_nbr << ", " << col << ") = ";
}
it->value->writeOutput(output);
output << ";" << endl;
}
@ -1858,21 +1858,21 @@ MarkovSwitchingStatement::MarkovSwitchingStatement(const OptionsList &options_li
if (it_num != options_list.num_options.end())
{
using namespace boost;
OptionsList::num_options_t::const_iterator it_num_regimes =
options_list.num_options.find("ms.number_of_regimes");
OptionsList::num_options_t::const_iterator it_num_regimes
= options_list.num_options.find("ms.number_of_regimes");
assert(it_num_regimes != options_list.num_options.end());
int num_regimes = lexical_cast< int >(it_num_regimes->second);
vector<string> tokenizedRestrictions;
split(tokenizedRestrictions, it_num->second, is_any_of("["), token_compress_on);
for (vector<string>::iterator it = tokenizedRestrictions.begin();
it != tokenizedRestrictions.end(); it++ )
it != tokenizedRestrictions.end(); it++)
if (it->size() > 0)
{
vector<string> restriction;
split(restriction, *it, is_any_of("], "));
for (vector<string>::iterator it1 = restriction.begin();
it1 != restriction.end(); )
it1 != restriction.end();)
if (it1->empty())
restriction.erase(it1);
else
@ -1941,16 +1941,16 @@ MarkovSwitchingStatement::checkPass(ModFileStructure &mod_file_struct, WarningCo
if (it_num != options_list.num_options.end())
{
using namespace boost;
OptionsList::num_options_t::const_iterator it_num_regimes =
options_list.num_options.find("ms.number_of_regimes");
OptionsList::num_options_t::const_iterator it_num_regimes
= options_list.num_options.find("ms.number_of_regimes");
assert(it_num_regimes != options_list.num_options.end());
int num_regimes = lexical_cast< int >(it_num_regimes->second);
vector<double> col_trans_prob_sum (num_regimes, 0);
vector<double> row_trans_prob_sum (num_regimes, 0);
vector<bool> all_restrictions_in_row (num_regimes, true);
vector<bool> all_restrictions_in_col (num_regimes, true);
for (int row=0; row<num_regimes; row++)
for (int col=0; col<num_regimes; col++)
vector<double> col_trans_prob_sum(num_regimes, 0);
vector<double> row_trans_prob_sum(num_regimes, 0);
vector<bool> all_restrictions_in_row(num_regimes, true);
vector<bool> all_restrictions_in_col(num_regimes, true);
for (int row = 0; row < num_regimes; row++)
for (int col = 0; col < num_regimes; col++)
if (restriction_map.find(make_pair(row+1, col+1)) != restriction_map.end())
{
row_trans_prob_sum[row] += restriction_map[make_pair(row+1, col+1)];
@ -1962,41 +1962,41 @@ MarkovSwitchingStatement::checkPass(ModFileStructure &mod_file_struct, WarningCo
all_restrictions_in_col[col] = false;
}
for (int i=0; i<num_regimes; i++)
for (int i = 0; i < num_regimes; i++)
{
if (all_restrictions_in_row[i])
{
if (row_trans_prob_sum[i] != 1.0)
{
if (row_trans_prob_sum[i] != 1.0)
{
cerr << "ERROR: When all transitions probabilities are specified for a certain "
<< "regime, they must sum to 1" << endl;
exit(EXIT_FAILURE);
}
}
else
if (row_trans_prob_sum[i] >= 1.0)
{
cerr << "ERROR: When all transitions probabilities are specified for a certain "
<< "regime, they must sum to 1" << endl;
cerr << "ERROR: When transition probabilites are not specified for every regime, "
<< "their sum must be < 1" << endl;
exit(EXIT_FAILURE);
}
}
else
if (row_trans_prob_sum[i] >= 1.0)
{
cerr << "ERROR: When transition probabilites are not specified for every regime, "
<< "their sum must be < 1" << endl;
exit(EXIT_FAILURE);
}
if (all_restrictions_in_col[i])
{
if (col_trans_prob_sum[i] != 1.0)
if (all_restrictions_in_col[i])
{
if (col_trans_prob_sum[i] != 1.0)
{
cerr << "ERROR: When all transitions probabilities are specified for a certain "
<< "regime, they must sum to 1" << endl;
exit(EXIT_FAILURE);
}
}
else
if (col_trans_prob_sum[i] >= 1.0)
{
cerr << "ERROR: When all transitions probabilities are specified for a certain "
<< "regime, they must sum to 1" << endl;
cerr << "ERROR: When transition probabilites are not specified for every regime, "
<< "their sum must be < 1" << endl;
exit(EXIT_FAILURE);
}
}
else
if (col_trans_prob_sum[i] >= 1.0)
{
cerr << "ERROR: When transition probabilites are not specified for every regime, "
<< "their sum must be < 1" << endl;
exit(EXIT_FAILURE);
}
}
}
@ -2033,7 +2033,7 @@ MarkovSwitchingStatement::writeOutput(ostream &output, const string &basename, b
}
int restrictions_index = 0;
for (itR=restriction_map.begin(); itR != restriction_map.end(); itR++)
for (itR = restriction_map.begin(); itR != restriction_map.end(); itR++)
output << "options_.ms.ms_chain(" << itChain->second << ").restrictions("
<< ++restrictions_index << ") = {[" << itR->first.first << ", "
<< itR->first.second << ", " << itR->second << "]};" << endl;
@ -2044,8 +2044,8 @@ MarkovSwitchingStatement::writeCOutput(ostream &output, const string &basename)
{
output << endl;
OptionsList::num_options_t::const_iterator it =
options_list.num_options.find("ms.chain");
OptionsList::num_options_t::const_iterator it
= options_list.num_options.find("ms.chain");
assert(it != options_list.num_options.end());
output << "chain = " << it->second << ";" << endl;
@ -2067,17 +2067,17 @@ MarkovSwitchingStatement::writeCOutput(ostream &output, const string &basename)
vector<string> tokenizedDomain;
split(tokenizedDomain, it->second, is_any_of("[ ]"), token_compress_on);
for (vector<string>::iterator itvs = tokenizedDomain.begin();
itvs != tokenizedDomain.end(); itvs++ )
itvs != tokenizedDomain.end(); itvs++)
if (!itvs->empty())
output << "duration.push_back(" << *itvs << ");" << endl;
OptionsList::symbol_list_options_t::const_iterator itsl =
options_list.symbol_list_options.find("ms.parameters");
OptionsList::symbol_list_options_t::const_iterator itsl
= options_list.symbol_list_options.find("ms.parameters");
assert(itsl != options_list.symbol_list_options.end());
vector<string> parameters = itsl->second.get_symbols();
output << "parameters.clear();" << endl;
for (vector<string>::iterator itp = parameters.begin();
itp != parameters.end(); itp++ )
itp != parameters.end(); itp++)
output << "parameters.push_back(param_names[\"" << *itp << "\"]);" << endl;
output << "restriction_map.clear();" << endl;
@ -2104,13 +2104,13 @@ SvarStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation
it2 = options_list.string_options.find("ms.constants");
assert((it0 != options_list.string_options.end()
&& it1 == options_list.string_options.end()
&& it2 == options_list.string_options.end()) ||
(it0 == options_list.string_options.end()
&& it1 != options_list.string_options.end()
&& it2 == options_list.string_options.end()) ||
(it0 == options_list.string_options.end()
&& it1 == options_list.string_options.end()
&& it2 != options_list.string_options.end()));
&& it2 == options_list.string_options.end())
|| (it0 == options_list.string_options.end()
&& it1 != options_list.string_options.end()
&& it2 == options_list.string_options.end())
|| (it0 == options_list.string_options.end()
&& it1 == options_list.string_options.end()
&& it2 != options_list.string_options.end()));
}
void
@ -2193,15 +2193,15 @@ EstimationDataStatement::checkPass(ModFileStructure &mod_file_struct, WarningCon
exit(EXIT_FAILURE);
}
if ((options_list.string_options.find("file") == options_list.string_options.end()) &&
(options_list.string_options.find("series") == options_list.string_options.end()))
if ((options_list.string_options.find("file") == options_list.string_options.end())
&& (options_list.string_options.find("series") == options_list.string_options.end()))
{
cerr << "ERROR: The file or series option must be passed to the data statement." << endl;
exit(EXIT_FAILURE);
}
if ((options_list.string_options.find("file") != options_list.string_options.end()) &&
(options_list.string_options.find("series") != options_list.string_options.end()))
if ((options_list.string_options.find("file") != options_list.string_options.end())
&& (options_list.string_options.find("series") != options_list.string_options.end()))
{
cerr << "ERROR: The file and series options cannot be used simultaneously in the data statement." << endl;
exit(EXIT_FAILURE);
@ -2373,8 +2373,8 @@ JointPriorStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
exit(EXIT_FAILURE);
}
if (options_list.num_options.find("mean") == options_list.num_options.end() &&
options_list.num_options.find("mode") == options_list.num_options.end())
if (options_list.num_options.find("mean") == options_list.num_options.end()
&& options_list.num_options.find("mode") == options_list.num_options.end())
{
cerr << "ERROR: You must pass at least one of mean and mode to the prior statement." << endl;
exit(EXIT_FAILURE);
@ -2397,13 +2397,13 @@ JointPriorStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
void
JointPriorStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
for (vector<string>::const_iterator it = joint_parameters.begin() ; it != joint_parameters.end(); it++)
for (vector<string>::const_iterator it = joint_parameters.begin(); it != joint_parameters.end(); it++)
output << "eifind = get_new_or_existing_ei_index('joint_parameter_prior_index', '"
<< *it << "', '');" << endl
<< "estimation_info.joint_parameter_prior_index(eifind) = {'" << *it << "'};" << endl;
output << "key = {[";
for (vector<string>::const_iterator it = joint_parameters.begin() ; it != joint_parameters.end(); it++)
for (vector<string>::const_iterator it = joint_parameters.begin(); it != joint_parameters.end(); it++)
output << "get_new_or_existing_ei_index('joint_parameter_prior_index', '" << *it << "', '') ..."
<< endl << " ";
output << "]};" << endl;
@ -2444,18 +2444,17 @@ JointPriorStatement::writeOutputHelper(ostream &output, const string &field, con
{
OptionsList::num_options_t::const_iterator itn = options_list.num_options.find(field);
output << lhs_field << "." << field << " = {";
if (field=="variance")
if (field == "variance")
output << "{";
if (itn != options_list.num_options.end())
output << itn->second;
else
output << "{}";
if (field=="variance")
if (field == "variance")
output << "}";
output << "};" << endl;
}
BasicPriorStatement::~BasicPriorStatement()
{
}
@ -2482,16 +2481,16 @@ BasicPriorStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
exit(EXIT_FAILURE);
}
if (options_list.num_options.find("mean") == options_list.num_options.end() &&
options_list.num_options.find("mode") == options_list.num_options.end())
if (options_list.num_options.find("mean") == options_list.num_options.end()
&& options_list.num_options.find("mode") == options_list.num_options.end())
{
cerr << "ERROR: You must pass at least one of mean and mode to the prior statement." << endl;
exit(EXIT_FAILURE);
}
OptionsList::num_options_t::const_iterator it_stdev = options_list.num_options.find("stdev");
if ((it_stdev == options_list.num_options.end() && variance == NULL) ||
(it_stdev != options_list.num_options.end() && variance != NULL))
if ((it_stdev == options_list.num_options.end() && variance == NULL)
|| (it_stdev != options_list.num_options.end() && variance != NULL))
{
cerr << "ERROR: You must pass exactly one of stdev and variance to the prior statement." << endl;
exit(EXIT_FAILURE);
@ -2598,7 +2597,7 @@ BasicPriorStatement::writeCDomain(ostream &output) const
vector<string> tokenizedDomain;
split(tokenizedDomain, it_num->second, is_any_of("[ ]"), token_compress_on);
for (vector<string>::iterator it = tokenizedDomain.begin();
it != tokenizedDomain.end(); it++ )
it != tokenizedDomain.end(); it++)
if (!it->empty())
output << "domain.push_back(" << *it << ");" << endl;
}
@ -2621,28 +2620,28 @@ BasicPriorStatement::writeCShape(ostream &output) const
switch (prior_shape)
{
case eBeta:
output << "\"beta\";" << endl;
output << "\"beta\";" << endl;
break;
case eGamma:
output << "\"gamma\";" << endl;
output << "\"gamma\";" << endl;
break;
case eNormal:
output << "\"normal\";" << endl;
output << "\"normal\";" << endl;
break;
case eInvGamma:
output << "\"inv_gamma\";" << endl;
output << "\"inv_gamma\";" << endl;
break;
case eUniform:
output << "\"uniform\";" << endl;
output << "\"uniform\";" << endl;
break;
case eInvGamma2:
output << "\"inv_gamma2\";" << endl;
output << "\"inv_gamma2\";" << endl;
break;
case eDirichlet:
output << "\"dirichlet\";" << endl;
output << "\"dirichlet\";" << endl;
break;
case eWeibull:
output << "\"weibull\";" << endl;
output << "\"weibull\";" << endl;
break;
case eNoShape:
assert(prior_shape != eNoShape);
@ -2689,7 +2688,7 @@ StdPriorStatement::StdPriorStatement(const string &name_arg,
const PriorDistributions &prior_shape_arg,
const expr_t &variance_arg,
const OptionsList &options_list_arg,
const SymbolTable &symbol_table_arg ) :
const SymbolTable &symbol_table_arg) :
BasicPriorStatement(name_arg, subsample_name_arg, prior_shape_arg, variance_arg, options_list_arg),
symbol_table(symbol_table_arg)
{
@ -2738,7 +2737,7 @@ CorrPriorStatement::CorrPriorStatement(const string &name_arg1, const string &na
const PriorDistributions &prior_shape_arg,
const expr_t &variance_arg,
const OptionsList &options_list_arg,
const SymbolTable &symbol_table_arg ) :
const SymbolTable &symbol_table_arg) :
BasicPriorStatement(name_arg1, subsample_name_arg, prior_shape_arg, variance_arg, options_list_arg),
name1(name_arg2),
symbol_table(symbol_table_arg)
@ -2829,8 +2828,8 @@ PriorEqualStatement::PriorEqualStatement(const string &to_declaration_type_arg,
void
PriorEqualStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if ((to_declaration_type != "par" && to_declaration_type != "std" && to_declaration_type != "corr") ||
(from_declaration_type != "par" && from_declaration_type != "std" && from_declaration_type != "corr"))
if ((to_declaration_type != "par" && to_declaration_type != "std" && to_declaration_type != "corr")
|| (from_declaration_type != "par" && from_declaration_type != "std" && from_declaration_type != "corr"))
{
cerr << "Internal Dynare Error" << endl;
exit(EXIT_FAILURE);
@ -2861,7 +2860,6 @@ PriorEqualStatement::writeOutput(ostream &output, const string &basename, bool m
else
get_base_name(symbol_table.getType(from_name1), rhs_field);
if (to_declaration_type == "corr")
lhs_field += "_corr";
@ -3014,7 +3012,7 @@ OptionsStatement::writeCOutput(ostream &output, const string &basename)
StdOptionsStatement::StdOptionsStatement(const string &name_arg,
const string &subsample_name_arg,
const OptionsList &options_list_arg,
const SymbolTable &symbol_table_arg ) :
const SymbolTable &symbol_table_arg) :
BasicOptionsStatement(name_arg, subsample_name_arg, options_list_arg),
symbol_table(symbol_table_arg)
{
@ -3056,7 +3054,7 @@ StdOptionsStatement::writeCOutput(ostream &output, const string &basename)
CorrOptionsStatement::CorrOptionsStatement(const string &name_arg1, const string &name_arg2,
const string &subsample_name_arg,
const OptionsList &options_list_arg,
const SymbolTable &symbol_table_arg ) :
const SymbolTable &symbol_table_arg) :
BasicOptionsStatement(name_arg1, subsample_name_arg, options_list_arg),
name1(name_arg2),
symbol_table(symbol_table_arg)
@ -3141,8 +3139,8 @@ OptionsEqualStatement::OptionsEqualStatement(const string &to_declaration_type_a
void
OptionsEqualStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if ((to_declaration_type != "par" && to_declaration_type != "std" && to_declaration_type != "corr") ||
(from_declaration_type != "par" && from_declaration_type != "std" && from_declaration_type != "corr"))
if ((to_declaration_type != "par" && to_declaration_type != "std" && to_declaration_type != "corr")
|| (from_declaration_type != "par" && from_declaration_type != "std" && from_declaration_type != "corr"))
{
cerr << "Internal Dynare Error" << endl;
exit(EXIT_FAILURE);
@ -3173,7 +3171,6 @@ OptionsEqualStatement::writeOutput(ostream &output, const string &basename, bool
else
get_base_name(symbol_table.getType(from_name1), rhs_field);
if (to_declaration_type == "corr")
lhs_field += "_corr";

21
ComputingTasks.hh
View File

@ -128,7 +128,7 @@ private:
const OptionsList options_list;
public:
RamseyModelStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg);
const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
};
@ -136,7 +136,8 @@ public:
class RamseyConstraintsStatement : public Statement
{
public:
struct Constraint {
struct Constraint
{
int endo;
BinaryOpcode code;
expr_t expression;
@ -173,7 +174,7 @@ private:
const OptionsList options_list;
public:
DiscretionaryPolicyStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg);
const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
};
@ -423,7 +424,8 @@ public:
/*! \param model_tree_arg the model tree used to store the objective function.
It is owned by the PlannerObjectiveStatement, and will be deleted by its destructor */
PlannerObjectiveStatement(StaticModel *model_tree_arg);
virtual ~PlannerObjectiveStatement();
virtual
~PlannerObjectiveStatement();
/*! \todo check there are only endogenous variables at the current period in the objective
(no exogenous, no lead/lag) */
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
@ -513,7 +515,7 @@ private:
const OptionsList options_list;
public:
MSSBVARIrfStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg);
const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
};
@ -687,7 +689,7 @@ public:
SvarIdentificationStatement(const svar_identification_restrictions_t &restrictions_arg,
const bool &upper_cholesky_present_arg,
const bool &lower_cholesky_present_arg,
const bool &constants_exclusion_present_arg,
const bool &constants_exclusion_present_arg,
const SymbolTable &symbol_table_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
@ -792,11 +794,11 @@ public:
void writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const;
};
class BasicPriorStatement : public Statement
{
public:
virtual ~BasicPriorStatement();
virtual
~BasicPriorStatement();
protected:
const string name;
const string subsample_name;
@ -899,7 +901,8 @@ public:
class BasicOptionsStatement : public Statement
{
public:
virtual ~BasicOptionsStatement();
virtual
~BasicOptionsStatement();
protected:
const string name;
const string subsample_name;

