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
f3c2a1bf87
New var_expectation_model statement and re-design of var_expectation operator
...
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
8a03532c78
ParsingDriver: factorize code to check symbol types
2018-08-01 10:47:56 +02:00
122e154764
PlannerObjectiveStatement now owns its model_tree
...
By the way, error out if the planner_objective statement is used two times.
2018-07-31 13:00:41 +02:00
0a063eecc1
More smart pointers
2018-07-31 13:00:39 +02:00
66a712253a
Macroprocessor: cosmetic change
2018-07-31 12:02:26 +02:00
df01e52859
Use new syntax for various Bison options
2018-07-31 12:02:26 +02:00
4302307f7d
Force Emacs to use C++ mode when opening Bison and Flex files
2018-07-31 12:02:24 +02:00
7280c92642
Use variant semantic values in the Bison parser
...
We can therefore manipulate objects by value rather than by pointers, which
saves a lot of memory manipulations (and avoid potential segfaults and memory
leaks).
Note that there is no default action ("$$ = $1") when using the variant type,
so we add them explicitly.
2018-07-31 11:48:08 +02:00
725b91e5d6
Several fixes to computing tasks statements
...
- store objects whose persistence is not guaranteed (e.g. strings) as values
instead of references (to avoid possible segfaults)
- on the contrary, always store the SymbolTable as a reference, since its
persistence is guaranteed, and we don't want to copy it
- use pass-by-value in constructors whenever possible
- remove useless const keyword when passing by value
2018-07-31 10:51:28 +02:00
107ad1432b
Fix various Bison warnings
2018-07-30 19:38:46 +02:00
45cd8e6853
Fix regression in nested diffs introduced in 90d8b579
...
See McModelTeam/McModelProject/issues/97.
2018-07-30 12:53:23 +02:00
b9ee0bb204
aux_equations may diverge from those in the main model
...
aux_equations only contain the definition of auxiliary variables, and
may diverge from those in the main model (equations), if other model
transformations applied subsequently. This is not a problem, since
aux_equations is only used for regenerating the values of auxiliaries
given the others.
For example, such a divergence appears when there is an expectation
operator in a ramsey model, see
tests/optimal_policy/nk_ramsey_expectation.mod */
2018-07-27 14:20:36 +02:00
762f25abe9
Remove useless separate list for diff auxiliary variables
...
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
90d8b579cc
Fix incorrect recursive ordering of aux vars with diff not used at current period
...
Ensure that all diff operators appear once with their argument at current
period (i.e. maxLag=0).
If it is not the case, generate the corresponding expressions.
This is necessary to avoid lags of more than one in the auxiliary
equation, which would then be modified by subsequent transformations
(removing lags > 1), which in turn would break the recursive ordering
of auxiliary equations.
See McModelTeam/McModelProject/issues/95 for an example.
2018-07-26 17:41:58 +02:00
9cf3e034de
Macroprocessor: allow empty arrays
...
This is now easy to implement, thanks to the refactoring allowing any type of
objects in arrays.
Closes DynareTeam/dynare#707
2018-07-25 18:46:55 +02:00
88fab669c6
Macroprocessor: length() operator called on a string returns the number of characters
...
Closes DynareTeam/Dynare#1547
2018-07-25 18:42:23 +02:00
5f1465f9d1
Macroprocessor: replace naked pointers by smart pointers
...
- use std::unique_ptr for MacroDriver::lexer
- use std::shared_ptr for MacroValue objects constructed by the parser
This is made possible using Bison 3.0 variant value type.
Using non-pointer type is not possible since MacroValue is polymorphic.
Using std::unique_ptr is not possible since the value type must be
copyable (see
https://lists.gnu.org/archive/html/bug-bison/2015-03/msg00004.html ).
Define a new type MacroValuePtr == shared_ptr<const MacroValue> for code
clarity.
