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Merge branch 'master' into use-dynSeries 

Conflicts:
	matlab/dynare_estimation_1.m
issue#70
Stéphane Adjemian (Charybdis) 2013-06-01 19:56:44 +02:00
parent 55a0961e44 e84ad24f6e
commit ff36525486
12 changed files with 170 additions and 55 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

30
ConfigFile.cc
View File

@ -516,16 +516,32 @@ ConfigFile::checkPass(WarningConsolidation &warnings) const
cerr << "ERROR (node " << it->first << "): the UserName option must be passed for every remote node." << endl;
exit(EXIT_FAILURE);
}
#if defined(_WIN32) || defined(__CYGWIN32__)
if (it->second->userName.empty() || it->second->password.empty())
if (it->second->operatingSystem.compare("windows") == 0)
{
cerr << "ERROR (node " << it->first << "): the Password option must be passed under Windows for every remote node." << endl;
exit(EXIT_FAILURE);
if (it->second->password.empty())
{
cerr << "ERROR (node " << it->first << "): the Password option must be passed under Windows for every remote node." << endl;
exit(EXIT_FAILURE);
}
if (it->second->remoteDrive.empty())
{
cerr << "ERROR (node " << it->first << "): the RemoteDrive option must be passed under Windows for every remote node." << endl;
exit(EXIT_FAILURE);
}
}
if (it->second->remoteDrive.empty())
#if defined(_WIN32) || defined(__CYGWIN32__)
if (it->second->operatingSystem.empty())
{
cerr << "ERROR (node " << it->first << "): the RemoteDrive option must be passed under Windows for every remote node." << endl;
exit(EXIT_FAILURE);
if (it->second->password.empty())
{
cerr << "ERROR (node " << it->first << "): the Password option must be passed under Windows for every remote node." << endl;
exit(EXIT_FAILURE);
}
if (it->second->remoteDrive.empty())
{
cerr << "ERROR (node " << it->first << "): the RemoteDrive option must be passed under Windows for every remote node." << endl;
exit(EXIT_FAILURE);
}
}
#endif
if (it->second->remoteDirectory.empty())

18
DynamicModel.cc
View File

@ -3924,29 +3924,29 @@ DynamicModel::writeLatexFile(const string &basename) const
void
DynamicModel::substituteEndoLeadGreaterThanTwo(bool deterministic_model)
{
substituteLeadLagInternal(avEndoLead, deterministic_model);
substituteLeadLagInternal(avEndoLead, deterministic_model, vector<string>());
}
void
DynamicModel::substituteEndoLagGreaterThanTwo(bool deterministic_model)
{
substituteLeadLagInternal(avEndoLag, deterministic_model);
substituteLeadLagInternal(avEndoLag, deterministic_model, vector<string>());
}
void
DynamicModel::substituteExoLead(bool deterministic_model)
{
substituteLeadLagInternal(avExoLead, deterministic_model);
substituteLeadLagInternal(avExoLead, deterministic_model, vector<string>());
}
void
DynamicModel::substituteExoLag(bool deterministic_model)
{
substituteLeadLagInternal(avExoLag, deterministic_model);
substituteLeadLagInternal(avExoLag, deterministic_model, vector<string>());
}
void
DynamicModel::substituteLeadLagInternal(aux_var_t type, bool deterministic_model)
DynamicModel::substituteLeadLagInternal(aux_var_t type, bool deterministic_model, const vector<string> &subset)
{
ExprNode::subst_table_t subst_table;
vector<BinaryOpNode *> neweqs;
@ -3976,7 +3976,7 @@ DynamicModel::substituteLeadLagInternal(aux_var_t type, bool deterministic_model
subst = value->substituteExoLag(subst_table, neweqs);
break;
case avDiffForward:
subst = value->differentiateForwardVars(subst_table, neweqs);
subst = value->differentiateForwardVars(subset, subst_table, neweqs);
break;
default:
cerr << "DynamicModel::substituteLeadLagInternal: impossible case" << endl;
@ -4004,7 +4004,7 @@ DynamicModel::substituteLeadLagInternal(aux_var_t type, bool deterministic_model
subst = equations[i]->substituteExoLag(subst_table, neweqs);
break;
case avDiffForward:
subst = equations[i]->differentiateForwardVars(subst_table, neweqs);
subst = equations[i]->differentiateForwardVars(subset, subst_table, neweqs);
break;
default:
cerr << "DynamicModel::substituteLeadLagInternal: impossible case" << endl;
@ -4134,9 +4134,9 @@ DynamicModel::removeTrendVariableFromEquations()
}
void
DynamicModel::differentiateForwardVars()
DynamicModel::differentiateForwardVars(const vector<string> &subset)
{
substituteLeadLagInternal(avDiffForward, true);
substituteLeadLagInternal(avDiffForward, true, subset);
}
void

