Automatically detected using clang-tidy with bugprone-reserved-identifier
check.
By the way, homogeneize the define identifiers in relation to camel case
convention.
The implementation no longer relies on ramsey_policy.m at the MATLAB/Octave
level.
By the way, drop ModFileStructure::ramsey_model_present, which is now
redundant.
– M_.ramsey_orig_endo_nbr is the number of endogenous variables in the model
present just before adding the Lagrange multipliers and computing the Ramsey
FOC; it is by construction equal to the number of equations that will be added
by the process of computing the FOCs
– M_.ramsey_orig_eq_nbr is the number of equations in the model present just
before adding the Lagrange multipliers and computing the Ramsey FOC; it is by
construction equal to the number of Lagrange multipliers that will be added by
the process of computing the FOCs
Note that both may be greater than the number of endogenous/equations written
by the user, because some auxiliary variables may have already been added.
Also note that the number of policy instruments in M_.ramsey_orig_endo_nbr −
M_.ramsey_orig_eq_nbr
As a consequence, drop M_.ramsey_eq_nbr (which was actually equal to
M_.ramsey_orig_endo_nbr) and M_.orig_eq_nbr (which was actually equal to
M_.ramsey_orig_eq_nbr, but would also be set in the non-Ramsey case). The new
names are clearer.
The computing of the Ramsey steady state relies on the fact that Lagrange
multipliers appear linearly in the system to be solved. Instead of directly
solving for the Lagrange multipliers along with the other variables,
dyn_ramsey_static.m reduces the size of the problem by always computing the
value of the multipliers that minimizes the residuals, given the other
variables (using a minimum norm solution, easy to compute because of the
linearity property). That function thus needs the derivatives of the optimality
FOCs with respect to the multipliers. The problem is that, when multipliers
appear in an auxiliary variable related to a lead/lag, then those derivatives
need to be retrieved by a chain rule derivation, which cannot be easily done
with the regular static file.
This commit implements the creation of a new file,
ramsey_multipliers_static_g1.{m,mex}, that provides exactly the needed
derivatives w.r.t. Lagrange multipliers through chain rule derivation.
Ref. dynare#633, dynare#1119, dynare#1133
In particular, use a std::variant to store the values of options. This ensures
that a given option name can have only one value (previously, for a given
option name, it was possible to store several values as long as they were of
different types).
The vectors were previously stored as strings internally, which would not
necessarily contain the commas which are required in JSON (but not in
MATLAB/Octave). The fix consists in internally storing those options as
std::vector.
Closes: #96
We follow the advice given by Josuttis in his book about move semantics.
Deleting those member fuctions can be a bug if we want to allow copy semantics,
because overload resolution will no longer fallback to the copy
constructor/assignment operator when given an rvalue.
In particular, this explain why it was not possible to delete the move
assignment operator of the StaticModel class.
The existing check would incorrectly fail if ramsey_constraints appeared before
ramsey_{model,policy}.
Also, the check would not terminate the processing in case of error.
Closes: #91
Consequently drop “occbin” option to “model”.
Incidentally, allow more values in equation tag names (previously some keywords
such as “alpha” were disallowed).
Ref. #68
Note that this option does not modify the global options_.order, for
consistency with the semantics of the identification command.
The preprocessor will compute dynamic derivatives up to at least order+1.
Closes#10
The idea is to make use of the dynamic_set_auxiliary_dseries.m file to generate
the initial conditions for all auxiliary variables, including the diffs.
Also remove the check done by the preprocessor for the lags in histval, since
it does not work correctly with the diff operator.
Sébastien Villemot
Johannes Pfeifer
Willi Mutschler
Houtan Bastani