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Add support for external functions

issue#70
Houtan Bastani 2010-02-22 17:33:38 +01:00
parent b652c563ba
commit 9abc7563c1
20 changed files with 775 additions and 156 deletions
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4
CodeInterpreter.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2007-2009 Dynare Team
* Copyright (C) 2007-2010 Dynare Team
*
* This file is part of Dynare.
*
@ -139,7 +139,7 @@ enum SymbolType
eParameter = 4, //!< Parameter
eModelLocalVariable = 10, //!< Local variable whose scope is model (pound expression)
eModFileLocalVariable = 11, //!< Local variable whose scope is mod file (model excluded)
eUnknownFunction = 12 //!< Function unknown to the preprocessor
eExternalFunction = 12 //!< External (user-defined) function
};
enum ExpressionType

32
DataTree.cc
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@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2009 Dynare Team
* Copyright (C) 2003-2010 Dynare Team
*
* This file is part of Dynare.
*
@ -23,9 +23,12 @@
#include "DataTree.hh"
DataTree::DataTree(SymbolTable &symbol_table_arg, NumericalConstants &num_constants_arg) :
DataTree::DataTree(SymbolTable &symbol_table_arg,
NumericalConstants &num_constants_arg,
ExternalFunctionsTable &external_functions_table_arg) :
symbol_table(symbol_table_arg),
num_constants(num_constants_arg),
external_functions_table(external_functions_table_arg),
node_counter(0)
{
Zero = AddNumConstant("0");
@ -454,13 +457,30 @@ DataTree::AddLocalVariable(const string &name, NodeID value) throw (LocalVariabl
}
NodeID
DataTree::AddUnknownFunction(const string &function_name, const vector<NodeID> &arguments)
DataTree::AddExternalFunction(const string &function_name, const vector<NodeID> &arguments)
{
int id = symbol_table.getID(function_name);
return AddExternalFunction(symbol_table.getID(function_name), arguments);
}
assert(symbol_table.getType(id) == eUnknownFunction);
NodeID
DataTree::AddExternalFunction(int symb_id, const vector<NodeID> &arguments)
{
assert(symbol_table.getType(symb_id) == eExternalFunction);
return new ExternalFunctionNode(*this, symb_id, arguments);
}
return new UnknownFunctionNode(*this, id, arguments);
NodeID
DataTree::AddFirstDerivExternalFunctionNode(int top_level_symb_id, const vector<NodeID> &arguments, int input_index)
{
assert(symbol_table.getType(top_level_symb_id) == eExternalFunction);
return new FirstDerivExternalFunctionNode(*this, top_level_symb_id, arguments, input_index);
}
NodeID
DataTree::AddSecondDerivExternalFunctionNode(int top_level_symb_id, const vector<NodeID> &arguments, int input_index1, int input_index2)
{
assert(symbol_table.getType(top_level_symb_id) == eExternalFunction);
return new SecondDerivExternalFunctionNode(*this, top_level_symb_id, arguments, input_index1, input_index2);
}
bool

20
DataTree.hh
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@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2009 Dynare Team
* Copyright (C) 2003-2010 Dynare Team
*
* This file is part of Dynare.
*
@ -30,6 +30,7 @@ using namespace std;
#include "SymbolTable.hh"
#include "NumericalConstants.hh"
#include "ExternalFunctionsTable.hh"
#include "ExprNode.hh"
#define CONSTANTS_PRECISION 16
@ -42,12 +43,16 @@ class DataTree
friend class UnaryOpNode;
friend class BinaryOpNode;
friend class TrinaryOpNode;
friend class UnknownFunctionNode;
friend class ExternalFunctionNode;
friend class FirstDerivExternalFunctionNode;
friend class SecondDerivExternalFunctionNode;
protected:
//! A reference to the symbol table
SymbolTable &symbol_table;
//! Reference to numerical constants table
NumericalConstants &num_constants;
//! A reference to the external functions table
ExternalFunctionsTable &external_functions_table;
typedef map<int, NumConstNode *> num_const_node_map_type;
num_const_node_map_type num_const_node_map;
@ -80,7 +85,7 @@ private:
inline NodeID AddTrinaryOp(NodeID arg1, TrinaryOpcode op_code, NodeID arg2, NodeID arg3);
public:
DataTree(SymbolTable &symbol_table_arg, NumericalConstants &num_constants_arg);
DataTree(SymbolTable &symbol_table_arg, NumericalConstants &num_constants_arg, ExternalFunctionsTable &external_functions_table_arg);
virtual ~DataTree();
//! Some predefined constants
@ -175,9 +180,14 @@ public:
NodeID AddEqual(NodeID iArg1, NodeID iArg2);
//! Adds a model local variable with its value
void AddLocalVariable(const string &name, NodeID value) throw (LocalVariableException);
//! Adds an unknown function node
//! Adds an external function node
/*! \todo Use a map to share identical nodes */
NodeID AddUnknownFunction(const string &function_name, const vector<NodeID> &arguments);
NodeID AddExternalFunction(const string &function_name, const vector<NodeID> &arguments);
NodeID AddExternalFunction(int symb_id, const vector<NodeID> &arguments);
//! Adds an external function node for the first derivative of an external function
NodeID AddFirstDerivExternalFunctionNode(int top_level_symb_id, const vector<NodeID> &arguments, int input_index);
//! Adds an external function node for the second derivative of an external function
NodeID AddSecondDerivExternalFunctionNode(int top_level_symb_id, const vector<NodeID> &arguments, int input_index1, int input_index2);
//! Checks if a given symbol is used somewhere in the data tree
bool isSymbolUsed(int symb_id) const;
//! Checks if a given unary op is used somewhere in the data tree

7
DynamicModel.cc
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@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2009 Dynare Team
* Copyright (C) 2003-2010 Dynare Team
*
* This file is part of Dynare.
*
@ -36,8 +36,9 @@
#endif
DynamicModel::DynamicModel(SymbolTable &symbol_table_arg,
NumericalConstants &num_constants_arg) :
ModelTree(symbol_table_arg, num_constants_arg),
NumericalConstants &num_constants_arg,
ExternalFunctionsTable &external_functions_table_arg) :
ModelTree(symbol_table_arg, num_constants_arg, external_functions_table_arg),
max_lag(0), max_lead(0),
max_endo_lag(0), max_endo_lead(0),
max_exo_lag(0), max_exo_lead(0),

4
DynamicModel.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2009 Dynare Team
* Copyright (C) 2003-2010 Dynare Team
*
* This file is part of Dynare.
*
@ -199,7 +199,7 @@ private:
vector<pair<int, int> > endo_max_leadlag_block, other_endo_max_leadlag_block, exo_max_leadlag_block, exo_det_max_leadlag_block, max_leadlag_block;
public:
DynamicModel(SymbolTable &symbol_table_arg, NumericalConstants &num_constants);
DynamicModel(SymbolTable &symbol_table_arg, NumericalConstants &num_constants_arg, ExternalFunctionsTable &external_functions_table_argx);
//! Adds a variable node
/*! This implementation allows for non-zero lag */
virtual VariableNode *AddVariable(int symb_id, int lag = 0);

