Commit Graph

789 Commits (8b6e42559de6aa560ce424684b1f987fb25f0f92)

Author SHA1 Message Date
Dóra Kocsis dfb5a856c4 bugfix: forecast type option in shock_decomposition. 2019-11-26 18:29:12 +01:00
Sébastien Villemot 0573475891 Merge branch 'master' into 'master'
Master

See merge request Dynare/preprocessor!8
2019-11-26 17:08:03 +00:00
Dóra Kocsis 3e43b36cf3 Introduce forecast type option in shock_decomposition command. Dynare/dynare#1657 2019-11-26 17:49:12 +01:00
Dóra Kocsis c23e136f93 Revert "Merge branch 'master' into 'master'"
This reverts commit 3ae92499b8, reversing
changes made to 3ec01b8612.
2019-11-26 16:46:12 +01:00
Dóra Kocsis 28bfc72a5c Revert "Merge branch 'master' into 'master'"
This reverts commit a37fea0dfc, reversing
changes made to 3ae92499b8.
2019-11-26 16:44:17 +01:00
Houtan Bastani e3a3979eba
remove unnecessary line included in 0ff7a9d 2019-11-26 16:37:01 +01:00
Houtan Bastani 0ff7a9d2ab
introduce command line options: `exclude_eqs` and `include_eqs`
Allows for the inclusion/exclusion of a set of equations, specified either on the command line or in a text file.

If the equation has a single endogenous variable on the LHS, then the equation is moved. If not, if the equation has an `endogenous` tag then that variable is removed along with this equation. If not, then an error is thrown.

As a command line argument, `exclude_eqs` can take the form (same syntax for `include_eqs`):
* `exclude_eqs=eq1 to remove all equations declared as `[name=eq1]`
* `exclude_eqs=[eq 1, eq 2]` to remove all equations declared as `[name=eq 1]` or `[name=eq 2]`
* `exclude_eqs=[tagname=X]` to remove all equations declared as `[tagname=X]`
* `exclude_eqs=[tagname=(X, Y)]` to remove all equations declared as `[tagname=X]` or `[tagname=Y]`

When declared in a file, the file should be of the form:
```
eq 1
eq 2
```
to remove all equations declared as `[name=eq 1]` or `[name=eq 2]`.

It should be of the form:
```
tagname=
X
Y
```
to remove all equations declared as `[tagname=X]` or `[tagname=Y]`.
2019-11-26 14:16:00 +01:00
Houtan Bastani a61565bd01
macro processor: fix bug in cast of string to bool
The incorrect `equal` template was being used.
2019-11-26 11:11:34 +01:00
Houtan Bastani 4540bed06c
macro processor: missed if statement with initializer for C++17 2019-11-26 10:40:51 +01:00
Houtan Bastani 4e3bf09495
macro processor: fix typo that caused logical or not to work when one of the arguments is Real == 1 and other arguments are false 2019-11-26 10:39:16 +01:00
Houtan Bastani 8034513578
macro processor: fix bug: allow empty strings
previously, `@#define str=""` caused an error
2019-11-26 10:32:43 +01:00
Dóra Kocsis 926ccccb26 fix missing tokens in the lexer: conditional, unconditional. 2019-11-25 17:34:52 +01:00
Dóra Kocsis 8bfcefe7fb Add interface for forecast_shock_decomposition. Dynare/dynare#1657 2019-11-25 17:08:59 +01:00
Houtan Bastani 3ec01b8612
modifications for compiling mex on macOS
* only support 64 bit mex
* check whether local compiler exists; if not use system compiler; if that doesn't exist stop processing
* move to minimum macOS 10.9, corresponding to the MATLAB mex min
2019-11-22 16:36:01 +01:00
Houtan Bastani c6beb6c5c6
macro processor: ignore `@#line` directive 2019-11-22 14:14:05 +01:00
Sébastien Villemot 5a5817b4fe
Improvements to the test for balanced growth path
— Raise the default tolerance for cross-derivatives to 1e-6, to reduce the
  number of false positives

— New option “balanced_growth_test_tol” to the “model” block for changing that
  tolerance

— Turn back test failures into errors. Since there is now an option for
  controlling the tolerance, the user always has the possibility of making the
  test pass.

