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Macroprocessor slides: various improvements

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Sébastien Villemot 2021-06-18 16:53:02 +02:00
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doc/macroprocessor/macroprocessor.tex
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@ -15,7 +15,7 @@
\institute[CEPREMAP]{\includegraphics[scale=0.15]{../logos/cepremap.jpg}}
\date{28 June 2019}
\date{21 June 2021}
\setbeamertemplate{title page}
@ -66,7 +66,7 @@
\ccbysa
\column{0.71\textwidth}
\tiny
Copyright © 2008--2019 Dynare Team \\
Copyright © 2008--2021 Dynare Team \\
Licence: \href{http://creativecommons.org/licenses/by-sa/4.0/}{Creative
Commons Attribution-ShareAlike 4.0}
\end{columns}
@ -106,7 +106,7 @@
\begin{frame}
\frametitle{Design of the macro language}
\begin{itemize}
\item The Dynare macro language provides a new set of \textbf{macro commands} that can be used in \texttt{.mod} files
\item The Dynare macro language provides a set of \textbf{macro commands} that can be used in \texttt{.mod} files
\item The macro processor transforms a \texttt{.mod} file with macro commands into a \texttt{.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}
@ -122,40 +122,38 @@
\begin{frame}[fragile=singleslide]
\frametitle{Macro Directives}
\begin{itemize}
\item Directives begin with:\verb+@#+
\item Directives begin with: \verb+@#+
\item A directive gives instructions to the macro processor
\item Main directives are:
\begin{itemize}
\item file inclusion: \verb+@#include+
\item definition of a macro processor variable: \verb+@#define+
\item conditional statements: \verb+@#if/@#ifdef/@#ifndef/@#else/@#endif+
\item definition of a macro processor variable or function: \verb+@#define+
\item conditional statements: \verb+@#if/@#ifdef/@#ifndef/@#else/@#elseif/@#endif+
\item loop statements: \verb+@#for/@#endfor+
\end{itemize}
\item Most directives fit on one line. If needed however, two backslashes (i.e. \verb+\\+) at the end of a line indicate that the directive is continued on the next line.
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Variables}
\frametitle{Values}
\begin{itemize}
\item The macro processor has its own list of variables which are different than model variables and MATLAB/Octave variables
\item There are 6 types of macro-variables:
\item The macro processor can handle values of 5 different types:
\begin{itemize}
\item boolean
\item real
\item string
\item tuple
\item array
\item function
\end{itemize}
\item Variables/literals of the types listed above can be cast to other types
\item Values of the types listed above can be cast to other types
\begin{itemize}
\item \texttt{(bool) -1 \&\& (bool) 2} $\rightarrow$ \texttt{true}
\item \texttt{(real) ``3.1''} $\rightarrow$ \texttt{3.1}
\item \texttt{(real) "3.1"} $\rightarrow$ \texttt{3.1}
\item \texttt{(string) 3.1} $\rightarrow$ \texttt{"3.1"}
\item \texttt{(array) 4} $\rightarrow$ \texttt{[4]}
\item \texttt{(real) [5]} $\rightarrow$ \texttt{5}
\item \texttt{(real) [6, 7]} $\rightarrow$ \texttt{error}
\item \texttt{(bool) -1 \&\& (bool) 2} $\rightarrow$ \texttt{true}
\end{itemize}
\end{itemize}
\end{frame}
@ -163,8 +161,8 @@
\begin{frame}[fragile=singleslide]
\frametitle{Macro-expressions (1/8)}
\begin{itemize}
\item Macro-expressions are constructed using literals of the 6 basic types
described above, macro-variables, comprehensions, and standard operators.
\item Macro-expressions are constructed using literals of the 5 basic types
described above, macro-variables, standard operators, function calls and comprehensions.
\item Macro-expressions can be used in two places:
\begin{itemize}
\item inside macro directives; no special markup is required
@ -176,11 +174,11 @@
\begin{frame}[fragile=singleslide]
\frametitle{Macro-expressions (2/8): Boolean}
It is possible to construct macro-expressions using standard operators.
