d64682f346
JSON output: fix possible spurious commas in vector of int or string options
2022-05-18 16:33:49 +02:00
2795207802
No longer delete move constructor/assignment operator
...
We follow the advice given by Josuttis in his book about move semantics.
Deleting those member fuctions can be a bug if we want to allow copy semantics,
because overload resolution will no longer fallback to the copy
constructor/assignment operator when given an rvalue.
In particular, this explain why it was not possible to delete the move
assignment operator of the StaticModel class.
2022-05-18 16:33:48 +02:00
c6007aa780
C++17 modernization: use [[fallthrough]] attribute
...
This disables warnings when -Wimplicit-fallthrough is used (enabled by -Wextra).
2022-05-18 16:33:48 +02:00
701db61e09
JSON output: fix several bugs related to switch/case fallthrough
2022-05-18 16:33:42 +02:00
ae97c4eb29
Factorization in OptionsList class
2022-05-17 18:08:10 +02:00
3e94250582
C++17 modernization: use std::optional in ExprNode::getPacOptimizingShareAndExprNodes()
2022-05-16 19:10:16 +02:00
0eb11d3323
C++17 modernization: use std::optional in expression matching functions
2022-05-16 19:10:16 +02:00
3496d77eb4
C++17 modernization: use std::optional to store orig diff vars in VAR and TCM
...
By the way, remove the unused TrendComponentModelTable::getOrigDiffVar() method.
2022-05-16 19:10:16 +02:00
34aa1d3bb4
Fix comment
2022-05-16 19:10:16 +02:00
06d05e9a8d
C++17 modernization: use std::optional for SymbolTable::getEquationNumberForMultiplier()
2022-05-16 19:10:16 +02:00
fa7a926143
C++17 modernization: use std::optional for the storage of orig_symb_id and orig_lead_lag in SymbolTable
...
For the diff and unaryOp auxvar types, these value may be set or unset
depending on the complexity of the expression represented by the auxvar.
2022-05-16 19:10:15 +02:00
8fd1505ca2
C++17 modernization: use std::optional for “periods” option of “plot_conditional_forecast”
...
Incidentally, in the JSON output, no longer assign a value to the “periods”
field if not passed by the user (previously the value -1 was output in the JSON
file).
2022-05-16 19:10:15 +02:00
fc037a4352
Simplify printing of booleans using std::boolalpha
2022-05-16 19:10:15 +02:00
92d3b8166a
C++17 modernization: use std::optional for equation line numbers
2022-05-16 19:10:15 +02:00
0b51294994
C++17 modernization: use std::optional for trend variables in TCM
2022-05-16 19:10:15 +02:00
fb3b1c301f
endval(learnt_in=…) block: fix treatment of unused endogenous variables
2022-05-06 12:56:24 +02:00
46a85644d8
C++20 modernization: update comment about workaround for clang
2022-05-04 17:37:58 +02:00
7bd449d6c3
C++20 modernization: use new std::erase_if function
2022-05-04 17:37:58 +02:00
b42ee40b55
C++20 modernization: use contains() method on containers
2022-05-04 17:37:57 +02:00
ef02b79486
Various minor simplifications
2022-05-04 17:36:59 +02:00
e0c3cb72b7
No longer link against libstdc++fs
...
That requirement was dropped in GCC 9.
2022-05-04 17:11:44 +02:00
3a820fffa2
New += and *= syntaxes in “endval(learnt_in=…)” blocks
...
Incidentally, forbid exogenous deterministic variables in “endval” blocks.
2022-05-03 16:52:04 +02:00
8c07fb5e43
Compatibility fix for GCC 12
...
Ref. dynare#1852
2022-05-02 17:03:42 +02:00
32761173e0
Add solve_algo, markowitz, maxit and tolf options to pfwee_setup
2022-04-29 15:53:26 +02:00
6509bc7d36
Allow “learnt_in=1” for “shocks” and “endval”
...
In that case, the option has no effect.
2022-04-29 11:17:11 +02:00
76a16a69a8
New “add” and “multiply” keywords in “shocks(learnt_in=…)” block
2022-04-26 15:21:45 +02:00
dbe14ecfd4
Add checks on the value of the “learnt_in” option of “shocks” and “endval”
2022-04-26 11:45:22 +02:00
e47ea565b9
Use booleans for “exo_det” and “multiplicative” fields of M_.det_shocks
2022-04-26 11:32:07 +02:00
8e3590ee71
Reject exogenous deterministic variables in a few places where they were erroneously accepted
...
– heteroskedastic_shocks block
– generate_irfs command
– new estimation syntax
2022-04-21 17:59:04 +02:00
516f0bf41f
Fix bug in new estimation syntax introduced in 7280c92642
2022-04-21 17:38:41 +02:00
b5a4df1608
New shocks(learnt_in=…) and endval(learnt_in=…) blocks
...
For use with perfect_foresight_with_expectation_errors_setup.
2022-04-21 17:07:33 +02:00
54ca5d9cc0
Improve messages during model normalization
...
– Indicate whether we are trying to normalize the static or dynamic model
– If failed to normalize the static model, suggest to use the “no_static”
option
– Remove a superfluous error message
2022-04-19 17:11:13 +02:00
894f5cda46
Macro-processor: more robust handling of empty files
...
The support for empty files at the macro-processor level, as implemented in
1291320053Closes : #93
2022-04-19 16:40:18 +02:00
8064bdc7d0
Use Unicode copyright symbol (in UTF-8 encoding)
...
This file was apparently a left-over from a previous conversion.
[skip ci]
2022-04-13 13:24:33 +02:00
acaabd59da
New option “constant_simulation_length” to “perfect_foresight_with_simulation_errors_solver” command
2022-04-12 15:26:04 +02:00
0a3782df8c
Fix error in grammar for options of “perfect_foresight_with_expectations_errors_solver”
2022-04-12 15:26:04 +02:00
a431682697
Fix check for the presence of ramsey_{model,policy} when ramsey_constraints is used
...
