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
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Incidentally, replace the IS_* macros by inline functions.
2018-09-05 18:28:32 +02:00
8584323563
provide information on order of ec.vars
2018-09-04 10:39:05 +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
948e8cb6e4
fix bug in creation of ec vars for pac equation
2018-08-28 16:00:25 +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
0af91c26f8
aesthetic fix
2018-08-22 15:12:17 +02:00
539fddc9f6
introduce var model table
2018-08-22 12:15:02 +02:00
afe0e475b1
trend_component_model statement
2018-08-17 16:52:48 +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
f3c2a1bf87
New var_expectation_model statement and re-design of var_expectation operator
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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
45cd8e6853
Fix regression in nested diffs introduced in 90d8b579
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See McModelTeam/McModelProject/issues/97.
2018-07-30 12:53:23 +02:00
b9ee0bb204
aux_equations may diverge from those in the main model
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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
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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
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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
4ad0e500d4
C++11: convert {Unary,Binary,Trinary}Opcode to class enums
2018-07-18 16:18:26 +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
946d105c04
Remove C and C++ preprocessor output types
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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
15f5f4f1be
use front inserter instead of back inserter for unary/diff auxiliary equations
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(cherry picked from commit 6a95831147d942c23fbc3a0a0b1506650eb49b7d)
2018-07-10 12:06:42 +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
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()
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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
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
7e16307382
Simplify DataTree maps using std::tuple
2018-06-04 17:35:02 +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
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
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
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
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
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
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
Houtan Bastani
Sébastien Villemot