Sébastien Villemot
157c67e04b
New helpers to simplify common operations with derivation IDs
2022-07-12 16:30:45 +02:00
Sébastien Villemot
1d71386f01
Further templating of helpers for writing output files
...
So that more stuff is computed at compile-time (using constexpr features).
2022-07-12 16:23:28 +02:00
Sébastien Villemot
4370b76ce4
Remove unused function
2022-07-12 16:18:19 +02:00
Sébastien Villemot
9c3eeb7c8d
Refactor code for writing derivatives w.r.t. parameters
2022-07-12 16:18:16 +02:00
Sébastien Villemot
8da663a110
Further factorization in methods for writing static and dynamic files
2022-07-12 16:05:15 +02:00
MichelJuillard
3e1f9dbb82
use @inbounds blocks instead of @inbounds for each line
2022-07-12 13:07:33 +02:00
Sébastien Villemot
f38c8278ae
Refactor methods for writing static and dynamic files
...
– factorize common code between the static and the dynamic version
– reorganise language-specific code into dedicated functions
– use a function template in the main helper to do some computations
at compile-time (using constexpr features)
2022-07-11 22:29:28 +02:00
Sébastien Villemot
6d2d73a5d7
Bytecode: refactor output methods around an enum class similar to ExprNodeOutputType
...
By the way, add assertions to ensure that assignment LHS output type is only
used on VariableNode(s) and AbstractExternalFunctionNode(s).
2022-07-06 16:46:40 +02:00
Sébastien Villemot
b390390a98
Remove unnecessary inline specifiers
...
A function defined entirely inside a class/struct/union definition is
implicitly an inline function.
2022-06-24 15:09:08 +02:00
Sébastien Villemot
9bd2973034
Refactor bytecode output around a new BytecodeWriter class and operator<< overloads
2022-06-24 13:10:04 +02:00
Sébastien Villemot
9b04c5436e
Block decomposition: fix crash when a variable appears in an equation but has zero symbolic derivative
2022-06-13 16:32:58 +02:00
Willi Mutschler
fe8aaf44fd
🍎 provisions for Apple Silicon package
2022-06-08 15:11:02 +02:00
Sébastien Villemot
171cd65566
Fix bytecode compilation of external function nodes
2022-05-20 11:43:02 +02:00
Sébastien Villemot
17ba60e587
Mark copy constructor and assignment of ModelTree as protected
...
This limits the risk of slicing.
The same is not possible for DataTree, since that base class is directly used
in some places.
2022-05-19 12:27:39 +02:00
Sébastien Villemot
2795207802
No longer delete move constructor/assignment operator
...
We follow the advice given by Josuttis in his book about move semantics.
Deleting those member fuctions can be a bug if we want to allow copy semantics,
because overload resolution will no longer fallback to the copy
constructor/assignment operator when given an rvalue.
In particular, this explain why it was not possible to delete the move
assignment operator of the StaticModel class.
2022-05-18 16:33:48 +02:00
Sébastien Villemot
92d3b8166a
C++17 modernization: use std::optional for equation line numbers
2022-05-16 19:10:15 +02:00
Sébastien Villemot
54ca5d9cc0
Improve messages during model normalization
...
– Indicate whether we are trying to normalize the static or dynamic model
– If failed to normalize the static model, suggest to use the “no_static”
option
– Remove a superfluous error message
2022-04-19 17:11:13 +02:00
Sébastien Villemot
0db05a886a
Move “using namespace std” statement after inclusion of standard headers
...
Otherwise clang emits this warning:
using directive refers to implicitly-defined namespace 'std'
2022-01-06 14:54:57 +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
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
5fe94ed606
Simplify constant equations also in equations marked [static]
...
The simplifyEquations() methods had to be moved to DynamicModel, in order to
access the static_only_equations member.
2021-12-06 17:17:37 +01:00
Sébastien Villemot
3d215020ae
Fix use_dll on macOS + Octave
...
Enforce GCC with mkoctfile. Otherwise Clang will be used, and it does not
accept our custom optimization flags.
Ref. dynare#1797
2021-09-13 16:50:13 +02:00
Sébastien Villemot
08ac455fcd
Implement “occbin_constraints” block
...
Consequently drop “occbin” option to “model”.
Incidentally, allow more values in equation tag names (previously some keywords
such as “alpha” were disallowed).
Ref. #68
2021-07-16 11:34:27 +02:00
NormannR
d0ec5eb155
Allows to write M_.objective_tmp_nbr in the driver.m file
...
Writes the number of temporary terms of the planner objective function derivatives objective_tmp_nbr in the driver.m file.
Useful for the k-order approximations of welfare.
2021-06-11 12:37:31 +02:00
Sébastien Villemot
74ef3457b4
Use secure URL for link to GNU licenses
2021-06-09 17:21:00 +02:00
Sébastien Villemot
c5f9ae89e7
Implement new “occbin” option to “model” block
...
For the time being, the preprocessor will refuse that this option be used with
any command other than estimation.
By the way, remove occbin_likelihood and occbin_smoother options to estimation.
Ref. dynare#569
2021-05-31 10:00:59 +02:00
normann
22fbfb0fba
Allows to write M_.NNZDerivatives_objective in the driver.m file
...
