Solves issues in deterministic simulation:
- replaces maximum_endo_(lead|lag) by maximum_(lead|lag) to determine the maximum number of lead and lag in deterministic simulation - allows to use bytecode in solve_perfect_foresight_model.m - Adds model information in bytecodeissue#70
ferhat
parent
4fc785f8d5
commit
7b5d57d455
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@ -20,6 +20,8 @@
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#ifndef _CODEINTERPRETER_HH
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#define _CODEINTERPRETER_HH
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//#define DEBUGL
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#include <iostream>
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#include <cstdlib>
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#include <cstdio>
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#include <fstream>
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@ -1414,7 +1416,7 @@ private:
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int u_count_int;
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int nb_col_jacob;
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unsigned int det_exo_size, exo_size, other_endo_size;
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unsigned int nb_col_other_endo_jacob;
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unsigned int nb_col_det_exo_jacob, nb_col_exo_jacob, nb_col_other_endo_jacob;
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public:
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inline
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FBEGINBLOCK_()
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@ -1426,7 +1428,7 @@ public:
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FBEGINBLOCK_(unsigned int size_arg, BlockSimulationType type_arg, int unsigned first_element, int unsigned block_size,
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const vector<int> &variable_arg, const vector<int> &equation_arg,
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bool is_linear_arg, int endo_nbr_arg, int Max_Lag_arg, int Max_Lead_arg, int &u_count_int_arg, int nb_col_jacob_arg,
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unsigned int det_exo_size_arg, unsigned int exo_size_arg, unsigned int other_endo_size_arg, unsigned int nb_col_other_endo_jacob_arg,
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unsigned int det_exo_size_arg, unsigned int nb_col_det_exo_jacob_arg, unsigned int exo_size_arg, unsigned int nb_col_exo_jacob_arg, unsigned int other_endo_size_arg, unsigned int nb_col_other_endo_jacob_arg,
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const vector<unsigned int> &det_exogenous_arg, const vector<unsigned int> &exogenous_arg, const vector<unsigned int> &other_endogenous_arg)
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{
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op_code = FBEGINBLOCK; size = size_arg; type = type_arg;
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@ -1436,8 +1438,10 @@ public:
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exogenous = vector<unsigned int>(exogenous_arg);
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other_endogenous = vector<unsigned int>(other_endogenous_arg);
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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;
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nb_col_jacob = nb_col_jacob_arg; det_exo_size = det_exo_size_arg; exo_size = exo_size_arg; other_endo_size = other_endo_size_arg;
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nb_col_other_endo_jacob = nb_col_other_endo_jacob_arg;
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nb_col_jacob = nb_col_jacob_arg;
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det_exo_size = det_exo_size_arg; nb_col_det_exo_jacob = nb_col_det_exo_jacob_arg;
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exo_size = exo_size_arg; nb_col_exo_jacob = nb_col_exo_jacob_arg;
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other_endo_size = other_endo_size_arg; nb_col_other_endo_jacob = nb_col_other_endo_jacob_arg;
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};
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inline
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FBEGINBLOCK_(unsigned int size_arg, BlockSimulationType type_arg, int unsigned first_element, int unsigned block_size,
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@ -1450,7 +1454,7 @@ public:
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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;
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nb_col_jacob = nb_col_jacob_arg;
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det_exo_size = 0; exo_size = 0; other_endo_size = 0;
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nb_col_other_endo_jacob = 0;
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nb_col_det_exo_jacob = 0;nb_col_exo_jacob = 0;nb_col_other_endo_jacob = 0;
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}
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inline unsigned int
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get_size()
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@ -1503,11 +1507,21 @@ public:
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return exo_size;
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};
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inline unsigned int
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get_nb_col_exo_jacob()
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{
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return nb_col_exo_jacob;
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};
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inline unsigned int
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get_det_exo_size()
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{
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return det_exo_size;
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};
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inline unsigned int
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get_nb_col_det_exo_jacob()
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{
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return nb_col_det_exo_jacob;
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};
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inline unsigned int
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get_other_endo_size()
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{
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return other_endo_size;
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@ -1539,7 +1553,9 @@ public:
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}
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CompileCode.write(reinterpret_cast<char *>(&nb_col_jacob), sizeof(nb_col_jacob));
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CompileCode.write(reinterpret_cast<char *>(&det_exo_size), sizeof(det_exo_size));
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CompileCode.write(reinterpret_cast<char *>(&nb_col_det_exo_jacob), sizeof(nb_col_det_exo_jacob));
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CompileCode.write(reinterpret_cast<char *>(&exo_size), sizeof(exo_size));
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CompileCode.write(reinterpret_cast<char *>(&nb_col_exo_jacob), sizeof(nb_col_exo_jacob));
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CompileCode.write(reinterpret_cast<char *>(&other_endo_size), sizeof(other_endo_size));
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CompileCode.write(reinterpret_cast<char *>(&nb_col_other_endo_jacob), sizeof(nb_col_other_endo_jacob));
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@ -1577,7 +1593,9 @@ public:
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}
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memcpy(&nb_col_jacob, code, sizeof(nb_col_jacob)); code += sizeof(nb_col_jacob);
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memcpy(&det_exo_size, code, sizeof(det_exo_size)); code += sizeof(det_exo_size);
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memcpy(&nb_col_det_exo_jacob, code, sizeof(nb_col_det_exo_jacob)); code += sizeof(nb_col_det_exo_jacob);
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memcpy(&exo_size, code, sizeof(exo_size)); code += sizeof(exo_size);
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memcpy(&nb_col_exo_jacob, code, sizeof(nb_col_exo_jacob)); code += sizeof(nb_col_exo_jacob);
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memcpy(&other_endo_size, code, sizeof(other_endo_size)); code += sizeof(other_endo_size);
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memcpy(&nb_col_other_endo_jacob, code, sizeof(nb_col_other_endo_jacob)); code += sizeof(nb_col_other_endo_jacob);
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@ -868,6 +868,7 @@ DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basen
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prev_lag = -999999999;
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int prev_type = -1;
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int count_col_exo = 0;
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int count_col_det_exo = 0;
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for (map<pair< pair<int, int>, pair<int, int> >, expr_t>::const_iterator it = first_derivatives_reordered_exo.begin();