81
ConfigFile.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2010-2016 Dynare Team
* Copyright (C) 2010-2017 Dynare Team
*
* This file is part of Dynare.
*
@ -102,7 +102,7 @@ ConfigFile::getConfigFileInfo(const string &config_file)
if (config_file.empty())
{
string defaultConfigFile ("");
string defaultConfigFile("");
// Test OS and try to open default file
#if defined(_WIN32) || defined(__CYGWIN32__)
if (getenv("APPDATA") == NULL)
@ -122,42 +122,41 @@ ConfigFile::getConfigFileInfo(const string &config_file)
defaultConfigFile += "\\dynare.ini";
}
#else
if (getenv("HOME") == NULL)
{
if (parallel || parallel_test)
cerr << "ERROR: ";
else
cerr << "WARNING: ";
cerr << "HOME environment variable not found." << endl;
if (parallel || parallel_test)
exit(EXIT_FAILURE);
}
else
{
defaultConfigFile += getenv("HOME");
defaultConfigFile += "/.dynare";
}
#endif
configFile = new ifstream(defaultConfigFile.c_str(), fstream::in);
if (!configFile->is_open())
if (getenv("HOME") == NULL)
{
if (parallel || parallel_test)
{
cerr << "ERROR: Could not open the default config file (" << defaultConfigFile << ")" << endl;
exit(EXIT_FAILURE);
}
cerr << "ERROR: ";
else
return;
}
else
{
configFile = new ifstream(config_file.c_str(), fstream::in);
if (!configFile->is_open())
cerr << "WARNING: ";
cerr << "HOME environment variable not found." << endl;
if (parallel || parallel_test)
exit(EXIT_FAILURE);
}
else
{
defaultConfigFile += getenv("HOME");
defaultConfigFile += "/.dynare";
}
#endif
configFile = new ifstream(defaultConfigFile.c_str(), fstream::in);
if (!configFile->is_open())
if (parallel || parallel_test)
{
cerr << "ERROR: Couldn't open file " << config_file << endl;;
cerr << "ERROR: Could not open the default config file (" << defaultConfigFile << ")" << endl;
exit(EXIT_FAILURE);
}
}
else
return;
}
else
{
configFile = new ifstream(config_file.c_str(), fstream::in);
if (!configFile->is_open())
{
cerr << "ERROR: Couldn't open file " << config_file << endl;;
exit(EXIT_FAILURE);
}
}
string name, computerName, port, userName, password, remoteDrive,
remoteDirectory, dynarePath, matlabOctavePath, operatingSystem,
@ -271,7 +270,7 @@ ConfigFile::getConfigFileInfo(const string &config_file)
vector<string> tokenizedPath;
split(tokenizedPath, tokenizedLine.back(), is_any_of(":"), token_compress_on);
for (vector<string>::iterator it = tokenizedPath.begin();
it != tokenizedPath.end(); it++ )
it != tokenizedPath.end(); it++)
if (!it->empty())
{
trim(*it);
@ -375,7 +374,7 @@ ConfigFile::getConfigFileInfo(const string &config_file)
for (tokenizer<char_separator<char> >::iterator it = tokens.begin();
it != tokens.end(); it++)
{
string token (*it);
string token(*it);
if (token.compare("(") == 0)
{
begin_weight = true;
@ -525,10 +524,10 @@ void
ConfigFile::checkPass(WarningConsolidation &warnings) const
{
bool global_init_file_declared = false;
for (vector<Hook *>::const_iterator it = hooks.begin() ; it != hooks.end(); it++)
for (vector<Hook *>::const_iterator it = hooks.begin(); it != hooks.end(); it++)
{
const map <string, string> hookmap = (*it)->get_hooks();
for (map <string, string>::const_iterator mapit = hookmap.begin() ; mapit != hookmap.end(); mapit++)
for (map <string, string>::const_iterator mapit = hookmap.begin(); mapit != hookmap.end(); mapit++)
if (mapit->first.compare("global_init_file") == 0)
if (global_init_file_declared == true)
{
@ -686,10 +685,10 @@ vector<string>
ConfigFile::getIncludePaths() const
{
vector<string> include_paths;
for (vector<Path *>::const_iterator it = paths.begin() ; it != paths.end(); it++)
for (vector<Path *>::const_iterator it = paths.begin(); it != paths.end(); it++)
{
map <string, vector<string> > pathmap = (*it)->get_paths();
for (map <string, vector<string> >::const_iterator mapit = pathmap.begin() ; mapit != pathmap.end(); mapit++)
for (map <string, vector<string> >::const_iterator mapit = pathmap.begin(); mapit != pathmap.end(); mapit++)
for (vector<string>::const_iterator vecit = mapit->second.begin(); vecit != mapit->second.end(); vecit++)
include_paths.push_back(*vecit);
}
@ -699,10 +698,10 @@ ConfigFile::getIncludePaths() const
void
ConfigFile::writeHooks(ostream &output) const
{
for (vector<Hook *>::const_iterator it = hooks.begin() ; it != hooks.end(); it++)
for (vector<Hook *>::const_iterator it = hooks.begin(); it != hooks.end(); it++)
{
map <string, string> hookmap = (*it)->get_hooks();
for (map <string, string>::const_iterator mapit = hookmap.begin() ; mapit != hookmap.end(); mapit++)
for (map <string, string>::const_iterator mapit = hookmap.begin(); mapit != hookmap.end(); mapit++)
output << "options_." << mapit->first << " = '" << mapit->second << "';" << endl;
}
}

16
ConfigFile.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2010-2016 Dynare Team
* Copyright (C) 2010-2017 Dynare Team
*
* This file is part of Dynare.
*
@ -37,18 +37,26 @@ public:
private:
map<string, string> hooks;
public:
inline map<string, string>get_hooks() { return hooks; };
inline map<string, string>
get_hooks()
{
return hooks;
};
};
class Path
{
public:
Path(vector<string> &includepath_arg);
Path(vector<string> &includepath_arg);
~Path();
private:
map<string, vector<string> > paths;
public:
inline map<string, vector<string> >get_paths() { return paths; };
inline map<string, vector<string> >
get_paths()
{
return paths;
};
};
class SlaveNode

5
DataTree.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2016 Dynare Team
* Copyright (C) 2003-2017 Dynare Team
*
* This file is part of Dynare.
*
@ -104,7 +104,8 @@ private:
public:
DataTree(SymbolTable &symbol_table_arg, NumericalConstants &num_constants_arg, ExternalFunctionsTable &external_functions_table_arg);
virtual ~DataTree();
virtual
~DataTree();
//! Some predefined constants
expr_t Zero, One, Two, MinusOne, NaN, Infinity, MinusInfinity, Pi;