Closes: dynare#1389
2019-11-14 17:55:17 +01:00
Houtan Bastani 0f0299bc1c
fix to allow for diffs of unary ops to go through variable mapping 2019-11-07 16:15:49 -05:00
Houtan Bastani 0bb233d291
fix bug causing auxiliary variables for pac growth parameters not to contain their original symbol id 2019-11-07 14:17:49 -05:00
Dóra Kocsis 7a78593df4 introduce variableMapping, default equation name tags in M_ and JSON output 2019-10-30 16:30:51 +01:00
Houtan Bastani fa9c9435ff
add xref for equation tags 2019-10-29 14:05:55 +01:00
Houtan Bastani ef4710cdb1
macro processor: fix for loops 2019-10-29 11:21:09 +01:00
Houtan Bastani 8a789d060f
aesthetic fix: for conformity to the rest of the code, prefer `const auto` to `auto const` 2019-10-29 11:20:27 +01:00
Houtan Bastani 4866bb5902
macro processor: use C++17 structured bindings in for loops 2019-10-29 11:20:21 +01:00
Houtan Bastani 217dadabbd
Use `if` statements with initializers allowed by C++17 2019-10-29 11:20:13 +01:00
Houtan Bastani 361e99bee5
simplify code 2019-10-28 17:25:40 +01:00
Houtan Bastani 7b13ee1b3a
macro processor: remove unused variable 2019-10-24 17:52:32 +02:00
Sébastien Villemot d839aea08b
Drop unused functions for writing C and C++ output
These functions should have been deleted in
946d105c04.
2019-10-24 10:54:46 +02:00
Sébastien Villemot ecdca502aa
Modernization: stop using make_pair() and make_tuple()
In many cases, they can be replaced by the curly braces syntax.

Otherwise, we can now use the pair() and tuple() constructors, without the need
to specify template parameters, thanks to class template argument
deduction (new in C++17).
2019-10-24 10:49:13 +02:00
Sébastien Villemot 2a127b1f23
VAR/TCM models: use lag-equivalence relationship to compute maximum lags
This is made possible by the getLagEquivalenceClass() method introduced in the
previous commit.

Previously, the static version of the LHS expressions was used.

As a consequence, drop ModFile::diff_static_model, now useless.
2019-10-22 16:04:24 +02:00
Sébastien Villemot 8a83e08e79
Fix bug with diff or unary ops that have same static representation
Previously, for testing whether two diff() expressions or two unary ops were
the lead/lag of each other, the preprocessor would test whether they have the
same static representation. This is ok for simple expressions (e.g.
diff(x(-1))), but not for more complex ones (e.g. diff(x-y) and diff(x(-1)-y)
should not be given the same auxiliary variable).

This commit fixes this by properly constructing the equivalence relationship
and choosing a representative within each equivalence class. See the comments
above lag_equivalence_table_t in ExprNode.hh for more details.

Closes #27
2019-10-22 15:01:06 +02:00
Sébastien Villemot c5d223a79b
Fix semantics of ExprNode::maxLag(), maxLead() and maxLagWithDiffsExpanded() with constants
Those methods can return a negative value in some cases. For example,
maxLead(x₋₁) = −1.

But constants were always returning a value of zero, which means that we had
inconsistent behaviour like maxLead(x₋₁ + 2) = 0.

This commits fixes the behaviour by making these methods return the smallest
possible integer when called on constants.
2019-10-22 11:35:11 +02:00
Sébastien Villemot d38ac48cfa
Create set_auxiliary_series routine in use_dll, block/bytecode and julia modes
Closes #34
2019-10-17 15:03:26 +02:00
Houtan Bastani 7306132644
remove unused headers 2019-10-11 11:44:39 +02:00
Houtan Bastani 8211edc4e8
fix typo 2019-10-10 15:31:03 +02:00
Houtan Bastani 9e454debb5
support external functions in MATLAB namespace. closes dynare#1639 2019-10-09 14:49:05 +02:00
Houtan Bastani 4e1b1e4405
fix typo in parser 2019-10-08 15:36:30 +02:00
Houtan Bastani f77413ebb8
remove unused argument to function 2019-10-08 11:22:29 +02:00
Houtan Bastani fac9e4436c
fix bug in `fast` option: printing temporary terms hid changes in model when the temporary term changed as the temporary terms themselves were not printed. closes dynare#1661
Furthermore, modifications to model local variables were not taken into account.

