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
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”
Note that this option does not modify the global options_.order, for
consistency with the semantics of the identification command.
The preprocessor will compute dynamic derivatives up to at least order+1.
Closes#10
Does not work for Julia mode, neither with block and bytecode.
Note: in DLL mode, the number of temporary terms in no longer given in the
‘ntt’ symbol; it must be computed using ‘M_.dynamic_tmp_nbr’.
Ref dynare#217
The idea is to make use of the dynamic_set_auxiliary_dseries.m file to generate
the initial conditions for all auxiliary variables, including the diffs.
Also remove the check done by the preprocessor for the lags in histval, since
it does not work correctly with the diff operator.
New options "mexext" and "matlabroot" are introduced, so that the preprocessor
knows where to find MATLAB and which architecture to compile for.
Only recent gcc is now supported. A set of optimization flags is used so that
compilation goes reasonably fast on large models.
Consequently, options "msvc", "mingw" and "cygwin" have been removed.
In particular, it is necessary to turn back DataTree::AddVariable() into a
non-virtual method, because it is called from DataTree's constructor. Enforcing
the absence of leads/lags is now done using a new boolean DataTree::is_static.
Take advantage of the new copy constructor for handling
PlannerObjectiveStatement more elegantly.
Unfortunately it is not possible to implement *move* constructor / assigment
operators, because the reference ExprNode::datatree is not mutable.
The check is done at the time the preprocessor is compiled, but it ought to be
done at the time when the C source file generated by the preprocessor is compiled…
Anyways, it is probably irrelevant now, since MSVC has supported
acosh/asinh/atanh for a long time now.
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).
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.
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.
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.
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
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.
Sébastien Villemot
Houtan Bastani
Ferhat Mihoubi
Stéphane Adjemia (Scylla)
Stéphane Adjemian(Charybdis)