b0bd031a9f
Remove unused ExprNode::containsEndogenous()
2020-09-29 18:41:31 +02:00
7f05489639
Simplify ExprNode::findConstantEquations()
2020-09-29 18:41:31 +02:00
a377fc8398
Fix various potential bugs with model local variables
...
Many recursive function on ExprNodes were not correctly recursing into the
definition of model local variables.
2020-09-29 18:41:17 +02:00
e4687bb976
Ensure that negative constants are never marked as temporary terms
2020-09-23 17:28:53 +02:00
571ea3eb8a
SymbolTable: add some const qualifiers
2020-09-23 17:28:04 +02:00
8f31e443d6
SymbolTable::getTypeSpecificID() now throws an exception instead of returning -1 when symbol does not have a type-specific ID
...
This can potentially avoid some undetected bugs.
2020-09-23 17:09:36 +02:00
7ba77751c3
simplify external function C output
2020-09-18 17:05:54 +02:00
98d01cbbb6
Provide a meaningful error message when 'use_dll' option is used without 'matlabroot'
2020-09-18 15:00:47 +02:00
7e1563fdbb
Allow 'use_dll' option to be specified on the command line
...
Ref. Enteprise/dynare#4
2020-09-18 15:00:00 +02:00
Stéphane Adjemian (Charybdis)
0f268ce70c
Fixed logic.
...
Value passed to steady_state_growth was not acknowledge.
2020-09-18 11:11:50 +02:00
feee0ffa12
PAC model: better error message when pac_expectation refers to a non-existent pac_model
...
Closes : #53
2020-09-10 14:24:20 +02:00
de65e74c8f
use_dll: add the “restrict” C99 keyword to all pointers to double in computation functions
...
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
5a9d1c4d87
Merge branch 'MoM' into 'master'
...
Remove matched_moments_ as input of method_of_moments
See merge request Dynare/preprocessor!27
2020-09-01 13:13:26 +00:00
c6ad212c8a
Merge branch 'typo' into 'master'
...
Fix typo
See merge request Dynare/preprocessor!26
2020-09-01 12:15:44 +00:00
9d9a4bd4d1
Remove matched_moments_ as input of method_of_moments
...
Now a subfield of M_
2020-08-05 13:46:09 +02:00
d714cac8e1
EquationTags.hh: fix typo
2020-08-04 16:21:50 +02:00
09054e11dc
Add new “matched_moments” block
...
Closes : #51
2020-07-28 18:30:24 +02:00
ecf6d67e1c
PAC/MCE model: fix timing of target in PAC expectation term
...
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
3b3589b958
PAC model: rewrite the algorithm for detecting the target, to make it more robust
...
Closes : #54
2020-07-23 17:19:16 +02:00
7bca47385d
Fixes to include_eqs/exclude_eqs
...
— 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
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
2b25ab3e85
Fix handling of multiple PAC models
2020-07-22 12:21:05 +02:00
f2f6097777
Merge branch 'tune_jscale' into 'master'
...
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
eb464665ac
Fix faulty logic in checks
2020-07-21 10:48:45 +02:00
5cc9f216ca
Make preprocessor recognize default order=2 of stoch_simul
2020-07-21 10:40:08 +02:00
d4e20c7ec4
Merge branch 'moment_estimation' into 'master'
...
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
16f9168fda
PAC MCE: fix incorrect detection of the target variable
...
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
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.
...
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
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
4b3f010bc6
Simplify DynamicModel::writeAuxVarRecursiveDefinitions()
2020-07-08 18:48:45 +02:00
5b80a4db59
Unary ops substitution: bugfix, actually restrict the substitution to the chosen equations
...
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
59bda04d8b
Block decomposition + use_dll: fix bug in timing of exogenous variables
2020-06-25 15:19:49 +02:00
c4351166a9
use_dll: remove nb_row_x from static file, it is useless
2020-06-23 18:19:27 +02:00
db8c5439f7
use_dll: higher order derivatives are now returned as sparse matrices by static/dynamic files
...
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
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
633b89db64
use_dll: remove hack for Microsoft Visual C++
...
We don’t support that compiler, and in any case it should support C99.
2020-06-23 16:00:55 +02:00
fd13c03401
use_dll: use fmax() and fmin() from C99 to compute max and min operators
2020-06-23 15:59:35 +02:00
ad5e196d30
Block decomposition now compatible with 'use_dll' option
2020-06-23 15:13:04 +02:00
479c2c029f
Block decomposition: move core of the routine for writing per-block files in separate function
...
This is a preparatory step to allow use_dll with block decomposition.
2020-06-22 14:18:21 +02:00
7641c2f7ee
Cosmetics
2020-06-22 11:33:16 +02:00
f098329c74
Block decomposition: static and dynamic files are now pure wrappers around the per-block files
2020-06-19 18:45:42 +02:00
f4d2ce70da
Block decomposition: move logic for Jacobians in stochastic mode outside the dynamic file
2020-06-19 17:44:05 +02:00
92aff91066
Block decomposition: in per-block files, construct sparse Jacobians more efficiently
...
Use 3-column format before calling sparse().
Ensure that the 3-column matrix is constructed in column-major order: data
locality will greatly improve performance once we implement use_dll.
2020-06-19 16:42:32 +02:00
93c18d514b
Block decomposition: in per-block dynamic files, fix nonzero elements for deterministic Jacobians
2020-06-19 15:26:19 +02:00
8ec43b1fb2
Block decomposition: small simplification in per-block dynamic files
2020-06-19 12:39:54 +02:00
dc28aaa5e9
Block decomposition: fix bug in reduction of block decomposition
...
Some evaluated blocks could be incorrectly merged, leading to wrong
results (e.g. blocks incorrectly marked as evaluable forward).
Bug introduced in 39407083be
2020-06-17 19:42:13 +02:00
79763911b2
Block decomposition: in the dynamic file, y and T are now vectors as in non-block mode
2020-06-17 16:49:12 +02:00
91d5be3b8c
Block decomposition: fix value of M_.block_structure.dyn_tmp_nbr
2020-06-17 16:04:49 +02:00
257b399a94
Block decomposition: in dynamic files, rename “jacobian_eval” to “stochastic_mode”
...
This is much more explicit.
2020-06-16 15:54:51 +02:00
379be6ccef
Block decomposition: for “solve two-boundaries” blocks, move the iteration loop outside the dynamic file
2020-06-16 15:34:45 +02:00
85b900363d
Block decomposition: for “solve two boundaries” block, no longer compute “b” (-residuals+g1*y) in the dynamic function
2020-06-16 13:49:23 +02:00
8496979375
Block decomposition: remove useless “y” output for static/dynamic files of solved blocks
2020-06-16 10:38:16 +02:00
ad583adcd4
Block decomposition: for evaluate blocks, move the iteration loop outside the dynamic file
2020-06-15 18:13:17 +02:00
f022c0e16e
Block decomposition: remove duplicate “periods” arg. to dynamic file of complete two-boundaries blocks
2020-06-15 16:54:11 +02:00
d530ccd012
Misc cosmetic improvements
2020-06-05 17:12:15 +02:00
b402e35683
In the driver file, provide mapping between model local variables and indices in the temporary terms vector
...
The structures are M_.model_local_variables_{dynamic,static}_tt_idxs.
Ref. dynare#1722
2020-06-05 17:12:15 +02:00
90b9b6a1e4
JSON output: write model local variables in parsed model (modfile.json)
...
Ref. dynare#1723
2020-06-05 16:10:38 +02:00
7b9495bb2f
JSON output: when writing the model after computing pass, use TEF terms for (not derived) external functions
2020-06-05 16:10:38 +02:00
f9ab44da56
JSON output: do not append two underscores after model local variable names in their definition
...
This is inconsistent with the way they are printed in equations (without
underscores).
The practice of appending underscores only makes sense in a MATLAB workspace context.
2020-06-05 16:10:37 +02:00
931935a942
Bug fix: allow external functions in model local variables
2020-06-05 14:50:06 +02:00
050f1cdd74
Block decomposition: remove unused 2nd and 3rd derivatives in output of dynamic functions
2020-06-03 16:59:04 +02:00
f0c8a14551
Block decomposition: no longer compute deterministic simulation from dynamic.m file
2020-06-02 17:42:00 +02:00
2caad3ee84
Block decomposition: simplify DynamicModel::writeDynamicBlockMFile()
2020-05-29 16:48:38 +02:00
7b11898689
use_dll: merge the two generated C source files into a single one
...
Also, do various other cosmetic/simplification changes.
2020-05-29 16:12:01 +02:00
3c5d731500
Fix compilation with GCC 10
2020-05-28 14:21:58 +02:00
3ca1914e03
Block decomposition: fix simulation of blocks of type "evaluate backward" (without bytecode)
...
Ref. dynare#1727
2020-05-26 17:00:21 +02:00
faa6666abe
Block decomposition: no longer use global variables for temporary terms in the dynamic M-file
...
Rather use a single vector as in non-block mode.
By the way, change the order of output arguments in static functions, to be
closer to the dynamic ones.
2020-05-26 16:21:11 +02:00
04b7d4386d
Block decomposition: no longer use global variables for temporary terms in the static M-file
...
Rather use a single vector as in non-block mode.
2020-05-25 18:35:36 +02:00
a5abbae46a
use_dll: remove workaround for char16_t type
...
Should no longer be needed now that the minimal MATLAB version is R2014a.
2020-05-25 16:06:17 +02:00
b9216be277
Block decomposition: fix incorrect check with model local variables
...
We normally never arrive here, since MLV are not compatible with 'block'
option.
2020-05-25 15:42:16 +02:00
3033417f5a
Block decomposition: remove ExprNodeOutputType::matlabDynamicSparseSteadyStateOperator
...
It’s not really needed, since it does the same as
ExprNodeOutputType::matlabDynamicSteadyStateOperator.
