Merge remote-tracking branch 'dynare-preprocessor-github/master' into other-master

issue#70
Houtan Bastani 2018-02-26 12:09:58 +01:00
commit a1437ac982
84 changed files with 8864 additions and 94 deletions

62
.gitignore vendored Normal file
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# For checking that no file has been unduly ignored, run:
# $ git ls-files -i --exclude-per-directory=.gitignore
# Any file that is displayed should be removed from the ignore list
# (possibly by an exclusion rule beginning with an exclamation mark)
# Generic ignore rules
*~
*.o
*.a
*.fig
\#*\#
# Build system rules
.deps
Makefile
Makefile.in
configure
config.log
config.status
aclocal.m4
autom4te.cache
config.guess
config.sub
depcomp
install-sh
/missing
/compile
ylwrap
ar-lib
# Preprocessor
/src/dynare_m
/src/dynare_m.exe
/src/DynareBison.cc
/src/DynareBison.hh
/src/FlexLexer.h
/src/DynareFlex.cc
/src/location.hh
/src/position.hh
/src/stack.hh
/src/macro/MacroBison.cc
/src/macro/MacroBison.hh
/src/macro/MacroFlex.cc
/src/macro/location.hh
/src/macro/position.hh
/src/macro/stack.hh
/src/doc/
# macOS stuff
.DS_Store
# Doc rules
*.pdf
*.aux
*.log
*.nav
*.out
*.snm
*.toc
*.vrb
!/doc/macroprocessor/new-design.pdf
!/doc/macroprocessor/old-design.pdf

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.travis.yml Normal file
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language: c++
compiler: gcc
dist: precise
addons:
apt:
packages:
- libboost-graph-dev
- doxygen
- texlive
- texlive-formats-extra
- texlive-fonts-extra
- lmodern
- latex2html
branches:
only:
- master
git:
depth: false
script:
- autoreconf -si
- ./configure
- make -j
- make pdf -j
- make html

674
COPYING Normal file
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to attach them to the start of each source file to most effectively
state the exclusion of warranty; and each file should have at least
the "copyright" line and a pointer to where the full notice is found.
<one line to give the program's name and a brief idea of what it does.>
Copyright (C) <year> <name of author>
This program 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.
This program 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 this program. If not, see <http://www.gnu.org/licenses/>.
Also add information on how to contact you by electronic and paper mail.
If the program does terminal interaction, make it output a short
notice like this when it starts in an interactive mode:
<program> Copyright (C) <year> <name of author>
This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'.
This is free software, and you are welcome to redistribute it
under certain conditions; type `show c' for details.
The hypothetical commands `show w' and `show c' should show the appropriate
parts of the General Public License. Of course, your program's commands
might be different; for a GUI interface, you would use an "about box".
You should also get your employer (if you work as a programmer) or school,
if any, to sign a "copyright disclaimer" for the program, if necessary.
For more information on this, and how to apply and follow the GNU GPL, see
<http://www.gnu.org/licenses/>.
The GNU General Public License does not permit incorporating your program
into proprietary programs. If your program is a subroutine library, you
may consider it more useful to permit linking proprietary applications with
the library. If this is what you want to do, use the GNU Lesser General
Public License instead of this License. But first, please read
<http://www.gnu.org/philosophy/why-not-lgpl.html>.

View File

@ -1,95 +1,11 @@
SUBDIRS = macro
SUBDIRS = src doc
BUILT_SOURCES = DynareBison.hh stack.hh position.hh location.hh DynareBison.cc DynareFlex.cc FlexLexer.h
ACLOCAL_AMFLAGS = -I m4
matlabdir = $(pkglibdir)/matlab
EXTRA_DIST = \
license.txt \
COPYING
matlab_PROGRAMS = dynare_m
dist-hook:
rm -rf `find $(distdir) -name '.git*'`
# We don't put BUILT_SOURCES in dynare_m_SOURCES, otherwise DynareBison.o and DynareFlex.o will be linked two times (Automake translates DynareFlex.ll and DynareBison.yy into their respective .o); so BUILT_SOURCES is in EXTRA_DIST
dynare_m_SOURCES = \
DynareFlex.ll \
DynareBison.yy \
ComputingTasks.cc \
ComputingTasks.hh \
ModelTree.cc \
ModelTree.hh \
StaticModel.cc \
StaticModel.hh \
DynamicModel.cc \
DynamicModel.hh \
NumericalConstants.cc \
NumericalConstants.hh \
NumericalInitialization.cc \
NumericalInitialization.hh \
Shocks.cc \
Shocks.hh \
SigmaeInitialization.cc \
SigmaeInitialization.hh \
SymbolTable.cc \
SymbolTable.hh \
SymbolList.cc \
SymbolList.hh \
ParsingDriver.cc \
ParsingDriver.hh \
DataTree.cc \
DataTree.hh \
ModFile.cc \
ModFile.hh \
ConfigFile.cc \
ConfigFile.hh \
Statement.cc \
Statement.hh \
ExprNode.cc \
ExprNode.hh \
MinimumFeedbackSet.cc \
MinimumFeedbackSet.hh \
DynareMain.cc \
DynareMain1.cc \
DynareMain2.cc \
CodeInterpreter.hh \
ExternalFunctionsTable.cc \
ExternalFunctionsTable.hh \
SteadyStateModel.hh \
SteadyStateModel.cc \
WarningConsolidation.hh \
WarningConsolidation.cc \
ExtendedPreprocessorTypes.hh
# The -I. is for <FlexLexer.h>
dynare_m_CPPFLAGS = $(BOOST_CPPFLAGS) -I.
dynare_m_LDFLAGS = $(BOOST_LDFLAGS)
dynare_m_LDADD = macro/libmacro.a
DynareFlex.cc FlexLexer.h: DynareFlex.ll
$(LEX) -o DynareFlex.cc DynareFlex.ll
cp $(LEXINC)/FlexLexer.h . || test -f ./FlexLexer.h
DynareBison.cc DynareBison.hh location.hh stack.hh position.hh: DynareBison.yy
$(YACC) -o DynareBison.cc DynareBison.yy
all-local: $(PROGRAMS)
if [ -z "`file $(PROGRAMS) | grep x86.64`" ]; then \
ARCH="32"; \
else \
ARCH="64"; \
fi; \
mkdir -p ../matlab/preprocessor$$ARCH ; \
cd ../matlab/preprocessor$$ARCH && $(LN_S) -f $(abs_srcdir)/$(PROGRAMS) $(PROGRAMS) ; \
mkdir -p ../../julia/preprocessor$$ARCH ; \
cd ../../julia/preprocessor$$ARCH && $(LN_S) -f $(abs_srcdir)/$(PROGRAMS) $(PROGRAMS)
if HAVE_DOXYGEN
html-local:
$(DOXYGEN)
endif
clean-local:
rm -rf ../matlab/preprocessor* ../julia/preprocessor*
rm -rf doc/html/
EXTRA_DIST = $(BUILT_SOURCES) Doxyfile
install-exec-local:
$(MKDIR_P) $(DESTDIR)$(pkglibdir)/matlab

22
README.md Normal file
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@ -0,0 +1,22 @@
<a name="logo"/>
<div align="center">
<a href="http://www.dynare.org/" target="_blank">
<img src="http://www.dynare.org/img/dynare.png" alt="Dynare Logo"></img>
</a>
</div>
[![Build Status](https://travis-ci.org/DynareTeam/dynare-preprocessor.svg?branch=master)](https://travis-ci.org/DynareTeam/dynare-preprocessor)
# Dynare Preprocessor
The Dynare Preprocessor defines the Dynare model language. It takes in a `.mod`
file, computes the derivatives of the model represented therein, and produces
Matlab/Octave, C, Julia, or JSON output.
There is more to come here. For the moment, see the [Dynare
repository](https://github.com/DynareTeam/dynare)
# License
Most of the source files are covered by the GNU General Public Licence version
3 or later. There are some exceptions. See [license.txt](license.txt) for specifics.

130
configure.ac Executable file
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@ -0,0 +1,130 @@
dnl Process this file with autoconf to produce a configure script.
dnl Copyright (C) 2009-2018 Dynare Team
dnl
dnl This file is part of Dynare.
dnl
dnl Dynare is free software: you can redistribute it and/or modify
dnl it under the terms of the GNU General Public License as published by
dnl the Free Software Foundation, either version 3 of the License, or
dnl (at your option) any later version.
dnl
dnl Dynare is distributed in the hope that it will be useful,
dnl but WITHOUT ANY WARRANTY; without even the implied warranty of
dnl MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
dnl GNU General Public License for more details.
dnl
dnl You should have received a copy of the GNU General Public License
dnl along with Dynare. If not, see <http://www.gnu.org/licenses/>.
AC_PREREQ([2.62])
AC_INIT([dynare-preprocessor], [1.0-unstable])
AC_CONFIG_SRCDIR([src/DynareMain.cc])
AM_INIT_AUTOMAKE([1.11 -Wall -Wno-portability foreign no-dist-gzip dist-xz tar-pax])
AC_PROG_CC
AC_PROG_CXX
AC_CANONICAL_HOST
case ${host_os} in
*mingw32*)
# On mingw32, we don't want dynamic libgcc
# Note that static-libstdc++ is only supported since GCC 4.5 (but generates no error on older versions)
LDFLAGS="$LDFLAGS -static-libgcc -static-libstdc++ -static-libgfortran"
have_windows="yes"
;;
*cygwin*)
AC_MSG_WARN([You are compiling for the Cygwin target. This means that the preprocessor will])
AC_MSG_WARN([not run from MATLAB unless you add the Cygwin DLL to the path.])
AC_MSG_WARN([This is probably not what you want. Consider using a MinGW cross-compiler.])
have_windows="yes"
;;
esac
# Use C++ for testing headers
AC_LANG([C++])
CXXFLAGS="$CXXFLAGS -Wall -Wno-parentheses"
# If default 'ar' is not available, try to find one with a host prefix (see ticket #145)
AC_CHECK_PROGS([AR], [ar ${host_alias}-ar])
AC_PROG_RANLIB
AM_PROG_AR
AM_PROG_LEX
# Hack to get lex include dir, ticket #575
AC_PATH_PROG([LEXPATH], [$LEX])
AC_SUBST([LEXINC], [`eval "echo $LEXPATH | sed 's|\(.*\)$LEX$|\1../include|'"`])
AC_CHECK_PROG([YACC], [bison], [bison])
if test "x$YACC" = "x"; then
unset YACC # AM_MISSING_PROG needs an unset variable: an empty variable won't do
AM_MISSING_PROG([YACC], [bison])
fi
# We need 1.36 because of unordered_{set,hash} used by Dynare++
AX_BOOST_BASE([1.36], [], [AC_MSG_ERROR([Can't find Boost >= 1.36])])
CPPFLAGS_SAVED="$CPPFLAGS"
CPPFLAGS="$CPPFLAGS $BOOST_CPPFLAGS"
AC_CHECK_HEADERS([boost/graph/adjacency_list.hpp], [], [AC_MSG_ERROR([Can't find Boost Graph Library])])
AC_CHECK_HEADERS([boost/algorithm/string/trim.hpp], [], [AC_MSG_ERROR([Can't find Boost String Library])])
AC_CHECK_HEADERS([boost/algorithm/string/split.hpp], [], [AC_MSG_ERROR([Can't find Boost String Library])])
AC_CHECK_HEADERS([boost/lexical_cast.hpp], [], [AC_MSG_ERROR([Can't find Boost Lexical Cast Header])])
CPPFLAGS="$CPPFLAGS_SAVED"
# Don't use deprecated hash structures
AC_DEFINE([BOOST_NO_HASH], [], [Don't use deprecated STL hash structures])
AC_CHECK_PROG([DOXYGEN], [doxygen], [doxygen])
AM_CONDITIONAL([HAVE_DOXYGEN], [test "x$DOXYGEN" != "x"])
AC_CHECK_PROG([PDFLATEX], [pdflatex], [pdflatex])
AM_CONDITIONAL([HAVE_PDFLATEX], [test "x$PDFLATEX" != "x"])
AC_CHECK_PROG([BIBTEX], [bibtex], [bibtex])
AM_CONDITIONAL([HAVE_BIBTEX], [test "x$BIBTEX" != "x"])
if test "x$PDFLATEX" != "x" -a "x$BIBTEX" != "x"; then
AX_LATEX_CLASS([beamer], [ax_latex_have_beamer])
fi
AM_CONDITIONAL([HAVE_BEAMER], [test "x$ax_latex_have_beamer" = "xyes"])
AC_CONFIG_FILES([Makefile
src/Makefile
src/macro/Makefile
doc/Makefile
doc/preprocessor/Makefile
doc/macroprocessor/Makefile
])
if test "x$DOXYGEN" != "x"; then
BUILD_DYNARE_PREPROC_DOC="yes"
else
BUILD_DYNARE_PREPROC_DOC="no (missing doxygen)"
fi
if test "x$PDFLATEX" != "x" -a "x$ax_latex_have_beamer" = "xyes"; then
BUILD_BEAMER_DOC="yes"
else
BUILD_BEAMER_DOC="no (missing one of: pdflatex, beamer)"
fi
AC_MSG_NOTICE([
The Dynare Preprocessor is now configured to build...
Binaries (with "make")
Dynare preprocessor: yes
PDF documentation (with "make pdf"):
Preprocessor & Macroprocessor presentations: $BUILD_BEAMER_DOC
HTML documentation (with "make html"):
Dynare preprocessor developer doc: $BUILD_DYNARE_PREPROC_DOC
])
AC_OUTPUT

