– New “squeeze_shock_decomposition” command
— New “max_nrows” option to “plot_shock_decomposition” and
“initial_condition_decomposition”
— “plot_shock_decomposition” now returns oo_ as an output argument
Ref. dynare#1687, dynare!1655
Since commit 9c9e8f816f, it’s the information
from the original model which was in this field, which is not what is expected.
By the way, do not output this field (and the related M_.hessian_eq_zero) when
the Hessian is not computed by the preprocessor (i.e. in practice for perfect
foresight), since they would otherwise contain incorrect information.
Ref. dynare#1681
Because MATLAB under Windows maintains a lock on the “+<basename>” subdirectory,
we use a workaround consisting in first renaming the directory, then deleting
it.
But this is not enough when the “ramsey_policy” command is used, because the
latter creates a “+objective” subfolder inside “+<basename>”, on which MATLAB
also maintains a lock.
The fix consists in recursively using the same workaround as for the top-level
directory: renaming before deleting.
Auxiliary equations appearing in set_auxiliary_variables.m and
dynamic_set_auxiliary_series.m need to appear in recursive ordering, since
those files are used for sequential evaluation.
Previously, the recursive ordering was guaranteed by a set of ad hoc rules and
workarounds, but that would not cover certain edge cases.
With this commit, the recursive ordering is systematically computed, using a
topological sort on the directed acyclic graph whose vertices are auxiliary
equations and whose edges are dependency relationships.
Closes: #22
Allows for the inclusion/exclusion of a set of equations, specified either on the command line or in a text file.
If the equation has a single endogenous variable on the LHS, then the equation is moved. If not, if the equation has an `endogenous` tag then that variable is removed along with this equation. If not, then an error is thrown.
As a command line argument, `exclude_eqs` can take the form (same syntax for `include_eqs`):
* `exclude_eqs=eq1 to remove all equations declared as `[name=eq1]`
* `exclude_eqs=[eq 1, eq 2]` to remove all equations declared as `[name=eq 1]` or `[name=eq 2]`
* `exclude_eqs=[tagname=X]` to remove all equations declared as `[tagname=X]`
* `exclude_eqs=[tagname=(X, Y)]` to remove all equations declared as `[tagname=X]` or `[tagname=Y]`
When declared in a file, the file should be of the form:
```
eq 1
eq 2
```
to remove all equations declared as `[name=eq 1]` or `[name=eq 2]`.
It should be of the form:
```
tagname=
X
Y
```
to remove all equations declared as `[tagname=X]` or `[tagname=Y]`.
* only support 64 bit mex
* check whether local compiler exists; if not use system compiler; if that doesn't exist stop processing
* move to minimum macOS 10.9, corresponding to the MATLAB mex min
— Raise the default tolerance for cross-derivatives to 1e-6, to reduce the
number of false positives
— New option “balanced_growth_test_tol” to the “model” block for changing that
tolerance
— Turn back test failures into errors. Since there is now an option for
controlling the tolerance, the user always has the possibility of making the
test pass.
Closes: dynare#1389
In many cases, they can be replaced by the curly braces syntax.
Otherwise, we can now use the pair() and tuple() constructors, without the need
to specify template parameters, thanks to class template argument
deduction (new in C++17).
This is made possible by the getLagEquivalenceClass() method introduced in the
previous commit.
Previously, the static version of the LHS expressions was used.
As a consequence, drop ModFile::diff_static_model, now useless.
Previously, for testing whether two diff() expressions or two unary ops were
the lead/lag of each other, the preprocessor would test whether they have the
same static representation. This is ok for simple expressions (e.g.
diff(x(-1))), but not for more complex ones (e.g. diff(x-y) and diff(x(-1)-y)
should not be given the same auxiliary variable).
This commit fixes this by properly constructing the equivalence relationship
and choosing a representative within each equivalence class. See the comments
above lag_equivalence_table_t in ExprNode.hh for more details.
Closes#27
Those methods can return a negative value in some cases. For example,
maxLead(x₋₁) = −1.
But constants were always returning a value of zero, which means that we had
inconsistent behaviour like maxLead(x₋₁ + 2) = 0.
This commits fixes the behaviour by making these methods return the smallest
possible integer when called on constants.
Furthermore, modifications to model local variables were not taken into account.
To fix, take checksum of model local variables, temporary terms, and equations
Also, use existing functions to print these to a stringstream instead of repeating print functionality in this function
Since commit 64f55e4a5e, in the presence of PAC
model-consistent expectations, some endogenous variables are added to the
symbol table at the beginning of ModFile::transformPass(), while their defining
equations are added at a later point.
But commit 7c3f981eac has introduced a check that
verifies that all endogenous are used in equations. That check happens after
the above mentioned endogenous are created, but after their defining equations
are added. Hence it fails.
The fix consists in creating those endogenous after the check. Incidently, they
are no longer part of the saved original model, but this is a good thing.
— allow “language=matlab” for symmetry (this is the default)
— remove the useless “cuda” and “python” values
— give a more meaningful error message when “output” is used in conjunction
with “language=matlab”
The transformation would be incorrect because of the expectation operator.
There was already a safety check, but it was not entirely correct. For example,
if “exp(y)” was appearing before “exp(y(+1))”, the check would not catch the
problem, because it happened after the substitution table had been filled. So
we now do the check before filling that table.
Since the node classes are stored and copied as std::shared_ptr, a given class
instance can actually be shared by two different expressions. Hence, in order
to prevent weird bugs, it’s necessary to make these classes immutable.
This commit deals with the easy cases.
The remaining (and more complex) ones are:
— Variable
— Array
— Include
— IncludePath
In particular, remove the const keyword before arguments passed-by-value,
because otherwise they can't be moved (since they are immutable).
Also add a few missing calls to std::move(), and remove some calls to
std::move() when they are useless (on class enums, which are fundamental
types.)
Houtan Bastani
Sébastien Villemot
Dóra Kocsis
Stéphane Adjemian (Charybdis)