2020-05-25 15:35:55 +02:00
7b1a77ca47
Block decomposition: use logical values for some inputs to solve_{one_boundary,two_boundaries}
2020-05-25 15:12:43 +02:00
a6d9ba6e55
Rename EquationType::evaluate_s to evaluateRenormalized, for clarity
2020-05-20 11:49:32 +02:00
c6a17913b4
Rename {Static,Dynamic}Model::writeOutput() to ::writeDriverOutput() for clarity
2020-05-20 11:44:40 +02:00
becc433d56
Rename byte_code to bytecode for consistency with user option name
2020-05-20 11:39:59 +02:00
c579a45b08
Remove helper now unused because of 1d838e96ff
2020-05-20 11:35:44 +02:00
96657b4974
Block decomposition: refactor code that writes the block structure to the driver file
2020-05-20 11:35:14 +02:00
4b28f1fe9c
Bytecode: remove unused data structure
2020-05-20 10:31:31 +02:00
2944484442
Bytecode: rename output methods for better consistency
2020-05-19 17:45:33 +02:00
1d838e96ff
Block decomposition: simplify routines for writing output dynamic/static M files
2020-05-19 17:33:58 +02:00
d05ffde63e
Merge branch 'hif' into 'master'
...
histval_file initval_file refactoring
See merge request Dynare/preprocessor!20
2020-05-14 14:36:36 +00:00
ed4c36a267
add first_simulation_period to the lexer
...
(cherry picked from commit c8575e11d2f81ad606ab50849c52127653699a93)
2020-05-14 14:36:35 +00:00
a2bea00fee
Block decomposition: another fix related to temporary terms refactoring
...
Temporary terms need to be computed per equation (as was done previously), and
not simply per block.
It’s necessary to track temporary terms per equation, because some equations
are evaluated instead of solved, and an equation E1 may depend on the value of
an endogenous Y computed by a previously evaluated equation E2; in this case,
if some temporary term TT of equation E2 contains Y, then TT needs to be
computed after E1, but before E2.
2020-05-13 16:58:19 +02:00
c9388da649
Bytecode: still another fix for temporary terms
2020-05-13 15:16:38 +02:00
2e6bc7ecaa
Bytecode: fix handling of temporary terms
...
They were broken by 49036f166d
2020-05-13 12:53:47 +02:00
f8796c67c5
ExprNode::computeTemporaryTerms: minor simplifications, for symmetry with blocks code
2020-05-12 18:39:15 +02:00
49036f166d
Block decomposition: refactor code for computing temporary terms
...
In particular, in dynamic models, temporary terms are now computed for
derivatives w.r.t. exogenous, and also w.r.t. endogenous variables that do not
belong to the block.
2020-05-12 18:39:13 +02:00
ba214a100d
Block decomposition: bugfix, cutoff option was ignored
...
Introduced in c699d57308
2020-05-07 18:41:01 +02:00
928aa977b6
Block decomposition: replace expr_t by BinaryOpNode * in a couple of places
2020-05-07 15:24:35 +02:00
c699d57308
Block decomposition: no longer compute static Jacobian, it’s not used
...
Also remove a message about elements below the cutoff that was no longer
correct (elements below the cutoff have no impact on the incidence matrix
outside of normalization).
2020-05-06 18:11:11 +02:00
a1b37288f9
Block decomposition: do not write unnecessary zeros in dynamic Jacobian
...
Also do cosmetic change in the corresponding code for static Jacobian.
2020-05-06 14:22:04 +02:00
9f361e9e37
Block decomposition: simplify code for ordering dynamic Jacobian columns
2020-05-06 14:21:24 +02:00
061245e50d
Block decomposition: simplify routines that write static model in MATLAB form
...
By the way, this probably fixes a bug in the presence of external
functions (so-called TEF terms were not properly repeated in each per-block
static file).
Also remove debugging output in the M-file.
2020-05-05 18:59:28 +02:00
38ccd5e0cf
Block decomposition: remove unneeded code for bytecode
2020-05-05 17:15:08 +02:00
5f22f00436
PAC models: handle PAC data in DynamicModel copy constructor and assignment operator
2020-05-05 16:34:51 +02:00
4f453320d1
Block decomposition: remove unneeded code for exogenous
2020-05-05 16:17:22 +02:00
cb61ee8506
Block decomposition: make structures storing derivatives w.r.t. other endo/exo symmetric with those for endos belonging to the block
2020-04-30 18:24:24 +02:00
b1a739c56a
DynamicModel: add missing members in copy constructor/assignment operator
2020-04-30 14:57:50 +02:00
a8c2defe26
Block decomposition: compute simulation types into separate function; prologue and epilogue are no longer class members
...
By the way, remove the BlockType stuff which was purely informative (and it’s
not worth carrying over prologue and epilogue information just for that).
2020-04-30 12:48:16 +02:00
26fc71ffa7
Block decomposition: store max lead/lag of all variables in the “blocks” structure
...
By the way, regroup all code that computes the dynamic structure of a block
into a single function.
2020-04-30 12:03:14 +02:00
7f57821401
Now compute blocks[].first_equation from ModelTree::computeBlockDecompositionAndFeedbackVariablesForEachBlock
...
Also include various cosmetic changes.
2020-04-29 18:48:42 +02:00
1886746581
VariableDependencyGraph::reorderRecursiveVariables now returns indices from vertex_index
...
This is for consistency with other graph algorithms. Previously it would return
an index from vertex_index1.
See also 1d92adacf4
2020-04-29 18:46:15 +02:00
24db5e6033
Minor simplifications in graph algorithms
2020-04-29 18:12:22 +02:00
4948adf2cd
Block decomposition: remove unused data structure
2020-04-29 17:47:48 +02:00
f39c687d85
Block decomposition: store mapping between endos/eqs and their block
...
Previously this computation was done at several places.
2020-04-29 17:42:46 +02:00
39407083be
Block decomposition: ensure that the cutoff option only impacts normalization
...
Previously, the cutoff option would also impact the block decomposition itself,
since it would had an influence on the incidence matrix used for computing the
blocks and their derivatives.
The problem is that, in the general case, it’s quite possible that an element
of the numerical Jacobian be zero at the evaluation point, while being quite
different from zero along the simulation path. A typical example is an
expression of the type x*y, where y is an endogenous and x is an exogenous not
present in the initval block (and hence initialized to zero).
2020-04-29 12:41:39 +02:00
470cb5fcb0
Block decomposition: remove mostly unused structure ModelTree::derivative_endo
...
It has been superseded by ModelTree::blocks_derivatives.
By the way, fix the initial number of non-zero elements in sparse Jacobian.
Also avoid computing suboptimal temporary terms.
2020-04-28 14:12:29 +02:00
2c69f1f31e
Cosmetic changes to ModelTree::determineLinearBlocks()
2020-04-28 12:35:18 +02:00
2e136cae56
Block decomposition: simplify computation of block derivatives
...
— use a std::map for storing block derivatives
— remove redundant ModelTree::first_chain_rule_derivatives structure
— remove unused codepaths in StaticModel
— DynamicModel: simplify code that determines the type of derivatives in a
block. We now use a slightly different categorization.
— by the way, fix the max lead/lag information for blocks that are obtained via
merging. A workaround was previously implemented in
DynamicModel::get_Derivative(), but it is no longer needed with this fix.
2020-04-28 12:26:51 +02:00
5bd41f8599
Improve comments
2020-04-24 19:06:30 +02:00
45b260cf20
VariableNode::getChainRuleDerivative: do not cache values in ExprNode::derivatives
...
This field is used for standard derivatives. Using it also for chain rule
derivatives can only lead to wrong results.
2020-04-24 19:06:30 +02:00
29f28be772
Further simplify ModelTree::computeBlockDecompositionAndFeedbackVariablesForEachBlock()
2020-04-24 11:36:05 +02:00
5ee45f5bd4
Block decomposition: remove helpers that are no longer needed since data structure are cleaner
...
Add a new helper for getting the number of recursive variables in a block.
2020-04-23 16:31:57 +02:00
2154227990
Block decomposition, bugfix: M_.block_structure_stat.block().mfs was wrong
2020-04-23 16:03:38 +02:00
e48e761b94
Block decomposition: various minor cleanups
2020-04-23 14:41:18 +02:00
8b6e42559d
fix typo
...
[skip ci]
2020-04-21 13:08:27 -04:00
118ceab85b
Block decomposition: reorganize data structures storing block information
2020-04-21 18:25:33 +02:00
8eafd9ab4f
Block decomposition: various refactorings
2020-04-17 19:23:52 +02:00
1d92adacf4
Block decomposition: fix bug with mfs > 0 introduced in 5431451db3
2020-04-17 18:19:07 +02:00
a741799f90
Block decomposition: factorize various helper functions
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Should have been done in 76c2e87c3b
2020-04-17 16:04:19 +02:00
7327fb9f17
Block decomposition: give more explicit names to ModelTree::{inv_,}{equation,variable}_reordered
2020-04-17 15:09:22 +02:00
4e819f09b2
Block decomposition: various refactorings
2020-04-15 17:56:28 +02:00
5431451db3
Block decomposition: refactor algorithms on the variable dependency graph
...
In particular, move them into a separate class rather than a namespace.
2020-04-10 12:55:07 +02:00
Stéphane Adjemian (Charybdis)
c38f9aa7c3
Cosmetic change.
2020-04-06 09:29:57 +02:00
Stéphane Adjemian (Charybdis)
27a8b3b70e
Added preprocessor option: notime.
...
Do not print the total computing time at the end of the driver.
2020-04-03 11:00:48 +02:00
daa8d01686
Complete rewrite of the equation normalization symbolic engine
2020-04-02 19:19:57 +02:00
e88c05e3b8
Change prototype of DataTree::AddEqual()
...
This permits some simplifications.
2020-04-02 19:19:57 +02:00
fb72472ee0
Block decomposition: fix several bugs in computation of renormalized equations
...
This would only hit for mfs=2 or mfs=3.