63
DynareBison.yy
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2009 Dynare Team
* Copyright (C) 2003-2010 Dynare Team
*
* This file is part of Dynare.
*
@ -158,9 +158,10 @@ class ParsingDriver;
%token SVAR_IDENTIFICATION EQUATION EXCLUSION LAG UPPER_CHOLESKY LOWER_CHOLESKY
%token MARKOV_SWITCHING CHAIN STATE DURATION NUMBER_OF_STATES
%token SVAR COEFFICIENTS VARIANCES CONSTANTS EQUATIONS
%token EXTERNAL_FUNCTION EXT_FUNC_NAME EXT_FUNC_NARGS FIRST_DERIV_PROVIDED SECOND_DERIV_PROVIDED
%type <node_val> expression expression_or_empty
%type <node_val> equation hand_side model_var
%type <node_val> equation hand_side
%type <string_val> signed_float signed_integer prior
%type <string_val> filename symbol expectation_input
%type <string_val> value value1
@ -239,6 +240,7 @@ statement : parameters
| svar_identification
| markov_switching
| svar
| external_function
;
dsample : DSAMPLE INT_NUMBER ';'
@ -413,8 +415,8 @@ expression : '(' expression ')'
{ $$ = driver.add_max($3, $5); }
| MIN '(' expression COMMA expression ')'
{ $$ = driver.add_min($3, $5); }
| symbol '(' comma_expression ')'
{ $$ = driver.add_unknown_function($1); }
| symbol { driver.push_external_function_arg_vector_onto_stack(); } '(' comma_expression ')'
{ $$ = driver.add_model_var_or_external_function($1); }
| NORMCDF '(' expression COMMA expression COMMA expression ')'
{ $$ = driver.add_normcdf($3, $5, $7); }
| NORMCDF '(' expression ')'
@ -426,14 +428,14 @@ expression : '(' expression ')'
;
comma_expression : expression
{ driver.add_unknown_function_arg($1); }
| comma_expression COMMA expression
{ driver.add_unknown_function_arg($3); }
{ driver.add_external_function_arg($1); }
| comma_expression COMMA expression
{ driver.add_external_function_arg($3); }
;
expression_or_empty : {$$ = driver.add_nan_constant();}
| expression
;
| expression
;
initval : INITVAL ';' initval_list END
{ driver.end_initval(); }
@ -503,7 +505,8 @@ tag_pair : NAME EQUAL QUOTED_STRING
hand_side : '(' hand_side ')'
{ $$ = $2;}
| model_var
| symbol
{ $$ = driver.add_model_variable($1); }
| FLOAT_NUMBER
{ $$ = driver.add_constant($1); }
| INT_NUMBER
@ -562,6 +565,8 @@ hand_side : '(' hand_side ')'
{ $$ = driver.add_max($3, $5); }
| MIN '(' hand_side COMMA hand_side ')'
{ $$ = driver.add_min($3, $5); }
| symbol { driver.push_external_function_arg_vector_onto_stack(); } '(' comma_hand_side ')'
{ $$ = driver.add_model_var_or_external_function($1); }
| NORMCDF '(' hand_side COMMA hand_side COMMA hand_side ')'
{ $$ = driver.add_normcdf($3, $5, $7); }
| NORMCDF '(' hand_side ')'
@ -570,6 +575,11 @@ hand_side : '(' hand_side ')'
{ $$ = driver.add_steady_state($3); }
;
comma_hand_side : hand_side
{ driver.add_external_function_arg($1); }
| comma_hand_side COMMA hand_side
{ driver.add_external_function_arg($3); }
expectation_input : signed_integer
| VAROBS { string *varobs = new string("varobs"); $$ = varobs; }
| FULL { string *full = new string("full"); $$ = full; }
@ -578,12 +588,6 @@ expectation_input : signed_integer
pound_expression: '#' symbol EQUAL hand_side ';'
{ driver.declare_and_init_model_local_variable($2, $4); };
model_var : symbol
{ $$ = driver.add_model_variable($1); }
| symbol '(' signed_integer ')'
{ $$ = driver.add_model_variable($1, $3); }
;
shocks : SHOCKS ';' shock_list END { driver.end_shocks(); };
shock_list : shock_list shock_elem
@ -772,6 +776,20 @@ simul_options : o_periods
| o_minimal_solving_periods
;
external_function : EXTERNAL_FUNCTION '(' external_function_options_list ')' ';'
{ driver.external_function(); }
;
external_function_options_list : external_function_options_list COMMA external_function_options
| external_function_options
;
external_function_options : o_ext_func_name
| o_ext_func_nargs
| o_first_deriv_provided
| o_second_deriv_provided
;
stoch_simul : STOCH_SIMUL ';'
{ driver.stoch_simul(); }
| STOCH_SIMUL '(' stoch_simul_options_list ')' ';'
@ -1888,6 +1906,19 @@ o_equations : EQUATIONS EQUAL vec_int
o_instruments : INSTRUMENTS EQUAL '(' symbol_list ')' {driver.option_symbol_list("instruments"); };
o_ext_func_name : EXT_FUNC_NAME EQUAL filename { driver.external_function_option("name", $3); };
o_ext_func_nargs : EXT_FUNC_NARGS EQUAL INT_NUMBER { driver.external_function_option("nargs",$3); };
o_first_deriv_provided : FIRST_DERIV_PROVIDED EQUAL filename
{ driver.external_function_option("first_deriv_provided", $3); }
| FIRST_DERIV_PROVIDED
{ driver.external_function_option("first_deriv_provided", ""); }
;
o_second_deriv_provided : SECOND_DERIV_PROVIDED EQUAL filename
{ driver.external_function_option("second_deriv_provided", $3); }
| SECOND_DERIV_PROVIDED
{ driver.external_function_option("second_deriv_provided", ""); }
;
range : symbol ':' symbol
{
$1->append(":");

15
DynareFlex.ll
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2009 Dynare Team
* Copyright (C) 2003-2010 Dynare Team
*
* This file is part of Dynare.
*
@ -144,6 +144,7 @@ int sigma_e = 0;
<INITIAL>markov_switching {BEGIN DYNARE_STATEMENT; return token::MARKOV_SWITCHING;}
<INITIAL>svar {BEGIN DYNARE_STATEMENT; return token::SVAR;}
<INITIAL>external_function {BEGIN DYNARE_STATEMENT; return token::EXTERNAL_FUNCTION;}
/* End of a Dynare statement */
<DYNARE_STATEMENT>; {
@ -229,6 +230,10 @@ int sigma_e = 0;
<DYNARE_STATEMENT>aim_solver {return token::AIM_SOLVER;}
<DYNARE_STATEMENT>partial_information {return token::PARTIAL_INFORMATION;}
<DYNARE_STATEMENT>conditional_variance_decomposition {return token::CONDITIONAL_VARIANCE_DECOMPOSITION;}
<DYNARE_STATEMENT>name {return token::EXT_FUNC_NAME;}
<DYNARE_STATEMENT>nargs {return token::EXT_FUNC_NARGS;}
<DYNARE_STATEMENT>first_deriv_provided {return token::FIRST_DERIV_PROVIDED;}
<DYNARE_STATEMENT>second_deriv_provided {return token::SECOND_DERIV_PROVIDED;}
<DYNARE_STATEMENT>freq {return token::FREQ;}
<DYNARE_STATEMENT>initial_year {return token::INITIAL_YEAR;}
@ -531,16 +536,16 @@ int sigma_e = 0;
}
/* An instruction starting with a recognized symbol (which is not a modfile local
or an unknown function) is passed as NAME, otherwise it is a native statement
or an external function) is passed as NAME, otherwise it is a native statement
until the end of the line.
We exclude modfile local vars because the user may want to modify their value
using a Matlab assignment statement.
We also exclude unknown functions because the user may have used a Matlab matrix
element in initval (in which case Dynare recognizes the matrix name as an unknown
We also exclude external functions because the user may have used a Matlab matrix
element in initval (in which case Dynare recognizes the matrix name as an external
function symbol), and may want to modify the matrix later with Matlab statements.
*/
<INITIAL>[A-Za-z_][A-Za-z0-9_]* {
if (driver.symbol_exists_and_is_not_modfile_local_or_unknown_function(yytext))
if (driver.symbol_exists_and_is_not_modfile_local_or_external_function(yytext))
{
BEGIN DYNARE_STATEMENT;
yylval->string_val = new string(yytext);