Boolean literals are \texttt{true} and \texttt{false}.
\begin{block}{Operators on booleans}
\begin{itemize}
\item comparison operators: \texttt{== !=}
\item logical operators: \verb+&& || !+
\item logical operators: \texttt{\&\& || !}
\end{itemize}
\end{block}
\end{frame}
@ -192,24 +190,26 @@
\item arithmetic operators: \texttt{+ - * / \^{}}
\item comparison operators: \texttt{< > <= >= == !=}
\item logical operators: \verb+&& || !+
\item range with increment of \texttt{1}: \texttt{1:4} is equivalent to real array \texttt{[1, 2, 3, 4]}. NB \texttt{[1:4]} is equivalent to an array containing an array of reals \texttt{[[1, 2, 3, 4]]}
\item range with unit increment: \texttt{1:4} is equivalent to
real array \texttt{[1, 2, 3, 4]}. (NB: \texttt{[1:4]} is equivalent to an
array containing an array of reals, i.e. \texttt{[[1, 2, 3, 4]]})
\item range with user-defined increment: \texttt{4:-1.1:-1} is equivalent to real array \texttt{[4, 2.9, 1.8, 0.7, -0.4]}.
\end{itemize}
\end{block}
\begin{block}{Functions for reals}
\begin{itemize}
\item \texttt{min, max, exp, ln (or log), log10}
\item \texttt{sin, cos, tan, asin, acos, atan}
\item \texttt{sqrt, cbrt, sign, floor, ceil, trunc, mod}
\item \texttt{erf, erfc, normpdf, normcdf, gamma, lgamma, round}
\item \texttt{min}, \texttt{max}, \texttt{exp}, \texttt{ln} (or \texttt{log}), \texttt{log10}
\item \texttt{sin}, \texttt{cos}, \texttt{tan}, \texttt{asin}, \texttt{acos}, \texttt{atan}
\item \texttt{sqrt}, \texttt{cbrt}, \texttt{sign}, \texttt{floor}, \texttt{ceil}, \texttt{trunc}, \texttt{mod}
\item \texttt{erf}, \texttt{erfc}, \texttt{normpdf}, \texttt{normcdf}, \texttt{gamma}, \texttt{lgamma}, \texttt{round}
\end{itemize}
\end{block}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Macro-expressions (4/8): String}
String literals have to be declared between \textit{double} quotes, e.g. \texttt{``string''}
String literals have to be declared between \textit{double} quotes, e.g. \texttt{"string"}
\begin{block}{Operators on character strings}
\begin{itemize}
\item comparison operators: \texttt{< > <= >= == !=}
@ -228,43 +228,60 @@
\begin{block}{Operators on tuples}
\begin{itemize}
\item comparison operators: \texttt{== !=}
\item functions: \texttt{length, isempty}
\item functions: \texttt{length}, \texttt{isempty}
\item testing membership in tuple: \texttt{in} operator \\ (example:
\texttt{"b" in ("a", "b", "c")} returns \texttt{1})
\texttt{"b" in ("a", "b", "c")} returns \texttt{true})
\end{itemize}
\end{block}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Macro-expressions (6/8): Array}
\frametitle{Macro-expressions (6/8): Array (1/2)}
Arrays are enclosed by brackets, and their elements are separated by commas
(like \texttt{[1,[2,3],4]} or \texttt{[``US'', ``EA'']}).
(like \texttt{[1,[2,3],4]} or \texttt{["US", "EA"]}).
\begin{block}{Operators on arrays}
\begin{itemize}
\item comparison operators: \texttt{== !=}
\item dereferencing: if \texttt{v} is an array, then \texttt{v[2]} is its $2^{\textrm{nd}}$ element
\item concatenation: \texttt{+}
\item functions: \texttt{sum, length, isempty}
\item difference \texttt{-}: returns the first operand from which the elements of the second operand have been removed
\item Cartesian product of two arrays: \texttt{*}
\item Cartesian product of one array \texttt{N} times: \texttt{\^{}N}
\item functions: \texttt{sum}, \texttt{length}, \texttt{isempty}
\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})
\texttt{"b" in ["a", "b", "c"]} returns \texttt{true})
\end{itemize}
\end{block}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Macro-expressions (6/8): Array (2/2)}
Arrays can be seen as representing a set of elements (assuming no element
appears twice in the array). Several set operations can thus be performed on
arrays: union, intersection, difference, cartesian product and power.