Use the following convention for shared_ptr arguments to functions:
+ if pass-by-value, means that the callee acquires ownership
+ if pass-by-const-reference, the callee does not acquire ownership
- naked pointers are still used for tracking the filename in Bison's location
type, since we don't have control over that
Also, by the way:
- arrays can now contain elements of any type
- simplify MacroDriver::loop_stack using std::tuple
- toArray() method now fails on function objects
- no need to use const qualifiers, since all MacroValue objects are immutable
- use an exception for detecting division by zero
2018-07-25 18:40:23 +02:00
372005ed27
Bison: use the %language directive instead of %skeleton for specifying C++
2018-07-24 14:02:10 +02:00
937659747a
Macroprocessor: error out when length() operator called on a string or an int
...
Closes DynareTeam/Dynare#1547
2018-07-24 12:49:08 +02:00
49e1c43aed
Partially reverted 19048bdca.
...
There is no reason to associate an exogenous variable or parameter to a
specific equation. For these types the user can use the pipe
notation (|x, |p) in any equations or the usual parameters and varexo statements.
2018-07-19 23:29:27 +02:00
4a04a38374
C++11: convert ExtendedPreprocessorTypes to class enums
2018-07-18 17:28:26 +02:00
97868cbd2a
Remove unneeded enum keyword
2018-07-18 17:28:26 +02:00
04b6690d5a
C++11: convert ExternalFunctionType to a class enum
2018-07-18 17:28:23 +02:00
14948401e4
C++11: convert PriorDistributions to a class enum
2018-07-18 16:52:12 +02:00
edddc9d8ca
C++11: convert NodeTreeReference to a class enum
2018-07-18 16:35:19 +02:00
4ad0e500d4
C++11: convert {Unary,Binary,Trinary}Opcode to class enums
2018-07-18 16:18:26 +02:00
11b1fdcffd
Fix implicit narrowing conversions (omitted in previous commit)
2018-07-18 15:12:00 +02:00
d6055c1407
C++11: convert SymbolType to a class enum
2018-07-17 18:55:26 +02:00
c12088f314
C++11: convert AuxVarType to class enum
2018-07-17 17:38:26 +02:00
89832db1db
C++11: convert MatrixForm to a class enum
2018-07-17 17:31:20 +02:00
946d105c04
Remove C and C++ preprocessor output types
...
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
b8a5dfdc39
Replace several usages of C macroprocessor with C++ constructs
2018-07-17 16:36:58 +02:00
8cf4fedac2
macroprocessor: change type of function arguments
2018-07-11 15:57:51 +02:00
3776e3b890
only allow inline comments on statement lines. #4
2018-07-11 14:31:58 +02:00
aea9011745
Revert "macroprocessor: don’t interpret inline comments yet put them to output (ignored by dynare preprocessor, but printed in macro expanded file). #4"
...
This reverts commit 27e6d92af1
2018-07-11 12:15:58 +02:00
357320468b
Revert "macroprocessor: support Matlab comments. #4"
...
This reverts commit 066942ef22
2018-07-11 11:37:58 +02:00
a2fef7804e
Revert "macroprocessor: support multi-line comments. #4"
...
This reverts commit 86a08f54ae
2018-07-11 11:37:40 +02:00
15f5f4f1be
use front inserter instead of back inserter for unary/diff auxiliary equations
...
(cherry picked from commit 6a95831147d942c23fbc3a0a0b1506650eb49b7d)
2018-07-10 12:06:42 +02:00
7baee73126
Fix bug under MATLAB+Windows when "+" subdirectory is already present
...
Under MATLAB+Windows (but not under Octave nor under GNU/Linux or macOS), if we
directly remove the "+" subdirectory, then the preprocessor is not able to
recreate it afterwards (presumably because MATLAB maintains some sort of lock
on it). The workaround is to rename it before deleting it.
