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.
...
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
...
(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
c5fc2e38c1
Simplify log(1/x) into -log(x) (and similarly for log10)
2019-01-28 15:15:58 +01:00
71be51c464
pac_growth: ensure symbol has been declared
2019-01-28 10:45:48 +01:00
d922ae8ffc
pac_model: permit lag on growth option
2019-01-25 14:52:26 +01:00
9c95bfa33f
fix typos
2019-01-18 12:48:45 +01:00
027b59b449
fix typos
2019-01-18 12:36:19 +01:00
a3e7547857
fix bug when defining variable with value on the command line with -D option (problem introduced in ee5fc6b16b)
2019-01-16 11:51:14 +01:00
e7c9c26d2d
More modernizations with clang-tidy
2019-01-15 11:08:47 +01:00
4f9b384984
Use C++11 override keyword
2019-01-09 15:43:46 +01:00
4c71d143f3
substitute leads/lags appropriately when identification or sensitivity statements are present. Issue: https://git.dynare.org/Dynare/dynare/issues/1631
2019-01-09 14:48:25 +01:00
280b764ca5
onlymodel: read estimated_params block as well
2018-12-27 19:07:51 +01:00
7d37c35a3d
onlymodel: read initval and endval too
2018-12-27 12:06:39 +01:00
f2b0bdf0a2
Fix bug when histval is used and there is no auxiliary variable
...
Problem introduced in a69c65361c
2018-12-20 17:45:54 +01:00
01385d1f80
Simplify implementation of nopreprocessoroutput option
...
Simply redirect cout to /dev/null, instead of propagating a boolean
everywhere.
2018-12-20 17:08:45 +01:00
5784dce1ca
Remove the possibility of passing the mod-file as a string in the first shell argument
...
This feature is ill-designed and no longer needed by the GUI. And is not very
useful: it is not possible to interact with the preprocessor without using the
filesystem, since the preprocessor creates many files anyways.
If we really need to reimplement such a feature, it should rather be redesigned
by reading the modfile from standard input (cin). That could be triggered by
using "-" as the filename argument (as is already done by several standard Unix
utilities).
2018-12-20 17:08:05 +01:00
b2e3a481e3
Fix for histval with auxiliary lead variables corresponding to non-linear terms
...
The M_.params structure was not correctly passed to
dynamic_set_auxiliary_series.m, leading to crashes if a parameter was needed to
compute an auxiliary variable (typically an auxiliayr lead variable
corresponding to a non-linear term in stochastic setup).
2018-12-20 15:05:18 +01:00
a69c65361c
Fix ramsey_policy with histval
...
Since 38152c34a4
2018-12-20 15:05:18 +01:00
9e66627375
Fix for histval block in the presence of auxiliary lead variables
...
Since 38152c34a4
2018-12-20 15:05:17 +01:00
8b81474a2e
On macOS use gcc-7 from homebrew instead of gcc-clang.
...
To install this version of gcc:
~$ brew install gcc@7
Does not seem to work with gcc-8 (missing headers…).
2018-12-20 14:38:37 +01:00
ea76bc8636
epilogue: use different syntax for firstobservedperiod call
2018-12-19 16:20:30 +01:00
1393bf1d7e
Parse the options list at the top of the mod-file
...
Ref Dynare/dynare#1630
2018-12-19 16:14:40 +01:00
bb624ec6a7
epilogue: allow for simulations in epilogue block
2018-12-19 16:09:30 +01:00
38152c34a4
Make histval compatible with diff operator
...
The idea is to make use of the dynamic_set_auxiliary_dseries.m file to generate
the initial conditions for all auxiliary variables, including the diffs.
Also remove the check done by the preprocessor for the lags in histval, since
it does not work correctly with the diff operator.
2018-12-11 17:32:05 +01:00
aad8414f94
allow the use of previously assigned variables in epilogue block in later equations in epilogue block
2018-12-10 16:30:19 +01:00
9d3f104b8c
fix epilogue block
2018-12-10 12:27:27 +01:00
82b1467074
Improve consistency of ExprNode methods for calculating max lead/lag
...
