Houtan Bastani
f338e87692
Revert "remove unnecessary code for calculation of max lag when equation have been undiffed"
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This reverts commit d7c979a4e6
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2018-06-02 12:17:05 +02:00
Houtan Bastani
d7c979a4e6
remove unnecessary code for calculation of max lag when equation have been undiffed
2018-06-01 15:52:40 +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
e532ed9bab
fix typo
2018-05-30 16:53:16 +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"
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This reverts commit f600a65c0e
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2018-05-30 15:50:42 +02:00
Houtan Bastani
922d0551a8
Revert "fixes to auxiliary variable creation for unary ops in diff operators"
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This reverts commit 48031b99f6
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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
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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
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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
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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
Houtan Bastani
90c90ca85d
pac: undiff: fix bug in erroneous conditional
2018-05-28 15:55:01 +02:00
Houtan Bastani
ad19c535ef
clarify error messages
2018-05-28 15:54:20 +02:00
Sébastien Villemot
ea3573180a
Fix ordering of model local variables
2018-05-28 15:50:29 +02:00
Sébastien Villemot
dd6799187c
Fix derivs w.r.t. parameters with temporary terms array
2018-05-28 15:23:15 +02:00
Sébastien Villemot
61dc80bb64
Fix missing temporary terms indexes in hessian and 3rd derivatives of static model
2018-05-28 11:59:36 +02:00
Sébastien Villemot
8657d4dc98
Fix block decomposition with temporary terms array
2018-05-28 11:58:11 +02:00
Sébastien Villemot
38ed0f2ffc
Remove unused writeChainRuleDerivative methods
2018-05-25 17:10:16 +02:00
Sébastien Villemot
c7c26190d6
Reactivate use_dll mode
2018-05-25 15:48:55 +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)
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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
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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
64323ef730
Add compatibility layer for Matlab/Octave code not using the new temporary terms array interface
2018-05-24 19:35:35 +02:00
Sébastien Villemot
143e0888b6
Clean generated files for temporary terms array interface
2018-05-24 19:35:35 +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
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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
Sébastien Villemot
a9bfd1223b
Fix assertions that check the length of temporary terms vectors
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Model local variables had been omitted in the length computations.
2018-05-24 17:04:16 +02:00
Sébastien Villemot
41d7496b46
Fix bug in wrapper functions (*_{dynamic,static}_resid_g1{,_g2,_g2_g3}.m)
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The last argument (T_flag) was missing in the function definitions (but it was
used in some function calls).
2018-05-23 17:34:00 +02:00
Sébastien Villemot
3fa14031a2
Fix bug in *_{dynamic,static}_resid_g1_g2_g3.m functions
2018-05-22 12:02:48 +02:00
Houtan Bastani
732a317030
Merge branch 'master' into temporary_terms_array
2018-05-18 16:40:12 +02:00
Houtan Bastani
dd8b05e2f0
add undiff info to pac output
2018-05-17 16:53:27 +02:00
Stéphane Adjemian(Charybdis)
1ba023e37d
Added option for tuning mh_jscale.
2018-05-16 15:48:39 +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
d686275da1
fix bug with predetermined variables used in model local variables
2018-04-18 14:29:40 +02:00
Houtan Bastani
7ac33099f8
support undiff in pac model
2018-04-17 16:56:27 +02:00
Houtan Bastani
bb1cc0bebf
simplify var_model statement calls
2018-04-17 16:56:02 +02:00
Houtan Bastani
09e73f3bb4
var_model: fix lag info when diff present
2018-04-17 16:55:55 +02:00
Stéphane Adjemian(Charybdis)
38fc19f9d3
Fixed type issue. NaN cannot be used if Int is expected.
2018-04-11 09:17:43 +00:00
Stéphane Adjemian(Charybdis)
70ec52a6cc
Added a routine returning only the static jacobian.
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Also added flags to decide which temporaries have to be (re)computed.
2018-04-10 09:45:40 +02:00
Houtan Bastani
fb8d9258d0
add pac_model statement
2018-04-04 11:48:59 +02:00
Stéphane Adjemian(Charybdis)
dfccecfb11
Fixed bug (x, exogenous variables steady state, is not a Matrix).