The existing check would incorrectly fail if ramsey_constraints appeared before
ramsey_{model,policy}.
Also, the check would not terminate the processing in case of error.
Closes : #91
2022-04-11 12:28:38 +02:00
621134b8d8
Julia: more adaptation of DynamicSetAuxiliarySeries.jl for TimeDataFrame objects
...
– also use vectorized versions for .+ and .-
– add a space before vectorized operators to avoid syntactical ambiguity
This commits complements bfdcc546ec
2022-04-08 15:06:29 +02:00
bfdcc546ec
Julia: adapt DynamicSetAuxiliarySeries.jl for TimeDataFrame objects
2022-04-01 17:34:37 +02:00
71edfd05e4
Add new “log” option to “var” statement
...
When an endogenous is declared with “var(log)”, say “y”:
– creates an auxiliary named “LOG_y”
– replaces “y(±l)” everywhere by “exp(LOG_y(±l))”
– adds a new auxiliary equation “y=exp(LOG_y)”
– adds a new definition “LOG_y=log(y)” in set_auxiliary_variables.m and
dynamic_set_auxiliary_series.m files
This option also works in conjunction with “deflator=…”, such as “var(log,
deflator=…)” (the “log” must appear befor “deflator”). There are no provisions
for combining “log” with “log_deflator”, because that would not make much sense
from an economic point of view (amounts to taking the log two times).
Ref. dynare#349
2022-03-30 17:46:07 +02:00
ee14027e1b
Remove duplicate functions for setting current parser data tree to dynamic model
2022-03-30 17:27:08 +02:00
40398425ae
Refactor some symbol declaration helpers so that they return the symbol ID
...
This avoids useless calls to SymbolTable::getID().
2022-03-29 16:44:04 +02:00
46cc47266b
Refactor parsing of symbol lists
...
For symbol lists (such as those given to “var” or “stoch_simul”), return a
semantic value at the Bison level, rather than building the list through a
temporary object in ParsingDriver. This allows various simplifications, and
leads to a more functional code.
By the way, homogeneize the naming of the various flavours of symbol lists in
the Bison file (with TeX names, partitioning, or with a wildcard).
2022-03-29 14:59:34 +02:00
7fff8b3406
Fix detection of nonlinearity of blocks of type “Solve backward/forward simple”
...
They were always marked as linear.
2022-03-15 16:47:03 +01:00
9db21a231c
Handle “resid” command at the preprocessor level and add “non_zero” option
2022-03-01 14:23:18 +01:00
11a81e3047
Add a couple of missing “explicit” keywords on single-argument constructors
2022-03-01 12:15:03 +01:00
17c5e1935d
Fix error message when “ramsey_policy” follows a “ramsey_model” statement
...
By the way, also fix error message when there are several “ramsey_model” or
“ramsey_policy” statements.
Closes : #90
2022-02-21 16:45:56 +01:00
b78ac1d31f
Bytecode: fix temporary terms for dynamic derivatives in “evaluate” mode
...
The temporary terms for dynamic derivatives were only computed in the
“simulate” mode.
2022-02-18 12:38:06 +01:00
cb78300e95
Transform predetermined variables before simplifying equations
...
Equation simplification takes leads/lags into account, so those need to be
correct upon entry of the procedure.
2022-02-17 18:27:08 +01:00
c03f4a559a
Fix JSON output when there are multiple “var_expectation_model” statements
...
Ref. Madysson/estimation-codes#19
2022-02-15 20:58:36 +01:00
7df6781982
Add interface for “static” and “incidence” options of “model_info”
2022-02-09 12:26:00 +01:00
adab6c7f93
Comment improvement + cosmetics
2022-01-28 17:24:48 +01:00
01bea3f5e7
TCM: remove useless 3rd dimension of A0 and A0star (supposedly for lags)
2022-01-28 16:38:50 +01:00
1e77f7c5a7
SymbolTable::getOrigSymbIdForAuxVar() now also works on unaryOp and diffForward auxvars
...
This is a more natural semantics.
Incidentally, this fixes a bug in the variable mapping (M_.mapping) where some
endogenous, appearing in a log() in a VAR or TCM, would not be mentioned (e.g.
in the var-expectations/7/example1.mod test, and many others).
2022-01-28 16:30:11 +01:00
28f89261ab
Minor simplification of SymbolTable::addDiffAuxiliaryVar()
...
For symmetry with SymbolTable::addUnaryOpAuxiliaryVar().
2022-01-28 16:01:44 +01:00
a93e264c2c
Harmonize “diffForward” auxvar with “diff” auxvar by giving it an orig_lead_lag as well
...
By the way:
– Fix and improve the explanation of the purpose of the orig_symb_id and
orig_lead_lag fields for auxvars
– Factorize the code that prints those fields in MATLAB and JSON output
2022-01-28 15:53:41 +01:00
289b4773d7
Fix matching of diff leads/lags in TCM and PAC models
...
The logic was flawed in several ways. In particular, the test files
pac/trend-component-{3,10,11}/example1.mod would return A0 and A0star matrices
where the (2,2) element was incorrectly zero.
2022-01-28 15:53:41 +01:00
b709da7f17
Fix SymbolTable’s getOrigSymbIdForAuxVar() and getUltimateOrigSymbID() so that they never return -1
...
The case of a diff aux var corresponding to a complex expression was not
correctly handled, and could lead to a value -1 being returned by these
methods.
