Commit Graph

174 Commits (62c455ff5639298e3be7ca5dc4c0d6948c09dde8)

Author SHA1 Message Date
Sébastien Villemot 62c455ff56
Misc simplifications using STL algorithms 2023-02-28 16:27:29 +01:00
Sébastien Villemot 1c813a1cf9
Run detrending engine if trend variables are present, even if unused in a var(deflator=…) statement
Closes: #113
2023-01-24 14:14:40 +01:00
Sébastien Villemot f45a99fc68
Correctly propagate “mfs” and “cutoff” to the static model
Those two settings were previously always at their default value for the static
model, independently of what the user would set in the .mod file.
2023-01-17 16:38:03 +01:00
Sébastien Villemot 8ebd9a9496
Drop the “Sigma_e” statement 2023-01-16 15:08:23 +01:00
Sébastien Villemot a7b0a324c9
Drop the “periods” statement 2023-01-16 15:02:50 +01:00
Sébastien Villemot 198ff70bce
Simplify strsplit() using std::string_view
By the way:
– improve the semantics by having a consistent treatment of empty substring
  components (previously, only the last one was ignored)
– move it to DataTree to make it more accessible from elsewhere (even though
  ideally it should be in a “utilities” namespace).
2022-10-11 16:23:11 +02:00
Sébastien Villemot 5c33051990
Use std::string_view in a few places where it makes sense 2022-10-04 16:47:16 +02:00
Sébastien Villemot 895a866bb3
Optimization: use move semantics in more places 2022-10-04 16:00:30 +02:00
Sébastien Villemot 6ed033f202
Bugfix: “relative_irf” option passed to “irf_calibration” was also passed to next command 2022-10-04 16:00:30 +02:00
Sébastien Villemot 7f1b4fcc20
Refactor OptionsList class
In particular, use a std::variant to store the values of options. This ensures
that a given option name can have only one value (previously, for a given
option name, it was possible to store several values as long as they were of
different types).
2022-09-20 11:56:43 +02:00
Sébastien Villemot d67f569035
Always compute block decomposition, even if “block” option was not passed
If block decomposition fails, error out if “block” option was passed, but not
otherwise.

This commit does not modify the generated files.

This is a preliminary step for dynare#1859.
2022-09-13 16:16:00 +02:00
Sébastien Villemot 83a94aca57
Replace most uses of std::string::compare() by operator==(), for clarity 2022-07-20 11:18:20 +02:00
Sébastien Villemot 13dc0a1144
Use operator""s to replace some calls to std::string constructor
By the way, remove other unnecessary calls to that constructor.
2022-06-22 12:47:11 +02:00
Sébastien Villemot ee8ee7c27f
Optimization: use move semantics in a few more places 2022-06-13 14:27:19 +02:00
Sébastien Villemot 8541179a56
Correctly clean up options list after a “pac_model” statement 2022-06-13 14:27:19 +02:00
Sébastien Villemot 46b2c73565
C++17 modernization: more uses of std::optional 2022-06-08 12:34:25 +02:00
Sébastien Villemot 9ace2dc413
C++17 modernization: take advantage of class template argument deduction 2022-06-07 14:35:26 +02:00
Sébastien Villemot 0b5c88109f
Various simplifications 2022-06-07 14:34:30 +02:00
Sébastien Villemot 3516894a71
JSON output: fix handling of vector value options
The vectors were previously stored as strings internally, which would not
necessarily contain the commas which are required in JSON (but not in
MATLAB/Octave). The fix consists in internally storing those options as
std::vector.

