5b400b69f0
Use std::filesystem::path::string() when writing paths to std::cout/std::cerr
...
Otherwise they will be quoted, which is not desirable, especially under
Windows (backslashes will be duplicated).
2022-10-11 11:31:15 +02:00
3dd40c6c42
use_dll: split generated C file into smaller files that will be compiled in parallel
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By the way, factorize the code between the dynamic and static versions.
Ref. #41
2022-10-07 18:04:18 +02:00
dd66459e5f
use_dll: parallelize compilation of multiple object files within single MEX file
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In particular, it implements dependency tracking in the thread scheduler, so
that multiple MEX files can share object files.
Ref. #41
2022-10-07 18:04:17 +02:00
49a530a775
use_dll: allow more flexible output directory in interface of ModelTree::compileMEX()
2022-10-07 18:04:17 +02:00
d9bda244d4
use_dll: refactor MEX compilation so that it happens inside “write” methods
2022-10-07 18:04:17 +02:00
08a86b67cb
Drop logic for selecting whether to compute derivatives w.r.t. exogenous
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We now always compute those derivatives, so no need for an alternate codepath.
2022-10-07 18:04:17 +02:00
5c33051990
Use std::string_view in a few places where it makes sense
2022-10-04 16:47:16 +02:00
4c58451d83
Factorize computing pass for block decomposition
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Also add “block_decomposed” data member for tracking whether the block
decomposition has been successful.
2022-10-04 16:00:30 +02:00
36fcbf6cfe
Functions that write C files now return the paths to the generated files
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This avoids computing those paths two times (the second time when compiling them).
2022-10-04 16:00:30 +02:00
3d9ac26aa6
Remove all instances of the “map.find(key)->second” pattern
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This is unsafe since the find() method can return a past-the-end iterator,
which should be tested for.
Replace most instances by calls to the std::map::at() method (which throws if
the key is unknown), and which is incidentally more readable.
2022-09-27 12:56:16 +02:00
18037fd29a
Drop code for supporting temporary terms corresponding to model-local variables
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Since model-local variables are now substituted out of the model at an early
stage (see cfb41d291c
2022-09-26 17:34:20 +02:00
5b12354dc3
Minor performance improvement in copy constructors/assignments of ModelTree and DynamicModel
2022-09-21 17:37:02 +02:00
1088cc4242
Improve informative messages about derivatives and block decomposition
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When computing the derivatives or block decomposition of the planner objective,
the epilogue or the original Ramsey model, the preprocessor would talk about
dynamic/static model, which was confusing. It now uses the right terminology.
2022-09-14 17:51:36 +02:00
d67f569035
Always compute block decomposition, even if “block” option was not passed
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If block decomposition fails, error out if “block” option was passed, but not
otherwise.
This commit does not modify the generated files.
This is a preliminary step for dynare#1859.
2022-09-13 16:16:00 +02:00
1aead92cd5
Fix bug in block derivatives w.r.t. exogenous deterministic
2022-09-12 17:38:47 +02:00
da5b36704d
Add missing whitespace in output of BGP warning
2022-08-03 10:52:08 +02:00
a58109d094
Bytecode: refactor methods for writing .cod and .bin files in the block decomposition case
2022-07-20 16:02:24 +02:00
50d5b916e2
Remove constructor and accessors for AuxVarInfo
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Rather make all data members public and const, and use aggregate-initialization.
2022-07-20 14:48:30 +02:00
ae150d2b1f
Bytecode: refactor routines for creating .cod file in non-block mode
2022-07-13 18:51:01 +02:00
89debf429a
Factorize code for writing JSON output
2022-07-12 18:04:05 +02:00
6da24fc763
Fix bug in JSON output for dynamic derivatives w.r.t. parameters
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Variable and parameter indices were wrong (offset by 1).
2022-07-12 17:45:00 +02:00
9e6c01f132
Streamline some function names
2022-07-12 17:04:41 +02:00
a541d23055
Minor simplification
2022-07-12 16:39:17 +02:00
157c67e04b
New helpers to simplify common operations with derivation IDs
2022-07-12 16:30:45 +02:00
2013056a2c
Fix bug in JSON output for derivatives w.r.t. parameters
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Confusion between a symbol ID and a derivation ID, which could lead to invalid
output or crash.
2022-07-12 16:23:44 +02:00
7fd78606ae
Fix bug in MATLAB/Octave output introduced in 3e1f9dbb82
2022-07-12 16:23:32 +02:00
1d71386f01
Further templating of helpers for writing output files
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So that more stuff is computed at compile-time (using constexpr features).