2022-01-28 15:53:39 +01:00
2c84d500d9
Add GDB pretty-printer for ExprNode class hierarchy
2022-01-26 15:40:40 +01:00
ff0e094d6f
Macroprocessor: MinGW bug for filesystem::path→string implicit conversion is still present in Debian 11
2022-01-25 12:57:12 +01:00
3d894b3a47
Macroprocessor: under Windows, trim trailing slashes and backslashes in the value of “@#includepath”
...
This is a workaround for a GCC/MinGW bug present in version 10.2
(https://gcc.gnu.org/bugzilla/show_bug.cgi?id=88881 ), that affects
gcc-mingw-w64 in Debian “Bullseye” 11. It is fixed in GCC 10.3, and thus should
be fixed in Debian “Bookworm” 12.
Ref. Madysson/estimation-codes#11
2022-01-25 12:57:09 +01:00
6936e54d42
Remove unused field M_.pac.(model_name).lhs
...
It contains symbol IDs, so it cannot be used from MATLAB/Octave code.
2022-01-25 10:34:46 +01:00
Stéphane Adjemian (Charybdis)
c56d58822e
Get the value of periods returned by the initval_file command.
2022-01-21 16:43:46 +01:00
Stéphane Adjemian (Charybdis)
ddddf89d9c
Add new option last_simulation_period for initval_file command.
2022-01-21 16:43:46 +01:00
5e8b478ccf
Add check to ensure that column indices in derivative matrices do not overflow
...
Closes : #89
2022-01-21 14:31:29 +01:00
f17c40f272
Cosmetics
2022-01-21 11:31:35 +01:00
6c7c2bc321
Simplification using std::set range constructor
2022-01-21 11:05:17 +01:00
49fa876444
Add missing “time_shift” option to JSON output of var_expectation_model
2022-01-20 16:26:17 +01:00
aa0e06bc7d
Refactor handling of var_expectation_model statements
...
Creates a VarExpectationModelTable analogous to PacModelTable.
2022-01-20 16:26:15 +01:00
e1e5118373
Refactor the code that substitutes unary ops in model equations
...
In particular, make it more visible that the substitution also occurs in PAC
equations (and not only in VAR and TCM equations).
2022-01-19 15:56:44 +01:00
96e2a8f971
Fix orig_lead_lag field for diff lag aux vars
2022-01-19 15:52:46 +01:00
a71100b971
Fix comment
2022-01-19 15:41:37 +01:00
0d7d5f1ae7
In case of nested unary ops (e.g. log(log())), ensure that the definition of the external aux var references the internal aux var
2022-01-19 15:40:52 +01:00
064a3dcd77
Fix orig_lead_lag field for unary op auxiliary variables
...
Ref. dynare#1843
2022-01-19 15:40:24 +01:00
d149d3a76c
PAC: substitute unary ops in “growth” expressions (in “pac_model” and “pac_target_info”)
...
Ref. dynare#1837
2022-01-18 12:40:15 +01:00
f05b552f31
PAC: correctly handle log() and diff() operators in the equation defining the target
...
By default, the preprocessor substitutes logs and diffs by auxiliary variables
only in equations of auxiliary models (VAR, PAC). Hence they are not
substituted in the equation defining the target, since it is outside the
auxiliary model.
The fix consists in doing the substitution in that equation as well, when we
parse the linear combination within that equation.
Ref. dynare#1837
2022-01-17 12:57:37 +01:00
8c528f4f9a
Add missing include
...
(“endl” is defined in “ostream”)
2022-01-06 14:55:57 +01:00
0db05a886a
Move “using namespace std” statement after inclusion of standard headers
...
Otherwise clang emits this warning:
using directive refers to implicitly-defined namespace 'std'
2022-01-06 14:54:57 +01:00
75a26b6d11
Remove unused member in the RamseyPolicyStatement class
2022-01-06 14:47:34 +01:00
5572e478f1
Indentation fix
2022-01-06 14:46:38 +01:00
ebf7b6c51d
Clang compatibility fix
2022-01-06 14:35:39 +01:00
a8fce06dc4
PAC: new options “auxname” and “kind” to “pac_model”
2021-12-16 15:40:47 +01:00
ea6fb40db7
PAC: new “pac_target_info” block and “pac_target_nonstationary” operator
...
Ref. Madysson/estimation-codes#5
2021-12-16 15:40:47 +01:00
6a31ba4b62
PAC: minor simplification in the matching of the growth expression
...
Simple variable nodes are already correctly matched by
ExprNode::matchLinearCombinationOfVariables().
Also improve the related documentation.
2021-12-16 15:40:47 +01:00
7dde09169e
estimated_params: check that no parameter is declared twice across concatenated blocks
...
The existing check (in AbstractEstimatedParamsStatement::commonCheckPass()) was
only working inside a given estimated_params block, but not across blocks.
2021-12-16 15:22:48 +01:00
ea44aa19d6
New option “overwrite” to “estimated_params” block
...
This option provides the same behaviour as before the change in
60ef6bbdbd
2021-12-16 14:22:31 +01:00
5ffbc5bad3
New estimated_params_remove statement
2021-12-15 16:02:57 +01:00
06a436fdf0
Minors simplification in EstimatedParams* classes
...
Also use a better name for the type-specific ID variable.
2021-12-15 16:02:53 +01:00
342c4faf8d
New var_remove statement
2021-12-15 12:20:29 +01:00
60ef6bbdbd
Allow multiple estimated_params statements
2021-12-15 12:20:29 +01:00
2d07186b8b
New model_options statement
...
The purpose of this statement is to specify the options that apply to the whole
model, when there are several “model” blocks, so as to restore the symmetry
between those blocks (since otherwise one “model” block would typically bear
the options, while the other ones would typically have no option).
It still remains possible to specify the options on one “model” block, or even
spread accross several ones.
Closes : #19
2021-12-15 12:20:14 +01:00
1f004584e9
New model_remove statement and model_replace block
...