Closes: #96
2022-05-18 17:44:36 +02:00
Sébastien Villemot 8fd1505ca2
C++17 modernization: use std::optional for “periods” option of “plot_conditional_forecast”
Incidentally, in the JSON output, no longer assign a value to the “periods”
field if not passed by the user (previously the value -1 was output in the JSON
file).
2022-05-16 19:10:15 +02:00
Sébastien Villemot 7bd449d6c3
C++20 modernization: use new std::erase_if function 2022-05-04 17:37:58 +02:00
Sébastien Villemot b42ee40b55
C++20 modernization: use contains() method on containers 2022-05-04 17:37:57 +02:00
Sébastien Villemot ef02b79486
Various minor simplifications 2022-05-04 17:36:59 +02:00
Sébastien Villemot 3a820fffa2
New += and *= syntaxes in “endval(learnt_in=…)” blocks
Incidentally, forbid exogenous deterministic variables in “endval” blocks.
2022-05-03 16:52:04 +02:00
Sébastien Villemot 6509bc7d36
Allow “learnt_in=1” for “shocks” and “endval”
In that case, the option has no effect.
2022-04-29 11:17:11 +02:00
Sébastien Villemot 76a16a69a8
New “add” and “multiply” keywords in “shocks(learnt_in=…)” block 2022-04-26 15:21:45 +02:00
Sébastien Villemot dbe14ecfd4
Add checks on the value of the “learnt_in” option of “shocks” and “endval” 2022-04-26 11:45:22 +02:00
Sébastien Villemot 8e3590ee71
Reject exogenous deterministic variables in a few places where they were erroneously accepted
– heteroskedastic_shocks block
– generate_irfs command
– new estimation syntax
2022-04-21 17:59:04 +02:00
Sébastien Villemot b5a4df1608
New shocks(learnt_in=…) and endval(learnt_in=…) blocks
For use with perfect_foresight_with_expectation_errors_setup.
2022-04-21 17:07:33 +02:00
Sébastien Villemot 71edfd05e4
Add new “log” option to “var” statement
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
Sébastien Villemot ee14027e1b
Remove duplicate functions for setting current parser data tree to dynamic model 2022-03-30 17:27:08 +02:00
Sébastien Villemot 40398425ae
Refactor some symbol declaration helpers so that they return the symbol ID
This avoids useless calls to SymbolTable::getID().
2022-03-29 16:44:04 +02:00
Sébastien Villemot 46cc47266b
Refactor parsing of symbol lists
For symbol lists (such as those given to “var” or “stoch_simul”), return a
semantic value at the Bison level, rather than building the list through a
temporary object in ParsingDriver. This allows various simplifications, and
leads to a more functional code.

By the way, homogeneize the naming of the various flavours of symbol lists in
the Bison file (with TeX names, partitioning, or with a wildcard).
2022-03-29 14:59:34 +02:00
Sébastien Villemot 9db21a231c
Handle “resid” command at the preprocessor level and add “non_zero” option 2022-03-01 14:23:18 +01:00
Sébastien Villemot 17c5e1935d
Fix error message when “ramsey_policy” follows a “ramsey_model” statement
By the way, also fix error message when there are several “ramsey_model” or
“ramsey_policy” statements.

Closes: #90
2022-02-21 16:45:56 +01:00
Sébastien Villemot aa0e06bc7d
Refactor handling of var_expectation_model statements
Creates a VarExpectationModelTable analogous to PacModelTable.
2022-01-20 16:26:15 +01:00
Sébastien Villemot 75a26b6d11
Remove unused member in the RamseyPolicyStatement class 2022-01-06 14:47:34 +01:00
Sébastien Villemot a8fce06dc4
PAC: new options “auxname” and “kind” to “pac_model” 2021-12-16 15:40:47 +01:00
Sébastien Villemot ea6fb40db7
PAC: new “pac_target_info” block and “pac_target_nonstationary” operator
Ref. Madysson/estimation-codes#5
2021-12-16 15:40:47 +01:00
Sébastien Villemot ea44aa19d6
New option “overwrite” to “estimated_params” block
This option provides the same behaviour as before the change in
60ef6bbdbd.

It is typically useful when doing several estimations in the same .mod file.
2021-12-16 14:22:31 +01:00
Sébastien Villemot 5ffbc5bad3
New estimated_params_remove statement 2021-12-15 16:02:57 +01:00
Sébastien Villemot 342c4faf8d
New var_remove statement 2021-12-15 12:20:29 +01:00
Sébastien Villemot 1f004584e9
New model_remove statement and model_replace block
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 d15b2110a0
Add erfc() primitive
Closes: #85
2021-12-07 15:19:40 +01:00
Johannes Pfeifer befd432be7 evaluate_planner_objective: add options
Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1967
2021-12-03 14:06:57 +01:00
Sébastien Villemot 02ee077663
Fix handling of undeclared variables in the planner_objective statement
Closes: #81
2021-11-19 17:32:45 +01:00
Sébastien Villemot 127361971f
PAC: refactor with new PacModelTable that replaces PacModelStatement(s)
Incidentally, the auxiliary endogenous variable representing Z₁ and created for
PAC MCE models no longer necessarily appear as the first auxiliary variable (so
this is effectively a revert of 64f55e4a5e).
2021-10-29 14:11:30 +02:00
Sébastien Villemot 0123326123
Fix error message when using pac_expectation with occbin_constraints
By the way, also fix the argument name (the model is not a VAR).
2021-10-29 14:11:08 +02:00
Sébastien Villemot eb006ecaeb
Remove unused steady_state_growth option to pac_model 2021-09-22 16:26:42 +02:00
Sébastien Villemot b12746190d
ramsey_{model,policy}, discretionary_policy: check that instruments are declared endogenous
Closes: #72
2021-09-21 17:17:36 +02:00