362
DynamicModel.cc
View File

@ -1140,7 +1140,7 @@ DynamicModel::writeModelEquationsCode_Block(string &file_name, const string &bin
for (var_t::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
{
count_col_det_exo++;
if (find (exo_det.begin(), exo_det.end(), *it1) == exo_det.end())
if (find(exo_det.begin(), exo_det.end(), *it1) == exo_det.end())
exo_det.push_back(*it1);
}
@ -1150,7 +1150,7 @@ DynamicModel::writeModelEquationsCode_Block(string &file_name, const string &bin
for (var_t::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
{
count_col_exo++;
if (find (exo.begin(), exo.end(), *it1) == exo.end())
if (find(exo.begin(), exo.end(), *it1) == exo.end())
exo.push_back(*it1);
}
@ -1160,8 +1160,8 @@ DynamicModel::writeModelEquationsCode_Block(string &file_name, const string &bin
for (var_t::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
{
count_col_other_endo++;
if (find (other_endo.begin(), other_endo.end(), *it1) == other_endo.end())
other_endo.push_back(*it1);
if (find(other_endo.begin(), other_endo.end(), *it1) == other_endo.end())
other_endo.push_back(*it1);
}
FBEGINBLOCK_ fbeginblock(block_mfs,
@ -1202,10 +1202,10 @@ DynamicModel::writeModelEquationsCode_Block(string &file_name, const string &bin
if (dynamic_cast<AbstractExternalFunctionNode *>(*it) != NULL)
(*it)->compileExternalFunctionOutput(code_file, instruction_number, false, tt2, map_idx, true, false, tef_terms);
FNUMEXPR_ fnumexpr(TemporaryTerm, (int) (map_idx.find((*it)->idx)->second));
FNUMEXPR_ fnumexpr(TemporaryTerm, (int)(map_idx.find((*it)->idx)->second));
fnumexpr.write(code_file, instruction_number);
(*it)->compile(code_file, instruction_number, false, tt2, map_idx, true, false, tef_terms);
FSTPT_ fstpt((int) (map_idx.find((*it)->idx)->second));
FSTPT_ fstpt((int)(map_idx.find((*it)->idx)->second));
fstpt.write(code_file, instruction_number);
// Insert current node into tt2
tt2.insert(*it);
@ -1543,7 +1543,7 @@ DynamicModel::writeDynamicMFile(const string &dynamic_basename) const
<< "% Outputs:" << endl
<< "% residual [M_.endo_nbr by 1] double vector of residuals of the dynamic model equations in order of " << endl
<< "% declaration of the equations." << endl
<< "% Dynare may prepend auxiliary equations, see M_.aux_vars" << endl
<< "% Dynare may prepend auxiliary equations, see M_.aux_vars" << endl
<< "% g1 [M_.endo_nbr by #dynamic variables] double Jacobian matrix of the dynamic model equations;" << endl
<< "% rows: equations in order of declaration" << endl
<< "% columns: variables in order stored in M_.lead_lag_incidence followed by the ones in M_.exo_names" << endl
@ -1959,11 +1959,11 @@ DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const stri
<< " else" << endl
<< " mthd='UNKNOWN';" << endl
<< " end;" << endl
<< " if options_.verbosity" << endl
<< " if options_.verbosity" << endl
<< " printline(41)" << endl
<< " disp(sprintf('MODEL SIMULATION (method=%s):',mthd))" << endl
<< " skipline()" << endl
<< " end" << endl
<< " skipline()" << endl
<< " end" << endl
<< " periods=options_.periods;" << endl
<< " maxit_=options_.simul.maxit;" << endl
<< " solve_tolf=options_.solve_tolf;" << endl
@ -2000,7 +2000,7 @@ DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const stri
mDynamicModelFile << " g1=[];g2=[];g3=[];\n";
mDynamicModelFile << " y=" << dynamic_basename << "_" << block + 1 << "(y, x, params, steady_state, 0, y_kmin, periods);\n";
mDynamicModelFile << " tmp = y(:,M_.block_structure.block(" << block + 1 << ").variable);\n";
mDynamicModelFile << " if any(isnan(tmp) | isinf(tmp))\n";
mDynamicModelFile << " if any(isnan(tmp) | isinf(tmp))\n";
mDynamicModelFile << " disp(['Inf or Nan value during the evaluation of block " << block <<"']);\n";
mDynamicModelFile << " oo_.deterministic_simulation.status = 0;\n";
mDynamicModelFile << " oo_.deterministic_simulation.error = 100;\n";
@ -2375,7 +2375,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
<< jacobian_output.str()
<< endl
// Initialize g2 matrix
// Initialize g2 matrix
<< "if nargout >= 3," << endl
<< " %" << endl
<< " % Hessian matrix" << endl
@ -2566,16 +2566,16 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
output << modstruct << "lead_lag_incidence = [";
// Loop on endogenous variables
int nstatic = 0,
nfwrd = 0,
npred = 0,
nboth = 0;
nfwrd = 0,
npred = 0,
nboth = 0;
for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
{
output << endl;
int sstatic = 1,
sfwrd = 0,
spred = 0,
sboth = 0;
sfwrd = 0,
spred = 0,
sboth = 0;
// Loop on periods
for (int lag = -max_endo_lag; lag <= max_endo_lead; lag++)
{
@ -2777,7 +2777,7 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
int count_other_endogenous = 1;
for (set<int>::const_iterator it_other_endogenous = other_endogenous.begin(); it_other_endogenous != other_endogenous.end(); it_other_endogenous++)
{
for (vector<int>::const_iterator it=state_var.begin(); it != state_var.end(); it++)
for (vector<int>::const_iterator it = state_var.begin(); it != state_var.end(); it++)
{
//cout << "block = " << block+1 << " state_var = " << *it << " it_other_endogenous=" << *it_other_endogenous + 1 << "\n";
if (*it == *it_other_endogenous + 1)
@ -2786,8 +2786,8 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
<< count_other_endogenous << ", "
<< it - state_var.begin()+1 << ") = 1;\n";
/*output << "block_structure.block(" << block+1 << ").tm1("
<< it - state_var.begin()+1 << ", "
<< count_other_endogenous << ") = 1;\n";*/
<< it - state_var.begin()+1 << ", "
<< count_other_endogenous << ") = 1;\n";*/
//cout << "=>\n";
}
}
@ -2820,10 +2820,10 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
}
else if (lag == 0)
{
if (find( local_state_var.begin(), local_state_var.end(), getBlockVariableID(block, it->first.second.first)+1) == local_state_var.end())
if (find(local_state_var.begin(), local_state_var.end(), getBlockVariableID(block, it->first.second.first)+1) == local_state_var.end())
{
local_stat_var.push_back(getBlockVariableID(block, it->first.second.first)+1);
n_static++;
local_stat_var.push_back(getBlockVariableID(block, it->first.second.first)+1);
n_static++;
}
}
else
@ -2835,7 +2835,7 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
}
else
{
if (find(local_stat_var.begin(), local_stat_var.end(),getBlockVariableID(block, it->first.second.first)+1) != local_stat_var.end())
if (find(local_stat_var.begin(), local_stat_var.end(), getBlockVariableID(block, it->first.second.first)+1) != local_stat_var.end())
n_static--;
n_forward++;
}
@ -2855,13 +2855,13 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
tmp_s.str("");
}
vector<int> inter_state_var;
for (vector<int>::const_iterator it_l=local_state_var.begin(); it_l != local_state_var.end(); it_l++)
for (vector<int>::const_iterator it=state_var.begin(); it != state_var.end(); it++)
for (vector<int>::const_iterator it_l = local_state_var.begin(); it_l != local_state_var.end(); it_l++)
for (vector<int>::const_iterator it = state_var.begin(); it != state_var.end(); it++)
if (*it == *it_l)
inter_state_var.push_back(it - state_var.begin()+1);
output << "block_structure.block(" << block+1 << ").sorted_col_dr_ghx = [";
for (vector<int>::const_iterator it=inter_state_var.begin(); it != inter_state_var.end(); it++)
output << *it << " ";
for (vector<int>::const_iterator it = inter_state_var.begin(); it != inter_state_var.end(); it++)
output << *it << " ";
output << "];\n";
count_lead_lag_incidence = 0;
output << "block_structure.block(" << block+1 << ").lead_lag_incidence_other = [];\n";
@ -2906,10 +2906,10 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
output << "];\n";
vector<int> variable_inv_reordered(nb_endo);
for (int i = 0; i< nb_endo; i++)
for (int i = 0; i < nb_endo; i++)
variable_inv_reordered[variable_reordered[i]] = i;
for (vector<int>::const_iterator it=state_var.begin(); it != state_var.end(); it++)
for (vector<int>::const_iterator it = state_var.begin(); it != state_var.end(); it++)
state_equ.push_back(equation_reordered[variable_inv_reordered[*it - 1]]+1);
map<pair< int, pair<int, int> >, int> lag_row_incidence;
@ -2962,7 +2962,7 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
i_nz_state_var[i] = n;
unsigned int lp = n_obs;
for (unsigned int block = 0; block < nb_blocks; block++)
for (unsigned int block = 0; block < nb_blocks; block++)
{
int block_size = getBlockSize(block);
int nze = 0;
@ -2987,20 +2987,19 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
row_state_var_incidence.insert(make_pair(it_state_equ - state_equ.begin(), it_state_var - state_var.begin()));
}
}
/*tmp_block_endo_derivative[make_pair(it->second.first, make_pair(it->first.second, it->first.first))] = it->second.second;
if (block == 0)
{
if (block == 0)
{
vector<int>::const_iterator it_state_equ = find(state_equ.begin(), state_equ.end(), getBlockEquationID(block, i)+1);
if (it_state_equ != state_equ.end())
{
cout << "row_state_var_incidence[make_pair([" << *it_state_equ << "] " << it_state_equ - state_equ.begin() << ", [" << *it_state_var << "] " << it_state_var - state_var.begin() << ")] = 1;\n";
row_state_var_incidence.insert(make_pair(it_state_equ - state_equ.begin(), it_state_var - state_var.begin()));
}
}*/
set<pair<int,int> >::const_iterator row_state_var_incidence_it = row_state_var_incidence.begin();
vector<int>::const_iterator it_state_equ = find(state_equ.begin(), state_equ.end(), getBlockEquationID(block, i)+1);
if (it_state_equ != state_equ.end())
{
cout << "row_state_var_incidence[make_pair([" << *it_state_equ << "] " << it_state_equ - state_equ.begin() << ", [" << *it_state_var << "] " << it_state_var - state_var.begin() << ")] = 1;\n";
row_state_var_incidence.insert(make_pair(it_state_equ - state_equ.begin(), it_state_var - state_var.begin()));
}
}*/
set<pair<int, int> >::const_iterator row_state_var_incidence_it = row_state_var_incidence.begin();
bool diag = true;
int nb_diag_r = 0;
while (row_state_var_incidence_it != row_state_var_incidence.end() && diag)
@ -3015,10 +3014,10 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
}
}
set<pair<int,int> > col_state_var_incidence;
for(set<pair<int,int> >::const_iterator row_state_var_incidence_it = row_state_var_incidence.begin();row_state_var_incidence_it != row_state_var_incidence.end(); row_state_var_incidence_it++)
set<pair<int, int> > col_state_var_incidence;
for (set<pair<int, int> >::const_iterator row_state_var_incidence_it = row_state_var_incidence.begin(); row_state_var_incidence_it != row_state_var_incidence.end(); row_state_var_incidence_it++)
col_state_var_incidence.insert(make_pair(row_state_var_incidence_it->second, row_state_var_incidence_it->first));
set<pair<int,int> >::const_iterator col_state_var_incidence_it = col_state_var_incidence.begin();
set<pair<int, int> >::const_iterator col_state_var_incidence_it = col_state_var_incidence.begin();
diag = true;
int nb_diag_c = 0;
while (col_state_var_incidence_it != col_state_var_incidence.end() && diag)
@ -3032,7 +3031,7 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
nb_diag_c++;
}
}
nb_diag = min( nb_diag_r, nb_diag_c);
nb_diag = min(nb_diag_r, nb_diag_c);
row_state_var_incidence.clear();
col_state_var_incidence.clear();
}
@ -3047,7 +3046,6 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
output << modstruct << "n_diag = " << nb_diag << ";" << endl;
KF_index_file.write(reinterpret_cast<char *>(&nb_diag), sizeof(nb_diag));
typedef pair<int, pair<int, int > > index_KF;
vector<index_KF> v_index_KF;
for (int i = 0; i < n; i++)
@ -3055,7 +3053,7 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
for (int j = n_obs; j < n; j++)
{
int j1 = j - n_obs;
int j1_n_state = j1 * n_state - n_obs ;
int j1_n_state = j1 * n_state - n_obs;
if ((i < n_obs) || (i >= nb_diag + n_obs) || (j1 >= nb_diag))
for (int k = n_obs; k < i_nz_state_var[i]; k++)
{
@ -3071,7 +3069,7 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
vector<index_KF> v_index_KF_2;
int n_n_obs = n * n_obs;
for (int i = 0; i < n; i++)
//i = 0;
//i = 0;
for (int j = i; j < n; j++)
{
if ((i < n_obs) || (i >= nb_diag + n_obs) || (j < n_obs) || (j >= nb_diag + n_obs))
@ -3088,11 +3086,11 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
KF_index_file.write(reinterpret_cast<char *>(&(*it)), sizeof(index_KF));
KF_index_file.close();
}
output << modstruct << "state_var = [";
output << modstruct << "state_var = [";
for (vector<int>::const_iterator it=state_var.begin(); it != state_var.end(); it++)
output << *it << " ";
output << "];" << endl;
for (vector<int>::const_iterator it = state_var.begin(); it != state_var.end(); it++)
output << *it << " ";
output << "];" << endl;
}
// Writing initialization for some other variables
@ -3106,21 +3104,21 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
output << modstruct << "maximum_endo_lag = " << max_endo_lag << ";" << endl
<< modstruct << "maximum_endo_lead = " << max_endo_lead << ";" << endl
<< outstruct << "steady_state = zeros(" << symbol_table.endo_nbr() << (julia ? ")" : ", 1);" ) << endl;
<< outstruct << "steady_state = zeros(" << symbol_table.endo_nbr() << (julia ? ")" : ", 1);") << endl;
output << modstruct << "maximum_exo_lag = " << max_exo_lag << ";" << endl
<< modstruct << "maximum_exo_lead = " << max_exo_lead << ";" << endl
<< outstruct << "exo_steady_state = zeros(" << symbol_table.exo_nbr() << (julia ? ")" : ", 1);" ) << endl;
<< outstruct << "exo_steady_state = zeros(" << symbol_table.exo_nbr() << (julia ? ")" : ", 1);") << endl;
if (symbol_table.exo_det_nbr())
{
output << modstruct << "maximum_exo_det_lag = " << max_exo_det_lag << ";" << endl
<< modstruct << "maximum_exo_det_lead = " << max_exo_det_lead << ";" << endl
<< outstruct << "exo_det_steady_state = zeros(" << symbol_table.exo_det_nbr() << (julia ? ")" : ", 1);" ) << endl;
<< outstruct << "exo_det_steady_state = zeros(" << symbol_table.exo_det_nbr() << (julia ? ")" : ", 1);") << endl;
}
output << modstruct << "params = " << (julia ? "fill(NaN, " : "NaN(")
<< symbol_table.param_nbr() << (julia ? ")" : ", 1);" ) << endl;
<< symbol_table.param_nbr() << (julia ? ")" : ", 1);") << endl;
if (compute_xrefs)
writeXrefs(output);
@ -3128,7 +3126,7 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
// Write number of non-zero derivatives
// Use -1 if the derivatives have not been computed
output << modstruct << (julia ? "nnzderivatives" : "NNZDerivatives")
<< " = [" << NNZDerivatives[0] << "; ";
<< " = [" << NNZDerivatives[0] << "; ";
if (order > 1)
output << NNZDerivatives[1] << "; ";
else
@ -3537,7 +3535,7 @@ DynamicModel::collect_block_first_order_derivatives()
int var = symbol_table.getTypeSpecificID(getSymbIDByDerivID(it2->first.second));
int lag = getLagByDerivID(it2->first.second);
int block_eq = equation_2_block[eq];
int block_var=0;
int block_var = 0;
derivative_t tmp_derivative;
lag_var_t lag_var;
switch (getTypeByDerivID(it2->first.second))
@ -4483,7 +4481,6 @@ DynamicModel::substituteLeadLagInternal(aux_var_t type, bool deterministic_model
equations[i] = substeq;
}
// Substitute in aux_equations
// Without this loop, the auxiliary equations in equations
// will diverge from those in aux_equations
@ -4683,7 +4680,7 @@ DynamicModel::fillEvalContext(eval_context_t &eval_context) const
vector <int> trendVars = symbol_table.getTrendVarIds();
for (vector <int>::const_iterator it = trendVars.begin();
it != trendVars.end(); it++)
eval_context[*it] = 2; //not <= 0 bc of log, not 1 bc of powers
eval_context[*it] = 2; //not <= 0 bc of log, not 1 bc of powers
}
bool
@ -4729,7 +4726,7 @@ DynamicModel::dynamicOnlyEquationsNbr() const
}
#ifndef PRIVATE_BUFFER_SIZE
#define PRIVATE_BUFFER_SIZE 1024
# define PRIVATE_BUFFER_SIZE 1024
#endif
bool
@ -4790,10 +4787,10 @@ DynamicModel::isChecksumMatching(const string &basename) const
}
char private_buffer[PRIVATE_BUFFER_SIZE];
while(buffer)
while (buffer)
{
buffer.get(private_buffer,PRIVATE_BUFFER_SIZE);
result.process_bytes(private_buffer,strlen(private_buffer));
buffer.get(private_buffer, PRIVATE_BUFFER_SIZE);
result.process_bytes(private_buffer, strlen(private_buffer));
}
bool basename_dir_exists = false;
@ -4805,8 +4802,8 @@ DynamicModel::isChecksumMatching(const string &basename) const
if (r < 0)
if (errno != EEXIST)
{
perror("ERROR");
exit(EXIT_FAILURE);
perror("ERROR");
exit(EXIT_FAILURE);
}
else
basename_dir_exists = true;
@ -4821,24 +4818,24 @@ DynamicModel::isChecksumMatching(const string &basename) const
{
checksum_file.open(filename.c_str(), ios::in | ios::binary);
if (checksum_file.is_open())
{
checksum_file >> old_checksum;
checksum_file.close();
}
{
checksum_file >> old_checksum;
checksum_file.close();
}
}
// write new checksum file if none or different from old checksum
if (old_checksum != result.checksum())
{
checksum_file.open(filename.c_str(), ios::out | ios::binary);
if (!checksum_file.is_open())
{
cerr << "ERROR: Can't open file " << filename << endl;
exit(EXIT_FAILURE);
}
checksum_file << result.checksum();
checksum_file.close();
return false;
}
{
checksum_file.open(filename.c_str(), ios::out | ios::binary);
if (!checksum_file.is_open())
{
cerr << "ERROR: Can't open file " << filename << endl;
exit(EXIT_FAILURE);
}
checksum_file << result.checksum();
checksum_file.close();
return false;
}
return true;
}
@ -4853,26 +4850,26 @@ DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_d
{
// Loop on periods
for (int lag = 0; lag <= 2; lag++)
{
lag_presence[lag] = 1;
{
lag_presence[lag] = 1;
try
{
getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
}
catch (UnknownDerivIDException &e)
{
lag_presence[lag] = 0;
lag_presence[lag] = 0;
}
}
if (lag_presence[0] == 1)
if (lag_presence[2] == 1)
zeta_mixed.push_back(endoID);
else
zeta_back.push_back(endoID);
if (lag_presence[2] == 1)
zeta_mixed.push_back(endoID);
else
zeta_back.push_back(endoID);
else if (lag_presence[2] == 1)
zeta_fwrd.push_back(endoID);
zeta_fwrd.push_back(endoID);
else
zeta_static.push_back(endoID);
zeta_static.push_back(endoID);
}
output << "size_t nstatic = " << zeta_static.size() << ";" << endl
@ -4882,8 +4879,8 @@ DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_d
output << "size_t zeta_static[" << zeta_static.size() << "] = {";
for (vector<int>::iterator i = zeta_static.begin(); i != zeta_static.end(); ++i)
{
if ( i != zeta_static.begin() )
output << ",";
if (i != zeta_static.begin())
output << ",";
output << *i;
}
output << "};" << endl;
@ -4891,8 +4888,8 @@ DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_d
output << "size_t zeta_back[" << zeta_back.size() << "] = {";
for (vector<int>::iterator i = zeta_back.begin(); i != zeta_back.end(); ++i)
{
if ( i != zeta_back.begin() )
output << ",";
if (i != zeta_back.begin())
output << ",";
output << *i;
}
output << "};" << endl;
@ -4900,8 +4897,8 @@ DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_d
output << "size_t zeta_fwrd[" << zeta_fwrd.size() << "] = {";
for (vector<int>::iterator i = zeta_fwrd.begin(); i != zeta_fwrd.end(); ++i)
{
if ( i != zeta_fwrd.begin() )
output << ",";
if (i != zeta_fwrd.begin())
output << ",";
output << *i;
}
output << "};" << endl;
@ -4909,8 +4906,8 @@ DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_d
output << "size_t zeta_mixed[" << zeta_mixed.size() << "] = {";
for (vector<int>::iterator i = zeta_mixed.begin(); i != zeta_mixed.end(); ++i)
{
if ( i != zeta_mixed.begin() )
output << ",";
if (i != zeta_mixed.begin())
output << ",";
output << *i;
}
output << "};" << endl;
@ -4930,8 +4927,8 @@ DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_d
output << NNZDerivatives[0] << "," << NNZDerivatives[1] << "," << NNZDerivatives[2] << "};" << endl;
break;
default:
cerr << "Order larger than 3 not implemented" << endl;
exit(EXIT_FAILURE);
cerr << "Order larger than 3 not implemented" << endl;
exit(EXIT_FAILURE);
}
}
@ -4983,7 +4980,7 @@ DynamicModel::writeResidualsC(const string &basename, bool cuda) const
<< endl
<< " /* Residual equations */" << endl
<< model_output.str()
<< "}" << endl;
<< "}" << endl;
writePowerDeriv(mDynamicModelFile);
writeNormcdf(mDynamicModelFile);
@ -5095,7 +5092,6 @@ DynamicModel::writeFirstDerivativesC_csr(const string &basename, bool cuda) cons
// this is always empty here, but needed by d1->writeOutput
deriv_node_temp_terms_t tef_terms;
// Indexing derivatives in column order
vector<derivative> D;
for (first_derivatives_t::const_iterator it = first_derivatives.begin();
@ -5108,35 +5104,35 @@ DynamicModel::writeFirstDerivativesC_csr(const string &basename, bool cuda) cons
SymbolType type = getTypeByDerivID(dynvar);
int tsid = symbol_table.getTypeSpecificID(symb_id);
int col_id;
switch(type)
{
case eEndogenous:
col_id = tsid+(lag+1)*symbol_table.endo_nbr();
break;
case eExogenous:
col_id = tsid+3*symbol_table.endo_nbr();
break;
case eExogenousDet:
col_id = tsid+3*symbol_table.endo_nbr()+symbol_table.exo_nbr();
break;
default:
std::cerr << "This case shouldn't happen" << std::endl;
exit(EXIT_FAILURE);
}
derivative deriv(col_id + eq*cols_nbr,col_id,eq,it->second);
switch (type)
{
case eEndogenous:
col_id = tsid+(lag+1)*symbol_table.endo_nbr();
break;
case eExogenous:
col_id = tsid+3*symbol_table.endo_nbr();
break;
case eExogenousDet:
col_id = tsid+3*symbol_table.endo_nbr()+symbol_table.exo_nbr();
break;
default:
std::cerr << "This case shouldn't happen" << std::endl;
exit(EXIT_FAILURE);
}
derivative deriv(col_id + eq *cols_nbr, col_id, eq, it->second);
D.push_back(deriv);
}
sort(D.begin(), D.end(), derivative_less_than() );
sort(D.begin(), D.end(), derivative_less_than());
// writing sparse Jacobian
vector<int> row_ptr(equations.size());
fill(row_ptr.begin(),row_ptr.end(),0.0);
fill(row_ptr.begin(), row_ptr.end(), 0.0);
int k = 0;
for(vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
for (vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
{
row_ptr[it->row_nbr]++;
mDynamicModelFile << "col_ptr[" << k << "] "
<< "=" << it->col_nbr << ";" << endl;
<< "=" << it->col_nbr << ";" << endl;
mDynamicModelFile << "value[" << k << "] = ";
// oCstaticModel makes reference to the static variables
it->value->writeOutput(mDynamicModelFile, oCDynamic2Model, temporary_terms, tef_terms);
@ -5147,20 +5143,20 @@ DynamicModel::writeFirstDerivativesC_csr(const string &basename, bool cuda) cons
// row_ptr must point to the relative address of the first element of the row
int cumsum = 0;
mDynamicModelFile << "int row_ptr_data[" << row_ptr.size() + 1 << "] = { 0";
for (vector<int>::iterator it=row_ptr.begin(); it != row_ptr.end(); ++it)
for (vector<int>::iterator it = row_ptr.begin(); it != row_ptr.end(); ++it)
{
cumsum += *it;
mDynamicModelFile << ", " << cumsum;
}
mDynamicModelFile << "};" << endl
<< "int i;" << endl
<< "for (i=0; i < " << row_ptr.size() + 1 << "; i++) row_ptr[i] = row_ptr_data[i];" << endl;
<< "int i;" << endl
<< "for (i=0; i < " << row_ptr.size() + 1 << "; i++) row_ptr[i] = row_ptr_data[i];" << endl;
mDynamicModelFile << "}" << endl;
mDynamicModelFile.close();
}
void
void
DynamicModel::writeSecondDerivativesC_csr(const string &basename, bool cuda) const
{
@ -5216,26 +5212,26 @@ DynamicModel::writeSecondDerivativesC_csr(const string &basename, bool cuda) con
int col_nb = id1 * dynJacobianColsNbr + id2;
derivative deriv(col_nb + eq*hessianColsNbr,col_nb,eq,it->second);
derivative deriv(col_nb + eq *hessianColsNbr, col_nb, eq, it->second);
D.push_back(deriv);
if (id1 != id2)
{
col_nb = id2 * dynJacobianColsNbr + id1;
derivative deriv(col_nb + eq*hessianColsNbr,col_nb,eq,it->second);
D.push_back(deriv);
}
{
col_nb = id2 * dynJacobianColsNbr + id1;
derivative deriv(col_nb + eq *hessianColsNbr, col_nb, eq, it->second);
D.push_back(deriv);
}
}
sort(D.begin(), D.end(), derivative_less_than() );
sort(D.begin(), D.end(), derivative_less_than());
// Writing Hessian
vector<int> row_ptr(equations.size());
fill(row_ptr.begin(),row_ptr.end(),0.0);
fill(row_ptr.begin(), row_ptr.end(), 0.0);
int k = 0;
for(vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
for (vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
{
row_ptr[it->row_nbr]++;
mDynamicModelFile << "col_ptr[" << k << "] "
<< "=" << it->col_nbr << ";" << endl;
<< "=" << it->col_nbr << ";" << endl;
mDynamicModelFile << "value[" << k << "] = ";
// oCstaticModel makes reference to the static variables
it->value->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
@ -5246,7 +5242,7 @@ DynamicModel::writeSecondDerivativesC_csr(const string &basename, bool cuda) con
// row_ptr must point to the relative address of the first element of the row
int cumsum = 0;
mDynamicModelFile << "row_ptr = [ 0";
for (vector<int>::iterator it=row_ptr.begin(); it != row_ptr.end(); ++it)
for (vector<int>::iterator it = row_ptr.begin(); it != row_ptr.end(); ++it)
{
cumsum += *it;
mDynamicModelFile << ", " << cumsum;
@ -5319,55 +5315,55 @@ DynamicModel::writeThirdDerivativesC_csr(const string &basename, bool cuda) cons
vector<long unsigned int> cols;
long unsigned int col_nb = id1 * hessianColsNbr + id2 * dynJacobianColsNbr + id3;
int thirdDColsNbr = hessianColsNbr*dynJacobianColsNbr;
derivative deriv(col_nb + eq*thirdDColsNbr,col_nb,eq,it->second);
derivative deriv(col_nb + eq *thirdDColsNbr, col_nb, eq, it->second);
D.push_back(deriv);
cols.push_back(col_nb);
col_nb = id1 * hessianColsNbr + id3 * dynJacobianColsNbr + id2;
if (find(cols.begin(),cols.end(),col_nb) == cols.end())
{
derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
D.push_back(deriv);
cols.push_back(col_nb);
}
if (find(cols.begin(), cols.end(), col_nb) == cols.end())
{
derivative deriv(col_nb + eq *thirdDerivativesColsNbr, col_nb, eq, it->second);
D.push_back(deriv);
cols.push_back(col_nb);
}
col_nb = id2 * hessianColsNbr + id1 * dynJacobianColsNbr + id3;
if (find(cols.begin(),cols.end(),col_nb) == cols.end())
{
derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
D.push_back(deriv);
cols.push_back(col_nb);
}
if (find(cols.begin(), cols.end(), col_nb) == cols.end())
{
derivative deriv(col_nb + eq *thirdDerivativesColsNbr, col_nb, eq, it->second);
D.push_back(deriv);
cols.push_back(col_nb);
}
col_nb = id2 * hessianColsNbr + id3 * dynJacobianColsNbr + id1;
if (find(cols.begin(),cols.end(),col_nb) == cols.end())
{
derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
D.push_back(deriv);
cols.push_back(col_nb);
}
if (find(cols.begin(), cols.end(), col_nb) == cols.end())
{
derivative deriv(col_nb + eq *thirdDerivativesColsNbr, col_nb, eq, it->second);
D.push_back(deriv);
cols.push_back(col_nb);
}
col_nb = id3 * hessianColsNbr + id1 * dynJacobianColsNbr + id2;
if (find(cols.begin(),cols.end(),col_nb) == cols.end())
{
derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
D.push_back(deriv);
cols.push_back(col_nb);
}
if (find(cols.begin(), cols.end(), col_nb) == cols.end())
{
derivative deriv(col_nb + eq *thirdDerivativesColsNbr, col_nb, eq, it->second);
D.push_back(deriv);
cols.push_back(col_nb);
}
col_nb = id3 * hessianColsNbr + id2 * dynJacobianColsNbr + id1;
if (find(cols.begin(),cols.end(),col_nb) == cols.end())
{
derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
D.push_back(deriv);
}
if (find(cols.begin(), cols.end(), col_nb) == cols.end())
{
derivative deriv(col_nb + eq *thirdDerivativesColsNbr, col_nb, eq, it->second);
D.push_back(deriv);
}
}
sort(D.begin(), D.end(), derivative_less_than() );
sort(D.begin(), D.end(), derivative_less_than());
vector<int> row_ptr(equations.size());
fill(row_ptr.begin(),row_ptr.end(),0.0);
fill(row_ptr.begin(), row_ptr.end(), 0.0);
int k = 0;
for(vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
for (vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
{
row_ptr[it->row_nbr]++;
mDynamicModelFile << "col_ptr[" << k << "] "
<< "=" << it->col_nbr << ";" << endl;
<< "=" << it->col_nbr << ";" << endl;
mDynamicModelFile << "value[" << k << "] = ";
// oCstaticModel makes reference to the static variables
it->value->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
@ -5378,7 +5374,7 @@ DynamicModel::writeThirdDerivativesC_csr(const string &basename, bool cuda) cons
// row_ptr must point to the relative address of the first element of the row
int cumsum = 0;
mDynamicModelFile << "row_ptr = [ 0";
for (vector<int>::iterator it=row_ptr.begin(); it != row_ptr.end(); ++it)
for (vector<int>::iterator it = row_ptr.begin(); it != row_ptr.end(); ++it)
{
cumsum += *it;
mDynamicModelFile << ", " << cumsum;
@ -5402,26 +5398,26 @@ DynamicModel::writeCCOutput(ostream &output, const string &basename, bool block_
{
// Loop on periods
for (int lag = 0; lag <= 2; lag++)
{
lag_presence[lag] = 1;
{
lag_presence[lag] = 1;
try
{
getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
}
catch (UnknownDerivIDException &e)
{
lag_presence[lag] = 0;
lag_presence[lag] = 0;
}
}
if (lag_presence[0] == 1)
if (lag_presence[2] == 1)
output << "zeta_mixed.push_back(" << endoID << ");" << endl;
else
output << "zeta_back.push_back(" << endoID << ");" << endl;
if (lag_presence[2] == 1)
output << "zeta_mixed.push_back(" << endoID << ");" << endl;
else
output << "zeta_back.push_back(" << endoID << ");" << endl;
else if (lag_presence[2] == 1)
output << "zeta_fwrd.push_back(" << endoID << ");" << endl;
output << "zeta_fwrd.push_back(" << endoID << ");" << endl;
else
output << "zeta_static.push_back(" << endoID << ");" << endl;
output << "zeta_static.push_back(" << endoID << ");" << endl;
}
output << "nstatic = zeta_static.size();" << endl

11
DynamicModel.hh
View File

@ -325,7 +325,7 @@ public:
//! Transforms the model by creating aux vars for the diff of forward vars
/*! If subset is empty, does the transformation for all fwrd vars; otherwise
restrict it to the vars in subset */
restrict it to the vars in subset */
void differentiateForwardVars(const vector<string> &subset);
//! Fills eval context with values of model local variables and auxiliary variables
@ -531,14 +531,17 @@ public:
long unsigned int col_nbr;
unsigned int row_nbr;
expr_t value;
derivative(long unsigned int arg1, long unsigned int arg2, int arg3, expr_t arg4):
linear_address(arg1), col_nbr(arg2), row_nbr(arg3), value(arg4) {};
derivative(long unsigned int arg1, long unsigned int arg2, int arg3, expr_t arg4) :
linear_address(arg1), col_nbr(arg2), row_nbr(arg3), value(arg4)
{
};
};
class derivative_less_than
{
public:
bool operator()(const derivative & d1, const derivative & d2) const
bool
operator()(const derivative &d1, const derivative &d2) const
{
return d1.linear_address < d2.linear_address;
}

