- new Incidence_Matrix class
- lead and lag on exogenous variables - corrections in dr1_sparse and dr11_sparse - minor corrections in simulate git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2255 ac1d8469-bf42-47a9-8791-bf33cf982152issue#70
parent
011944221c
commit
a67a20bf66
File diff suppressed because it is too large
Load Diff
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@ -169,7 +169,11 @@ StochSimulStatement::writeOutput(ostream &output, const string &basename) const
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{
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options_list.writeOutput(output);
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symbol_list.writeOutput("var_list_", output);
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output << "if(options_.model_mode)\n";
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output << " info = stoch_simul_sparse(var_list_);\n";
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output << "else\n";
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output << " info = stoch_simul(var_list_);\n";
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output << "end\n";
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}
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ForecastStatement::ForecastStatement(const SymbolList &symbol_list_arg,
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47
ExprNode.cc
47
ExprNode.cc
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@ -164,6 +164,12 @@ NumConstNode::collectEndogenous(set<pair<int, int> > &result) const
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{
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}
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void
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NumConstNode::collectExogenous(set<pair<int, int> > &result) const
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{
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}
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VariableNode::VariableNode(DataTree &datatree_arg, int symb_id_arg, SymbolType type_arg, int lag_arg) :
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ExprNode(datatree_arg),
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symb_id(symb_id_arg),
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@ -473,6 +479,14 @@ VariableNode::collectEndogenous(set<pair<int, int> > &result) const
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result.insert(make_pair(symb_id, lag));
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}
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void
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VariableNode::collectExogenous(set<pair<int, int> > &result) const
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{
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if (type == eExogenous)
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result.insert(make_pair(symb_id, lag));
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}
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UnaryOpNode::UnaryOpNode(DataTree &datatree_arg, UnaryOpcode op_code_arg, const NodeID arg_arg) :
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ExprNode(datatree_arg),
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arg(arg_arg),
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@ -864,6 +878,13 @@ UnaryOpNode::collectEndogenous(set<pair<int, int> > &result) const
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arg->collectEndogenous(result);
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}
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void
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UnaryOpNode::collectExogenous(set<pair<int, int> > &result) const
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{
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arg->collectExogenous(result);
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}
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BinaryOpNode::BinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg,
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BinaryOpcode op_code_arg, const NodeID arg2_arg) :
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ExprNode(datatree_arg),
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@ -1322,6 +1343,14 @@ BinaryOpNode::collectEndogenous(set<pair<int, int> > &result) const
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arg2->collectEndogenous(result);
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}
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void
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BinaryOpNode::collectExogenous(set<pair<int, int> > &result) const
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{
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arg1->collectExogenous(result);
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arg2->collectExogenous(result);
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}
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TrinaryOpNode::TrinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg,
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TrinaryOpcode op_code_arg, const NodeID arg2_arg, const NodeID arg3_arg) :
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ExprNode(datatree_arg),
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@ -1590,6 +1619,15 @@ TrinaryOpNode::collectEndogenous(set<pair<int, int> > &result) const
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arg3->collectEndogenous(result);
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}
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void
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TrinaryOpNode::collectExogenous(set<pair<int, int> > &result) const
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{
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arg1->collectExogenous(result);
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arg2->collectExogenous(result);
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arg3->collectExogenous(result);
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}
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UnknownFunctionNode::UnknownFunctionNode(DataTree &datatree_arg,
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int symb_id_arg,
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const vector<NodeID> &arguments_arg) :
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@ -1650,6 +1688,15 @@ UnknownFunctionNode::collectEndogenous(set<pair<int, int> > &result) const
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(*it)->collectEndogenous(result);
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}
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void
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UnknownFunctionNode::collectExogenous(set<pair<int, int> > &result) const
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{
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for(vector<NodeID>::const_iterator it = arguments.begin();
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it != arguments.end(); it++)
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(*it)->collectExogenous(result);
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}
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double
