Sébastien Villemot
01385d1f80
Simplify implementation of nopreprocessoroutput option
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Simply redirect cout to /dev/null, instead of propagating a boolean
everywhere.
2018-12-20 17:08:45 +01:00
Sébastien Villemot
38152c34a4
Make histval compatible with diff operator
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The idea is to make use of the dynamic_set_auxiliary_dseries.m file to generate
the initial conditions for all auxiliary variables, including the diffs.
Also remove the check done by the preprocessor for the lags in histval, since
it does not work correctly with the diff operator.
2018-12-11 17:32:05 +01:00
Sébastien Villemot
67ac4bf8ea
Allow diff() and log() in "expression" option of var_expectation_model
2018-11-29 16:01:49 +01:00
Houtan Bastani
41af0841c3
extend nopreprocessoroutput option to substitution output
2018-11-28 11:53:50 +01:00
Sébastien Villemot
d733f3fb5a
Various simplifications and modernizations of the block/bytecode part
2018-11-23 17:19:59 +01:00
Sébastien Villemot
6fa115aedd
Derivation engine w.r.t. endogenous generalized to any order
2018-11-22 17:13:55 +01:00
Sébastien Villemot
4a974bb428
The preprocessor now compiles the MEX when use_dll is specified
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New options "mexext" and "matlabroot" are introduced, so that the preprocessor
knows where to find MATLAB and which architecture to compile for.
Only recent gcc is now supported. A set of optimization flags is used so that
compilation goes reasonably fast on large models.
Consequently, options "msvc", "mingw" and "cygwin" have been removed.
2018-10-26 18:09:13 +02:00
Sébastien Villemot
bcdfb43fd3
Replate DynamicModel::toStatic() by a converting constructor in StaticModel
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It is therefore now possible to write:
static_model = static_cast<StaticModel>(dynamic_model);
2018-10-10 17:08:54 +02:00
Sébastien Villemot
0e7d831e6f
Remove redundant private keyword
2018-10-10 17:08:10 +02:00
Sébastien Villemot
f2cf86b734
Add copy constructors / assignment operators for the DataTree class hierarchy
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In particular, it is necessary to turn back DataTree::AddVariable() into a
non-virtual method, because it is called from DataTree's constructor. Enforcing
the absence of leads/lags is now done using a new boolean DataTree::is_static.
Take advantage of the new copy constructor for handling
PlannerObjectiveStatement more elegantly.
Unfortunately it is not possible to implement *move* constructor / assigment
operators, because the reference ExprNode::datatree is not mutable.
2018-10-10 12:53:55 +02:00
Sébastien Villemot
215283005e
No longer store symbol type in VariableNode
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This facilitates switching variable types on the fly. In particular, this
allows removing the hack in DynamicModel::updateAfterVariableChange() that way
basically recreating all the nodes after the type change.
2018-10-10 12:34:05 +02:00
Sébastien Villemot
7bb5382428
Always use brace-initializer in constructors
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The syntax makes clearer the distinction between a function call and an
initialization. Also, it prevents bugs due to implicit type conversions.
2018-10-04 17:19:18 +02:00
Sébastien Villemot
15d026e54e
C output: split generated function into several smaller subfunctions
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This mimicks the structure of M-functions (though the logic for filling the
temporary terms vector is a bit different).
This change implied a modification in the way we compute the checksum in case
of block decomposition (the temporary terms for the C output are not correctly
computed in that case).