11
DynamicModel.hh
View File

@ -139,8 +139,11 @@ private:
void collectBlockVariables();
//! Factorized code for substitutions of leads/lags
/*! \param[in] type determines which type of variables is concerned */
void substituteLeadLagInternal(aux_var_t type, bool deterministic_model);
/*! \param[in] type determines which type of variables is concerned
\param[in] deterministic_model whether we are in a deterministic model (only for exogenous leads/lags)
\param[in] subset variables to which to apply the transformation (only for diff of forward vars)
*/
void substituteLeadLagInternal(aux_var_t type, bool deterministic_model, const vector<string> &subset);
private:
//! Indicate if the temporary terms are computed for the overall model (true) or not (false). Default value true
@ -281,7 +284,9 @@ public:
void removeTrendVariableFromEquations();
//! Transforms the model by creating aux vars for the diff of forward vars
void differentiateForwardVars();
/*! If subset is empty, does the transformation for all fwrd vars; otherwise
restrict it to the vars in subset */
void differentiateForwardVars(const vector<string> &subset);
//! Fills eval context with values of model local variables and auxiliary variables
void fillEvalContext(eval_context_t &eval_context) const;

22
DynareBison.yy
View File

@ -112,13 +112,13 @@ class ParsingDriver;
%token LABELS LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_IDENT_FILES LOAD_MH_FILE LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LYAPUNOV
%token LYAPUNOV_FIXED_POINT_TOL LYAPUNOV_DOUBLING_TOL LYAPUNOV_SQUARE_ROOT_SOLVER_TOL LOG_DEFLATOR LOG_TREND_VAR LOG_GROWTH_FACTOR MARKOWITZ MARGINAL_DENSITY MAX MAXIT
%token MFS MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER MIN MINIMAL_SOLVING_PERIODS SOLVE_MAXIT
%token MODE_CHECK MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS ABS SIGN
%token MODE_CHECK MODE_CHECK_NEIGHBOURHOOD_SIZE MODE_CHECK_SYMMETRIC_PLOTS MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS ABS SIGN
%token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO DIFFUSE_FILTER SUB_DRAWS
%token <string_val> NAME
%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS
%token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED
%token PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERFECT_FORESIGHT PERIODS PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
%token PARALLEL_LOCAL_FILES PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERFECT_FORESIGHT PERIODS PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN PRUNING
%token <string_val> QUOTED_STRING
%token QZ_CRITERIUM FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE
@ -128,7 +128,7 @@ class ParsingDriver;
%token STDERR STEADY STOCH_SIMUL SURPRISE SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME
%token TEX RAMSEY_POLICY PLANNER_DISCOUNT DISCRETIONARY_POLICY DISCRETIONARY_TOL
%token <string_val> TEX_NAME
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED
%token VALUES VAR VAREXO VAREXO_DET VAROBS PREDETERMINED_VARIABLES
%token WRITE_LATEX_DYNAMIC_MODEL WRITE_LATEX_STATIC_MODEL
%token XLS_SHEET XLS_RANGE
@ -568,8 +568,10 @@ model_options : BLOCK { driver.block(); }
| BYTECODE { driver.byte_code(); }
| USE_DLL { driver.use_dll(); }
| NO_STATIC { driver.no_static();}
| DIFFERENTIATE_FORWARD_VARS { driver.differentiate_forward_vars(); }
| DIFFERENTIATE_FORWARD_VARS { driver.differentiate_forward_vars_all(); }
| DIFFERENTIATE_FORWARD_VARS EQUAL '(' symbol_list ')' { driver.differentiate_forward_vars_some(); }
| o_linear
| PARALLEL_LOCAL_FILES EQUAL '(' parallel_local_filename_list ')'
;
model_options_list : model_options_list COMMA model_options
@ -1512,6 +1514,8 @@ estimation_options : o_datafile
