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
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- 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
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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()
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The latter accepts a std::string as argument.
2018-07-04 14:53:08 +02:00
e376267a28
Move json generated files to ${MODFILE}/model/json/
2018-06-27 16:08:31 +02:00
988a9f6e2d
std::open and std::fstream constructor accept a std::string for filename in C++11
2018-06-27 15:30:45 +02:00
b91ed6f78c
Move the location of static and dynamic files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode and C source now under ${MODELNAME}/model/
2018-06-27 15:30:25 +02:00
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
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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
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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
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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
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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
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
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
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
1e56c73377
Port to C++11 nullptr keyword
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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
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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
64eb494298
Port to C++11 syntax for default constructors
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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
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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
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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
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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
dcfc598196
Remove redundant void arguments
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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
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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
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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
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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"
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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"
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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"
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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
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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
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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
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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)
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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
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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
164a6f303b
Fix bug in temporary terms array in the presence of model local variables
...
In the presence of MLVs, the temporary terms indexing was corrupted. The code
was using the implicit assumption that the ExprNodeLess ordering was giving the
same ordering as the temporary terms indexes ordering. But MLVs can be higher
in ExprNodeLess ordering than some other temporary terms, while they have the
lowest temporary terms index, hence the bug.
Fix this by no longer relying on the ExprNodeLess ordering, and rather use a
full map<ExprNode *, int> for ModelTree::temporary_terms_idxs. By the way,
simplify the code by removing a few useless data structures (e.g.
ModelTree::temporary_terms_idxs_*).
2018-05-24 19:35:21 +02:00
a9bfd1223b
Fix assertions that check the length of temporary terms vectors
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Model local variables had been omitted in the length computations.
2018-05-24 17:04:16 +02:00
41d7496b46
Fix bug in wrapper functions (*_{dynamic,static}_resid_g1{,_g2,_g2_g3}.m)
...
The last argument (T_flag) was missing in the function definitions (but it was
used in some function calls).
2018-05-23 17:34:00 +02:00
3fa14031a2
Fix bug in *_{dynamic,static}_resid_g1_g2_g3.m functions
2018-05-22 12:02:48 +02:00
732a317030
Merge branch 'master' into temporary_terms_array
2018-05-18 16:40:12 +02:00
dd8b05e2f0
add undiff info to pac output
2018-05-17 16:53:27 +02:00
1ba023e37d
Added option for tuning mh_jscale.
2018-05-16 15:48:39 +02:00
3d946ec8b7
var: check for leaded/contemporaneous variables
2018-05-16 12:17:06 +02:00
3a71215ae1
pac: change auxiliary variable creation, fix VAR max lag
2018-05-15 14:42:36 +02:00
912261e5fc
pac: separate params into EC and AR
2018-05-04 15:26:21 +02:00
1310ec3caa
update pac output
2018-04-18 15:50:35 +02:00
d686275da1
fix bug with predetermined variables used in model local variables
2018-04-18 14:29:40 +02:00
7ac33099f8
support undiff in pac model
2018-04-17 16:56:27 +02:00
bb1cc0bebf
simplify var_model statement calls
2018-04-17 16:56:02 +02:00
09e73f3bb4
var_model: fix lag info when diff present
2018-04-17 16:55:55 +02:00
38fc19f9d3
Fixed type issue. NaN cannot be used if Int is expected.
2018-04-11 09:17:43 +00:00
70ec52a6cc
Added a routine returning only the static jacobian.
...
Also added flags to decide which temporaries have to be (re)computed.
2018-04-10 09:45:40 +02:00
fb8d9258d0
add pac_model statement
2018-04-04 11:48:59 +02:00
dfccecfb11
Fixed bug (x, exogenous variables steady state, is not a Matrix).
2018-03-29 22:23:38 +02:00
46a2272ef9
Added new member in model_ (julia output).
...
temporaries.static and temporaries.dynamic are 4*1 vectors of
integers, each element is the number of temporary variables used for
to evaluate the residuals, the jacobian matrix, the hessian matrix and
the matrix of third order derivatives.
