Commit Graph

298 Commits (62c455ff5639298e3be7ca5dc4c0d6948c09dde8)

Author SHA1 Message Date
Sébastien Villemot 1089a223c4 Clean up default constructors/destructors 2018-10-11 17:08:44 +02:00
Sébastien Villemot 63a5ffb761 Rename ExprNode::cloneDynamic into ExprNode::clone, for clarity 2018-10-10 13:08:11 +02:00
Sébastien Villemot 215283005e No longer store symbol type in VariableNode
This facilitates switching variable types on the fly. In particular, this
allows removing the hack in DynamicModel::updateAfterVariableChange() that way
basically recreating all the nodes after the type change.
2018-10-10 12:34:05 +02:00
Sébastien Villemot 7bb5382428 Always use brace-initializer in constructors
The syntax makes clearer the distinction between a function call and an
initialization. Also, it prevents bugs due to implicit type conversions.
2018-10-04 17:19:18 +02:00
Sébastien Villemot 3f26933f44 Replace ExternalFunctionSetOrNot enum by integer constants
This was not conceptually an enum, but rather a collection of unrelated
constants:
- two constants for use as placeholder for symbol IDs at different places
- one constant for the default number of arguments
2018-10-02 18:10:12 +02:00
Sébastien Villemot 15d026e54e C output: split generated function into several smaller subfunctions
This mimicks the structure of M-functions (though the logic for filling the
temporary terms vector is a bit different).

This change implied a modification in the way we compute the checksum in case
of block decomposition (the temporary terms for the C output are not correctly
computed in that case).
2018-10-01 16:04:01 +02:00
Houtan Bastani c9f5cef99b write AST in JSON 2018-09-18 17:48:04 +02:00
Houtan Bastani eb74d48393 trend_component_model: replace `trends` option with `targets` 2018-09-13 12:21:23 +02:00
Houtan Bastani dc9ecbb49a fix bug in columns of EC matrix 2018-09-12 17:56:30 +02:00
Houtan Bastani 8acee8fd54 fix AR and EC matrices for double diff 2018-09-11 16:56:05 +02:00
Houtan Bastani f71c861d5e output EC matrix in file for trend component models 2018-09-10 17:44:04 +02:00
Houtan Bastani 46709ada3f output AR matrix in file for trend component models 2018-09-10 14:51:33 +02:00
Houtan Bastani f5e5dea1be support hard-coded parameters and parameter expressions in AR matrix 2018-09-07 10:14:18 +02:00
Houtan Bastani acc197f539 output AR matrix in file 2018-09-06 18:00:05 +02:00
Sébastien Villemot e19a14869e Convert ExprNodeOutputType into a class enum
Incidentally, replace the IS_* macros by inline functions.
2018-09-05 18:28:32 +02:00
Sébastien Villemot c6d4cb88c3 ExprNode and its subclasses are no longer friends of DataTree
This ensures a better isolation between the container and the containees.
2018-09-05 18:28:32 +02:00
Sébastien Villemot 004d909621 Use smart pointers for storage of ExprNode in DataTree class
- BTW, store them in a std::vector rather than std::list

