Commit Graph

424 Commits (1aead92cd5fb712fa1de56e8c106981d418312e8)

Author SHA1 Message Date
Sébastien Villemot 1aead92cd5
Fix bug in block derivatives w.r.t. exogenous deterministic 2022-09-12 17:38:47 +02:00
Johannes Pfeifer da5b36704d Add missing whitespace in output of BGP warning 2022-08-03 10:52:08 +02:00
Sébastien Villemot a58109d094
Bytecode: refactor methods for writing .cod and .bin files in the block decomposition case 2022-07-20 16:02:24 +02:00
Sébastien Villemot 50d5b916e2
Remove constructor and accessors for AuxVarInfo
Rather make all data members public and const, and use aggregate-initialization.
2022-07-20 14:48:30 +02:00
Sébastien Villemot ae150d2b1f
Bytecode: refactor routines for creating .cod file in non-block mode 2022-07-13 18:51:01 +02:00
Sébastien Villemot 89debf429a
Factorize code for writing JSON output 2022-07-12 18:04:05 +02:00
Sébastien Villemot 6da24fc763
Fix bug in JSON output for dynamic derivatives w.r.t. parameters
Variable and parameter indices were wrong (offset by 1).
2022-07-12 17:45:00 +02:00
Sébastien Villemot 9e6c01f132
Streamline some function names 2022-07-12 17:04:41 +02:00
Sébastien Villemot a541d23055
Minor simplification 2022-07-12 16:39:17 +02:00
Sébastien Villemot 157c67e04b
New helpers to simplify common operations with derivation IDs 2022-07-12 16:30:45 +02:00
Sébastien Villemot 2013056a2c
Fix bug in JSON output for derivatives w.r.t. parameters
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
Sébastien Villemot 7fd78606ae
Fix bug in MATLAB/Octave output introduced in 3e1f9dbb82 2022-07-12 16:23:32 +02:00
Sébastien Villemot 1d71386f01
Further templating of helpers for writing output files
So that more stuff is computed at compile-time (using constexpr features).
2022-07-12 16:23:28 +02:00
Sébastien Villemot 9c3eeb7c8d
Refactor code for writing derivatives w.r.t. parameters 2022-07-12 16:18:16 +02:00
Sébastien Villemot 8da663a110
Further factorization in methods for writing static and dynamic files 2022-07-12 16:05:15 +02:00
MichelJuillard 3e1f9dbb82 use @inbounds blocks instead of @inbounds for each line 2022-07-12 13:07:33 +02:00
MichelJuillard a4556896db Julia functions Float64 -> <: Real 2022-07-12 11:15:51 +02:00
Sébastien Villemot 5174c3b52c
Minor simplification 2022-07-11 22:30:50 +02:00
Sébastien Villemot f38c8278ae
Refactor methods for writing static and dynamic files
– 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
Sébastien Villemot c8b046ec86
Simplification using non-default std::ofstream constructor 2022-07-11 22:17:36 +02:00
Sébastien Villemot 6d2d73a5d7
Bytecode: refactor output methods around an enum class similar to ExprNodeOutputType
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
Sébastien Villemot 3b99ac5df0
Remove unused parameters to various methods 2022-06-24 17:11:38 +02:00
Sébastien Villemot 9bd2973034
Refactor bytecode output around a new BytecodeWriter class and operator<< overloads 2022-06-24 13:10:04 +02:00
Sébastien Villemot 13dc0a1144
Use operator""s to replace some calls to std::string constructor
By the way, remove other unnecessary calls to that constructor.
2022-06-22 12:47:11 +02:00
Sébastien Villemot 83693e4427
Bytecode: stop using unsigned integers where signed ones avoid unnecessary casts 2022-06-20 17:49:31 +02:00
Sébastien Villemot 5cd5676c8e
Bytecode: directly use several enums inside instruction classes 2022-06-20 15:19:08 +02:00
Sébastien Villemot 82751d21fe
Remove useless debugging code 2022-06-17 12:46:32 +02:00
Sébastien Villemot a85730313c
Split CodeInterpreter.hh into two headers
– 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
Sébastien Villemot 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
Sébastien Villemot ee8ee7c27f
Optimization: use move semantics in a few more places 2022-06-13 14:27:19 +02:00
Sébastien Villemot c94dfb848c
C++20 modernization: use initialization within range-based for loop
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
Sébastien Villemot 9ace2dc413
C++17 modernization: take advantage of class template argument deduction 2022-06-07 14:35:26 +02:00
Sébastien Villemot 0b5c88109f
Various simplifications 2022-06-07 14:34:30 +02:00
Sébastien Villemot 8b5e33b87a
Avoid name clash between function parameter and class member 2022-06-03 20:38:07 +02:00
Sébastien Villemot 171cd65566
Fix bytecode compilation of external function nodes 2022-05-20 11:43:02 +02:00
Sébastien Villemot 591b5e5f9e
Always create bytecode output
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
Sébastien Villemot 0284b249f5
Remove unused “bytecode” argument in {Static,Dynamic}Model::computingPass() 2022-05-19 14:10:22 +02:00
Sébastien Villemot 3e94250582
C++17 modernization: use std::optional in ExprNode::getPacOptimizingShareAndExprNodes() 2022-05-16 19:10:16 +02:00
Sébastien Villemot 0eb11d3323
C++17 modernization: use std::optional in expression matching functions 2022-05-16 19:10:16 +02:00
Sébastien Villemot 3496d77eb4
C++17 modernization: use std::optional to store orig diff vars in VAR and TCM
By the way, remove the unused TrendComponentModelTable::getOrigDiffVar() method.
2022-05-16 19:10:16 +02:00
Sébastien Villemot 06d05e9a8d
C++17 modernization: use std::optional for SymbolTable::getEquationNumberForMultiplier() 2022-05-16 19:10:16 +02:00
Sébastien Villemot fa7a926143
C++17 modernization: use std::optional for the storage of orig_symb_id and orig_lead_lag in SymbolTable
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
Sébastien Villemot fc037a4352
Simplify printing of booleans using std::boolalpha 2022-05-16 19:10:15 +02:00
Sébastien Villemot 92d3b8166a
C++17 modernization: use std::optional for equation line numbers 2022-05-16 19:10:15 +02:00
Sébastien Villemot 0b51294994
C++17 modernization: use std::optional for trend variables in TCM 2022-05-16 19:10:15 +02:00
Sébastien Villemot b42ee40b55
C++20 modernization: use contains() method on containers 2022-05-04 17:37:57 +02:00
Sébastien Villemot 54ca5d9cc0
Improve messages during model normalization
– 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
Sébastien Villemot bfdcc546ec
Julia: adapt DynamicSetAuxiliarySeries.jl for TimeDataFrame objects 2022-04-01 17:34:37 +02:00
Sébastien Villemot 71edfd05e4
Add new “log” option to “var” statement
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
Sébastien Villemot b78ac1d31f
Bytecode: fix temporary terms for dynamic derivatives in “evaluate” mode
The temporary terms for dynamic derivatives were only computed in the
“simulate” mode.
2022-02-18 12:38:06 +01:00