2018-10-01 16:04:01 +02:00
Ferhat Mihoubi
139e3efa82
Adds a new model option "linear_decomposition" that creates a block composed of the non-linear equations o the model
2018-09-28 14:54:52 +02:00
Houtan Bastani
c9f5cef99b
write AST in JSON
2018-09-18 17:48:04 +02:00
Houtan Bastani
85dbb649b7
move trend_component_table and var_model_table to DynamicModel as they are only used there
2018-09-14 17:04:06 +02:00
Houtan Bastani
dc9ecbb49a
fix bug in columns of EC matrix
2018-09-12 17:56:30 +02:00
Houtan Bastani
f71c861d5e
output EC matrix in file for trend component models
2018-09-10 17:44:04 +02:00
Houtan Bastani
46709ada3f
output AR matrix in file for trend component models
2018-09-10 14:51:33 +02:00
Houtan Bastani
f5e5dea1be
support hard-coded parameters and parameter expressions in AR matrix
2018-09-07 10:14:18 +02:00
Houtan Bastani
acc197f539
output AR matrix in file
2018-09-06 18:00:05 +02:00
Houtan Bastani
7a438a3ce7
ensure that trend_variable found is actually a trend variable as declared in the trend_component_model statement
2018-09-03 15:05:30 +02:00
Houtan Bastani
d5d6e8beb0
simplify updating of RHS variables for trend component and var models
2018-08-23 13:57:27 +02:00
Houtan Bastani
539fddc9f6
introduce var model table
2018-08-22 12:15:02 +02:00
Houtan Bastani
afe0e475b1
trend_component_model statement
2018-08-17 16:52:48 +02:00
Houtan Bastani
618147a126
fix typo
2018-08-16 11:09:54 +02:00
Houtan Bastani
c5c61f99ba
fix bug with max_lag reported for PAC equation
2018-08-13 12:12:20 +02:00
Houtan Bastani
0dffee4650
fix typo
2018-08-13 11:08:58 +02:00
Sébastien Villemot
f3c2a1bf87
New var_expectation_model statement and re-design of var_expectation operator
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Given a previously declared var_model, the var_expectation_model statement is
used to declare a way of forming expectations with this VAR (possibly using a
finite or infinite discounted sum). The var_expectation operator now takes a
single argument, the name of the var_expectation_model.
For the moment, this only works when the var_model is using equations
explicitly declared in the model block.
2018-08-02 08:39:09 +02:00
Sébastien Villemot
762f25abe9
Remove useless separate list for diff auxiliary variables
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This table serves no useful purpose. It is better to append auxiliary equations
at the time they are created, to avoid messing with the recursive ordering.
2018-07-26 17:41:58 +02:00
Sébastien Villemot
4ad0e500d4
C++11: convert {Unary,Binary,Trinary}Opcode to class enums
2018-07-18 16:18:26 +02:00
Sébastien Villemot
c12088f314
C++11: convert AuxVarType to class enum
2018-07-17 17:38:26 +02:00
Sébastien Villemot
946d105c04
Remove C and C++ preprocessor output types
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This code is broken since the temporary terms array changes. It is probably not
worth maintaining it.
2018-07-17 16:52:11 +02:00
Sébastien Villemot
b8a5dfdc39
Replace several usages of C macroprocessor with C++ constructs
2018-07-17 16:36:58 +02:00
Sébastien Villemot
b91ed6f78c
Move the location of static and dynamic files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode and C source now under ${MODELNAME}/model/
2018-06-27 15:30:25 +02:00
Houtan Bastani
b8ae9f6935
Fix max lags for var
2018-06-11 15:18:06 +02:00
Houtan Bastani
84c2dc5f36
transform_unary_ops now introduces aux variables/equations for all unary ops specified by UnaryOpNode::createAuxVarForUnaryOpNode()
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In the absence of this option, if a var_model statement(s) is present, then aux vars/eqs are created for the same types of unary operators but only for equations specified in the var_model statement
In the absence of both this option and var_model statements, no unary op auxiliary variables are created
diffs continue to be substituted everywhere; for the moment auxiliary variables are created for diffs of expressions. A forthcoming change will allow auxiliary variables created for diffs of expressions to be linked with their lagged expressions as is currently the case for diffs of variables
2018-06-07 17:16:12 +02:00
Houtan Bastani
a30f8f365e
Only create auxiliary variables for diffs that appear in VAR equations or equations that have pac_expectations in them
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Otherwise, substitute the diff (i.e. `diff(x)` -> `x-x(-1)`)
2018-06-05 18:39:13 +02:00
Houtan Bastani
2cd3aa95cc
When `transform_unary_ops` is passed, only substitute unary operators that appear in VAR equations
2018-06-05 17:41:15 +02:00
Sébastien Villemot
7d9cd718fc
Replace more typedefs by using
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Those were not automatically replaced by clang-tidy, I don’t know why…
2018-06-04 15:03:31 +02:00
Sébastien Villemot
182c53273e
Remove useless spaces in type qualifiers
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In C++11, it is no longer necessary to put a space between two consecutive ">".
