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
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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
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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
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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
dfe1a005af
Bison bug has been fixed in 3.2.2
2018-11-22 11:46:36 +01:00
fb883bbfb0
Small simplification of Bison file
...
Thanks to Akim Demaille for the suggestion.
2018-11-21 14:38:06 +01:00
f01c4f85c2
Fix Julia bug introduced in previous commit
2018-11-19 16:39:05 +01:00
33994dde03
Optimization for use_dll at 2nd and 3rd order
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When creating the sparse matrix (in MATLAB or C mode), since storage is in
column-major order, output the first column, then the second, then the third.
This gives a significant performance boost in use_dll mode (at both compilation
and runtime), because it facilitates memory accesses and expression reusage.
2018-11-19 16:03:47 +01:00
b524e19cde
Remove duplicate storage of temp terms for params derivs in ModelTree
2018-11-16 18:26:36 +01:00
e9b5f239df
Properly deal with model local variables in params derivatives file
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Closes #13
2018-11-16 18:26:11 +01:00
3d2125287a
Temporary terms: various simplifications and added comments
2018-11-16 17:11:06 +01:00
e89dd9cb8b
Make storage of derivatives ready for k-order
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This is the first step towards computing k-order derivatives.
Ref Dynare/dynare#217, #10
2018-11-15 17:48:46 +01:00
3eff2b91c2
rename ds variable in epilogue to a longer name
2018-11-15 15:04:02 +01:00
a8c7fb694b
fix typo
2018-11-15 14:48:31 +01:00
987465365c
Revert "macroprocessor: allow inline comments. closes #1550"
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This reverts commit 17dd443341
2018-11-15 12:34:05 +01:00
eca82834a1
Revert "Fix parsing of empty strings in macro-processor"
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This reverts commit 158f027db2
2018-11-15 12:33:59 +01:00
8e1cb261c5
Revert "only allow inline comments on statement lines. #4"
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This reverts commit 3776e3b890
2018-11-15 12:24:40 +01:00
989532a6a2
add `string`, vec_str key/value option to posterior_sampler_options
2018-11-09 15:11:15 +01:00
e22aa1c162
Compatibility issue with Bison 3.2
2018-11-08 15:01:43 +01:00
5f5fd569dd
add onlymodel command line option
2018-11-07 15:35:03 +01:00
beb99d98cd
Build system improvements for MSYS2
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On Windows/MinGW, use the -static linking flag. This enforces static linking of
Boost libraries, which is needed on MSYS2.
Also, use AM_CXXFLAGS and AM_LDFLAGS variables for changing flags, since
CXXFLAGS and LDFLAGS are user variables.
2018-11-06 12:14:49 +01:00
f223af91af
Improve the fix in 366701c094
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Now both x+(-y) and (-x)+y are simplified using a minus operator.
Also simplify some code using std::swap().
2018-11-05 12:31:12 +01:00
366701c094
Apply x+(-y) ⇒ x-y simplification even when x and y are permuted
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Incidentally, this fixes an issue in DataTree::operator=(), where this would
cause to the copy to have a different number of nodes than the original.
2018-11-05 11:28:00 +01:00
ee5fc6b16b
Simplify parsing of options using C++ strings
2018-10-31 11:17:26 +01:00
08caaa0744
backslashes not used in escape sequences are not allowed in strings in Julia v1.0
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See: https://github.com/JuliaLang/julia/issues/21284
2018-10-30 12:14:26 +01:00
b337a5aec0
Fix usage
2018-10-29 14:55:02 +01:00
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
1c33af4844
Fix bug introduced in bfd93f4ac0 with correlations in estim_params
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For correlations, there is one extra columns (since there are two symbol
indices). MATLAB automatically adds the missing column, while Octave is
stricter when verifying dimensions.
By the way, add a missing comma.
2018-10-26 11:11:10 +02:00
bfd93f4ac0
Fixed estimated_params_init behaviour...
...
... when an initial value is given to a parameter that is not
estimated.
The generated driver file was crashing with cryptic error message
because we were searching in the first (and second) column of a
potentially empty array with 0 columns. The fix is to initialize the
fields of estimated_params_ with empty arrays with 10 columns (ie
zeros(0, 10)). Also print a message in the matlab command window if
parameter declared in estimated_params_init is not estimated.