5
doc/Makefile.am Normal file
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@ -0,0 +1,5 @@
SUBDIRS = preprocessor macroprocessor
PDF_TARGETS =
pdf-local: $(PDF_TARGETS)

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@ -0,0 +1,16 @@
if HAVE_PDFLATEX
if HAVE_BEAMER
pdf-local: macroprocessor.pdf
endif
endif
SRC = macroprocessor.tex new-design.pdf
EXTRA_DIST = $(SRC)
macroprocessor.pdf: $(SRC)
$(PDFLATEX) macroprocessor
$(PDFLATEX) macroprocessor
clean-local:
rm -f macroprocessor.pdf *.toc *.aux *.log *.nav *.snm *.vrb *.out *~

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@ -0,0 +1,624 @@
\documentclass{beamer}
\usepackage[utf8]{inputenc}
\usepackage[T1]{fontenc}
\usepackage{lmodern}
\usepackage{amsmath}
\usepackage[copyright]{ccicons}
\usetheme{Boadilla}
\title{The Dynare Macro-processor}
\subtitle{Dynare Summer School 2017}
\author{Sébastien Villemot}
%\pgfdeclareimage[height=0.6cm]{logo}{logo-ofce}
\institute{OFCE}
\date{June 13, 2017}
\AtBeginSection[]
{
\begin{frame}
\frametitle{Outline}
\tableofcontents[currentsection]
\end{frame}
}
\begin{document}
\begin{frame}
\titlepage
\end{frame}
\begin{frame}
\frametitle{Outline}
\tableofcontents
\end{frame}
\section{Overview}
\begin{frame}
\frametitle{Motivation}
\begin{itemize}
\item The \textbf{Dynare language} (used in MOD files) is well suited for many economic models
\item However, as such, it lacks some useful features, such as:
\begin{itemize}
\item a loop mechanism for automatically repeating similar blocks of equations (such as in multi-country models)
\item an operator for indexed sums or products inside equations
\item a mechanism for splitting large MOD files in smaller modular files
\item the possibility of conditionally including some equations or some runtime commands
\end{itemize}
\item The \textbf{Dynare Macro-language} was specifically designed to address these issues
\item Being flexible and fairly general, it can also be helpful in other situations
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Design of the macro-language}
\begin{itemize}
\item The Dynare Macro-language provides a new set of \textbf{macro-commands} which can be inserted inside MOD files
\item Language features include:
\begin{itemize}
\item file inclusion
\item loops (\textit{for} structure)
\item conditional inclusion (\textit{if/else} structures)
\item expression substitution
\end{itemize}
\item The macro-processor transforms a MOD file with macro-commands into a MOD file without macro-commands (doing text expansions/inclusions) and then feeds it to the Dynare parser
\item The key point to understand is that the macro-processor only does \textbf{text substitution} (like the C preprocessor or the PHP language)
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Design of Dynare}
\includegraphics[width=0.95\linewidth]{new-design.pdf}
\end{frame}
\section{Syntax}
\begin{frame}[fragile=singleslide]
\frametitle{Macro Directives}
\begin{itemize}
\item Directives begin with an at-sign followed by a pound sign (\verb+@#+)
\item A directive produces no output, but gives instructions to the macro-processor
\item Main directives are:
\begin{itemize}
\item file inclusion: \verb+@#include+
\item definition a variable of the macro-processor: \verb+@#define+
\item conditional statements (\verb+@#if/@#ifdef/@#ifndef/@#else/@#endif+)
\item loop statements (\verb+@#for/@#endfor+)
\end{itemize}
\item In most cases, directives occupy exactly one line of text. In case of need, two anti-slashes (\verb+\\+) at the end of the line indicates that the directive is continued on the next line.
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Variables}
\begin{itemize}
\item The macro processor maintains its own list of variables (distinct of model variables and of MATLAB/Octave variables)
\item Macro-variables can be of four types:
\begin{itemize}
\item integer
\item character string (declared between \textit{double} quotes)
\item array of integers
\item array of strings
\end{itemize}
\item No boolean type:
\begin{itemize}
\item false is represented by integer zero
\item true is any non-null integer
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Macro-expressions (1/2)}
It is possible to construct macro-expressions, using standard operators.
\begin{block}{Operators on integers}
\begin{itemize}
\item arithmetic operators: \texttt{+ - * /}
\item comparison operators: \texttt{< > <= >= == !=}
\item logical operators: \verb+&& || !+
\item integer ranges: \texttt{1:4} is equivalent to integer array \texttt{[1,2,3,4]}
\end{itemize}
\end{block}
\begin{block}{Operators on character strings}
\begin{itemize}
\item comparison operators: \texttt{== !=}
\item concatenation: \texttt{+}
\item extraction of substrings: if \texttt{s} is a string, then one can write \texttt{s[3]} or \texttt{s[4:6]}
\end{itemize}
\end{block}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Macro-expressions (2/2)}
\begin{block}{Operators on arrays}
\begin{itemize}
\item dereferencing: if \texttt{v} is an array, then \texttt{v[2]} is its $2^{\textrm{nd}}$ element
\item concatenation: \texttt{+}
\item difference \texttt{-}: returns the first operand from which the elements of the second operand have been removed
\item extraction of sub-arrays: \textit{e.g.} \texttt{v[4:6]}
\item testing membership of an array: \texttt{in} operator \\ (example:
\texttt{"b" in ["a", "b", "c"]} returns \texttt{1})
\end{itemize}
\end{block}
Macro-expressions can be used at two places:
\begin{itemize}
\item inside macro directives, directly
\item in the body of the MOD file, between an at-sign and curly braces (like \verb+@{expr}+): the macro processor will substitute the expression with its value
\end{itemize}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Define directive}
The value of a macro-variable can be defined with the \verb+@#define+ directive.
\begin{block}{Syntax}
\verb+@#define +\textit{variable\_name}\verb+ = +\textit{expression}
\end{block}
\begin{block}{Examples}
\begin{verbatim}
@#define x = 5 // Integer
@#define y = "US" // String
@#define v = [ 1, 2, 4 ] // Integer array
@#define w = [ "US", "EA" ] // String array
@#define z = 3 + v[2] // Equals 5
@#define t = ("US" in w) // Equals 1 (true)
\end{verbatim}
\end{block}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Expression substitution}
\framesubtitle{Dummy example}
\begin{block}{Before macro-processing}
\begin{verbatim}
@#define x = [ "B", "C" ]
@#define i = 2
model;
A = @{x[i]};
end;
\end{verbatim}
\end{block}
\begin{block}{After macro-processing}
\begin{verbatim}
model;
A = C;
end;
\end{verbatim}
\end{block}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Inclusion directive (1/2)}
\begin{itemize}
\item This directive simply includes the content of another file at the place where it is inserted.
\begin{block}{Syntax}
\verb+@#include "+\textit{filename}\verb+"+
\end{block}
\begin{block}{Example}
\begin{verbatim}
@#include "modelcomponent.mod"
\end{verbatim}
\end{block}
\item Exactly equivalent to a copy/paste of the content of the included file
\item Note that it is possible to nest includes (\textit{i.e.} to include a
file from an included file)
\end{itemize}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Inclusion directive (2/2)}
\begin{itemize}
\item The filename can be given by a macro-variable (useful in loops):
\begin{block}{Example with variable}
\begin{verbatim}
@#define fname = "modelcomponent.mod"
@#include fname
\end{verbatim}
\end{block}
\item Files to include are searched for in current directory. Other directories can
be added with
\texttt{@includepath} directive, \texttt{-I} command line option or
\texttt{[paths]} section in config file.
\end{itemize}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Loop directive}
\begin{block}{Syntax}
\verb+@#for +\textit{variable\_name}\verb+ in +\textit{array\_expr} \\
\verb+ +\textit{loop\_body} \\
\verb+@#endfor+
\end{block}
\begin{block}{Example: before macro-processing}
\small
\begin{verbatim}
model;
@#for country in [ "home", "foreign" ]
GDP_@{country} = A * K_@{country}^a * L_@{country}^(1-a);
@#endfor
end;
\end{verbatim}
\normalsize
\end{block}
\begin{block}{Example: after macro-processing}
\small
\begin{verbatim}
model;
GDP_home = A * K_home^a * L_home^(1-a);
GDP_foreign = A * K_foreign^a * L_foreign^(1-a);
end;
\end{verbatim}
\normalsize
\end{block}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Conditional inclusion directives (1/2)}
\begin{columns}[T]
\column{0.47\linewidth}
\begin{block}{Syntax 1}
\verb+@#if +\textit{integer\_expr} \\
\verb+ +\textit{body included if expr != 0} \\
\verb+@#endif+
\end{block}
\column{0.47\linewidth}
\begin{block}{Syntax 2}
\verb+@#if +\textit{integer\_expr} \\
\verb+ +\textit{body included if expr != 0} \\
\verb+@#else+ \\
\verb+ +\textit{body included if expr == 0} \\
\verb+@#endif+
\end{block}
\end{columns}
\begin{block}{Example: alternative monetary policy rules}
\scriptsize
\begin{verbatim}
@#define linear_mon_pol = 0 // or 1
...
model;
@#if linear_mon_pol
i = w*i(-1) + (1-w)*i_ss + w2*(pie-piestar);
@#else
i = i(-1)^w * i_ss^(1-w) * (pie/piestar)^w2;
@#endif
...
end;
\end{verbatim}
\scriptsize
