f3c2a1bf87
New var_expectation_model statement and re-design of var_expectation operator
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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
45cd8e6853
Fix regression in nested diffs introduced in 90d8b579
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See McModelTeam/McModelProject/issues/97.
2018-07-30 12:53:23 +02:00
b9ee0bb204
aux_equations may diverge from those in the main model
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aux_equations only contain the definition of auxiliary variables, and
may diverge from those in the main model (equations), if other model
transformations applied subsequently. This is not a problem, since
aux_equations is only used for regenerating the values of auxiliaries
given the others.
For example, such a divergence appears when there is an expectation
operator in a ramsey model, see
tests/optimal_policy/nk_ramsey_expectation.mod */
2018-07-27 14:20:36 +02:00
762f25abe9
Remove useless separate list for diff auxiliary variables
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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.
2018-07-26 17:41:58 +02:00
90d8b579cc
Fix incorrect recursive ordering of aux vars with diff not used at current period
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Ensure that all diff operators appear once with their argument at current
period (i.e. maxLag=0).
If it is not the case, generate the corresponding expressions.
This is necessary to avoid lags of more than one in the auxiliary
equation, which would then be modified by subsequent transformations
(removing lags > 1), which in turn would break the recursive ordering
of auxiliary equations.
See McModelTeam/McModelProject/issues/95 for an example.
2018-07-26 17:41:58 +02:00
4ad0e500d4
C++11: convert {Unary,Binary,Trinary}Opcode to class enums
2018-07-18 16:18:26 +02:00
d6055c1407
C++11: convert SymbolType to a class enum
2018-07-17 18:55:26 +02:00
c12088f314
C++11: convert AuxVarType to class enum
2018-07-17 17:38:26 +02:00
946d105c04
Remove C and C++ preprocessor output types
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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
b8a5dfdc39
Replace several usages of C macroprocessor with C++ constructs
2018-07-17 16:36:58 +02:00
15f5f4f1be
use front inserter instead of back inserter for unary/diff auxiliary equations
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(cherry picked from commit 6a95831147d942c23fbc3a0a0b1506650eb49b7d)
2018-07-10 12:06:42 +02:00
988a9f6e2d
std::open and std::fstream constructor accept a std::string for filename in C++11
2018-06-27 15:30:45 +02:00
b91ed6f78c
Move the location of static and dynamic files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode and C source now under ${MODELNAME}/model/
2018-06-27 15:30:25 +02:00
b8ae9f6935
Fix max lags for var
2018-06-11 15:18:06 +02:00
84c2dc5f36
transform_unary_ops now introduces aux variables/equations for all unary ops specified by UnaryOpNode::createAuxVarForUnaryOpNode()
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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
a30f8f365e
Only create auxiliary variables for diffs that appear in VAR equations or equations that have pac_expectations in them
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Otherwise, substitute the diff (i.e. `diff(x)` -> `x-x(-1)`)
2018-06-05 18:39:13 +02:00
2cd3aa95cc
When `transform_unary_ops` is passed, only substitute unary operators that appear in VAR equations
2018-06-05 17:41:15 +02:00
130004ef47
Simplify types for storing derivatives using std::tuple
2018-06-05 15:34:34 +02:00
7e16307382
Simplify DataTree maps using std::tuple
2018-06-04 17:35:02 +02:00
608c43450c
Replace most calls to make_pair by braced-initializer lists or emplace()/emplace_back()
2018-06-04 16:36:46 +02:00
7d9cd718fc
Replace more typedefs by using
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Those were not automatically replaced by clang-tidy, I don’t know why…
2018-06-04 15:03:31 +02:00
182c53273e
Remove useless spaces in type qualifiers
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In C++11, it is no longer necessary to put a space between two consecutive ">".
