Sébastien Villemot
db3ef925a7
Fix handling of diffLead in SymbolTable::getOrigLeadLagForDiffAuxVar()
2020-10-16 16:31:55 +02:00
Sébastien Villemot
d2cbe2a19e
PAC model: fixes to M_.pac.MODEL.ar (information about autoregressive part)
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– Fix order of items in this structure. Previously, items were ordered
according to the declaration order of parameters. Now, items are order
according to lag order (first lag appears first)
– Gracefully handle the case where there is no autoregressive part
(Closes : #52 )
2020-10-16 16:31:51 +02:00
Sébastien Villemot
740ea833f6
Block decomposition: bugfix for solve one boundary blocks with mfs>0
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Ref. dynare#1726
2020-10-07 18:55:19 +02:00
Sébastien Villemot
e736b9234f
Minor simplification
2020-10-07 17:15:53 +02:00
Sébastien Villemot
4560639eb4
Block decomposition: fix evaluation of recursive variables in solved blocks
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Ref. dynare#1726
2020-10-06 18:30:34 +02:00
Sébastien Villemot
5979885714
Block decomposition, chain rule derivation: code improvement
2020-10-02 18:31:55 +02:00
Sébastien Villemot
d347a92f14
Drop ExprNode::containsExogenous()
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Replace it by calls to ExprNode::collectVariables() at the single place where
it was used.
2020-09-29 18:41:31 +02:00
Sébastien Villemot
063207e71f
ExprNode::collectEndogenous() is not a virtual method
2020-09-29 18:41:31 +02:00
Sébastien Villemot
2424b7358c
Remove unused ExprNode::collectExogenous()
2020-09-29 18:41:31 +02:00
Sébastien Villemot
b0bd031a9f
Remove unused ExprNode::containsEndogenous()
2020-09-29 18:41:31 +02:00
Sébastien Villemot
7f05489639
Simplify ExprNode::findConstantEquations()
2020-09-29 18:41:31 +02:00
Sébastien Villemot
a377fc8398
Fix various potential bugs with model local variables
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Many recursive function on ExprNodes were not correctly recursing into the
definition of model local variables.
2020-09-29 18:41:17 +02:00
Sébastien Villemot
e4687bb976
Ensure that negative constants are never marked as temporary terms
2020-09-23 17:28:53 +02:00
Sébastien Villemot
571ea3eb8a
SymbolTable: add some const qualifiers
2020-09-23 17:28:04 +02:00
Sébastien Villemot
8f31e443d6
SymbolTable::getTypeSpecificID() now throws an exception instead of returning -1 when symbol does not have a type-specific ID
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This can potentially avoid some undetected bugs.
2020-09-23 17:09:36 +02:00
Houtan Bastani
7ba77751c3
simplify external function C output
2020-09-18 17:05:54 +02:00
Sébastien Villemot
98d01cbbb6
Provide a meaningful error message when 'use_dll' option is used without 'matlabroot'
2020-09-18 15:00:47 +02:00
Sébastien Villemot
7e1563fdbb
Allow 'use_dll' option to be specified on the command line
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Ref. Enteprise/dynare#4
2020-09-18 15:00:00 +02:00
Stéphane Adjemian (Charybdis)
0f268ce70c
Fixed logic.
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Value passed to steady_state_growth was not acknowledge.
2020-09-18 11:11:50 +02:00
Sébastien Villemot
feee0ffa12
PAC model: better error message when pac_expectation refers to a non-existent pac_model
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Closes : #53
2020-09-10 14:24:20 +02:00
Sébastien Villemot
de65e74c8f
use_dll: add the “restrict” C99 keyword to all pointers to double in computation functions
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This greatly facilitates the job of the compiler during the optimization pass,
since we promise that the various pointers do not overlap each other. It may
now be possible to reenable some of the optimization flags that were disabled
without sacrificing compilation time, but this needs more investigation.
For the gory details, see:
https://en.cppreference.com/w/c/language/restrict
https://cellperformance.beyond3d.com/articles/2006/05/demystifying-the-restrict-keyword.html
2020-09-03 18:09:06 +02:00
Sébastien Villemot
5a9d1c4d87
Merge branch 'MoM' into 'master'
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Remove matched_moments_ as input of method_of_moments
See merge request Dynare/preprocessor!27
2020-09-01 13:13:26 +00:00
Sébastien Villemot
64ebb36290
macOS: use GCC 10 for building, since GCC 9 is no longer in Homebrew
2020-09-01 14:33:59 +02:00
Sébastien Villemot
c6ad212c8a
Merge branch 'typo' into 'master'
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Fix typo
See merge request Dynare/preprocessor!26
2020-09-01 12:15:44 +00:00
Johannes Pfeifer
9d9a4bd4d1
Remove matched_moments_ as input of method_of_moments
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Now a subfield of M_
2020-08-05 13:46:09 +02:00
Johannes Pfeifer
d714cac8e1
EquationTags.hh: fix typo
2020-08-04 16:21:50 +02:00
Sébastien Villemot
09054e11dc
Add new “matched_moments” block
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Closes : #51
2020-07-28 18:30:24 +02:00
Sébastien Villemot
ecf6d67e1c
PAC/MCE model: fix timing of target in PAC expectation term
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Also be more strict on the form of the target (must now be X(-1) or log(X(-1))
where X is *not* an auxiliary variable).