\end{block}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Conditional inclusion directives (2/2)}
\begin{columns}[T]
\column{0.47\linewidth}
\begin{block}{Syntax 1}
\verb+@#ifdef +\textit{variable\_name} \\
\verb+ +\textit{body included if variable defined} \\
\verb+@#endif+
\end{block}
\column{0.47\linewidth}
\begin{block}{Syntax 2}
\verb+@#ifdef +\textit{variable\_name} \\
\verb+ +\textit{body included if variable defined} \\
\verb+@#else+ \\
\verb+ +\textit{body included if variable not defined} \\
\verb+@#endif+
\end{block}
\end{columns}
\bigskip
There is also \verb+@#ifndef+, which is the opposite of \verb+@#ifdef+
(\textit{i.e.} it tests whether a variable is \emph{not} defined).
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Echo and error directives}
\begin{itemize}
\item The echo directive will simply display a message on standard output
\item The error directive will display the message and make Dynare stop (only makes sense inside a conditional inclusion directive)
\end{itemize}
\begin{block}{Syntax}
\verb+@#echo +\textit{string\_expr} \\
\verb+@#error +\textit{string\_expr}
\end{block}
\begin{block}{Examples}
\begin{verbatim}
@#echo "Information message."
@#error "Error message!"
\end{verbatim}
\end{block}
\end{frame}
\begin{frame}
\frametitle{Saving the macro-expanded MOD file}
\begin{itemize}
\item For \textbf{debugging or learning} purposes, it is possible to save the output of the macro-processor
\item This output is a valid MOD file, obtained after processing the macro-commands of the original MOD file
% \item Useful to understand how the macro-processor works
\item Just add the \texttt{savemacro} option on the Dynare command line (after the name of your MOD file)
\item If MOD file is \texttt{filename.mod}, then the macro-expanded version will be saved in \texttt{filename-macroexp.mod}
\item You can specify the filename for the macro-expanded version with the syntax \texttt{savemacro=mymacroexp.mod}
\end{itemize}
\end{frame}
% \begin{frame}
% \frametitle{Note on error messages}
% \end{frame}
\section{Typical usages}
\begin{frame}[fragile=singleslide]
\frametitle{Modularization}
\begin{itemize}
\item The \verb+@#include+ directive can be used to split MOD files into several modular components
\item Example setup:
\begin{description}
\item[\texttt{modeldesc.mod}:] contains variable declarations, model equations and shocks declarations
\item[\texttt{simulate.mod}:] includes \texttt{modeldesc.mod}, calibrates parameters and runs stochastic simulations
\item[\texttt{estim.mod}:] includes \texttt{modeldesc.mod}, declares priors on parameters and runs bayesian estimation
\end{description}
\item Dynare can be called on \texttt{simulate.mod} and \texttt{estim.mod}
\item But it makes no sense to run it on \texttt{modeldesc.mod}
\item Advantage: no need to manually copy/paste the whole model (at the beginning) or changes to the model (during development)
\end{itemize}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Indexed sums or products}
\framesubtitle{Example: moving average}
\begin{columns}[T]
\column{0.47\linewidth}
\begin{block}{Before macro-processing}
\begin{verbatim}
@#define window = 2
var x MA_x;
...
model;
...
MA_x = 1/@{2*window+1}*(
@#for i in -window:window
+x(@{i})
@#endfor
);
...
end;
\end{verbatim}
\end{block}
\column{0.47\linewidth}
\begin{block}{After macro-processing}
\begin{verbatim}
var x MA_x;
...
model;
...
MA_x = 1/5*(
+x(-2)
+x(-1)
+x(0)
+x(1)
+x(2)
);
...
end;
\end{verbatim}
\end{block}
\end{columns}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Multi-country models}
\framesubtitle{MOD file skeleton example}
\scriptsize
\begin{verbatim}
@#define countries = [ "US", "EA", "AS", "JP", "RC" ]
@#define nth_co = "US"
@#for co in countries
var Y_@{co} K_@{co} L_@{co} i_@{co} E_@{co} ...;
parameters a_@{co} ...;
varexo ...;
@#endfor
model;
@#for co in countries
Y_@{co} = K_@{co}^a_@{co} * L_@{co}^(1-a_@{co});
...
@# if co != nth_co
(1+i_@{co}) = (1+i_@{nth_co}) * E_@{co}(+1) / E_@{co}; // UIP relation
@# else
E_@{co} = 1;
@# endif
@#endfor
end;
\end{verbatim}
\normalsize
\end{frame}
\begin{frame}
\frametitle{Endogeneizing parameters (1/4)}
\begin{itemize}
\item When doing the steady-state calibration of the model, it may be useful to consider a parameter as an endogenous (and vice-versa)
\item Example:
\begin{gather*}
y = \left(\alpha^{\frac{1}{\xi}} \ell^{1-\frac{1}{\xi}} + (1-\alpha)^{\frac{1}{\xi}}k^{1-\frac{1}{\xi}}\right)^{\frac{\xi}{\xi - 1}} \\
lab\_rat = \frac{w \ell}{p y}
\end{gather*}
\item In the model, $\alpha$ is a (share) parameter, and $lab\_rat$ is an endogenous variable
\item We observe that:
\begin{itemize}
\item calibrating $\alpha$ is not straigthforward!
\item on the contrary, we have real world data for $lab\_rat$
\item it is clear that these two variables are economically linked
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Endogeneizing parameters (2/4)}
\begin{itemize}
\item Therefore, when computing the steady state:
\begin{itemize}
\item we make $\alpha$ an endogenous variable and $lab\_rat$ a parameter
\item we impose an economically relevant value for $lab\_rat$
\item the solution algorithm deduces the implied value for $\alpha$
\end{itemize}
\item We call this method ``variable flipping''
\end{itemize}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Endogeneizing parameters (3/4)}
\framesubtitle{Example implementation}
\begin{itemize}
\item File \texttt{modeqs.mod}:
\begin{itemize}
\item contains variable declarations and model equations
\item For declaration of \texttt{alpha} and \texttt{lab\_rat}:
\footnotesize
\begin{verbatim}
@#if steady
var alpha;
parameter lab_rat;
@#else
parameter alpha;
var lab_rat;
@#endif
\end{verbatim}
\normalsize
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Endogeneizing parameters (4/4)}
\framesubtitle{Example implementation}
\begin{itemize}
\item File \texttt{steadystate.mod}:
\begin{itemize}
\item begins with \verb+@#define steady = 1+
\item then with \verb+@#include "modeqs.mod"+
\item initializes parameters (including \texttt{lab\_rat}, excluding \texttt{alpha})
\item computes steady state (using guess values for endogenous, including \texttt{alpha})
\item saves values of parameters and endogenous at steady-state in a file, using the \texttt{save\_params\_and\_steady\_state} command
\end{itemize}
\item File \texttt{simulate.mod}:
\begin{itemize}
\item begins with \verb+@#define steady = 0+
\item then with \verb+@#include "modeqs.mod"+
\item loads values of parameters and endogenous at steady-state from file, using the \texttt{load\_params\_and\_steady\_state} command
\item computes simulations
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{MATLAB/Octave loops vs macro-processor loops (1/3)}
Suppose you have a model with a parameter $\rho$, and you want to make
simulations for three values: $\rho = 0.8, 0.9, 1$. There are
several ways of doing this:
\begin{block}{With a MATLAB/Octave loop}
\begin{verbatim}
rhos = [ 0.8, 0.9, 1];
for i = 1:length(rhos)
rho = rhos(i);
stoch_simul(order=1);
end
\end{verbatim}
\end{block}
\begin{itemize}
\item The loop is not unrolled
\item MATLAB/Octave manages the iterations
\item Interesting when there are a lot of iterations
\end{itemize}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{MATLAB/Octave loops vs macro-processor loops (2/3)}
\begin{block}{With a macro-processor loop (case 1)}
\begin{verbatim}
rhos = [ 0.8, 0.9, 1];
@#for i in 1:3
rho = rhos(@{i});
stoch_simul(order=1);
@#endfor
\end{verbatim}
\end{block}
\begin{itemize}
\item Very similar to previous example
\item Loop is unrolled
\item Dynare macro-processor manages the loop index but not the data array (\texttt{rhos})
\end{itemize}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{MATLAB/Octave loops vs macro-processor loops (3/3)}
\begin{block}{With a macro-processor loop (case 2)}
\begin{verbatim}
@#for rho_val in [ "0.8", "0.9", "1"]
rho = @{rho_val};
stoch_simul(order=1);
@#endfor
\end{verbatim}
\end{block}
\begin{itemize}
\item Advantage: shorter syntax, since list of values directly given in the loop construct
\item Note that values are given as character strings (the macro-processor does not
know floating point values)
\item Inconvenient: can not reuse an array stored in a MATLAB/Octave variable
\end{itemize}
\end{frame}
% \begin{frame}[fragile=singleslide]
% \frametitle{Possible future developments}
% \begin{itemize}
% \item Find a nicer syntax for indexed sums/products
% \item Implement other control structures: \texttt{elsif}, \texttt{switch/case}, \texttt{while/until} loops
% \item Implement macro-functions (or templates), with a syntax like:
% \small
% \verb+@#define QUADRATIC_COST(x, x_ss, phi) = phi/2*(x/x_ss-1)^2+
% \normalsize
% \end{itemize}
% \end{frame}
\begin{frame}
\begin{center}
\vfill {\LARGE Thanks for your attention!} \vfill
{\LARGE Questions?}
\vfill
\end{center}
\vfill
\begin{columns}[T]
\column{0.2\textwidth}
\column{0.09\textwidth}
\ccbysa
\column{0.71\textwidth}
\tiny
Copyright © 2008--2017 Dynare Team \\
Licence: \href{http://creativecommons.org/licenses/by-sa/4.0/}{Creative
Commons Attribution-ShareAlike 4.0}
\end{columns}
\end{frame}
\end{document}