To fix, take checksum of model local variables, temporary terms, and equations

Also, use existing functions to print these to a stringstream instead of repeating print functionality in this function
2019-10-07 18:55:20 +02:00
Houtan Bastani 6e92f79c13
simplify isChecksumMatching, move to filesystem::path 2019-10-07 17:43:45 +02:00
Houtan Bastani 6191c69d74
move to hash algorithm defined since C++11 for calculating checksums. dynare#1661 2019-10-07 17:43:16 +02:00
Houtan Bastani 979453815c
simplify initialization of `hasModelChanged` variable in writing of output 2019-10-07 11:32:02 +02:00
Stéphane Adjemian (Charybdis) 14b6cb6bee Fixed logic for output language. 2019-10-07 09:28:49 +02:00
Houtan Bastani 7b4616e853
fix cross compilation due to bug in MinGW 8.3.0
implicit conversion from `filesystem::path` to `string` not supported even though it's in the standard
2019-10-04 14:41:48 +02:00
Houtan Bastani 1291320053
macro processor: handle empty files 2019-10-04 11:18:03 +02:00
Houtan Bastani 125adff59c
macro processor: insert path instead of string as the path has already been created 2019-10-04 11:10:21 +02:00
Houtan Bastani 2ce6e411b4
remove unused headers 2019-10-04 10:57:36 +02:00
Houtan Bastani 2f6f0d8cf6
use filesystem::path instead of string to hold include paths passed on the command line 2019-10-04 10:57:36 +02:00
Houtan Bastani 0b3cd3ec90
pac: fix parsing of linear combination for growth option 2019-10-03 18:26:09 +02:00
Houtan Bastani 031bc62f3a
macro processor: use filesystem after move to C++17, closes #31
ancillary to this change is the move of `paths` out of the Driver class into an argument to parsing/evaluation #32
2019-10-03 14:24:47 +02:00
Houtan Bastani d7e70a4063
macro processor: fix bug: interpret @#include at node level instead of at the Driver level 2019-10-02 17:39:11 +02:00
Houtan Bastani 310f3936fe
macro processor: fix bug: interpret @#includepath at node level instead of at the Driver level 2019-10-02 17:39:05 +02:00
Houtan Bastani db52e02158
capitalize MATLAB 2019-10-02 14:04:31 +02:00
Houtan Bastani 93077bbcdd
macro processor: fix bug in range when start point == end point 2019-10-02 10:22:46 +02:00
Houtan Bastani 5e54761201
clarify error message in bfcfbac66d. #29 2019-09-30 14:27:58 +02:00
Houtan Bastani bfcfbac66d
change error message when trying to write unused endogenous variable. #29 2019-09-30 14:21:37 +02:00
Houtan Bastani 12bf59ea28
remove unused line. #29 2019-09-30 14:21:37 +02:00
Houtan Bastani e3c23df9b8
fix spacing and typos 2019-09-30 14:21:36 +02:00
Houtan Bastani 6d783ec9cd
add comment 2019-09-30 14:09:49 +02:00
Houtan Bastani 1fcd305015
allow for expressions as upper bound for irf_calibration and moment_calibration. Closes #12 2019-09-30 12:22:59 +02:00
Sébastien Villemot f66e6a7f35
Fix check for unused endos in the presence of PAC model-consistent expectations
Since commit 64f55e4a5e, in the presence of PAC
model-consistent expectations, some endogenous variables are added to the
symbol table at the beginning of ModFile::transformPass(), while their defining
equations are added at a later point.

But commit 7c3f981eac has introduced a check that
verifies that all endogenous are used in equations. That check happens after
the above mentioned endogenous are created, but after their defining equations
are added. Hence it fails.