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UnknownFunctionNode::eval(const eval_context_type &eval_context) const throw (EvalException)
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{
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@ -69,7 +69,7 @@ ModFile::checkPass()
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exit(EXIT_FAILURE);
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}
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if (mod_file_struct.simul_present && stochastic_statement_present)
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if (mod_file_struct.simul_present && stochastic_statement_present && model_tree.mode==0)
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{
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cerr << "ERROR: A .mod file cannot contain both a simul command and one of {stoch_simul, estimation, forecast, osr, ramsey_policy}" << endl;
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exit(EXIT_FAILURE);
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526
ModelTree.cc
526
ModelTree.cc
File diff suppressed because it is too large
Load Diff
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@ -169,7 +169,7 @@ ParsingDriver::add_model_variable(string *name, string *olag)
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if (type == eUnknownFunction)
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error("Symbol " + *name + " is a function name unknown to Dynare. It cannot be used inside model.");
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if (type == eExogenous && lag != 0)
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if (type == eExogenous && lag != 0 && (model_tree->mode != eSparseDLLMode && model_tree->mode != eSparseMode))
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warning("Exogenous variable " + *name + " has lead/lag " + *olag);
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if (type == eModelLocalVariable && lag != 0)
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@ -179,9 +179,13 @@ ParsingDriver::add_model_variable(string *name, string *olag)
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NodeID id = model_tree->AddVariable(*name, lag);
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if ((type == eEndogenous) && (model_tree->mode == eSparseDLLMode || model_tree->mode == eSparseMode))
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/*if (model_tree->mode == eSparseDLLMode || model_tree->mode == eSparseMode)
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{
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if (type == eEndogenous)
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model_tree->block_triangular.fill_IM(model_tree->equation_number(), mod_file->symbol_table.getID(*name), lag);
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if (type == eExogenous)
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model_tree->block_triangular.fill_IM_X(model_tree->equation_number(), mod_file->symbol_table.getID(*name), lag);
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}*/
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delete name;
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delete olag;
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return id;
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ParsingDriver::sparse_dll()
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{
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model_tree->mode = eSparseDLLMode;
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model_tree->block_triangular.init_incidence_matrix(mod_file->symbol_table.endo_nbr);
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/*model_tree->block_triangular.init_incidence_matrix(mod_file->symbol_table.endo_nbr);
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model_tree->block_triangular.init_incidence_matrix_X(mod_file->symbol_table.exo_nbr);*/
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}
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void
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ParsingDriver::sparse()
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{
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model_tree->mode = eSparseMode;
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model_tree->block_triangular.init_incidence_matrix(mod_file->symbol_table.endo_nbr);
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/*model_tree->block_triangular.init_incidence_matrix(mod_file->symbol_table.endo_nbr);
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model_tree->block_triangular.init_incidence_matrix_X(mod_file->symbol_table.exo_nbr);*/
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}
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void
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@ -36,41 +36,61 @@ struct List_IM
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bool* IM;
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};
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//! create and manage the incidence matrix
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class IncidenceMatrix //: SymbolTable
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{
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//friend class BlockTriangular;
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public:
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const SymbolTable &symbol_table;
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IncidenceMatrix(const SymbolTable &symbol_table_arg);
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List_IM* Build_IM(int lead_lag, SymbolType type);
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List_IM* Get_IM(int lead_lag, SymbolType type) const;
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bool* bGet_IM(int lead_lag, SymbolType type) const;
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void fill_IM(int equation, int variable_endo, int lead_lag, SymbolType type);
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void unfill_IM(int equation, int variable_endo, int lead_lag, SymbolType type);
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void init_incidence_matrix();
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void Free_IM() const;
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List_IM* Get_First(SymbolType type) const;
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void Print_IM(SymbolType type) const;
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void Print_SIM(bool* IM, SymbolType type) const;
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void swap_IM_c(bool *SIM, int pos1, int pos2, int pos3, simple* Index_Var_IM, simple* Index_Equ_IM, int n) const;
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private:
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List_IM *First_IM, *Last_IM, *First_IM_X, *Last_IM_X ;
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public:
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int Model_Max_Lead, Model_Max_Lag;
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int Model_Max_Lead_Endo, Model_Max_Lag_Endo, Model_Max_Lead_Exo, Model_Max_Lag_Exo;
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};
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//! Matrix of doubles for representing jacobian
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typedef map<pair<int ,int >,double> jacob_map;