271
ExprNode.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2007-2009 Dynare Team
* Copyright (C) 2007-2010 Dynare Team
*
* This file is part of Dynare.
*
@ -359,7 +359,7 @@ VariableNode::VariableNode(DataTree &datatree_arg, int symb_id_arg, int lag_arg)
datatree.variable_node_map[make_pair(symb_id, lag)] = this;
// It makes sense to allow a lead/lag on parameters: during steady state calibration, endogenous and parameters can be swapped
assert(type != eUnknownFunction
assert(type != eExternalFunction
&& (lag == 0 || (type != eModelLocalVariable && type != eModFileLocalVariable)));
}
@ -389,7 +389,7 @@ VariableNode::prepareForDerivation()
case eModFileLocalVariable:
// Such a variable is never derived
break;
case eUnknownFunction:
case eExternalFunction:
cerr << "VariableNode::prepareForDerivation: impossible case" << endl;
exit(EXIT_FAILURE);
}
@ -413,7 +413,7 @@ VariableNode::computeDerivative(int deriv_id)
case eModFileLocalVariable:
cerr << "ModFileLocalVariable is not derivable" << endl;
exit(EXIT_FAILURE);
case eUnknownFunction:
case eExternalFunction:
cerr << "Impossible case!" << endl;
exit(EXIT_FAILURE);
}
@ -601,7 +601,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
}
break;
case eUnknownFunction:
case eExternalFunction:
cerr << "Impossible case" << endl;
exit(EXIT_FAILURE);
}
@ -767,7 +767,7 @@ VariableNode::getChainRuleDerivative(int deriv_id, const map<int, NodeID> &recur
case eModFileLocalVariable:
cerr << "ModFileLocalVariable is not derivable" << endl;
exit(EXIT_FAILURE);
case eUnknownFunction:
case eExternalFunction:
cerr << "Impossible case!" << endl;
exit(EXIT_FAILURE);
}
@ -3174,7 +3174,7 @@ TrinaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOp
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
}
UnknownFunctionNode::UnknownFunctionNode(DataTree &datatree_arg,
ExternalFunctionNode::ExternalFunctionNode(DataTree &datatree_arg,
int symb_id_arg,
const vector<NodeID> &arguments_arg) :
ExprNode(datatree_arg),
@ -3184,37 +3184,65 @@ UnknownFunctionNode::UnknownFunctionNode(DataTree &datatree_arg,
}
void
UnknownFunctionNode::prepareForDerivation()
ExternalFunctionNode::prepareForDerivation()
{
cerr << "UnknownFunctionNode::prepareForDerivation: operation impossible!" << endl;
exit(EXIT_FAILURE);
if (preparedForDerivation)
return;
for (vector<NodeID>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
(*it)->prepareForDerivation();
non_null_derivatives = arguments.at(0)->non_null_derivatives;
for (int i = 1; i < (int)arguments.size(); i++)
set_union(non_null_derivatives.begin(),
non_null_derivatives.end(),
arguments.at(i)->non_null_derivatives.begin(),
arguments.at(i)->non_null_derivatives.end(),
inserter(non_null_derivatives, non_null_derivatives.begin()));
preparedForDerivation = true;
}
NodeID
UnknownFunctionNode::computeDerivative(int deriv_id)
ExternalFunctionNode::computeDerivative(int deriv_id)
{
cerr << "UnknownFunctionNode::computeDerivative: operation impossible!" << endl;
exit(EXIT_FAILURE);
vector<NodeID> dargs;
for (vector<NodeID>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
dargs.push_back((*it)->getDerivative(deriv_id));
return composeDerivatives(dargs);
}
NodeID
UnknownFunctionNode::getChainRuleDerivative(int deriv_id, const map<int, NodeID> &recursive_variables)
ExternalFunctionNode::composeDerivatives(const vector<NodeID> &dargs)
{
cerr << "UnknownFunctionNode::getChainRuleDerivative: operation impossible!" << endl;
vector<NodeID> dNodes;
for (int i = 0; i < (int)dargs.size(); i++)
if (dargs.at(i) != 0)
dNodes.push_back(datatree.AddTimes(dargs.at(i),
datatree.AddFirstDerivExternalFunctionNode(symb_id, arguments, i+1)));
NodeID theDeriv = datatree.Zero;
for (vector<NodeID>::const_iterator it = dNodes.begin(); it != dNodes.end(); it++)
theDeriv = datatree.AddPlus(theDeriv, *it);
return theDeriv;
}
NodeID
ExternalFunctionNode::getChainRuleDerivative(int deriv_id, const map<int, NodeID> &recursive_variables)
{
cerr << "ExternalFunctionNode::getChainRuleDerivative: operation impossible!" << endl;
exit(EXIT_FAILURE);
}
void
UnknownFunctionNode::computeTemporaryTerms(map<NodeID, int> &reference_count,
ExternalFunctionNode::computeTemporaryTerms(map<NodeID, int> &reference_count,
temporary_terms_type &temporary_terms,
bool is_matlab) const
{
cerr << "UnknownFunctionNode::computeTemporaryTerms: operation impossible!" << endl;
exit(EXIT_FAILURE);
}
void
UnknownFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
ExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_type &temporary_terms) const
{
output << datatree.symbol_table.getName(symb_id) << "(";
@ -3230,19 +3258,19 @@ UnknownFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type
}
void
UnknownFunctionNode::computeTemporaryTerms(map<NodeID, int> &reference_count,
ExternalFunctionNode::computeTemporaryTerms(map<NodeID, int> &reference_count,
temporary_terms_type &temporary_terms,
map<NodeID, pair<int, int> > &first_occurence,
int Curr_block,
vector< vector<temporary_terms_type> > &v_temporary_terms,
int equation) const
{
cerr << "UnknownFunctionNode::computeTemporaryTerms: not implemented" << endl;
cerr << "ExternalFunctionNode::computeTemporaryTerms: not implemented" << endl;
exit(EXIT_FAILURE);
}
void
UnknownFunctionNode::collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const
ExternalFunctionNode::collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const
{
for (vector<NodeID>::const_iterator it = arguments.begin();
it != arguments.end(); it++)
@ -3250,9 +3278,9 @@ UnknownFunctionNode::collectVariables(SymbolType type_arg, set<pair<int, int> >
}
void
UnknownFunctionNode::collectTemporary_terms(const temporary_terms_type &temporary_terms, temporary_terms_inuse_type &temporary_terms_inuse, int Curr_Block) const
ExternalFunctionNode::collectTemporary_terms(const temporary_terms_type &temporary_terms, temporary_terms_inuse_type &temporary_terms_inuse, int Curr_Block) const
{
temporary_terms_type::const_iterator it = temporary_terms.find(const_cast<UnknownFunctionNode *>(this));
temporary_terms_type::const_iterator it = temporary_terms.find(const_cast<ExternalFunctionNode *>(this));
if (it != temporary_terms.end())
temporary_terms_inuse.insert(idx);
else
@ -3262,20 +3290,20 @@ UnknownFunctionNode::collectTemporary_terms(const temporary_terms_type &temporar
}
double
UnknownFunctionNode::eval(const eval_context_type &eval_context) const throw (EvalException)
ExternalFunctionNode::eval(const eval_context_type &eval_context) const throw (EvalException)
{
throw EvalException();
}
void
UnknownFunctionNode::compile(ostream &CompileCode, bool lhs_rhs, const temporary_terms_type &temporary_terms, const map_idx_type &map_idx, bool dynamic, bool steady_dynamic) const
ExternalFunctionNode::compile(ostream &CompileCode, bool lhs_rhs, const temporary_terms_type &temporary_terms, const map_idx_type &map_idx, bool dynamic, bool steady_dynamic) const
{
cerr << "UnknownFunctionNode::compile: operation impossible!" << endl;
cerr << "ExternalFunctionNode::compile: operation impossible!" << endl;
exit(EXIT_FAILURE);
}
pair<int, NodeID>
UnknownFunctionNode::normalizeEquation(int var_endo, vector<pair<int, pair<NodeID, NodeID> > > &List_of_Op_RHS) const
ExternalFunctionNode::normalizeEquation(int var_endo, vector<pair<int, pair<NodeID, NodeID> > > &List_of_Op_RHS) const
{
vector<pair<bool, NodeID> > V_arguments;
vector<NodeID> V_NodeID;
@ -3288,23 +3316,23 @@ UnknownFunctionNode::normalizeEquation(int var_endo, vector<pair<int, pair<NodeI
V_NodeID.push_back(V_arguments[V_arguments.size()-1].second);
}
if (!present)
return (make_pair(0, datatree.AddUnknownFunction(datatree.symbol_table.getName(symb_id), V_NodeID)));
return (make_pair(0, datatree.AddExternalFunction(datatree.symbol_table.getName(symb_id), V_NodeID)));
else
return (make_pair(1, (NodeID) NULL));
}
NodeID
UnknownFunctionNode::toStatic(DataTree &static_datatree) const
ExternalFunctionNode::toStatic(DataTree &static_datatree) const
{
vector<NodeID> static_arguments;
for (vector<NodeID>::const_iterator it = arguments.begin();
it != arguments.end(); it++)
static_arguments.push_back((*it)->toStatic(static_datatree));
return static_datatree.AddUnknownFunction(datatree.symbol_table.getName(symb_id), static_arguments);
return static_datatree.AddExternalFunction(datatree.symbol_table.getName(symb_id), static_arguments);
}
int
UnknownFunctionNode::maxEndoLead() const
ExternalFunctionNode::maxEndoLead() const
{
int val = 0;
for (vector<NodeID>::const_iterator it = arguments.begin();
@ -3314,7 +3342,7 @@ UnknownFunctionNode::maxEndoLead() const
}
int
UnknownFunctionNode::maxExoLead() const
ExternalFunctionNode::maxExoLead() const
{
int val = 0;
for (vector<NodeID>::const_iterator it = arguments.begin();
@ -3324,50 +3352,187 @@ UnknownFunctionNode::maxExoLead() const
}
NodeID
UnknownFunctionNode::decreaseLeadsLags(int n) const
ExternalFunctionNode::decreaseLeadsLags(int n) const
{
cerr << "UnknownFunctionNode::decreaseLeadsLags: not implemented!" << endl;
exit(EXIT_FAILURE);
vector<NodeID> arguments_subst;
for (vector<NodeID>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
arguments_subst.push_back((*it)->decreaseLeadsLags(n));
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
}
NodeID
UnknownFunctionNode::decreaseLeadsLagsPredeterminedVariables() const
ExternalFunctionNode::decreaseLeadsLagsPredeterminedVariables() const
{
cerr << "UnknownFunctionNode::decreaseLeadsLagsPredeterminedVariables: not implemented!" << endl;
exit(EXIT_FAILURE);
vector<NodeID> arguments_subst;
for (vector<NodeID>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
arguments_subst.push_back((*it)->decreaseLeadsLagsPredeterminedVariables());
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
}
NodeID
UnknownFunctionNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
ExternalFunctionNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
cerr << "UnknownFunctionNode::substituteEndoLeadGreaterThanTwo: not implemented!" << endl;
exit(EXIT_FAILURE);
vector<NodeID> arguments_subst;
for (vector<NodeID>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
arguments_subst.push_back((*it)->substituteEndoLeadGreaterThanTwo(subst_table, neweqs));
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
}
NodeID
UnknownFunctionNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
ExternalFunctionNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
cerr << "UnknownFunctionNode::substituteEndoLagGreaterThanTwo: not implemented!" << endl;
exit(EXIT_FAILURE);
vector<NodeID> arguments_subst;
for (vector<NodeID>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
arguments_subst.push_back((*it)->substituteEndoLagGreaterThanTwo(subst_table, neweqs));
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
}
NodeID
UnknownFunctionNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
ExternalFunctionNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
cerr << "UnknownFunctionNode::substituteExoLead: not implemented!" << endl;
exit(EXIT_FAILURE);
vector<NodeID> arguments_subst;
for (vector<NodeID>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
arguments_subst.push_back((*it)->substituteExoLead(subst_table, neweqs));
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
}
NodeID
UnknownFunctionNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
ExternalFunctionNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
cerr << "UnknownFunctionNode::substituteExoLag: not implemented!" << endl;
exit(EXIT_FAILURE);
vector<NodeID> arguments_subst;
for (vector<NodeID>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
arguments_subst.push_back((*it)->substituteExoLag(subst_table, neweqs));
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
}
NodeID
UnknownFunctionNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const
ExternalFunctionNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const
{
cerr << "UnknownFunctionNode::substituteExpectation: not implemented!" << endl;
vector<NodeID> arguments_subst;
for (vector<NodeID>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
arguments_subst.push_back((*it)->substituteExpectation(subst_table, neweqs, partial_information_model));
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
}
NodeID
ExternalFunctionNode::buildSimilarExternalFunctionNode(vector<NodeID> &alt_args, DataTree &alt_datatree) const
{
return alt_datatree.AddExternalFunction(symb_id, alt_args);
}
FirstDerivExternalFunctionNode::FirstDerivExternalFunctionNode(DataTree &datatree_arg,
int top_level_symb_id_arg,
const vector<NodeID> &arguments_arg,
int inputIndex_arg) :
ExternalFunctionNode(datatree_arg, top_level_symb_id_arg, arguments_arg),
inputIndex(inputIndex_arg)
{
}
NodeID
FirstDerivExternalFunctionNode::composeDerivatives(const vector<NodeID> &dargs)
{
vector<NodeID> dNodes;
for (int i = 0; i < (int)dargs.size(); i++)
if (dargs.at(i) != 0)
dNodes.push_back(datatree.AddTimes(dargs.at(i),
datatree.AddSecondDerivExternalFunctionNode(symb_id, arguments, inputIndex, i+1)));
NodeID theDeriv = datatree.Zero;
for (vector<NodeID>::const_iterator it = dNodes.begin(); it != dNodes.end(); it++)
theDeriv = datatree.AddPlus(theDeriv, *it);
return theDeriv;
}
void
FirstDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_type &temporary_terms) const
{
int first_deriv_symb_id = datatree.external_functions_table.getFirstDerivSymbID(symb_id);
switch (first_deriv_symb_id)
{
case eExtFunSetButNoNameProvided:
cerr << "ERROR in: FirstDerivExternalFunctionNode::writeOutput(). Please inform Dynare Team." << endl;
exit(EXIT_FAILURE);
case eExtFunNotSet:
output << "jacob_element(@" << datatree.symbol_table.getName(symb_id) << ","
<< inputIndex << ",{";
break;
default:
int numOutArgs;
if (first_deriv_symb_id==symb_id)
numOutArgs = 2; // means that the external function also returns at least the first derivative
else
numOutArgs = 1; // means that there is a function that returns only the second derivative
output << "subscript_get(" << numOutArgs << ",@" << datatree.symbol_table.getName(first_deriv_symb_id) << ",{";
}
for (vector<NodeID>::const_iterator it = arguments.begin();
it != arguments.end(); it++)
{
if (it != arguments.begin())
output << ",";
(*it)->writeOutput(output, output_type, temporary_terms);
}
output << "}";
if (first_deriv_symb_id!=eExtFunNotSet)
output << "," << inputIndex;
output << ")";
}
SecondDerivExternalFunctionNode::SecondDerivExternalFunctionNode(DataTree &datatree_arg,
int top_level_symb_id_arg,
const vector<NodeID> &arguments_arg,
int inputIndex1_arg,
int inputIndex2_arg) :
ExternalFunctionNode(datatree_arg, top_level_symb_id_arg, arguments_arg),
inputIndex1(inputIndex1_arg),
inputIndex2(inputIndex2_arg)
{
}
NodeID
SecondDerivExternalFunctionNode::computeDerivative(int deriv_id)
{
cerr << "ERROR: SecondDerivExternalFunctionNode::computeDerivative(). Not implemented" << endl;
exit(EXIT_FAILURE);
}
void
SecondDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_type &temporary_terms) const
{
int second_deriv_symb_id = datatree.external_functions_table.getSecondDerivSymbID(symb_id);
switch (second_deriv_symb_id)
{
case eExtFunSetButNoNameProvided:
cerr << "ERROR in: FirstDerivExternalFunctionNode::writeOutput(). Please inform Dynare Team." << endl;
exit(EXIT_FAILURE);
case eExtFunNotSet:
output << "hess_element(@" << datatree.symbol_table.getName(symb_id) << ","
<< inputIndex1 << "," << inputIndex2 << ",{";
break;
default:
int numOutArgs;
if (second_deriv_symb_id==symb_id)
numOutArgs = 3; // means that the external function also returns the first and second derivatives
else
numOutArgs = 1; // means that there is a function that returns only the second derivative
output << "subscript_get(" << numOutArgs << ",@" << datatree.symbol_table.getName(second_deriv_symb_id) << ",{";
}
for (vector<NodeID>::const_iterator it = arguments.begin();
it != arguments.end(); it++)
{
if (it != arguments.begin())
output << ",";
(*it)->writeOutput(output, output_type, temporary_terms);
}
output << "}";
if (second_deriv_symb_id!=eExtFunNotSet)
output << "," << inputIndex1 << "," << inputIndex2;
output << ")";
}