Factorize the implementation with the existing code for the include_eqs and
exclude_eqs options (which has been refactored by the way).
Ref. #19
2021-12-15 12:11:25 +01:00
a73b0d911a
Fix logic of include_eqs in the presence of [static]/[dynamic] equations
...
In a model with [static]/[dynamic] equations, if the user was using include_eqs
with a list of equations that does *not* contain equations marked
[static]/[dynamic], then the call to ModelTree::includeExcludeEquations(…,
static_equations=true) would have an empty list of equation tags (as stored
in tag_eqns).
The right behaviour in this case is to exclude all static equations. However,
the code would exclude none, and this would disrupt the equilibrium between
[static] and [dynamic] equations (since all [dynamic] equations were excluded
by the other call to the same method).
The fix consists in removing the shortcut that returns from the method if
tag_eqns is empty.
2021-12-10 12:50:10 +01:00
a492417a5b
Fix typo
2021-12-10 12:44:42 +01:00
d047878333
Julia specific interface for normcdf and normpdf
2021-12-10 10:17:06 +01:00
c0ea8d7203
Add hyperbolic primitives (cosh, sinh, tanh, acosh, asinh, atanh)
...
Everything was already in place (since ages!), except that the parser interface
was missing.
Also fix the derivation formula for atanh, which was incorrect.
2021-12-07 18:03:33 +01:00
d15b2110a0
Add erfc() primitive
...
Closes : #85
2021-12-07 15:19:40 +01:00
a040a7dbde
Merge branch 'write_regimes' of git.dynare.org:JohannesPfeifer/preprocessor
...
Ref. !55
2021-12-07 12:24:38 +01:00
81abea042b
Occbin: use element-by-element multiply, divide and power in occbin_difference.m
...
This file operates on vectors.
Ref. dynare#1826
2021-12-07 12:22:59 +01:00
b356b8d5fa
Substitute out adl() operators in equations marked [static]
2021-12-06 17:17:38 +01:00
dc99d81c45
Explain why expectation() operators need not be substituted in equations marked [static]
...
By the way, also perform a small code simplification.
2021-12-06 17:17:38 +01:00
214f0db4db
Add comment about predetermined variables and equations marked [static]
...
By the way, also perform a small code simplification.
2021-12-06 17:17:38 +01:00
5fe94ed606
Simplify constant equations also in equations marked [static]
...
The simplifyEquations() methods had to be moved to DynamicModel, in order to
access the static_only_equations member.
2021-12-06 17:17:37 +01:00
fe974c4c31
When looking for unused endos/exos, also search in equations marked [static]
2021-12-06 17:17:37 +01:00
8d4cab6fe3
Substitute model-local variables in equations marked [static]
2021-12-06 17:17:27 +01:00
164e2debdc
occbin_write_regimes: add option to select type
2021-12-06 16:10:58 +01:00
7b8fc8edb7
Symbolic detrending engine: correctly handle equations marked [static]
...
Incidentally, this also fixes a detrending bug in the Occbin engine (since the
latter internally generates a [static] equation).
Ref. dynare#1827
By the way, perform a small code simplification.
2021-12-06 12:59:21 +01:00
607c5aab19
Merge branch 'planner_objective_options' into 'master'
...
evaluate_planner_objective: add options
See merge request Dynare/preprocessor!54
2021-12-03 16:07:14 +00:00
befd432be7
evaluate_planner_objective: add options
...
Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1967
2021-12-03 14:06:57 +01:00
3c6d5126b3
PAC: fix comment
2021-12-03 11:07:59 +01:00
a210a8fd59
Add several types of auxiliary variables to M_.mapping
...
In practice, only those auxiliary variables which do not have an orig_symb_id
will be listed (in addition to unary ops, due to an implementation bug).
2021-11-24 11:27:17 +01:00
2282d4773c
PAC: new auxiliary variable type for pac_expectation operator
...
Also add the new equation to auxiliary equations in the backward case (but not
in the MCE case, since that equation is recursive).
2021-11-23 14:31:03 +01:00
ae242770f9
PAC: in the backward case, unify h0 and h1 parameters vector into a single vector
...
There is no reason to keep this distinction.
Additionally, since the data structure is now symmetric with the MCE case,
unify this “h” parameter vector with the “α” parameter vector.
2021-11-23 14:31:03 +01:00
0f89569f7e
PAC: in the backward case, create an aux. var. for the pac_expectation expression
...
By the way, refactor the MCE case by merging two routines related to the Z₁ aux. var.
This restores the symmetry with the backward case, now that the latter also has
an aux. var. for the pac_expectation operator. Also store the aux. var. IDs in a
structure common to the backward and MCE cases.
2021-11-23 14:31:03 +01:00
0e62206203
PAC: drop support for multiple PAC equations associated to a given PAC model
2021-11-23 14:31:02 +01:00
1cc512962c
No longer consider an equation of the form “x(+1) = 0” as defining x to be a constant
...
Fix this by restricting the detection of constant equations to those where the
variable appears without a lead or lag.
Closes : #83
2021-11-19 18:01:11 +01:00
b51f122e59
With nostrict, really ignore unused endogenous in initval/endval/histval
...
Closes : #82
2021-11-19 17:49:57 +01:00
02ee077663
Fix handling of undeclared variables in the planner_objective statement
...
Closes : #81
2021-11-19 17:32:45 +01:00
1e4eadb266
Macroprocessor: make the removal of “@#line” directives and extra newlines consistent across LF and CR+LF conventions
...
Simplify the algorithm using only regexps, and add comments.
2021-11-19 16:49:21 +01:00
1de3476546
Macroprocessor: fix line counter inside @{} constructs
...