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//! Create the incidence matrix, computes prologue & epilogue, normalizes the model and computes the block decomposition
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class BlockTriangular
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{
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//friend class IncidenceMatrix;
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public:
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BlockTriangular(const SymbolTable &symbol_table_arg);
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const SymbolTable &symbol_table;
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BlockTriangular(const SymbolTable &symbol_table_arg);
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//BlockTriangular(const IncidenceMatrix &incidence_matrix_arg);
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//const SymbolTable &symbol_table;
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Blocks blocks;
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Normalization normalization;
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List_IM* Build_IM(int lead_lag);
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List_IM* Get_IM(int lead_lag);
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bool* bGet_IM(int lead_lag) const;
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void fill_IM(int equation, int variable_endo, int lead_lag);
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void unfill_IM(int equation, int variable_endo, int lead_lag);
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void init_incidence_matrix(int nb_endo);
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void Print_IM(int n) const;
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void Free_IM(List_IM* First_IM) const;
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void Print_SIM(bool* IM, int n) const;
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IncidenceMatrix incidencematrix;
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void Normalize_and_BlockDecompose_Static_0_Model(const jacob_map &j_m);
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bool Normalize_and_BlockDecompose(bool* IM, Model_Block* ModelBlock, int n, int* prologue, int* epilogue, simple* Index_Var_IM, simple* Index_Equ_IM, bool Do_Normalization, bool mixing, bool* IM_0 , jacob_map j_m);
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void Prologue_Epilogue(bool* IM, int* prologue, int* epilogue, int n, simple* Index_Var_IM, simple* Index_Equ_IM, bool* IM0);
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void swap_IM_c(bool *SIM, int pos1, int pos2, int pos3, simple* Index_Var_IM, simple* Index_Equ_IM, int n);
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void Allocate_Block(int size, int *count_Equ, int *count_Block, BlockType type, Model_Block * ModelBlock);
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void Free_Block(Model_Block* ModelBlock) const;
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List_IM *First_IM ;
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List_IM *Last_IM ;
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simple *Index_Equ_IM;
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simple *Index_Var_IM;
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int prologue, epilogue;
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int Model_Max_Lead, Model_Max_Lag, periods;
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bool bt_verbose;
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int endo_nbr;
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//int endo_nbr, exo_nbr;
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Model_Block* ModelBlock;
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int periods;
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inline static std::string BlockType0(int type)
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{
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switch (type)
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/*! Endogenous are stored as integer pairs of the form (symb_id, lag)
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They are added to the set given in argument */
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virtual void collectEndogenous(set<pair<int, int> > &result) const = 0;
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virtual void collectExogenous(set<pair<int, int> > &result) const = 0;
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virtual void computeTemporaryTerms(map<NodeID, int> &reference_count,
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temporary_terms_type &temporary_terms,
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map<NodeID, int> &first_occurence,
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NumConstNode(DataTree &datatree_arg, int id_arg);
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virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
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virtual void collectEndogenous(set<pair<int, int> > &result) const;
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virtual void collectExogenous(set<pair<int, int> > &result) const;
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virtual double eval(const eval_context_type &eval_context) const throw (EvalException);
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virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
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};
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VariableNode(DataTree &datatree_arg, int symb_id_arg, SymbolType type_arg, int lag_arg);
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virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms = temporary_terms_type()) const;
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virtual void collectEndogenous(set<pair<int, int> > &result) const;
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virtual void collectExogenous(set<pair<int, int> > &result) const;
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virtual double eval(const eval_context_type &eval_context) const throw (EvalException);
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virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
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};
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Model_Block *ModelBlock,
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map_idx_type &map_idx) const;
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virtual void collectEndogenous(set<pair<int, int> > &result) const;
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virtual void collectExogenous(set<pair<int, int> > &result) const;
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static double eval_opcode(UnaryOpcode op_code, double v) throw (EvalException);
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virtual double eval(const eval_context_type &eval_context) const throw (EvalException);
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virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
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Model_Block *ModelBlock,
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map_idx_type &map_idx) const;