44
ExprNode.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2007-2009 Dynare Team
* Copyright (C) 2007-2010 Dynare Team
*
* This file is part of Dynare.
*
@ -29,6 +29,7 @@ using namespace std;
#include "SymbolTable.hh"
#include "CodeInterpreter.hh"
#include "ExternalFunctionsTable.hh"
class DataTree;
class VariableNode;
@ -115,7 +116,7 @@ class ExprNode
friend class UnaryOpNode;
friend class BinaryOpNode;
friend class TrinaryOpNode;
friend class ExternalFunctionNode;
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 */
@ -568,15 +569,17 @@ public:
virtual NodeID decreaseLeadsLagsPredeterminedVariables() const;
};
//! Unknown function node
class UnknownFunctionNode : public ExprNode
//! External function node
class ExternalFunctionNode : public ExprNode
{
private:
virtual NodeID computeDerivative(int deriv_id);
virtual NodeID composeDerivatives(const vector<NodeID> &dargs);
protected:
const int symb_id;
const vector<NodeID> arguments;
virtual NodeID computeDerivative(int deriv_id);
public:
UnknownFunctionNode(DataTree &datatree_arg, int symb_id_arg,
ExternalFunctionNode(DataTree &datatree_arg, int symb_id_arg,
const vector<NodeID> &arguments_arg);
virtual void prepareForDerivation();
virtual void computeTemporaryTerms(map<NodeID, int> &reference_count, temporary_terms_type &temporary_terms, bool is_matlab) const;
@ -602,7 +605,36 @@ public:
virtual NodeID substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual NodeID substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual NodeID substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual NodeID buildSimilarExternalFunctionNode(vector<NodeID> &alt_args, DataTree &alt_datatree) const;
virtual NodeID decreaseLeadsLagsPredeterminedVariables() const;
};
class FirstDerivExternalFunctionNode : public ExternalFunctionNode
{
private:
const int inputIndex;
virtual NodeID composeDerivatives(const vector<NodeID> &dargs);
public:
FirstDerivExternalFunctionNode(DataTree &datatree_arg,
int top_level_symb_id_arg,
const vector<NodeID> &arguments_arg,
int inputIndex_arg);
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
};
class SecondDerivExternalFunctionNode : public ExternalFunctionNode
{
private:
const int inputIndex1;
const int inputIndex2;
virtual NodeID computeDerivative(int deriv_id);
public:
SecondDerivExternalFunctionNode(DataTree &datatree_arg,
int top_level_symb_id_arg,
const vector<NodeID> &arguments_arg,
int inputIndex1_arg,
int inputIndex2_arg);
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
};
#endif