The fix consists in creating those endogenous after the check. Incidently, they
are no longer part of the saved original model, but this is a good thing.
2019-09-25 12:00:40 +02:00
Houtan Bastani d3db73b7e4
remove unused symbols 2019-09-25 11:36:03 +02:00
Sébastien Villemot b0ac4a4e51
Cosmetic change 2019-09-24 18:47:43 +02:00
Houtan Bastani 92ad5aad2c
Revert "add info about max endo/exo lag by variable. closes dynare#1596"
This reverts commit 7827d2e04d.
2019-09-24 14:03:38 +02:00
Houtan Bastani 047b3b25bb
add print, noprint options to perfect_foresight_solver 2019-09-12 14:35:29 +02:00
Houtan Bastani 04b6a68aef
new calling structure for stoch_simul, discretionary_policy. dynare#1197 2019-09-11 18:05:40 +02:00
Sébastien Villemot bad0c3cf27
Fix preprocessor failure to rename +<model> directory if /tmp is not on the same filesystem
Bug introduced in 0c755460, that manifested on the Gitlab runners.
2019-09-11 17:03:37 +02:00
Sébastien Villemot 2c6fa34a1f
C++17: use structured bindings instead of std::tie whenever possible 2019-09-11 16:40:19 +02:00
Houtan Bastani 9a5ad17349
suppress sign comparison warnings when compiling with g++-9 2019-09-11 16:25:10 +02:00
Houtan Bastani 6a937689d4
ignore warnings from boost headers when compiling with g++-9 2019-09-11 16:25:10 +02:00
Sébastien Villemot 0c755460b1
Use std::filesystem instead of boost::filesystem
Note that there is no equivalent of boost::filesystem::unique_path(), so I
implemented ModFile::unique_path() which does something similar.
2019-09-11 14:47:48 +02:00
Houtan Bastani 0c1373bc5e
stop processing when certain functions are used in a linear context on endogenous/exogenous variables. closes dynare#1537 2019-09-10 12:37:28 +02:00
Houtan Bastani d1be4f4946
remove duplicates from stoch_simul symbol_list. closes dynare#1519 2019-09-10 11:13:33 +02:00
Houtan Bastani 7827d2e04d
add info about max endo/exo lag by variable. closes dynare#1596 2019-09-09 14:29:22 +02:00
Houtan Bastani 7c3f981eac
stop processing if not all endogenous variables are used in the model block. closes #25 2019-09-05 12:19:21 +02:00
Sébastien Villemot fbf535e819
Fix typo 2019-08-27 14:20:00 +02:00
Houtan Bastani 0df8dd3bc2
include header needed to compile 3a21eda40e with g++
#26
2019-08-26 18:17:41 +02:00
Houtan Bastani 3a21eda40e
macro processor: support @#echomacrovars with symbol_list
closes #26
2019-08-26 18:12:04 +02:00
Houtan Bastani 2b3519e3b0
macro processor: add for syntax for shortcut with filtering comprehension
closes #28
2019-08-26 16:08:31 +02:00
Houtan Bastani def99f9dd3
macro processor: simplify parser code 2019-08-26 15:00:53 +02:00
Houtan Bastani d4ad2cbb5e
macro processor: Expression class has to_string function as well, so no need for cast 2019-08-23 12:07:31 +02:00
Houtan Bastani 7f96d4a1c9
macro processor: remove unnecessary check in Function evaluation
Not necessary because of parser rules for function definition
2019-08-23 11:12:36 +02:00
Sébastien Villemot 8cdbdee315
Various cleanups around the “language” option
— allow “language=matlab” for symmetry (this is the default)
— remove the useless “cuda” and “python” values
— give a more meaningful error message when “output” is used in conjunction
  with “language=matlab”
2019-08-22 17:43:34 +02:00
Sébastien Villemot db6d4fb0cd
Support identification(order=3)
In that case, the preprocessor outputs g4 (4th derivatives of model) and
g3p (1st derivs of g3 w.r.t. parameters).