56
DynareMain.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2016 Dynare Team
* Copyright (C) 2003-2017 Dynare Team
*
* This file is part of Dynare.
*
@ -124,8 +124,8 @@ main(int argc, char **argv)
clear_all = false;
else if (strlen(argv[arg]) >= 19 && !strncmp(argv[arg], "params_derivs_order", 19))
{
if (strlen(argv[arg]) >= 22 || argv[arg][19] != '=' ||
!(argv[arg][20] == '0' || argv[arg][20] == '1' || argv[arg][20] == '2'))
if (strlen(argv[arg]) >= 22 || argv[arg][19] != '='
|| !(argv[arg][20] == '0' || argv[arg][20] == '1' || argv[arg][20] == '2'))
{
cerr << "Incorrect syntax for params_derivs_order option" << endl;
usage();
@ -222,12 +222,12 @@ main(int argc, char **argv)
size_t equal_index = string(argv[arg]).find('=');
if (equal_index != string::npos)
{
string key = string(argv[arg]).erase(equal_index).erase(0,2);
string key = string(argv[arg]).erase(equal_index).erase(0, 2);
defines[key] = string(argv[arg]).erase(0, equal_index+1);
}
else
{
string key = string(argv[arg]).erase(0,2);
string key = string(argv[arg]).erase(0, 2);
defines[key] = "1";
}
}
@ -239,36 +239,36 @@ main(int argc, char **argv)
<< "must not be separated from -I by whitespace." << endl;
usage();
}
path.push_back(string(argv[arg]).erase(0,2));
path.push_back(string(argv[arg]).erase(0, 2));
}
else if (strlen(argv[arg]) >= 6 && !strncmp(argv[arg], "output", 6))
{
if (strlen(argv[arg]) <= 7 || argv[arg][6] != '=')
{
cerr << "Incorrect syntax for ouput option" << endl;
usage();
}
if (strlen(argv[arg]) == 14 && !strncmp(argv[arg] + 7, "dynamic", 7))
output_mode = dynamic;
else if (strlen(argv[arg]) == 12 && !strncmp(argv[arg] + 7, "first", 5))
output_mode = first;
else if (strlen(argv[arg]) == 13 && !strncmp(argv[arg] + 7, "second", 6))
output_mode = second;
else if (strlen(argv[arg]) == 12 && !strncmp(argv[arg] + 7, "third", 5))
output_mode = third;
else
{
cerr << "Incorrect syntax for ouput option" << endl;
usage();
if (strlen(argv[arg]) <= 7 || argv[arg][6] != '=')
{
cerr << "Incorrect syntax for ouput option" << endl;
usage();
}
if (strlen(argv[arg]) == 14 && !strncmp(argv[arg] + 7, "dynamic", 7))
output_mode = dynamic;
else if (strlen(argv[arg]) == 12 && !strncmp(argv[arg] + 7, "first", 5))
output_mode = first;
else if (strlen(argv[arg]) == 13 && !strncmp(argv[arg] + 7, "second", 6))
output_mode = second;
else if (strlen(argv[arg]) == 12 && !strncmp(argv[arg] + 7, "third", 5))
output_mode = third;
else
{
cerr << "Incorrect syntax for ouput option" << endl;
usage();
}
}
else if (strlen(argv[arg]) >= 8 && !strncmp(argv[arg], "language", 8))
{
if (strlen(argv[arg]) <= 9 || argv[arg][8] != '=')
{
cerr << "Incorrect syntax for language option" << endl;
usage();
}
if (strlen(argv[arg]) <= 9 || argv[arg][8] != '=')
{
cerr << "Incorrect syntax for language option" << endl;
usage();
}
if (strlen(argv[arg]) == 14 && !strncmp(argv[arg] + 9, "julia", 5))
language = julia;

4
DynareMain2.cc
View File

@ -60,9 +60,9 @@ main2(stringstream &in, string &basename, bool debug, bool clear_all, bool clear
mod_file->writeOutputFiles(basename, clear_all, clear_global, no_log, no_warn, console, nograph,
nointeractive, config_file, check_model_changes, minimal_workspace, compute_xrefs
#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
, cygwin, msvc, mingw
, cygwin, msvc, mingw
#endif
);
);
delete mod_file;

23
ExprNode.cc
View File

@ -100,7 +100,7 @@ ExprNode::collectVariables(SymbolType type, set<int> &result) const
set<pair<int, int> > symbs_lags;
collectDynamicVariables(type, symbs_lags);
transform(symbs_lags.begin(), symbs_lags.end(), inserter(result, result.begin()),
boost::bind(&pair<int,int>::first,_1));
boost::bind(&pair<int, int>::first, _1));
}
void
@ -514,7 +514,6 @@ NumConstNode::substituteStaticAuxiliaryVariable() const
return const_cast<NumConstNode *>(this);
}
VariableNode::VariableNode(DataTree &datatree_arg, int symb_id_arg, int lag_arg) :
ExprNode(datatree_arg),
symb_id(symb_id_arg),
@ -975,15 +974,15 @@ VariableNode::normalizeEquation(int var_endo, vector<pair<int, pair<expr_t, expr
{
/* The equation has to be normalized with respect to the current endogenous variable ascribed to it.
The two input arguments are :
- The ID of the endogenous variable associated to the equation.
- The list of operators and operands needed to normalize the equation*
- The ID of the endogenous variable associated to the equation.
- The list of operators and operands needed to normalize the equation*
The pair returned by NormalizeEquation is composed of
- a flag indicating if the expression returned contains (flag = 1) or not (flag = 0)
the endogenous variable related to the equation.
If the expression contains more than one occurence of the associated endogenous variable,
the flag is equal to 2.
- an expression equal to the RHS if flag = 0 and equal to NULL elsewhere
- a flag indicating if the expression returned contains (flag = 1) or not (flag = 0)
the endogenous variable related to the equation.
If the expression contains more than one occurence of the associated endogenous variable,
the flag is equal to 2.
- an expression equal to the RHS if flag = 0 and equal to NULL elsewhere
*/
if (type == eEndogenous)
{
@ -2474,7 +2473,7 @@ UnaryOpNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *>
expr_t
UnaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const
{
if (op_code==oExpectation)
if (op_code == oExpectation)
{
subst_table_t::iterator it = subst_table.find(const_cast<UnaryOpNode *>(this));
if (it != subst_table.end())
@ -3374,7 +3373,7 @@ BinaryOpNode::normalizeEquation(int var_endo, vector<pair<int, pair<expr_t, expr
expr_t_2 = Compute_RHS(it.second.second, expr_t_2, it.first, 1);
else if (it.second.second && it.second.first) /*Binary operator*/
expr_t_2 = Compute_RHS(it.second.first, it.second.second, it.first, 1);
else /*Unary operator*/
else /*Unary operator*/
expr_t_2 = Compute_RHS((UnaryOpNode *) expr_t_2, (UnaryOpNode *) it.second.first, it.first, 0);
}
}
@ -3807,7 +3806,6 @@ BinaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpN
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
}
expr_t
BinaryOpNode::differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
@ -4483,7 +4481,6 @@ TrinaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOp
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
}
expr_t
TrinaryOpNode::differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{

559
ExprNode.hh
View File

@ -89,16 +89,16 @@ enum ExprNodeOutputType
|| (output_type) == oMatlabDynamicSparseSteadyStateOperator \
|| (output_type) == oSteadyStateFile)
#define IS_JULIA(output_type) ((output_type) == oJuliaStaticModel \
|| (output_type) == oJuliaDynamicModel \
#define IS_JULIA(output_type) ((output_type) == oJuliaStaticModel \
|| (output_type) == oJuliaDynamicModel \
|| (output_type) == oJuliaDynamicSteadyStateOperator \
|| (output_type) == oJuliaSteadyStateFile)
#define IS_C(output_type) ((output_type) == oCDynamicModel \
|| (output_type) == oCDynamic2Model \
|| (output_type) == oCStaticModel \
|| (output_type) == oCDynamicSteadyStateOperator \
|| (output_type) == oCSteadyStateFile)
#define IS_C(output_type) ((output_type) == oCDynamicModel \
|| (output_type) == oCDynamic2Model \
|| (output_type) == oCStaticModel \
|| (output_type) == oCDynamicSteadyStateOperator \
|| (output_type) == oCSteadyStateFile)
#define IS_LATEX(output_type) ((output_type) == oLatexStaticModel \
|| (output_type) == oLatexDynamicModel \
@ -122,334 +122,335 @@ enum ExprNodeOutputType
#define MIN_COST(is_matlab) ((is_matlab) ? MIN_COST_MATLAB : MIN_COST_C)
//! Base class for expression nodes
class ExprNode
{
friend class DataTree;
friend class DynamicModel;
friend class StaticModel;
friend class ModelTree;
friend struct ExprNodeLess;
friend class NumConstNode;
friend class VariableNode;
friend class UnaryOpNode;
friend class BinaryOpNode;
friend class TrinaryOpNode;
friend class AbstractExternalFunctionNode;
private:
//! Computes derivative w.r. to a derivation ID (but doesn't store it in derivatives map)
/*! You shoud use getDerivative() to get the benefit of symbolic a priori and of caching */
virtual expr_t computeDerivative(int deriv_id) = 0;
class ExprNode
{
friend class DataTree;
friend class DynamicModel;
friend class StaticModel;
friend class ModelTree;
friend struct ExprNodeLess;
friend class NumConstNode;
friend class VariableNode;
friend class UnaryOpNode;
friend class BinaryOpNode;
friend class TrinaryOpNode;
friend class AbstractExternalFunctionNode;
private:
//! Computes derivative w.r. to a derivation ID (but doesn't store it in derivatives map)
/*! You shoud use getDerivative() to get the benefit of symbolic a priori and of caching */
virtual expr_t computeDerivative(int deriv_id) = 0;
protected:
//! Reference to the enclosing DataTree
DataTree &datatree;
protected:
//! Reference to the enclosing DataTree
DataTree &datatree;
//! Index number
int idx;
//! Index number
int idx;
//! Is the data member non_null_derivatives initialized ?
bool preparedForDerivation;
//! Is the data member non_null_derivatives initialized ?
bool preparedForDerivation;
//! Set of derivation IDs with respect to which the derivative is potentially non-null
set<int> non_null_derivatives;
//! Set of derivation IDs with respect to which the derivative is potentially non-null
set<int> non_null_derivatives;
//! Used for caching of first order derivatives (when non-null)
map<int, expr_t> derivatives;
//! Used for caching of first order derivatives (when non-null)
map<int, expr_t> derivatives;
//! Cost of computing current node
/*! Nodes included in temporary_terms are considered having a null cost */
virtual int cost(int cost, bool is_matlab) const;
virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const;
//! Cost of computing current node
/*! Nodes included in temporary_terms are considered having a null cost */
virtual int cost(int cost, bool is_matlab) const;
virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const;
//! For creating equation cross references
struct EquationInfo
{
set<pair<int, int> > param;
set<pair<int, int> > endo;
set<pair<int, int> > exo;
set<pair<int, int> > exo_det;
};
//! For creating equation cross references
struct EquationInfo
{
set<pair<int, int> > param;
set<pair<int, int> > endo;
set<pair<int, int> > exo;
set<pair<int, int> > exo_det;
};
public:
ExprNode(DataTree &datatree_arg);
virtual ~ExprNode();
public:
ExprNode(DataTree &datatree_arg);
virtual
~ExprNode();
//! Initializes data member non_null_derivatives
virtual void prepareForDerivation() = 0;
//! Initializes data member non_null_derivatives
virtual void prepareForDerivation() = 0;
//! Returns derivative w.r. to derivation ID
/*! Uses a symbolic a priori to pre-detect null derivatives, and caches the result for other derivatives (to avoid computing it several times)
For an equal node, returns the derivative of lhs minus rhs */
expr_t getDerivative(int deriv_id);
//! Returns derivative w.r. to derivation ID
/*! Uses a symbolic a priori to pre-detect null derivatives, and caches the result for other derivatives (to avoid computing it several times)
For an equal node, returns the derivative of lhs minus rhs */
expr_t getDerivative(int deriv_id);
//! Computes derivatives by applying the chain rule for some variables
/*!
\param deriv_id The derivation ID with respect to which we are derivating
\param recursive_variables Contains the derivation ID for which chain rules must be applied. Keys are derivation IDs, values are equations of the form x=f(y) where x is the key variable and x doesn't appear in y
*/
virtual expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) = 0;
//! Computes derivatives by applying the chain rule for some variables
/*!
\param deriv_id The derivation ID with respect to which we are derivating
\param recursive_variables Contains the derivation ID for which chain rules must be applied. Keys are derivation IDs, values are equations of the form x=f(y) where x is the key variable and x doesn't appear in y
*/
virtual expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) = 0;
//! Returns precedence of node
/*! Equals 100 for constants, variables, unary ops, and temporary terms */
virtual int precedence(ExprNodeOutputType output_t, const temporary_terms_t &temporary_terms) const;
//! Returns precedence of node
/*! Equals 100 for constants, variables, unary ops, and temporary terms */
virtual int precedence(ExprNodeOutputType output_t, const temporary_terms_t &temporary_terms) const;
//! Fills temporary_terms set, using reference counts
/*! A node will be marked as a temporary term if it is referenced at least two times (i.e. has at least two parents), and has a computing cost (multiplied by reference count) greater to datatree.min_cost */
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
//! Fills temporary_terms set, using reference counts
/*! A node will be marked as a temporary term if it is referenced at least two times (i.e. has at least two parents), and has a computing cost (multiplied by reference count) greater to datatree.min_cost */
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
//! Writes output of node, using a Txxx notation for nodes in temporary_terms, and specifiying the set of already written external functions
/*!
\param[in] output the output stream
\param[in] output_type the type of output (MATLAB, C, LaTeX...)
\param[in] temporary_terms the nodes that are marked as temporary terms
\param[in,out] tef_terms the set of already written external function nodes
*/
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const = 0;
//! Writes output of node, using a Txxx notation for nodes in temporary_terms, and specifiying the set of already written external functions
/*!
\param[in] output the output stream
\param[in] output_type the type of output (MATLAB, C, LaTeX...)
\param[in] temporary_terms the nodes that are marked as temporary terms
\param[in,out] tef_terms the set of already written external function nodes
*/
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const = 0;
//! returns true if the expr node contains an external function
virtual bool containsExternalFunction() const = 0;
//! returns true if the expr node contains an external function
virtual bool containsExternalFunction() const = 0;
//! Writes output of node (with no temporary terms and with "outside model" output type)
void writeOutput(ostream &output) const;
//! Writes output of node (with no temporary terms and with "outside model" output type)
void writeOutput(ostream &output) const;
//! Writes output of node (with no temporary terms)
void writeOutput(ostream &output, ExprNodeOutputType output_type) const;
//! Writes output of node (with no temporary terms)
void writeOutput(ostream &output, ExprNodeOutputType output_type) const;
//! Writes output of node, using a Txxx notation for nodes in temporary_terms
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
//! Writes output of node, using a Txxx notation for nodes in temporary_terms
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
//! Writes the output for an external function, ensuring that the external function is called as few times as possible using temporary terms
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const;
//! Writes the output for an external function, ensuring that the external function is called as few times as possible using temporary terms
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const;
virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
deriv_node_temp_terms_t &tef_terms) const;
virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
deriv_node_temp_terms_t &tef_terms) const;
//! Computes the set of all variables of a given symbol type in the expression (with information on lags)
/*!
Variables are stored as integer pairs of the form (symb_id, lag).
They are added to the set given in argument.
Note that model local variables are substituted by their expression in the computation
(and added if type_arg = ModelLocalVariable).
*/
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const = 0;
//! Computes the set of all variables of a given symbol type in the expression (with information on lags)
/*!
Variables are stored as integer pairs of the form (symb_id, lag).
They are added to the set given in argument.
Note that model local variables are substituted by their expression in the computation
(and added if type_arg = ModelLocalVariable).
*/
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const = 0;
//! Computes the set of all variables of a given symbol type in the expression (without information on lags)
/*!
Variables are stored as symb_id.
They are added to the set given in argument.
Note that model local variables are substituted by their expression in the computation
(and added if type_arg = ModelLocalVariable).
*/
void collectVariables(SymbolType type_arg, set<int> &result) const;
//! Computes the set of all variables of a given symbol type in the expression (without information on lags)
/*!
Variables are stored as symb_id.
They are added to the set given in argument.
Note that model local variables are substituted by their expression in the computation
(and added if type_arg = ModelLocalVariable).
*/
void collectVariables(SymbolType type_arg, set<int> &result) const;
//! Computes the set of endogenous variables in the expression
/*!
Endogenous are stored as integer pairs of the form (type_specific_id, lag).
They are added to the set given in argument.
Note that model local variables are substituted by their expression in the computation.
*/
virtual void collectEndogenous(set<pair<int, int> > &result) const;
//! Computes the set of endogenous variables in the expression
/*!
Endogenous are stored as integer pairs of the form (type_specific_id, lag).
They are added to the set given in argument.
Note that model local variables are substituted by their expression in the computation.
*/
virtual void collectEndogenous(set<pair<int, int> > &result) const;
//! Computes the set of exogenous variables in the expression
/*!
Exogenous are stored as integer pairs of the form (type_specific_id, lag).
They are added to the set given in argument.
Note that model local variables are substituted by their expression in the computation.
*/
virtual void collectExogenous(set<pair<int, int> > &result) const;
//! Computes the set of exogenous variables in the expression
/*!
Exogenous are stored as integer pairs of the form (type_specific_id, lag).
They are added to the set given in argument.
Note that model local variables are substituted by their expression in the computation.
*/
virtual void collectExogenous(set<pair<int, int> > &result) const;
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const = 0;
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const = 0;
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
map<expr_t, pair<int, int> > &first_occurence,
int Curr_block,
vector< vector<temporary_terms_t> > &v_temporary_terms,
int equation) const;
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
map<expr_t, pair<int, int> > &first_occurence,
int Curr_block,
vector< vector<temporary_terms_t> > &v_temporary_terms,
int equation) const;
class EvalException
class EvalException
{
};
{
};
class EvalExternalFunctionException : public EvalException
class EvalExternalFunctionException : public EvalException
{
};
{
};
virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException) = 0;
virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const = 0;
void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic) const;
//! Creates a static version of this node
/*!
This method duplicates the current node by creating a similar node from which all leads/lags have been stripped,
adds the result in the static_datatree argument (and not in the original datatree), and returns it.
*/
virtual expr_t toStatic(DataTree &static_datatree) const = 0;
virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException) = 0;
virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const = 0;
void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic) const;
//! Creates a static version of this node
/*!
This method duplicates the current node by creating a similar node from which all leads/lags have been stripped,
adds the result in the static_datatree argument (and not in the original datatree), and returns it.
*/
virtual expr_t toStatic(DataTree &static_datatree) const = 0;
/*!
Compute cross references for equations
*/
// virtual void computeXrefs(set<int> &param, set<int> &endo, set<int> &exo, set<int> &exo_det) const = 0;
virtual void computeXrefs(EquationInfo &ei) const = 0;
//! Try to normalize an equation linear in its endogenous variable
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const = 0;
/*!
Compute cross references for equations
*/
// virtual void computeXrefs(set<int> &param, set<int> &endo, set<int> &exo, set<int> &exo_det) const = 0;
virtual void computeXrefs(EquationInfo &ei) const = 0;
//! Try to normalize an equation linear in its endogenous variable
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const = 0;
//! Returns the maximum lead of endogenous in this expression
/*! Always returns a non-negative value */
virtual int maxEndoLead() const = 0;
//! Returns the maximum lead of endogenous in this expression
/*! Always returns a non-negative value */
virtual int maxEndoLead() const = 0;
//! Returns the maximum lead of exogenous in this expression
/*! Always returns a non-negative value */
virtual int maxExoLead() const = 0;
//! Returns the maximum lead of exogenous in this expression
/*! Always returns a non-negative value */
virtual int maxExoLead() const = 0;
//! Returns the maximum lag of endogenous in this expression
/*! Always returns a non-negative value */
virtual int maxEndoLag() const = 0;
//! Returns the maximum lag of endogenous in this expression
/*! Always returns a non-negative value */
virtual int maxEndoLag() const = 0;
//! Returns the maximum lag of exogenous in this expression
/*! Always returns a non-negative value */
virtual int maxExoLag() const = 0;
//! Returns the maximum lag of exogenous in this expression
/*! Always returns a non-negative value */
virtual int maxExoLag() const = 0;
//! Returns the relative period of the most forward term in this expression
/*! A negative value means that the expression contains only lagged variables */
virtual int maxLead() const = 0;
//! Returns the relative period of the most forward term in this expression
/*! A negative value means that the expression contains only lagged variables */
virtual int maxLead() const = 0;
//! Returns a new expression where all the leads/lags have been shifted backwards by the same amount
/*!
Only acts on endogenous, exogenous, exogenous det
\param[in] n The number of lags by which to shift
\return The same expression except that leads/lags have been shifted backwards
*/
virtual expr_t decreaseLeadsLags(int n) const = 0;
//! Returns a new expression where all the leads/lags have been shifted backwards by the same amount
/*!
Only acts on endogenous, exogenous, exogenous det
\param[in] n The number of lags by which to shift
\return The same expression except that leads/lags have been shifted backwards
*/
virtual expr_t decreaseLeadsLags(int n) const = 0;
//! Type for the substitution map used in the process of creating auxiliary vars for leads >= 2
typedef map<const ExprNode *, const VariableNode *> subst_table_t;
//! Type for the substitution map used in the process of creating auxiliary vars for leads >= 2
typedef map<const ExprNode *, const VariableNode *> subst_table_t;
//! Creates auxiliary endo lead variables corresponding to this expression
/*!
If maximum endogenous lead >= 3, this method will also create intermediary auxiliary var, and will add the equations of the form aux1 = aux2(+1) to the substitution table.
\pre This expression is assumed to have maximum endogenous lead >= 2
\param[in,out] subst_table The table to which new auxiliary variables and their correspondance will be added
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
\return The new variable node corresponding to the current expression
*/
VariableNode *createEndoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
//! Creates auxiliary endo lead variables corresponding to this expression
/*!
If maximum endogenous lead >= 3, this method will also create intermediary auxiliary var, and will add the equations of the form aux1 = aux2(+1) to the substitution table.
\pre This expression is assumed to have maximum endogenous lead >= 2
\param[in,out] subst_table The table to which new auxiliary variables and their correspondance will be added
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
\return The new variable node corresponding to the current expression
*/
VariableNode *createEndoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
//! Creates auxiliary exo lead variables corresponding to this expression
/*!
If maximum exogenous lead >= 2, this method will also create intermediary auxiliary var, and will add the equations of the form aux1 = aux2(+1) to the substitution table.
\pre This expression is assumed to have maximum exogenous lead >= 1
\param[in,out] subst_table The table to which new auxiliary variables and their correspondance will be added
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
\return The new variable node corresponding to the current expression
*/
VariableNode *createExoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
//! Creates auxiliary exo lead variables corresponding to this expression
/*!
If maximum exogenous lead >= 2, this method will also create intermediary auxiliary var, and will add the equations of the form aux1 = aux2(+1) to the substitution table.
\pre This expression is assumed to have maximum exogenous lead >= 1
\param[in,out] subst_table The table to which new auxiliary variables and their correspondance will be added
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
\return The new variable node corresponding to the current expression
*/
VariableNode *createExoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
//! Constructs a new expression where sub-expressions with max endo lead >= 2 have been replaced by auxiliary variables
/*!
\param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
//! Constructs a new expression where sub-expressions with max endo lead >= 2 have been replaced by auxiliary variables
/*!
\param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
If the method detects a sub-expr which needs to be substituted, two cases are possible:
- if this expr is in the table, then it will use the corresponding variable and return the substituted expression
- if this expr is not in the table, then it will create an auxiliary endogenous variable, add the substitution in the table and return the substituted expression
If the method detects a sub-expr which needs to be substituted, two cases are possible:
- if this expr is in the table, then it will use the corresponding variable and return the substituted expression
- if this expr is not in the table, then it will create an auxiliary endogenous variable, add the substitution in the table and return the substituted expression
\return A new equivalent expression where sub-expressions with max endo lead >= 2 have been replaced by auxiliary variables
*/
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const = 0;
\return A new equivalent expression where sub-expressions with max endo lead >= 2 have been replaced by auxiliary variables
*/
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const = 0;
//! Constructs a new expression where endo variables with max endo lag >= 2 have been replaced by auxiliary variables
/*!
\param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
*/
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
//! Constructs a new expression where endo variables with max endo lag >= 2 have been replaced by auxiliary variables
/*!
\param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
*/
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
//! Constructs a new expression where exogenous variables with a lead have been replaced by auxiliary variables
/*!
\param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
*/
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const = 0;
//! Constructs a new expression where exogenous variables with a lag have been replaced by auxiliary variables
/*!
\param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
*/
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
//! Constructs a new expression where exogenous variables with a lead have been replaced by auxiliary variables
/*!
\param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
*/
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const = 0;
//! Constructs a new expression where exogenous variables with a lag have been replaced by auxiliary variables
/*!
\param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
*/
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
//! Constructs a new expression where the expectation operator has been replaced by auxiliary variables
/*!
\param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
\param[in] partial_information_model Are we substituting in a partial information model?
*/
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const = 0;
//! Constructs a new expression where the expectation operator has been replaced by auxiliary variables
/*!
\param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
\param[in] partial_information_model Are we substituting in a partial information model?
*/
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const = 0;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const = 0;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const = 0;
//! Constructs a new expression where forward variables (supposed to be at most in t+1) have been replaced by themselves at t, plus a new aux var representing their (time) differentiate
/*!
\param[in] subset variables to which to limit the transformation; transform
all fwrd vars if empty
\param[in,out] subst_table Map used to store mapping between a given
forward variable and the aux var that contains its differentiate
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
*/
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
//! Constructs a new expression where forward variables (supposed to be at most in t+1) have been replaced by themselves at t, plus a new aux var representing their (time) differentiate
/*!
\param[in] subset variables to which to limit the transformation; transform
all fwrd vars if empty
\param[in,out] subst_table Map used to store mapping between a given
forward variable and the aux var that contains its differentiate
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
*/
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
//! Return true if the nodeID is a numerical constant equal to value and false otherwise
/*!
\param[in] value of the numerical constante
\param[out] the boolean equal to true if NodeId is a constant equal to value
*/
virtual bool isNumConstNodeEqualTo(double value) const = 0;
//! Return true if the nodeID is a numerical constant equal to value and false otherwise
/*!
\param[in] value of the numerical constante
\param[out] the boolean equal to true if NodeId is a constant equal to value
*/
virtual bool isNumConstNodeEqualTo(double value) const = 0;
//! Returns true if the expression contains one or several endogenous variable
virtual bool containsEndogenous(void) const = 0;
//! Returns true if the expression contains one or several endogenous variable
virtual bool containsEndogenous(void) const = 0;
//! Returns true if the expression contains one or several exogenous variable
virtual bool containsExogenous() const = 0;
//! Returns true if the expression contains one or several exogenous variable
virtual bool containsExogenous() const = 0;
//! Return true if the nodeID is a variable withe a type equal to type_arg, a specific variable id aqual to varfiable_id and a lag equal to lag_arg and false otherwise
/*!
\param[in] the type (type_arg), specifique variable id (variable_id and the lag (lag_arg)
\param[out] the boolean equal to true if NodeId is the variable
*/
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const = 0;
//! Return true if the nodeID is a variable withe a type equal to type_arg, a specific variable id aqual to varfiable_id and a lag equal to lag_arg and false otherwise
/*!
\param[in] the type (type_arg), specifique variable id (variable_id and the lag (lag_arg)
\param[out] the boolean equal to true if NodeId is the variable
*/
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const = 0;
//! Replaces the Trend var with datatree.One
virtual expr_t replaceTrendVar() const = 0;
//! Replaces the Trend var with datatree.One
virtual expr_t replaceTrendVar() const = 0;
//! Constructs a new expression where the variable indicated by symb_id has been detrended
/*!
\param[in] symb_id indicating the variable to be detrended
\param[in] log_trend indicates if the trend is in log
\param[in] trend indicating the trend
\return the new binary op pointing to a detrended variable
*/
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const = 0;
//! Constructs a new expression where the variable indicated by symb_id has been detrended
/*!
\param[in] symb_id indicating the variable to be detrended
\param[in] log_trend indicates if the trend is in log
\param[in] trend indicating the trend
\return the new binary op pointing to a detrended variable
*/
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const = 0;
//! Add ExprNodes to the provided datatree
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const = 0;
//! Add ExprNodes to the provided datatree
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const = 0;
//! Move a trend variable with lag/lead to time t by dividing/multiplying by its growth factor
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const = 0;
//! Move a trend variable with lag/lead to time t by dividing/multiplying by its growth factor
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const = 0;
//! Returns true if the expression is in static form (no lead, no lag, no expectation, no STEADY_STATE)
virtual bool isInStaticForm() const = 0;
//! Returns true if the expression is in static form (no lead, no lag, no expectation, no STEADY_STATE)
virtual bool isInStaticForm() const = 0;
//! Substitute auxiliary variables by their expression in static model
virtual expr_t substituteStaticAuxiliaryVariable() const = 0;
};
//! Substitute auxiliary variables by their expression in static model
virtual expr_t substituteStaticAuxiliaryVariable() const = 0;
};
//! Object used to compare two nodes (using their indexes)
struct ExprNodeLess
@ -550,7 +551,11 @@ public:
{
return symb_id;
};
int get_lag() const { return lag; };
int
get_lag() const
{
return lag;
};
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
virtual expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables);
virtual int maxEndoLead() const;