60
ExternalFunctionsTable.cc Normal file
View File

@ -0,0 +1,60 @@
/*
* Copyright (C) 2010 Dynare Team
*
* This file is part of Dynare.
*
* Dynare is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Dynare is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
*/
#include <cstdlib>
#include <cassert>
#include <cerrno>
#include <cmath>
#include <iostream>
#include "ExternalFunctionsTable.hh"
#include "SymbolTable.hh"
ExternalFunctionsTable::ExternalFunctionsTable()
{
};
void
ExternalFunctionsTable::addExternalFunction(const int symb_id, const external_function_options external_function_options_arg)
{
assert(symb_id >= 0);
if (external_function_options_arg.secondDerivSymbID > eExtFunNotSet &&
external_function_options_arg.firstDerivSymbID == eExtFunNotSet)
{
cerr << "If the second derivative is provided to the external_function() command,"
<< "the first derivative must also be provided." << endl;
exit(EXIT_FAILURE);
}
if (external_function_options_arg.nargs <= 0)
{
cerr << "The number of arguments passed to an external function must be > 0." << endl;
exit(EXIT_FAILURE);
}
external_function_options external_function_options_chng = external_function_options_arg;
if (external_function_options_arg.firstDerivSymbID == eExtFunSetButNoNameProvided)
external_function_options_chng.firstDerivSymbID = symb_id;
if (external_function_options_arg.secondDerivSymbID == eExtFunSetButNoNameProvided)
external_function_options_chng.secondDerivSymbID = symb_id;
externalFunctionTable[symb_id] = external_function_options_chng;
}