2020-03-30 18:39:25 +02:00
1949a355a7
Block decomposition: simplifications to ModelTree::equationTypeDetermination
2020-03-30 17:06:48 +02:00
4d30f17e0b
Block decomposition: move collectFirstOrderDerivativesEndogenous in ModelTree
...
By the way, use camel case for the function name.
2020-03-30 14:51:53 +02:00
ad48697abe
Block decomposition without bytecode: fix call to solve_one_boundary
...
Ref. dynare#1717
2020-03-30 12:44:01 +02:00
9263a02a9b
Skip constant equations replacement only when there is an “mcp” tag
...
Since bef537d40a
2020-03-27 18:17:04 +01:00
50776a766a
Remove the unsignedness of many integer variables and function arguments
...
This was only adding unneeded complexity, for no clear reason (we’re very far
from reaching 2³¹ equations, and if we wanted to support models that large, it
would be better to use long integers to avoid being limited to 2³²).
2020-03-24 18:28:03 +01:00
92c3cbdfa1
Remove unused classes
2020-03-24 17:04:53 +01:00
78ff24ea14
Block decomposition: misc style and doc improvements
2020-03-24 16:57:45 +01:00
a2caa8b4a8
Block decomposition: in symbolic normalization, no longer insert a null pointer in dynamic Jacobian
...
Rather use DataTree::Zero, since we use numerical zero for static and
contemporanous Jacobians.
2020-03-24 15:28:22 +01:00
5d6e6338f4
Block decomposition: remove unused codepaths in computation of normalization
2020-03-20 18:49:31 +01:00
097bdfde03
Misc simplifications and cosmetics
2020-03-20 18:42:59 +01:00
ce1cbb3e52
Block decomposition: turn EquationType into an enum class
2020-03-20 18:00:56 +01:00
8b4d046f9f
Block decomposition: turn BlockSimulationType into an enum class
2020-03-20 17:31:14 +01:00
f1061e8df1
Block decomposition: turn BlockType into an enum class
2020-03-20 16:38:43 +01:00
fcef9cf8b9
Block decomposition: further streamlining of function prototypes
2020-03-20 15:23:23 +01:00
bd6eee93df
Block decomposition: refactor the prototypes of various functions
...
— return output arguments on the left-hand side
— do not pass class members as input/output arguments
By the way, fix a (benign) vector allocation bug in
{Static,Dynamic}Model::computeChainRuleJacobian().
2020-03-19 17:47:12 +01:00
76c2e87c3b
Block decomposition: factorize data structures between StaticModel and DynamicModel
2020-03-17 18:58:34 +01:00
7aea50b988
Do not import MFS namespace
2020-03-17 16:49:22 +01:00
ec57ee96c3
MinimumFeedbackSet: make most functions (de facto) private
2020-03-17 16:48:55 +01:00
ca7024802e
Merge branch 'shock_decomp' into 'master'
...
Add missing smoother options to shock_decomposition
See merge request Dynare/preprocessor!18
2020-03-17 13:22:41 +00:00
dab769c6f4
Add missing smoother options to shock_decomposition
2020-03-17 11:48:51 +01:00
d668590ff8
modify Julia output for mapping eqidx
2020-03-17 09:27:10 +01:00
7d1a467aa3
Transform predetermined variables before computing original model leads/lags
...
This is necessary to correctly compute those original model leads/lags. In
particular, this is needed for correct interaction with “histval”.
Closes : #47
2020-03-02 17:10:24 +01:00
Stéphane Adjemian (Charybdis)
2a048a487c
Throw an error if mh_tune_guess is used without mh_tune_jscale.
2020-02-29 09:54:18 +01:00
Stéphane Adjemian (Charybdis)
3c6a23137b
Throw an error if mh_tune_jscale is used with mh_jscale.
2020-02-28 18:28:09 +01:00
Stéphane Adjemian (Charybdis)
5a12f56b0f
Cosmetic change (indentation).
2020-02-28 13:17:01 +01:00
Stéphane Adjemian (Charybdis)
baa3804314
Shorten option name.
2020-02-28 13:10:47 +01:00
02fa6c7814
Add interface to set initial guess for mh_tune_jscale
2020-02-26 11:20:48 +01:00
9ff10f482a
Fix typos (thanks lintian)
2020-02-25 15:20:33 +01:00
312edf0dba
Provide M_ as an output to stoch_simul and discretionary_policy
...
Related to https://git.dynare.org/Dynare/dynare/issues/1711
2020-02-24 13:06:59 +00:00
2813ef2d18
remove unused header
2020-02-21 19:51:04 +01:00
7371558321
rework equation tags
...
Create new EquationTags class to simplify use of equation tags throughout the code and avoid repeated code
issue #38
2020-02-21 17:49:38 +01:00
28b98c7c0e
Rework the function that handles the macro-expansion of the .mod file
2020-02-20 15:30:46 +01:00
abedb47573
macro processor: allow for the definition of a variable without a value
...
- by default, set the value of the variable to `1`, as is done on the command line with the `-D` flag
issue #43
2020-02-19 21:40:40 +01:00
4a68f8a38d
dragonfly: add new field to `options_.parallel_info`
2020-02-18 21:31:07 +01:00
a3fb2b123e
fix bug introduced in a778ba4
2020-02-18 12:32:34 +01:00
a778ba4ab4
fix lookbehind to handle `-` sign in substitution of dates in native statements
...
closes dynare#1708
2020-02-17 17:37:58 +01:00
976e2ae17a
remove support for weekly dates
2020-02-17 15:03:26 +01:00
fb8a26f877
dragonfly: support ProgramConfig config file option
2020-02-13 18:35:56 +01:00
f022f666b7
dragonfly: support ProgramPath config file option
2020-02-13 17:47:15 +01:00
ac4749edf9
add undocumented `gui` option to preprocessor
2020-02-12 12:32:40 +01:00
14be6bad00
occbin: support occbin tags in equation tags, add occbin_likelihood and occbin_smoother as options to estimation
2020-02-11 14:24:06 +01:00
f9a7d8ded3
make loop variables const
2020-02-06 16:09:03 +01:00
de6ca5cdcc
Combine `DynareMain.cc` and `DynareMain2.cc`
2020-02-05 16:27:40 +01:00
1dbbd87d3d
Remove options `noemptylinemacro` and `nolinemacro`; add option `linemacro`
...
This only concerns the situation when `savemacro` is also passed.
When `linemacro` is passed, the macro expanded .mod file is the same as before
When `linemacro` is not passed, the macro expanded .mod file is equivalent to what it was before when both `noemptylinemacro` and `nolinemacro` were passed.
closes #44
closes #45
2020-02-05 15:19:01 +01:00
c4a9f93d40
Do not allow the estimation of a parameter that appears in “planner_discount”
...
Ref. dynare#1173
2020-02-04 17:49:53 +01:00
12296b620f
macro processor: fix bug in file reported when error encountered after a file has been included
...
closes #42
2020-02-04 11:12:41 +01:00
6284e991fc
macro processor: remove unnecessary type specifiers
2020-02-04 11:12:41 +01:00
ee972d9638
Fix “planner_discount” option of “discretionary_policy”
...
Since fe0c781c06
2020-01-30 15:42:39 +01:00
3fec11b183
code simplifications
2020-01-30 14:55:39 +01:00
148aa9d924
macro processor: simplify handling of `@#define`
2020-01-29 14:52:01 +01:00
Stéphane Adjemian (Charybdis)
2479a2a78c
Fixed bug introduced in 985d742.
...
If a float smaller than one in absolute value is written without a
leading zero in the mod file, for instance as `.5`, we really need to
prefix the number with a zero. The simplest approach is to convert
the strings representing the numerical constants into floats.
2020-01-28 18:11:55 +01:00
Stéphane Adjemian (Charybdis)
985d742381
Removed prefixing of doubles between -1 and 1 with 0.
...
This resulted in values like `00.018` in the AST's NumConstNode which
cannot be read by some JSON readers (e.g. Mathworks' jsondecode).
2020-01-27 16:45:21 +01:00
bef537d40a
Do not simplify constant equations which have a tag attached
...
In particular, in the case of an 'mcp' tag, this could lead to a convergence
failure.
Ref. dynare#1697
2020-01-27 16:09:05 +01:00
0f3f6a2332
Add comments and simplify code in function that parses the --+ options: … +-- line
2020-01-23 18:45:02 +01:00
c6a52fd778
macro processor: c++ modernization
2020-01-21 15:43:25 +01:00
fa2f6c9206
macro processor: use `map.count()` instead of `map.find()`
2020-01-21 15:41:25 +01:00
3c546ddb20
macro processor: declare function const
2020-01-21 15:41:08 +01:00
a8b7bd31c5
Fix bug introduced in use_dll mode in 23a08a3662
...
Ref. #40
2020-01-20 18:33:31 +01:00
b0c819cb03
Compute 3rd order dynamic derivatives for “dynare_sensitivity(identification)”
...
Ref. #40
2020-01-20 17:26:31 +01:00
23a08a3662
Ensure that dynamic model files contains all the derivatives that have been computed
...
Previously, there could be a discrepancy if the order mandated by
“identification” was less that the one mandated by “stoch_simul”.
Ref. #40
2020-01-20 17:22:32 +01:00
1c44baea05
New option “filtered_theoretical_moments_grid”, that supersedes “hp_ngrid”
...
The old option is left for backward-compatibility purposes, but it has the same
effect as the new one.