2018-03-29 14:10:34 +02:00
b52ded0eb4
Fixed doc headers for static and dynamic julia modules.
2018-03-29 09:31:25 +00:00
849936d81b
Same as bce9b66312 for matlab output.
2018-03-28 19:14:43 +02:00
bce9b66312
Added arrays providing the number of temp terms in Julia modules...
...
... For static and dynamic models.
2018-03-28 17:50:58 +02:00
ec215e2a44
separate temporary terms: WIP
2018-03-28 16:41:48 +02:00
7cbd7b6e1e
Revert "Added new routine for the dynamic model (only computes the jacobian)."
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This reverts commit 84c6bf5daf
2018-03-28 16:14:15 +02:00
13d408b058
Revert "Added new routine for the static model (only computes the jacobian)."
...
This reverts commit 7c9c83fba1
2018-03-28 16:14:15 +02:00
c4ae840b20
Added {endo,exo,exo_det,param}_nbr in Julia output (in model_).
2018-03-27 14:47:51 +02:00
493f98fa3a
fix typo
2018-03-27 11:01:29 +02:00
db1f6c2998
Modify changes from on-the-fly branch
2018-03-20 11:03:46 +01:00
80060fb9ef
Merge remote-tracking branch 'origin/declare_vars_in_model_block'
2018-03-19 17:05:03 +01:00
deb77be8f1
Fixed bug.
...
Preprocessor was not returning an error when some of the exogenous
variables were not used in the model.
2018-03-13 09:20:14 +01:00
84c6bf5daf
Added new routine for the dynamic model (only computes the jacobian).
2018-03-10 10:20:50 +01:00
7c9c83fba1
Added new routine for the static model (only computes the jacobian).
2018-03-10 10:20:50 +01:00
5d339b69de
simplify pac_expectation code
2018-03-07 15:04:07 +01:00
2a2f2799dd
fix compilation warnings
2018-03-07 12:58:51 +01:00
81f2258228
var_model: store max lag info
2018-03-06 15:17:39 +01:00
a69c53b0c8
clean up var_model code
2018-03-06 14:42:11 +01:00
03f88931c6
Merge branch 'diff'
2018-03-05 13:08:09 +01:00
051f41c5f7
Shortened a function name.
2018-03-04 16:54:11 +01:00
de9e897a59
fix bug when the argument of the diff operator is not a variable
2018-03-02 18:39:38 +01:00
204457cd86
explicitly close output streams
2018-03-02 18:39:16 +01:00
feb5b93eea
create function to calculate aux vars as dseries
2018-03-02 17:50:35 +01:00
583734f515
new diff equations not added to aux_equations
2018-03-02 16:40:19 +01:00
f56ae705a4
fix bug in symb_id when diff'd expr is not a VariableNode
2018-03-02 15:22:54 +01:00
9885fbacff
diff: substitute auxiliary variables starting from the least lagged
2018-03-02 12:32:01 +01:00
02ef145aa5
Fixed initialization of state_var for julia.
2018-03-01 15:55:14 +01:00
250106f1d2
Cosmetic change.
2018-03-01 09:58:04 +01:00
1e20717f58
fix bug in substitution of diff operator
2018-02-28 17:33:00 +01:00
4897ab7d69
clean up adl code
2018-02-28 11:31:08 +01:00
f439f86688
fix bug with the collection of dynamic variables for diff operator
2018-02-28 10:44:24 +01:00
d7815e9e47
Fixed comments.
2018-02-27 23:41:24 +01:00
a1437ac982
Merge remote-tracking branch 'dynare-preprocessor-github/master' into other-master
2018-02-26 12:09:58 +01:00
78295bf6fc
remove version from preprocessor output
2018-02-21 17:26:16 +01:00
1db815e00b
clarify package/version info
2018-02-16 17:23:48 +01:00
2f9350b164
preprocessor submodule: build system
2018-02-15 12:40:17 +01:00
b504f160ca
move files to src directory
2018-02-15 11:48:04 +01:00
Sébastien Villemot
Houtan Bastani
Stéphane Adjemian(Charybdis)