2
ExtendedPreprocessorTypes.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2014-2015 Dynare Team
* Copyright (C) 2014-2017 Dynare Team
*
* This file is part of Dynare.
*

2
ExternalFunctionsTable.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2010-2011 Dynare Team
* Copyright (C) 2010-2015 Dynare Team
*
* This file is part of Dynare.
*

2
ExternalFunctionsTable.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2010-2011 Dynare Team
* Copyright (C) 2010-2015 Dynare Team
*
* This file is part of Dynare.
*

4
MinimumFeedbackSet.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2009-2012 Dynare Team
* Copyright (C) 2009-2017 Dynare Team
*
* This file is part of Dynare.
*
@ -175,7 +175,7 @@ namespace MFS
if (in_degree(vertex, G) > 0 && out_degree(vertex, G) > 0)
for (tie(it_in, in_end) = in_edges(vertex, G); it_in != in_end; ++it_in)
for (tie(it_out, out_end) = out_edges(vertex, G); it_out != out_end; ++it_out)
if (source(*it_in, G) == target(*it_out, G) && source(*it_in, G) != target(*it_in, G)) // not a loop
if (source(*it_in, G) == target(*it_out, G) && source(*it_in, G) != target(*it_in, G)) // not a loop
Doublet.push_back(source(*it_in, G));
return Doublet;
}