2018-03-29 22:23:38 +02:00
Stéphane Adjemian(Charybdis)
46a2272ef9
Added new member in model_ (julia output).
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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.
2018-03-29 14:10:34 +02:00
Stéphane Adjemian(Charybdis)
b52ded0eb4
Fixed doc headers for static and dynamic julia modules.
2018-03-29 09:31:25 +00:00
Stéphane Adjemian(Charybdis)
849936d81b
Same as bce9b66312
for matlab output.
2018-03-28 19:14:43 +02:00
Stéphane Adjemian(Charybdis)
bce9b66312
Added arrays providing the number of temp terms in Julia modules...
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... For static and dynamic models.
2018-03-28 17:50:58 +02:00
Houtan Bastani
ec215e2a44
separate temporary terms: WIP
2018-03-28 16:41:48 +02:00
Houtan Bastani
7cbd7b6e1e
Revert "Added new routine for the dynamic model (only computes the jacobian)."
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This reverts commit 84c6bf5daf
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2018-03-28 16:14:15 +02:00
Houtan Bastani
13d408b058
Revert "Added new routine for the static model (only computes the jacobian)."
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This reverts commit 7c9c83fba1
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2018-03-28 16:14:15 +02:00
Stéphane Adjemian(Charybdis)
c4ae840b20
Added {endo,exo,exo_det,param}_nbr in Julia output (in model_).
2018-03-27 14:47:51 +02:00
Houtan Bastani
493f98fa3a
fix typo
2018-03-27 11:01:29 +02:00
Houtan Bastani
db1f6c2998
Modify changes from on-the-fly branch
2018-03-20 11:03:46 +01:00
Houtan Bastani
80060fb9ef
Merge remote-tracking branch 'origin/declare_vars_in_model_block'
2018-03-19 17:05:03 +01:00
Stéphane Adjemian(Charybdis)
deb77be8f1
Fixed bug.
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Preprocessor was not returning an error when some of the exogenous
variables were not used in the model.
2018-03-13 09:20:14 +01:00
Stéphane Adjemian(Charybdis)
84c6bf5daf
Added new routine for the dynamic model (only computes the jacobian).
2018-03-10 10:20:50 +01:00
Stéphane Adjemian(Charybdis)
7c9c83fba1
Added new routine for the static model (only computes the jacobian).
2018-03-10 10:20:50 +01:00
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
81f2258228
var_model: store max lag info
2018-03-06 15:17:39 +01:00
Houtan Bastani
a69c53b0c8
clean up var_model code
2018-03-06 14:42:11 +01:00
Houtan Bastani
03f88931c6
Merge branch 'diff'
2018-03-05 13:08:09 +01:00
Stéphane Adjemian(Charybdis)
051f41c5f7
Shortened a function name.
2018-03-04 16:54:11 +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
204457cd86
explicitly close output streams
2018-03-02 18:39:16 +01:00
Houtan Bastani
feb5b93eea
create function to calculate aux vars as dseries
2018-03-02 17:50:35 +01:00
Houtan Bastani
583734f515
new diff equations not added to aux_equations
2018-03-02 16:40:19 +01:00
Houtan Bastani
f56ae705a4
fix bug in symb_id when diff'd expr is not a VariableNode
2018-03-02 15:22:54 +01:00
Houtan Bastani
9885fbacff
diff: substitute auxiliary variables starting from the least lagged
2018-03-02 12:32:01 +01:00
Stéphane Adjemian(Charybdis)
02ef145aa5
Fixed initialization of state_var for julia.
2018-03-01 15:55:14 +01:00
Stéphane Adjemian(Charybdis)
250106f1d2
Cosmetic change.
2018-03-01 09:58:04 +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
Stéphane Adjemian (Charybdis)
d7815e9e47
Fixed comments.
2018-02-27 23:41:24 +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
78295bf6fc
remove version from preprocessor output
2018-02-21 17:26:16 +01:00
Houtan Bastani
1db815e00b
clarify package/version info
2018-02-16 17:23:48 +01:00
Houtan Bastani
2f9350b164
preprocessor submodule: build system
2018-02-15 12:40:17 +01:00
Houtan Bastani
b504f160ca
move files to src directory
2018-02-15 11:48:04 +01:00