| o_mode_file
| o_mode_compute
| o_mode_check
| o_mode_check_neighbourhood_size
| o_mode_check_symmetric_plots
| o_prior_trunc
| o_mh_mode
| o_mh_nblocks
@ -1560,6 +1564,7 @@ estimation_options : o_datafile
| o_analytic_derivation
| o_ar
| o_endogenous_prior
| o_use_univariate_filters_if_singularity_is_detected
;
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
@ -1674,6 +1679,12 @@ filename : symbol
| QUOTED_STRING
;
parallel_local_filename_list : filename
{ driver.add_parallel_local_file($1); }
| parallel_local_filename_list COMMA filename
{ driver.add_parallel_local_file($3); }
;
mc_filename_list : filename
{ driver.add_mc_filename($1); }
| filename '(' non_negative_number ')'
@ -2335,6 +2346,8 @@ o_mode_file : MODE_FILE EQUAL filename { driver.option_str("mode_file", $3); };
o_mode_compute : MODE_COMPUTE EQUAL INT_NUMBER { driver.option_num("mode_compute", $3); };
| MODE_COMPUTE EQUAL symbol { driver.option_str("mode_compute", $3); };
o_mode_check : MODE_CHECK { driver.option_num("mode_check", "1"); };
o_mode_check_neighbourhood_size : MODE_CHECK_NEIGHBOURHOOD_SIZE EQUAL signed_number_w_inf { driver.option_num("mode_check_neighbourhood_size", $3); };
o_mode_check_symmetric_plots : MODE_CHECK_SYMMETRIC_PLOTS EQUAL INT_NUMBER { driver.option_num("mode_check_symmetric_plots", $3); };
o_prior_trunc : PRIOR_TRUNC EQUAL non_negative_number { driver.option_num("prior_trunc", $3); };
o_mh_mode : MH_MODE EQUAL INT_NUMBER { driver.option_num("mh_mode", $3); };
o_mh_nblocks : MH_NBLOCKS EQUAL INT_NUMBER { driver.option_num("mh_nblck", $3); };
@ -2651,6 +2664,7 @@ o_data_obs_nbr : DATA_OBS_NBR EQUAL INT_NUMBER { driver.option_num("ms.forecast_
o_discretionary_tol: DISCRETIONARY_TOL EQUAL non_negative_number { driver.option_num("discretionary_tol",$3); };
o_analytic_derivation : ANALYTIC_DERIVATION { driver.option_num("analytic_derivation", "1"); }
o_endogenous_prior : ENDOGENOUS_PRIOR { driver.option_num("endogenous_prior", "1"); }
o_use_univariate_filters_if_singularity_is_detected : USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED EQUAL INT_NUMBER { driver.option_num("use_univariate_filters_if_singularity_is_detected", $3); }
range : symbol ':' symbol
{

4
DynareFlex.ll
View File

@ -239,6 +239,8 @@ string eofbuff;
<DYNARE_STATEMENT>mode_file {return token::MODE_FILE;}
<DYNARE_STATEMENT>mode_compute {return token::MODE_COMPUTE;}
<DYNARE_STATEMENT>mode_check {return token::MODE_CHECK;}
<DYNARE_STATEMENT>mode_check_neighbourhood_size {return token::MODE_CHECK_NEIGHBOURHOOD_SIZE;}
<DYNARE_STATEMENT>mode_check_symmetric_plots {return token::MODE_CHECK_SYMMETRIC_PLOTS;}
<DYNARE_STATEMENT>prior_trunc {return token::PRIOR_TRUNC;}
<DYNARE_STATEMENT>mh_mode {return token::MH_MODE;}
<DYNARE_STATEMENT>mh_nblocks {return token::MH_NBLOCKS;}
@ -307,6 +309,7 @@ string eofbuff;
<DYNARE_STATEMENT>square_root_solver {return token::SQUARE_ROOT_SOLVER;}
<DYNARE_STATEMENT>cycle_reduction {return token::CYCLE_REDUCTION;}
<DYNARE_STATEMENT>logarithmic_reduction {return token::LOGARITHMIC_REDUCTION;}
<DYNARE_STATEMENT>use_univariate_filters_if_singularity_is_detected {return token::USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED;}
<DYNARE_STATEMENT>default {return token::DEFAULT;}
<DYNARE_STATEMENT>alpha {
yylval->string_val = new string(yytext);
@ -567,6 +570,7 @@ string eofbuff;
<DYNARE_BLOCK>all_values_required {return token::ALL_VALUES_REQUIRED;}
<DYNARE_BLOCK>no_static {return token::NO_STATIC;}
<DYNARE_BLOCK>differentiate_forward_vars {return token::DIFFERENTIATE_FORWARD_VARS;}
<DYNARE_BLOCK>parallel_local_files {return token::PARALLEL_LOCAL_FILES;}
<DYNARE_STATEMENT,DYNARE_BLOCK>linear {return token::LINEAR;}