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if HAVE_PDFLATEX
if HAVE_BEAMER
pdf-local: preprocessor.pdf
endif
endif
SRC = preprocessor.tex expr.png expr-sharing.png matrices.png overview.png json-preprocessor.png
EXTRA_DIST = $(SRC)
preprocessor.pdf: $(SRC)
$(PDFLATEX) preprocessor
$(PDFLATEX) preprocessor
clean-local:
rm -f *.pdf *.toc *.aux *.log *.nav *.snm *.vrb *.out *~

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\documentclass{beamer}
%\documentclass[draft]{beamer}
%\documentclass[handout]{beamer}
\mode<handout>
{
\usepackage{pgfpages}
\pgfpagesuselayout{4 on 1}[a4paper,border shrink=3mm,landscape]
\usetheme{Madrid}
\usecolortheme{seagull}
}
\mode<beamer>
{
\usetheme{Madrid}
\setbeamercovered{transparent}
}
\usepackage[english]{babel}
\usepackage[utf8]{inputenc}
\usepackage{times}
\usepackage[copyright]{ccicons}
\title{The Dynare Preprocessor}
\author[S. Villemot, H.Bastani]{Sébastien Villemot \and Houtan Bastani}
\institute{CEPREMAP}
\date{1 February 2017}
\AtBeginSection[]
{
\begin{frame}{Outline}
\tableofcontents[currentsection]
\end{frame}
}
\begin{document}
\begin{frame}
\titlepage
\begin{columns}[T]
\column{0.2\textwidth}
\column{0.09\textwidth}
\ccbysa
\column{0.71\textwidth}
\tiny
Copyright © 2007--2017 Dynare Team \\
Licence: \href{http://creativecommons.org/licenses/by-sa/4.0/}{Creative
Commons Attribution-ShareAlike 4.0}
\end{columns}
\end{frame}
\begin{frame}
\frametitle{Overview}
\begin{center}
\includegraphics[width=11cm]{overview.png}
\end{center}
\end{frame}
\begin{frame}{Outline}
\tableofcontents
\end{frame}
\section{Invoking the preprocessor}
\begin{frame}
\frametitle{Calling Dynare}
\begin{itemize}
\item Dynare is called from the host language platform with the syntax \texttt{dynare <<filename>>.mod}
\item This call can be followed by certain options:
\begin{itemize}
\item Some of these options impact host language platform functionality, \textit{e.g.} \texttt{nograph} prevents graphs from being displayed in Matlab
\item Some cause differences in the output created by default, \textit{e.g.} \texttt{notmpterms} prevents temporary terms from being written to the static/dynamic files
\item While others impact the functionality of the macroprocessor or the preprocessor, \textit{e.g.} \texttt{nostrict} shuts off certain checks that the preprocessor does by defalut
\end{itemize}
\end{itemize}
\end{frame}
\section{Parsing}
\begin{frame}
\frametitle{Parsing overview}
\begin{itemize}
\item Parsing is the action of transforming an input text (a \texttt{mod} file in our case) into a data structure suitable for computation
\item The parser consists of three components:
\begin{itemize}
\item the \alert{lexical analyzer}, which recognizes the ``words'' of the \texttt{mod} file (analog to the \textit{vocabulary} of a language)
\item the \alert{syntax analyzer}, which recognizes the ``sentences'' of the \texttt{mod} file (analog to the \textit{grammar} of a language)
\item the \alert{parsing driver}, which coordinates the whole process and constructs the data structure using the results of the lexical and syntax analyses
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Lexical analysis}
\begin{itemize}
\item The lexical analyzer recognizes the ``words'' (or \alert{lexemes}) of the language
\item Defined in \texttt{DynareFlex.ll}, it is transformed into C++ source code by the program \texttt{flex}
\item This file details the list of known lexemes (described by regular expressions) and the associated \alert{token} for each of them
\item For punctuation (semicolon, parentheses, \ldots), operators (+, -, \ldots) or fixed keywords (\textit{e.g.} \texttt{model}, \texttt{varexo}, \ldots), the token is simply an integer uniquely identifying the lexeme
\item For variable names or numbers, the token also contains the associated string for further processing
%\item \textit{Note:} the list of tokens can be found at the beginning of \texttt{DynareBison.yy}
\item When invoked, the lexical analyzer reads the next characters of the input, tries to recognize a lexeme, and either produces an error or returns the associated token
\end{itemize}
\end{frame}
\begin{frame}[fragile]
\frametitle{Lexical analysis}
\framesubtitle{An example}
\begin{itemize}
\item Suppose the \texttt{mod} file contains the following:
\begin{verbatim}
model;
x = log(3.5);
end;
\end{verbatim}
\item Before lexical analysis, it is only a sequence of characters
\item The lexical analysis produces the following stream of tokens:
\begin{footnotesize}
\begin{verbatim}
MODEL
SEMICOLON
NAME "x"
EQUAL
LOG
LEFT_PARENTHESIS
FLOAT_NUMBER "3.5"
RIGHT_PARENTHESIS
SEMICOLON
END
SEMICOLON
\end{verbatim}
\end{footnotesize}
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Syntax analysis}
\framesubtitle{In Dynare}
\begin{itemize}
\item The \texttt{mod} file grammar is described in \texttt{DynareBison.yy}, which is transformed into C++ source code by the program \texttt{bison}
\item The grammar tells a story which looks like:
\begin{itemize}
\item A \texttt{mod} file is a list of statements
\item A statement can be a \texttt{var} statement, a \texttt{varexo} statement, a \texttt{model} block, an \texttt{initval} block, \ldots
\item A \texttt{var} statement begins with the token \texttt{VAR}, then a list of \texttt{NAME}s, then a semicolon
\item A \texttt{model} block begins with the token \texttt{MODEL}, then a semicolon, then a list of equations separated by semicolons, then an \texttt{END} token
\item An equation can be either an expression, or an expression followed by an \texttt{EQUAL} token and another expression
\item An expression can be a \texttt{NAME}, or a \texttt{FLOAT\_NUMBER}, or an expression followed by a \texttt{PLUS} and another expression, \ldots
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}[fragile]
\frametitle{Syntax analysis}
Using the list of tokens produced by lexical analysis, the syntax analyzer determines which ``sentences'' are valid in the language, according to a \alert{grammar} composed of \alert{rules}.
\begin{block}{A grammar for lists of additive and multiplicative expressions}
\begin{footnotesize}
\begin{verbatim}
%start expression_list;
expression_list := expression SEMICOLON
| expression_list expression SEMICOLON;
expression := expression PLUS expression
| expression TIMES expression
| LEFT_PAREN expression RIGHT_PAREN
| INT_NUMBER;
\end{verbatim}
\end{footnotesize}
\end{block}
\begin{itemize}
\item \texttt{(1+3)*2; 4+5;} will pass the syntax analysis without error
\item \texttt{1++2;} will fail the syntax analysis, even though it has passed the lexical analysis
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Semantic actions}
\begin{itemize}
\item So far we have only described how to accept valid \texttt{mod} files and to reject others
\item But validating is not enough: one needs to do something with the parsed \texttt{mod} file
\item Every grammar rule can have a \alert{semantic action} associated with it: C/C++ code enclosed by curly braces
\item Every rule can return a semantic value (referenced by \texttt{\$\$} in the action)
\item In the action, it is possible to refer to semantic values returned by components of the rule (using \texttt{\$1}, \texttt{\$2}, \ldots)
\end{itemize}
\end{frame}
\begin{frame}[fragile]
\frametitle{Semantic actions}
\framesubtitle{An example}
\begin{block}{A simple calculator which prints its results}
\begin{footnotesize}
\begin{verbatim}
%start expression_list
%type <int> expression
expression_list := expression SEMICOLON
{ cout << $1 << endl; }
| expression_list expression SEMICOLON
{ cout << $2 << endl; };
expression := expression PLUS expression
{ $$ = $1 + $3; }
| expression TIMES expression
{ $$ = $1 * $3; }
| LEFT_PAREN expression RIGHT_PAREN
{ $$ = $2; }
| INT_NUMBER
{ $$ = $1; };
\end{verbatim}
\end{footnotesize}
\end{block}
\end{frame}
\begin{frame}
\frametitle{Parsing driver}
The class \texttt{ParsingDriver} has the following roles:
\begin{itemize}
\item It opens the \texttt{mod} file and launches the lexical and syntaxic analyzers on it
\item It implements most of the semantic actions of the grammar
\item By doing so, it creates an object of type \texttt{ModFile}, which is the data structure representing the \texttt{mod} file
\item Or, if there is a parsing error (unknown keyword, undeclared symbol, syntax error), it displays the line and column numbers where the error occurred and exits
\end{itemize}
\end{frame}
\section{Data structure representing a \texttt{mod} file}
\begin{frame}
\frametitle{The \texttt{ModFile} class}
\begin{itemize}
\item This class is the internal data structure used to store all the information contained in a \texttt{mod} file
\item One instance of the class represents one \texttt{mod} file
\item The class contains the following elements (as class members):
\begin{itemize}
\item a symbol table, numerical constants table, external functions table
\item trees of expressions: dynamic model, static model, original model, ramsey dynamic model, steady state model, trend dynamic model, \ldots
\item the list of the statements (parameter initializations, \texttt{shocks} block, \texttt{check}, \texttt{steady}, \texttt{simul}, \ldots)
\item model-specification and user-preference variables: \texttt{block}, \texttt{bytecode}, \texttt{use\_dll}, \texttt{no\_static}, \ldots
\item an evaluation context (containing \texttt{initval} and parameter values)
\end{itemize}
\item An instance of \texttt{ModFile} is the output of the parsing process (return value of \texttt{ParsingDriver::parse()})
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{The symbol table (1/3)}
\begin{itemize}
\item A \alert{symbol} is simply the name of a variable (endogenous, exogenous, local, auxiliary, etc), parameter, external function, \ldots basically everything that is not recognized as a Dynare keyword
\item \alert{SymbolTable} is a simple class used to maintain the list of the symbols used in the \texttt{mod} file
\item For each symbol, it stores:
\begin{itemize}
\item its name, tex\_name, and long\_name (strings, some of which can be empty)
\item its type (an enumerator defined in \texttt{CodeInterpreter.hh})
\item a unique integer identifier (also has a unique identifier by type)
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{The symbol table (2/3)}
Existing types of symbols:
\begin{itemize}
\item Endogenous variables
\item Exogenous variables
\item Exogenous deterministic variables
\item Parameters
\item Local variables inside model: declared with a pound sign (\#) construction
\item Local variables outside model: no declaration needed (\textit{e.g.} lhs symbols in equations from \texttt{steady\_state\_model} block, expression outside of model block, \ldots)
\item External functions
\item Trend variables
\item Log Trend variables
\item Unused Endogenous variables (created when \texttt{nostrict} option is passed)
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{The symbol table (3/3)}
\begin{itemize}
\item Symbol table filled in:
\begin{itemize}
\item using the \texttt{var}, \texttt{varexo}, \texttt{varexo\_det}, \texttt{parameter}, \texttt{external\_function}, \texttt{trend\_var}, and \texttt{log\_trend\_var} declarations
\item using pound sign (\#) constructions in the model block
\item on the fly during parsing: local variables outside models or unknown functions when an undeclared symbol is encountered
\item during the creation of auxiliary variables in the transform pass
\end{itemize}
\item Roles of the symbol table:
\begin{itemize}
\item permits parcimonious and more efficient representation of expressions (no need to duplicate or compare strings, only handle a pair of integers)
\item ensures that a given symbol is used with only one type
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Expression trees (1/3)}
\begin{itemize}
\item The data structure used to store expressions is essentially a \alert{tree}
\item Graphically, the tree representation of $(1+z)*\log(y)$ is:
\begin{center}
\includegraphics[width=6cm]{expr.png}
\end{center}
\item No need to store parentheses
\item Each circle represents a \alert{node}
\item A non external function node has at most one parent and at most three children (an external function node has as many children as arguments)