130
ExternalFunctionsTable.hh Normal file
View File

@ -0,0 +1,130 @@
/*
* Copyright (C) 2010 Dynare Team
*
* This file is part of Dynare.
*
* Dynare is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Dynare is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
*/
#ifndef _EXTERNALFUNCTIONSTABLE_HH
#define _EXTERNALFUNCTIONSTABLE_HH
using namespace std;
#include <iostream>
#include <string>
#include <vector>
#include <map>
enum ExternalFunctionSetOrNot
{
eExtFunSetButNoNameProvided = -2, //! Signifies that the derivative is obtained from the top-level function
eExtFunNotSet = -1, //! Signifies that no external function exists that calculates the derivative
eExtFunSetDefaultNargs = 1 //! This is the default number of arguments when nargs is not specified
};
//! Handles external functions
class ExternalFunctionsTable
{
public:
//! Thrown when trying to access an unknown symbol (by id)
class UnknownExternalFunctionSymbolIDException
{
public:
//! Symbol ID
int id;
UnknownExternalFunctionSymbolIDException(int id_arg) : id(id_arg)
{
}
};
/* For all arguments, -2 means not set
* For firstDerivSymbID and secondDerivSymbID, -1 means that the derivatives are
* provided in the main function given in the by the "name" option to the
* external_function() statement.
*/
struct external_function_options
{
int nargs, firstDerivSymbID, secondDerivSymbID;
};
typedef map<int, external_function_options> external_function_table_type;
private:
//! Map containing options provided to external_functions()
external_function_table_type externalFunctionTable;
public:
ExternalFunctionsTable();
//! Adds an external function to the table as well as its derivative functions
void addExternalFunction(const int symb_id, const external_function_options external_function_options_arg);
//! See if the function exists in the External Functions Table
inline bool exists(const int symb_id) const;
//! Get the number of arguments for a given external function
inline int getNargs(const int symb_id) const throw (UnknownExternalFunctionSymbolIDException);
//! Get the symbol_id of the first derivative function
inline int getFirstDerivSymbID(const int symb_id) const throw (UnknownExternalFunctionSymbolIDException);
//! Get the symbol_id of the second derivative function
inline int getSecondDerivSymbID(const int symb_id) const throw (UnknownExternalFunctionSymbolIDException);
//! Returns the total number of unique external functions declared or used in the .mod file
inline int get_total_number_of_unique_external_functions();
};
inline bool
ExternalFunctionsTable::exists(const int symb_id) const
{
external_function_table_type::const_iterator iter = externalFunctionTable.find(symb_id);
return (iter != externalFunctionTable.end());
}
inline int
ExternalFunctionsTable::getNargs(const int symb_id) const throw (UnknownExternalFunctionSymbolIDException)
{
if (exists(symb_id))
return externalFunctionTable.find(symb_id)->second.nargs;
else
{
cout << "In get_nargs(): id: " << symb_id << endl;
throw UnknownExternalFunctionSymbolIDException(symb_id);
}
}
inline int
ExternalFunctionsTable::getFirstDerivSymbID(const int symb_id) const throw (UnknownExternalFunctionSymbolIDException)
{
if (exists(symb_id))
return externalFunctionTable.find(symb_id)->second.firstDerivSymbID;
else
{
cout << "In getFirstDerivSymbID(): id: " << symb_id << endl;
throw UnknownExternalFunctionSymbolIDException(symb_id);
}
}
inline int
ExternalFunctionsTable::getSecondDerivSymbID(const int symb_id) const throw (UnknownExternalFunctionSymbolIDException)
{
if (exists(symb_id))
return externalFunctionTable.find(symb_id)->second.secondDerivSymbID;
else
{
cout << "In getSecondDerivSymbID(): id: " << symb_id << endl;
throw UnknownExternalFunctionSymbolIDException(symb_id);
}
}
inline int
ExternalFunctionsTable::get_total_number_of_unique_external_functions()
{
return externalFunctionTable.size();
}
#endif

4
Makefile.am
View File

@ -45,7 +45,9 @@ dynare_m_SOURCES = \
DynareMain.cc \
DynareMain2.cc \
CodeInterpreter.hh \
FlexLexer.h
FlexLexer.h \
ExternalFunctionsTable.cc \
ExternalFunctionsTable.hh
# The -I. is for <FlexLexer.h>
dynare_m_CPPFLAGS = $(BOOST_CPPFLAGS) -I.

14
ModFile.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2006-2009 Dynare Team
* Copyright (C) 2006-2010 Dynare Team
*
* This file is part of Dynare.
*
@ -23,9 +23,9 @@
#include <typeinfo>
#include "ModFile.hh"
ModFile::ModFile() : expressions_tree(symbol_table, num_constants),
static_model(symbol_table, num_constants),
dynamic_model(symbol_table, num_constants),
ModFile::ModFile() : expressions_tree(symbol_table, num_constants, external_functions_table),
static_model(symbol_table, num_constants, external_functions_table),
dynamic_model(symbol_table, num_constants, external_functions_table),
linear(false), block(false), byte_code(false),
use_dll(false), no_static(false)
{
@ -134,6 +134,12 @@ ModFile::checkPass()
cerr << "no_static option is incompatible with stochastic simulation, estimation, optimal policy, steady or check command" << endl;
exit(EXIT_FAILURE);
}
if ((use_dll || byte_code) && external_functions_table.get_total_number_of_unique_external_functions())
{
cerr << "ERROR: In 'model' block, use of external functions is not compatible with 'use_dll' or 'bytecode'" << endl;
exit(EXIT_FAILURE);
}
}
void

5
ModFile.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2006-2009 Dynare Team
* Copyright (C) 2006-2010 Dynare Team
*
* This file is part of Dynare.
*
@ -31,6 +31,7 @@ using namespace std;
#include "StaticModel.hh"
#include "DynamicModel.hh"
#include "Statement.hh"
#include "ExternalFunctionsTable.hh"
//! The abstract representation of a "mod" file
class ModFile
@ -40,6 +41,8 @@ public:
~ModFile();
//! Symbol table
SymbolTable symbol_table;
//! External Functions table
ExternalFunctionsTable external_functions_table;
//! Numerical constants table
NumericalConstants num_constants;
//! Expressions outside model block

5
ModelTree.cc
View File

@ -855,8 +855,9 @@ ModelTree::BlockLinear(t_blocks_derivatives &blocks_derivatives, vector<int> &va
}
ModelTree::ModelTree(SymbolTable &symbol_table_arg,
NumericalConstants &num_constants_arg) :
DataTree(symbol_table_arg, num_constants_arg)
NumericalConstants &num_constants_arg,
ExternalFunctionsTable &external_functions_table_arg) :
DataTree(symbol_table_arg, num_constants_arg, external_functions_table_arg)
{
for (int i = 0; i < 3; i++)
NNZDerivatives[i] = 0;

4
ModelTree.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2009 Dynare Team
* Copyright (C) 2003-2010 Dynare Team
*
* This file is part of Dynare.
*
@ -213,7 +213,7 @@ protected:
virtual int getBlockInitialVariableID(int block_number, int variable_number) const = 0;
public:
ModelTree(SymbolTable &symbol_table_arg, NumericalConstants &num_constants);
ModelTree(SymbolTable &symbol_table_arg, NumericalConstants &num_constants_arg, ExternalFunctionsTable &external_functions_table_arg);
//! Declare a node as an equation of the model
void addEquation(NodeID eq);
//! Adds tags to equation number i