2018-07-09 18:18:26 +02:00
86a08f54ae
macroprocessor: support multi-line comments. #4
2018-07-09 16:55:59 +02:00
066942ef22
macroprocessor: support Matlab comments. #4
2018-07-09 16:55:53 +02:00
27e6d92af1
macroprocessor: don’t interpret inline comments yet put them to output (ignored by dynare preprocessor, but printed in macro expanded file). #4
2018-07-09 16:55:38 +02:00
e0bf2b60b6
Modify 19048bdcae to store equation tags for variables declared in equation tags
2018-07-09 14:49:12 +02:00
19048bdcae
Allow for the declaration of endogenous, exogenous, parameters on-the-fly in equation tags
2018-07-09 14:39:13 +02:00
a7f8eaa336
remove warnings introduced in 244552393b
2018-07-09 11:55:39 +02:00
853cce553f
replace ‘typedef’ with ‘using’
2018-07-09 11:49:17 +02:00
244552393b
macroprocessor: add support for functions that return strings. #3
2018-07-04 17:04:22 +02:00
a51dd224e4
simplify conversion of int to string
2018-07-04 16:07:16 +02:00
543e2b16e3
Simplify and modernize ConfigFile
...
- no longer use pointers
- use pass-by-value when possible
- use range-for loops when possible
2018-07-04 15:56:48 +02:00
53f83aeb12
No longer use boost::lexical_cast
...
Most cases can be handled in C++11 by std::stoi() and std::stod().
For the macroprocessor ArrayMV<T>::print() method, use template
specialization (instead of a lexical_cast to detect between T=int and
T=string).
2018-07-04 15:53:41 +02:00
30c205f418
C++11: replace calls to std::atof() by std::stod()
2018-07-04 14:53:13 +02:00
5e1d722013
C++11: replace most calls to std::atoi() by std::stoi()
...
The latter accepts a std::string as argument.
2018-07-04 14:53:08 +02:00
e376267a28
Move json generated files to ${MODFILE}/model/json/
2018-06-27 16:08:31 +02:00
988a9f6e2d
std::open and std::fstream constructor accept a std::string for filename in C++11
2018-06-27 15:30:45 +02:00
b91ed6f78c
Move the location of static and dynamic files on the filesystem
...
- M and MEX files are now under +${MODELNAME}/
- bytecode and C source now under ${MODELNAME}/model/
2018-06-27 15:30:25 +02:00
45f7e40a88
remove unused library
2018-06-27 13:50:15 +02:00
bbb2b067bf
prevent compilation warning
2018-06-27 13:45:51 +02:00
a2b19cbfff
Added missing writeJsonOutput method for VarModelStatement.
2018-06-15 14:56:44 +02:00
158f027db2
Fix parsing of empty strings in macro-processor
...
Those were treated as comments.
Incidentally, fix a similar issue in the Dynare parser (which is much less
problematic, since double quotes are not used in the Dynare language).
Closes DynareTeam/dynare#1621
2018-06-14 16:54:31 +02:00
b8ae9f6935
Fix max lags for var
2018-06-11 15:18:06 +02:00
84c2dc5f36
transform_unary_ops now introduces aux variables/equations for all unary ops specified by UnaryOpNode::createAuxVarForUnaryOpNode()
...
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
a30f8f365e
Only create auxiliary variables for diffs that appear in VAR equations or equations that have pac_expectations in them
...
Otherwise, substitute the diff (i.e. `diff(x)` -> `x-x(-1)`)
2018-06-05 18:39:13 +02:00
27320a07f6
update statement loops to use C++11 syntax
2018-06-05 18:39:13 +02:00
2cd3aa95cc
When `transform_unary_ops` is passed, only substitute unary operators that appear in VAR equations
2018-06-05 17:41:15 +02:00
130004ef47
Simplify types for storing derivatives using std::tuple
2018-06-05 15:34:34 +02:00
52d8bd0b17
Stop using namespace boost globally in ModelTree
...
Otherwise boost::tuple overrides std::tuple.