Ref #10
2019-08-22 17:02:40 +02:00
Sébastien Villemot 1491b2d225
Give better names to ostringstream variables storing derivs w.r.t. params. 2019-08-22 17:02:39 +02:00
Houtan Bastani 6ced2aaedb
macro processor: fix bug in array power: disallow reals that are not integers 2019-08-22 15:44:31 +02:00
Houtan Bastani 8da3dc5c6b
macro processor: add noexcept to functions 2019-08-21 18:25:08 +02:00
Houtan Bastani 48466f0e10
macro processor: remove double evaluations of ExpressionPtr 2019-08-21 18:07:40 +02:00
Houtan Bastani 92f18f58f5
macro processor: comment If class 2019-08-21 18:04:09 +02:00
Sébastien Villemot 4594fdd0fd
More comment improvements in relation to diff operator expansion/substitution 2019-08-20 18:22:02 +02:00
Houtan Bastani cfc7a1467b
macro processor: fix error message 2019-08-20 15:21:41 +02:00
Houtan Bastani 6e523aaf28
macro processor: add immutable Range class, making Array immutable 2019-08-20 15:21:41 +02:00
Houtan Bastani 6c72980580
macro processor: replace uses of make_pair 2019-08-20 14:29:44 +02:00
Houtan Bastani 16080f2bb8
macro processor: make Variable class immutable 2019-08-20 11:16:33 +02:00
Houtan Bastani b3ec807b90
macro processor: move changes from `cd99bb3af9c8ef6fd881fa0457121894f8edd14e` to the header file 2019-08-19 18:31:18 +02:00
Sébastien Villemot 9b9c5beb5c
Ensure that unary ops aux vars are never created when there is a lead
The transformation would be incorrect because of the expectation operator.

There was already a safety check, but it was not entirely correct. For example,
if “exp(y)” was appearing before “exp(y(+1))”, the check would not catch the
problem, because it happened after the substitution table had been filled. So
we now do the check before filling that table.
2019-08-19 18:27:57 +02:00
Sébastien Villemot 3941278832
Add more comments in routines for aux vars for unary ops / diff operators
By the way, do some small code simplifications.
2019-08-19 18:27:57 +02:00
Sébastien Villemot 8e9f6e4c57
Improve some function prototypes for better distinction between input and output arguments 2019-08-19 18:27:57 +02:00
Houtan Bastani cd99bb3af9
macro processor: Make @#include and @#includepath immutable 2019-08-19 18:20:53 +02:00
Houtan Bastani b77f6ecd94
macro processor: add `defined` operator 2019-08-19 15:14:51 +02:00
Houtan Bastani 8ebd2a1735
macro processor: support `@#elseif` directive 2019-08-19 15:14:43 +02:00
Sébastien Villemot 75b000a0b5
Macro processor: ensure that all read-accessors return a const reference
Useless copies are thus avoided in some situations.
2019-08-14 17:36:10 +02:00
Sébastien Villemot 8c1e48a09e
Add a few more calls to std::move() 2019-08-14 17:27:31 +02:00
Sébastien Villemot c4f331c74c
Macro processor: make more node classes immutable
Since the node classes are stored and copied as std::shared_ptr, a given class
instance can actually be shared by two different expressions. Hence, in order
to prevent weird bugs, it’s necessary to make these classes immutable.

This commit deals with the easy cases.

The remaining (and more complex) ones are:
— Variable
— Array
— Include
— IncludePath
2019-08-14 17:14:42 +02:00
Sébastien Villemot 46a7cf5db7
Macro processor: fix the use of move semantics in constructor
In particular, remove the const keyword before arguments passed-by-value,
because otherwise they can't be moved (since they are immutable).

