Sébastien Villemot
98d01cbbb6
Provide a meaningful error message when 'use_dll' option is used without 'matlabroot'
2020-09-18 15:00:47 +02:00
Sébastien Villemot
7e1563fdbb
Allow 'use_dll' option to be specified on the command line
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Ref. Enteprise/dynare#4
2020-09-18 15:00:00 +02:00
Stéphane Adjemian (Charybdis)
0f268ce70c
Fixed logic.
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Value passed to steady_state_growth was not acknowledge.
2020-09-18 11:11:50 +02:00
Sébastien Villemot
feee0ffa12
PAC model: better error message when pac_expectation refers to a non-existent pac_model
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Closes : #53
2020-09-10 14:24:20 +02:00
Sébastien Villemot
de65e74c8f
use_dll: add the “restrict” C99 keyword to all pointers to double in computation functions
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This greatly facilitates the job of the compiler during the optimization pass,
since we promise that the various pointers do not overlap each other. It may
now be possible to reenable some of the optimization flags that were disabled
without sacrificing compilation time, but this needs more investigation.
For the gory details, see:
https://en.cppreference.com/w/c/language/restrict
https://cellperformance.beyond3d.com/articles/2006/05/demystifying-the-restrict-keyword.html
2020-09-03 18:09:06 +02:00
Sébastien Villemot
5a9d1c4d87
Merge branch 'MoM' into 'master'
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Remove matched_moments_ as input of method_of_moments
See merge request Dynare/preprocessor!27
2020-09-01 13:13:26 +00:00
Sébastien Villemot
64ebb36290
macOS: use GCC 10 for building, since GCC 9 is no longer in Homebrew
2020-09-01 14:33:59 +02:00
Sébastien Villemot
c6ad212c8a
Merge branch 'typo' into 'master'
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Fix typo
See merge request Dynare/preprocessor!26
2020-09-01 12:15:44 +00:00
Johannes Pfeifer
9d9a4bd4d1
Remove matched_moments_ as input of method_of_moments
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Now a subfield of M_
2020-08-05 13:46:09 +02:00
Johannes Pfeifer
d714cac8e1
EquationTags.hh: fix typo
2020-08-04 16:21:50 +02:00
Sébastien Villemot
09054e11dc
Add new “matched_moments” block
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Closes : #51
2020-07-28 18:30:24 +02:00
Sébastien Villemot
ecf6d67e1c
PAC/MCE model: fix timing of target in PAC expectation term
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Also be more strict on the form of the target (must now be X(-1) or log(X(-1))
where X is *not* an auxiliary variable).
By the way, improve some comments in SymbolTable.
2020-07-24 18:26:16 +02:00
Sébastien Villemot
3b3589b958
PAC model: rewrite the algorithm for detecting the target, to make it more robust
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Closes : #54
2020-07-23 17:19:16 +02:00
Sébastien Villemot
7bca47385d
Fixes to include_eqs/exclude_eqs
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— fix segfault due to bad handling of iterators while erasing elements of a set
— fix logic for excluding endogenous variable when it is present on the LHS
2020-07-23 11:06:57 +02:00
Sébastien Villemot
86ac7d5bbc
PAC/MCE: improve informative message about # of aux. vars/eqs by adding the model name
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This makes the output more useful when there are multiple PAC models.
2020-07-22 16:09:12 +02:00
Sébastien Villemot
2b25ab3e85
Fix handling of multiple PAC models
2020-07-22 12:21:05 +02:00
Sébastien Villemot
f2f6097777
Merge branch 'tune_jscale' into 'master'
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Fix faulty logic in checks for mh_tune_jscale
Closes #46
See merge request Dynare/preprocessor!25
2020-07-21 08:59:20 +00:00
Johannes Pfeifer
eb464665ac
Fix faulty logic in checks
2020-07-21 10:48:45 +02:00
Sébastien Villemot
4be0d7b8c7
Merge branch 'stoch_simul_order' into 'master'
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Make preprocessor recognize default order=2 of stoch_simul
Closes #49
See merge request Dynare/preprocessor!24
2020-07-21 08:43:34 +00:00
Johannes Pfeifer
5cc9f216ca
Make preprocessor recognize default order=2 of stoch_simul
2020-07-21 10:40:08 +02:00
Sébastien Villemot
d4e20c7ec4
Merge branch 'moment_estimation' into 'master'
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Method of moments: Preprocessor preparations
See merge request Dynare/preprocessor!23
2020-07-16 08:56:03 +00:00
Stéphane Adjemian (Charybdis)
03f53c1b0d
Allow empty shocks(overwrite) block.
2020-07-15 12:33:02 +02:00
Sébastien Villemot
16f9168fda
PAC MCE: fix incorrect detection of the target variable
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The detection of the target EC variable to be used when constructing the
forward-looking expectation variable is rather fragile.
When the PAC model is written with an (non-)optimizing share of agents,
restrict the identification of the target variable to the optimizing
expression, to minimize the risk of wrong identification.
By the way, add a few comments, and a small simplification.
2020-07-13 17:52:42 +02:00
Johannes Pfeifer
98ddbb61ba
Method of moments: Preprocessor preparations
2020-07-10 11:18:57 +02:00
Stéphane Adjemian (Charybdis)
51b3d5c68f
Do not print aux. var. for PAC expectation in dynamic_set_auxiliary_series routine.