2018-06-05 15:33:46 +02:00
4d92baaf29
Clean up writing of equation tags in latex file
2018-06-05 14:47:36 +02:00
ae81a6fcad
Fix compilation error with bytecode DLL
2018-06-05 11:25:23 +02:00
d453e81594
pac_model: write as more output to M_ instead of options_; use rmfield instead of clear
2018-06-05 11:14:03 +02:00
16a049f0d8
Make changes to pac code for C++11
2018-06-05 11:14:03 +02:00
db3f625e80
Fix compilation for Windows hosts
2018-06-05 09:31:19 +02:00
7e16307382
Simplify DataTree maps using std::tuple
2018-06-04 17:35:02 +02:00
abe44fb063
Replace the use of boost::bind by a lambda
2018-06-04 16:51:36 +02:00
272d36a37c
Remove useless casts of nullptr
2018-06-04 16:39:01 +02:00
608c43450c
Replace most calls to make_pair by braced-initializer lists or emplace()/emplace_back()
2018-06-04 16:36:46 +02:00
7d9cd718fc
Replace more typedefs by using
...
Those were not automatically replaced by clang-tidy, I don’t know why…
2018-06-04 15:03:31 +02:00
182c53273e
Remove useless spaces in type qualifiers
...
In C++11, it is no longer necessary to put a space between two consecutive ">".
2018-06-04 15:03:31 +02:00
f8cc3ae355
Port to C++11 using keyword
...
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
bf891b7d72
Port towards C++11 override
...
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
1e56c73377
Port to C++11 nullptr keyword
...
Performed using modernize-use-nullptr from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-nullptr.html
2018-06-04 15:03:31 +02:00
e73ebc7033
Port to C++11 noexcept keyword
...
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
64eb494298
Port to C++11 syntax for default constructors
...
Performed using modernize-use-equals-default from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-equals-default.html
2018-06-04 15:03:31 +02:00
33b1359905
Port to C++11 emplace_back() method on containers
...
Performed using modernize-use-emplace from clang-tidy.
Manual intervention was needed to transform a NULL into nullptr in SymbolTable.cc.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-emplace.html
2018-06-04 15:03:31 +02:00
a185ecf752
Port to C++11 default members initializers
...
Performed using modernize-use-default-member-init from clang-tidy.
Manual intervention was needed to remove spurious remaining commas.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-default-member-init.html
2018-06-04 15:03:31 +02:00
c0ed97d247
Port to C++11 auto keyword
...
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
dcfc598196
Remove redundant void arguments
...
Performed using modernize-redundant-void-arg from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-redundant-void-arg.html
2018-06-04 15:02:57 +02:00
20bbbd46c3
Port some constructors to pass-by-value using C++11 move semantics
...
Performed using modernize-pass-by-value from clang-tidy.
Manual intervention was needed to fix an issue in MacroValue.hh.
Also replace std::move by move, since we import the std namespace.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-pass-by-value.html
2018-06-04 12:35:28 +02:00
6cf4e6dc0c
Port to C++11 range-based for loops
...
Performed using modernize-loop-convert from clang-tidy.
Manual intervention was needed in MacroValue.cc because of a variable name
capture issue.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-loop-convert.html
2018-06-04 12:26:16 +02:00
80d1e1e1fd
Use C++ header
...
Performed using modernize-deprecated-headers from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-deprecated-headers.html
2018-06-04 11:59:02 +02:00
28582c4a4b
Merge branch 'temporary_terms_array'
2018-06-04 11:40:49 +02:00
f338e87692
Revert "remove unnecessary code for calculation of max lag when equation have been undiffed"
...
This reverts commit d7c979a4e6
2018-06-02 12:17:05 +02:00
d7c979a4e6
remove unnecessary code for calculation of max lag when equation have been undiffed
2018-06-01 15:52:40 +02:00
90cf5bfbb1
fix bug in creation of auxiliary variables for unary ops
2018-06-01 15:52:39 +02:00
cc65f82fd8
fix typo in a648dc9e50
2018-06-01 15:06:31 +02:00
a648dc9e50
clarify error message
2018-05-31 19:23:44 +02:00
9166cda225
remove code that is no longer used in creation of auxiliary variables for diff operator
2018-05-31 18:44:06 +02:00
1b952a12e6
fix bug in var max lag and simplify code
2018-05-31 15:36:03 +02:00
59e427cf66
Merge branch 'master' into temporary_terms_array
2018-05-30 17:20:48 +02:00
e532ed9bab
fix typo
2018-05-30 16:53:16 +02:00
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
856f6f508a
Revert "create aux vars for certain unary ops contained in diff operator"
...