202
ParsingDriver.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2009 Dynare Team
* Copyright (C) 2003-2010 Dynare Team
*
* This file is part of Dynare.
*
@ -20,19 +20,21 @@
#include <cstdlib>
#include <fstream>
#include <iostream>
#include <cassert>
#include "ParsingDriver.hh"
#include "Statement.hh"
#include <ExprNode.hh>
bool
ParsingDriver::symbol_exists_and_is_not_modfile_local_or_unknown_function(const char *s)
ParsingDriver::symbol_exists_and_is_not_modfile_local_or_external_function(const char *s)
{
if (!mod_file->symbol_table.exists(s))
return false;
SymbolType type = mod_file->symbol_table.getType(s);
return (type != eModFileLocalVariable && type != eUnknownFunction);
return (type != eModFileLocalVariable && type != eExternalFunction);
}
void
@ -56,6 +58,15 @@ ParsingDriver::reset_data_tree()
set_current_data_tree(&mod_file->expressions_tree);
}
void
ParsingDriver::reset_current_external_function_options()
{
current_external_function_options.nargs = eExtFunSetDefaultNargs;
current_external_function_options.firstDerivSymbID = eExtFunNotSet;
current_external_function_options.secondDerivSymbID = eExtFunNotSet;
current_external_function_name.clear();
}
ModFile *
ParsingDriver::parse(istream &in, bool debug)
{
@ -65,6 +76,7 @@ ParsingDriver::parse(istream &in, bool debug)
reset_data_tree();
estim_params.init(*data_tree);
reset_current_external_function_options();
lexer = new DynareFlex(&in);
lexer->set_debug(debug);
@ -98,7 +110,7 @@ ParsingDriver::warning(const string &m)
}
void
ParsingDriver::declare_symbol(string *name, SymbolType type, string *tex_name)
ParsingDriver::declare_symbol(const string *name, const SymbolType type, const string *tex_name)
{
try
{
@ -114,34 +126,42 @@ ParsingDriver::declare_symbol(string *name, SymbolType type, string *tex_name)
else
error("Symbol " + *name + " declared twice with different types!");
}
delete name;
if (tex_name != NULL)
delete tex_name;
}
void
ParsingDriver::declare_endogenous(string *name, string *tex_name)
{
declare_symbol(name, eEndogenous, tex_name);
delete name;
if (tex_name != NULL)
delete tex_name;
}
void
ParsingDriver::declare_exogenous(string *name, string *tex_name)
{
declare_symbol(name, eExogenous, tex_name);
delete name;
if (tex_name != NULL)
delete tex_name;
}
void
ParsingDriver::declare_exogenous_det(string *name, string *tex_name)
{
declare_symbol(name, eExogenousDet, tex_name);
delete name;
if (tex_name != NULL)
delete tex_name;
}
void
ParsingDriver::declare_parameter(string *name, string *tex_name)
{
declare_symbol(name, eParameter, tex_name);
delete name;
if (tex_name != NULL)
delete tex_name;
}
void
@ -194,32 +214,29 @@ ParsingDriver::add_inf_constant()
NodeID
ParsingDriver::add_model_variable(string *name)
{
return add_model_variable(name, new string("0"));
check_symbol_existence(*name);
int symb_id = mod_file->symbol_table.getID(*name);
delete name;
return add_model_variable(symb_id, 0);
}
NodeID
ParsingDriver::add_model_variable(string *name, string *olag)
ParsingDriver::add_model_variable(int symb_id, int lag)
{
check_symbol_existence(*name);
SymbolType type = mod_file->symbol_table.getType(*name);
int lag = atoi(olag->c_str());
assert(symb_id >= 0);
SymbolType type = mod_file->symbol_table.getType(symb_id);
if (type == eModFileLocalVariable)
error("Variable " + *name + " not allowed inside model declaration. Its scope is only outside model.");
error("Variable " + mod_file->symbol_table.getName(symb_id) + " not allowed inside model declaration. Its scope is only outside model.");
if (type == eUnknownFunction)
error("Symbol " + *name + " is a function name unknown to Dynare. It cannot be used inside model.");
if (type == eExternalFunction)
error("Symbol " + mod_file->symbol_table.getName(symb_id) + " is a function name external to Dynare. It cannot be used inside model.");
if (type == eModelLocalVariable && lag != 0)
error("Model local variable " + *name + " cannot be given a lead or a lag.");
error("Model local variable " + mod_file->symbol_table.getName(symb_id) + " cannot be given a lead or a lag.");
// It makes sense to allow a lead/lag on parameters: during steady state calibration, endogenous and parameters can be swapped
NodeID id = model_tree->AddVariable(*name, lag);
delete name;
delete olag;
return id;
return model_tree->AddVariable(symb_id, lag);
}
NodeID
@ -1151,7 +1168,7 @@ ParsingDriver::run_model_comparison()
void
ParsingDriver::begin_planner_objective()
{
set_current_data_tree(new StaticModel(mod_file->symbol_table, mod_file->num_constants));
set_current_data_tree(new StaticModel(mod_file->symbol_table, mod_file->num_constants, mod_file->external_functions_table));
}
void
@ -1608,24 +1625,145 @@ ParsingDriver::add_steady_state(NodeID arg1)
}
void
ParsingDriver::add_unknown_function_arg(NodeID arg)
ParsingDriver::external_function_option(const string &name_option, string *opt)
{
unknown_function_args.push_back(arg);
external_function_option(name_option, *opt);
}
void
ParsingDriver::external_function_option(const string &name_option, const string &opt)
{
if (name_option == "name")
{
if (opt.empty())
error("An argument must be passed to the 'name' option of the external_function() statement.");
declare_symbol(&opt, eExternalFunction, NULL);
current_external_function_name = opt;
}
else if (name_option == "first_deriv_provided")
{
if (opt.empty())
current_external_function_options.firstDerivSymbID = eExtFunSetButNoNameProvided;
else
{
declare_symbol(&opt, eExternalFunction, NULL);
current_external_function_options.firstDerivSymbID = mod_file->symbol_table.getID(opt);
}
}
else if (name_option == "second_deriv_provided")
{
if (opt.empty())
current_external_function_options.secondDerivSymbID = eExtFunSetButNoNameProvided;
else
{
declare_symbol(&opt, eExternalFunction, NULL);
current_external_function_options.secondDerivSymbID = mod_file->symbol_table.getID(opt);
}
}
else if (name_option == "nargs")
current_external_function_options.nargs = atoi(opt.c_str());
else
error("Unexpected error in ParsingDriver::external_function_option(): Please inform Dynare Team.");
}
void
ParsingDriver::external_function()
{
if (current_external_function_name.empty())
error("The 'name' option must be passed to external_function().");
int function_symb_id = mod_file->symbol_table.getID(current_external_function_name);
if (current_external_function_options.secondDerivSymbID > eExtFunNotSet &&
current_external_function_options.firstDerivSymbID == eExtFunNotSet)
error("If the second derivative is provided to the external_function command, the first derivative must also be provided.");
mod_file->external_functions_table.addExternalFunction(function_symb_id, current_external_function_options);
reset_current_external_function_options();
}
void
ParsingDriver::push_external_function_arg_vector_onto_stack()
{
vector<NodeID> emptyvec;
stack_external_function_args.push(emptyvec);
}
void
ParsingDriver::add_external_function_arg(NodeID arg)
{
stack_external_function_args.top().push_back(arg);
}
NodeID
ParsingDriver::add_unknown_function(string *function_name)
ParsingDriver::add_model_var_or_external_function(string *function_name)
{
if (mod_file->symbol_table.exists(*function_name))
{
if (mod_file->symbol_table.getType(*function_name) != eUnknownFunction)
error("Symbol " + *function_name + " is not a function name.");
if (mod_file->symbol_table.getType(*function_name) != eExternalFunction)
{ // e.g. model_var(lag) => ADD MODEL VARIABLE WITH LEAD (NumConstNode)/LAG (UnaryOpNode)
if ((int)stack_external_function_args.top().size() == 1)
{
NumConstNode *numNode = dynamic_cast<NumConstNode *>(stack_external_function_args.top().front());
UnaryOpNode *unaryNode = dynamic_cast<UnaryOpNode *>(stack_external_function_args.top().front());
if (numNode == NULL && unaryNode == NULL)
error("A model variable is being treated as if it were a function (i.e., takes an argument that is not an integer).");
eval_context_type ectmp;
int model_var_arg;
double model_var_arg_dbl;
if (unaryNode == NULL)
{
model_var_arg = (int)numNode->eval(ectmp);
model_var_arg_dbl = numNode->eval(ectmp);
}
else
{
if (unaryNode->get_op_code() != oUminus)
error("A model variable is being treated as if it were a function (i.e., takes an argument that is not an integer).");
else
{
model_var_arg = (int)unaryNode->eval(ectmp);
model_var_arg_dbl = unaryNode->eval(ectmp);
}
}
if ((double) model_var_arg != model_var_arg_dbl) //make 100% sure int cast didn't lose info
error("A model variable is being treated as if it were a function (i.e., takes an argument that is not an integer).");
NodeID nid = add_model_variable(mod_file->symbol_table.getID(*function_name), model_var_arg);
stack_external_function_args.pop();
delete function_name;
return nid;
}
else
error("A model variable is being treated as if it were a function (i.e., has received more than one argument).");
}
else
{ // e.g. this function has already been referenced (either ad hoc or through the external_function() statement
// => check that the information matches previously declared info
int symb_id = mod_file->symbol_table.getID(*function_name);
if (!mod_file->external_functions_table.exists(symb_id))
error("In ParsingDriver::add_external_function()(1) Please report to Dynare Team.");
if ((int)(stack_external_function_args.top().size()) != mod_file->external_functions_table.getNargs(symb_id))
error("The number of arguments passed to " + *function_name +
" does not match those of a previous call or declaration of this function.");
}
}
else
mod_file->symbol_table.addSymbol(*function_name, eUnknownFunction);
{ //First time encountering this external function i.e., not previously declared or encountered
declare_symbol(function_name, eExternalFunction, NULL);
current_external_function_options.nargs = stack_external_function_args.top().size();
mod_file->external_functions_table.addExternalFunction(mod_file->symbol_table.getID(*function_name),
current_external_function_options);
reset_current_external_function_options();
}
NodeID id = data_tree->AddUnknownFunction(*function_name, unknown_function_args);
unknown_function_args.clear();
//By this point, we're sure that this function exists in the External Functions Table and is not a mod var
NodeID id = data_tree->AddExternalFunction(*function_name, stack_external_function_args.top());
stack_external_function_args.pop();
delete function_name;
return id;
}