Ref. dynare#1093
2020-01-20 16:21:25 +01:00
e9049aa81f
use prefix notation `R"()"` for quote in quotes
2020-01-16 16:24:21 +01:00
6d1c2ca82b
macro processor: allow colon-separated arrays as command-line defines
...
colon-separated command line arguments such as
```
dynare <<.mod file>> -DA=1:5 -DAA=1:2:5
```
are now translated as:
```
@#define C = [2, 3, 4, 5, 6]
@#define CC = [2, 5]
```
2020-01-16 16:24:21 +01:00
f00d7c4b4c
macro processor: fix bug where command line arguments that began with an integer were being treated as integers even if they weren't (e.g. dates)
2020-01-16 13:09:42 +01:00
a70511e057
Add xls_sheet and xls_range options to calib_smoother
2020-01-13 11:36:31 +00:00
15df06bf29
fix bug in writing equation tags in latex output; special characters (`& % $ # _ { } ~ ^ \`) were not escaped
2020-01-07 15:59:01 +01:00
70c3d478ba
add newline after equation tag in latex output
2020-01-07 15:58:58 +01:00
acdfeb4ee6
simplify calls to `symbol_list.checkPass`
2020-01-07 15:58:30 +01:00
d2860c4f6b
place braces directly around latex name
...
issue dynare#263
2020-01-07 15:58:00 +01:00
4e2538a2a2
Ensure original tags and line numbers are preserved with ramsey_model
...
In particular, introduce a method for clearing all equations, so that tags and
line numbers are also cleared.
Ref. dynare#1685
2020-01-06 18:26:35 +01:00
05f00aa33f
fix bug causing equation tags to be ignored when casting to StaticModel
2020-01-06 16:05:22 +01:00
98a9c88880
Allow `dynasave` and `dynatype` to support exogenous variables in their var_list
...
issue dynare#1691
2020-01-06 10:52:18 +01:00
54f73e0864
Symbol List check pass: allow caller to specify the valid types of variables in a Symbol List
...
dynare#1355
2019-12-23 21:16:00 +01:00
f2271eb806
Partial reversion of global indentation of macro processor header files introduced in e2d5a83592
...
The global indentation introduced in e2d5a83592
2019-12-23 19:39:34 +01:00
e2d5a83592
Global reindentation
2019-12-20 16:59:30 +01:00
42106f85a8
det_cond_forecast: fix output aesthetics
...
- remove semicolon after `end`
- don't test for existence of `oo_`
- fix spacing to conform with MATLAB/Octave spacing
issue #39
2019-12-20 14:51:16 +01:00
0cd59dbcf8
bug fix: clear symbol list and options list after call to `DetCondForecast` constructor
...
issue #39
2019-12-20 14:51:16 +01:00
9d3be05a2d
remove superfluous comma
2019-12-20 14:51:16 +01:00
76b461de4a
organize function with other members of the same class
2019-12-20 14:51:16 +01:00
32c3910e18
allow symbol list to accept auxiliary variables
...
dynare#1355
2019-12-20 14:51:15 +01:00
137dc31bb0
remove unnecessary headers
2019-12-20 12:49:23 +01:00
5f451ebc99
Cosmetic fixes to 8baec1e0ec
...
Ref. #1673
2019-12-20 11:48:50 +01:00
82c2682bb2
New “with_epilogue” option of “shock_decomposition”, “realtime_shock_decomposition” and “initial_condition_decomposition”
...
Ref. dynare!1688
2019-12-20 11:47:54 +01:00
ebafd8f3b6
Epilogue: always initialize M_.epilogue_names and M_.epilogue_var_list_
...
Ref. dynare!1688
2019-12-20 11:47:54 +01:00
Stéphane Adjemian (Charybdis)
8baec1e0ec
Allow k order estimation.
...
Automatically switch to k_order_solver if order>2. Use old mex file if
order==2 (since it seems unexpectedly significantly faster than
local_state_space_iteration_k, and because it can deal with pruning).
2019-12-20 11:15:16 +01:00
d441ff059a
Fill the “M_.aux_vars(:).orig_expr” field for all auxiliary variables
...
This field contains a string representation of the expression that the
auxiliary variable replaces.
It is non-empty for all auxiliary variables, except for Lagrange multipliers.
Ref. dynare#773
2019-12-19 16:58:26 +01:00
8b23a2d575
Fix incorrect static model when “diff” operator is present
...
The “diff” operator was incorrectly replaced by its argument in the static
model, leading to an incorrect result for the steady state.
This is because the information contained in the “expr_node” field of the
auxiliary variables storage was not consistent across all types of auxiliary
variables: for a “diff()” operator, it would contain the argument of the
operator, instead of the full node. Hence it would not simplify to zero at the
steady state.
A similar inconsistency was also present for the “expectation()” operator,
though it was not leading to an incorrect static model.
2019-12-19 16:50:40 +01:00
044258b0a2
Make “datafile” option of “perfect_foresight_setup” (and “simul”) equivalent to “initval_file”
...
Ref. dynare#1663
2019-12-19 14:53:52 +01:00
d1d244086d
Remove spurious spaces within parentheses in generated MATLAB code
2019-12-18 17:35:25 +01:00
fe0c781c06
New “planner_discount_latex_name” option of “ramsey_policy”
...
Accepts a TeX name, as for variable declarations (i.e. enclosed within dollar
signs).
Ref. dynare#1686
2019-12-18 17:32:41 +01:00
1a08cdf01a
BinaryOpNode::findConstantEquations(): fix bug related to nested if/else
...
In the absence of braces, the last “else” clause is always associated with the
closest “if”, which is not what was intended here. The indentation was
misleading.
2019-12-18 16:32:59 +01:00
a4ef5a01d3
Epilogue: handle case where `dseries.firstobservedperiod` ends in an error
...
issue #36
2019-12-18 15:54:50 +01:00
4f20b1146e
Epilogue static file: handle case where RHS is not a dseries
...
issue #36
2019-12-18 15:50:37 +01:00
e2d9e179a2
Include missing header
2019-12-18 15:43:49 +01:00
86c79250cf
Make iterator const
2019-12-18 15:43:49 +01:00
653b2477db
Update for bison 3.5
2019-12-18 15:43:48 +01:00
87870eaae8
Epilogue: remove +1
...
issue #36
2019-12-18 15:43:48 +01:00
efb2752e4e
Ramsey: fix bug: symbol_list is not passed to RamseyPolicy statement when it was not passed options
2019-12-18 12:07:59 +01:00
c2461981d2
Various provisions for improvements to shock decomposition commands
...
– New “squeeze_shock_decomposition” command
— New “max_nrows” option to “plot_shock_decomposition” and
“initial_condition_decomposition”
— “plot_shock_decomposition” now returns oo_ as an output argument
Ref. dynare#1687, dynare!1655
2019-12-18 11:39:44 +01:00
031c0cff5f
Various code simplifications and modernizations
2019-12-16 19:42:59 +01:00
97fa005b33
Use 1-based indexing in M_.nonzero_hessian_eqs
2019-12-13 22:31:49 +01:00
141cff0761
New field M_.endo_trends
...
For each endogenous variable, gives the deflator and the growth factor (as well
as the “log” versions).
Ref. dynare#1648
2019-12-13 18:02:37 +01:00
2af26ee2c2
Ramsey: use information from transformed model for filling M_.nonzero_hessian_eqs
...
Since commit 9c9e8f816f
2019-12-13 18:02:35 +01:00
2646f01424
fix quotes from 7958f76fae
2019-12-13 16:03:37 +01:00
fddfb7fe2f
Issue deprecation warning for `simul`
...
closes dynare#1683
2019-12-13 16:01:47 +01:00
c1b8cdf811
epilogue: simplify _static file
...
issue #36
2019-12-12 16:32:12 +01:00
b58bbb8e84
Ramsey: do not warn if instruments are not defined in steady_state_model block
...
Closes: dynare#1677
2019-12-12 16:19:15 +01:00
047b397899
Simplify x+y-y in x
...
Note that this actually corresponds to 4 different abstract syntax trees:
— (x+y)-y
— (y+x)-y
— (x-y)+y
— y+(x-y)
2019-12-12 16:19:15 +01:00
d747b53a8b
Simplify x*y/y in x
...
Note that this actually corresponds to 4 different abstract syntax trees:
— (x*y)/y
— (y*x)/y
— (x/y)*y
— y*(x/y)
2019-12-12 16:19:15 +01:00
50275f3588
Simplify x-(-y) in x+y
2019-12-12 16:19:15 +01:00
f24f28b2b2
Simplify x/(1/y) in x*y
2019-12-12 16:19:15 +01:00
1d3265acb7
C++17: further code simplifications (assignments in if)
2019-12-12 16:19:14 +01:00
44adcbb488
epilogue: replace `dseries__` with `ds` making the file easier to read
2019-12-12 14:46:45 +01:00
dfcd381d20
epilogue: fix bug with external functions in `epilogue` block
...
issue #36
2019-12-12 14:45:49 +01:00
7958f76fae
issue deprecation warning for `ramsey_policy`
...
dynare#1678
2019-12-12 11:36:43 +01:00
8dfa79a0f5
new command `evaluate_planner_objective`
...
dynare#1678
2019-12-12 11:35:26 +01:00
5430bb4bc6
simplify for statement
2019-12-11 16:21:18 +01:00
4111bc8cfc
epilogue: create _dynamic and _static files
...
#36
2019-12-11 16:17:54 +01:00
34a41b557d
epilogue: output endogs used in epilogue equations
...
#36
2019-12-11 15:51:26 +01:00
41d38551e5
write names of epilogue variables
2019-12-11 15:51:26 +01:00
3694fc40b3
detrend epilogue equations
2019-12-11 14:45:47 +01:00
8dc70602c8
macro processor: move evaluation of all arguments for unary, binary, and trinary ops into their switch cases
2019-12-10 16:33:32 +01:00
952e899f3a
fix bug in macro processor ensuring short-circuit functionality of `||` and `&&` statements
...
closes dynare#1676
2019-12-10 16:30:11 +01:00
5c081db76f
Add option “colormap” to “initial_condition_decomposition” command.
...
Ref dynare#1586
2019-12-09 15:43:39 +01:00
8962a9d589
Windows: apply the workaround for +<basename> removal to +objective subfolder
...
Because MATLAB under Windows maintains a lock on the “+<basename>” subdirectory,
we use a workaround consisting in first renaming the directory, then deleting
it.
But this is not enough when the “ramsey_policy” command is used, because the
latter creates a “+objective” subfolder inside “+<basename>”, on which MATLAB
also maintains a lock.
