9c3eeb7c8d
Refactor code for writing derivatives w.r.t. parameters
2022-07-12 16:18:16 +02:00
8da663a110
Further factorization in methods for writing static and dynamic files
2022-07-12 16:05:15 +02:00
3e1f9dbb82
use @inbounds blocks instead of @inbounds for each line
2022-07-12 13:07:33 +02:00
a4556896db
Julia functions Float64 -> <: Real
2022-07-12 11:15:51 +02:00
5174c3b52c
Minor simplification
2022-07-11 22:30:50 +02:00
f38c8278ae
Refactor methods for writing static and dynamic files
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– factorize common code between the static and the dynamic version
– reorganise language-specific code into dedicated functions
– use a function template in the main helper to do some computations
at compile-time (using constexpr features)
2022-07-11 22:29:28 +02:00
c8b046ec86
Simplification using non-default std::ofstream constructor
2022-07-11 22:17:36 +02:00
6d2d73a5d7
Bytecode: refactor output methods around an enum class similar to ExprNodeOutputType
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By the way, add assertions to ensure that assignment LHS output type is only
used on VariableNode(s) and AbstractExternalFunctionNode(s).
2022-07-06 16:46:40 +02:00
3b99ac5df0
Remove unused parameters to various methods
2022-06-24 17:11:38 +02:00
9bd2973034
Refactor bytecode output around a new BytecodeWriter class and operator<< overloads
2022-06-24 13:10:04 +02:00
13dc0a1144
Use operator""s to replace some calls to std::string constructor
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By the way, remove other unnecessary calls to that constructor.
2022-06-22 12:47:11 +02:00
83693e4427
Bytecode: stop using unsigned integers where signed ones avoid unnecessary casts
2022-06-20 17:49:31 +02:00
5cd5676c8e
Bytecode: directly use several enums inside instruction classes
2022-06-20 15:19:08 +02:00
82751d21fe
Remove useless debugging code
2022-06-17 12:46:32 +02:00
a85730313c
Split CodeInterpreter.hh into two headers
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– a generic one: CommonEnums.hh
– and a bytecode-specific one: Bytecode.hh
By the way, rename global constant “near_zero” into “power_deriv_near_zero”,
for clarity.
2022-06-16 17:53:23 +02:00
9b04c5436e
Block decomposition: fix crash when a variable appears in an equation but has zero symbolic derivative
2022-06-13 16:32:58 +02:00
ee8ee7c27f
Optimization: use move semantics in a few more places
2022-06-13 14:27:19 +02:00
c94dfb848c
C++20 modernization: use initialization within range-based for loop
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In particular, use this feature in many loops which feature a special treatment
for the first iteration, using a boolean variable (replacing iterator
manipulation). By the way, also use std::exchange() to simultaneously test the
value of this variable and update it.
2022-06-07 14:35:59 +02:00
9ace2dc413
C++17 modernization: take advantage of class template argument deduction
2022-06-07 14:35:26 +02:00
0b5c88109f
Various simplifications
2022-06-07 14:34:30 +02:00
8b5e33b87a
Avoid name clash between function parameter and class member
2022-06-03 20:38:07 +02:00
171cd65566
Fix bytecode compilation of external function nodes
2022-05-20 11:43:02 +02:00
591b5e5f9e
Always create bytecode output
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And, symmetrically, when the “bytecode” option is requested by the user, always
create the .m static/dynamic files.
The “bytecode” option therefore no longer modifies the preprocessor output.
2022-05-19 14:49:46 +02:00
0284b249f5
Remove unused “bytecode” argument in {Static,Dynamic}Model::computingPass()
2022-05-19 14:10:22 +02:00
3e94250582
C++17 modernization: use std::optional in ExprNode::getPacOptimizingShareAndExprNodes()
2022-05-16 19:10:16 +02:00
0eb11d3323
C++17 modernization: use std::optional in expression matching functions
2022-05-16 19:10:16 +02:00
3496d77eb4
C++17 modernization: use std::optional to store orig diff vars in VAR and TCM
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By the way, remove the unused TrendComponentModelTable::getOrigDiffVar() method.
2022-05-16 19:10:16 +02:00
06d05e9a8d
C++17 modernization: use std::optional for SymbolTable::getEquationNumberForMultiplier()
2022-05-16 19:10:16 +02:00
fa7a926143
C++17 modernization: use std::optional for the storage of orig_symb_id and orig_lead_lag in SymbolTable
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For the diff and unaryOp auxvar types, these value may be set or unset
depending on the complexity of the expression represented by the auxvar.
2022-05-16 19:10:15 +02:00
fc037a4352
Simplify printing of booleans using std::boolalpha
2022-05-16 19:10:15 +02:00
92d3b8166a
C++17 modernization: use std::optional for equation line numbers
2022-05-16 19:10:15 +02:00
0b51294994
C++17 modernization: use std::optional for trend variables in TCM
2022-05-16 19:10:15 +02:00
b42ee40b55
C++20 modernization: use contains() method on containers
2022-05-04 17:37:57 +02:00
54ca5d9cc0
Improve messages during model normalization
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– Indicate whether we are trying to normalize the static or dynamic model
– If failed to normalize the static model, suggest to use the “no_static”
option
– Remove a superfluous error message
2022-04-19 17:11:13 +02:00
bfdcc546ec
Julia: adapt DynamicSetAuxiliarySeries.jl for TimeDataFrame objects
2022-04-01 17:34:37 +02:00
71edfd05e4
Add new “log” option to “var” statement
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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
b78ac1d31f
Bytecode: fix temporary terms for dynamic derivatives in “evaluate” mode
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The temporary terms for dynamic derivatives were only computed in the
“simulate” mode.
2022-02-18 12:38:06 +01:00
01bea3f5e7
TCM: remove useless 3rd dimension of A0 and A0star (supposedly for lags)
2022-01-28 16:38:50 +01:00
1e77f7c5a7
SymbolTable::getOrigSymbIdForAuxVar() now also works on unaryOp and diffForward auxvars
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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
289b4773d7
Fix matching of diff leads/lags in TCM and PAC models
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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
b709da7f17
Fix SymbolTable’s getOrigSymbIdForAuxVar() and getUltimateOrigSymbID() so that they never return -1
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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
5e8b478ccf
Add check to ensure that column indices in derivative matrices do not overflow
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Closes : #89
2022-01-21 14:31:29 +01:00
6c7c2bc321
Simplification using std::set range constructor
2022-01-21 11:05:17 +01:00
aa0e06bc7d
Refactor handling of var_expectation_model statements
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Creates a VarExpectationModelTable analogous to PacModelTable.
2022-01-20 16:26:15 +01:00
e1e5118373
Refactor the code that substitutes unary ops in model equations
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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
d149d3a76c
PAC: substitute unary ops in “growth” expressions (in “pac_model” and “pac_target_info”)
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Ref. dynare#1837
2022-01-18 12:40:15 +01:00
5572e478f1
Indentation fix
2022-01-06 14:46:38 +01:00
a8fce06dc4
PAC: new options “auxname” and “kind” to “pac_model”
2021-12-16 15:40:47 +01:00
ea6fb40db7
PAC: new “pac_target_info” block and “pac_target_nonstationary” operator
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Ref. Madysson/estimation-codes#5
2021-12-16 15:40:47 +01:00
1f004584e9
New model_remove statement and model_replace block
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Factorize the implementation with the existing code for the include_eqs and
exclude_eqs options (which has been refactored by the way).
Ref. #19
2021-12-15 12:11:25 +01:00
Sébastien Villemot
MichelJuillard