32
ExprNode.cc
View File

@ -431,7 +431,7 @@ NumConstNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpN
}
expr_t
NumConstNode::differentiateForwardVars(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
NumConstNode::differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
return const_cast<NumConstNode *>(this);
}
@ -1225,14 +1225,16 @@ VariableNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpN
}
expr_t
VariableNode::differentiateForwardVars(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
VariableNode::differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
expr_t value;
switch (type)
{
case eEndogenous:
assert(lag <= 1);
if (lag <= 0)
if (lag <= 0
|| (subset.size() > 0
&& find(subset.begin(), subset.end(), datatree.symbol_table.getName(symb_id)) == subset.end()))
return const_cast<VariableNode *>(this);
else
{
@ -1255,7 +1257,7 @@ VariableNode::differentiateForwardVars(subst_table_t &subst_table, vector<Binary
if (value->maxEndoLead() <= 0)
return const_cast<VariableNode *>(this);
else
return value->differentiateForwardVars(subst_table, neweqs);
return value->differentiateForwardVars(subset, subst_table, neweqs);
default:
return const_cast<VariableNode *>(this);
}
@ -2339,9 +2341,9 @@ UnaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNo
}
expr_t
UnaryOpNode::differentiateForwardVars(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
UnaryOpNode::differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
expr_t argsubst = arg->differentiateForwardVars(subst_table, neweqs);
expr_t argsubst = arg->differentiateForwardVars(subset, subst_table, neweqs);
return buildSimilarUnaryOpNode(argsubst, datatree);
}
@ -3583,10 +3585,10 @@ BinaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpN
expr_t
BinaryOpNode::differentiateForwardVars(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
BinaryOpNode::differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
expr_t arg1subst = arg1->differentiateForwardVars(subst_table, neweqs);
expr_t arg2subst = arg2->differentiateForwardVars(subst_table, neweqs);
expr_t arg1subst = arg1->differentiateForwardVars(subset, subst_table, neweqs);
expr_t arg2subst = arg2->differentiateForwardVars(subset, subst_table, neweqs);
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
}
@ -4200,11 +4202,11 @@ TrinaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOp
expr_t
TrinaryOpNode::differentiateForwardVars(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
TrinaryOpNode::differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
expr_t arg1subst = arg1->differentiateForwardVars(subst_table, neweqs);
expr_t arg2subst = arg2->differentiateForwardVars(subst_table, neweqs);
expr_t arg3subst = arg3->differentiateForwardVars(subst_table, neweqs);
expr_t arg1subst = arg1->differentiateForwardVars(subset, subst_table, neweqs);
expr_t arg2subst = arg2->differentiateForwardVars(subset, subst_table, neweqs);
expr_t arg3subst = arg3->differentiateForwardVars(subset, subst_table, neweqs);
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
}
@ -4765,11 +4767,11 @@ ExternalFunctionNode::substituteExpectation(subst_table_t &subst_table, vector<B
}
expr_t
ExternalFunctionNode::differentiateForwardVars(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
ExternalFunctionNode::differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
vector<expr_t> arguments_subst;
for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
arguments_subst.push_back((*it)->differentiateForwardVars(subst_table, neweqs));
arguments_subst.push_back((*it)->differentiateForwardVars(subset, subst_table, neweqs));
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
}