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It is useless in the backward looking version, and it cannot be
evaluated in the MCE case (because of the forward looking recursion).
2020-07-08 22:51:35 +02:00
Sébastien Villemot
3a9b0fc9ce
PAC MCE expectations: add corresponding auxiliary variables in dynamic_set_auxiliary_series.m and set_auxiliary_variables.m
2020-07-08 22:49:51 +02:00
Sébastien Villemot
4b3f010bc6
Simplify DynamicModel::writeAuxVarRecursiveDefinitions()
2020-07-08 18:48:45 +02:00
Sébastien Villemot
5b80a4db59
Unary ops substitution: bugfix, actually restrict the substitution to the chosen equations
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By default, the preprocessor is supposed to only do the “unary ops”
transformation in the equations of VAR/PAC/trend component models.
However, the implementation was slightly different so far. It would detect
candidates to this transformation in the chosen equations, but it would then
perform the substitution in *all* equations.
This could lead for crashes, for example if the chosen equation contains
log(X(-1)), but another (non-chosen) equation has log(X(-2)). Then this latter
expression, even though it belongs to the same lag-equivalence class, is not
properly handled, causing a segfault.
Also do a few related cosmetic changes.
2020-07-08 15:13:14 +02:00
Sébastien Villemot
59bda04d8b
Block decomposition + use_dll: fix bug in timing of exogenous variables
2020-06-25 15:19:49 +02:00
Sébastien Villemot
c4351166a9
use_dll: remove nb_row_x from static file, it is useless
2020-06-23 18:19:27 +02:00
Sébastien Villemot
db8c5439f7
use_dll: higher order derivatives are now returned as sparse matrices by static/dynamic files
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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
95bdfcee8c
use_dll: better safeguards on the number of input/output argument to static/dynamic MEX files
2020-06-23 16:30:21 +02:00
Sébastien Villemot
633b89db64
use_dll: remove hack for Microsoft Visual C++
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We don’t support that compiler, and in any case it should support C99.
2020-06-23 16:00:55 +02:00
Sébastien Villemot
fd13c03401
use_dll: use fmax() and fmin() from C99 to compute max and min operators
2020-06-23 15:59:35 +02:00
Sébastien Villemot
ad5e196d30
Block decomposition now compatible with 'use_dll' option
2020-06-23 15:13:04 +02:00
Sébastien Villemot
479c2c029f
Block decomposition: move core of the routine for writing per-block files in separate function
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This is a preparatory step to allow use_dll with block decomposition.
2020-06-22 14:18:21 +02:00
Sébastien Villemot
7641c2f7ee
Cosmetics
2020-06-22 11:33:16 +02:00
Sébastien Villemot
f098329c74
Block decomposition: static and dynamic files are now pure wrappers around the per-block files
2020-06-19 18:45:42 +02:00
Sébastien Villemot
f4d2ce70da
Block decomposition: move logic for Jacobians in stochastic mode outside the dynamic file
2020-06-19 17:44:05 +02:00
Sébastien Villemot
92aff91066
Block decomposition: in per-block files, construct sparse Jacobians more efficiently
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Use 3-column format before calling sparse().
Ensure that the 3-column matrix is constructed in column-major order: data
locality will greatly improve performance once we implement use_dll.
2020-06-19 16:42:32 +02:00
Sébastien Villemot
93c18d514b
Block decomposition: in per-block dynamic files, fix nonzero elements for deterministic Jacobians
2020-06-19 15:26:19 +02:00
Sébastien Villemot
8ec43b1fb2
Block decomposition: small simplification in per-block dynamic files
2020-06-19 12:39:54 +02:00
Sébastien Villemot
dc28aaa5e9
Block decomposition: fix bug in reduction of block decomposition
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Some evaluated blocks could be incorrectly merged, leading to wrong
results (e.g. blocks incorrectly marked as evaluable forward).
Bug introduced in 39407083be
2020-06-17 19:42:13 +02:00
Sébastien Villemot
79763911b2
Block decomposition: in the dynamic file, y and T are now vectors as in non-block mode
2020-06-17 16:49:12 +02:00
Sébastien Villemot
91d5be3b8c
Block decomposition: fix value of M_.block_structure.dyn_tmp_nbr
2020-06-17 16:04:49 +02:00
Sébastien Villemot
257b399a94
Block decomposition: in dynamic files, rename “jacobian_eval” to “stochastic_mode”
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This is much more explicit.
2020-06-16 15:54:51 +02:00
Sébastien Villemot
379be6ccef
Block decomposition: for “solve two-boundaries” blocks, move the iteration loop outside the dynamic file
2020-06-16 15:34:45 +02:00
Sébastien Villemot
85b900363d
Block decomposition: for “solve two boundaries” block, no longer compute “b” (-residuals+g1*y) in the dynamic function
2020-06-16 13:49:23 +02:00
Sébastien Villemot
8496979375
Block decomposition: remove useless “y” output for static/dynamic files of solved blocks
2020-06-16 10:38:16 +02:00
Sébastien Villemot
ad583adcd4
Block decomposition: for evaluate blocks, move the iteration loop outside the dynamic file
2020-06-15 18:13:17 +02:00