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Julia: adapt DynamicSetAuxiliarySeries.jl for TimeDataFrame objects

fix-tolerance-parameters
Sébastien Villemot 2022-04-01 17:34:18 +02:00
parent 71edfd05e4
commit bfdcc546ec
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
3 changed files with 71 additions and 14 deletions
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3
src/DynamicModel.cc
View File

@ -4595,7 +4595,8 @@ void
DynamicModel::writeSetAuxiliaryVariables(const string &basename, bool julia) const
{
ostringstream output_func_body;
writeAuxVarRecursiveDefinitions(output_func_body, ExprNodeOutputType::matlabDseries);
writeAuxVarRecursiveDefinitions(output_func_body, julia ? ExprNodeOutputType::juliaTimeDataFrame
: ExprNodeOutputType::matlabDseries);
if (output_func_body.str().empty())
return;

78
src/ExprNode.cc
View File

@ -948,6 +948,19 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
return;
}
auto juliaTimeDataFrameHelper = [&]()
{
if (lag != 0)
output << "lag(";
output << "ds." << datatree.symbol_table.getName(symb_id);
if (lag != 0)
{
if (lag != -1)
output << "," << -lag;
output << ")";
}
};
int i;
switch (type)
{
@ -1012,6 +1025,9 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
if (lag != 0)
output << LEFT_ARRAY_SUBSCRIPT(output_type) << lag << RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case ExprNodeOutputType::juliaTimeDataFrame:
juliaTimeDataFrameHelper();
break;
case ExprNodeOutputType::epilogueFile:
output << "ds." << datatree.symbol_table.getName(symb_id);
output << LEFT_ARRAY_SUBSCRIPT(output_type) << "t";
@ -1073,6 +1089,9 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
if (lag != 0)
output << LEFT_ARRAY_SUBSCRIPT(output_type) << lag << RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case ExprNodeOutputType::juliaTimeDataFrame:
juliaTimeDataFrameHelper();
break;
case ExprNodeOutputType::epilogueFile:
output << "ds." << datatree.symbol_table.getName(symb_id);
output << LEFT_ARRAY_SUBSCRIPT(output_type) << "t";
@ -1131,6 +1150,9 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
if (lag != 0)
output << LEFT_ARRAY_SUBSCRIPT(output_type) << lag << RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case ExprNodeOutputType::juliaTimeDataFrame:
juliaTimeDataFrameHelper();
break;
case ExprNodeOutputType::epilogueFile:
output << "ds." << datatree.symbol_table.getName(symb_id);
output << LEFT_ARRAY_SUBSCRIPT(output_type) << "t";
@ -1152,7 +1174,8 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << lag;
output << RIGHT_ARRAY_SUBSCRIPT(output_type);
}
else if (output_type == ExprNodeOutputType::matlabDseries)
else if (output_type == ExprNodeOutputType::matlabDseries
|| output_type == ExprNodeOutputType::juliaTimeDataFrame)
// Only writing dseries for epilogue_static, hence no need to check lag
output << "ds." << datatree.symbol_table.getName(symb_id);
else
@ -2842,6 +2865,10 @@ UnaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
break;
}
if (output_type == ExprNodeOutputType::juliaTimeDataFrame
&& op_code != UnaryOpcode::uminus)
output << "."; // Use vectorized form of the function
bool close_parenthesis = false;
/* Enclose argument with parentheses if:
@ -4569,60 +4596,81 @@ BinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
case BinaryOpcode::times:
if (isLatexOutput(output_type))
output << R"(\, )";
else if (output_type == ExprNodeOutputType::occbinDifferenceFile)
output << ".*"; // This file operates on vectors, see dynare#1826
else if (output_type == ExprNodeOutputType::occbinDifferenceFile // This file operates on vectors, see dynare#1826
|| output_type == ExprNodeOutputType::juliaTimeDataFrame)
output << ".*";
else
output << "*";
break;