2018-06-04 15:03:31 +02:00
Sébastien Villemot
f8cc3ae355
Port to C++11 using keyword
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Performed using modernize-use-using from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-using.html
2018-06-04 15:03:31 +02:00
Sébastien Villemot
bf891b7d72
Port towards C++11 override
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Performed using modernize-use-override from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-override.html
2018-06-04 15:03:31 +02:00
Sébastien Villemot
e73ebc7033
Port to C++11 noexcept keyword
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Performed using modernize-use-noexcept from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-noexcept.html
2018-06-04 15:03:31 +02:00
Sébastien Villemot
c0ed97d247
Port to C++11 auto keyword
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Performed using modernize-use-auto from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-auto.html
2018-06-04 15:03:26 +02:00
Sébastien Villemot
59e427cf66
Merge branch 'master' into temporary_terms_array
2018-05-30 17:20:48 +02:00
Houtan Bastani
0aea4f0cc4
introduce dynare command transform_unary_ops to create auxiliary variables for certain unary ops. This will be used for VARs and VECMs but can also be used for OLS, for example
2018-05-30 16:48:08 +02:00
Houtan Bastani
856f6f508a
Revert "create aux vars for certain unary ops contained in diff operator"
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This reverts commit f600a65c0e
.
2018-05-30 15:50:42 +02:00
Sébastien Villemot
0b617ceb4b
Merge branch 'master' into temporary_terms_array
2018-05-29 17:25:11 +02:00
Houtan Bastani
f600a65c0e
create aux vars for certain unary ops contained in diff operator
2018-05-29 17:00:56 +02:00
Sébastien Villemot
38ed0f2ffc
Remove unused writeChainRuleDerivative methods
2018-05-25 17:10:16 +02:00
Sébastien Villemot
64323ef730
Add compatibility layer for Matlab/Octave code not using the new temporary terms array interface
2018-05-24 19:35:35 +02:00
Houtan Bastani
732a317030
Merge branch 'master' into temporary_terms_array
2018-05-18 16:40:12 +02:00
Houtan Bastani
3d946ec8b7
var: check for leaded/contemporaneous variables
2018-05-16 12:17:06 +02:00
Houtan Bastani
7ac33099f8
support undiff in pac model
2018-04-17 16:56:27 +02:00
Houtan Bastani
09e73f3bb4
var_model: fix lag info when diff present
2018-04-17 16:55:55 +02:00
Houtan Bastani
fb8d9258d0
add pac_model statement
2018-04-04 11:48:59 +02:00
Houtan Bastani
ec215e2a44
separate temporary terms: WIP
2018-03-28 16:41:48 +02:00
Houtan Bastani
80060fb9ef
Merge remote-tracking branch 'origin/declare_vars_in_model_block'
2018-03-19 17:05:03 +01:00
Houtan Bastani
5d339b69de
simplify pac_expectation code
2018-03-07 15:04:07 +01:00
Houtan Bastani
81f2258228
var_model: store max lag info
2018-03-06 15:17:39 +01:00
Houtan Bastani
a69c53b0c8
clean up var_model code
2018-03-06 14:42:11 +01:00
Houtan Bastani
feb5b93eea
create function to calculate aux vars as dseries
2018-03-02 17:50:35 +01:00
Houtan Bastani
1e20717f58
fix bug in substitution of diff operator
2018-02-28 17:33:00 +01:00
Houtan Bastani
a1437ac982
Merge remote-tracking branch 'dynare-preprocessor-github/master' into other-master
2018-02-26 12:09:58 +01:00
Houtan Bastani
b504f160ca
move files to src directory
2018-02-15 11:48:04 +01:00