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virtual void collectEndogenous(set<pair<int, int> > &result) const;
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virtual void collectExogenous(set<pair<int, int> > &result) const;
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static double eval_opcode(double v1, BinaryOpcode op_code, double v2) throw (EvalException);
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virtual double eval(const eval_context_type &eval_context) const throw (EvalException);
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virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
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@ -282,6 +287,7 @@ public:
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Model_Block *ModelBlock,
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map_idx_type &map_idx) const;
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virtual void collectEndogenous(set<pair<int, int> > &result) const;
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virtual void collectExogenous(set<pair<int, int> > &result) const;
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static double eval_opcode(double v1, TrinaryOpcode op_code, double v2, double v3) throw (EvalException);
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virtual double eval(const eval_context_type &eval_context) const throw (EvalException);
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virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
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@ -307,6 +313,7 @@ public:
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Model_Block *ModelBlock,
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map_idx_type &map_idx) const;
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virtual void collectEndogenous(set<pair<int, int> > &result) const;
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virtual void collectExogenous(set<pair<int, int> > &result) const;
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virtual double eval(const eval_context_type &eval_context) const throw (EvalException);
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virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
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};
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//! For one lead/lag of one block, stores mapping of information between original model and block-decomposed model
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struct IM_compact
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{
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int size, u_init, u_finish, nb_endo;
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int *u, *us, *Var, *Equ, *Var_Index, *Equ_Index, *Var_dyn_Index;
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int size, u_init, u_finish, nb_endo, size_exo;
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int *u, *us, *Var, *Equ, *Var_Index, *Equ_Index, *Exogenous, *Exogenous_Index, *Equ_X, *Equ_X_Index;
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};
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//! One block of the model
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struct Block
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{
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int Size, Sized;
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int Size, Sized, nb_exo, nb_exo_det;
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BlockType Type;
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BlockSimulationType Simulation_Type;
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int Max_Lead, Max_Lag, Nb_Lead_Lag_Endo;
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int Max_Lag_Endo, Max_Lead_Endo;
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int Max_Lag_Exo, Max_Lead_Exo;
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bool is_linear;
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int *Equation, *Own_Derivative;
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int *Variable, *Variable_Sorted, *dVariable;
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int *variable_dyn_index, *variable_dyn_leadlag;
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int *Variable, *Exogenous;
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temporary_terms_type *Temporary_terms;
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IM_compact *IM_lead_lag;
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int Code_Start, Code_Length;
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{
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int Size, Periods;
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Block* Block_List;
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int *in_Block_Equ, *in_Block_Var, *in_Equ_of_Block, *in_Var_of_Block;
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//int *in_Block_Equ, *in_Block_Var, *in_Equ_of_Block, *in_Var_of_Block;
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};
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#endif
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@ -26,6 +26,7 @@ using namespace std;
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#include <vector>
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#include <map>
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#include <ostream>
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#include <algorithm>
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#include "SymbolTable.hh"
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#include "NumericalConstants.hh"
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//! Computes derivatives of ModelTree
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void derive(int order);
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//! Write derivative of an equation w.r. to a variable
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void writeDerivative(ostream &output, int eq, int symb_id, int lag, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
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void writeDerivative(ostream &output, int eq, int symb_id, int lag, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, SymbolType type) const;
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//! Write derivative code of an equation w.r. to a variable
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void compileDerivative(ofstream &code_file, int eq, int symb_id, int lag, ExprNodeOutputType output_type, map_idx_type map_idx) const;
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//! Computes temporary terms
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void computeTemporaryTerms(int order);
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void computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock);
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//! Build The incidence matrix form the modeltree
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void BuildIncidenceMatrix();
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//! Writes temporary terms
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void writeTemporaryTerms(ostream &output, ExprNodeOutputType output_type) const;
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//! Writes model local variables
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