36
ParsingDriver.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2009 Dynare Team
* Copyright (C) 2003-2010 Dynare Team
*
* This file is part of Dynare.
*
@ -27,6 +27,7 @@
#include <string>
#include <vector>
#include <istream>
#include <stack>
#include "ModFile.hh"
#include "SymbolList.hh"
@ -78,7 +79,7 @@ private:
void check_symbol_existence(const string &name);
//! Helper to add a symbol declaration
void declare_symbol(string *name, SymbolType type, string *tex_name);
void declare_symbol(const string *name, const SymbolType type, const string *tex_name);
//! Creates option "optim_opt" in OptionsList if it doesn't exist, else add a comma, and adds the option name
void optim_options_helper(const string &name);
@ -153,12 +154,17 @@ private:
//! Temporary storage for lower cholesky within an svar_identification bock
bool svar_lower_cholesky;
//! Temporary storage for argument list of unknown function
vector<NodeID> unknown_function_args;
//! Temporary storage for argument list of external function
stack<vector<NodeID> > stack_external_function_args;
//! Temporary storage for the symb_id associated with the "name" symbol of the current external_function statement
string current_external_function_name;
//! Temporary storage for option list provided to external_function()
ExternalFunctionsTable::external_function_options current_external_function_options;
//! reset the values for temporary storage
void reset_current_external_function_options();
//! The mod file representation constructed by this ParsingDriver
ModFile *mod_file;
public:
//! Starts parsing, and constructs the MOD file representation
/*! The returned pointer should be deleted after use */
@ -181,7 +187,7 @@ public:
void warning(const string &m);
//! Check if a given symbol exists in the parsing context, and is not a mod file local variable
bool symbol_exists_and_is_not_modfile_local_or_unknown_function(const char *s);
bool symbol_exists_and_is_not_modfile_local_or_external_function(const char *s);
//! Sets mode of ModelTree class to use C output
void use_dll();
//! the modelis block decomposed
@ -221,7 +227,7 @@ public:
//! Adds a model variable to ModelTree and VariableTable
NodeID add_model_variable(string *name);
//! Adds a model lagged variable to ModelTree and VariableTable
NodeID add_model_variable(string *name, string *olag);
NodeID add_model_variable(int symb_id, int lag);
//! Adds an Expression's variable
NodeID add_expression_variable(string *name);
//! Adds a "periods" statement
@ -315,6 +321,12 @@ public:
void estimated_params_init();
//! Writes estimated params bound command
void estimated_params_bounds();
//! Adds a declaration for a user-defined external function
void external_function();
//! Sets an external_function option to a string value
void external_function_option(const string &name_option, string *opt);
//! Sets an external_function option to a string value
void external_function_option(const string &name_option, const string &opt);
//! Add a line in an estimated params block
void add_estimated_params_element();
//! Runs estimation process
@ -467,10 +479,12 @@ public:
NodeID add_normcdf(NodeID arg);
//! Writes token "steadyState(arg1)" to model tree
NodeID add_steady_state(NodeID arg1);
//! Adds an unknwon function argument
void add_unknown_function_arg(NodeID arg);
//! Adds an unknown function call node
NodeID add_unknown_function(string *function_name);
//! Pushes empty vector onto stack when a symbol is encountered (mod_var or ext_fun)
void push_external_function_arg_vector_onto_stack();
//! Adds an external function argument
void add_external_function_arg(NodeID arg);
//! Adds an external function call node
NodeID add_model_var_or_external_function(string *function_name);
//! Adds a native statement
void add_native(const char *s);
//! Resets data_tree and model_tree pointers to default (i.e. mod_file->expressions_tree)

7
StaticModel.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2009 Dynare Team
* Copyright (C) 2003-2010 Dynare Team
*
* This file is part of Dynare.
*
@ -36,8 +36,9 @@
#endif
StaticModel::StaticModel(SymbolTable &symbol_table_arg,
NumericalConstants &num_constants_arg) :
ModelTree(symbol_table_arg, num_constants_arg),
NumericalConstants &num_constants_arg,
ExternalFunctionsTable &external_functions_table_arg) :
ModelTree(symbol_table_arg, num_constants_arg, external_functions_table_arg),
global_temporary_terms(true),
cutoff(1e-15),
mfs(0)

4
StaticModel.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2009 Dynare Team
* Copyright (C) 2003-2010 Dynare Team
*
* This file is part of Dynare.
*
@ -151,7 +151,7 @@ protected:
vector<pair<int, int> > endo_max_leadlag_block, other_endo_max_leadlag_block, exo_max_leadlag_block, exo_det_max_leadlag_block, max_leadlag_block;
public:
StaticModel(SymbolTable &symbol_table_arg, NumericalConstants &num_constants);
StaticModel(SymbolTable &symbol_table_arg, NumericalConstants &num_constants, ExternalFunctionsTable &external_functions_table_arg);
//! Writes information on block decomposition when relevant
void writeOutput(ostream &output, bool block) const;