Added erf as an internally supported function and updated manual.

CodeInterpreter.hh

@@ -180,7 +180,8 @@ enum UnaryOpcode
     oAtanh,
     oSqrt,
     oSteadyState,
-    oExpectation
+    oExpectation,
+    oErf
   };
 
 enum BinaryOpcode

DataTree.cc

@@ -399,6 +399,15 @@ DataTree::AddSqrt(NodeID iArg1)
     return Zero;
 }
 
+NodeID
+DataTree::AddErf(NodeID iArg1)
+{
+  if (iArg1 != Zero)
+    return AddUnaryOp(oErf, iArg1);
+  else
+    return Zero;
+}
+
 NodeID
 DataTree::AddMax(NodeID iArg1, NodeID iArg2)
 {

DataTree.hh

@@ -174,6 +174,8 @@ public:
   NodeID AddAtanh(NodeID iArg1);
   //! Adds "sqrt(arg)" to model tree
   NodeID AddSqrt(NodeID iArg1);
+  //! Adds "erf(arg)" to model tree
+  NodeID AddErf(NodeID iArg1);
   //! Adds "max(arg1,arg2)" to model tree
   NodeID AddMax(NodeID iArg1, NodeID iArg2);
   //! Adds "min(arg1,arg2)" to model tree

DynareBison.yy

@@ -134,7 +134,7 @@ class ParsingDriver;
 %left TIMES DIVIDE
 %left UMINUS UPLUS
 %nonassoc POWER
-%token EXP LOG LN LOG10 SIN COS TAN ASIN ACOS ATAN SINH COSH TANH
+%token EXP LOG LN LOG10 SIN COS TAN ASIN ACOS ATAN SINH COSH TANH ERF
 %token ASINH ACOSH ATANH SQRT NORMCDF NORMPDF STEADY_STATE EXPECTATION
 /* GSA analysis */
 %token DYNARE_SENSITIVITY MORRIS STAB REDFORM PPRIOR PRIOR_RANGE PPOST ILPTAU GLUE MORRIS_NLIV
@@ -425,6 +425,8 @@ expression : '(' expression ')'
              { $$ = driver.add_normpdf($3, $5, $7); }
            | NORMPDF '(' expression ')'
              { $$ = driver.add_normpdf($3); }
+           | ERF '(' expression ')'
+             { $$ = driver.add_erf($3); }
            | NAN_CONSTANT
              { $$ = driver.add_nan_constant(); }
            | INF_CONSTANT
@@ -579,6 +581,8 @@ hand_side : '(' hand_side ')'
             { $$ = driver.add_normpdf($3, $5, $7); }
           | NORMPDF '(' hand_side ')'
             { $$ = driver.add_normpdf($3); }
+          | ERF '(' hand_side ')'
+            { $$ = driver.add_erf($3); }
           | STEADY_STATE '(' hand_side ')'
             { $$ = driver.add_steady_state($3); }
           ;

DynareFlex.ll

@@ -467,6 +467,7 @@ int sigma_e = 0;
 <DYNARE_STATEMENT,DYNARE_BLOCK>min {return token::MIN;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>normcdf {return token::NORMCDF;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>normpdf {return token::NORMPDF;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>erf {return token::ERF;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>steady_state {return token::STEADY_STATE;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>expectation {return token::EXPECTATION;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>varobs {return token::VAROBS;}

ExprNode.cc

@@ -1094,6 +1094,18 @@ UnaryOpNode::composeDerivatives(NodeID darg)
         return darg;
     case oExpectation:
       assert(0);
+    case oErf:
+      // x^2
+      t11 = datatree.AddPower(arg, datatree.Two);
+      // exp(x^2)
+      t12 =  datatree.AddExp(t11);
+      // sqrt(pi)
+      t11 = datatree.AddSqrt(datatree.Pi);
+      // sqrt(pi)*exp(x^2)
+      t13 = datatree.AddTimes(t11, t12);
+      // 2/(sqrt(pi)*exp(x^2));
+      return datatree.AddDivide(datatree.Two, t13);
+      break;
     }
   // Suppress GCC warning
   exit(EXIT_FAILURE);
@@ -1127,6 +1139,7 @@ UnaryOpNode::cost(const temporary_terms_type &temporary_terms, bool is_matlab) c
       case oLog:
         return cost + 300;
       case oLog10:
+      case oErf:
         return cost + 16000;
       case oCos:
       case oSin:
@@ -1182,6 +1195,7 @@ UnaryOpNode::cost(const temporary_terms_type &temporary_terms, bool is_matlab) c
       case oCosh:
       case oSinh:
       case oTanh:
+      case oErf:
         return cost + 240;
       case oAsinh:
         return cost + 220;
@@ -1356,6 +1370,9 @@ UnaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
       return;
     case oExpectation:
       assert(0);
+    case oErf:
+      output << "erf";
+      break;
     }
 
   bool close_parenthesis = false;
@@ -1434,6 +1451,8 @@ UnaryOpNode::eval_opcode(UnaryOpcode op_code, double v) throw (EvalException)
       return (v);
     case oExpectation:
       throw EvalException();
+    case oErf:
+      return (erf(v));
     }
   // Suppress GCC warning
   exit(EXIT_FAILURE);
@@ -1539,6 +1558,8 @@ UnaryOpNode::normalizeEquation(int var_endo, vector<pair<int, pair<NodeID, NodeI
           return (make_pair(1, (NodeID) NULL));
         case oExpectation:
           assert(0);
+        case oErf:
+          return (make_pair(1, (NodeID) NULL));
         }
     }
   else
@@ -1583,6 +1604,8 @@ UnaryOpNode::normalizeEquation(int var_endo, vector<pair<int, pair<NodeID, NodeI
           return (make_pair(0, datatree.AddSteadyState(New_NodeID)));
         case oExpectation:
           assert(0);
+        case oErf:
+          return (make_pair(0, datatree.AddErf(New_NodeID)));
         }
     }
   return (make_pair(1, (NodeID) NULL));
@@ -1638,6 +1661,8 @@ UnaryOpNode::buildSimilarUnaryOpNode(NodeID alt_arg, DataTree &alt_datatree) con
       return alt_datatree.AddSteadyState(alt_arg);
     case oExpectation:
       return alt_datatree.AddExpectation(expectation_information_set, alt_arg);
+    case oErf:
+      return alt_datatree.AddErf(alt_arg);
     }
   // Suppress GCC warning
   exit(EXIT_FAILURE);

ParsingDriver.cc

@@ -1630,6 +1630,12 @@ ParsingDriver::add_normpdf(NodeID arg)
   return add_normpdf(arg, data_tree->Zero, data_tree->One);
 }
 
+NodeID
+ParsingDriver::add_erf(NodeID arg1)
+{
+  return data_tree->AddErf(arg1);
+}
+
 NodeID
 ParsingDriver::add_steady_state(NodeID arg1)
 {

ParsingDriver.hh

@@ -481,6 +481,8 @@ public:
   NodeID add_normpdf(NodeID arg1, NodeID arg2, NodeID arg3);
   //! Writes token "normpdf(arg,0,1)" to model tree
   NodeID add_normpdf(NodeID arg);
+  //! Writes token "erf(arg)" to model tree
+  NodeID add_erf(NodeID arg);
   //! Writes token "steadyState(arg1)" to model tree
   NodeID add_steady_state(NodeID arg1);
   //! Pushes empty vector onto stack when a symbol is encountered (mod_var or ext_fun)