226
ModFile.cc
View File

@ -151,7 +151,7 @@ ModFile::checkPass(bool nostrict)
if (((mod_file_struct.ramsey_model_present || mod_file_struct.discretionary_policy_present)
&& !mod_file_struct.planner_objective_present)
|| (!(mod_file_struct.ramsey_model_present || mod_file_struct.discretionary_policy_present)
&& mod_file_struct.planner_objective_present))
&& mod_file_struct.planner_objective_present))
{
cerr << "ERROR: A planner_objective statement must be used with a ramsey_model, a ramsey_policy or a discretionary_policy statement and vice versa." << endl;
exit(EXIT_FAILURE);
@ -257,37 +257,37 @@ ModFile::checkPass(bool nostrict)
exit(EXIT_FAILURE);
}
if (dynamic_model.staticOnlyEquationsNbr() > 0 &&
(mod_file_struct.ramsey_model_present || mod_file_struct.discretionary_policy_present))
if (dynamic_model.staticOnlyEquationsNbr() > 0
&& (mod_file_struct.ramsey_model_present || mod_file_struct.discretionary_policy_present))
{
cerr << "ERROR: marking equations as [static] or [dynamic] is not possible with ramsey_model, ramsey_policy or discretionary_policy" << endl;
exit(EXIT_FAILURE);
}
if (stochastic_statement_present &&
(dynamic_model.isUnaryOpUsed(oSign)
|| dynamic_model.isUnaryOpUsed(oAbs)
|| dynamic_model.isBinaryOpUsed(oMax)
|| dynamic_model.isBinaryOpUsed(oMin)
|| dynamic_model.isBinaryOpUsed(oGreater)
|| dynamic_model.isBinaryOpUsed(oLess)
|| dynamic_model.isBinaryOpUsed(oGreaterEqual)
|| dynamic_model.isBinaryOpUsed(oLessEqual)
|| dynamic_model.isBinaryOpUsed(oEqualEqual)
|| dynamic_model.isBinaryOpUsed(oDifferent)))
if (stochastic_statement_present
&& (dynamic_model.isUnaryOpUsed(oSign)
|| dynamic_model.isUnaryOpUsed(oAbs)
|| dynamic_model.isBinaryOpUsed(oMax)
|| dynamic_model.isBinaryOpUsed(oMin)
|| dynamic_model.isBinaryOpUsed(oGreater)
|| dynamic_model.isBinaryOpUsed(oLess)
|| dynamic_model.isBinaryOpUsed(oGreaterEqual)
|| dynamic_model.isBinaryOpUsed(oLessEqual)
|| dynamic_model.isBinaryOpUsed(oEqualEqual)
|| dynamic_model.isBinaryOpUsed(oDifferent)))
warnings << "WARNING: you are using a function (max, min, abs, sign) or an operator (<, >, <=, >=, ==, !=) which is unsuitable for a stochastic context; see the reference manual, section about \"Expressions\", for more details." << endl;
if (linear &&
(dynamic_model.isUnaryOpUsed(oSign)
|| dynamic_model.isUnaryOpUsed(oAbs)
|| dynamic_model.isBinaryOpUsed(oMax)
|| dynamic_model.isBinaryOpUsed(oMin)
|| dynamic_model.isBinaryOpUsed(oGreater)
|| dynamic_model.isBinaryOpUsed(oLess)
|| dynamic_model.isBinaryOpUsed(oGreaterEqual)
|| dynamic_model.isBinaryOpUsed(oLessEqual)
|| dynamic_model.isBinaryOpUsed(oEqualEqual)
|| dynamic_model.isBinaryOpUsed(oDifferent)))
if (linear
&& (dynamic_model.isUnaryOpUsed(oSign)
|| dynamic_model.isUnaryOpUsed(oAbs)
|| dynamic_model.isBinaryOpUsed(oMax)
|| dynamic_model.isBinaryOpUsed(oMin)
|| dynamic_model.isBinaryOpUsed(oGreater)
|| dynamic_model.isBinaryOpUsed(oLess)
|| dynamic_model.isBinaryOpUsed(oGreaterEqual)
|| dynamic_model.isBinaryOpUsed(oLessEqual)
|| dynamic_model.isBinaryOpUsed(oEqualEqual)
|| dynamic_model.isBinaryOpUsed(oDifferent)))
warnings << "WARNING: you have declared your model 'linear' but you are using a function (max, min, abs, sign) or an operator (<, >, <=, >=, ==, !=) which potentially makes it non-linear." << endl;
// Test if some estimated parameters are used within the values of shocks
@ -302,7 +302,7 @@ ModFile::checkPass(bool nostrict)
{
cerr << "ERROR: some estimated parameters (";
for (set<int>::const_iterator it = parameters_intersect.begin();
it != parameters_intersect.end(); )
it != parameters_intersect.end();)
{
cerr << symbol_table.getName(*it);
if (++it != parameters_intersect.end())
@ -376,7 +376,7 @@ ModFile::transformPass(bool nostrict, bool compute_xrefs)
/*
clone the model then clone the new equations back to the original because
we have to call computeDerivIDs (in computeRamseyPolicyFOCs and computingPass)
*/
*/
if (linear)
dynamic_model.cloneDynamic(orig_ramsey_dynamic_model);
dynamic_model.cloneDynamic(ramsey_FOC_equations_dynamic_model);
@ -510,64 +510,64 @@ ModFile::computingPass(bool no_tmp_terms, FileOutputType output, int params_deri
// Compute static model and its derivatives
dynamic_model.toStatic(static_model);
if (!no_static)
{
if (mod_file_struct.stoch_simul_present
|| mod_file_struct.estimation_present || mod_file_struct.osr_present
|| mod_file_struct.ramsey_model_present || mod_file_struct.identification_present
|| mod_file_struct.calib_smoother_present)
static_model.set_cutoff_to_zero();
{
if (mod_file_struct.stoch_simul_present
|| mod_file_struct.estimation_present || mod_file_struct.osr_present
|| mod_file_struct.ramsey_model_present || mod_file_struct.identification_present
|| mod_file_struct.calib_smoother_present)
static_model.set_cutoff_to_zero();
const bool static_hessian = mod_file_struct.identification_present
|| mod_file_struct.estimation_analytic_derivation;
const bool static_hessian = mod_file_struct.identification_present
|| mod_file_struct.estimation_analytic_derivation;
int paramsDerivsOrder = 0;
if (mod_file_struct.identification_present || mod_file_struct.estimation_analytic_derivation)
paramsDerivsOrder = params_derivs_order;
static_model.computingPass(global_eval_context, no_tmp_terms, static_hessian,
false, paramsDerivsOrder, block, byte_code);
}
static_model.computingPass(global_eval_context, no_tmp_terms, static_hessian,
false, paramsDerivsOrder, block, byte_code);
}
// Set things to compute for dynamic model
if (mod_file_struct.perfect_foresight_solver_present || mod_file_struct.check_present
|| mod_file_struct.stoch_simul_present
|| mod_file_struct.estimation_present || mod_file_struct.osr_present
|| mod_file_struct.ramsey_model_present || mod_file_struct.identification_present
|| mod_file_struct.calib_smoother_present)
{
if (mod_file_struct.perfect_foresight_solver_present)
dynamic_model.computingPass(true, false, false, none, global_eval_context, no_tmp_terms, block, use_dll, byte_code);
else
{
if (mod_file_struct.stoch_simul_present
|| mod_file_struct.estimation_present || mod_file_struct.osr_present
|| mod_file_struct.ramsey_model_present || mod_file_struct.identification_present
|| mod_file_struct.calib_smoother_present)
dynamic_model.set_cutoff_to_zero();
if (mod_file_struct.order_option < 1 || mod_file_struct.order_option > 3)
{
cerr << "ERROR: Incorrect order option..." << endl;
exit(EXIT_FAILURE);
}
bool hessian = mod_file_struct.order_option >= 2
|| mod_file_struct.identification_present
|| mod_file_struct.estimation_analytic_derivation
|| linear
|| output == second
|| output == third;
bool thirdDerivatives = mod_file_struct.order_option == 3
|| mod_file_struct.estimation_analytic_derivation
|| output == third;
int paramsDerivsOrder = 0;
if (mod_file_struct.identification_present || mod_file_struct.estimation_analytic_derivation)
paramsDerivsOrder = params_derivs_order;
dynamic_model.computingPass(true, hessian, thirdDerivatives, paramsDerivsOrder, global_eval_context, no_tmp_terms, block, use_dll, byte_code);
if (linear && mod_file_struct.ramsey_model_present)
orig_ramsey_dynamic_model.computingPass(true, true, false, paramsDerivsOrder, global_eval_context, no_tmp_terms, block, use_dll, byte_code);
}
}
else // No computing task requested, compute derivatives up to 2nd order by default
dynamic_model.computingPass(true, true, false, none, global_eval_context, no_tmp_terms, block, use_dll, byte_code);
|| mod_file_struct.stoch_simul_present
|| mod_file_struct.estimation_present || mod_file_struct.osr_present
|| mod_file_struct.ramsey_model_present || mod_file_struct.identification_present
|| mod_file_struct.calib_smoother_present)
{
if (mod_file_struct.perfect_foresight_solver_present)
dynamic_model.computingPass(true, false, false, none, global_eval_context, no_tmp_terms, block, use_dll, byte_code);
else
{
if (mod_file_struct.stoch_simul_present
|| mod_file_struct.estimation_present || mod_file_struct.osr_present
|| mod_file_struct.ramsey_model_present || mod_file_struct.identification_present
|| mod_file_struct.calib_smoother_present)
dynamic_model.set_cutoff_to_zero();
if (mod_file_struct.order_option < 1 || mod_file_struct.order_option > 3)
{
cerr << "ERROR: Incorrect order option..." << endl;
exit(EXIT_FAILURE);
}
bool hessian = mod_file_struct.order_option >= 2
|| mod_file_struct.identification_present
|| mod_file_struct.estimation_analytic_derivation
|| linear
|| output == second
|| output == third;
bool thirdDerivatives = mod_file_struct.order_option == 3
|| mod_file_struct.estimation_analytic_derivation
|| output == third;
int paramsDerivsOrder = 0;
if (mod_file_struct.identification_present || mod_file_struct.estimation_analytic_derivation)
paramsDerivsOrder = params_derivs_order;
dynamic_model.computingPass(true, hessian, thirdDerivatives, paramsDerivsOrder, global_eval_context, no_tmp_terms, block, use_dll, byte_code);
if (linear && mod_file_struct.ramsey_model_present)
orig_ramsey_dynamic_model.computingPass(true, true, false, paramsDerivsOrder, global_eval_context, no_tmp_terms, block, use_dll, byte_code);
}
}
else // No computing task requested, compute derivatives up to 2nd order by default
dynamic_model.computingPass(true, true, false, none, global_eval_context, no_tmp_terms, block, use_dll, byte_code);
if ((linear && !mod_file_struct.ramsey_model_present && !dynamic_model.checkHessianZero()) ||
(linear && mod_file_struct.ramsey_model_present && !orig_ramsey_dynamic_model.checkHessianZero()))
if ((linear && !mod_file_struct.ramsey_model_present && !dynamic_model.checkHessianZero())
|| (linear && mod_file_struct.ramsey_model_present && !orig_ramsey_dynamic_model.checkHessianZero()))
{
map<int, string> eqs;
if (mod_file_struct.ramsey_model_present)
@ -633,18 +633,18 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
if (clear_all)
mOutputFile << "if isoctave || matlab_ver_less_than('8.6')" << endl
<< " clear all" << endl
<< "else" << endl
<< " clearvars -global" << endl
<< " clear_persistent_variables(fileparts(which('dynare')), false)" << endl
<< "end" << endl;
<< "else" << endl
<< " clearvars -global" << endl
<< " clear_persistent_variables(fileparts(which('dynare')), false)" << endl
<< "end" << endl;
else if (clear_global)
mOutputFile << "clear M_ options_ oo_ estim_params_ bayestopt_ dataset_ dataset_info estimation_info ys0_ ex0_;" << endl;
mOutputFile << "tic0 = tic;" << endl
<< "% Save empty dates and dseries objects in memory." << endl
<< "dates('initialize');" << endl
<< "dseries('initialize');" << endl
<< "% Define global variables." << endl
<< "% Save empty dates and dseries objects in memory." << endl
<< "dates('initialize');" << endl
<< "dseries('initialize');" << endl
<< "% Define global variables." << endl
<< "global M_ options_ oo_ estim_params_ bayestopt_ dataset_ dataset_info estimation_info ys0_ ex0_" << endl
<< "options_ = [];" << endl
<< "M_.fname = '" << basename << "';" << endl
@ -757,7 +757,7 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
}
#if defined(_WIN32) || defined(__CYGWIN32__)
#if (defined(_MSC_VER) && _MSC_VER < 1700)
# if (defined(_MSC_VER) && _MSC_VER < 1700)
// If using USE_DLL with MSVC 10.0 or earlier, check that the user didn't use a function not supported by the compiler (because MSVC <= 10.0 doesn't comply with C99 standard)
if (use_dll && msvc)
{
@ -777,7 +777,7 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
exit(EXIT_FAILURE);
}
}
#endif
# endif
#endif
// Compile the dynamic MEX file for use_dll option
@ -787,10 +787,10 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
if (msvc)
// MATLAB/Windows + Microsoft Visual C++
mOutputFile << "dyn_mex('msvc', '" << basename << "', " << !check_model_changes << ")" << endl;
mOutputFile << "dyn_mex('msvc', '" << basename << "', " << !check_model_changes << ")" << endl;
else if (cygwin)
// MATLAB/Windows + Cygwin g++
mOutputFile << "dyn_mex('cygwin', '" << basename << "', " << !check_model_changes << ")" << endl;
mOutputFile << "dyn_mex('cygwin', '" << basename << "', " << !check_model_changes << ")" << endl;
else if (mingw)
// MATLAB/Windows + MinGW g++
mOutputFile << "dyn_mex('mingw', '" << basename << "', " << !check_model_changes << ")" << endl;
@ -868,7 +868,7 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
config_file.writeEndParallel(mOutputFile);
mOutputFile << endl << endl
<< "disp(['Total computing time : ' dynsec2hms(toc(tic0)) ]);" << endl;
<< "disp(['Total computing time : ' dynsec2hms(toc(tic0)) ]);" << endl;
if (!no_warn)
{
@ -880,7 +880,6 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
<< "end" << endl;
}
if (!no_log)
mOutputFile << "diary off" << endl;
@ -890,16 +889,16 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
{
// Create static and dynamic files
if (dynamic_model.equation_number() > 0)
{
if (!no_static)
{
static_model.writeStaticFile(basename, block, byte_code, use_dll, false);
static_model.writeParamsDerivativesFile(basename, false);
}
{
if (!no_static)
{
static_model.writeStaticFile(basename, block, byte_code, use_dll, false);
static_model.writeParamsDerivativesFile(basename, false);
}
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, false);
dynamic_model.writeParamsDerivativesFile(basename, false);
}
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, false);
dynamic_model.writeParamsDerivativesFile(basename, false);
}
// Create steady state file
steady_state_model.writeSteadyStateFile(basename, mod_file_struct.ramsey_model_present, false);
@ -911,7 +910,7 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
void
ModFile::writeExternalFiles(const string &basename, FileOutputType output, LanguageOutputType language) const
{
switch(language)
switch (language)
{
case c:
writeExternalFilesC(basename, output);
@ -939,7 +938,6 @@ ModFile::writeExternalFilesC(const string &basename, FileOutputType output) cons
if (!no_static)
static_model.writeStaticFile(basename, false, false, true, false);
// static_model.writeStaticCFile(basename, block, byte_code, use_dll);
// static_model.writeParamsDerivativesFileC(basename, cuda);
// static_model.writeAuxVarInitvalC(mOutputFile, oMatlabOutsideModel, cuda);
@ -952,8 +950,8 @@ ModFile::writeExternalFilesC(const string &basename, FileOutputType output) cons
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
else if (output == third)
{
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
dynamic_model.writeThirdDerivativesC_csr(basename, cuda);
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
dynamic_model.writeThirdDerivativesC_csr(basename, cuda);
}
}
@ -997,7 +995,7 @@ ModFile::writeModelC(const string &basename) const
// Print statements
for (vector<Statement *>::const_iterator it = statements.begin();
it != statements.end(); it++)
(*it)->writeCOutput(mDriverCFile, basename);
(*it)->writeCOutput(mDriverCFile, basename);
mDriverCFile << "} DynareInfo;" << endl;
mDriverCFile.close();
@ -1057,8 +1055,8 @@ ModFile::writeExternalFilesCC(const string &basename, FileOutputType output) con
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
else if (output == third)
{
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
dynamic_model.writeThirdDerivativesC_csr(basename, cuda);
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
dynamic_model.writeThirdDerivativesC_csr(basename, cuda);
}
}
@ -1102,7 +1100,7 @@ ModFile::writeModelCC(const string &basename) const
// Print statements
for (vector<Statement *>::const_iterator it = statements.begin();
it != statements.end(); it++)
(*it)->writeCOutput(mDriverCFile, basename);
(*it)->writeCOutput(mDriverCFile, basename);
mDriverCFile << "};" << endl;
mDriverCFile.close();
@ -1178,7 +1176,7 @@ ModFile::writeExternalFilesJulia(const string &basename, FileOutputType output)
<< "if isfile(\"" << basename << "SteadyState2.jl" "\")" << endl
<< " using " << basename << "SteadyState2" << endl
<< "end" << endl << endl
<< "export model_, options_, oo_" << endl;
<< "export model_, options_, oo_" << endl;
// Write Output
jlOutputFile << endl
@ -1236,9 +1234,9 @@ ModFile::writeExternalFilesJulia(const string &basename, FileOutputType output)
steady_state_model.writeSteadyStateFile(basename, mod_file_struct.ramsey_model_present, true);
// Print statements (includes parameter values)
for (vector<Statement *>::const_iterator it = statements.begin();
it != statements.end(); it++)
(*it)->writeJuliaOutput(jlOutputFile, basename);
for (vector<Statement *>::const_iterator it = statements.begin();
it != statements.end(); it++)
(*it)->writeJuliaOutput(jlOutputFile, basename);
jlOutputFile << "model_.static = " << basename << "Static.static!" << endl
<< "model_.dynamic = " << basename << "Dynamic.dynamic!" << endl
@ -1258,7 +1256,7 @@ ModFile::writeExternalFilesJulia(const string &basename, FileOutputType output)
<< " using " << basename << "DynamicParamsDerivs" << endl
<< " model_.dynamic_params_derivs = " << basename << "DynamicParamsDerivs.params_derivs" << endl
<< "end" << endl
<< "end" << endl;
<< "end" << endl;
jlOutputFile.close();
cout << "done" << endl;
}

8
ModFile.hh
View File

@ -41,7 +41,7 @@ using namespace std;
// for checksum computation
#ifndef PRIVATE_BUFFER_SIZE
#define PRIVATE_BUFFER_SIZE 1024
# define PRIVATE_BUFFER_SIZE 1024
#endif
//! The abstract representation of a "mod" file
@ -91,9 +91,9 @@ public:
bool differentiate_forward_vars;
/*! If the 'differentiate_forward_vars' option is used, contains the set of
endogenous with respect to which to do the transformation;
if empty, means that the transformation must be applied to all endos
with a lead */
endogenous with respect to which to do the transformation;
if empty, means that the transformation must be applied to all endos
with a lead */
vector<string> differentiate_forward_vars_subset;
//! Are nonstationary variables present ?

34
ModelTree.cc
View File

@ -212,7 +212,7 @@ ModelTree::computeNonSingularNormalization(jacob_map_t &contemporaneous_jacobian
if (first_derivatives.find(make_pair(it->first.first, getDerivID(symbol_table.getID(eEndogenous, it->first.second), 0))) == first_derivatives.end())
first_derivatives[make_pair(it->first.first, getDerivID(symbol_table.getID(eEndogenous, it->first.second), 0))] = Zero;
}
catch(DataTree::UnknownDerivIDException &e)
catch (DataTree::UnknownDerivIDException &e)
{
cerr << "The variable " << symbol_table.getName(symbol_table.getID(eEndogenous, it->first.second))
<< " does not appear at the current period (i.e. with no lead and no lag); this case is not handled by the 'block' option of the 'model' block." << endl;
@ -887,7 +887,7 @@ ModelTree::reduceBlocksAndTypeDetermination(const dynamic_jacob_map_t &dynamic_j
int c_Size = (block_type_size_mfs[block_type_size_mfs.size()-1]).second.first;
int first_equation = (block_type_size_mfs[block_type_size_mfs.size()-1]).first.second;
if (c_Size > 0 && ((prev_Type == EVALUATE_FORWARD && Simulation_Type == EVALUATE_FORWARD && !is_lead)
|| (prev_Type == EVALUATE_BACKWARD && Simulation_Type == EVALUATE_BACKWARD && !is_lag)))
|| (prev_Type == EVALUATE_BACKWARD && Simulation_Type == EVALUATE_BACKWARD && !is_lag)))
{
for (int j = first_equation; j < first_equation+c_Size; j++)
{
@ -1125,10 +1125,10 @@ ModelTree::computeTemporaryTerms(bool is_matlab)
temporary_terms_g2.clear();
temporary_terms_g3.clear();
map<NodeTreeReference, temporary_terms_t> temp_terms_map;
temp_terms_map[eResiduals]=temporary_terms_res;
temp_terms_map[eFirstDeriv]=temporary_terms_g1;
temp_terms_map[eSecondDeriv]=temporary_terms_g2;
temp_terms_map[eThirdDeriv]=temporary_terms_g3;
temp_terms_map[eResiduals] = temporary_terms_res;
temp_terms_map[eFirstDeriv] = temporary_terms_g1;
temp_terms_map[eSecondDeriv] = temporary_terms_g2;
temp_terms_map[eThirdDeriv] = temporary_terms_g3;
for (vector<BinaryOpNode *>::iterator it = equations.begin();
it != equations.end(); it++)
@ -1332,17 +1332,17 @@ ModelTree::compileTemporaryTerms(ostream &code_file, unsigned int &instruction_n
(*it)->compileExternalFunctionOutput(code_file, instruction_number, false, tt2, map_idx, dynamic, steady_dynamic, tef_terms);
}
FNUMEXPR_ fnumexpr(TemporaryTerm, (int) (map_idx.find((*it)->idx)->second));
FNUMEXPR_ fnumexpr(TemporaryTerm, (int)(map_idx.find((*it)->idx)->second));
fnumexpr.write(code_file, instruction_number);
(*it)->compile(code_file, instruction_number, false, tt2, map_idx, dynamic, steady_dynamic, tef_terms);
if (dynamic)
{
FSTPT_ fstpt((int) (map_idx.find((*it)->idx)->second));
FSTPT_ fstpt((int)(map_idx.find((*it)->idx)->second));
fstpt.write(code_file, instruction_number);
}
else
{
FSTPST_ fstpst((int) (map_idx.find((*it)->idx)->second));
FSTPST_ fstpst((int)(map_idx.find((*it)->idx)->second));
fstpst.write(code_file, instruction_number);
}
// Insert current node into tt2
@ -1577,7 +1577,7 @@ ModelTree::writeLatexModelFile(const string &basename, ExprNodeOutputType output
bool wrote_eq_tag = false;
if (write_equation_tags)
{
for (vector<pair<int,pair<string,string> > >::const_iterator iteqt = equation_tags.begin();
for (vector<pair<int, pair<string, string> > >::const_iterator iteqt = equation_tags.begin();
iteqt != equation_tags.end(); iteqt++)
if (iteqt->first == eq)
{
@ -1792,11 +1792,11 @@ ModelTree::computeParamsDerivativesTemporaryTerms()
map<expr_t, pair<int, NodeTreeReference > > reference_count;
params_derivs_temporary_terms.clear();
map<NodeTreeReference, temporary_terms_t> temp_terms_map;
temp_terms_map[eResidualsParamsDeriv]=params_derivs_temporary_terms_res;
temp_terms_map[eJacobianParamsDeriv]=params_derivs_temporary_terms_g1;
temp_terms_map[eResidualsParamsSecondDeriv]=params_derivs_temporary_terms_res2;
temp_terms_map[eJacobianParamsSecondDeriv]=params_derivs_temporary_terms_g12;
temp_terms_map[eHessianParamsDeriv]=params_derivs_temporary_terms_g2;
temp_terms_map[eResidualsParamsDeriv] = params_derivs_temporary_terms_res;
temp_terms_map[eJacobianParamsDeriv] = params_derivs_temporary_terms_g1;
temp_terms_map[eResidualsParamsSecondDeriv] = params_derivs_temporary_terms_res2;
temp_terms_map[eJacobianParamsSecondDeriv] = params_derivs_temporary_terms_g12;
temp_terms_map[eHessianParamsDeriv] = params_derivs_temporary_terms_g2;
for (first_derivatives_t::iterator it = residuals_params_derivatives.begin();
it != residuals_params_derivatives.end(); it++)
@ -1839,9 +1839,9 @@ ModelTree::computeParamsDerivativesTemporaryTerms()
params_derivs_temporary_terms_g2 = temp_terms_map[eHessianParamsDeriv];
}
bool ModelTree::isNonstationary(int symb_id) const
bool
ModelTree::isNonstationary(int symb_id) const
{
return (nonstationary_symbols_map.find(symb_id)
!= nonstationary_symbols_map.end());
}

13
ModelTree.hh
View File

@ -128,7 +128,6 @@ protected:
*/
third_derivatives_t hessian_params_derivatives;
//! Temporary terms for the static/dynamic file (those which will be noted Txxxx)
temporary_terms_t temporary_terms;
temporary_terms_t temporary_terms_res;
@ -144,7 +143,6 @@ protected:
temporary_terms_t params_derivs_temporary_terms_g12;
temporary_terms_t params_derivs_temporary_terms_g2;
//! Trend variables and their growth factors
map<int, expr_t> trend_symbols_map;
@ -177,7 +175,7 @@ protected:
void computeTemporaryTerms(bool is_matlab);
//! Computes temporary terms for the file containing parameters derivatives
void computeParamsDerivativesTemporaryTerms();
//! Writes temporary terms
//! Writes temporary terms
void writeTemporaryTerms(const temporary_terms_t &tt, const temporary_terms_t &ttm1, ostream &output, ExprNodeOutputType output_type, deriv_node_temp_terms_t &tef_terms) const;
//! Compiles temporary terms
void compileTemporaryTerms(ostream &code_file, unsigned int &instruction_number, const temporary_terms_t &tt, map_idx_t map_idx, bool dynamic, bool steady_dynamic) const;
@ -268,10 +266,11 @@ protected:
virtual unsigned int getBlockMaxLag(int block_number) const = 0;
//! Return the maximum lead in a block
virtual unsigned int getBlockMaxLead(int block_number) const = 0;
inline void setBlockLeadLag(int block, int max_lag, int max_lead)
{
block_lag_lead[block] = make_pair(max_lag, max_lead);
};
inline void
setBlockLeadLag(int block, int max_lag, int max_lead)
{
block_lag_lead[block] = make_pair(max_lag, max_lead);
};
//! Return the type of equation (equation_number) belonging to the block block_number
virtual EquationType getBlockEquationType(int block_number, int equation_number) const = 0;