16
ExprNode.hh
View File

@ -361,11 +361,13 @@ public:
//! Constructs a new expression where forward variables (supposed to be at most in t+1) have been replaced by themselves at t, plus a new aux var representing their (time) differentiate
/*!
\param[in] subset variables to which to limit the transformation; transform
all fwrd vars if empty
\param[in,out] subst_table Map used to store mapping between a given
forward variable and the aux var that contains its differentiate
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
*/
virtual expr_t differentiateForwardVars(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
//! Return true if the nodeID is a numerical constant equal to value and false otherwise
/*!
@ -452,7 +454,7 @@ public:
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual expr_t differentiateForwardVars(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual bool isNumConstNodeEqualTo(double value) const;
virtual bool containsEndogenous(void) const;
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
@ -514,7 +516,7 @@ public:
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual expr_t differentiateForwardVars(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual bool isNumConstNodeEqualTo(double value) const;
virtual bool containsEndogenous(void) const;
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
@ -591,7 +593,7 @@ public:
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual expr_t differentiateForwardVars(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual bool isNumConstNodeEqualTo(double value) const;
virtual bool containsEndogenous(void) const;
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
@ -681,7 +683,7 @@ public:
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual expr_t differentiateForwardVars(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual bool isNumConstNodeEqualTo(double value) const;
virtual bool containsEndogenous(void) const;
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
@ -751,7 +753,7 @@ public:
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual expr_t differentiateForwardVars(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual bool isNumConstNodeEqualTo(double value) const;
virtual bool containsEndogenous(void) const;
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
@ -825,7 +827,7 @@ public:
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual expr_t differentiateForwardVars(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual bool isNumConstNodeEqualTo(double value) const;
virtual bool containsEndogenous(void) const;
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;

30
ModFile.cc
View File

@ -250,6 +250,19 @@ ModFile::checkPass()
cerr << "ERROR: marking equations as [static] or [dynamic] is not possible with ramsey_policy or discretionary_policy" << endl;
exit(EXIT_FAILURE);
}
if (stochastic_statement_present &&
(dynamic_model.isUnaryOpUsed(oSign)
|| dynamic_model.isUnaryOpUsed(oAbs)
|| dynamic_model.isBinaryOpUsed(oMax)
|| dynamic_model.isBinaryOpUsed(oMin)
|| dynamic_model.isBinaryOpUsed(oGreater)
|| dynamic_model.isBinaryOpUsed(oLess)
|| dynamic_model.isBinaryOpUsed(oGreaterEqual)
|| dynamic_model.isBinaryOpUsed(oLessEqual)
|| dynamic_model.isBinaryOpUsed(oEqualEqual)
|| dynamic_model.isBinaryOpUsed(oDifferent)))
warnings << "WARNING: you are using a function (max, min, abs, sign) or an operator (<, >, <=, >=, ==, !=) which is unsuitable for a stochastic context; see the reference manual, section about \"Expressions\", for more details." << endl;
}
void
@ -309,7 +322,7 @@ ModFile::transformPass()
}
if (differentiate_forward_vars)
dynamic_model.differentiateForwardVars();
dynamic_model.differentiateForwardVars(differentiate_forward_vars_subset);
if (mod_file_struct.dsge_var_estimated || !mod_file_struct.dsge_var_calibrated.empty())
try
@ -518,6 +531,21 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool no_log, b
<< "options_.bytecode=" << byte_code << ";" << endl
<< "options_.use_dll=" << use_dll << ";" << endl;
if (parallel_local_files.size() > 0)
{
mOutputFile << "options_.parallel_info.local_files = {" << endl;
for (size_t i = 0; i < parallel_local_files.size(); i++)
{
size_t j = parallel_local_files[i].find_last_of("/\\");
if (j == string::npos)
mOutputFile << "'', '" << parallel_local_files[i] << "';" << endl;
else
mOutputFile << "'" << parallel_local_files[i].substr(0, j+1) << "', '"
<< parallel_local_files[i].substr(j+1, string::npos) << "';" << endl;
}
mOutputFile << "};" << endl;
}
config_file.writeCluster(mOutputFile);
if (byte_code)