2022-07-12 16:23:28 +02:00
9c3eeb7c8d
Refactor code for writing derivatives w.r.t. parameters
2022-07-12 16:18:16 +02:00
8da663a110
Further factorization in methods for writing static and dynamic files
2022-07-12 16:05:15 +02:00
3e1f9dbb82
use @inbounds blocks instead of @inbounds for each line
2022-07-12 13:07:33 +02:00
a4556896db
Julia functions Float64 -> <: Real
2022-07-12 11:15:51 +02:00
5174c3b52c
Minor simplification
2022-07-11 22:30:50 +02:00
f38c8278ae
Refactor methods for writing static and dynamic files
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– factorize common code between the static and the dynamic version
– reorganise language-specific code into dedicated functions
– use a function template in the main helper to do some computations
at compile-time (using constexpr features)
2022-07-11 22:29:28 +02:00
c8b046ec86
Simplification using non-default std::ofstream constructor
2022-07-11 22:17:36 +02:00
6d2d73a5d7
Bytecode: refactor output methods around an enum class similar to ExprNodeOutputType
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By the way, add assertions to ensure that assignment LHS output type is only
used on VariableNode(s) and AbstractExternalFunctionNode(s).
2022-07-06 16:46:40 +02:00
3b99ac5df0
Remove unused parameters to various methods
2022-06-24 17:11:38 +02:00
9bd2973034
Refactor bytecode output around a new BytecodeWriter class and operator<< overloads
2022-06-24 13:10:04 +02:00
13dc0a1144
Use operator""s to replace some calls to std::string constructor
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By the way, remove other unnecessary calls to that constructor.
2022-06-22 12:47:11 +02:00
83693e4427
Bytecode: stop using unsigned integers where signed ones avoid unnecessary casts
2022-06-20 17:49:31 +02:00
5cd5676c8e
Bytecode: directly use several enums inside instruction classes
2022-06-20 15:19:08 +02:00
82751d21fe
Remove useless debugging code
2022-06-17 12:46:32 +02:00
a85730313c
Split CodeInterpreter.hh into two headers
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– a generic one: CommonEnums.hh
– and a bytecode-specific one: Bytecode.hh
By the way, rename global constant “near_zero” into “power_deriv_near_zero”,
for clarity.
2022-06-16 17:53:23 +02:00
9b04c5436e
Block decomposition: fix crash when a variable appears in an equation but has zero symbolic derivative
2022-06-13 16:32:58 +02:00
ee8ee7c27f
Optimization: use move semantics in a few more places
2022-06-13 14:27:19 +02:00
c94dfb848c
C++20 modernization: use initialization within range-based for loop
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In particular, use this feature in many loops which feature a special treatment
for the first iteration, using a boolean variable (replacing iterator
manipulation). By the way, also use std::exchange() to simultaneously test the
value of this variable and update it.
2022-06-07 14:35:59 +02:00
9ace2dc413
C++17 modernization: take advantage of class template argument deduction
2022-06-07 14:35:26 +02:00
0b5c88109f
Various simplifications
2022-06-07 14:34:30 +02:00
8b5e33b87a
Avoid name clash between function parameter and class member
2022-06-03 20:38:07 +02:00
171cd65566
Fix bytecode compilation of external function nodes
2022-05-20 11:43:02 +02:00
591b5e5f9e
Always create bytecode output
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And, symmetrically, when the “bytecode” option is requested by the user, always
create the .m static/dynamic files.
The “bytecode” option therefore no longer modifies the preprocessor output.
2022-05-19 14:49:46 +02:00
0284b249f5
Remove unused “bytecode” argument in {Static,Dynamic}Model::computingPass()
2022-05-19 14:10:22 +02:00
3e94250582
C++17 modernization: use std::optional in ExprNode::getPacOptimizingShareAndExprNodes()
2022-05-16 19:10:16 +02:00
0eb11d3323
C++17 modernization: use std::optional in expression matching functions
2022-05-16 19:10:16 +02:00
3496d77eb4
C++17 modernization: use std::optional to store orig diff vars in VAR and TCM
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By the way, remove the unused TrendComponentModelTable::getOrigDiffVar() method.
2022-05-16 19:10:16 +02:00
06d05e9a8d
C++17 modernization: use std::optional for SymbolTable::getEquationNumberForMultiplier()
2022-05-16 19:10:16 +02:00
fa7a926143
C++17 modernization: use std::optional for the storage of orig_symb_id and orig_lead_lag in SymbolTable
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For the diff and unaryOp auxvar types, these value may be set or unset
depending on the complexity of the expression represented by the auxvar.