case BinaryOpcode::divide:
if (!isLatexOutput(output_type))
{
if (output_type == ExprNodeOutputType::occbinDifferenceFile)
if (output_type == ExprNodeOutputType::occbinDifferenceFile // This file operates on vectors, see dynare#1826
|| output_type == ExprNodeOutputType::juliaTimeDataFrame)
output << "./"; // This file operates on vectors, see dynare#1826
else
output << "/";
}
break;
case BinaryOpcode::power:
if (output_type == ExprNodeOutputType::occbinDifferenceFile)
if (output_type == ExprNodeOutputType::occbinDifferenceFile // This file operates on vectors, see dynare#1826
|| output_type == ExprNodeOutputType::juliaTimeDataFrame)
output << ".^"; // This file operates on vectors, see dynare#1826
else
output << "^";
break;
case BinaryOpcode::less:
output << "<";
if (output_type == ExprNodeOutputType::juliaTimeDataFrame)
output << ".<";
else
output << "<";
break;
case BinaryOpcode::greater:
output << ">";
if (output_type == ExprNodeOutputType::juliaTimeDataFrame)
output << ".>";
else
output << ">";
break;
case BinaryOpcode::lessEqual:
if (isLatexOutput(output_type))
output << R"(\leq )";
else if (output_type == ExprNodeOutputType::juliaTimeDataFrame)
output << ".<=";
else
output << "<=";
break;
case BinaryOpcode::greaterEqual:
if (isLatexOutput(output_type))
output << R"(\geq )";
else if (output_type == ExprNodeOutputType::juliaTimeDataFrame)
output << ".>=";
else
output << ">=";
break;
case BinaryOpcode::equalEqual:
output << "==";
if (output_type == ExprNodeOutputType::juliaTimeDataFrame)
output << ".==";
else
output << "==";
break;
case BinaryOpcode::different:
if (isMatlabOutput(output_type))
output << "~=";
else
{
if (isCOutput(output_type) || isJuliaOutput(output_type))
if (output_type == ExprNodeOutputType::juliaTimeDataFrame)
output << ".!=";
else if (isCOutput(output_type) || isJuliaOutput(output_type))
output << "!=";
else
output << R"(\neq )";
}
break;
case BinaryOpcode::equal:
output << "=";
if (output_type == ExprNodeOutputType::juliaTimeDataFrame)
output << ".=";
else
output << "=";
break;
default:
;
@ -6029,7 +6077,10 @@ TrinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
else if (isJuliaOutput(output_type))
{
// Julia API is normcdf(mu, sigma, x) !
output << "normcdf(";
output << "normcdf";
if (output_type == ExprNodeOutputType::juliaTimeDataFrame)
output << ".";
output << "(";
arg2->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ",";
arg3->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
@ -6075,7 +6126,10 @@ TrinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
}
else
{
output << "normpdf(";
output << "normpdf";
if (output_type == ExprNodeOutputType::juliaTimeDataFrame)
output << ".";
output << "(";
arg1->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ",";
arg2->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);

4
src/ExprNode.hh
View File

@ -97,6 +97,7 @@ enum class ExprNodeOutputType
steadyStateFile, //!< Matlab code, in the generated steady state file
juliaSteadyStateFile, //!< Julia code, in the generated steady state file
matlabDseries, //!< Matlab code for dseries
juliaTimeDataFrame, //!< Julia code for TimeDataFrame objects
epilogueFile, //!< Matlab code, in the generated epilogue file
occbinDifferenceFile //!< MATLAB, in the generated occbin_difference file
};
@ -120,7 +121,8 @@ isJuliaOutput(ExprNodeOutputType output_type)
return output_type == ExprNodeOutputType::juliaStaticModel
|| output_type == ExprNodeOutputType::juliaDynamicModel
|| output_type == ExprNodeOutputType::juliaDynamicSteadyStateOperator
|| output_type == ExprNodeOutputType::juliaSteadyStateFile;
|| output_type == ExprNodeOutputType::juliaSteadyStateFile
|| output_type == ExprNodeOutputType::juliaTimeDataFrame;
}
inline bool