2018-06-04 15:03:31 +02:00
1e56c73377
Port to C++11 nullptr keyword
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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
e73ebc7033
Port to C++11 noexcept keyword
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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
33b1359905
Port to C++11 emplace_back() method on containers
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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
c0ed97d247
Port to C++11 auto keyword
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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
6cf4e6dc0c
Port to C++11 range-based for loops
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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
28582c4a4b
Merge branch 'temporary_terms_array'
2018-06-04 11:40:49 +02:00
f338e87692
Revert "remove unnecessary code for calculation of max lag when equation have been undiffed"
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This reverts commit d7c979a4e6
2018-06-02 12:17:05 +02:00
d7c979a4e6
remove unnecessary code for calculation of max lag when equation have been undiffed
2018-06-01 15:52:40 +02:00
1b952a12e6
fix bug in var max lag and simplify code
2018-05-31 15:36:03 +02:00
59e427cf66
Merge branch 'master' into temporary_terms_array
2018-05-30 17:20:48 +02:00
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
856f6f508a
Revert "create aux vars for certain unary ops contained in diff operator"
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This reverts commit f600a65c0e
2018-05-30 15:50:42 +02:00
922d0551a8
Revert "fixes to auxiliary variable creation for unary ops in diff operators"
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This reverts commit 48031b99f6
2018-05-30 15:50:26 +02:00
48031b99f6
fixes to auxiliary variable creation for unary ops in diff operators
2018-05-30 14:42:00 +02:00
0b617ceb4b
Merge branch 'master' into temporary_terms_array
2018-05-29 17:25:11 +02:00
f600a65c0e
create aux vars for certain unary ops contained in diff operator
2018-05-29 17:00:56 +02:00
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
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
3f874cfced
Remove obsolete function
2018-05-28 16:39:28 +02:00
90c90ca85d
pac: undiff: fix bug in erroneous conditional
2018-05-28 15:55:01 +02:00
ad19c535ef
clarify error messages
2018-05-28 15:54:20 +02:00
dd6799187c
Fix derivs w.r.t. parameters with temporary terms array
2018-05-28 15:23:15 +02:00
8657d4dc98
Fix block decomposition with temporary terms array
2018-05-28 11:58:11 +02:00
38ed0f2ffc
Remove unused writeChainRuleDerivative methods
2018-05-25 17:10:16 +02:00
c7c26190d6
Reactivate use_dll mode
2018-05-25 15:48:55 +02:00
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
64323ef730
Add compatibility layer for Matlab/Octave code not using the new temporary terms array interface
2018-05-24 19:35:35 +02:00
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
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
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
3fa14031a2
Fix bug in *_{dynamic,static}_resid_g1_g2_g3.m functions
2018-05-22 12:02:48 +02:00
732a317030
Merge branch 'master' into temporary_terms_array
2018-05-18 16:40:12 +02:00
3d946ec8b7
var: check for leaded/contemporaneous variables
2018-05-16 12:17:06 +02:00
912261e5fc
pac: separate params into EC and AR
2018-05-04 15:26:21 +02:00
d686275da1
fix bug with predetermined variables used in model local variables
2018-04-18 14:29:40 +02:00
7ac33099f8
support undiff in pac model
2018-04-17 16:56:27 +02:00
09e73f3bb4
var_model: fix lag info when diff present
2018-04-17 16:55:55 +02:00
fb8d9258d0
add pac_model statement
2018-04-04 11:48:59 +02:00
b52ded0eb4
Fixed doc headers for static and dynamic julia modules.
2018-03-29 09:31:25 +00:00
849936d81b
Same as bce9b66312 for matlab output.
2018-03-28 19:14:43 +02:00
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
ec215e2a44
separate temporary terms: WIP
2018-03-28 16:41:48 +02:00
7cbd7b6e1e
Revert "Added new routine for the dynamic model (only computes the jacobian)."
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This reverts commit 84c6bf5daf
2018-03-28 16:14:15 +02:00
80060fb9ef
Merge remote-tracking branch 'origin/declare_vars_in_model_block'
2018-03-19 17:05:03 +01:00
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
84c6bf5daf
Added new routine for the dynamic model (only computes the jacobian).
2018-03-10 10:20:50 +01:00
5d339b69de
simplify pac_expectation code
2018-03-07 15:04:07 +01:00
81f2258228
var_model: store max lag info
2018-03-06 15:17:39 +01:00
a69c53b0c8
clean up var_model code
2018-03-06 14:42:11 +01:00
03f88931c6
Merge branch 'diff'
2018-03-05 13:08:09 +01:00
051f41c5f7
Shortened a function name.
2018-03-04 16:54:11 +01:00
204457cd86
explicitly close output streams
2018-03-02 18:39:16 +01:00
feb5b93eea
create function to calculate aux vars as dseries
2018-03-02 17:50:35 +01:00
583734f515
new diff equations not added to aux_equations
2018-03-02 16:40:19 +01:00
9885fbacff
diff: substitute auxiliary variables starting from the least lagged
2018-03-02 12:32:01 +01:00
02ef145aa5
Fixed initialization of state_var for julia.
2018-03-01 15:55:14 +01:00
250106f1d2
Cosmetic change.
2018-03-01 09:58:04 +01:00
1e20717f58
fix bug in substitution of diff operator
2018-02-28 17:33:00 +01:00
a1437ac982
Merge remote-tracking branch 'dynare-preprocessor-github/master' into other-master
2018-02-26 12:09:58 +01:00
b504f160ca
move files to src directory
2018-02-15 11:48:04 +01:00
Sébastien Villemot
Houtan Bastani
Stéphane Adjemian(Charybdis)