Commit Graph

99 Commits (1ec3923a6b9075526a24947ae10dab25b9a0d5d4)

Author SHA1 Message Date
Sébastien Villemot 5a5817b4fe
Improvements to the test for balanced growth path
— Raise the default tolerance for cross-derivatives to 1e-6, to reduce the
  number of false positives

— New option “balanced_growth_test_tol” to the “model” block for changing that
  tolerance

— Turn back test failures into errors. Since there is now an option for
  controlling the tolerance, the user always has the possibility of making the
  test pass.

Closes: dynare#1389
2019-11-14 17:55:17 +01:00
Dóra Kocsis 7a78593df4 introduce variableMapping, default equation name tags in M_ and JSON output 2019-10-30 16:30:51 +01:00
Sébastien Villemot ecdca502aa
Modernization: stop using make_pair() and make_tuple()
In many cases, they can be replaced by the curly braces syntax.

Otherwise, we can now use the pair() and tuple() constructors, without the need
to specify template parameters, thanks to class template argument
deduction (new in C++17).
2019-10-24 10:49:13 +02:00
Sébastien Villemot 2a127b1f23
VAR/TCM models: use lag-equivalence relationship to compute maximum lags
This is made possible by the getLagEquivalenceClass() method introduced in the
previous commit.

Previously, the static version of the LHS expressions was used.

As a consequence, drop ModFile::diff_static_model, now useless.
2019-10-22 16:04:24 +02:00
Sébastien Villemot 8a83e08e79
Fix bug with diff or unary ops that have same static representation
Previously, for testing whether two diff() expressions or two unary ops were
the lead/lag of each other, the preprocessor would test whether they have the
same static representation. This is ok for simple expressions (e.g.
diff(x(-1))), but not for more complex ones (e.g. diff(x-y) and diff(x(-1)-y)
should not be given the same auxiliary variable).

This commit fixes this by properly constructing the equivalence relationship
and choosing a representative within each equivalence class. See the comments
above lag_equivalence_table_t in ExprNode.hh for more details.

Closes #27
2019-10-22 15:01:06 +02:00
Houtan Bastani 6191c69d74
move to hash algorithm defined since C++11 for calculating checksums. dynare#1661 2019-10-07 17:43:16 +02:00
Houtan Bastani 92ad5aad2c
Revert "add info about max endo/exo lag by variable. closes dynare#1596"
This reverts commit 7827d2e04d.
2019-09-24 14:03:38 +02:00
Sébastien Villemot 0c755460b1
Use std::filesystem instead of boost::filesystem
Note that there is no equivalent of boost::filesystem::unique_path(), so I
implemented ModFile::unique_path() which does something similar.
2019-09-11 14:47:48 +02:00
Houtan Bastani 7827d2e04d
add info about max endo/exo lag by variable. closes dynare#1596 2019-09-09 14:29:22 +02:00
Sébastien Villemot 3941278832
Add more comments in routines for aux vars for unary ops / diff operators
By the way, do some small code simplifications.
2019-08-19 18:27:57 +02:00
Sébastien Villemot 8e9f6e4c57
Improve some function prototypes for better distinction between input and output arguments 2019-08-19 18:27:57 +02:00
Sébastien Villemot fb5518849d
Update comment following the renaming of the perfect_foresight_problem DLL 2019-06-18 15:33:56 +02:00
Houtan Bastani a0f74f5c16
pac growth: allow linear combination 2019-05-14 12:33:59 +02:00
Sébastien Villemot 40ef954802
Add new dynamic_g1_nz.m generated file, for perfect_foresight_stacked_solver DLL 2019-05-03 19:25:23 +02:00
Houtan Bastani 21fe0f4bdc
avoid cast warnings when compiling boost headers 2019-04-23 14:57:03 +02:00
Sébastien Villemot 1907249fac
Ask GCC to warn about C-style casts (-Wold-style-cast)
Adapt the code accordingly.
2019-04-23 12:54:11 +02:00
Sébastien Villemot b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding) 2019-04-16 11:35:31 +02:00
Houtan Bastani f1d1c1e1c1
trend_component_model: simplify AR 2019-03-15 12:27:32 +01:00
Houtan Bastani a3c08f932e
simplify code to find autoregressive matrix for VARs 2019-03-15 12:26:59 +01:00
Houtan Bastani 958661b30f
update comment for map 2019-03-08 12:05:56 +01:00
Houtan Bastani 2201907245
pac: support additive elements whether optimizing agents are present or not 2019-03-07 12:36:08 +01:00
Houtan Bastani 9b1b4113d9
pac: keep order of variables in ec part of pac equation and add scaling factor to output 2019-03-07 11:31:45 +01:00
Houtan Bastani 9963686e72
handle additive terms when PAC equation does NOT have non/optimizing agents 2019-03-05 12:20:45 +01:00
Houtan Bastani 341b9c6667
pac_model: allow diff as argument to growth option 2019-02-28 19:22:34 +01:00
Houtan Bastani 5f013756f2 find additive parts to pac equation 2019-02-27 23:12:05 +01:00
Houtan Bastani 64f55e4a5e
pac: declare endogenous variables needed by pac model consistent expectation before the creation of auxiliary variables 2019-02-25 15:29:46 +01:00
Houtan Bastani f88682d683
pac: output model type in M_.pac.(model_name) 2019-02-20 16:43:24 +01:00
Houtan Bastani 5e1521f42b
don’t save unnecessary pac model info 2019-02-20 16:38:44 +01:00
Houtan Bastani 240aba6709
move pac info out of pac expectation node 2019-02-20 15:35:13 +01:00
Houtan Bastani 34756833ae
pac: output info into substructures based on pac model name & equation tag 2019-02-19 18:32:42 +01:00
Houtan Bastani fc6d04b015
create A0 and A0star matrices for trend component models 2019-02-19 12:26:30 +01:00
Houtan Bastani 0ea84fa9a4
pac: allow steady state growth and model consistent expectation substitution in pac equation 2019-02-18 15:11:45 +01:00
Houtan Bastani d922ae8ffc
pac_model: permit lag on growth option 2019-01-25 14:52:26 +01:00
Sébastien Villemot 01385d1f80
Simplify implementation of nopreprocessoroutput option
Simply redirect cout to /dev/null, instead of propagating a boolean
everywhere.
2018-12-20 17:08:45 +01:00
Sébastien Villemot 38152c34a4
Make histval compatible with diff operator
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.
2018-12-11 17:32:05 +01:00
Sébastien Villemot 67ac4bf8ea
Allow diff() and log() in "expression" option of var_expectation_model 2018-11-29 16:01:49 +01:00
Houtan Bastani 41af0841c3
extend nopreprocessoroutput option to substitution output 2018-11-28 11:53:50 +01:00
Sébastien Villemot d733f3fb5a
Various simplifications and modernizations of the block/bytecode part 2018-11-23 17:19:59 +01:00
Sébastien Villemot 6fa115aedd
Derivation engine w.r.t. endogenous generalized to any order 2018-11-22 17:13:55 +01:00
Sébastien Villemot 4a974bb428
The preprocessor now compiles the MEX when use_dll is specified
New options "mexext" and "matlabroot" are introduced, so that the preprocessor
knows where to find MATLAB and which architecture to compile for.