2022-05-16 19:10:15 +02:00
fc037a4352
Simplify printing of booleans using std::boolalpha
2022-05-16 19:10:15 +02:00
92d3b8166a
C++17 modernization: use std::optional for equation line numbers
2022-05-16 19:10:15 +02:00
0b51294994
C++17 modernization: use std::optional for trend variables in TCM
2022-05-16 19:10:15 +02:00
b42ee40b55
C++20 modernization: use contains() method on containers
2022-05-04 17:37:57 +02:00
54ca5d9cc0
Improve messages during model normalization
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– Indicate whether we are trying to normalize the static or dynamic model
– If failed to normalize the static model, suggest to use the “no_static”
option
– Remove a superfluous error message
2022-04-19 17:11:13 +02:00
bfdcc546ec
Julia: adapt DynamicSetAuxiliarySeries.jl for TimeDataFrame objects
2022-04-01 17:34:37 +02:00
71edfd05e4
Add new “log” option to “var” statement
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When an endogenous is declared with “var(log)”, say “y”:
– creates an auxiliary named “LOG_y”
– replaces “y(±l)” everywhere by “exp(LOG_y(±l))”
– adds a new auxiliary equation “y=exp(LOG_y)”
– adds a new definition “LOG_y=log(y)” in set_auxiliary_variables.m and
dynamic_set_auxiliary_series.m files
This option also works in conjunction with “deflator=…”, such as “var(log,
deflator=…)” (the “log” must appear befor “deflator”). There are no provisions
for combining “log” with “log_deflator”, because that would not make much sense
from an economic point of view (amounts to taking the log two times).
Ref. dynare#349
2022-03-30 17:46:07 +02:00
b78ac1d31f
Bytecode: fix temporary terms for dynamic derivatives in “evaluate” mode
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The temporary terms for dynamic derivatives were only computed in the
“simulate” mode.
2022-02-18 12:38:06 +01:00
01bea3f5e7
TCM: remove useless 3rd dimension of A0 and A0star (supposedly for lags)
2022-01-28 16:38:50 +01:00
1e77f7c5a7
SymbolTable::getOrigSymbIdForAuxVar() now also works on unaryOp and diffForward auxvars
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This is a more natural semantics.
Incidentally, this fixes a bug in the variable mapping (M_.mapping) where some
endogenous, appearing in a log() in a VAR or TCM, would not be mentioned (e.g.
in the var-expectations/7/example1.mod test, and many others).
2022-01-28 16:30:11 +01:00
289b4773d7
Fix matching of diff leads/lags in TCM and PAC models
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The logic was flawed in several ways. In particular, the test files
pac/trend-component-{3,10,11}/example1.mod would return A0 and A0star matrices
where the (2,2) element was incorrectly zero.
2022-01-28 15:53:41 +01:00
b709da7f17
Fix SymbolTable’s getOrigSymbIdForAuxVar() and getUltimateOrigSymbID() so that they never return -1
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The case of a diff aux var corresponding to a complex expression was not
correctly handled, and could lead to a value -1 being returned by these
methods.
2022-01-28 15:53:39 +01:00
5e8b478ccf
Add check to ensure that column indices in derivative matrices do not overflow
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Closes : #89
2022-01-21 14:31:29 +01:00
6c7c2bc321
Simplification using std::set range constructor
2022-01-21 11:05:17 +01:00
aa0e06bc7d
Refactor handling of var_expectation_model statements
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Creates a VarExpectationModelTable analogous to PacModelTable.
2022-01-20 16:26:15 +01:00
e1e5118373
Refactor the code that substitutes unary ops in model equations
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In particular, make it more visible that the substitution also occurs in PAC
equations (and not only in VAR and TCM equations).
2022-01-19 15:56:44 +01:00
d149d3a76c
PAC: substitute unary ops in “growth” expressions (in “pac_model” and “pac_target_info”)
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Ref. dynare#1837
2022-01-18 12:40:15 +01:00
5572e478f1
Indentation fix
2022-01-06 14:46:38 +01:00
a8fce06dc4
PAC: new options “auxname” and “kind” to “pac_model”
2021-12-16 15:40:47 +01:00
ea6fb40db7
PAC: new “pac_target_info” block and “pac_target_nonstationary” operator
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Ref. Madysson/estimation-codes#5
2021-12-16 15:40:47 +01:00
1f004584e9
New model_remove statement and model_replace block
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Factorize the implementation with the existing code for the include_eqs and
exclude_eqs options (which has been refactored by the way).