- ExprNode::maxLag() and ExprNode::maxLead() now take into account exogenous
deterministic variables, for consistency with M_.maximum_{lead,lag}
- ExprNode::maxLag() no longer behaves as if diff() operators were
expanded (i.e. it now returns 1 on diff(x(-1))), for consistency with
maxEndoLag() and maxExoLag()
- New ExprNode::maxLagWithDiffsExpanded() method, that behaves as maxLag() used
to behave (except that it also takes exogenous deterministic into account)
2018-12-05 15:30:03 +01:00
fe6d4e9bca
Modify semantics of ExprNode::countDiffs()
...
Previously, this function was counting the total number of diff() operators in
an expression. But this is not very useful, and is potentially misleading,
because in practice we use this function to compute the maximum lag on
variables in levels.
This function now returns the maximum number of nested diffs.
For example, on diff(x)+diff(diff(y)), this function was returning 3, and it
now returns 2.
2018-12-05 12:41:13 +01:00
66a766b0b7
Small modernization
2018-12-04 18:41:04 +01:00
8bda21c504
Remove workaround for Bison 3.2
...
This was a bug, now fixed in Bison 3.2.2. The latter version is now available
on most platforms (Debian unstable/testing, Homebrew, MSYS2).
2018-12-04 17:10:34 +01:00
018068de91
Fix typo
2018-12-03 17:29:53 +01:00
a08ce3de2b
Yet more simplifactions using std::tuple
2018-12-03 16:07:13 +01:00
571b5d0816
Computation of temporary terms generalized to any derivation order
2018-11-30 12:22:13 +01:00
67ac4bf8ea
Allow diff() and log() in "expression" option of var_expectation_model
2018-11-29 16:01:49 +01:00
e9341c7153
Implement option "expression" of var_expectation_model
...
The data structure written in the driver file is changed also in the case of
the "variable" option.
2018-11-28 17:33:59 +01:00
b88e0de53f
Remove useless accessor methods for data members that are const in ExprNode classes
...
Those const data members are simply made public.
2018-11-28 14:35:30 +01:00
cac65b071e
Fix visibility of matchVTCTPHelper method in subclasses of ExprNode
2018-11-28 14:18:08 +01:00
41af0841c3
extend nopreprocessoroutput option to substitution output
2018-11-28 11:53:50 +01:00
16a97a96fd
Rewrite engine for matching the non-optimizing agents part in PAC
...
The engine is now more robust and should reject any expression that does not
conform to the expected form. It is also able to deal with more cases, such as
terms appearing with a minus sign, or variables in the middle of a
three-factors product.
BTW, use a std::tuple for storing the result of the matching inside
PacExpectationNode, and change the order of components within the
structure (variable first, scalar last).
2018-11-27 19:03:35 +01:00
003df49e7d
Remove useless "virtual" keyword in various ExprNode methods
2018-11-27 09:50:41 +01:00
fa039b8c41
Fix bug in block decomposition with treatment of varexo_det
2018-11-23 17:39:18 +01:00
d733f3fb5a
Various simplifications and modernizations of the block/bytecode part
2018-11-23 17:19:59 +01:00
fc9cc2dc50
Output symmetric elements in derivatives of hessian w.r.t. parameters
...
The preprocessor now writes all the symmetric elements in the "hp"
matrix (derivatives of the hessian w.r.t. parameters), for consistency with all
other derivatives output.
Previously it was only writing one of the two symmetric elements, when indices
of endogenous were different.
2018-11-22 17:51:14 +01:00
e3a3992c1c
Derivation engine w.r.t. parameters generalized to any order
...
Also, no longer compute two times symmetric elements in derivation w.r.t.
parameters at order 2, for consistency with derivation w.r.t. endogenous.
It is therefore now necessary to duplicate them in the output to keep behavior
unchanged.
2018-11-22 17:13:55 +01:00
6fa115aedd
Derivation engine w.r.t. endogenous generalized to any order
2018-11-22 17:13:55 +01:00
b7d50560f8
Move ModelTree constructor up in the file for clarity
2018-11-22 17:13:55 +01:00
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Houtan Bastani
Stéphane Adjemian (Charybdis)