Also add a few missing calls to std::move(), and remove some calls to
std::move() when they are useless (on class enums, which are fundamental
types.)
2019-08-14 16:43:45 +02:00
Sébastien Villemot 37e7a6d1c1
Now that we require Bison ≥ 3.2, the stack.hh and position.hh files are no longer generated 2019-08-14 15:36:31 +02:00
Sébastien Villemot b299983a8b
Fix the notmpterms option in the presence of external functions 2019-08-14 15:28:41 +02:00
Sébastien Villemot ecad2dfb10
Avoid running bison and flex multiple times when doing parallel builds 2019-08-14 11:22:33 +02:00
Sébastien Villemot 30aaf93ca7
Bison 3.2 now generates a default semantic action with variants
The minimal required version of Bison is bumped to 3.2, so that we can rely on
those default actions.
2019-08-14 11:22:33 +02:00
Houtan Bastani 2c6a290fb3
remove unnecessary declaration 2019-08-13 13:17:08 -04:00
Houtan Bastani bb13b93d59
aesthetic fix 2019-08-13 12:37:34 -04:00
Sébastien Villemot 5960a9168c
Macro processor: fix the shift/reduce conflict related to ternary colon operator
The idea is to split the expression rule into smaller subrules, hierarchically
organized according to the operator precedence (Bison still does part of the
job of dealing with precedence).
2019-08-13 18:17:14 +02:00
Houtan Bastani 7048a4ff32
macro processor: consolidate precedence rules around unary +/- 2019-08-13 09:56:32 -04:00
Houtan Bastani 0c37da202b
add missing precedence for unary plus 2019-08-13 09:55:41 -04:00
Houtan Bastani 321f70df21
macro processor: consolidate precedence rules around unary +/- and casting 2019-08-12 16:57:39 -04:00
Houtan Bastani 273c54f7fb
macro processor: introduce functions to test types of variables and literals 2019-08-07 14:16:15 -04:00
Houtan Bastani d35f2609fe
macro processor: implement `isempty` 2019-08-07 11:59:14 -04:00
Houtan Bastani eeb5600845
more changes missed in `309326c372b140d4e6e459b2139d957c246c6512` 2019-08-07 10:48:25 -04:00
Houtan Bastani 00172ec10b
change missed in `309326c372b140d4e6e459b2139d957c246c6512` 2019-08-07 10:44:11 -04:00
Houtan Bastani 309326c372
macro processor: change name of Double type to Real 2019-08-07 10:37:35 -04:00
Houtan Bastani ddd4361887
macro processor: remove unnecessary `std` namespace specifier 2019-08-06 17:02:25 -04:00
Houtan Bastani fcb1982de8
macro processor: only allow conversion to boolean from strings that precisely contain numeric values or true or false 2019-08-06 17:01:10 -04:00
Houtan Bastani 86538bed1c
macro processor: only allow conversion to double from strings that precisely contain numeric values 2019-08-06 14:48:55 -04:00
Houtan Bastani 618bf7c987
macro processor: remove cast to int 2019-08-06 14:10:11 -04:00
Houtan Bastani 72c216fd7c
macro processor: fix error messages 2019-08-06 11:31:56 -04:00
Houtan Bastani b3798a0baa
macro processor: introduce bool casts 2019-08-05 16:30:29 -04:00
Houtan Bastani eaa8b8fa84
macro processor: introduce array casts 2019-08-02 17:00:23 -04:00
Houtan Bastani 2b1eedd132
macro processor: introduce tuple casts 2019-08-02 16:56:01 -04:00
Houtan Bastani 7e085855b3
macro processor: introduce string casts 2019-08-02 15:19:00 -04:00
Houtan Bastani 5442512904
macro processor: introduce double casts 2019-08-02 15:03:05 -04:00
Houtan Bastani 5fc83fad29
macro processor: introduce integer casts 2019-08-02 14:53:24 -04:00
Houtan Bastani 4a3423f74f
macro processor: fix typos 2019-08-02 14:34:50 -04:00
Houtan Bastani b286bedbb6
onlymodel now prints shock_groups block 2019-07-22 15:18:01 -06:00
Houtan Bastani 2c8d0471a4
normalizeEquation not implemented for PacExpectationNodes 2019-07-15 16:34:54 -04:00
Houtan Bastani 866e4d6d39
macro processor: introduce colon operator with three args
This introduces a shift/reduce compilation warning in the macro processor because at expr COLON expr . COLON expr the parser doesn’t know whether to shift or reduce
2019-07-15 16:29:04 -04:00
Houtan Bastani ae0a91256a
add cubic root to dynare language 2019-07-15 12:18:26 -04:00
Sébastien Villemot deb41a2a8f
Fix comment in previous commit 2019-07-11 18:39:32 +02:00
Sébastien Villemot e7b619c0ef
Fix handling of underflows and overflows in load_params_and_steady_state
Basically revert the change made in 30c205f418,
since it lead to preprocessor crashes (via C++ exceptions).
2019-07-11 18:35:42 +02:00
Sébastien Villemot 0988a1f755
Generated LaTeX files are now under <basename>/latex/ 2019-07-11 17:33:53 +02:00
Sébastien Villemot ac9d352a2c
use_dll under MATLAB: link only to libraries that are really needed 2019-07-11 16:11:24 +02:00
Sébastien Villemot 176732ee2c
ModelTree: pass argument by const-reference rather than by value in some methods 2019-07-05 18:41:13 +02:00
Sébastien Villemot 17c4104275
ExprNode::removeTrendLeadLag(): pass map argument by const-reference rather than by value 2019-07-05 18:22:24 +02:00
Sébastien Villemot 24d4b2dc77
identification command now accepts the order option
Note that this option does not modify the global options_.order, for
consistency with the semantics of the identification command.