The fix consists in recursively using the same workaround as for the top-level
directory: renaming before deleting.
2019-12-06 15:19:23 +01:00
3f3ef7ca00
fix bugs in initial_condition_decomposition statement
...
closes #37
2019-12-06 10:40:44 +01:00
2814f05a67
Add flag to compilation of flex file
...
Without this flag flex errors out because it hits a hard-coded size limit
2019-12-04 16:57:20 +01:00
02cb4cc973
add compiler statement
...
Allows the user to set the compiler, flags, and libs to be used with `use_dll`
Issue #35
2019-12-04 16:57:20 +01:00
bf56d6fb82
fix LaTeX output for sqrt, exp, sin, cos, tan
2019-12-04 11:26:30 +01:00
2db2133796
fix bugs with cbrt
...
- it was not handled in the model block
- output was incorrect for MATLAB/Octave and LaTeX
2019-12-04 11:10:19 +01:00
abbdbb5862
Clarify part of code
2019-12-03 16:42:38 +01:00
23ff36a0dd
Systematically compute recursive ordering of auxiliary equations
...
Auxiliary equations appearing in set_auxiliary_variables.m and
dynamic_set_auxiliary_series.m need to appear in recursive ordering, since
those files are used for sequential evaluation.
Previously, the recursive ordering was guaranteed by a set of ad hoc rules and
workarounds, but that would not cover certain edge cases.
With this commit, the recursive ordering is systematically computed, using a
topological sort on the directed acyclic graph whose vertices are auxiliary
equations and whose edges are dependency relationships.
Closes : #22
2019-12-03 14:26:13 +01:00
4a1fb239da
Add interface for init2shocks
...
Dynare/dynare#1650
2019-12-02 13:58:44 +01:00
de3de15249
add nograph option to plot_shock_decomposition
...
closes #30
2019-11-29 14:58:42 +01:00
f11048f2dc
Pass oo_ as function input for plot_icforecast. Dynare/dynare#1672
2019-11-29 12:17:02 +01:00
d008113d69
Forbid exogenous and exogenous deterministic variables in STEADY_STATE operator
...
Closes: dynare#825
2019-11-27 17:27:04 +01:00
61ea8811de
Remove the undocumented and confusing “linear” option of stoch_simul
...
Closes : #33
2019-11-27 15:08:56 +01:00
dfb5a856c4
bugfix: forecast type option in shock_decomposition.
2019-11-26 18:29:12 +01:00
0573475891
Merge branch 'master' into 'master'
...
Master
See merge request Dynare/preprocessor!8
2019-11-26 17:08:03 +00:00
3e43b36cf3
Introduce forecast type option in shock_decomposition command. Dynare/dynare#1657
2019-11-26 17:49:12 +01:00
c23e136f93
Revert "Merge branch 'master' into 'master'"
...
This reverts commit 3ae92499b83ec01b8612
2019-11-26 16:46:12 +01:00
28bfc72a5c
Revert "Merge branch 'master' into 'master'"
...
This reverts commit a37fea0dfc3ae92499b8
2019-11-26 16:44:17 +01:00
e3a3979eba
remove unnecessary line included in 0ff7a9d
2019-11-26 16:37:01 +01:00
0ff7a9d2ab
introduce command line options: `exclude_eqs` and `include_eqs`
...
Allows for the inclusion/exclusion of a set of equations, specified either on the command line or in a text file.
If the equation has a single endogenous variable on the LHS, then the equation is moved. If not, if the equation has an `endogenous` tag then that variable is removed along with this equation. If not, then an error is thrown.
As a command line argument, `exclude_eqs` can take the form (same syntax for `include_eqs`):
* `exclude_eqs=eq1 to remove all equations declared as `[name=eq1]`
* `exclude_eqs=[eq 1, eq 2]` to remove all equations declared as `[name=eq 1]` or `[name=eq 2]`
* `exclude_eqs=[tagname=X]` to remove all equations declared as `[tagname=X]`
* `exclude_eqs=[tagname=(X, Y)]` to remove all equations declared as `[tagname=X]` or `[tagname=Y]`
When declared in a file, the file should be of the form:
```
eq 1
eq 2
```
to remove all equations declared as `[name=eq 1]` or `[name=eq 2]`.
It should be of the form:
```
tagname=
X
Y
```
to remove all equations declared as `[tagname=X]` or `[tagname=Y]`.
2019-11-26 14:16:00 +01:00
a61565bd01
macro processor: fix bug in cast of string to bool
...
The incorrect `equal` template was being used.
2019-11-26 11:11:34 +01:00
4540bed06c
macro processor: missed if statement with initializer for C++17
2019-11-26 10:40:51 +01:00
4e3bf09495
macro processor: fix typo that caused logical or not to work when one of the arguments is Real == 1 and other arguments are false
2019-11-26 10:39:16 +01:00
8034513578
macro processor: fix bug: allow empty strings
...
previously, `@#define str=""` caused an error
2019-11-26 10:32:43 +01:00
926ccccb26
fix missing tokens in the lexer: conditional, unconditional.
2019-11-25 17:34:52 +01:00
8bfcefe7fb
Add interface for forecast_shock_decomposition. Dynare/dynare#1657
2019-11-25 17:08:59 +01:00
3ec01b8612
modifications for compiling mex on macOS
...
* only support 64 bit mex
* check whether local compiler exists; if not use system compiler; if that doesn't exist stop processing
* move to minimum macOS 10.9, corresponding to the MATLAB mex min
2019-11-22 16:36:01 +01:00
c6beb6c5c6
macro processor: ignore `@#line` directive
2019-11-22 14:14:05 +01:00
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
0f0299bc1c
fix to allow for diffs of unary ops to go through variable mapping
2019-11-07 16:15:49 -05:00
0bb233d291
fix bug causing auxiliary variables for pac growth parameters not to contain their original symbol id
2019-11-07 14:17:49 -05:00
7a78593df4
introduce variableMapping, default equation name tags in M_ and JSON output
2019-10-30 16:30:51 +01:00
fa9c9435ff
add xref for equation tags
2019-10-29 14:05:55 +01:00
ef4710cdb1
macro processor: fix for loops
2019-10-29 11:21:09 +01:00
8a789d060f
aesthetic fix: for conformity to the rest of the code, prefer `const auto` to `auto const`
2019-10-29 11:20:27 +01:00
4866bb5902
macro processor: use C++17 structured bindings in for loops
2019-10-29 11:20:21 +01:00
217dadabbd
Use `if` statements with initializers allowed by C++17
2019-10-29 11:20:13 +01:00
361e99bee5
simplify code
2019-10-28 17:25:40 +01:00
7b13ee1b3a
macro processor: remove unused variable
2019-10-24 17:52:32 +02:00
d839aea08b
Drop unused functions for writing C and C++ output
...
These functions should have been deleted in
946d105c04
2019-10-24 10:54:46 +02:00
ecdca502aa
Modernization: stop using make_pair() and make_tuple()
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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
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
8a83e08e79
Fix bug with diff or unary ops that have same static representation
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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
c5d223a79b
Fix semantics of ExprNode::maxLag(), maxLead() and maxLagWithDiffsExpanded() with constants
...
Those methods can return a negative value in some cases. For example,
maxLead(x₋₁) = −1.
But constants were always returning a value of zero, which means that we had
inconsistent behaviour like maxLead(x₋₁ + 2) = 0.
This commits fixes the behaviour by making these methods return the smallest
possible integer when called on constants.
2019-10-22 11:35:11 +02:00
d38ac48cfa
Create set_auxiliary_series routine in use_dll, block/bytecode and julia modes
...
Closes #34
2019-10-17 15:03:26 +02:00
7306132644
remove unused headers
2019-10-11 11:44:39 +02:00
8211edc4e8
fix typo
2019-10-10 15:31:03 +02:00
9e454debb5
support external functions in MATLAB namespace. closes dynare#1639
2019-10-09 14:49:05 +02:00
4e1b1e4405
fix typo in parser
2019-10-08 15:36:30 +02:00
f77413ebb8
remove unused argument to function
2019-10-08 11:22:29 +02:00
fac9e4436c
fix bug in `fast` option: printing temporary terms hid changes in model when the temporary term changed as the temporary terms themselves were not printed. closes dynare#1661
...
Furthermore, modifications to model local variables were not taken into account.
To fix, take checksum of model local variables, temporary terms, and equations
Also, use existing functions to print these to a stringstream instead of repeating print functionality in this function
2019-10-07 18:55:20 +02:00
6e92f79c13
simplify isChecksumMatching, move to filesystem::path
2019-10-07 17:43:45 +02:00
6191c69d74
move to hash algorithm defined since C++11 for calculating checksums. dynare#1661
2019-10-07 17:43:16 +02:00
979453815c
simplify initialization of `hasModelChanged` variable in writing of output
2019-10-07 11:32:02 +02:00
14b6cb6bee
Fixed logic for output language.