By the way, improve some comments in SymbolTable.
2020-07-24 18:26:16 +02:00
Sébastien Villemot
3b3589b958
PAC model: rewrite the algorithm for detecting the target, to make it more robust
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Closes : #54
2020-07-23 17:19:16 +02:00
Sébastien Villemot
7bca47385d
Fixes to include_eqs/exclude_eqs
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— fix segfault due to bad handling of iterators while erasing elements of a set
— fix logic for excluding endogenous variable when it is present on the LHS
2020-07-23 11:06:57 +02:00
Sébastien Villemot
86ac7d5bbc
PAC/MCE: improve informative message about # of aux. vars/eqs by adding the model name
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This makes the output more useful when there are multiple PAC models.
2020-07-22 16:09:12 +02:00
Sébastien Villemot
2b25ab3e85
Fix handling of multiple PAC models
2020-07-22 12:21:05 +02:00
Sébastien Villemot
f2f6097777
Merge branch 'tune_jscale' into 'master'
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Fix faulty logic in checks for mh_tune_jscale
Closes #46
See merge request Dynare/preprocessor!25
2020-07-21 08:59:20 +00:00
Johannes Pfeifer
eb464665ac
Fix faulty logic in checks
2020-07-21 10:48:45 +02:00
Sébastien Villemot
4be0d7b8c7
Merge branch 'stoch_simul_order' into 'master'
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Make preprocessor recognize default order=2 of stoch_simul
Closes #49
See merge request Dynare/preprocessor!24
2020-07-21 08:43:34 +00:00
Johannes Pfeifer
5cc9f216ca
Make preprocessor recognize default order=2 of stoch_simul
2020-07-21 10:40:08 +02:00
Sébastien Villemot
d4e20c7ec4
Merge branch 'moment_estimation' into 'master'
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Method of moments: Preprocessor preparations
See merge request Dynare/preprocessor!23
2020-07-16 08:56:03 +00:00
Stéphane Adjemian (Charybdis)
03f53c1b0d
Allow empty shocks(overwrite) block.
2020-07-15 12:33:02 +02:00
Sébastien Villemot
16f9168fda
PAC MCE: fix incorrect detection of the target variable
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The detection of the target EC variable to be used when constructing the
forward-looking expectation variable is rather fragile.
When the PAC model is written with an (non-)optimizing share of agents,
restrict the identification of the target variable to the optimizing
expression, to minimize the risk of wrong identification.
By the way, add a few comments, and a small simplification.
2020-07-13 17:52:42 +02:00
Johannes Pfeifer
98ddbb61ba
Method of moments: Preprocessor preparations
2020-07-10 11:18:57 +02:00
Stéphane Adjemian (Charybdis)
51b3d5c68f
Do not print aux. var. for PAC expectation in dynamic_set_auxiliary_series routine.
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It is useless in the backward looking version, and it cannot be
evaluated in the MCE case (because of the forward looking recursion).
2020-07-08 22:51:35 +02:00
Sébastien Villemot
3a9b0fc9ce
PAC MCE expectations: add corresponding auxiliary variables in dynamic_set_auxiliary_series.m and set_auxiliary_variables.m
2020-07-08 22:49:51 +02:00
Sébastien Villemot
4b3f010bc6
Simplify DynamicModel::writeAuxVarRecursiveDefinitions()
2020-07-08 18:48:45 +02:00
Sébastien Villemot
5b80a4db59
Unary ops substitution: bugfix, actually restrict the substitution to the chosen equations
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By default, the preprocessor is supposed to only do the “unary ops”
transformation in the equations of VAR/PAC/trend component models.
However, the implementation was slightly different so far. It would detect
candidates to this transformation in the chosen equations, but it would then
perform the substitution in *all* equations.
This could lead for crashes, for example if the chosen equation contains
log(X(-1)), but another (non-chosen) equation has log(X(-2)). Then this latter
expression, even though it belongs to the same lag-equivalence class, is not
properly handled, causing a segfault.
Also do a few related cosmetic changes.
2020-07-08 15:13:14 +02:00
Sébastien Villemot
59bda04d8b
Block decomposition + use_dll: fix bug in timing of exogenous variables
2020-06-25 15:19:49 +02:00
Sébastien Villemot
c4351166a9
use_dll: remove nb_row_x from static file, it is useless
2020-06-23 18:19:27 +02:00
Sébastien Villemot
db8c5439f7
use_dll: higher order derivatives are now returned as sparse matrices by static/dynamic files
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Previously they were returned as 3-column matrices. But this was inconsistent
with the M-file mode.
2020-06-23 17:50:50 +02:00
Sébastien Villemot
95bdfcee8c
use_dll: better safeguards on the number of input/output argument to static/dynamic MEX files
2020-06-23 16:30:21 +02:00
Sébastien Villemot
633b89db64
use_dll: remove hack for Microsoft Visual C++
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We don’t support that compiler, and in any case it should support C99.
2020-06-23 16:00:55 +02:00
Sébastien Villemot
fd13c03401
use_dll: use fmax() and fmin() from C99 to compute max and min operators
2020-06-23 15:59:35 +02:00