There were two bugs:
– with the LF convention, newlines were counted twice
– with the CR+LF convention, they were counted four times (because the CR was
included in yyleng, alongside the LF)
The fix consists in implementing a location_increment() method similar to the
one used for the Dynare parser. This is the most robust solution.
By the way, mark the method DynareFlex::location_increment() method static.
2021-11-19 14:55:14 +01:00
487c372900
Macroprocessor: fix newlines in output when under Windows and input uses CR+LF convention
...
If the input .mod file uses CR+LF convention, and if the user is under Windows,
then the output of the macroprocessor (as given by the “savemacro” option) had
incorrect end of lines: those would be CR+CR+LF.
The reason is that some TextNode(s) internally created by the macroprocessor
would themselves contain CR+LF sequences, which would then be transformed into
CR+CR+LF in the output (because MinGW transforms LF into CR+LF in output
streams).
The fix consists in changing the nature of the EOL token: the parsed text is no
longer attached to it, so that the Bison file now systematically turns it into
a LF inside TextNode(s).
Closes : #80
2021-11-19 14:55:12 +01:00
1041f205ea
PAC: trap a few more cases when an auxiliary param conflicts with a declared one
2021-11-09 15:48:59 +01:00
6ad3d02ec6
Minor simplification in ExprNode::matchLinearCombinationOfVariables()
2021-10-29 15:39:40 +02:00
c4e9432eef
Remove implementation of various methods of PacExpectationNode
...
Those implementations are dummy and are normally never used. Rather error out
on those, factorizing them within SubModelNode.
2021-10-29 14:11:30 +02:00
3e242dd481
New class SubModelNode to factorize between VarExpectationNode and PacExpectationNode
2021-10-29 14:11:30 +02:00
37a6ed6261
PAC: rethink the relation between PacModelTable and DynamicModel classes
2021-10-29 14:11:30 +02:00
127361971f
PAC: refactor with new PacModelTable that replaces PacModelStatement(s)
...
Incidentally, the auxiliary endogenous variable representing Z₁ and created for
PAC MCE models no longer necessarily appear as the first auxiliary variable (so
this is effectively a revert of 64f55e4a5e
2021-10-29 14:11:30 +02:00
0123326123
Fix error message when using pac_expectation with occbin_constraints
...
By the way, also fix the argument name (the model is not a VAR).
2021-10-29 14:11:08 +02:00
bc827326eb
JSON: fix syntax error in the aux vars table introduced in a7fb198463
2021-10-26 12:31:01 +02:00
5bef185370
PAC: add growth correction term for definition of Z₁ in the MCE case
2021-10-25 17:28:01 +02:00
4191cec9aa
Merge branch 'master' into 'master'
...
Master
See merge request Dynare/preprocessor!53
2021-10-08 13:42:16 +00:00
8bb8e59410
Improve message for GCC installation under macOS
2021-10-08 12:59:17 +02:00
a7fb198463
add field aux_vars to modfile.json
2021-10-08 09:26:49 +02:00
561bee0790
add NNZderivatives to JSON + use AbstractVector for Julia functions
2021-10-06 17:45:11 +02:00
78e295115a
PAC: better error message in case of name conflict for the growth neutrality correction parameter
2021-10-06 16:41:09 +02:00
b496c4ba2c
ramsey_model: Fix error message logic
...
one of the statements being present is sufficient
2021-09-24 09:14:41 +02:00
eb006ecaeb
Remove unused steady_state_growth option to pac_model
2021-09-22 16:26:42 +02:00
8d14e18cdb
Rename mh_mode to correct mh_posterior_mode_estimation option
...
Closes https://git.dynare.org/Dynare/preprocessor/-/issues/60
2021-09-21 17:28:37 +02:00
b12746190d
ramsey_{model,policy}, discretionary_policy: check that instruments are declared endogenous
...
Closes : #72
2021-09-21 17:17:36 +02:00
3d215020ae
Fix use_dll on macOS + Octave
...
Enforce GCC with mkoctfile. Otherwise Clang will be used, and it does not
accept our custom optimization flags.
Ref. dynare#1797
2021-09-13 16:50:13 +02:00
989347f448
Fix bug introduced in previous commit that triggers a crash for DSGE-VAR models
2021-09-08 19:00:15 +02:00
cb19ece049
estimated_params*: add a check that prevents (apparently) recursive prior definitions
...
Closes : #77
2021-09-08 17:10:56 +02:00
62ba9a434a
estimated_params_{bounds,init} now check that a parameter (or correlation) is never declared twice
...
This check was previously only implemented in estimated_params.
2021-09-08 16:38:15 +02:00
784dd4122a
PAC: generate the “growth_neutrality_param_index” MATLAB field for MCE models
...
Previously it was only generated in the case of backward PAC models.
2021-08-31 17:54:20 +02:00
6863494db2
Ensure that the “discount” option of “pac_model” is a parameter
...
Ref. Madysson/estimation-codes#4
2021-08-31 12:52:00 +02:00
15658fda5c
Merge branch 'mom_namespace' of git.dynare.org:JohannesPfeifer/preprocessor
...
Ref. !50
2021-08-30 16:05:44 +02:00
297888ce72
Merge remote-tracking branch 'origin/updated_covariance'
...
Ref. !47
2021-08-30 16:05:13 +02:00
Stéphane Adjemian (Charybdis)
79d5a2d687
Fix warning (missing option in occbin_setup).
2021-08-18 15:18:21 +02:00
3f37d9692c
method_of_moments: move to namespace
2021-08-15 20:44:24 +02:00
6fb86522ea
Occbin: Add missing options
2021-08-10 20:28:32 +02:00
bb19d98712
Merge branch 'results_file' into 'master'
...