\begin{block}{Set operations on arrays}
\begin{itemize}
\item set union: \texttt{|}
\item set intersection: \texttt{\&}
\item set difference: \texttt{-}
\item Cartesian product of two arrays: \texttt{*}
\item Cartesian power of an array: \texttt{\^}
\end{itemize}
\end{block}
For example, if \texttt{A} and \texttt{B} are arrays, then the following
set operations are valid: \texttt{A|B}, \texttt{A\&B}, \texttt{A-B},
\texttt{A*B}, \texttt{A\^{}3}.
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Macro-expressions (7/8): Comprehension (1/3)}
Comprehensions are a shorthand way of creating arrays from other arrays. This is done by filtering, mapping, or filtering and mapping
Comprehensions are a shorthand way of creating arrays from other arrays. This is done by filtering, mapping, or both.
\begin{block}{Filtering}
\begin{itemize}
\item Allows one to choose those elements from an array for which a condition holds
\item Syntax: \texttt{[variable/tuple IN array WHEN condition]}
\item Syntax: \texttt{[} \textit{variable/tuple} \texttt{in} \textit{array} \texttt{when}
\textit{condition} \texttt{]}
\item Example: Choose even numbers from array
\begin{itemize}
\item Code: \texttt{@\{[ i in 1:5 when mod(i,2) == 0 ]\}}
\item Code: \texttt{[ i in 1:5 when mod(i,2) == 0 ]}
\item Result: \texttt{[2, 4]}
\end{itemize}
\end{itemize}
@ -276,15 +293,16 @@
\begin{block}{Mapping}
\begin{itemize}
\item Allows one to apply a transformation to every element of an array
\item Syntax: \texttt{[expr for variable/tuple IN array]}
\item Syntax: \texttt{[} \textit{expr} \texttt{for} \textit{variable/tuple}
\texttt{in} \textit{array} \texttt{]}
\item Example: Square elements in array
\begin{itemize}
\item Code: \texttt{@\{[ i\^{}2 for i in 1:5 ]\}}
\item Code: \texttt{[ i\^{}2 for i in 1:5 ]}
\item Result: \texttt{[1, 4, 9, 16, 25]}
\end{itemize}
\item Example: Reverse order of elements in array
\item Example: Swap pairs of an array
\begin{itemize}
\item Code: \texttt{@\{[ (j,i) for (i,j) in (1:2)\^{}2 ]\}}
\item Code: \texttt{[ (j,i) for (i,j) in (1:2)\^{}2 ]}
\item Result: \texttt{[(1, 1), (2, 1), (1, 2), (2, 2)]}
\end{itemize}
\end{itemize}
@ -296,10 +314,11 @@
\begin{block}{Mapping and Filtering}
\begin{itemize}
\item Allows one to apply a transformation to the elements selected from an array
\item Syntax: \texttt{[expr for variable/tuple IN array WHEN condition]}
\item Example: Square odd numbers from array
\item Syntax: \texttt{[} \textit{expr} \texttt{for} \textit{variable/tuple}
\texttt{in} \textit{array} \texttt{when} \textit{condition} \texttt{]}
\item Example: Square of odd numbers between 1 and 5
\begin{itemize}
\item Code: \texttt{@\{[ i\^{}2 for i in 1:5 when mod(i,2) == 1 ]\}}
\item Code: \texttt{[ i\^{}2 for i in 1:5 when mod(i,2) == 1 ]}
\item Result: \texttt{[1, 9, 25]}
\end{itemize}
\end{itemize}
@ -313,12 +332,27 @@
\item Dynamic binding: is evaluated when invoked, not when defined
\item Can be included in expressions; valid operators depend on return type
\end{itemize}
\begin{block}{Declaration syntax}
\verb+@#define +\textit{function\_signature}\verb+ = +\textit{expression}
\end{block}
\begin{block}{Example}
If we declare the following function:
\begin{verbatim}
@#define distance(x, y) = sqrt(x^2 + y^2)
\end{verbatim}
Then \texttt{distance(3, 4)} will be equivalent to \texttt{5}.