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Expression trees (2/3)}
\begin{itemize}
\item A tree node is represented by an instance of the abstract class \texttt{ExprNode}
\item This class has 5 sub-classes, corresponding to the 5 types of non-external-function nodes:
\begin{itemize}
\item \texttt{NumConstNode} for constant nodes: contains the identifier of the numerical constants it represents
\item \texttt{VariableNode} for variable/parameters nodes: contains the identifier of the variable or parameter it represents
\item \texttt{UnaryOpNode} for unary operators (\textit{e.g.} unary minus, $\log$, $\sin$): contains an enumerator representing the operator, and a pointer to its child
\item \texttt{BinaryOpNode} for binary operators (\textit{e.g.} $+$, $*$, pow): contains an enumerator representing the operator, and pointers to its two children
\item \texttt{TrinaryOpNode} for trinary operators (\textit{e.g.} $normcdf$, $normpdf$): contains an enumerator representing the operator and pointers to its three children
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Expression trees (3/3)}
\begin{itemize}
\item The abstract class \texttt{ExprNode} has an abstract sub-class called \texttt{AbstractExternalFunctionNode}
\item This abstract sub-class has 3 sub-classes, corresponding to the 3 types of external function nodes:
\begin{itemize}
\item \texttt{ExternalFunctionNode} for external functions. Contains the identifier of the external function and a vector of its arguments
\item \texttt{FirstDerivExternalFunctionNode} for the first derivative of an external function. In addition to the information contained in \texttt{ExternalFunctionNode}, contains the index w.r.t. which this node is the derivative.
\item \texttt{SecondDerivExternalFunctionNode} for the second derivative of an external function. In addition to the information contained in \texttt{FirstDerivExternalFunctionNode}, contains the index w.r.t. which this node is the second derivative.
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Classes \texttt{DataTree} and \texttt{ModelTree}}
\begin{itemize}
\item Class \texttt{DataTree} is a container for storing a set of expression trees
\item Class \texttt{ModelTree} is a sub-class container of \texttt{DataTree}, specialized for storing a set of model equations.
\item In the code, we use \texttt{ModelTree}-derived classes: \texttt{DynamicModel} (the model with lags) and \texttt{StaticModel} (the model without lags)
\item Class \texttt{ModFile} contains:
\begin{itemize}
\item one instance of \texttt{DataTree} for storing all expressions outside model block
\item several instances of \texttt{DynamicModel}, one each for storing the equations of the model block for the original model, modified model, original Ramsey model, the Ramsey FOCs, etc.
\item one instance of \texttt{StaticModel} for storing the equations of model block without lags
\end{itemize}
\item Expression storage is optimized through three mechanisms:
\begin{itemize}
\item symbolic simplification rules
\item sub-expression sharing
\item pre-computing of numerical constants
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Constructing expression trees}
\begin{itemize}
\item Class \texttt{DataTree} contains a set of methods for constructing expression trees
\item Construction is done bottom-up, node by node:
\begin{itemize}
\item one method for adding a constant node (\texttt{AddPossiblyNegativeConstant(double)})
\item one method for a log node (\texttt{AddLog(arg)})
\item one method for a plus node (\texttt{AddPlus(arg1, arg2)})
\end{itemize}
\item These methods take pointers to \texttt{ExprNode}, allocate the memory for the node, construct it, and return its pointer
\item These methods are called:
\begin{itemize}
\item from \texttt{ParsingDriver} in the semantic actions associated to the parsing of expressions
\item during symbolic derivation, to create derivatives expressions
\item when creating the static model from the dynamic model
\item \ldots
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Reduction of constants and symbolic simplifications}
\begin{itemize}
\item The construction methods compute constants whenever possible
\begin{itemize}
\item Suppose you ask to construct the node $1+1$
\item The \texttt{AddPlus()} method will return a pointer to a constant node containing 2
\end{itemize}
\item The construction methods also apply a set of simplification rules, such as:
\begin{itemize}
\item $0+0=0$
\item $x+0 = x$
\item $0-x = -x$
\item $-(-x) = x$
\item $x*0 = 0$
\item $x/1 = x$
\item $x^0 = 1$
\end{itemize}
\item When a simplification rule applies, no new node is created
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Sub-expression sharing (1/2)}
\begin{itemize}
\item Consider the two following expressions: $(1+z)*\log(y)$ and $2^{(1+z)}$
\item Expressions share a common sub-expression: $1+z$
\item The internal representation of these expressions is:
\begin{center}
\includegraphics[width=7cm]{expr-sharing.png}
\end{center}
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Sub-expression sharing (2/2)}
\begin{itemize}
\item Construction methods implement a simple algorithm which achieves maximal expression sharing
\item Algorithm uses the fact that each node has a unique memory address (pointer to the corresponding instance of \texttt{ExprNode})
\item It maintains 9 tables which keep track of the already-constructed nodes: one table by type of node (constants, variables, unary ops, binary ops, trinary ops, external functions, first deriv of external functions, second deriv of external functions, local variables)
\item Suppose you want to create the node $e_1+e_2$ (where $e_1$ and $e_2$ are sub-expressions):
\begin{itemize}
\item the algorithm searches the binary ops table for the tuple equal to (address of $e_1$, address of $e_2$, op code of +) (it is the \alert{search key})
\item if the tuple is found in the table, the node already exists and its memory address is returned
\item otherwise, the node is created and is added to the table with its search key
\end{itemize}
\item Maximum sharing is achieved because expression trees are constructed bottom-up
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Final remarks about expressions}
\begin{itemize}
\item Storage of negative constants
\begin{itemize}
\item class \texttt{NumConstNode} only accepts positive constants
\item a negative constant is stored as a unary minus applied to a positive constant
\item this is a kind of identification constraint to avoid having two ways of representing negative constants: $(-2)$ and $-(2)$
\end{itemize}
\item Widely used constants
\begin{itemize}
\item class \texttt{DataTree} has attributes containing pointers to constants: $0$, $1$, $2$, $-1$, \texttt{NaN}, $\infty$, $-\infty$, and $\pi$
\item these constants are used in many places (in simplification rules, in derivation algorithm\ldots)
\item sub-expression sharing algorithm ensures that these constants will never be duplicated
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{List of statements}
\begin{itemize}
\item A statement is represented by an instance of a subclass of the abstract class \texttt{Statement}
\item Three groups of statements:
\begin{itemize}
\item initialization statements (parameter initialization with $p = \ldots$, \texttt{initval}, \texttt{histval}, or \texttt{endval} block)
\item shocks blocks (\texttt{shocks}, \texttt{mshocks}, \ldots)
\item computing tasks (\texttt{steady}, \texttt{check}, \texttt{simul}, \ldots)
\end{itemize}
\item Each type of statement has its own class (\textit{e.g.} \texttt{InitValStatement}, \texttt{SimulStatement}, \ldots)
\item The class \texttt{ModFile} stores a list of pointers of type \texttt{Statement*}, corresponding to the statements of the \texttt{mod} file, in their order of declaration
\item Heavy use of polymorphism in the check pass, computing pass, and when writing outputs: abstract class \texttt{Statement} provides a virtual method for these 3 actions
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Evaluation context}
\begin{itemize}
\item The \texttt{ModFile} class contains an \alert{evaluation context}
\item It is a map associating a numerical value to some symbols
\item Filled in with \texttt{initval} block values and parameter initializations
\item Used during equation normalization (in the block decomposition), for finding non-zero entries in the jacobian
\item Used in testing that trends are compatible with a balanced growth path, for finding non-zero cross partials of equations with respect to trend variables and endogenous varibales
\end{itemize}
\end{frame}
\section{Check pass}
\begin{frame}
\frametitle{Error checking during parsing}
\begin{itemize}
\item Some errors in the \texttt{mod} file can be detected during parsing:
\begin{itemize}
\item syntax errors
\item use of undeclared symbols in model block, initval block\ldots
\item use of a symbol incompatible with its type (\textit{e.g.} parameter in initval, local variable used both in model and outside model)
\item multiple shock declarations for the same variable
\end{itemize}
\item But some other checks can only be done when parsing is completed\ldots
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Check pass}
\begin{itemize}
\item The check pass is implemented through the method \texttt{ModFile::checkPass()}
\item Performs many checks. Examples include:
\begin{itemize}
\item check there is at least one equation in the model (except if doing a standalone BVAR estimation)
\item checks for coherence in statements (\textit{e.g.} options passed to statements do not conflict with each other, required options have been passed)
\item checks for coherence among statements (\textit{e.g.} if \texttt{osr} statement is present, ensure \texttt{osr\_params} and \texttt{optim\_weights} statements are present)
\item checks for coherence between statements and attributes of \texttt{mod} file (\textit{e.g.} \texttt{use\_dll} is not used with \texttt{block} or \texttt{bytecode})
\end{itemize}
\end{itemize}
\end{frame}
\section{Transform pass}
\begin{frame}
\frametitle{Transform pass (1/2)}
\begin{itemize}
\item The transform pass is implemented through the method \texttt{ModFile::transformPass(bool nostrict)}
\item It makes necessary transformations (notably to the dynamic model, symbol table, and statements list) preparing the \texttt{ModFile} object for the computing pass. Examples of transformations include:
\begin{itemize}
\item creation of auxiliary variables and equations for leads, lags, expectation operator, differentiated forward variables, etc.
\item detrending of model equations if nonstationary variables are present
\item decreasing leads/lags of predetermined variables by one period
\item addition of FOCs of Langrangian for Ramsey problem
\item addition of \texttt{dsge\_prior\_weight} initialization before all other statements if estimating a DSGE-VAR where the weight of the DSGE prior of the VAR is calibrated
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Transform pass (2/2)}
\begin{itemize}
\item It then freezes the symbol table, meaning that no more symbols can be created on the \texttt{ModFile} object
\item Finally checks are performed on the transformed model. Examples include:
\begin{itemize}
\item same number of endogenous varibables as equations (not done in certain situations, \textit{e.g.} Ramsey, discretionary policy, etc.)
\item correspondence among variables and statements, \textit{e.g.} Ramsey policy, identification, perfect foresight solver, and simul are incompatible with deterministic exogenous variables
\item correspondence among statements, \textit{e.g.} for DSGE-VAR without \texttt{bayesian\_irf} option, the number of shocks must be greater than or equal to the number of observed variables
\end{itemize}
\end{itemize}
\end{frame}
\section{Computing pass}
\begin{frame}
\frametitle{Overview of the computing pass}
\begin{itemize}
\item Computing pass implemented in \texttt{ModFile::computingPass()}
\item Creates Static model from Dynamic (by removing leads/lags)
\item Determines which derivatives to compute
\item Then calls \texttt{DynamicModel::computingPass()} which computes:
\begin{itemize}
\item leag/lag variable incidence matrix
\item symbolic derivatives w.r.t. endogenous, exogenous, and parameters, if needed
\item equation normalization + block decomposition
\item temporary terms
\item computes equation cross references, if desired
\end{itemize}
\item NB: analagous operations for Static model are performed by \texttt{StaticModel::computingPass()}
\item Asserts that equations declared linear are indeed linear (by checking that Hessian == 0)
\item Finally, calls \texttt{Statement::computingPass()} on all statements
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Model Variables}
\begin{itemize}
\item In the context of class \texttt{ModelTree}, a \alert{variable} is a pair (symbol, lag)
\item The symbol must correspond to a variable of type endogenous, exogenous, deterministic exogenous variable, or parameter
\item The \texttt{SymbolTable} class keeps track of valid symbols while the \texttt{variable\_node\_map} keeps track of model variables (symbol, lag pairs stored in \texttt{VariableNode} objects)
\item After the computing pass, the \texttt{DynamicModel} class writes the leag/lag incidence matrix:
\begin{itemize}
\item three rows: the first row indicates $t-1$, the second row $t$, and the third row $t+1$
\item one column for every endogenous symbol in order of declaration; NB: includes endogenous auxiliary variables created during the transform pass
\item elements of the matrix are either 0 (if the variable does not appear in the model) or correspond to the variable's column in the Jacobian of the dynamic model
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Static versus dynamic model}
\begin{itemize}
\item The static model is simply the dynamic model without leads and lags
\item Static model used to characterize the steady state
\item The jacobian of the static model is used in the (Matlab) solver for determining the steady state
\end{itemize}
\begin{block}{Example}
\begin{itemize}
\item suppose dynamic model is $2x_t \cdot x_{t-1} = 0$
\item static model is $2x^2 = 0$, whose derivative w.r.t. $x$ is $4x$
\item dynamic derivative w.r.t. $x_t$ is $2x_{t-1}$, and w.r.t. $x_{t-1}$ is $2x_t$
\item removing leads/lags from dynamic derivatives and summing over the two partial derivatives w.r.t. $x_t$ and $x_{t-1}$ gives $4x$
\end{itemize}
\end{block}
\end{frame}
\begin{frame}
\frametitle{Which derivatives to compute?}
\begin{itemize}
\item In deterministic mode:
\begin{itemize}
\item static jacobian w.r.t. endogenous variables only
\item dynamic jacobian w.r.t. endogenous variables only
\end{itemize}
\item In stochastic mode:
\begin{itemize}
\item static jacobian w.r.t. endogenous variables only
\item dynamic jacobian w.r.t. endogenous, exogenous, and deterministic exogenous variables
\item dynamic hessian w.r.t. endogenous, exogenous, and deterministic exogenous variables
\item possibly dynamic 3rd derivatives (if \texttt{order} option $\geq 3$)
\item possibly dynamic jacobian and/or hessian w.r.t. parameters (if \texttt{identification} or analytic derivs needed for \texttt{estimation} and \texttt{params\_derivs\_order} $>0$)
\end{itemize}
\item For Ramsey policy: the same as above, but with one further order of derivation than declared by the user with \texttt{order} option (the derivation order is determined in the check pass, see \texttt{RamseyPolicyStatement::checkPass()})
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Derivation algorithm (1/2)}
\begin{itemize}
\item Derivation of the model implemented in \texttt{ModelTree::computeJacobian()}, \texttt{ModelTree::computeHessian()}, \texttt{ModelTree::computeThirdDerivatives()}, and \texttt{ModelTree::computeParamsDerivatives()}
\item Simply call \texttt{ExprNode::getDerivative(deriv\_id)} on each equation node
\item Use of polymorphism:
\begin{itemize}
\item for a constant or variable node, derivative is straightforward ($0$ or $1$)
\item for a unary, binary, trinary op nodes and external function nodes, recursively calls method \texttt{computeDerivative()} on children to construct derivative
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Derivation algorithm (2/2)}
\framesubtitle{Optimizations}
\begin{itemize}
\item Caching of derivation results
\begin{itemize}
\item method \texttt{ExprNode::getDerivative(deriv\_id)} memorizes its result in a member attribute (\texttt{derivatives}) the first time it is called
\item the second time it is called (with the same argument), it simply returns the cached value without recomputation
\item caching is useful because of sub-expression sharing
\end{itemize}
\item Efficiently finds symbolic derivatives equal to $0$
\begin{itemize}
\item consider the expression $x+y^2$
\item without any computation, you know its derivative w.r.t. $z$ is zero
\item each node stores in an attribute (\texttt{non\_null\_derivatives}) the set of variables which appear in the expression it represents ($\{x,y\}$ in the example)
\item this set is computed in \texttt{prepareForDerivation()}
\item when \texttt{getDerivative(deriv\_id)} is called, immediately returns zero if \texttt{deriv\_id} is not in that set
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}[fragile]
\frametitle{Temporary terms (1/2)}
\begin{itemize}
\item When the preprocessor writes equations and derivatives in its outputs, it takes advantage of sub-expression sharing
\item In Matlab static and dynamic output files, equations are preceded by a list of \alert{temporary terms}
\item These terms are variables containing expressions shared by several equations or derivatives
\item Using these terms greatly enhances the computing speed of the model residual, jacobian, hessian, or third derivative
\end{itemize}
\begin{block}{Example}
\begin{columns}[t]
\begin{column}{6cm}
The equations:
\begin{verbatim}
residual(0)=x+y^2-z^3;
residual(1)=3*(x+y^2)+1;
\end{verbatim}
\end{column}
\begin{column}{4.8cm}
Can be optimized in:
\begin{verbatim}
T1=x+y^2;
residual(0)=T1-z^3;
residual(1)=3*T1+1;
\end{verbatim}
\end{column}
\end{columns}
\end{block}
\end{frame}
\begin{frame}
\frametitle{Temporary terms (2/2)}
\begin{itemize}
\item Expression storage in the preprocessor implements maximal sharing but this is not optimal for the Matlab output files, because creating a temporary variable also has a cost (in terms of CPU and of memory)
\item Computation of temporary terms implements a trade-off between:
\begin{itemize}
\item cost of duplicating sub-expressions
\item cost of creating new variables
\end{itemize}
\item Algorithm uses a recursive cost calculation, which marks some nodes as being ``temporary''
\item \textit{Problem}: redundant with optimizations done by the C/C++ compiler (when Dynare is in DLL mode) $\Rightarrow$ compilation very slow on big models
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{The special case of Ramsey policy}
\begin{itemize}
\item For most statements, the method \texttt{computingPass()} is a no-op\ldots
\item \ldots except for \texttt{planner\_objective} statement, which serves to declare planner objective when doing optimal policy under commitment
\item Class \texttt{PlannerObjectiveStatement} contains an instance of \texttt{ModelTree}, which stores the objective function (\texttt{i.e.} only one equation in the tree)
\item During the computing pass, triggers the computation of the first and second order (static) derivatives of the objective
\end{itemize}
\end{frame}
\section{Writing outputs}
\begin{frame}
\frametitle{Output overview}
\begin{itemize}
\item Implemented in \texttt{ModFile::writeOutputFiles()}
\item If \texttt{mod} file is \texttt{model.mod}, all created filenames will begin with \texttt{model}
\item Main output file is \texttt{model.m}, containing:
\begin{itemize}
\item general initialization commands
\item symbol table output (from \texttt{SymbolTable::writeOutput()})
\item lead/lag incidence matrix (from \texttt{DynamicModel::writeDynamicMFile()})
\item call to Matlab functions corresponding to the statements of the \texttt{mod} file (written by calling \texttt{Statement::writeOutput()} on all statements through polymorphism)
\end{itemize}
\item Subsidiary output files:
\begin{itemize}
\item one for the static model
\item one for the dynamic model
\item one for the auxiliary variables
\item one for the steady state file (if relevant)
\item one for the planner objective (if relevant)
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Model output files}
Three possible output types:
\begin{itemize}
\item Matlab/Octave mode: static and dynamic files in Matlab
\item Julia mode: static and dynamic files in Julia
\item DLL mode:
\begin{itemize}
\item static and dynamic files in C++ source code (with corresponding headers)
\item compiled through \texttt{mex} to allow execution from within Matlab
\end{itemize}
\item Sparse DLL mode:
\begin{itemize}
\item static file in Matlab
\item two possibilities for dynamic file:
\begin{itemize}
\item by default, a C++ source file (with header) and a binary file, to be read from the C++ code
\item or, with \texttt{no\_compiler} option, a binary file in custom format, executed from Matlab through \texttt{simulate} DLL
\item the second option serves to bypass compilation of C++ file which can be very slow
\end{itemize}
\end{itemize}
\end{itemize}
\end{frame}
\section{Proposed Changes}
\newcounter{sauvegardeenumi}
\newcommand{\asuivre}{\setcounter{sauvegardeenumi}{\theenumi}}
\newcommand{\suite}{\setcounter{enumi}{\thesauvegardeenumi}}
\begin{frame}
\frametitle{Proposed changes with addition of Julia support (1/2)}
\begin{enumerate}
\item Julia output is provided upon parsing of \texttt{mod} file, everything else done in Julia
\begin{itemize}
\item Pros: very few changes to the preprocessor
\item Cons: repeated code (same checks, transformations, computations done in preprocessor and Julia); potential code divergence/two parallel projects
\end{itemize}
\item Dump preprocessor altogether: do everything with Julia
\begin{itemize}
\item Pros: simple to distribute, move away from C++ (no contributions, requires more expertise)
\item Cons: Matlab/Octave users must also download Julia, a big project, speed (?)
\end{itemize}
\asuivre
\end{enumerate}
\end{frame}
\begin{frame}
\frametitle{Proposed changes with addition of Julia support (2/2)}
\begin{enumerate}
\suite
\item Create libraries out of the preprocessor
\begin{itemize}
\item Pros: Dynare interaction similar across HLPs, preprocessor used as is
\item Cons: difficult for outsiders to contribute, big project, not much benefit in speed when compared to\ldots
\end{itemize}
\item Write \texttt{mod} file from HLP then call preprocessor; option to output JSON file representing \texttt{ModFile} object at every step of the preprocessor
\begin{itemize}
\item Pros: Dynare interaction similar across HLPs, preprocessor used as is, minimal amount of work, easy incremental step, allows users to support any given HPL given the JSON output
\item Cons: unnecessary processing when certain changes made in host language, keeps defaults of current preprocessor, speed (?)
\end{itemize}
\item Other ideas?
\end{enumerate}
\end{frame}
\begin{frame}
\frametitle{Using HLP \texttt{mod} file objects (1/2)}
\begin{center}
\includegraphics[width=11cm]{json-preprocessor.png}
\end{center}
\end{frame}
\begin{frame}
\frametitle{Using HLP \texttt{mod} file objects (2/2)}
\begin{itemize}
\item Allows interactivity for all HLPs; requires only
\begin{itemize}
\item A definition of a mod file class in the HLP
\item A library function that converts an HLP mod file object to a \texttt{mod} file
\end{itemize}
\item Allows users to use Dynare with any HPL. Standard JSON output can be read in any HPL; user can use it construct desired HPL objects and work with model in their language of preference
\item Easy first step
\item No divergence of codebase: don't need to repeat code (checks, transformations, etc.) across platforms
\item Creates \texttt{mod} files that can be used on other host language platforms
\item Adds one more HLP library to distribute
\item Need to design/implement classes that will store processed dynare \texttt{mod} file in various HLPs
\end{itemize}
\end{frame}
\end{document}