10
ModFile.hh
View File

@ -78,6 +78,12 @@ public:
//! Is the 'differentiate_forward_vars' option used?
bool differentiate_forward_vars;
/*! If the 'differentiate_forward_vars' option is used, contains the set of
endogenous with respect to which to do the transformation;
if empty, means that the transformation must be applied to all endos
with a lead */
vector<string> differentiate_forward_vars_subset;
//! Are nonstationary variables present ?
bool nonstationary_variables;
@ -88,6 +94,10 @@ public:
//! Stores the original number of equations in the model_block
int ramsey_policy_orig_eqn_nbr;
//! Stores the list of extra files to be transefered during a parallel run
/*! (i.e. option parallel_local_files of model block) */
vector<string> parallel_local_files;
private:
//! List of statements
vector<Statement *> statements;

6
NumericalInitialization.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2013 Dynare Team
* Copyright (C) 2003-2012 Dynare Team
*
* This file is part of Dynare.
*
@ -245,9 +245,7 @@ EndValStatement::writeOutput(ostream &output, const string &basename) const
<< "%" << endl;
// Writing endval block to set terminal values for variables
output << "ys0_= oo_.steady_state;" << endl
<< "ex0_ = oo_.exo_steady_state;" << endl
<< "oo_.steady_state = zeros(size(ys0_));" << endl
<< "oo_.exo_steady_state = zeros(size(ex0_));" << endl;
<< "ex0_ = oo_.exo_steady_state;" << endl;
writeInitValues(output);
}

36
ParsingDriver.cc
View File

@ -105,7 +105,16 @@ ParsingDriver::parse(istream &in, bool debug)
void
ParsingDriver::error(const Dynare::parser::location_type &l, const string &m)
{
cerr << "ERROR: " << l << ": " << m << endl;
cerr << "ERROR: " << *l.begin.filename << ": line " << l.begin.line;
if (l.begin.line == l.end.line)
if (l.begin.column == l.end.column - 1)
cerr << ", col " << l.begin.column;
else
cerr << ", cols " << l.begin.column << "-" << l.end.column - 1;
else
cerr << ", col " << l.begin.column << " -"
<< " line " << l.end.line << ", col " << l.end.column - 1;
cerr << ": " << m << endl;
exit(EXIT_FAILURE);
}
@ -494,11 +503,26 @@ ParsingDriver::byte_code()
}
void
ParsingDriver::differentiate_forward_vars()
ParsingDriver::differentiate_forward_vars_all()
{
mod_file->differentiate_forward_vars = true;
}
void
ParsingDriver::differentiate_forward_vars_some()
{
mod_file->differentiate_forward_vars = true;
mod_file->differentiate_forward_vars_subset = symbol_list.get_symbols();
for (vector<string>::const_iterator it = mod_file->differentiate_forward_vars_subset.begin();
it != mod_file->differentiate_forward_vars_subset.end(); ++it)
{
check_symbol_existence(*it);
if (mod_file->symbol_table.getType(*it) != eEndogenous)
error("Symbol " + *it + " is not an endogenous");
}
symbol_list.clear();
}
void
ParsingDriver::cutoff(string *value)
{
@ -2526,3 +2550,11 @@ ParsingDriver::model_diagnostics()
{
mod_file->addStatement(new ModelDiagnosticsStatement());
}
void
ParsingDriver::add_parallel_local_file(string *filename)
{
mod_file->parallel_local_files.push_back(*filename);
delete filename;
}

10
ParsingDriver.hh
View File

@ -117,7 +117,7 @@ private:
OptionsList options_list;
//! Temporary storage for trend elements
ObservationTrendsStatement::trend_elements_t trend_elements;
//! Temporary storage for filename list of ModelComparison
//! Temporary storage for filename list of ModelComparison (contains weights)
ModelComparisonStatement::filename_list_t filename_list;
//! Temporary storage for list of EstimationParams (from estimated_params* statements)
vector<EstimationParams> estim_params_list;
@ -245,8 +245,10 @@ public:
void byte_code();
//! the static model is not computed
void no_static();
//! the differentiate_forward_vars option is enabled
void differentiate_forward_vars();
//! the differentiate_forward_vars option is enabled (for all vars)
void differentiate_forward_vars_all();
//! the differentiate_forward_vars option is enabled (for a subset of vars)
void differentiate_forward_vars_some();
//! cutoff option of model block
void cutoff(string *value);
//! mfs option of model block
@ -646,6 +648,8 @@ public:
void process_graph_format_option();
//! Model diagnostics
void model_diagnostics();
//! Processing the parallel_local_files option
void add_parallel_local_file(string *filename);
};
#endif // ! PARSING_DRIVER_HH