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it != first_derivatives_reordered_exo.end(); it++)
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@ -880,7 +881,10 @@ DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basen
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prev_var = var;
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prev_lag = lag;
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prev_type = type;
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count_col_exo++;
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if (type == eExogenous)
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count_col_exo++;
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else if (type == eExogenousDet)
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count_col_det_exo++;
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}
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}
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@ -892,13 +896,15 @@ DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basen
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equation_reordered,
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false,
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symbol_table.endo_nbr(),
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0,
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0,
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max_endo_lag,
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max_endo_lead,
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u_count_int,
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count_col_endo,
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symbol_table.exo_det_nbr(),
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count_col_det_exo,
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symbol_table.exo_nbr(),
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count_col_exo,
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other_endo_size,
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0,
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0,
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exo_det,
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exo,
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@ -1101,6 +1107,7 @@ DynamicModel::writeModelEquationsCode_Block(string &file_name, const string &bin
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unsigned int block_exo_det_size = exo_det_block[block].size();
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unsigned int block_other_endo_size = other_endo_block[block].size();
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int block_max_lag = max_leadlag_block[block].first;
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int block_max_lead = max_leadlag_block[block].second;
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if (simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE || simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE
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|| simulation_type == SOLVE_BACKWARD_COMPLETE || simulation_type == SOLVE_FORWARD_COMPLETE)
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@ -1135,19 +1142,40 @@ DynamicModel::writeModelEquationsCode_Block(string &file_name, const string &bin
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count_col_endo++;
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}
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}
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unsigned int count_col_det_exo = 0;
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vector<unsigned int> exo_det;
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for (lag_var_t::const_iterator it = exo_det_block[block].begin(); it != exo_det_block[block].end(); it++)
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exo_det.push_back(it->first);
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for (var_t::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
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{
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count_col_det_exo++;
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if (find (exo_det.begin(), exo_det.end(), *it1) == exo_det.end())
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exo_det.push_back(*it1);
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}
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unsigned int count_col_exo = 0;
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vector<unsigned int> exo;
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for (lag_var_t::const_iterator it = exo_block[block].begin(); it != exo_block[block].end(); it++)
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exo.push_back(it->first);
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for (var_t::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
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{
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count_col_exo++;
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if (find (exo.begin(), exo.end(), *it1) == exo.end())
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exo.push_back(*it1);
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}
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vector<unsigned int> other_endo;
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unsigned int count_col_other_endo = 0;
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for (lag_var_t::const_iterator it = other_endo_block[block].begin(); it != other_endo_block[block].end(); it++)
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{
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other_endo.push_back(it->first);
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count_col_other_endo += it->second.size();
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}
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for (var_t::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
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{
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count_col_other_endo++;
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if (find (exo_det.begin(), exo_det.end(), *it1) == exo_det.end())
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{
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//other_endo.push_back(it->first);
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//count_col_other_endo += it->second.size();
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other_endo.push_back(*it1);
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}
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}
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FBEGINBLOCK_ fbeginblock(block_mfs,
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simulation_type,
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getBlockFirstEquation(block),
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@ -1157,19 +1185,21 @@ DynamicModel::writeModelEquationsCode_Block(string &file_name, const string &bin
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blocks_linear[block],
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symbol_table.endo_nbr(),
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block_max_lag,
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block_max_lag,
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block_max_lead,
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u_count_int,
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count_col_endo,
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block_exo_det_size,
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exo_det.size(),
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count_col_det_exo,
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exo.size(),
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getBlockExoColSize(block),
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block_other_endo_size,
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other_endo.size(),
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count_col_other_endo,
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exo_det,
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exo,
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other_endo
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);
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fbeginblock.write(code_file, instruction_number);
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// The equations
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for (i = 0; i < (int) block_size; i++)
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{
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@ -1412,7 +1442,7 @@ DynamicModel::writeModelEquationsCode_Block(string &file_name, const string &bin
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}
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prev_var = -1;
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prev_lag = -999999999;
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int count_col_exo = 0;
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count_col_exo = 0;
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for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_exo_derivative.begin(); it != tmp_exo_derivative.end(); it++)
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{
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int lag = it->first.first;
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