Move results file to output folder
See merge request Dynare/preprocessor!48
2021-07-23 11:58:46 +00:00
361b789e88
Move results file to output folder
2021-07-22 19:36:12 +02:00
38714a58c4
Add updated_covariance option
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1784
2021-07-22 17:12:02 +02:00
5cfe6303e2
Cosmetic changes
2021-07-22 16:49:59 +02:00
5da01faa74
Introduce option consider_all_endogenous_and_auxiliary
2021-07-22 11:49:36 +02:00
e1f7d8c735
VAR models: add a parameter representing the constant in the development of the pac_expectation operator
2021-07-21 17:53:55 +02:00
da9e0acc2d
VAR models: add a parameter representing the constant in the development of the var_expectation operator
2021-07-21 17:53:55 +02:00
1a5fb4d5e6
DynamicModel: make PAC data members private
2021-07-21 17:53:55 +02:00
Stéphane Adjemian (Ryûk)
8305b94d29
Fix constant definition in reduced form VAR.
2021-07-21 17:53:55 +02:00
Stéphane Adjemian (Ryûk)
c6a7d56b36
Fix constants in var model (it has to be a vector).
2021-07-21 17:53:55 +02:00
a6add6127b
VAR models: output vector of constants in varmatrices.m
2021-07-21 17:53:54 +02:00
1cf03a5f07
Cosmetic improvement
2021-07-21 17:53:54 +02:00
5498ce98ee
Use NumConstNode* type for DataTree constants (previously they were just expr_t)
2021-07-21 17:53:54 +02:00
15d7432105
Occbin: add more sanity checks on expressions in “occbin_constraints” block
...
— forbid leads and lags
— forbid expectation operators
This is implemented by moving the occbin_constraints expression to a separate
DataTree. As a side-effect, this removes the spurious non-linearity warning in
a stochastic context (because we were introducing inequalities and abs()
operators in the main DynamicModel tree).
2021-07-21 16:33:23 +02:00
ed31d1cb5e
Remove unused functions
2021-07-21 16:33:23 +02:00
6ae3d3131f
Occbin: handle external functions in “occbin_constraints”
2021-07-21 16:33:19 +02:00
0d6eb053d4
Ensure that “pac_expectation” operators are never inserted into a static model
...
The implementation of PacExpectationNode::toStatic() did not make sense. It
should normally never be called, hence we error out at this point.
Also do a cosmetic change in the PacExpectationNode::clone() methode.
2021-07-21 16:33:14 +02:00
b16ab9b247
Fix preprocessor crash when a [static] equation contains a “var_expectation” operator
...
Rather error out with a meaningful message.
2021-07-21 16:33:09 +02:00
ebd9954d33
Occbin: new syntax for constructing multi-regime equations
...
Ref. #68
2021-07-20 18:18:24 +02:00
0b8e3345fc
Ensure that a tag is not declared twice in the same equation
...
Previously the first value was silently ignored. It’s better to explicitly
forbid this. If this change creates problems (since it’s a change in an
undocumented behaviour), we can turn it into a warning.
2021-07-20 14:56:48 +02:00
81d4fd5d83
Occbin: generate +<basename>/occbin_difference.m
...
In particular, this implies that steady state values of endogenous in the
“occbin_constraints” block must now be specified using the STEADY_STATE()
operator (and not with a “_ss” suffix).
Moreover:
– make various simplifications to the fields generated under M_
– in the driver file, replace the call to occbin.initialize() by a few explicit operations
Ref. #68
2021-07-20 12:26:11 +02:00
90b1235a64
New utility to check if an expression contains an exogenous (possibly deterministic)
2021-07-20 12:10:58 +02:00
08ac455fcd
Implement “occbin_constraints” block
...
Consequently drop “occbin” option to “model”.
Incidentally, allow more values in equation tag names (previously some keywords
such as “alpha” were disallowed).
Ref. #68
2021-07-16 11:34:27 +02:00
Stéphane Adjemian (Ryûk)
6b9d94405c
Return the reduced form of the structural VAR model optionally.
...
Also
- changed the name of the generated matlab routine,
- changed initialization of matrix a0.
2021-07-16 08:33:26 +02:00
2e696a2e0d
Add shocks(surprise) block (for occbin)
...
Ref. #68
2021-07-13 21:55:31 +02:00
f0002c5ac6
Fix compiler warning introduced by 61b37942ab
2021-07-13 17:18:06 +02:00
c3b0ce8e69
shocks/mshocks/conditional_forecast_paths: various cleanups
2021-07-13 17:17:57 +02:00
5624260a07
Merge branch 'occbin_rebase' into 'master'
...
First part of Occbin interface
See merge request Dynare/preprocessor!42
2021-07-13 13:38:26 +00:00
61b37942ab
First part of Occbin interface
2021-07-13 13:38:25 +00:00
c9c36c037a
New preprocessor option “nocommutativity”
...
This option tells the preprocessor not to use the commutativity of addition and
multiplication when looking for common subexpressions.
As a consequence, when using this option, equations in various outputs (LaTeX,
JSON…) will appear as the user entered them.
There is however a potential performance cost to using this option, yet to be
determined.
Ref. dynare#1788
2021-07-13 14:35:10 +02:00
6aeef11bb2
New perfect_foresight_with_expectation_errors_{setup,solver} commands
2021-07-09 17:14:22 +02:00
365fb27f3d
New “structural” option to “var_model”
...
As the name implies, this option allows contemporaneous variables on the RHS.
The A0 matrix for contemporaneous variables is added as a second (optional)
output to the generated var_ar.m file. Note that for reduced-form VAR, this
matrix will be the identity.
Also, the user is now allowed to write the VAR models in a more flexible form:
the LHS must still be a single variable, but the RHS can be an arbitrary
expression (as long as it is linear, obviously). Internally, the preprocessor
now uses derivation to compute the coefficients of the AR and A0. This change
applies to both reduced-form and structural VAR models.