2018-10-25 10:24:25 +02:00
bef7c2a193
remove need to declare equations nonstationary
2018-10-24 16:04:51 +02:00
9968f5c971
fix bug in JSON output: JSON values that are decimals must be preceded by a 0
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e.g. 0.5 is valid but .5 is not.
2018-10-23 14:00:36 +02:00
9eaf39235e
write aux_unary_op function to output
2018-10-15 12:04:53 +02:00
55b625b016
undiff expansion of var_expectation
2018-10-12 15:21:03 +02:00
1089a223c4
Clean up default constructors/destructors
2018-10-11 17:08:44 +02:00
ac94ad906e
Various fixes for silencing errors and warnings under Clang 6
2018-10-11 11:21:58 +02:00
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
0e7d831e6f
Remove redundant private keyword
2018-10-10 17:08:10 +02:00
52ce0d8ba9
Fix bug with discretionary_policy
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Since, in this case, there are less equations than endogenous, the
variable_reordered structure was not filled with enough element, leading to an
invalid memory read when printing M_.state_var.
Ref #637
2018-10-10 17:08:01 +02:00
63a5ffb761
Rename ExprNode::cloneDynamic into ExprNode::clone, for clarity
2018-10-10 13:08:11 +02:00
24f1276b42
Make all DataTree::*_map private
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Introducing a new DataTree::getVariable() const method was necessary in the process.
2018-10-10 13:03:52 +02:00
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
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
c47b6e6e4c
Fix bug with notmpterms option
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Commit c6cb9aa1b8
2018-10-05 17:14:27 +02:00
9043efab32
Replace "class" by "typename" in template declarations
2018-10-04 18:08:19 +02:00
6d26dc2349
Remove implicitly-defined copy/move constructors/assignments in several classes
2018-10-04 18:08:17 +02:00
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
a4aefb4c65
Mark all constructors taking a single argument as "explicit"
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For a rationale, see http://www.sjbrown.co.uk/2004/05/01/always-use-explicit/
2018-10-04 17:19:18 +02:00
ec872e63fd
Cosmetic change.
2018-10-04 16:54:57 +02:00
38f13eb0ad
Remove nonsensical check on MS Visual C++ version
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The check is done at the time the preprocessor is compiled, but it ought to be
done at the time when the C source file generated by the preprocessor is compiled…
Anyways, it is probably irrelevant now, since MSVC has supported
acosh/asinh/atanh for a long time now.
2018-10-02 18:23:39 +02:00
48940ff899
Convert SvarRestrictionType into a class enum
2018-10-02 18:15:31 +02:00
3f26933f44
Replace ExternalFunctionSetOrNot enum by integer constants
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This was not conceptually an enum, but rather a collection of unrelated
constants:
- two constants for use as placeholder for symbol IDs at different places
- one constant for the default number of arguments
2018-10-02 18:10:12 +02:00
5e6b8f0a6b
No longer test for __MINGW32__ macro, testing for _WIN32 is enough
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Closes : Dynare/dynare#1315
2018-10-02 16:50:07 +02:00
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
42e31ad6e1
Ensure that linear_decomposition is false by default
2018-10-01 10:52:19 +02:00
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
680fb72d0d
allowing for different number of periods in conditional_forecast_path
2018-09-27 15:19:30 +02:00
63a334cfd3
fix typo
2018-09-27 10:47:13 +02:00
c6cb9aa1b8
Fix bug in option notmpterms with model local variables
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Since model local variables are now treated as temporary terms, they must be
marked as such even when option notmpterms is present.
2018-09-25 15:57:56 +02:00
fbeae9619a
aesthetic fix
2018-09-25 15:48:05 +02:00
7282b7bf32
fix bug in filling of var AR matrix
2018-09-25 15:47:52 +02:00
6c7d7f5d44
don’t create file if trend_component_model/var_model statement not present
2018-09-25 12:18:52 +02:00
913bc2f8c2
Macro-processor, comprehension: fix error message, add comments
2018-09-24 18:17:28 +02:00
3e5c8dd80d
Macro-processor: implement comprehensions
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Due to a limitation of the current implementation, this breaks syntaxes like
[ (i,j) ] (but not [ (2,j) ]; the problem only occurs when an array is
constructed by specifying as first element a tuple whose first element is a
variable name). Solving this problem requires an overhaul of the
macro-processor, with construction of ASTs at parsing time, and evaluation
later on (instead of doing on-the-fly evaluation).