\end{block}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Define directive}
\frametitle{Defining macro-variables}
The value of a macro-variable can be defined with the \verb+@#define+ directive.
The value of a macro-variable can be defined with the \verb+@#define+
directive.
The macro processor has its own list of variables which are different from model variables and MATLAB/Octave variables
\begin{block}{Syntax}
\verb+@#define +\textit{variable\_name}\verb+ = +\textit{expression}
@ -331,8 +365,7 @@
@#define v = [ 1, 2, 4 ] // Real array
@#define w = [ "US", "EA" ] // String array
@#define z = 3 + v[2] // Equals 5
@#define t = ("US" in w) // Equals 1 (true)
@#define f(x) = " " + x + y // Function f with argument x
@#define t = ("US" in w) // Equals true
\end{verbatim}
\end{block}
NB: You can define macro variables on the dynare command line by using the \texttt{-D} option
@ -399,18 +432,18 @@ end;
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Loop directive (1/2)}
\begin{block}{Syntax 1}
\frametitle{Loop directive (1/4)}
\begin{block}{Syntax 1: Simple iteration over one variable}
\verb+@#for +\textit{variable\_name}\verb+ in +\textit{array\_expr} \\
\verb+ +\textit{loop\_body} \\
\verb+@#endfor+
\end{block}
\begin{block}{Syntax 2}
\begin{block}{Syntax 2: Iteration over several variables at the same time}
\verb+@#for +\textit{tuple}\verb+ in +\textit{array\_expr} \\
\verb+ +\textit{loop\_body} \\
\verb+@#endfor+
\end{block}
\begin{block}{Syntax 3}
\begin{block}{Syntax 3: Iteration with some values excluded}
\verb+@#for +\textit{tuple\_or\_variable}\verb+ in +\textit{array\_expr} \verb+ when +\textit{expr}\\
\verb+ +\textit{loop\_body} \\
\verb+@#endfor+
@ -418,7 +451,7 @@ end;
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Loop directive (2/2)}
\frametitle{Loop directive (2/4)}
\begin{block}{Example: before macro processing}
\small
\begin{verbatim}
@ -443,6 +476,44 @@ end;
\end{block}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Loop directive (3/4)}
\begin{block}{Example: loop over several variables}
\small
\begin{verbatim}
@#define A = [ "X", "Y", "Z"]
@#define B = [ 1, 2, 3]
model;
@#for (i,j) in A*B
e_@{i}_@{j} = …
@#endfor
end;
\end{verbatim}
\normalsize
This will loop over \texttt{e\_X\_1}, \texttt{e\_X\_2}, …, \texttt{e\_Z\_3} (9
variables in total)
\end{block}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Loop directive (4/4)}
\begin{block}{Example: loop over several variables with filtering}
\small
\begin{verbatim}
model;
@#for (i,j,k) in (1:10)^3 when i^2+j^2==k^2
e_@{i}_@{j}_@{k} = …
@#endfor
end;
\end{verbatim}
\normalsize
This loop will iterate over only 4 triplets: \texttt{(3,4,5)},
\texttt{(4,3,5)}, \texttt{(6,8,10)}, \texttt{(8,6,10)}.
\end{block}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Conditional directives (1/3)}
@ -539,8 +610,8 @@ There is also \verb+@#ifndef+, which is the opposite of \verb+@#ifdef+
\verb+@#error +\textit{string\_expr} \\
\verb+@#echomacrovars +\\
\verb+@#echomacrovars +\textit{list\_of\_variables}\\
\verb+@#echomacrovars (save)+\\
\verb+@#echomacrovars (save)+\textit{list\_of\_variables}\\
\verb+@#echomacrovars(save)+\\
\verb+@#echomacrovars(save) +\textit{list\_of\_variables}\\
\end{block}
\begin{block}{Examples}