Only recent gcc is now supported. A set of optimization flags is used so that
compilation goes reasonably fast on large models.

Consequently, options "msvc", "mingw" and "cygwin" have been removed.
2018-10-26 18:09:13 +02:00
Sébastien Villemot bcdfb43fd3 Replate DynamicModel::toStatic() by a converting constructor in StaticModel
It is therefore now possible to write:

  static_model = static_cast<StaticModel>(dynamic_model);
2018-10-10 17:08:54 +02:00
Sébastien Villemot 0e7d831e6f Remove redundant private keyword 2018-10-10 17:08:10 +02:00
Sébastien Villemot f2cf86b734 Add copy constructors / assignment operators for the DataTree class hierarchy
In particular, it is necessary to turn back DataTree::AddVariable() into a
non-virtual method, because it is called from DataTree's constructor. Enforcing
the absence of leads/lags is now done using a new boolean DataTree::is_static.

Take advantage of the new copy constructor for handling
PlannerObjectiveStatement more elegantly.

Unfortunately it is not possible to implement *move* constructor / assigment
operators, because the reference ExprNode::datatree is not mutable.
2018-10-10 12:53:55 +02:00
Sébastien Villemot 215283005e No longer store symbol type in VariableNode
This facilitates switching variable types on the fly. In particular, this
allows removing the hack in DynamicModel::updateAfterVariableChange() that way
basically recreating all the nodes after the type change.
2018-10-10 12:34:05 +02:00
Sébastien Villemot 7bb5382428 Always use brace-initializer in constructors
The syntax makes clearer the distinction between a function call and an
initialization. Also, it prevents bugs due to implicit type conversions.
2018-10-04 17:19:18 +02:00
Sébastien Villemot 15d026e54e C output: split generated function into several smaller subfunctions
This mimicks the structure of M-functions (though the logic for filling the
temporary terms vector is a bit different).

This change implied a modification in the way we compute the checksum in case
of block decomposition (the temporary terms for the C output are not correctly
computed in that case).
2018-10-01 16:04:01 +02:00
Ferhat Mihoubi 139e3efa82 Adds a new model option "linear_decomposition" that creates a block composed of the non-linear equations o the model 2018-09-28 14:54:52 +02:00
Houtan Bastani c9f5cef99b write AST in JSON 2018-09-18 17:48:04 +02:00
Houtan Bastani 85dbb649b7 move trend_component_table and var_model_table to DynamicModel as they are only used there 2018-09-14 17:04:06 +02:00
Houtan Bastani dc9ecbb49a fix bug in columns of EC matrix 2018-09-12 17:56:30 +02:00