Writes the number of non-zero derivatives of the planner objective function NNZDerivatives_objective in the driver.m file. Useful for the k-order approximations of welfare.
2021-04-22 15:26:25 +02:00
Sébastien Villemot
7468b4d8d7
Remove more stuff related to unfinished decomposition in linear and nonlinear blocks
...
Ref. #39 , dynare!1626
2021-01-25 18:13:35 +01:00
Sébastien Villemot
af9bd8f109
Remove the unfinished decomposition in linear and nonlinear blocks
...
Also remove the det_cond_forecast interface, that was related to it.
Ref. dynare!1626
Closes : #39
2021-01-25 18:03:37 +01:00
Sébastien Villemot
db8c5439f7
use_dll: higher order derivatives are now returned as sparse matrices by static/dynamic files
...
Previously they were returned as 3-column matrices. But this was inconsistent
with the M-file mode.
2020-06-23 17:50:50 +02:00
Sébastien Villemot
ad5e196d30
Block decomposition now compatible with 'use_dll' option
2020-06-23 15:13:04 +02:00
Sébastien Villemot
b402e35683
In the driver file, provide mapping between model local variables and indices in the temporary terms vector
...
The structures are M_.model_local_variables_{dynamic,static}_tt_idxs.
Ref. dynare#1722
2020-06-05 17:12:15 +02:00
Sébastien Villemot
90b9b6a1e4
JSON output: write model local variables in parsed model (modfile.json)
...
Ref. dynare#1723
2020-06-05 16:10:38 +02:00
Sébastien Villemot
7b11898689
use_dll: merge the two generated C source files into a single one
...
Also, do various other cosmetic/simplification changes.
2020-05-29 16:12:01 +02:00
Sébastien Villemot
a6d9ba6e55
Rename EquationType::evaluate_s to evaluateRenormalized, for clarity
2020-05-20 11:49:32 +02:00
Sébastien Villemot
c579a45b08
Remove helper now unused because of 1d838e96ff
2020-05-20 11:35:44 +02:00
Sébastien Villemot
4b28f1fe9c
Bytecode: remove unused data structure
2020-05-20 10:31:31 +02:00
Sébastien Villemot
2944484442
Bytecode: rename output methods for better consistency
2020-05-19 17:45:33 +02:00
Sébastien Villemot
a2bea00fee
Block decomposition: another fix related to temporary terms refactoring
...
Temporary terms need to be computed per equation (as was done previously), and
not simply per block.
It’s necessary to track temporary terms per equation, because some equations
are evaluated instead of solved, and an equation E1 may depend on the value of
an endogenous Y computed by a previously evaluated equation E2; in this case,
if some temporary term TT of equation E2 contains Y, then TT needs to be
computed after E1, but before E2.
2020-05-13 16:58:19 +02:00
Sébastien Villemot
2e6bc7ecaa
Bytecode: fix handling of temporary terms
...
They were broken by 49036f166d
2020-05-13 12:53:47 +02:00
Sébastien Villemot
49036f166d
Block decomposition: refactor code for computing temporary terms
...
In particular, in dynamic models, temporary terms are now computed for
derivatives w.r.t. exogenous, and also w.r.t. endogenous variables that do not
belong to the block.
2020-05-12 18:39:13 +02:00
Sébastien Villemot
928aa977b6
Block decomposition: replace expr_t by BinaryOpNode * in a couple of places
2020-05-07 15:24:35 +02:00
Sébastien Villemot
c699d57308
Block decomposition: no longer compute static Jacobian, it’s not used
...
Also remove a message about elements below the cutoff that was no longer
correct (elements below the cutoff have no impact on the incidence matrix
outside of normalization).
2020-05-06 18:11:11 +02:00
Sébastien Villemot
4f453320d1
Block decomposition: remove unneeded code for exogenous
2020-05-05 16:17:22 +02:00
Sébastien Villemot
cb61ee8506
Block decomposition: make structures storing derivatives w.r.t. other endo/exo symmetric with those for endos belonging to the block
2020-04-30 18:24:24 +02:00
Sébastien Villemot
a8c2defe26
Block decomposition: compute simulation types into separate function; prologue and epilogue are no longer class members
...
By the way, remove the BlockType stuff which was purely informative (and it’s
not worth carrying over prologue and epilogue information just for that).
2020-04-30 12:48:16 +02:00
Sébastien Villemot
26fc71ffa7
Block decomposition: store max lead/lag of all variables in the “blocks” structure
...
By the way, regroup all code that computes the dynamic structure of a block
into a single function.
2020-04-30 12:03:14 +02:00
Sébastien Villemot
7f57821401
Now compute blocks[].first_equation from ModelTree::computeBlockDecompositionAndFeedbackVariablesForEachBlock
...
Also include various cosmetic changes.
2020-04-29 18:48:42 +02:00
Sébastien Villemot
4948adf2cd
Block decomposition: remove unused data structure
2020-04-29 17:47:48 +02:00
Sébastien Villemot
f39c687d85
Block decomposition: store mapping between endos/eqs and their block
...
Previously this computation was done at several places.
2020-04-29 17:42:46 +02:00