Ref. dynare#1785
2021-07-08 12:55:47 +02:00
f7a367d7b1
“var_model” statement: make “eqtags” option mandatory
2021-07-08 12:55:40 +02:00
67f4777ac3
Remove support for obsolete syntax: var_model(order = 2) X Y Z;
2021-07-07 18:26:09 +02:00
4cc22897b7
Cosmetic improvements
2021-07-06 19:09:25 +02:00
8df34c1ca5
VAR and trend component models: improve sanity checks on lead/lags on RHS
...
In particular, forbid lagged exogenous.
2021-07-06 18:52:38 +02:00
c9d6d9c6f8
Enforce non-positivity of the “time_shift” option to “var_expectation_model”
...
Closes : #70
2021-07-06 16:40:20 +02:00
221daeab6f
New time_shift option to var_expectation_model
...
Ref. dynare#1787
2021-07-01 17:56:07 +02:00
5a33699f03
VAR / trend component models: cosmetic changes
2021-07-01 17:52:05 +02:00
700dd31d57
Merge branch 'mom_varlist' into 'master'
...
method_of_moments: remove var_list_
Closes #69
See merge request Dynare/preprocessor!44
2021-06-28 09:32:07 +00:00
e6e25a5c87
macOS: fix detection of GCC installed by Dynare package
...
Since the preprocessor has moved, the relative path of the local Homebrew needs
to be adjusted.
2021-06-24 15:16:55 +02:00
f354458418
method_of_moments: remove var_list_
2021-06-24 15:10:24 +02:00
1c3e6f89af
macOS: bump to GCC 11 (for compilation and for use_dll)
2021-06-24 12:34:29 +02:00
824433aa3f
Refactor driver output for heteroskedastic_shocks
...
Ref. dynare#1791
2021-06-15 12:53:40 +02:00
d0ec5eb155
Allows to write M_.objective_tmp_nbr in the driver.m file
...
Writes the number of temporary terms of the planner objective function derivatives objective_tmp_nbr in the driver.m file.
Useful for the k-order approximations of welfare.
2021-06-11 12:37:31 +02:00
74ef3457b4
Use secure URL for link to GNU licenses
2021-06-09 17:21:00 +02:00
86b2b4c2da
When order option > 3, compute planner objective derivatives at that order
...
Ref. dynare!1866
2021-06-04 16:20:29 +02:00
04f242f971
xls_sheet option: allow quoted strings as value
...
Closes : #67
2021-05-31 18:18:25 +02:00
4b401e6253
Preparations for Occbin MR
...
Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1863
2021-05-31 15:12:46 +02:00
c5f9ae89e7
Implement new “occbin” option to “model” block
...
For the time being, the preprocessor will refuse that this option be used with
any command other than estimation.
By the way, remove occbin_likelihood and occbin_smoother options to estimation.
Ref. dynare#569
2021-05-31 10:00:59 +02:00
1e9ea1acf4
Merge branch 'smoother_redux' into 'master'
...
Add smoother_redux option
See merge request Dynare/preprocessor!38
2021-05-27 14:55:35 +00:00
2a8726fe6e
Add kalman_algo and filter_covariance to calib_smoother
2021-05-27 16:42:10 +02:00
0d635aed36
Add smoother_redux option
2021-05-27 16:41:36 +02:00
b12b254f2c
Add heteroskedastic_filter option and heteroskedastic_shocks block
...
Ref. dynare!1844, dynare!1851
2021-05-26 18:27:52 +02:00
e552bfc4b3
Refactor parsing of deterministic shocks
...
This will simplify the implementation of heteroskedastic_shocks.
2021-05-26 17:05:51 +02:00
c35f160e3f
Minor simplification
2021-05-26 16:17:18 +02:00
97e9609c28
Streamline use_dll compilation under MATLAB
...
— drop Windows 32-bit support
— drop -fno-omit-frame-pointer compilation flag under GNU/Linux
— drop -static-libstdc++ flag under Windows
— no longer link to -lstdc++ under GNU/Linux and macOS
— gracefully fail when 'mexext' value is unknown
2021-05-24 18:21:23 +02:00
a2c96a9d79
Allow empty quoted strings
...
Can be useful when resetting a filename option to an empty value, e.g. for the
mh_initialize_from_previous_mcmc_* options.
Ref. dynare!1841
2021-05-11 18:50:18 +02:00
73e07b78b8
Add mh_initialize_from_previous_mcmc option family to estimation command
...
Ref. dynare!1841
2021-05-11 18:12:54 +02:00
be7ff255f6
The fast_realtime option now accepts a vector of integers
...
Ref. dynare!1842
2021-05-10 15:41:36 +02:00
80e1090257
Add no_init_estimation_check_first_obs option to estimation
...
Ref. dynare!1839
2021-05-07 17:41:20 +02:00
337b6f469c
New parallel_use_psexec command-line option
...
Ref. dynare!1843
2021-05-06 16:25:46 +02:00
1d188a7444
Add comment
...
[skip ci]
2021-05-04 17:21:47 +02:00
3c4d647cc3
Forbid mfs > 0 in a stochastic setup (or even when using check)
...
The result would be wrong.
Ref. dynare#1726
2021-05-04 17:11:09 +02:00
7765efe95b
Windows: fix detection of location of MinGW compiler
2021-04-30 15:03:53 +02:00
12b61e4817
Bugfix in DataTree::writeToFileIfModified()
...
If the old file and the new contents shared a common prefix, then the output in
the generated file would be truncated at the start.
Ref. DynareJulia/Dynare.jl#1
2021-04-26 14:10:47 +02:00
9773bafc5b
Julia: write definition of get_power_deriv inside generated static/dynamic files
2021-04-26 10:52:18 +00:00
dca294de3a
Julia: refactor the auxiliary variable/series files
...