This reverts commit f600a65c0e
2018-05-30 15:50:42 +02:00
922d0551a8
Revert "fixes to auxiliary variable creation for unary ops in diff operators"
...
This reverts commit 48031b99f6
2018-05-30 15:50:26 +02:00
48031b99f6
fixes to auxiliary variable creation for unary ops in diff operators
2018-05-30 14:42:00 +02:00
0b617ceb4b
Merge branch 'master' into temporary_terms_array
2018-05-29 17:25:11 +02:00
e1f65b3390
Fix bug in external functions with temporary terms array
...
Given that temporary terms are separated in several functions (residuals,
jacobian, …), we must make sure that all temporary terms derived from a given
external function call are assigned just after that call, and not in an other
function.
2018-05-29 17:07:18 +02:00
f600a65c0e
create aux vars for certain unary ops contained in diff operator
2018-05-29 17:00:56 +02:00
08eedcb448
Add const qualifier for tef_terms in writeOutput method and siblings
...
Consequently, change various function calls where tef_terms was empty, passing
an (empty) rvalue instead of an lvalue.
2018-05-29 14:22:01 +02:00
33b280b3d5
Remove some ExprNode::writeOutput variants
...
More precisely, remove those variants where temporary_terms can be specified
without temporary_terms_idxs, in order to make clear that the latter is
expected. For situations where the tt_idxs are not needed (C, block MATLAB), an
empty map has to be explicitly given.
2018-05-29 11:13:55 +02:00
3f874cfced
Remove obsolete function
2018-05-28 16:39:28 +02:00
90c90ca85d
pac: undiff: fix bug in erroneous conditional
2018-05-28 15:55:01 +02:00
ad19c535ef
clarify error messages
2018-05-28 15:54:20 +02:00
ea3573180a
Fix ordering of model local variables
2018-05-28 15:50:29 +02:00
dd6799187c
Fix derivs w.r.t. parameters with temporary terms array
2018-05-28 15:23:15 +02:00
61dc80bb64
Fix missing temporary terms indexes in hessian and 3rd derivatives of static model
2018-05-28 11:59:36 +02:00
8657d4dc98
Fix block decomposition with temporary terms array
2018-05-28 11:58:11 +02:00
38ed0f2ffc
Remove unused writeChainRuleDerivative methods
2018-05-25 17:10:16 +02:00
c7c26190d6
Reactivate use_dll mode
2018-05-25 15:48:55 +02:00
968e411c31
Make indexing in temporary terms array ready for a (hypothetical future) implementation in C
2018-05-25 15:19:50 +02:00
f4b633b199
Factorize code for writing temporary terms identifiers (Tnnn)
...
Incidentally fix bug when a trinary operator becomes a temporary term with
block decomposition (without bytecode).
Also add a safety check to ensure that, if a temporary term is detected, its
index is indeed present in temporary_terms_idxs.
2018-05-25 14:53:48 +02:00
467604d428
Simplify ExprNode::writeOutput methods
...
The version with no temporary_terms_idxs argument needs not be virtual, since
it is the same implementation in all derived classes. Rather move it at the
level of the base ExprNode class.
2018-05-25 12:20:25 +02:00
64323ef730
Add compatibility layer for Matlab/Octave code not using the new temporary terms array interface
2018-05-24 19:35:35 +02:00
143e0888b6
Clean generated files for temporary terms array interface
2018-05-24 19:35:35 +02:00
bb4b5993b0
Simplify code for model local variables
2018-05-24 19:35:35 +02:00
Houtan Bastani
Stéphane Adjemian(Charybdis)
Sébastien Villemot