2019-10-07 09:28:49 +02:00
7b4616e853
fix cross compilation due to bug in MinGW 8.3.0
...
implicit conversion from `filesystem::path` to `string` not supported even though it's in the standard
2019-10-04 14:41:48 +02:00
1291320053
macro processor: handle empty files
2019-10-04 11:18:03 +02:00
125adff59c
macro processor: insert path instead of string as the path has already been created
2019-10-04 11:10:21 +02:00
2ce6e411b4
remove unused headers
2019-10-04 10:57:36 +02:00
2f6f0d8cf6
use filesystem::path instead of string to hold include paths passed on the command line
2019-10-04 10:57:36 +02:00
0b3cd3ec90
pac: fix parsing of linear combination for growth option
2019-10-03 18:26:09 +02:00
031bc62f3a
macro processor: use filesystem after move to C++17, closes #31
...
ancillary to this change is the move of `paths` out of the Driver class into an argument to parsing/evaluation #32
2019-10-03 14:24:47 +02:00
d7e70a4063
macro processor: fix bug: interpret @#include at node level instead of at the Driver level
2019-10-02 17:39:11 +02:00
310f3936fe
macro processor: fix bug: interpret @#includepath at node level instead of at the Driver level
2019-10-02 17:39:05 +02:00
db52e02158
capitalize MATLAB
2019-10-02 14:04:31 +02:00
93077bbcdd
macro processor: fix bug in range when start point == end point
2019-10-02 10:22:46 +02:00
5e54761201
clarify error message in bfcfbac66d. #29
2019-09-30 14:27:58 +02:00
bfcfbac66d
change error message when trying to write unused endogenous variable. #29
2019-09-30 14:21:37 +02:00
12bf59ea28
remove unused line. #29
2019-09-30 14:21:37 +02:00
e3c23df9b8
fix spacing and typos
2019-09-30 14:21:36 +02:00
6d783ec9cd
add comment
2019-09-30 14:09:49 +02:00
1fcd305015
allow for expressions as upper bound for irf_calibration and moment_calibration. Closes #12
2019-09-30 12:22:59 +02:00
f66e6a7f35
Fix check for unused endos in the presence of PAC model-consistent expectations
...
Since commit 64f55e4a5e7c3f981eac
2019-09-25 12:00:40 +02:00
d3db73b7e4
remove unused symbols
2019-09-25 11:36:03 +02:00
b0ac4a4e51
Cosmetic change
2019-09-24 18:47:43 +02:00
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
047b3b25bb
add print, noprint options to perfect_foresight_solver
2019-09-12 14:35:29 +02:00
04b6a68aef
new calling structure for stoch_simul, discretionary_policy. dynare#1197
2019-09-11 18:05:40 +02:00
bad0c3cf27
Fix preprocessor failure to rename +<model> directory if /tmp is not on the same filesystem
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Bug introduced in 0c755460
2019-09-11 17:03:37 +02:00
2c6fa34a1f
C++17: use structured bindings instead of std::tie whenever possible
2019-09-11 16:40:19 +02:00
9a5ad17349
suppress sign comparison warnings when compiling with g++-9
2019-09-11 16:25:10 +02:00
6a937689d4
ignore warnings from boost headers when compiling with g++-9
2019-09-11 16:25:10 +02:00
0c755460b1
Use std::filesystem instead of boost::filesystem
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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
0c1373bc5e
stop processing when certain functions are used in a linear context on endogenous/exogenous variables. closes dynare#1537
2019-09-10 12:37:28 +02:00
d1be4f4946
remove duplicates from stoch_simul symbol_list. closes dynare#1519
2019-09-10 11:13:33 +02:00
7827d2e04d
add info about max endo/exo lag by variable. closes dynare#1596
2019-09-09 14:29:22 +02:00
7c3f981eac
stop processing if not all endogenous variables are used in the model block. closes #25
2019-09-05 12:19:21 +02:00
fbf535e819
Fix typo
2019-08-27 14:20:00 +02:00
0df8dd3bc2
include header needed to compile 3a21eda40e with g++
...
#26
2019-08-26 18:17:41 +02:00
3a21eda40e
macro processor: support @#echomacrovars with symbol_list
...
closes #26
2019-08-26 18:12:04 +02:00
2b3519e3b0
macro processor: add for syntax for shortcut with filtering comprehension
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closes #28
2019-08-26 16:08:31 +02:00
def99f9dd3
macro processor: simplify parser code
2019-08-26 15:00:53 +02:00
d4ad2cbb5e
macro processor: Expression class has to_string function as well, so no need for cast
2019-08-23 12:07:31 +02:00
7f96d4a1c9
macro processor: remove unnecessary check in Function evaluation
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Not necessary because of parser rules for function definition
2019-08-23 11:12:36 +02:00
8cdbdee315
Various cleanups around the “language” option
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— allow “language=matlab” for symmetry (this is the default)
— remove the useless “cuda” and “python” values
— give a more meaningful error message when “output” is used in conjunction
with “language=matlab”
2019-08-22 17:43:34 +02:00
db6d4fb0cd
Support identification(order=3)
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In that case, the preprocessor outputs g4 (4th derivatives of model) and
g3p (1st derivs of g3 w.r.t. parameters).
Ref #10
2019-08-22 17:02:40 +02:00
1491b2d225
Give better names to ostringstream variables storing derivs w.r.t. params.
2019-08-22 17:02:39 +02:00
6ced2aaedb
macro processor: fix bug in array power: disallow reals that are not integers
2019-08-22 15:44:31 +02:00
8da3dc5c6b
macro processor: add noexcept to functions
2019-08-21 18:25:08 +02:00
48466f0e10
macro processor: remove double evaluations of ExpressionPtr
2019-08-21 18:07:40 +02:00
92f18f58f5
macro processor: comment If class
2019-08-21 18:04:09 +02:00
4594fdd0fd
More comment improvements in relation to diff operator expansion/substitution
2019-08-20 18:22:02 +02:00
cfc7a1467b
macro processor: fix error message
2019-08-20 15:21:41 +02:00
6e523aaf28
macro processor: add immutable Range class, making Array immutable
2019-08-20 15:21:41 +02:00
6c72980580
macro processor: replace uses of make_pair
2019-08-20 14:29:44 +02:00
16080f2bb8
macro processor: make Variable class immutable
2019-08-20 11:16:33 +02:00
b3ec807b90
macro processor: move changes from `cd99bb3af9c8ef6fd881fa0457121894f8edd14e` to the header file
2019-08-19 18:31:18 +02:00
9b9c5beb5c
Ensure that unary ops aux vars are never created when there is a lead
...
The transformation would be incorrect because of the expectation operator.
There was already a safety check, but it was not entirely correct. For example,
if “exp(y)” was appearing before “exp(y(+1))”, the check would not catch the
problem, because it happened after the substitution table had been filled. So
we now do the check before filling that table.
2019-08-19 18:27:57 +02:00
3941278832
Add more comments in routines for aux vars for unary ops / diff operators
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By the way, do some small code simplifications.
2019-08-19 18:27:57 +02:00
8e9f6e4c57
Improve some function prototypes for better distinction between input and output arguments
2019-08-19 18:27:57 +02:00
cd99bb3af9
macro processor: Make @#include and @#includepath immutable
2019-08-19 18:20:53 +02:00
b77f6ecd94
macro processor: add `defined` operator
2019-08-19 15:14:51 +02:00
8ebd2a1735
macro processor: support `@#elseif` directive
2019-08-19 15:14:43 +02:00
75b000a0b5
Macro processor: ensure that all read-accessors return a const reference
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Useless copies are thus avoided in some situations.
2019-08-14 17:36:10 +02:00
8c1e48a09e
Add a few more calls to std::move()
2019-08-14 17:27:31 +02:00
c4f331c74c
Macro processor: make more node classes immutable
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Since the node classes are stored and copied as std::shared_ptr, a given class
instance can actually be shared by two different expressions. Hence, in order
to prevent weird bugs, it’s necessary to make these classes immutable.
This commit deals with the easy cases.
The remaining (and more complex) ones are:
— Variable
— Array
— Include
— IncludePath
2019-08-14 17:14:42 +02:00
46a7cf5db7
Macro processor: fix the use of move semantics in constructor
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In particular, remove the const keyword before arguments passed-by-value,
because otherwise they can't be moved (since they are immutable).
Also add a few missing calls to std::move(), and remove some calls to
std::move() when they are useless (on class enums, which are fundamental
types.)
2019-08-14 16:43:45 +02:00
37e7a6d1c1
Now that we require Bison ≥ 3.2, the stack.hh and position.hh files are no longer generated
2019-08-14 15:36:31 +02:00
b299983a8b
Fix the notmpterms option in the presence of external functions
2019-08-14 15:28:41 +02:00
ecad2dfb10
Avoid running bison and flex multiple times when doing parallel builds
2019-08-14 11:22:33 +02:00
30aaf93ca7
Bison 3.2 now generates a default semantic action with variants
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The minimal required version of Bison is bumped to 3.2, so that we can rely on
those default actions.
2019-08-14 11:22:33 +02:00
2c6a290fb3
remove unnecessary declaration
2019-08-13 13:17:08 -04:00
bb13b93d59
aesthetic fix
2019-08-13 12:37:34 -04:00
5960a9168c
Macro processor: fix the shift/reduce conflict related to ternary colon operator
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The idea is to split the expression rule into smaller subrules, hierarchically
organized according to the operator precedence (Bison still does part of the
job of dealing with precedence).