Ref #5
2018-09-24 18:00:59 +02:00
7a5cc7e54b
Minor fixes to comments
2018-09-18 19:12:25 +02:00
c9f5cef99b
write AST in JSON
2018-09-18 17:48:04 +02:00
8ec06dddc4
fix typo and remove unnecessary braces
2018-09-18 17:31:51 +02:00
9f9c8fdfbf
fix typo
2018-09-18 14:50:54 +02:00
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
eb74d48393
trend_component_model: replace `trends` option with `targets`
2018-09-13 12:21:23 +02:00
dfb0629c25
fix typo
2018-09-12 18:21:34 +02:00
dc9ecbb49a
fix bug in columns of EC matrix
2018-09-12 17:56:30 +02:00
0376f7f173
fix bugs in creation of AR/EC matrices
2018-09-12 11:57:14 +02:00
aa120abd02
simplify code
2018-09-12 11:57:14 +02:00
8acee8fd54
fix AR and EC matrices for double diff
2018-09-11 16:56:05 +02:00
f71c861d5e
output EC matrix in file for trend component models
2018-09-10 17:44:04 +02:00
46709ada3f
output AR matrix in file for trend component models
2018-09-10 14:51:33 +02:00
f5e5dea1be
support hard-coded parameters and parameter expressions in AR matrix
2018-09-07 10:14:18 +02:00
acc197f539
output AR matrix in file
2018-09-06 18:00:05 +02:00
e19a14869e
Convert ExprNodeOutputType into a class enum
...
Incidentally, replace the IS_* macros by inline functions.
2018-09-05 18:28:32 +02:00
c6d4cb88c3
ExprNode and its subclasses are no longer friends of DataTree
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This ensures a better isolation between the container and the containees.
2018-09-05 18:28:32 +02:00
004d909621
Use smart pointers for storage of ExprNode in DataTree class
...
- BTW, store them in a std::vector rather than std::list
- incidentally, fix issue in VariableNode::removeTrendLeadLag where expression
sharing was possibly violated when creating a new VariableNode
2018-09-05 18:28:32 +02:00
5d2e1cf7b9
Use smart pointers for storage of Statement in ModFile class
2018-09-05 18:28:27 +02:00
9f0c30740e
introduce epilogue block
2018-09-05 12:31:49 +02:00
e3550a8fc0
Various fixes in comments
2018-09-04 17:28:47 +02:00
3fd6858fb8
Macroprocessor: fix priority of operators
...
- == and != have now lower priority than <= < >= >, for consistency with the
Dynare modelling language (and incidentally C and C++, but not Julia).
- ^ has now higher priority and no associativity, for consistency with the
Dynare modelling language (and usual arithmetic notation).
- & has now higher priority than |, and both have lower priority than + and -,
but higher than inequality comparators. This is not the same as C and C++ (in
which & and | are just above && and ||), but this allows for expressions such
as "a|b == c" to have their most natural semantics (i.e. this will compare
the union of a and b with c; the C/C++ priority level would have resulted in
a type error).
Ref #5 .
2018-09-04 17:09:11 +02:00
4624a3104d
Macroprocessor: implement power operator for integers
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For consistency with the power operator for sets (see #5 ).
2018-09-04 16:28:38 +02:00
a35c1785a8
Cosmetic change.
2018-09-04 12:08:05 +02:00
49d8931fc0
fix typo in 8584323563
2018-09-04 10:45:39 +02:00
8584323563
provide information on order of ec.vars
2018-09-04 10:39:05 +02:00
d89d6cc685
bug fix: close opened steady state file
2018-09-04 09:41:12 +02:00
27c9a9a5e0
store LHS of trend equation in trend_vars
2018-09-03 17:25:42 +02:00
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
fde836d7fe
trend_component_model: find trend_vars associated with equation
2018-08-31 14:24:44 +02:00
52da3ecfa7
fix bug: missing initialization for lexer context variable
2018-08-29 18:02:12 +02:00
95da532275
remove incorrect option as `unput` is used in flex file
2018-08-29 12:55:17 +02:00
948e8cb6e4
fix bug in creation of ec vars for pac equation
2018-08-28 16:00:25 +02:00
9e6bdc2334
Revert "fix bug in collection of ec vars of pac equation"
...