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NB: .png files made on https://www.draw.io. They can be edited by loading the .xml file with the same name

102
license.txt Normal file
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Format: https://www.debian.org/doc/packaging-manuals/copyright-format/1.0/
Upstream-Name: Dynare-preprocessor
Upstream-Contact: Dynare Team, whose members in 2018 are:
Stéphane Adjemian <stephane.adjemian@univ-lemans.fr>
Houtan Bastani <houtan@dynare.org>
Michel Juillard <michel.juillard@mjui.fr>
Frédéric Karamé <frederic.karame@univ-lemans.fr>
Junior Maih <junior.maih@gmail.com>
Ferhat Mihoubi <fmihoubi@univ-evry.fr>
Johannes Pfeifer <jpfeifer@gmx.de>
Marco Ratto <marco.ratto@ec.europa.eu>
Sébastien Villemot <sebastien.villemot@sciencespo.fr>
Source: http://www.dynare.org
Files: *
Copyright: 1996-2018 Dynare Team
License: GPL-3+
Files: m4/ax_boost_base.m4
Copyright: 2008 Thomas Porschberg <thomas@randspringer.de>
2009 Peter Adolphs
License: permissive-autoconf
Files: m4/ax_latex_class.m4 m4/ax_tex_test.m4
Copyright: 2008 Boretti Mathieu <boretti@eig.unige.ch>
2009 Dynare Team
License: LGPL-2.1+
License: GPL-3+
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/>.
License: GPL-3+ with Autoconf exception
This program 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.
.
This program 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 this program. If not, see <http://www.gnu.org/licenses/>.
.
As a special exception, the respective Autoconf Macro's copyright owner
gives unlimited permission to copy, distribute and modify the configure
scripts that are the output of Autoconf when processing the Macro. You
need not follow the terms of the GNU General Public License when using
or distributing such scripts, even though portions of the text of the
Macro appear in them. The GNU General Public License (GPL) does govern
all other use of the material that constitutes the Autoconf Macro.
.
This special exception to the GPL applies to versions of the Autoconf
Macro released by the Autoconf Archive. When you make and distribute a
modified version of the Autoconf Macro, you may extend this special
exception to the GPL to apply to your modified version as well.
License: LGPL-2.1+
This library is free software; you can redistribute it and/or modify it
under the terms of the GNU Lesser General Public License as published by
the Free Software Foundation; either version 2.1 of the License, or (at
your option) any later version.
.
This library 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 Lesser
General Public License for more details.
.
You should have received a copy of the GNU Lesser General Public License
along with this library. If not, see <http://www.gnu.org/licenses/>.
License: LGPL-3+
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU Lesser General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
.
This program 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 Lesser General Public License for more details.
.
You should have received a copy of the GNU Lesser General Public License
along with this program. If not, see <http://www.gnu.org/licenses/>.
License: permissive-autoconf
Copying and distribution of this file, with or without modification, are
permitted in any medium without royalty provided the copyright notice
and this notice are preserved. This file is offered as-is, without any
warranty.

260
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# ===========================================================================
# http://www.gnu.org/software/autoconf-archive/ax_boost_base.html
# ===========================================================================
#
# SYNOPSIS
#
# AX_BOOST_BASE([MINIMUM-VERSION], [ACTION-IF-FOUND], [ACTION-IF-NOT-FOUND])
#
# DESCRIPTION
#
# Test for the Boost C++ libraries of a particular version (or newer)
#
# If no path to the installed boost library is given the macro searchs
# under /usr, /usr/local, /opt and /opt/local and evaluates the
# $BOOST_ROOT environment variable. Further documentation is available at
# <http://randspringer.de/boost/index.html>.
#
# This macro calls:
#
# AC_SUBST(BOOST_CPPFLAGS) / AC_SUBST(BOOST_LDFLAGS)
#
# And sets:
#
# HAVE_BOOST
#
# LICENSE
#
# Copyright (c) 2008 Thomas Porschberg <thomas@randspringer.de>
# Copyright (c) 2009 Peter Adolphs
#
# Copying and distribution of this file, with or without modification, are
# permitted in any medium without royalty provided the copyright notice
# and this notice are preserved. This file is offered as-is, without any
# warranty.
#serial 21
AC_DEFUN([AX_BOOST_BASE],
[
AC_ARG_WITH([boost],
[AS_HELP_STRING([--with-boost@<:@=ARG@:>@],
[use Boost library from a standard location (ARG=yes),
from the specified location (ARG=<path>),
or disable it (ARG=no)
@<:@ARG=yes@:>@ ])],
[
if test "$withval" = "no"; then
want_boost="no"
elif test "$withval" = "yes"; then
want_boost="yes"
ac_boost_path=""
else
want_boost="yes"
ac_boost_path="$withval"
fi
],
[want_boost="yes"])
AC_ARG_WITH([boost-libdir],
AS_HELP_STRING([--with-boost-libdir=LIB_DIR],
[Force given directory for boost libraries. Note that this will override library path detection, so use this parameter only if default library detection fails and you know exactly where your boost libraries are located.]),
[
if test -d "$withval"
then
ac_boost_lib_path="$withval"
else
AC_MSG_ERROR(--with-boost-libdir expected directory name)
fi
],
[ac_boost_lib_path=""]
)
if test "x$want_boost" = "xyes"; then
boost_lib_version_req=ifelse([$1], ,1.20.0,$1)
boost_lib_version_req_shorten=`expr $boost_lib_version_req : '\([[0-9]]*\.[[0-9]]*\)'`
boost_lib_version_req_major=`expr $boost_lib_version_req : '\([[0-9]]*\)'`
boost_lib_version_req_minor=`expr $boost_lib_version_req : '[[0-9]]*\.\([[0-9]]*\)'`
boost_lib_version_req_sub_minor=`expr $boost_lib_version_req : '[[0-9]]*\.[[0-9]]*\.\([[0-9]]*\)'`
if test "x$boost_lib_version_req_sub_minor" = "x" ; then
boost_lib_version_req_sub_minor="0"
fi
WANT_BOOST_VERSION=`expr $boost_lib_version_req_major \* 100000 \+ $boost_lib_version_req_minor \* 100 \+ $boost_lib_version_req_sub_minor`
AC_MSG_CHECKING(for boostlib >= $boost_lib_version_req)
succeeded=no
dnl On 64-bit systems check for system libraries in both lib64 and lib.
dnl The former is specified by FHS, but e.g. Debian does not adhere to
dnl this (as it rises problems for generic multi-arch support).
dnl The last entry in the list is chosen by default when no libraries
dnl are found, e.g. when only header-only libraries are installed!
libsubdirs="lib"
ax_arch=`uname -m`
case $ax_arch in
x86_64|ppc64|s390x|sparc64|aarch64)
libsubdirs="lib64 lib lib64"
;;
esac
dnl first we check the system location for boost libraries
dnl this location ist chosen if boost libraries are installed with the --layout=system option
dnl or if you install boost with RPM
if test "$ac_boost_path" != ""; then
BOOST_CPPFLAGS="-I$ac_boost_path/include"
for ac_boost_path_tmp in $libsubdirs; do
if test -d "$ac_boost_path"/"$ac_boost_path_tmp" ; then
BOOST_LDFLAGS="-L$ac_boost_path/$ac_boost_path_tmp"
break
fi
done
elif test "$cross_compiling" != yes; then
for ac_boost_path_tmp in /usr /usr/local /opt /opt/local ; do
if test -d "$ac_boost_path_tmp/include/boost" && test -r "$ac_boost_path_tmp/include/boost"; then
for libsubdir in $libsubdirs ; do
if ls "$ac_boost_path_tmp/$libsubdir/libboost_"* >/dev/null 2>&1 ; then break; fi
done
BOOST_LDFLAGS="-L$ac_boost_path_tmp/$libsubdir"
BOOST_CPPFLAGS="-I$ac_boost_path_tmp/include"
break;
fi
done
fi
dnl overwrite ld flags if we have required special directory with
dnl --with-boost-libdir parameter
if test "$ac_boost_lib_path" != ""; then
BOOST_LDFLAGS="-L$ac_boost_lib_path"
fi
CPPFLAGS_SAVED="$CPPFLAGS"
CPPFLAGS="$CPPFLAGS $BOOST_CPPFLAGS"
export CPPFLAGS
LDFLAGS_SAVED="$LDFLAGS"
LDFLAGS="$LDFLAGS $BOOST_LDFLAGS"
export LDFLAGS
AC_REQUIRE([AC_PROG_CXX])
AC_LANG_PUSH(C++)
AC_COMPILE_IFELSE([AC_LANG_PROGRAM([[
@%:@include <boost/version.hpp>
]], [[
#if BOOST_VERSION >= $WANT_BOOST_VERSION
// Everything is okay
#else
# error Boost version is too old
#endif
]])],[
AC_MSG_RESULT(yes)
succeeded=yes
found_system=yes
],[
])
AC_LANG_POP([C++])
dnl if we found no boost with system layout we search for boost libraries
dnl built and installed without the --layout=system option or for a staged(not installed) version
if test "x$succeeded" != "xyes"; then
_version=0
if test "$ac_boost_path" != ""; then
if test -d "$ac_boost_path" && test -r "$ac_boost_path"; then
for i in `ls -d $ac_boost_path/include/boost-* 2>/dev/null`; do
_version_tmp=`echo $i | sed "s#$ac_boost_path##" | sed 's/\/include\/boost-//' | sed 's/_/./'`
V_CHECK=`expr $_version_tmp \> $_version`
if test "$V_CHECK" = "1" ; then
_version=$_version_tmp
fi
VERSION_UNDERSCORE=`echo $_version | sed 's/\./_/'`
BOOST_CPPFLAGS="-I$ac_boost_path/include/boost-$VERSION_UNDERSCORE"
done
fi
else
if test "$cross_compiling" != yes; then
for ac_boost_path in /usr /usr/local /opt /opt/local ; do
if test -d "$ac_boost_path" && test -r "$ac_boost_path"; then
for i in `ls -d $ac_boost_path/include/boost-* 2>/dev/null`; do
_version_tmp=`echo $i | sed "s#$ac_boost_path##" | sed 's/\/include\/boost-//' | sed 's/_/./'`
V_CHECK=`expr $_version_tmp \> $_version`
if test "$V_CHECK" = "1" ; then
_version=$_version_tmp
best_path=$ac_boost_path
fi
done
fi
done
VERSION_UNDERSCORE=`echo $_version | sed 's/\./_/'`
BOOST_CPPFLAGS="-I$best_path/include/boost-$VERSION_UNDERSCORE"
if test "$ac_boost_lib_path" = ""; then
for libsubdir in $libsubdirs ; do
if ls "$best_path/$libsubdir/libboost_"* >/dev/null 2>&1 ; then break; fi
done
BOOST_LDFLAGS="-L$best_path/$libsubdir"
fi
fi
if test "x$BOOST_ROOT" != "x"; then
for libsubdir in $libsubdirs ; do
if ls "$BOOST_ROOT/stage/$libsubdir/libboost_"* >/dev/null 2>&1 ; then break; fi
done
if test -d "$BOOST_ROOT" && test -r "$BOOST_ROOT" && test -d "$BOOST_ROOT/stage/$libsubdir" && test -r "$BOOST_ROOT/stage/$libsubdir"; then
version_dir=`expr //$BOOST_ROOT : '.*/\(.*\)'`
stage_version=`echo $version_dir | sed 's/boost_//' | sed 's/_/./g'`
stage_version_shorten=`expr $stage_version : '\([[0-9]]*\.[[0-9]]*\)'`
V_CHECK=`expr $stage_version_shorten \>\= $_version`
if test "$V_CHECK" = "1" -a "$ac_boost_lib_path" = "" ; then
AC_MSG_NOTICE(We will use a staged boost library from $BOOST_ROOT)
BOOST_CPPFLAGS="-I$BOOST_ROOT"
BOOST_LDFLAGS="-L$BOOST_ROOT/stage/$libsubdir"
fi
fi
fi
fi
CPPFLAGS="$CPPFLAGS $BOOST_CPPFLAGS"
export CPPFLAGS
LDFLAGS="$LDFLAGS $BOOST_LDFLAGS"
export LDFLAGS
AC_LANG_PUSH(C++)
AC_COMPILE_IFELSE([AC_LANG_PROGRAM([[
@%:@include <boost/version.hpp>
]], [[
#if BOOST_VERSION >= $WANT_BOOST_VERSION
// Everything is okay
#else
# error Boost version is too old
#endif
]])],[
AC_MSG_RESULT(yes)
succeeded=yes
found_system=yes
],[
])
AC_LANG_POP([C++])
fi
if test "$succeeded" != "yes" ; then
if test "$_version" = "0" ; then
AC_MSG_NOTICE([[We could not detect the boost libraries (version $boost_lib_version_req_shorten or higher). If you have a staged boost library (still not installed) please specify \$BOOST_ROOT in your environment and do not give a PATH to --with-boost option. If you are sure you have boost installed, then check your version number looking in <boost/version.hpp>. See http://randspringer.de/boost for more documentation.]])
else
AC_MSG_NOTICE([Your boost libraries seems to old (version $_version).])
fi
# execute ACTION-IF-NOT-FOUND (if present):
ifelse([$3], , :, [$3])
else
AC_SUBST(BOOST_CPPFLAGS)
AC_SUBST(BOOST_LDFLAGS)
AC_DEFINE(HAVE_BOOST,,[define if the Boost library is available])
# execute ACTION-IF-FOUND (if present):
ifelse([$2], , :, [$2])
fi
CPPFLAGS="$CPPFLAGS_SAVED"
LDFLAGS="$LDFLAGS_SAVED"
fi
])