97
ParsingDriver.cc
View File

@ -134,7 +134,7 @@ ParsingDriver::create_error_string(const Dynare::parser::location_type &l, const
stream << ", cols " << l.begin.column << "-" << l.end.column - 1;
else
stream << ", col " << l.begin.column << " -"
<< " line " << l.end.line << ", col " << l.end.column - 1;
<< " line " << l.end.line << ", col " << l.end.column - 1;
stream << ": " << m << endl;
}
@ -259,8 +259,8 @@ void
ParsingDriver::declare_statement_local_variable(string *name)
{
if (mod_file->symbol_table.exists(*name))
error("Symbol " + *name + " cannot be assigned within a statement " +
"while being assigned elsewhere in the modfile");
error("Symbol " + *name + " cannot be assigned within a statement "
+"while being assigned elsewhere in the modfile");
declare_symbol(name, eStatementDeclaredVariable, NULL, NULL);
delete name;
}
@ -366,7 +366,7 @@ ParsingDriver::add_model_variable(string *name)
{
// This could be endog or param too. Just declare something to continue parsing,
// knowing that processing will end at the end of parsing of the model block
declare_exogenous(new string (*name));
declare_exogenous(new string(*name));
undeclared_model_vars.insert(*name);
symb_id = mod_file->symbol_table.getID(*name);
}
@ -888,7 +888,7 @@ ParsingDriver::end_svar_identification()
mod_file->addStatement(new SvarIdentificationStatement(svar_ident_restrictions,
svar_upper_cholesky,
svar_lower_cholesky,
svar_constants_exclusion,
svar_constants_exclusion,
mod_file->symbol_table));
svar_restriction_symbols.clear();
svar_equation_restrictions.clear();
@ -910,18 +910,18 @@ ParsingDriver::combine_lag_and_restriction(string *lag)
for (map<int, vector<int> >::const_iterator it = svar_equation_restrictions.begin();
it != svar_equation_restrictions.end(); it++)
for (vector<int>::const_iterator it1 = it->second.begin();
it1 != it->second.end(); it1++)
it1 != it->second.end(); it1++)
{
SvarIdentificationStatement::svar_identification_restriction new_restriction;
new_restriction.equation = it->first;
if (current_lag > 0)
new_restriction.restriction_nbr = ++svar_Ri_restriction_nbr[it->first];
else
new_restriction.restriction_nbr = ++svar_Qi_restriction_nbr[it->first];
new_restriction.lag = current_lag;
new_restriction.variable = *it1;
new_restriction.value = data_tree->One;
svar_ident_restrictions.push_back(new_restriction);
SvarIdentificationStatement::svar_identification_restriction new_restriction;
new_restriction.equation = it->first;
if (current_lag > 0)
new_restriction.restriction_nbr = ++svar_Ri_restriction_nbr[it->first];
else
new_restriction.restriction_nbr = ++svar_Qi_restriction_nbr[it->first];
new_restriction.lag = current_lag;
new_restriction.variable = *it1;
new_restriction.value = data_tree->One;
svar_ident_restrictions.push_back(new_restriction);
}
// svar_ident_exclusion_values[make_pair(current_lag, it->first)] = it->second;
@ -1034,21 +1034,21 @@ ParsingDriver::add_restriction_element(expr_t value, string *variable, string *l
if (svar_restriction_type == ParsingDriver::NOT_SET)
{
if (current_lag == 0)
{
svar_restriction_type = ParsingDriver::Qi_TYPE;
++svar_Qi_restriction_nbr[svar_equation_nbr];
}
{
svar_restriction_type = ParsingDriver::Qi_TYPE;
++svar_Qi_restriction_nbr[svar_equation_nbr];
}
else
{
svar_restriction_type = ParsingDriver::Ri_TYPE;
++svar_Ri_restriction_nbr[svar_equation_nbr];
}
{
svar_restriction_type = ParsingDriver::Ri_TYPE;
++svar_Ri_restriction_nbr[svar_equation_nbr];
}
}
else
{
if ((svar_restriction_type == Qi_TYPE && current_lag > 0)
|| (svar_restriction_type == Ri_TYPE && current_lag == 0))
error("SVAR_IDENTIFICATION: a single restrictions must affect either Qi or Ri, but not both");
|| (svar_restriction_type == Ri_TYPE && current_lag == 0))
error("SVAR_IDENTIFICATION: a single restrictions must affect either Qi or Ri, but not both");
}
SvarIdentificationStatement::svar_identification_restriction new_restriction;
new_restriction.equation = svar_equation_nbr;
@ -1213,7 +1213,7 @@ ParsingDriver::option_symbol_list(const string &name_option)
!= options_list.symbol_list_options.end())
error("option " + name_option + " declared twice");
if (name_option.compare("irf_shocks")==0)
if (name_option.compare("irf_shocks") == 0)
{
vector<string> shocks = symbol_list.get_symbols();
for (vector<string>::const_iterator it = shocks.begin();
@ -1222,7 +1222,7 @@ ParsingDriver::option_symbol_list(const string &name_option)
error("Variables passed to irf_shocks must be exogenous. Caused by: " + *it);
}
if (name_option.compare("ms.parameters")==0)
if (name_option.compare("ms.parameters") == 0)
{
vector<string> parameters = symbol_list.get_symbols();
for (vector<string>::const_iterator it = parameters.begin();
@ -1415,7 +1415,7 @@ ParsingDriver::copy_subsamples(string *to_name1, string *to_name2, string *from_
if (!from_name2->empty())
check_symbol_existence(*from_name2);
if (subsample_declarations.find(make_pair(*from_name1,*from_name2)) == subsample_declarations.end())
if (subsample_declarations.find(make_pair(*from_name1, *from_name2)) == subsample_declarations.end())
{
string err = *from_name1;
if (!from_name2->empty())
@ -1426,8 +1426,8 @@ ParsingDriver::copy_subsamples(string *to_name1, string *to_name2, string *from_
mod_file->addStatement(new SubsamplesEqualStatement(*to_name1, *to_name2, *from_name1, *from_name2,
mod_file->symbol_table));
subsample_declarations[make_pair(*to_name1, *to_name2)] =
subsample_declarations[make_pair(*from_name1, *from_name2)];
subsample_declarations[make_pair(*to_name1, *to_name2)]
= subsample_declarations[make_pair(*from_name1, *from_name2)];
delete to_name1;
delete to_name2;
@ -1461,7 +1461,7 @@ ParsingDriver::check_subsample_declaration_exists(string *name1, string *subsamp
if (subsample_name->empty())
return;
string *str_empty = new string ("");
string *str_empty = new string("");
check_subsample_declaration_exists(name1, str_empty, subsample_name);
delete str_empty;
}
@ -1474,13 +1474,13 @@ ParsingDriver::check_subsample_declaration_exists(string *name1, string *name2,
check_symbol_existence(*name1);
if (!name2->empty())
check_symbol_existence(*name2);
check_symbol_existence(*name2);
subsample_declarations_t::const_iterator it = subsample_declarations.find(make_pair(*name1, *name2));
if (it == subsample_declarations.end())
{
it = subsample_declarations.find(make_pair(*name2, *name1));
if (it== subsample_declarations.end())
if (it == subsample_declarations.end())
{
string err = *name1;
if (!name2->empty())
@ -1494,7 +1494,6 @@ ParsingDriver::check_subsample_declaration_exists(string *name1, string *name2,
error("The subsample name " + *subsample_name + " was not previously declared in a subsample statement.");
}
void
ParsingDriver::set_prior(string *name, string *subsample_name)
{
@ -1509,9 +1508,9 @@ ParsingDriver::set_prior(string *name, string *subsample_name)
}
void
ParsingDriver::set_joint_prior(vector<string *>*symbol_vec)
ParsingDriver::set_joint_prior(vector<string *> *symbol_vec)
{
for (vector<string *>::const_iterator it=symbol_vec->begin(); it != symbol_vec->end(); it++)
for (vector<string *>::const_iterator it = symbol_vec->begin(); it != symbol_vec->end(); it++)
add_joint_parameter(*it);
mod_file->addStatement(new JointPriorStatement(joint_parameters, prior_shape, options_list));
joint_parameters.clear();
@ -1621,7 +1620,7 @@ ParsingDriver::check_symbol_is_endogenous_or_exogenous(string *name)
{
check_symbol_existence(*name);
int symb_id = mod_file->symbol_table.getID(*name);
switch(mod_file->symbol_table.getType(symb_id))
switch (mod_file->symbol_table.getType(symb_id))
{
case eEndogenous:
case eExogenous:
@ -2034,7 +2033,7 @@ ParsingDriver::ms_compute_probabilities()
void
ParsingDriver::ms_irf()
{
mod_file->addStatement(new MSSBVARIrfStatement(symbol_list,options_list));
mod_file->addStatement(new MSSBVARIrfStatement(symbol_list, options_list));
symbol_list.clear();
options_list.clear();
}
@ -2705,7 +2704,7 @@ ParsingDriver::add_model_var_or_external_function(string *function_name, bool in
if (rv.first)
{
// assume it's a lead/lagged variable
declare_exogenous(new string (*function_name));
declare_exogenous(new string(*function_name));
return add_model_variable(mod_file->symbol_table.getID(*function_name), (int) rv.second);
}
else
@ -2881,7 +2880,8 @@ ParsingDriver::add_moment_calibration_item(string *endo1, string *endo2, string
moment_calibration_constraints.push_back(c);
}
void ParsingDriver::end_moment_calibration()
void
ParsingDriver::end_moment_calibration()
{
mod_file->addStatement(new MomentCalibration(moment_calibration_constraints,
mod_file->symbol_table));
@ -2918,7 +2918,8 @@ ParsingDriver::add_irf_calibration_item(string *endo, string *periods, string *e
irf_calibration_constraints.push_back(c);
}
void ParsingDriver::end_irf_calibration()
void
ParsingDriver::end_irf_calibration()
{
mod_file->addStatement(new IrfCalibration(irf_calibration_constraints,
mod_file->symbol_table,
@ -2940,7 +2941,6 @@ ParsingDriver::histval_file(string *filename)
delete filename;
}
void
ParsingDriver::perfect_foresight_setup()
{
@ -2958,7 +2958,7 @@ ParsingDriver::perfect_foresight_solver()
void
ParsingDriver::prior_posterior_function(bool prior_func)
{
mod_file->addStatement(new PriorPosteriorFunctionStatement((bool)prior_func, options_list));
mod_file->addStatement(new PriorPosteriorFunctionStatement((bool) prior_func, options_list));
options_list.clear();
}
@ -2972,25 +2972,25 @@ ParsingDriver::add_ramsey_constraints_statement()
void
ParsingDriver::ramsey_constraint_add_less(const string *name, const expr_t rhs)
{
add_ramsey_constraint(name,oLess,rhs);
add_ramsey_constraint(name, oLess, rhs);
}
void
ParsingDriver::ramsey_constraint_add_greater(const string *name, const expr_t rhs)
{
add_ramsey_constraint(name,oGreater,rhs);
add_ramsey_constraint(name, oGreater, rhs);
}
void
ParsingDriver::ramsey_constraint_add_less_equal(const string *name, const expr_t rhs)
{
add_ramsey_constraint(name,oLessEqual,rhs);
add_ramsey_constraint(name, oLessEqual, rhs);
}
void
ParsingDriver::ramsey_constraint_add_greater_equal(const string *name, const expr_t rhs)
{
add_ramsey_constraint(name,oGreaterEqual,rhs);
add_ramsey_constraint(name, oGreaterEqual, rhs);
}
void
@ -3027,7 +3027,6 @@ ParsingDriver::add_shock_group_element(string *name)
delete name;
}
void
ParsingDriver::add_shock_group(string *name)
{

16
ParsingDriver.hh
View File

@ -182,8 +182,8 @@ private:
//! Temporary storage for left/right handside of a restriction equation within an svar_identificaton block
bool svar_left_handside;
//! Temporary storage for current restriction number in svar_identification block
map<int,int> svar_Qi_restriction_nbr;
map<int,int> svar_Ri_restriction_nbr;
map<int, int> svar_Qi_restriction_nbr;
map<int, int> svar_Ri_restriction_nbr;
//! Stores undeclared model variables
set<string> undeclared_model_vars;
//! Temporary storage for restriction type
@ -239,7 +239,9 @@ private:
ostringstream model_errors;
public:
ParsingDriver(WarningConsolidation &warnings_arg, bool nostrict_arg) : warnings(warnings_arg), nostrict(nostrict_arg), model_error_encountered(false) { };
ParsingDriver(WarningConsolidation &warnings_arg, bool nostrict_arg) : warnings(warnings_arg), nostrict(nostrict_arg), model_error_encountered(false)
{
};
//! Starts parsing, and constructs the MOD file representation
/*! The returned pointer should be deleted after use */
@ -449,11 +451,11 @@ public:
//! Sets the prior for a parameter
void set_prior(string *arg1, string *arg2);
//! Sets the joint prior for a set of parameters
void set_joint_prior(vector<string *>*symbol_vec);
void set_joint_prior(vector<string *> *symbol_vec);
//! Adds a parameters to the list of joint parameters
void add_joint_parameter(string *name);
//! Adds the variance option to its temporary holding place
void set_prior_variance(expr_t variance=NULL);
void set_prior_variance(expr_t variance = NULL);
//! Copies the prior from_name to_name
void copy_prior(string *to_declaration_type, string *to_name1, string *to_name2, string *to_subsample_name,
string *from_declaration_type, string *from_name1, string *from_name2, string *from_subsample_name);
@ -468,7 +470,7 @@ public:
void set_std_options(string *arg1, string *arg2);
//! Sets the prior for estimated correlation
void set_corr_prior(string *arg1, string *arg2, string *arg3);
//! Sets the options for estimated correlation
//! Sets the options for estimated correlation
void set_corr_options(string *arg1, string *arg2, string *arg3);
//! Runs estimation process
void run_estimation();
@ -534,7 +536,7 @@ public:
void run_load_params_and_steady_state(string *filename);
void run_save_params_and_steady_state(string *filename);
void run_identification();
void add_mc_filename(string *filename, string *prior = new string("1"));
void add_mc_filename(string *filename, string *prior = new string ("1"));
void run_model_comparison();
//! Begin a planner_objective statement
void begin_planner_objective();

12
Shocks.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2016 Dynare Team
* Copyright (C) 2003-2017 Dynare Team
*
* This file is part of Dynare.
*
@ -94,9 +94,9 @@ ShocksStatement::writeOutput(ostream &output, const string &basename, bool minim
output << "M_.det_shocks = [];" << endl;
output << "M_.Sigma_e = zeros(" << symbol_table.exo_nbr() << ", "
<< symbol_table.exo_nbr() << ");" << endl
<< "M_.Correlation_matrix = eye(" << symbol_table.exo_nbr() << ", "
<< symbol_table.exo_nbr() << ");" << endl;
<< symbol_table.exo_nbr() << ");" << endl
<< "M_.Correlation_matrix = eye(" << symbol_table.exo_nbr() << ", "
<< symbol_table.exo_nbr() << ");" << endl;
if (has_calibrated_measurement_errors())
output << "M_.H = zeros(" << symbol_table.observedVariablesNbr() << ", "
@ -465,7 +465,7 @@ ShockGroupsStatement::writeOutput(ostream &output, const string &basename, bool
{
int i = 1;
bool unique_label = true;
for (vector<Group>::const_iterator it = shock_groups.begin(); it != shock_groups.end(); it++, unique_label=true)
for (vector<Group>::const_iterator it = shock_groups.begin(); it != shock_groups.end(); it++, unique_label = true)
{
for (vector<Group>::const_iterator it1 = it+1; it1 != shock_groups.end(); it1++)
if (it->name == it1->name)
@ -482,7 +482,7 @@ ShockGroupsStatement::writeOutput(ostream &output, const string &basename, bool
<< ".group" << i << ".label = '" << it->name << "';" << endl
<< "M_.shock_groups." << name
<< ".group" << i << ".shocks = {";
for ( vector<string>::const_iterator it1 = it->list.begin(); it1 != it->list.end(); it1++)
for (vector<string>::const_iterator it1 = it->list.begin(); it1 != it->list.end(); it1++)
output << " '" << *it1 << "'";
output << "};" << endl;
i++;

2
Shocks.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2016 Dynare Team
* Copyright (C) 2003-2017 Dynare Team
*
* This file is part of Dynare.
*

9
Statement.cc
View File

@ -77,7 +77,8 @@ Statement::writeCOutput(ostream &output, const string &basename)
{
}
void Statement::writeJuliaOutput(ostream &output, const string &basename)
void
Statement::writeJuliaOutput(ostream &output, const string &basename)
{
}
@ -100,7 +101,7 @@ NativeStatement::writeOutput(ostream &output, const string &basename, bool minim
sregex regex_dollar = sregex::compile("(\\$)"+date_regex);
string ns = regex_replace(native_statement, regex_lookbehind, "dates('$&')");
ns = regex_replace(ns, regex_dollar, "$2" ); //replace $DATE with DATE
ns = regex_replace(ns, regex_dollar, "$2"); //replace $DATE with DATE
output << ns << endl;
}
@ -161,9 +162,9 @@ OptionsList::writeOutput(ostream &output, const string &option_group) const
{
// Initialize option_group as an empty struct iff the field does not exist!
unsigned idx = option_group.find_last_of(".");
if (idx<UINT_MAX)
if (idx < UINT_MAX)
{
output << "if ~isfield(" << option_group.substr(0,idx) << ",'" << option_group.substr(idx+1) << "')" << endl;
output << "if ~isfield(" << option_group.substr(0, idx) << ",'" << option_group.substr(idx+1) << "')" << endl;
output << " " << option_group << " = struct();" << endl;
output << "end" << endl;
}

5
Statement.hh
View File

@ -117,7 +117,7 @@ public:
bool occbin_option;
//! Stores the original number of equations in the model_block
int orig_eq_nbr;
//! Stores the number of equations added to the Ramsey model
//! Stores the number of equations added to the Ramsey model
int ramsey_eq_nbr;
};
@ -125,7 +125,8 @@ public:
class Statement
{
public:
virtual ~Statement();
virtual
~Statement();
//! Do some internal check, and fill the ModFileStructure class
/*! Don't forget to update ComputingTasks.hh, Shocks.hh and
NumericalInitialization.hh if you modify the signature of this

32
StaticModel.cc
View File

@ -661,10 +661,10 @@ StaticModel::writeModelEquationsCode_Block(const string file_name, const string
if (dynamic_cast<AbstractExternalFunctionNode *>(*it) != NULL)
(*it)->compileExternalFunctionOutput(code_file, instruction_number, false, tt2, map_idx, false, false, tef_terms);
FNUMEXPR_ fnumexpr(TemporaryTerm, (int) (map_idx.find((*it)->idx)->second));
FNUMEXPR_ fnumexpr(TemporaryTerm, (int)(map_idx.find((*it)->idx)->second));
fnumexpr.write(code_file, instruction_number);
(*it)->compile(code_file, instruction_number, false, tt2, map_idx, false, false, tef_terms);
FSTPST_ fstpst((int) (map_idx.find((*it)->idx)->second));
FSTPST_ fstpst((int)(map_idx.find((*it)->idx)->second));
fstpst.write(code_file, instruction_number);
// Insert current node into tt2
tt2.insert(*it);
@ -854,12 +854,12 @@ StaticModel::writeModelEquationsCode_Block(const string file_name, const string
if (dynamic_cast<AbstractExternalFunctionNode *>(*it) != NULL)
(*it)->compileExternalFunctionOutput(code_file, instruction_number, false, tt3, map_idx2[block], false, false, tef_terms2);
FNUMEXPR_ fnumexpr(TemporaryTerm, (int) (map_idx2[block].find((*it)->idx)->second));
FNUMEXPR_ fnumexpr(TemporaryTerm, (int)(map_idx2[block].find((*it)->idx)->second));
fnumexpr.write(code_file, instruction_number);
(*it)->compile(code_file, instruction_number, false, tt3, map_idx2[block], false, false, tef_terms);
FSTPST_ fstpst((int) (map_idx2[block].find((*it)->idx)->second));
FSTPST_ fstpst((int)(map_idx2[block].find((*it)->idx)->second));
fstpst.write(code_file, instruction_number);
// Insert current node into tt2
tt3.insert(*it);
@ -1058,14 +1058,14 @@ StaticModel::computingPass(const eval_context_t &eval_context, bool no_tmp_terms
neweqs.push_back(dynamic_cast<BinaryOpNode *>(eq_tmp->toStatic(*this)));
}
for (unsigned int eq = 0; eq < aux_equations.size(); eq++)
for (unsigned int eq = 0; eq < aux_equations.size(); eq++)
{
expr_t eq_tmp = aux_equations[eq]->substituteStaticAuxiliaryDefinition();
neweqs.push_back(dynamic_cast<BinaryOpNode *>(eq_tmp->toStatic(*this)));
}
equations.clear();
copy(neweqs.begin(),neweqs.end(),back_inserter(equations));
copy(neweqs.begin(), neweqs.end(), back_inserter(equations));
// Compute derivatives w.r. to all endogenous, and possibly exogenous and exogenous deterministic
set<int> vars;
@ -1338,7 +1338,6 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
int id2 = getSymbIDByDerivID(var2);
int id3 = getSymbIDByDerivID(var3);
// Reference column number for the g3 matrix
int ref_col = id1 * hessianColsNbr + id2 * JacobianColsNbr + id3;
@ -1440,15 +1439,15 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
// Initialize g3 matrix
StaticOutput << "if nargout >= 4," << endl
<< " %" << endl
<< " % Third order derivatives" << endl
<< " %" << endl
<< endl;
<< " %" << endl
<< " % Third order derivatives" << endl
<< " %" << endl
<< endl;
int ncols = hessianColsNbr * JacobianColsNbr;
if (third_derivatives.size())
StaticOutput << " v3 = zeros(" << NNZDerivatives[2] << ",3);" << endl
<< third_derivatives_output.str()
<< " g3 = sparse(v3(:,1),v3(:,2),v3(:,3)," << nrows << "," << ncols << ");" << endl;
<< third_derivatives_output.str()
<< " g3 = sparse(v3(:,1),v3(:,2),v3(:,3)," << nrows << "," << ncols << ");" << endl;
else // Either 3rd derivatives is all zero, or we didn't compute it
StaticOutput << " g3 = sparse([],[],[]," << nrows << "," << ncols << ");" << endl;
StaticOutput << "end" << endl
@ -1622,7 +1621,6 @@ StaticModel::writeStaticCFile(const string &func_name) const
output << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
<< "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
// Write function definition if oPowerDeriv is used
writePowerDerivCHeader(output);
writeNormcdfCHeader(output);
@ -1754,7 +1752,7 @@ StaticModel::writeStaticFile(const string &basename, bool block, bool bytecode,
chdir("..");
writeStaticBlockMFSFile(basename);
}
else if(use_dll)
else if (use_dll)
writeStaticCFile(basename);
else if (julia)
writeStaticJuliaFile(basename);
@ -2129,7 +2127,8 @@ StaticModel::writeAuxVarInitval(ostream &output, ExprNodeOutputType output_type)
}
}
void StaticModel::writeSetAuxiliaryVariables(const string &basename, const bool julia) const
void
StaticModel::writeSetAuxiliaryVariables(const string &basename, const bool julia) const
{
string func_name = basename + "_set_auxiliary_variables";
@ -2311,7 +2310,6 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
third_derivs1_output << ";" << endl;
}
ofstream paramsDerivsFile;
string filename = julia ? basename + "StaticParamsDerivs.jl" : basename + "_static_params_derivs.m";
paramsDerivsFile.open(filename.c_str(), ios::out | ios::binary);