2019-08-13 18:17:14 +02:00
7048a4ff32
macro processor: consolidate precedence rules around unary +/-
2019-08-13 09:56:32 -04:00
0c37da202b
add missing precedence for unary plus
2019-08-13 09:55:41 -04:00
321f70df21
macro processor: consolidate precedence rules around unary +/- and casting
2019-08-12 16:57:39 -04:00
273c54f7fb
macro processor: introduce functions to test types of variables and literals
2019-08-07 14:16:15 -04:00
d35f2609fe
macro processor: implement `isempty`
2019-08-07 11:59:14 -04:00
eeb5600845
more changes missed in `309326c372b140d4e6e459b2139d957c246c6512`
2019-08-07 10:48:25 -04:00
00172ec10b
change missed in `309326c372b140d4e6e459b2139d957c246c6512`
2019-08-07 10:44:11 -04:00
309326c372
macro processor: change name of Double type to Real
2019-08-07 10:37:35 -04:00
ddd4361887
macro processor: remove unnecessary `std` namespace specifier
2019-08-06 17:02:25 -04:00
fcb1982de8
macro processor: only allow conversion to boolean from strings that precisely contain numeric values or true or false
2019-08-06 17:01:10 -04:00
86538bed1c
macro processor: only allow conversion to double from strings that precisely contain numeric values
2019-08-06 14:48:55 -04:00
618bf7c987
macro processor: remove cast to int
2019-08-06 14:10:11 -04:00
72c216fd7c
macro processor: fix error messages
2019-08-06 11:31:56 -04:00
b3798a0baa
macro processor: introduce bool casts
2019-08-05 16:30:29 -04:00
eaa8b8fa84
macro processor: introduce array casts
2019-08-02 17:00:23 -04:00
2b1eedd132
macro processor: introduce tuple casts
2019-08-02 16:56:01 -04:00
7e085855b3
macro processor: introduce string casts
2019-08-02 15:19:00 -04:00
5442512904
macro processor: introduce double casts
2019-08-02 15:03:05 -04:00
5fc83fad29
macro processor: introduce integer casts
2019-08-02 14:53:24 -04:00
4a3423f74f
macro processor: fix typos
2019-08-02 14:34:50 -04:00
b286bedbb6
onlymodel now prints shock_groups block
2019-07-22 15:18:01 -06:00
2c8d0471a4
normalizeEquation not implemented for PacExpectationNodes
2019-07-15 16:34:54 -04:00
866e4d6d39
macro processor: introduce colon operator with three args
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This introduces a shift/reduce compilation warning in the macro processor because at expr COLON expr . COLON expr the parser doesn’t know whether to shift or reduce
2019-07-15 16:29:04 -04:00
ae0a91256a
add cubic root to dynare language
2019-07-15 12:18:26 -04:00
deb41a2a8f
Fix comment in previous commit
2019-07-11 18:39:32 +02:00
e7b619c0ef
Fix handling of underflows and overflows in load_params_and_steady_state
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Basically revert the change made in 30c205f418
2019-07-11 18:35:42 +02:00
0988a1f755
Generated LaTeX files are now under <basename>/latex/
2019-07-11 17:33:53 +02:00
ac9d352a2c
use_dll under MATLAB: link only to libraries that are really needed
2019-07-11 16:11:24 +02:00
176732ee2c
ModelTree: pass argument by const-reference rather than by value in some methods
2019-07-05 18:41:13 +02:00
17c4104275
ExprNode::removeTrendLeadLag(): pass map argument by const-reference rather than by value
2019-07-05 18:22:24 +02:00
24d4b2dc77
identification command now accepts the order option
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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
2019-07-05 17:49:16 +02:00
4032942fa4
Add “diff” and “flip” options to plot_shock_decomposition and initial_condition_decomposition
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Ref Dynare/dynare#1649
2019-07-03 16:28:00 +02:00
1562016389
macro processor: handle case of functions without arguments
2019-06-27 16:47:48 +02:00
06b835c2e0
aesthetic changes
2019-06-27 14:27:59 +02:00
63b2117587
macro processor: remove unnecessary includes
2019-06-27 13:57:19 +02:00
8b19565372
macro processor: prefer superfluous parenthesis when printing than printing with incorrect precedence
2019-06-27 11:48:03 +02:00
bde7c47117
macro processor: combine comprehension classes
2019-06-27 11:44:51 +02:00
6686344acb
fix typos introduced in 68789da6a1
2019-06-25 17:02:26 +02:00
68789da6a1
macro processor: aesthetic changes
2019-06-25 16:52:17 +02:00
d5f728c0a3
macro processor: support array comprehension
2019-06-25 16:50:26 +02:00
2bd6282aef
Revert "macro processor: support array comprehension" (should not have been pushed yet)
...
This reverts commit f2c93d377f
2019-06-25 12:14:03 +02:00
b041cb4fba
macro processor: remove unnecessary function
2019-06-25 12:12:34 +02:00
f2c93d377f
macro processor: support array comprehension
2019-06-25 11:15:15 +02:00
cd9dfa64cb
macro processor: inline function
2019-06-25 11:14:00 +02:00
e5121176a9
fix typo/aesthetic fixes
2019-06-24 16:55:36 +02:00
4c6032895d
macro processor: fix bug in indexing of strings/arrays
2019-06-24 15:57:00 +02:00
b8205a49df
Revert "macro processor: allow @#includepath to accept a colon-separated list of paths"
...
This reverts commit 12b09073e3
2019-06-24 14:39:35 +02:00
12b09073e3
macro processor: allow @#includepath to accept a colon-separated list of paths
2019-06-24 12:20:48 +02:00
6cf9a410d0
macro processor: oblige parens for tuple passed as variable in for loop
2019-06-24 11:58:55 +02:00
a3e63101f4
support `save` option of @#echomacrovars
2019-06-24 11:06:31 +02:00
f400f02432
aesthetic changes
2019-06-24 10:09:37 +02:00
ef62bc6c50
add suppression missed in 5ba2d8500a
2019-06-21 17:08:58 +02:00
5ba2d8500a
suppress macro processor compilation warnings with gcc
2019-06-21 17:07:10 +02:00
17e040f3f6
macro processor 2.0
2019-06-21 16:45:17 +02:00
69f2f1ca88
UnaryOpCode::eval(): add missing error cases
2019-06-19 17:31:33 +02:00
fb5518849d
Update comment following the renaming of the perfect_foresight_problem DLL
2019-06-18 15:33:56 +02:00
271a579808
Remove symmetric elements in 3rd derivatives
2019-06-17 15:28:33 +02:00
d59f9f75ff
Simplification of previous commit
2019-06-05 15:03:48 +02:00
d873414728
pac_model growth: allow single parameters
2019-05-27 16:06:14 +02:00
3509291b74
pac_model: only write growth fields if growth was passed to pac_model
2019-05-20 16:14:40 +02:00
2753ab9887
pac: collect exogenous variables in growth argument to pass exo use test in ModFile.cc
2019-05-17 15:06:16 +02:00
51beb9c2ef
New M_.has_external_function field
2019-05-15 15:02:36 +02:00
840b5f4f7f
Bugfix for M_.dynamic_tmp_nbr: first element was not including temp. terms for model local vars
2019-05-14 17:08:38 +02:00
a0f74f5c16
pac growth: allow linear combination
2019-05-14 12:33:59 +02:00
33c2f9b88b
move macOS compiler to gcc-9
2019-05-08 14:58:45 +02:00
358c3d6716
Revert "Allow th use of EXPECTATION keyword in variables tags."
...
This reverts commit fbc42b1930
2019-05-04 08:40:44 +02:00
40ef954802
Add new dynamic_g1_nz.m generated file, for perfect_foresight_stacked_solver DLL
2019-05-03 19:25:23 +02:00
fbc42b1930
Allow th use of EXPECTATION keyword in variables tags.
2019-05-03 12:18:45 +02:00
7fb591645f
fix bug in pac equation: match terms of param*linear_expression
2019-05-03 11:54:45 +02:00
82cd95a653
Remove some unnecessary headers
2019-05-02 15:30:33 +02:00
84d57393dc
Return empty list of names in models without parameters or exogenous variables.
2019-04-29 23:27:26 +02:00
bf89cedd88
fix compilation of static/dynamic files on macOS
2019-04-24 17:40:50 +02:00
21fe0f4bdc
avoid cast warnings when compiling boost headers
2019-04-23 14:57:03 +02:00
1907249fac
Ask GCC to warn about C-style casts (-Wold-style-cast)
...
Adapt the code accordingly.
2019-04-23 12:54:11 +02:00
c628f21245
JSON: output derivatives at an arbitrary order
...
Backward incompatible change: the temporary terms for 3rd order are now stored
in "temporary_terms_third_derivative" (without the final "s"; same for external
functions), for consistency with the name of the slot for the derivatives
themselves ("third_derivative").
Ref dynare#217
2019-04-18 17:13:16 +02:00
43906691d3
JSON: simplification of method for writing temporary terms
2019-04-18 17:10:39 +02:00
1fee4840b6
More Unicode copyright symbol
2019-04-16 14:29:30 +02:00
b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding)
2019-04-16 11:35:31 +02:00
bbab112d65
Support for output of arbitrary derivation order (in MATLAB and DLL modes)
...
Does not work for Julia mode, neither with block and bytecode.
Note: in DLL mode, the number of temporary terms in no longer given in the
‘ntt’ symbol; it must be computed using ‘M_.dynamic_tmp_nbr’.
Ref dynare#217
2019-04-12 18:13:50 +02:00
e689032c31
fix bug in 3947903f33
2019-04-12 14:34:25 +02:00
7392cd3a6c
add JSON output for plot_shock_decomposition, realtime_shock_decomposition, and initial_condition_decomposition
2019-04-12 14:34:09 +02:00
3947903f33
add JSON output for shock_groups
2019-04-12 14:16:42 +02:00
1edc9af764
remove unused field
2019-04-12 14:16:15 +02:00
dfca3c5933
macroprocessor: fix bug: when macro variables were defined on the command line the resulting .mod file had newlines inserted at the top, resulting in incorrect line numbers when errors were encountered
2019-04-10 15:33:55 +02:00
c6467af814
Read options at top of .mod file as long as they exist on the first *non empty* line
...
In other words, allow newlines before these options
2019-04-10 14:49:33 +02:00
2a9c4b234a
maintain order of macro variables defined on command line when writing them to the .mod file
...
Before this commit, a dynare call such as
```
dynare <<mod file>> -Db=“A” -Da=@{b}
```
would not expand the value of `b` in `a` whereas
```
dynare <<mod file>> -Da=“A” -Db=@{a}
```
would expand the value of `a` into `b` because the arguments were stored in a map which printed the `@#define` statements in the .mod file in alphabetic order.
2019-04-10 12:51:45 +02:00
4d287a94f2
remove leading newlines when noemptylinemacro is passed
2019-04-09 15:11:47 +02:00
39926133b8
More automatic modernizations with clang-tidy
2019-04-03 16:46:20 +02:00
8a41a75c85
Apply modernize-raw-string-literal from clang-tidy
...