- incidentally, fix issue in VariableNode::removeTrendLeadLag where expression
  sharing was possibly violated when creating a new VariableNode
2018-09-05 18:28:32 +02:00
Houtan Bastani 9f0c30740e introduce epilogue block 2018-09-05 12:31:49 +02:00
Stéphane Adjemian(Charybdis) a35c1785a8 Cosmetic change. 2018-09-04 12:08:05 +02:00
Houtan Bastani 49d8931fc0 fix typo in 8584323563 2018-09-04 10:45:39 +02:00
Houtan Bastani 8584323563 provide information on order of ec.vars 2018-09-04 10:39:05 +02:00
Houtan Bastani fde836d7fe trend_component_model: find trend_vars associated with equation 2018-08-31 14:24:44 +02:00
Houtan Bastani 948e8cb6e4 fix bug in creation of ec vars for pac equation 2018-08-28 16:00:25 +02:00
Houtan Bastani 9e6bdc2334 Revert "fix bug in collection of ec vars of pac equation"
This reverts commit 74dd6a69e9.
2018-08-28 13:32:48 +02:00
Houtan Bastani 74dd6a69e9 fix bug in collection of ec vars of pac equation 2018-08-27 16:41:39 +02:00
Stéphane Adjemian(Charybdis) 74b693a1ec Cosmetic change. 2018-08-14 16:46:43 +02:00
Stéphane Adjemian(Charybdis) adbeb49b29 Do not print non optimizing behaviour field in PAC if empty. 2018-08-14 16:45:01 +02:00
Houtan Bastani ac850f5187 pac: stop processing of PAC equation if optimizing share parameter is hard-coded 2018-08-13 17:22:28 +02:00
Houtan Bastani d3bd6ace90 pac: print optimizing share parameter 2018-08-13 17:00:47 +02:00
Houtan Bastani edc242d471 preprocessor: find optimizing shares of agents in PAC equation 2018-08-13 14:34:57 +02:00
Houtan Bastani c5c61f99ba fix bug with max_lag reported for PAC equation 2018-08-13 12:12:20 +02:00
Sébastien Villemot 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
Sébastien Villemot 04b6690d5a C++11: convert ExternalFunctionType to a class enum 2018-07-18 17:28:23 +02:00
Sébastien Villemot 4ad0e500d4 C++11: convert {Unary,Binary,Trinary}Opcode to class enums 2018-07-18 16:18:26 +02:00
Sébastien Villemot d6055c1407 C++11: convert SymbolType to a class enum 2018-07-17 18:55:26 +02:00
Sébastien Villemot 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
Sébastien Villemot b8a5dfdc39 Replace several usages of C macroprocessor with C++ constructs 2018-07-17 16:36:58 +02:00
Houtan Bastani bbb2b067bf prevent compilation warning 2018-06-27 13:45:51 +02:00
Houtan Bastani b8ae9f6935 Fix max lags for var 2018-06-11 15:18:06 +02:00
Houtan Bastani 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
Houtan Bastani 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
Houtan Bastani 2cd3aa95cc When `transform_unary_ops` is passed, only substitute unary operators that appear in VAR equations 2018-06-05 17:41:15 +02:00
Sébastien Villemot 7e16307382 Simplify DataTree maps using std::tuple 2018-06-04 17:35:02 +02:00
Sébastien Villemot abe44fb063 Replace the use of boost::bind by a lambda 2018-06-04 16:51:36 +02:00
Sébastien Villemot 272d36a37c Remove useless casts of nullptr 2018-06-04 16:39:01 +02:00
Sébastien Villemot 608c43450c Replace most calls to make_pair by braced-initializer lists or emplace()/emplace_back() 2018-06-04 16:36:46 +02:00
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 28582c4a4b Merge branch 'temporary_terms_array' 2018-06-04 11:40:49 +02:00
Houtan Bastani 90cf5bfbb1 fix bug in creation of auxiliary variables for unary ops 2018-06-01 15:52:39 +02:00
Houtan Bastani cc65f82fd8 fix typo in a648dc9e50 2018-06-01 15:06:31 +02:00
Houtan Bastani a648dc9e50 clarify error message 2018-05-31 19:23:44 +02:00
Houtan Bastani 9166cda225 remove code that is no longer used in creation of auxiliary variables for diff operator 2018-05-31 18:44:06 +02:00
Houtan Bastani 1b952a12e6 fix bug in var max lag and simplify code 2018-05-31 15:36:03 +02:00
Sébastien Villemot 59e427cf66 Merge branch 'master' into temporary_terms_array 2018-05-30 17:20:48 +02:00
Houtan Bastani 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
Houtan Bastani 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
Houtan Bastani 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
Houtan Bastani 48031b99f6 fixes to auxiliary variable creation for unary ops in diff operators 2018-05-30 14:42:00 +02:00
Sébastien Villemot 0b617ceb4b Merge branch 'master' into temporary_terms_array 2018-05-29 17:25:11 +02:00
Sébastien Villemot 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
Houtan Bastani f600a65c0e create aux vars for certain unary ops contained in diff operator 2018-05-29 17:00:56 +02:00
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 3f874cfced Remove obsolete function 2018-05-28 16:39:28 +02:00
Sébastien Villemot 8657d4dc98 Fix block decomposition with temporary terms array 2018-05-28 11:58:11 +02:00
Sébastien Villemot 968e411c31 Make indexing in temporary terms array ready for a (hypothetical future) implementation in C 2018-05-25 15:19:50 +02:00
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot bb4b5993b0 Simplify code for model local variables 2018-05-24 19:35:35 +02:00
Sébastien Villemot 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
Houtan Bastani 732a317030 Merge branch 'master' into temporary_terms_array 2018-05-18 16:40:12 +02:00
Houtan Bastani 3d946ec8b7 var: check for leaded/contemporaneous variables 2018-05-16 12:17:06 +02:00
Houtan Bastani 3a71215ae1 pac: change auxiliary variable creation, fix VAR max lag 2018-05-15 14:42:36 +02:00
Houtan Bastani 912261e5fc pac: separate params into EC and AR 2018-05-04 15:26:21 +02:00
Houtan Bastani 1310ec3caa update pac output 2018-04-18 15:50:35 +02:00
Houtan Bastani 7ac33099f8 support undiff in pac model 2018-04-17 16:56:27 +02:00
Houtan Bastani 09e73f3bb4 var_model: fix lag info when diff present 2018-04-17 16:55:55 +02:00
Houtan Bastani fb8d9258d0 add pac_model statement 2018-04-04 11:48:59 +02:00
Houtan Bastani ec215e2a44 separate temporary terms: WIP 2018-03-28 16:41:48 +02:00
Houtan Bastani 5d339b69de simplify pac_expectation code 2018-03-07 15:04:07 +01:00
Houtan Bastani 2a2f2799dd fix compilation warnings 2018-03-07 12:58:51 +01:00
Houtan Bastani a69c53b0c8 clean up var_model code 2018-03-06 14:42:11 +01:00
Houtan Bastani de9e897a59 fix bug when the argument of the diff operator is not a variable 2018-03-02 18:39:38 +01:00
Houtan Bastani feb5b93eea create function to calculate aux vars as dseries 2018-03-02 17:50:35 +01:00
Houtan Bastani 9885fbacff diff: substitute auxiliary variables starting from the least lagged 2018-03-02 12:32:01 +01:00
Houtan Bastani 1e20717f58 fix bug in substitution of diff operator 2018-02-28 17:33:00 +01:00
Houtan Bastani 4897ab7d69 clean up adl code 2018-02-28 11:31:08 +01:00
Houtan Bastani f439f86688 fix bug with the collection of dynamic variables for diff operator 2018-02-28 10:44:24 +01:00
Houtan Bastani a1437ac982 Merge remote-tracking branch 'dynare-preprocessor-github/master' into other-master 2018-02-26 12:09:58 +01:00
Houtan Bastani b504f160ca move files to src directory 2018-02-15 11:48:04 +01:00