6
StaticModel.hh
View File

@ -215,12 +215,14 @@ public:
return (block_type_firstequation_size_mfs[block_number].second.first);
};
//! Return the number of exogenous variable in the block block_number
virtual unsigned int getBlockExoSize(int block_number) const
virtual unsigned int
getBlockExoSize(int block_number) const
{
return 0;
};
//! Return the number of colums in the jacobian matrix for exogenous variable in the block block_number
virtual unsigned int getBlockExoColSize(int block_number) const
virtual unsigned int
getBlockExoColSize(int block_number) const
{
return 0;
}

12
SteadyStateModel.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2010-2016 Dynare Team
* Copyright (C) 2010-2017 Dynare Team
*
* This file is part of Dynare.
*
@ -187,15 +187,15 @@ SteadyStateModel::writeSteadyStateFileC(const string &basename, bool ramsey_mode
output << "#include <math.h>" << endl;
output << "void steadystate("
<< "const double *exo_, const double *params, double *ys_, int *info)" << endl
<< "const double *exo_, const double *params, double *ys_, int *info)" << endl
<< "// Steady state file generated by Dynare preprocessor" << endl
<< "{" << endl
<< "{" << endl
<< " *info = 0;" << endl;
if (def_table.size() == 0)
{
output << " return;" << endl
<< "}" << endl;
<< "}" << endl;
return;
}
@ -204,11 +204,11 @@ SteadyStateModel::writeSteadyStateFileC(const string &basename, bool ramsey_mode
const vector<int> &symb_ids = def_table[i].first;
output << " ";
if (symb_ids.size() > 1)
std::cout << "Error: in C, multiple returns are not permitted in steady_state_model" << std::endl;
std::cout << "Error: in C, multiple returns are not permitted in steady_state_model" << std::endl;
variable_node_map_t::const_iterator it = variable_node_map.find(make_pair(symb_ids[0], 0));
assert(it != variable_node_map.end());
if (it->second->get_type() == eModFileLocalVariable)
output << "double ";
output << "double ";
dynamic_cast<ExprNode *>(it->second)->writeOutput(output, oCSteadyStateFile);
output << "=";
def_table[i].second->writeOutput(output, oCSteadyStateFile);

14
SymbolList.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2011 Dynare Team
* Copyright (C) 2003-2017 Dynare Team
*
* This file is part of Dynare.
*
@ -42,9 +42,17 @@ public:
//! Clears all content
void clear();
//! Get a copy of the string vector
vector<string> get_symbols() const { return symbols; };
vector<string>
get_symbols() const
{
return symbols;
};
//! Is Empty
int empty() const { return symbols.empty(); };
int
empty() const
{
return symbols.empty();
};
};
#endif

119
SymbolTable.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2016 Dynare Team
* Copyright (C) 2003-2017 Dynare Team
*
* This file is part of Dynare.
*
@ -42,7 +42,7 @@ SymbolTable::SymbolTable() : frozen(false), size(0)
}
int
SymbolTable::addSymbol(const string &name, SymbolType type, const string &tex_name, const vector<pair<string * , string *> *> *partition_value) throw (AlreadyDeclaredException, FrozenException)
SymbolTable::addSymbol(const string &name, SymbolType type, const string &tex_name, const vector<pair<string *, string *> *> *partition_value) throw (AlreadyDeclaredException, FrozenException)
{
if (frozen)
throw FrozenException();
@ -88,7 +88,7 @@ SymbolTable::addSymbol(const string &name, SymbolType type, const string &tex_na
{
map<string, string> pmv;
for (vector<pair<string *, string *> *>::const_iterator it = partition_value->begin();
it != partition_value->end(); it++)
it != partition_value->end(); it++)
pmv[*((*it)->first)] = *((*it)->second);
partition_value_map[id] = pmv;
}
@ -216,7 +216,6 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
<< "M_.exo_names_tex = char(M_.exo_names_tex, '" << getTeXName(exo_ids[id]) << "');" << endl
<< "M_.exo_names_long = char(M_.exo_names_long, '" << getLongName(exo_ids[id]) << "');" << endl;
map<string, map<int, string> > partitions = getPartitionsForType(eExogenous);
for (map<string, map<int, string> >::const_iterator it = partitions.begin();
it != partitions.end(); it++)
@ -292,7 +291,7 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
output << it1->second;
output << "' ";
}
output << "};" << endl;
output << "};" << endl;
}
}
@ -408,7 +407,7 @@ SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
{
output << "char *exo_names[" << exo_nbr() << "];" << endl;
for (int id = 0; id < exo_nbr(); id++)
output << "exo_names[" << id << "] = \"" << getName(exo_ids[id]) << "\";" << endl;
output << "exo_names[" << id << "] = \"" << getName(exo_ids[id]) << "\";" << endl;
}
output << endl
@ -417,7 +416,7 @@ SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
{
output << "char *exo_det_names[" << exo_det_nbr() << "];" << endl;
for (int id = 0; id < exo_det_nbr(); id++)
output << "exo_det_names[" << id << "] = \"" << getName(exo_det_ids[id]) << "\";" << endl;
output << "exo_det_names[" << id << "] = \"" << getName(exo_det_ids[id]) << "\";" << endl;
}
output << endl
@ -426,7 +425,7 @@ SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
{
output << "char *endo_names[" << endo_nbr() << "];" << endl;
for (int id = 0; id < endo_nbr(); id++)
output << "endo_names[" << id << "] = \"" << getName(endo_ids[id]) << "\";" << endl;
output << "endo_names[" << id << "] = \"" << getName(endo_ids[id]) << "\";" << endl;
}
output << endl
@ -435,7 +434,7 @@ SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
{
output << "char *param_names[" << param_nbr() << "];" << endl;
for (int id = 0; id < param_nbr(); id++)
output << "param_names[" << id << "] = \"" << getName(param_ids[id]) << "\";" << endl;
output << "param_names[" << id << "] = \"" << getName(param_ids[id]) << "\";" << endl;
}
// Write the auxiliary variable table
@ -444,24 +443,24 @@ SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
{
output << "struct aux_vars_t *av[" << aux_vars.size() << "];" << endl;
for (int i = 0; i < (int) aux_vars.size(); i++)
{
output << "av[" << i << "].endo_index = " << getTypeSpecificID(aux_vars[i].get_symb_id()) << ";" << endl
<< "av[" << i << "].type = " << aux_vars[i].get_type() << ";" << endl;
switch (aux_vars[i].get_type())
{
case avEndoLead:
case avExoLead:
case avExpectation:
case avMultiplier:
case avDiffForward:
break;
case avEndoLag:
case avExoLag:
output << "av[" << i << "].orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) << ";" << endl
<< "av[" << i << "].orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
break;
}
}
{
output << "av[" << i << "].endo_index = " << getTypeSpecificID(aux_vars[i].get_symb_id()) << ";" << endl
<< "av[" << i << "].type = " << aux_vars[i].get_type() << ";" << endl;
switch (aux_vars[i].get_type())
{
case avEndoLead:
case avExoLead:
case avExpectation:
case avMultiplier:
case avDiffForward:
break;
case avEndoLag:
case avExoLag:
output << "av[" << i << "].orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) << ";" << endl
<< "av[" << i << "].orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
break;
}
}
}
output << "int predeterminedNbr = " << predeterminedNbr() << ";" << endl;
@ -469,12 +468,12 @@ SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
{
output << "int predetermined_variables[" << predeterminedNbr() << "] = {";
for (set<int>::const_iterator it = predetermined_variables.begin();
it != predetermined_variables.end(); it++)
{
if ( it != predetermined_variables.begin() )
output << ",";
output << getTypeSpecificID(*it);
}
it != predetermined_variables.end(); it++)
{
if (it != predetermined_variables.begin())
output << ",";
output << getTypeSpecificID(*it);
}
output << "};" << endl;
}
@ -483,13 +482,13 @@ SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
{
output << "int varobs[" << observedVariablesNbr() << "] = {";
for (vector<int>::const_iterator it = varobs.begin();
it != varobs.end(); it++)
{
if ( it != varobs.begin() )
output << ",";
output << getTypeSpecificID(*it);
}
output << "};" << endl;
it != varobs.end(); it++)
{
if (it != varobs.begin())
output << ",";
output << getTypeSpecificID(*it);
}
output << "};" << endl;
}
}
@ -928,25 +927,25 @@ SymbolTable::writeJuliaOutput(ostream &output) const throw (NotYetFrozenExceptio
output << "]" << endl;
}
if (predeterminedNbr() > 0)
{
output << "# Predetermined Variables" << endl
<< "model_.pred_vars = [ " << endl;
for (set<int>::const_iterator it = predetermined_variables.begin();
it != predetermined_variables.end(); it++)
output << " DynareModel.PredVars("
<< getTypeSpecificID(*it)+1 << ")" << endl;
output << " ]" << endl;
}
if (predeterminedNbr() > 0)
{
output << "# Predetermined Variables" << endl
<< "model_.pred_vars = [ " << endl;
for (set<int>::const_iterator it = predetermined_variables.begin();
it != predetermined_variables.end(); it++)
output << " DynareModel.PredVars("
<< getTypeSpecificID(*it)+1 << ")" << endl;
output << " ]" << endl;
}
if (observedVariablesNbr() > 0)
{
output << "# Observed Variables" << endl
<< "options_.obs_vars = [" << endl;
for (vector<int>::const_iterator it = varobs.begin();
it != varobs.end(); it++)
output << " DynareModel.ObsVars("
<< getTypeSpecificID(*it)+1 << ")" << endl;
output << " ]" << endl;
}
if (observedVariablesNbr() > 0)
{
output << "# Observed Variables" << endl
<< "options_.obs_vars = [" << endl;
for (vector<int>::const_iterator it = varobs.begin();
it != varobs.end(); it++)
output << " DynareModel.ObsVars("
<< getTypeSpecificID(*it)+1 << ")" << endl;
output << " ]" << endl;
}
}

50
SymbolTable.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2016 Dynare Team
* Copyright (C) 2003-2017 Dynare Team
*
* This file is part of Dynare.
*
@ -58,13 +58,41 @@ private:
expr_t expr_node; //! Auxiliary variable definition
public:
AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id, int orig_lead_lag, int equation_number_for_multiplier_arg, int information_set_arg, expr_t expr_node_arg);
int get_symb_id() const { return symb_id; };
aux_var_t get_type() const { return type; };
int get_orig_symb_id() const { return orig_symb_id; };
int get_orig_lead_lag() const { return orig_lead_lag; };
int get_equation_number_for_multiplier() const { return equation_number_for_multiplier; };
int get_information_set() const { return information_set; };
expr_t get_expr_node() const { return expr_node; } ;
int
get_symb_id() const
{
return symb_id;
};
aux_var_t
get_type() const
{
return type;
};
int
get_orig_symb_id() const
{
return orig_symb_id;
};
int
get_orig_lead_lag() const
{
return orig_lead_lag;
};
int
get_equation_number_for_multiplier() const
{
return equation_number_for_multiplier;
};
int
get_information_set() const
{
return information_set;
};
expr_t
get_expr_node() const
{
return expr_node;
};
};
//! Stores the symbol table
@ -249,7 +277,11 @@ public:
*/
int searchAuxiliaryVars(int orig_symb_id, int orig_lead_lag) const throw (SearchFailedException);
//! Returns the number of auxiliary variables
int AuxVarsSize() const { return aux_vars.size(); };
int
AuxVarsSize() const
{
return aux_vars.size();
};
//! Retruns expr_node for an auxiliary variable
expr_t getAuxiliaryVarsExprNode(int symb_id) const throw (SearchFailedException);
//! Tests if symbol already exists

15
WarningConsolidation.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2012-2013 Dynare Team
* Copyright (C) 2012-2017 Dynare Team
*
* This file is part of Dynare.
*
@ -20,8 +20,9 @@
#include "WarningConsolidation.hh"
#include <ostream>
WarningConsolidation&
operator<< (WarningConsolidation& wcc, const string &warning)
WarningConsolidation
&
operator<<(WarningConsolidation &wcc, const string &warning)
{
if (wcc.no_warn)
return wcc;
@ -31,8 +32,8 @@ operator<< (WarningConsolidation& wcc, const string &warning)
return wcc;
};
WarningConsolidation&
operator<< (WarningConsolidation& wcc, const Dynare::location& loc)
WarningConsolidation &
operator<<(WarningConsolidation &wcc, const Dynare::location &loc)
{
if (wcc.no_warn)
return wcc;
@ -54,8 +55,8 @@ operator<< (WarningConsolidation& wcc, const Dynare::location& loc)
return wcc;
};
WarningConsolidation&
operator<< (WarningConsolidation& wcc, ostream& (*pf) (ostream&))
WarningConsolidation &
operator<<(WarningConsolidation &wcc, ostream & (*pf)(ostream &))
{
if (wcc.no_warn)
return wcc;

28
WarningConsolidation.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2012-2013 Dynare Team
* Copyright (C) 2012-2017 Dynare Team
*
* This file is part of Dynare.
*
@ -34,16 +34,28 @@ private:
bool no_warn;
public:
WarningConsolidation(bool no_warn_arg) : no_warn(no_warn_arg) { };
~WarningConsolidation() { };
WarningConsolidation(bool no_warn_arg) : no_warn(no_warn_arg)
{
};
~WarningConsolidation()
{
};
//! Add A Warning to the StringStream
friend WarningConsolidation& operator<< (WarningConsolidation& wcc, const string &warning);
friend WarningConsolidation& operator<< (WarningConsolidation& wcc, const Dynare::location &loc);
friend WarningConsolidation& operator<< (WarningConsolidation& wcc, ostream& (*pf) (ostream&));
friend WarningConsolidation &operator<<(WarningConsolidation &wcc, const string &warning);
friend WarningConsolidation &operator<<(WarningConsolidation &wcc, const Dynare::location &loc);
friend WarningConsolidation &operator<<(WarningConsolidation &wcc, ostream & (*pf)(ostream &));
inline void addWarning(const string &w) { warnings << w; };
inline void addWarning(ostream& (*pf) (ostream&)) { warnings << pf; };
inline void
addWarning(const string &w)
{
warnings << w;
};
inline void
addWarning(ostream & (*pf)(ostream &))
{
warnings << pf;
};
//! Write Warnings to m file
void writeOutput(ostream &output) const;

8
macro/MacroDriver.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2008-2015 Dynare Team
* Copyright (C) 2008-2017 Dynare Team
*
* This file is part of Dynare.
*
@ -55,14 +55,14 @@ MacroDriver::parse(const string &f, ostream &out, bool debug, bool no_line_macro
an @#endif or an @#endfor - but no newline - no longer trigger an error.
*/
stringstream file_with_endl;
for (map<string,string>::iterator it=defines.begin();
it!=defines.end(); it++)
for (map<string, string>::iterator it = defines.begin();
it != defines.end(); it++)
try
{
boost::lexical_cast<int>(it->second);
file_with_endl << "@#define " << it->first << " = " << it->second << endl;
}
catch(boost::bad_lexical_cast &)
catch (boost::bad_lexical_cast &)
{
file_with_endl << "@#define " << it->first << " = \"" << it->second << "\"" << endl;
}

7
macro/MacroDriver.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2008-2015 Dynare Team
* Copyright (C) 2008-2017 Dynare Team
*
* This file is part of Dynare.
*
@ -177,12 +177,13 @@ public:
//! Constructor
MacroDriver();
//! Destructor
virtual ~MacroDriver();
virtual
~MacroDriver();
//! Starts parsing a file, returns output in out
/*! \param no_line_macro should we omit the @#line statements ? */
void parse(const string &f, ostream &out, bool debug, bool no_line_macro,
map<string,string> defines, vector<string> path);
map<string, string> defines, vector<string> path);
//! Name of main file being parsed
string file;

2
macro/MacroValue.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2008-2013 Dynare Team
* Copyright (C) 2008-2014 Dynare Team
*
* This file is part of Dynare.
*

20
macro/MacroValue.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2008-2016 Dynare Team
* Copyright (C) 2008-2017 Dynare Team
*
* This file is part of Dynare.
*
@ -49,7 +49,8 @@ public:
{
};
MacroValue(MacroDriver &driver_arg);
virtual ~MacroValue();
virtual
~MacroValue();
//! Applies + operator
virtual const MacroValue *operator+(const MacroValue &mv) const throw (TypeError) = 0;
//! Applies unary + operator
@ -118,7 +119,8 @@ private:
const int value;
public:
IntMV(MacroDriver &driver, int value_arg);
virtual ~IntMV();
virtual
~IntMV();
//! Computes arithmetic addition
virtual const MacroValue *operator+(const MacroValue &mv) const throw (TypeError);
//! Unary plus
@ -158,7 +160,11 @@ public:
If mv2 < mv1, returns an empty range (for consistency with MATLAB).
*/
static const MacroValue *new_range(MacroDriver &driver, const MacroValue *mv1, const MacroValue *mv2) throw (TypeError);
inline int get_int_value() const { return value; };
inline int
get_int_value() const
{
return value;
};
};
//! Represents a string value in macro language
@ -170,7 +176,8 @@ private:
const string value;
public:
StringMV(MacroDriver &driver, const string &value_arg);
virtual ~StringMV();
virtual
~StringMV();
//! Computes string concatenation
virtual const MacroValue *operator+(const MacroValue &mv) const throw (TypeError);
virtual const MacroValue *operator==(const MacroValue &mv) const throw (TypeError);
@ -202,7 +209,8 @@ private:
const vector<T> values;
public:
ArrayMV(MacroDriver &driver, const vector<T> &values_arg);
virtual ~ArrayMV();
virtual
~ArrayMV();
//! Computes array concatenation
/*! Both array must be of same type */
virtual const MacroValue *operator+(const MacroValue &mv) const throw (TypeError);