Use ReplaceShorterLiterals option to enforce replacement of all strings.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-raw-string-literal.html
2019-04-03 16:45:52 +02:00
6ba31087ab
add check for parameter_set option to conditional_forecast
2019-04-03 14:26:02 +02:00
92ada8e7e9
fix bug in writing of JSON output in options list
2019-03-29 17:30:39 +01:00
7b6f23c55a
conditional_forecast_paths: add support to write JSON output
2019-03-29 17:30:39 +01:00
8dad93964d
Allow linear combination of targets in error correction term of trend component models
2019-03-29 17:06:24 +01:00
9bc6c57a5c
Factorization: create new utility SymbolTable::getUltimateOrigSymbID()
2019-03-29 17:06:24 +01:00
9b98da424a
Simplification in BinaryOpNode::getPacAREC()
2019-03-29 17:06:24 +01:00
4114b8a9e1
Simplification in BinaryOpNode::fillAutoregressiveRow
...
By the way, fix bug in detection of duplicate elements.
2019-03-29 17:06:23 +01:00
5497936e87
VarModelTable,TrendComponentModelTable: minor simplification
2019-03-29 17:06:23 +01:00
58adbdeddd
Compatibility fix with MATLAB ≤ R2011a
2019-03-26 15:41:48 +01:00
fd6e700ec7
Simplification: use std::max when computing maxima
2019-03-21 17:24:49 +01:00
36fa97e5c5
Merge remote-tracking branch 'origin/identification_wmutschl'
2019-03-20 10:48:20 +01:00
78583135df
Use true/false instead of 1/0 for boolean options
...
This is more elegant, and makes it easier to distinguish them from integer
options.
2019-03-19 15:15:10 +01:00
7d5e8a16c0
Add new options for identification
...
Ref Dynare/dynare#1648
2019-03-19 11:59:15 +01:00
1793078ba2
Minor stylistic improvements
2019-03-18 18:49:55 +01:00
92af6ffbe7
pass flag because regex’s on matlab side depend on it
2019-03-15 16:12:54 +01:00
da9f5dcffb
Revert "make pac expectation JSON output like that of var expectation"
...
This reverts commit 21d42e6010
2019-03-15 16:11:55 +01:00
21d42e6010
make pac expectation JSON output like that of var expectation
2019-03-15 15:47:50 +01:00
50c26f4945
further simplifications related to AR matrices
2019-03-15 14:35:57 +01:00
f1d1c1e1c1
trend_component_model: simplify AR
2019-03-15 12:27:32 +01:00
a3c08f932e
simplify code to find autoregressive matrix for VARs
2019-03-15 12:26:59 +01:00
0544141545
pac: fix bug when checking for symb_ids
2019-03-15 12:06:10 +01:00
9632b18c24
Add in M_ a list of exogenous variables that needs to be excluded if the model is not used for estimation.
2019-03-14 11:03:02 +01:00
1e21904496
use emplace_back instead of push_back
2019-03-11 15:51:41 +01:00
d9f7ac4c9b
Fix bug introduced in 7d16fff786
...
Here, emplace() and insert() are not interchangeable because this is a std::set of
std::vector<int>, and we really want the initializer-list constructor of
std::vector (and not the two int's constructor).
Fixes the test deterministic_simulations/lola_solve_one_boundary.mod
2019-03-08 18:57:17 +01:00
fdefb0f52a
move variable initialization out of body
2019-03-08 16:21:01 +01:00
958661b30f
update comment for map
2019-03-08 12:05:56 +01:00
e0acc669bd
Append a list of observed exogenous variables in M_ if varexo option status is used.
2019-03-07 16:55:20 +01:00
69e7763490
pac: change vectors that store additive parts
2019-03-07 12:57:47 +01:00
2201907245
pac: support additive elements whether optimizing agents are present or not
2019-03-07 12:36:08 +01:00
583c8373d7
pac: add residual to additive part
2019-03-07 12:23:19 +01:00
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
b0dac547e9
shorten writing of istarget output
2019-03-07 11:31:45 +01:00
14e7c92f14
pac: fix bug in setting of target variable
2019-03-07 11:31:45 +01:00
bd7a1f4b44
Minor simplifications in the lexers
...
In particular, no need to put both upper and lower case letters in the
patterns, since the lexer is case-insensitive.
The only simplification that we do not perform is removing the quoting of
single quotes (i.e. replacing \' by '), since it confuses the C++ mode of
Emacs.
2019-03-06 13:58:22 +01:00
8502ebfc06
json output: print statements in original model output
2019-03-06 11:43:30 +01:00
abfe1a70e7
Fix typo
2019-03-05 18:59:40 +01:00
68850536e6
stop processing if we substitute a unary op with a lead. closes #20
2019-03-05 15:20:32 +01:00
7c9f272e15
always substitute diffs of expressions that contain leads. closes #21
2019-03-05 12:43:54 +01:00
a1c79e6a4c
remove code that should have been removed in 9963686e72
2019-03-05 12:33:21 +01:00
9963686e72
handle additive terms when PAC equation does NOT have non/optimizing agents
2019-03-05 12:20:45 +01:00
a3fc7a7752
pac_model: fix input tests
2019-03-04 11:07:06 +01:00
34f02a37e3
Fixed logic in pac_model command.
...
If option aux_model_name is assigned a value, this value must not be
discarded if options growth and steady_state_growth are simultaneously
used.
2019-03-02 16:37:00 +01:00
e56f994d28
pac_model: write growth argument as string
2019-03-01 11:20:26 +01:00
341b9c6667
pac_model: allow diff as argument to growth option
2019-02-28 19:22:34 +01:00
5f013756f2
find additive parts to pac equation
2019-02-27 23:12:05 +01:00
2312ce13dc
Changed non_optimizing_behaviour.type field to non_optimizing_behaviour.isendo.
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The elements are logicals true/false (true iff corresponding variable is an endogenous variable).
2019-02-27 15:35:19 +01:00
ec21208ed7
pac: specify type of variables in non optimizing part of equation
2019-02-27 15:10:48 +01:00
effa40543e
pac: find correct target variable when pac equation accounts for share of optimizing agents
2019-02-25 18:46:44 +01:00
3d42e6468d
Octave compatibility fix
2019-02-25 16:56:11 +01:00
abde60fbea
pac: Changed logic of the tests on growth and steady_state_growth options.
2019-02-25 16:21:30 +01:00
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
36b2ae5026
pac: model consistent expectation: add 1 to max lag from pac equation to obtain correct `m` for substitution
2019-02-25 10:48:53 +01:00
b8f756fa35
Fixed option name in error message.
2019-02-22 23:11:06 +01:00
8ae7f81fd9
Fix bug with var_expectation nodes introduced in 38152c34a4
...
We must provide a return value for
VarExpectationNode::maxLagWithDiffsExpanded().
Return zero, which will lead to the right overall result even if it is not
strictly the right choice (see the comment in the code).
2019-02-22 17:30:09 +01:00
20690e1664
change ordering of aux vars in enum
2019-02-22 17:15:11 +01:00
6a34603f91
Conform to spelling used in Matlab codes.
2019-02-22 12:31:58 +01:00
d8c9bbc353
ensure that h1/h0_param_indices are created regardless of whether there are parameters or not
2019-02-22 11:52:07 +01:00
4160e48dab
output info relative to A0star column indices
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(cherry picked from commit 70f73d9bd5232044f3e31f1e4b26425bd149a869)
2019-02-21 12:57:18 +01:00
7d16fff786
Further simplifications
2019-02-21 12:16:22 +01:00
be023bdab9
Simplification: the [] operator already inserts the new element
...
See https://en.cppreference.com/w/cpp/container/map/operator_at
2019-02-21 12:15:50 +01:00
f41e681122
use emplace instead of insert and emplace_back instead of push_back
2019-02-21 10:59:53 +01:00
84104a695e
don’t initialize string to empty
2019-02-21 10:53:11 +01:00
520c7fc9b2
use auto instead of specific initializer
2019-02-21 10:52:59 +01:00
469a328cfc
replace make_pair and make_tuple
2019-02-21 10:42:10 +01:00
b09b50472b
pac: fix writing to use modstruct instead of M_
2019-02-20 16:46:52 +01:00
f88682d683
pac: output model type in M_.pac.(model_name)
2019-02-20 16:43:24 +01:00
5e1521f42b
don’t save unnecessary pac model info
2019-02-20 16:38:44 +01:00
240aba6709
move pac info out of pac expectation node
2019-02-20 15:35:13 +01:00
34756833ae
pac: output info into substructures based on pac model name & equation tag
2019-02-19 18:32:42 +01:00
760eaf6712
fix compilation warning
2019-02-19 18:32:42 +01:00
af54c7a187
ensure steady_state_growth option is a parameter or a number
2019-02-19 14:08:37 +01:00
c1cf5c8d18
fix comment
2019-02-19 12:51:05 +01:00
fc6d04b015
create A0 and A0star matrices for trend component models
2019-02-19 12:26:30 +01:00
fe69dced1d
fix check for pac_model growth option introduced in 0ea84fa9a4
2019-02-18 17:23:33 +01:00
0ea84fa9a4
pac: allow steady state growth and model consistent expectation substitution in pac equation
2019-02-18 15:11:45 +01:00
b3fbb86214
relieve constraint that max lag on EC matrix is 1
2019-02-15 11:12:07 +01:00
f4837e6c94
fix AR and EC matrices when `equation = C` results in a simplified equation
2019-02-14 17:09:57 +01:00
6e680c0159
simplify in accordance with 02ae0af3e5
2019-01-29 17:52:19 +01:00
302fec4dec
remove comparisons to nullptr
2019-01-29 17:46:09 +01:00
02ae0af3e5
change map type for readability
2019-01-29 17:43:17 +01:00
1e071ca499
make simplifications in dynamic model before copying to original
2019-01-28 17:53:04 +01:00
90c45b2cd6
remove unused function added in d922ae8ffc
2019-01-28 15:34:38 +01:00
f5df7e7567
when an equation is of the form `X` = `constant`, replace all occurrences of `X` in other equations with `constant`
2019-01-28 15:32:12 +01:00
Sébastien Villemot
Houtan Bastani
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
MichelJuillard
Michel Juillard
Dóra Kocsis
Stéphane Adjemian (Charybdis)
Stéphane Adjemian (Charybdis)