— rename the files with camel case
— encapsulate the functions with modules
— change the signature of function <MODFILE>_dynamic_set_series!, by removing
the output argument and appending the exclamation mark, since this function
modifies one of its arguments, and for symmetry with the static version
Ref. DynareJulia/Dynare.jl#1
2021-04-23 17:57:33 +02:00
4354d8a578
Julia: do not overwrite steady state / auxiliary variables/series files if contents has not changed
...
Ref. DynareJulia/Dynare.jl#1
2021-04-23 17:56:54 +02:00
4cfc7a563b
Julia: do not overwrite Static/Dynamic files if contents has not changed
...
Ref. DynareJulia/Dynare.jl#1
2021-04-22 18:03:47 +02:00
81b1d02748
Julia: fix typo in StatsFuns package name
...
Ref. DynareJulia/Dynare.jl#1
2021-04-22 15:48:25 +02:00
0213c9be73
Merge branch 'ramsey_k_order' into 'master'
...
Allows to write M_.NNZDerivatives_objective in the driver.m file
See merge request Dynare/preprocessor!36
2021-04-22 13:28:18 +00:00
22fbfb0fba
Allows to write M_.NNZDerivatives_objective in the driver.m file
...
Writes the number of non-zero derivatives of the planner objective function NNZDerivatives_objective in the driver.m file. Useful for the k-order approximations of welfare.
2021-04-22 15:26:25 +02:00
d511e3ec3a
add deterministic_trends statement (only used by Dynare Julia)
2021-04-22 15:19:21 +02:00
910649dd28
Fix treatment of “series” option of “initval_file”
...
This option was treated as a numeric value: it was a hack to ensure that the
name of the dseries object was printed without quotes in the driver file.
However, that would make the JSON output synctically incorrect.
This commits removes the hack, and treats the “series” option as a string
value (in the same way as for the “data” command). A modification of the MATLAB
code will thus be needed to accomodate the change.
2021-04-20 10:39:14 +02:00
1f17528383
Julia: update dependencies of Static/Dynamic modules
...
Ref. DynareJulia/Dynare.jl#1
2021-04-19 17:02:46 +02:00
c2d47fb48e
Julia: remove driver file
...
The Julia code now uses the JSON output for retrieving the information that
previously was in the driver file.
2021-04-19 17:02:41 +02:00
7b3df21f11
DataTree::operator=(): fix crash when symbol ID ordering of model local variables does not correspond to the recursive ordering in the model block
...
Ref. dynare#1782
2021-04-16 17:34:13 +02:00
c2009e2012
fix set_auxiliary_variables.jl
2021-04-01 17:05:13 +02:00
6662d8014e
fix writeJsonOutput for load_params_and_steady_state
2021-04-01 17:05:13 +02:00
fd979f625a
add maximum lead and lag to modfile.json
2021-04-01 17:05:13 +02:00
c9dd241f5b
add varobs statement to JSON output
2021-04-01 17:05:12 +02:00
50a2e7c44f
Add escape codes in NativeStatement and VerbatimStatement writeJsonOutput() method
2021-04-01 17:05:10 +02:00
29b3b744ef
Remove spurious space produced when parsing key/value pairs
...
Introduced in e46168db66
2021-02-26 12:28:06 +01:00
Stéphane Adjemian (Charybdis)
f0d67b01dd
Honour bi-annual dates in mod file.
2021-02-26 09:30:02 +01:00
5581052451
Add particle_filter_options option to estimation
...
Ref. #59
2021-02-23 16:54:36 +01:00
e46168db66
Simplify parsing of lists of key/value pairs options
2021-02-23 16:49:11 +01:00
54365b16ed
Remove unfinished “occbin” option to perfect_foresight_solver and extended_path
...
Partially reverts f914837aff567156aad4
2021-02-22 16:22:17 +01:00
825b9ee8ef
Fix bugs introduced in d3e115194b
...
Ref. #65
2021-02-19 20:29:18 +01:00
4798a5e2bc
Cosmetic change
2021-02-19 20:09:48 +01:00
ca4b1ba4ed
Remove time subscript in LaTeX output of model-local variables
...
See https://forum.dynare.org/t/tex-output-unwanted-subscript-t/16072
2021-02-19 17:45:58 +01:00
d3e115194b
Fix output write_latex_original_model for model-local variables
...
Those variables were substituted out by early substitution methods (which are
also called on the original model, for an unknown reason).
Closes : #65
2021-02-19 17:45:02 +01:00
071a46a798
Add interface to set zero_moments_tolerance
...
Useful in identification and method_of_moments toolbox to set the tolerance which replaces very small numbers by hard zeros in unconditional second moments (particularly in pruned_state_space_system.m and disp_moments.m)
2021-02-16 16:29:57 +01:00
2781e3e6f6
A few modernizations using clang-tidy
2021-02-10 16:48:46 +01:00
9274675efb
Allow booleans in optimization options list
...
Closes : #63
2021-02-10 16:18:58 +01:00
f7cd6dbf0a
🐛 save oo_.time also in _results.mat
2021-02-04 10:48:59 +01:00
702cf62ee3
Declare some methods as const
2021-02-03 18:09:11 +01:00
234fcd1d2b
Remove obsolete stuff from bytecode
2021-02-01 14:46:08 +01:00
754a1a464d
Use default member init
...
Performed using modernize-use-default-member-init from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-default-member-init.html
2021-02-01 12:44:24 +01:00
4ee89d6e70
Use more auto keyword
...
Performed using modernize-use-auto from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-auto.html
2021-02-01 12:42:59 +01:00
Sébastien Villemot
Stéphane Adjemian (Charybdis)
MichelJuillard
Johannes Pfeifer
NormannR
Willi Mutschler