Ref. #19
2021-12-15 12:11:25 +01:00
b356b8d5fa
Substitute out adl() operators in equations marked [static]
2021-12-06 17:17:38 +01:00
dc99d81c45
Explain why expectation() operators need not be substituted in equations marked [static]
...
By the way, also perform a small code simplification.
2021-12-06 17:17:38 +01:00
214f0db4db
Add comment about predetermined variables and equations marked [static]
...
By the way, also perform a small code simplification.
2021-12-06 17:17:38 +01:00
5fe94ed606
Simplify constant equations also in equations marked [static]
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The simplifyEquations() methods had to be moved to DynamicModel, in order to
access the static_only_equations member.
2021-12-06 17:17:37 +01:00
fe974c4c31
When looking for unused endos/exos, also search in equations marked [static]
2021-12-06 17:17:37 +01:00
8d4cab6fe3
Substitute model-local variables in equations marked [static]
2021-12-06 17:17:27 +01:00
7b8fc8edb7
Symbolic detrending engine: correctly handle equations marked [static]
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Incidentally, this also fixes a detrending bug in the Occbin engine (since the
latter internally generates a [static] equation).
Ref. dynare#1827
By the way, perform a small code simplification.
2021-12-06 12:59:21 +01:00
a210a8fd59
Add several types of auxiliary variables to M_.mapping
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In practice, only those auxiliary variables which do not have an orig_symb_id
will be listed (in addition to unary ops, due to an implementation bug).
2021-11-24 11:27:17 +01:00
2282d4773c
PAC: new auxiliary variable type for pac_expectation operator
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Also add the new equation to auxiliary equations in the backward case (but not
in the MCE case, since that equation is recursive).
2021-11-23 14:31:03 +01:00
ae242770f9
PAC: in the backward case, unify h0 and h1 parameters vector into a single vector
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There is no reason to keep this distinction.
Additionally, since the data structure is now symmetric with the MCE case,
unify this “h” parameter vector with the “α” parameter vector.
2021-11-23 14:31:03 +01:00
0f89569f7e
PAC: in the backward case, create an aux. var. for the pac_expectation expression
...
By the way, refactor the MCE case by merging two routines related to the Z₁ aux. var.
This restores the symmetry with the backward case, now that the latter also has
an aux. var. for the pac_expectation operator. Also store the aux. var. IDs in a
structure common to the backward and MCE cases.
2021-11-23 14:31:03 +01:00
0e62206203
PAC: drop support for multiple PAC equations associated to a given PAC model
2021-11-23 14:31:02 +01:00
1041f205ea
PAC: trap a few more cases when an auxiliary param conflicts with a declared one
2021-11-09 15:48:59 +01:00
37a6ed6261
PAC: rethink the relation between PacModelTable and DynamicModel classes
2021-10-29 14:11:30 +02:00
127361971f
PAC: refactor with new PacModelTable that replaces PacModelStatement(s)
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Incidentally, the auxiliary endogenous variable representing Z₁ and created for
PAC MCE models no longer necessarily appear as the first auxiliary variable (so
this is effectively a revert of 64f55e4a5e
2021-10-29 14:11:30 +02:00
5bef185370
PAC: add growth correction term for definition of Z₁ in the MCE case
2021-10-25 17:28:01 +02:00
561bee0790
add NNZderivatives to JSON + use AbstractVector for Julia functions
2021-10-06 17:45:11 +02:00
78e295115a
PAC: better error message in case of name conflict for the growth neutrality correction parameter
2021-10-06 16:41:09 +02:00
784dd4122a
PAC: generate the “growth_neutrality_param_index” MATLAB field for MCE models
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Previously it was only generated in the case of backward PAC models.
2021-08-31 17:54:20 +02:00
e1f7d8c735
VAR models: add a parameter representing the constant in the development of the pac_expectation operator
2021-07-21 17:53:55 +02:00
a6add6127b
VAR models: output vector of constants in varmatrices.m
2021-07-21 17:53:54 +02:00
1cf03a5f07
Cosmetic improvement
2021-07-21 17:53:54 +02:00
ebd9954d33
Occbin: new syntax for constructing multi-regime equations
...
Ref. #68
2021-07-20 18:18:24 +02:00
Sébastien Villemot
Johannes Pfeifer
MichelJuillard
