Commit Graph

3353 Commits (34c37cfd01fdba4d017dafaad5d7750c810f17df)

Author SHA1 Message Date
Sébastien Villemot 285a4389a3 Merge branch 'macro_doc' into 'master'
macroprocessor.tex: update slides

See merge request Dynare/preprocessor!59
2022-04-14 15:58:34 +00:00
Johannes Pfeifer e85d085ae8 macroprocessor.tex: update slides 2022-04-14 17:53:15 +02:00
Sébastien Villemot 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
Sébastien Villemot acaabd59da
New option “constant_simulation_length” to “perfect_foresight_with_simulation_errors_solver” command 2022-04-12 15:26:04 +02:00
Sébastien Villemot 0a3782df8c
Fix error in grammar for options of “perfect_foresight_with_expectations_errors_solver” 2022-04-12 15:26:04 +02:00
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot bfdcc546ec
Julia: adapt DynamicSetAuxiliarySeries.jl for TimeDataFrame objects 2022-04-01 17:34:37 +02:00
Sébastien Villemot 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
Sébastien Villemot ee14027e1b
Remove duplicate functions for setting current parser data tree to dynamic model 2022-03-30 17:27:08 +02:00
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 9db21a231c
Handle “resid” command at the preprocessor level and add “non_zero” option 2022-03-01 14:23:18 +01:00
Sébastien Villemot 11a81e3047
Add a couple of missing “explicit” keywords on single-argument constructors 2022-03-01 12:15:03 +01:00
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 7df6781982
Add interface for “static” and “incidence” options of “model_info” 2022-02-09 12:26:00 +01:00
Sébastien Villemot adab6c7f93
Comment improvement + cosmetics 2022-01-28 17:24:48 +01:00
Sébastien Villemot 01bea3f5e7
TCM: remove useless 3rd dimension of A0 and A0star (supposedly for lags) 2022-01-28 16:38:50 +01:00
Sébastien Villemot 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
Sébastien Villemot 28f89261ab
Minor simplification of SymbolTable::addDiffAuxiliaryVar()
For symmetry with SymbolTable::addUnaryOpAuxiliaryVar().
2022-01-28 16:01:44 +01:00
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 2c84d500d9
Add GDB pretty-printer for ExprNode class hierarchy 2022-01-26 15:40:40 +01:00
Sébastien Villemot ff0e094d6f
Macroprocessor: MinGW bug for filesystem::path→string implicit conversion is still present in Debian 11 2022-01-25 12:57:12 +01:00
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 5e8b478ccf
Add check to ensure that column indices in derivative matrices do not overflow
Closes: #89
2022-01-21 14:31:29 +01:00
Sébastien Villemot f17c40f272
Cosmetics 2022-01-21 11:31:35 +01:00
Sébastien Villemot 6c7c2bc321
Simplification using std::set range constructor 2022-01-21 11:05:17 +01:00
Sébastien Villemot 49fa876444
Add missing “time_shift” option to JSON output of var_expectation_model 2022-01-20 16:26:17 +01:00
Sébastien Villemot aa0e06bc7d
Refactor handling of var_expectation_model statements
Creates a VarExpectationModelTable analogous to PacModelTable.
2022-01-20 16:26:15 +01:00
Sébastien Villemot 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
Sébastien Villemot 96e2a8f971
Fix orig_lead_lag field for diff lag aux vars 2022-01-19 15:52:46 +01:00
Sébastien Villemot a71100b971
Fix comment 2022-01-19 15:41:37 +01:00
Sébastien Villemot 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
Sébastien Villemot 064a3dcd77
Fix orig_lead_lag field for unary op auxiliary variables
Ref. dynare#1843
2022-01-19 15:40:24 +01:00
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 8c528f4f9a
Add missing include
(“endl” is defined in “ostream”)
2022-01-06 14:55:57 +01:00
Sébastien Villemot 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
Sébastien Villemot 75a26b6d11
Remove unused member in the RamseyPolicyStatement class 2022-01-06 14:47:34 +01:00
Sébastien Villemot 5572e478f1
Indentation fix 2022-01-06 14:46:38 +01:00
Sébastien Villemot ebf7b6c51d
Clang compatibility fix 2022-01-06 14:35:39 +01:00