Sébastien Villemot
16f9168fda
PAC MCE: fix incorrect detection of the target variable
...
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.
...
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
...
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
...
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++
...
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
...
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
...
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
...
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”
...
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
Sébastien Villemot
f022c0e16e
Block decomposition: remove duplicate “periods” arg. to dynamic file of complete two-boundaries blocks
2020-06-15 16:54:11 +02:00
Sébastien Villemot
d530ccd012
Misc cosmetic improvements
2020-06-05 17:12:15 +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
7b9495bb2f
JSON output: when writing the model after computing pass, use TEF terms for (not derived) external functions
2020-06-05 16:10:38 +02:00
Sébastien Villemot
f9ab44da56
JSON output: do not append two underscores after model local variable names in their definition
...
This is inconsistent with the way they are printed in equations (without
underscores).
The practice of appending underscores only makes sense in a MATLAB workspace context.
2020-06-05 16:10:37 +02:00
Sébastien Villemot
931935a942
Bug fix: allow external functions in model local variables
2020-06-05 14:50:06 +02:00
Sébastien Villemot
050f1cdd74
Block decomposition: remove unused 2nd and 3rd derivatives in output of dynamic functions
2020-06-03 16:59:04 +02:00
Sébastien Villemot
f0c8a14551
Block decomposition: no longer compute deterministic simulation from dynamic.m file
2020-06-02 17:42:00 +02:00
Sébastien Villemot
2caad3ee84
Block decomposition: simplify DynamicModel::writeDynamicBlockMFile()
2020-05-29 16:48:38 +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
3c5d731500
Fix compilation with GCC 10
2020-05-28 14:21:58 +02:00
Sébastien Villemot
3e0cae650f
Bump Boost version for Julia package
...
Note that MSYS2 has now switched to zstd for compressing their packages.
2020-05-27 18:38:13 +02:00
Sébastien Villemot
3ca1914e03
Block decomposition: fix simulation of blocks of type "evaluate backward" (without bytecode)
...
Ref. dynare#1727
2020-05-26 17:00:21 +02:00
Sébastien Villemot
faa6666abe
Block decomposition: no longer use global variables for temporary terms in the dynamic M-file
...
Rather use a single vector as in non-block mode.
By the way, change the order of output arguments in static functions, to be
closer to the dynamic ones.
2020-05-26 16:21:11 +02:00
Sébastien Villemot
04b7d4386d
Block decomposition: no longer use global variables for temporary terms in the static M-file
...
Rather use a single vector as in non-block mode.
2020-05-25 18:35:36 +02:00
Sébastien Villemot
a5abbae46a
use_dll: remove workaround for char16_t type
...
Should no longer be needed now that the minimal MATLAB version is R2014a.
2020-05-25 16:06:17 +02:00
Sébastien Villemot
b9216be277
Block decomposition: fix incorrect check with model local variables
...
We normally never arrive here, since MLV are not compatible with 'block'
option.
2020-05-25 15:42:16 +02:00
Sébastien Villemot
3033417f5a
Block decomposition: remove ExprNodeOutputType::matlabDynamicSparseSteadyStateOperator
...
It’s not really needed, since it does the same as
ExprNodeOutputType::matlabDynamicSteadyStateOperator.
2020-05-25 15:35:55 +02:00
Sébastien Villemot
7b1a77ca47
Block decomposition: use logical values for some inputs to solve_{one_boundary,two_boundaries}
2020-05-25 15:12:43 +02:00
Sébastien Villemot
a6d9ba6e55
Rename EquationType::evaluate_s to evaluateRenormalized, for clarity
2020-05-20 11:49:32 +02:00
Sébastien Villemot
c6a17913b4
Rename {Static,Dynamic}Model::writeOutput() to ::writeDriverOutput() for clarity
2020-05-20 11:44:40 +02:00