68
m4/ax_latex_class.m4 Normal file
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@ -0,0 +1,68 @@
# ===========================================================================
# http://www.nongnu.org/autoconf-archive/ax_latex_class.html
# ===========================================================================
#
# OBSOLETE MACRO
#
# Deprecated because of licensing issues. The Lesser GPL imposes licensing
# restrictions on the generated configure script unless it is augmented
# with an Autoconf Exception clause.
#
# SYNOPSIS
#
# AX_LATEX_CLASS(CLASSNAME,VARIABLETOSET[,ACTION-IF-FOUND[,ACTION-IF-NOT-FOUND]])
#
# DESCRIPTION
#
# This macros test is class CLASSNAME exists and work and set
# VARIABLETOSET to yes or no If ACTION-IF-FOUND (and ACTION-IF-NOT-FOUND)
# are set, do the correct action
#
# LICENSE
#
# Copyright (c) 2008 Boretti Mathieu <boretti@eig.unige.ch>
# Copyright (c) 2009 Dynare Team
#
# This library is free software; you can redistribute it and/or modify it
# under the terms of the GNU Lesser General Public License as published by
# the Free Software Foundation; either version 2.1 of the License, or (at
# your option) any later version.
#
# This library 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 Lesser
# General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with this library. If not, see <http://www.gnu.org/licenses/>.
AC_DEFUN([AX_LATEX_CLASS],[
AC_CACHE_CHECK([for usability of class $1],[ac_cv_latex_class_]translit($1,[-],[_]),[
AX_LATEX_TEST([\documentclass{$1}
\begin{document}
\end{document}],[ac_cv_latex_class_]translit($1,[-],[_]))
])
$2=$[ac_cv_latex_class_]translit($1,[-],[_]) ; export $2;
AC_SUBST($2)
ifelse($#,2,[],$#,3,[
if test "[$]$2" = "yes" ;
then
$3
fi
],$#,4,[
ifelse($3,[],[
if test "[$]$2" = "no" ;
then
$4
fi
],[
if test "[$]$2" = "yes" ;
then
$3
else
$4
fi
])
])
])

56
m4/ax_latex_test.m4 Normal file
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@ -0,0 +1,56 @@
# ===========================================================================
# http://www.nongnu.org/autoconf-archive/ax_latex_test.html
# ===========================================================================
#
# OBSOLETE MACRO
#
# Deprecated because of licensing issues. The Lesser GPL imposes licensing
# restrictions on the generated configure script unless it is augmented
# with an Autoconf Exception clause.
#
# SYNOPSIS
#
# AX_LATEX_TEST(FILEDATA,VARIABLETOSET,[NOCLEAN])
#
# DESCRIPTION
#
# This macros execute the latex application with FILEDATA as input and set
# VARIABLETOSET the yes or no depending of the result if NOCLEAN is set,
# the folder used for the test is not delete after testing.
#
# The macro assumes that the variable PDFLATEX is set.
#
# LICENSE
#
# Copyright (c) 2008 Boretti Mathieu <boretti@eig.unige.ch>
# Copyright (c) 2009 Dynare Team
#
# This library is free software; you can redistribute it and/or modify it
# under the terms of the GNU Lesser General Public License as published by
# the Free Software Foundation; either version 2.1 of the License, or (at
# your option) any later version.
#
# This library 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 Lesser
# General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with this library. If not, see <http://www.gnu.org/licenses/>.
AC_DEFUN([AX_LATEX_TEST],[
rm -rf conftest.dir/.acltx
AS_MKDIR_P([conftest.dir/.acltx])
cd conftest.dir/.acltx
m4_ifval([$2],[$2="no"; export $2;])
cat > conftest.tex << ACLEOF
$1
ACLEOF
cat conftest.tex | $PDFLATEX 2>&1 1>output m4_ifval([$2],[&& $2=yes])
cd ..
cd ..
sed 's/^/| /' conftest.dir/.acltx/conftest.tex >&5
echo "$as_me:$LINENO: executing cat conftest.tex | $PDFLATEX" >&5
sed 's/^/| /' conftest.dir/.acltx/output >&5
m4_ifval([$3],,[rm -rf conftest.dir/.acltx])
])

View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2017 Dynare Team
* Copyright (C) 2003-2018 Dynare Team
*
* This file is part of Dynare.
*
@ -341,8 +341,7 @@ main(int argc, char **argv)
}
if (!nopreprocessoroutput)
cout << "Starting Dynare (version " << PACKAGE_VERSION << ")." << endl
<< "Starting preprocessing of the model file ..." << endl;
cout << "Starting preprocessing of the model file ..." << endl;
// Construct basename (i.e. remove file extension if there is one)
string basename = argv[1];

84
src/Makefile.am Normal file
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SUBDIRS = macro
BUILT_SOURCES = DynareBison.hh stack.hh position.hh location.hh DynareBison.cc DynareFlex.cc FlexLexer.h
bin_PROGRAMS = dynare_m
# We don't put BUILT_SOURCES in dynare_m_SOURCES, otherwise DynareBison.o and DynareFlex.o will be linked two times (Automake translates DynareFlex.ll and DynareBison.yy into their respective .o); so BUILT_SOURCES is in EXTRA_DIST
dynare_m_SOURCES = \
DynareFlex.ll \
DynareBison.yy \
ComputingTasks.cc \
ComputingTasks.hh \
ModelTree.cc \
ModelTree.hh \
StaticModel.cc \
StaticModel.hh \
DynamicModel.cc \
DynamicModel.hh \
NumericalConstants.cc \
NumericalConstants.hh \
NumericalInitialization.cc \
NumericalInitialization.hh \
Shocks.cc \
Shocks.hh \
SigmaeInitialization.cc \
SigmaeInitialization.hh \
SymbolTable.cc \
SymbolTable.hh \
SymbolList.cc \
SymbolList.hh \
ParsingDriver.cc \
ParsingDriver.hh \
DataTree.cc \
DataTree.hh \
ModFile.cc \
ModFile.hh \
ConfigFile.cc \
ConfigFile.hh \
Statement.cc \
Statement.hh \
ExprNode.cc \
ExprNode.hh \
MinimumFeedbackSet.cc \
MinimumFeedbackSet.hh \
DynareMain.cc \
DynareMain1.cc \
DynareMain2.cc \
CodeInterpreter.hh \
ExternalFunctionsTable.cc \
ExternalFunctionsTable.hh \
SteadyStateModel.hh \
SteadyStateModel.cc \
WarningConsolidation.hh \
WarningConsolidation.cc \
ExtendedPreprocessorTypes.hh
ACLOCAL_AMFLAGS = -I m4
EXTRA_DIST = \
Doxyfile \
$(BUILT_SOURCES)
# The -I. is for <FlexLexer.h>
dynare_m_CPPFLAGS = $(BOOST_CPPFLAGS) -I.
dynare_m_LDFLAGS = $(BOOST_LDFLAGS)
dynare_m_LDADD = macro/libmacro.a
DynareFlex.cc FlexLexer.h: DynareFlex.ll
$(LEX) -o DynareFlex.cc DynareFlex.ll
cp $(LEXINC)/FlexLexer.h . || test -f ./FlexLexer.h
DynareBison.cc DynareBison.hh location.hh stack.hh position.hh: DynareBison.yy
$(YACC) -o DynareBison.cc DynareBison.yy
all-local: $(PROGRAMS)
if HAVE_DOXYGEN
html-local:
$(DOXYGEN)
endif
clean-local:
rm -rf doc/html/