- adds new files: Evaluate.cc and Evaluate.hh to bytecode
parent
e01468e09d
commit
832c9d37ef
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@ -3715,6 +3715,19 @@ DynamicModel::testTrendDerivativesEqualToZero(const eval_context_t &eval_context
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}
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}
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void
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DynamicModel::print_trend_vars()
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{
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for (trend_symbols_map_t::const_iterator it = nonstationary_symbols_map.begin();
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it != nonstationary_symbols_map.end(); it++)
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{
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cout << "it->first:" << symbol_table.getName(it->first) << " ";
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it->second->print_deflator();
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cout << endl;
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}
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}
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void
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DynamicModel::writeParamsDerivativesFile(const string &basename) const
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{
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@ -230,6 +230,7 @@ public:
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virtual int getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException);
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virtual int getDynJacobianCol(int deriv_id) const throw (UnknownDerivIDException);
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virtual void addAllParamDerivId(set<int> &deriv_id_set);
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void print_trend_vars();
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//! Returns true indicating that this is a dynamic model
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virtual bool
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64
ExprNode.cc
64
ExprNode.cc
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@ -175,6 +175,64 @@ ExprNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output
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// Nothing to do
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}
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void
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ExprNode::print_deflator()
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{
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}
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void
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VariableNode::print_deflator()
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{
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cout << datatree.symbol_table.getName(symb_id);
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}
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void
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UnaryOpNode::print_deflator()
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{
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arg->print_deflator();
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}
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void
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BinaryOpNode::print_deflator()
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{
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arg1->print_deflator();
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arg2->print_deflator();
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}
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void
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TrinaryOpNode::print_deflator()
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{
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arg1->print_deflator();
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arg2->print_deflator();
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arg3->print_deflator();
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}
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void
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ExternalFunctionNode::print_deflator()
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{
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}
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void
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FirstDerivExternalFunctionNode::print_deflator()
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{
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}
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void
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SecondDerivExternalFunctionNode::print_deflator()
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{
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}
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void
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ExprNode::compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
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bool lhs_rhs, const temporary_terms_t &temporary_terms,
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@ -297,6 +355,12 @@ NumConstNode::collectTemporary_terms(const temporary_terms_t &temporary_terms, t
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temporary_terms_inuse.insert(idx);
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}
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void
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NumConstNode::print_deflator()
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{
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}
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void
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NumConstNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
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const temporary_terms_t &temporary_terms,
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@ -284,6 +284,7 @@ public:
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//! Returns the relative period of the most forward term in this expression
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/*! A negative value means that the expression contains only lagged variables */
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virtual int maxLead() const = 0;
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virtual void print_deflator();
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//! Returns a new expression where all the leads/lags have been shifted backwards by the same amount
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/*!
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@ -455,6 +456,7 @@ public:
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virtual expr_t detrend(int symb_id, expr_t trend) const;
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virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const;
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virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
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virtual void print_deflator();
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};
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//! Symbol or variable node
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@ -483,6 +485,7 @@ public:
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virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
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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;
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virtual expr_t toStatic(DataTree &static_datatree) const;
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virtual void print_deflator();
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SymbolType
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get_type() const
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{
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@ -554,6 +557,7 @@ public:
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virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
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static double eval_opcode(UnaryOpcode op_code, double v) throw (EvalException, EvalExternalFunctionException);
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virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
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virtual void print_deflator();
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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;
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//! Returns operand
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expr_t
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@ -633,6 +637,7 @@ public:
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virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
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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;
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virtual expr_t Compute_RHS(expr_t arg1, expr_t arg2, int op, int op_type) const;
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virtual void print_deflator();
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//! Returns first operand
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expr_t
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get_arg1() const
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@ -733,6 +738,7 @@ public:
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virtual int maxEndoLag() const;
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virtual int maxExoLag() const;
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virtual int maxLead() const;
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virtual void print_deflator();
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virtual expr_t decreaseLeadsLags(int n) const;
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virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
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//! Creates another TrinaryOpNode with the same opcode, but with a possibly different datatree and arguments
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@ -797,6 +803,7 @@ public:
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bool lhs_rhs, const temporary_terms_t &temporary_terms,
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const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
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deriv_node_temp_terms_t &tef_terms) const;
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virtual void print_deflator();
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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;
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virtual expr_t toStatic(DataTree &static_datatree) const;
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@ -855,6 +862,7 @@ public:
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bool lhs_rhs, const temporary_terms_t &temporary_terms,
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const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
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deriv_node_temp_terms_t &tef_terms) const;
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virtual void print_deflator();
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};
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class SecondDerivExternalFunctionNode : public ExternalFunctionNode
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@ -880,6 +888,7 @@ public:
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virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
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const temporary_terms_t &temporary_terms,
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deriv_node_temp_terms_t &tef_terms) const;
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virtual void print_deflator();
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};
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#endif
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@ -107,6 +107,7 @@ ModFile::addStatementAtFront(Statement *st)
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void
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ModFile::checkPass()
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{
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dynamic_model.print_trend_vars();
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for (vector<Statement *>::iterator it = statements.begin();
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it != statements.end(); it++)
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(*it)->checkPass(mod_file_struct, warnings);
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@ -374,8 +375,8 @@ ModFile::computingPass(bool no_tmp_terms)
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// Mod file may have no equation (for example in a standalone BVAR estimation)
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if (dynamic_model.equation_number() > 0)
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{
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if (nonstationary_variables)
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trend_dynamic_model.runTrendTest(global_eval_context);
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/*if (nonstationary_variables)
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trend_dynamic_model.runTrendTest(global_eval_context);*/
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// Compute static model and its derivatives
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dynamic_model.toStatic(static_model);
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23
ModelTree.cc
23
ModelTree.cc
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@ -1002,14 +1002,21 @@ ModelTree::computeJacobian(const set<int> &vars)
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{
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for (set<int>::const_iterator it = vars.begin();
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it != vars.end(); it++)
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for (int eq = 0; eq < (int) equations.size(); eq++)
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{
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expr_t d1 = equations[eq]->getDerivative(*it);
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if (d1 == Zero)
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continue;
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first_derivatives[make_pair(eq, *it)] = d1;
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++NNZDerivatives[0];
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}
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{
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int prev_deriv = NNZDerivatives[0];
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for (int eq = 0; eq < (int) equations.size(); eq++)
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{
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expr_t d1 = equations[eq]->getDerivative(*it);
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if (d1 == Zero)
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continue;
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first_derivatives[make_pair(eq, *it)] = d1;
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++NNZDerivatives[0];
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}
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if (NNZDerivatives[0] == prev_deriv)
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{
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cout << "the derivatives w.r. to " << symbol_table.getName(*it) << " is always equal to 0\n";
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}
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}
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}
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void
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