This reverts commit 74dd6a69e9
2018-08-28 13:32:48 +02:00
74dd6a69e9
fix bug in collection of ec vars of pac equation
2018-08-27 16:41:39 +02:00
1ae729929b
fix bug when var_expectation_model uses trend_component_model as auxiliary model
2018-08-27 14:51:54 +02:00
d5d6e8beb0
simplify updating of RHS variables for trend component and var models
2018-08-23 13:57:27 +02:00
16f10d954f
don’t rely on scope: clean up iterator names
2018-08-23 13:03:52 +02:00
97af0ff711
fix bug in updating variables in var model table
2018-08-23 10:28:19 +02:00
0c66e724cb
fix typo
2018-08-22 17:09:16 +02:00
54df07d0e0
remove unnecessary comment
2018-08-22 17:01:03 +02:00
7d9072a227
var_expectation: rename var_model_name to aux_model_name
2018-08-22 16:57:36 +02:00
a406c18598
Allow trend_component_model in var_expectations.
2018-08-22 16:50:01 +02:00
1874fa5cce
remove unused variable
2018-08-22 16:01:10 +02:00
80c45ee116
fix bug with max_lag of var model
2018-08-22 15:59:12 +02:00
0af91c26f8
aesthetic fix
2018-08-22 15:12:17 +02:00
91b7888e61
print nonstationary field for trend_component and var models
2018-08-22 14:29:07 +02:00
1918a56a70
fix bug in 539fddc9f6
2018-08-22 12:56:16 +02:00
539fddc9f6
introduce var model table
2018-08-22 12:15:02 +02:00
6015b0e57b
fixes to trend component model
2018-08-22 12:15:02 +02:00
0d5dd11106
fix typo
2018-08-20 10:50:28 +02:00
afe0e475b1
trend_component_model statement
2018-08-17 16:52:48 +02:00
618147a126
fix typo
2018-08-16 11:09:54 +02:00
74b693a1ec
Cosmetic change.
2018-08-14 16:46:43 +02:00
adbeb49b29
Do not print non optimizing behaviour field in PAC if empty.
2018-08-14 16:45:01 +02:00
ac850f5187
pac: stop processing of PAC equation if optimizing share parameter is hard-coded
2018-08-13 17:22:28 +02:00
d3bd6ace90
pac: print optimizing share parameter
2018-08-13 17:00:47 +02:00
edc242d471
preprocessor: find optimizing shares of agents in PAC equation
2018-08-13 14:34:57 +02:00
c5c61f99ba
fix bug with max_lag reported for PAC equation
2018-08-13 12:12:20 +02:00
0dffee4650
fix typo
2018-08-13 11:08:58 +02:00
d657f77149
fix typo :)
2018-08-09 13:27:05 +02:00
719630a53c
macroprocessor: allow looping over tuples. #5
2018-08-08 17:23:33 +02:00
ca066ea398
macroprocessor: introduce shortcut for Cartesion product (^). #5
2018-08-08 15:58:49 +02:00
d9c0568075
macroprocessor: introduce Cartesion product. #5
2018-08-08 15:11:06 +02:00
e24cabe3a5
var_expectation: print type specific id for discount index
2018-08-08 14:59:50 +02:00
27d088da7e
macroprocessor: fix bug in set difference introduced in 5f1465f9
2018-08-08 14:35:09 +02:00
428b5023d3
macroprocessor: intersection operator. #5
2018-08-08 14:15:39 +02:00
039b27bbaf
macroprocessor: union operator. #5
2018-08-08 14:12:04 +02:00
1285473aa1
macroprocessor: introduce tuple type. #5
2018-08-07 17:36:13 +02:00
88a0162202
macroprocessor: remove terminals not used in grammar
2018-08-07 17:19:45 +02:00
b20da7c43f
Fixed timing issue in VAR_EXPECTATION expansion.
2018-08-06 21:36:52 +02:00
32da131a77
Added associated index in M_.endo_names for expected variable.
2018-08-04 19:50:12 +02:00
ed32caeb46
Added missing field in VAR_EXPECTATION_MODEL description (variable).
2018-08-04 12:03:53 +02:00
022395aaf6
Fixed param_indices vector for VAR_EXPECTATION_MODEL.
2018-08-04 11:46:31 +02:00
Sébastien Villemot
Houtan Bastani
Stéphane Adjemia (Scylla)
Stéphane Adjemian (Charybdis)
Ferhat Mihoubi
Michel Juillard
Stéphane Adjemian(Charybdis)