The preprocessor will compute dynamic derivatives up to at least order+1.

Closes #10
2019-07-05 17:49:16 +02:00
Sébastien Villemot 4032942fa4
Add “diff” and “flip” options to plot_shock_decomposition and initial_condition_decomposition
Ref Dynare/dynare#1649
2019-07-03 16:28:00 +02:00
Houtan Bastani 1562016389 macro processor: handle case of functions without arguments 2019-06-27 16:47:48 +02:00
Houtan Bastani 06b835c2e0 aesthetic changes 2019-06-27 14:27:59 +02:00
Houtan Bastani 63b2117587 macro processor: remove unnecessary includes 2019-06-27 13:57:19 +02:00
Houtan Bastani 8b19565372 macro processor: prefer superfluous parenthesis when printing than printing with incorrect precedence 2019-06-27 11:48:03 +02:00
Houtan Bastani bde7c47117 macro processor: combine comprehension classes 2019-06-27 11:44:51 +02:00
Houtan Bastani 6686344acb
fix typos introduced in 68789da6a1 2019-06-25 17:02:26 +02:00
Houtan Bastani 68789da6a1
macro processor: aesthetic changes 2019-06-25 16:52:17 +02:00
Houtan Bastani d5f728c0a3
macro processor: support array comprehension 2019-06-25 16:50:26 +02:00
Houtan Bastani 2bd6282aef
Revert "macro processor: support array comprehension" (should not have been pushed yet)
This reverts commit f2c93d377f.
2019-06-25 12:14:03 +02:00
Houtan Bastani b041cb4fba
macro processor: remove unnecessary function 2019-06-25 12:12:34 +02:00
Houtan Bastani f2c93d377f
macro processor: support array comprehension 2019-06-25 11:15:15 +02:00
Houtan Bastani cd9dfa64cb
macro processor: inline function 2019-06-25 11:14:00 +02:00
Houtan Bastani e5121176a9
fix typo/aesthetic fixes 2019-06-24 16:55:36 +02:00
Houtan Bastani 4c6032895d
macro processor: fix bug in indexing of strings/arrays 2019-06-24 15:57:00 +02:00
Houtan Bastani b8205a49df
Revert "macro processor: allow @#includepath to accept a colon-separated list of paths"
This reverts commit 12b09073e3.
2019-06-24 14:39:35 +02:00
Houtan Bastani 12b09073e3
macro processor: allow @#includepath to accept a colon-separated list of paths 2019-06-24 12:20:48 +02:00
Houtan Bastani 6cf9a410d0
macro processor: oblige parens for tuple passed as variable in for loop 2019-06-24 11:58:55 +02:00
Houtan Bastani a3e63101f4
support `save` option of @#echomacrovars 2019-06-24 11:06:31 +02:00
Houtan Bastani f400f02432
aesthetic changes 2019-06-24 10:09:37 +02:00
Houtan Bastani ef62bc6c50
add suppression missed in 5ba2d8500a 2019-06-21 17:08:58 +02:00
Houtan Bastani 5ba2d8500a
suppress macro processor compilation warnings with gcc 2019-06-21 17:07:10 +02:00
Houtan Bastani 17e040f3f6
macro processor 2.0 2019-06-21 16:45:17 +02:00
Sébastien Villemot 69f2f1ca88
UnaryOpCode::eval(): add missing error cases 2019-06-19 17:31:33 +02:00
Sébastien Villemot fb5518849d
Update comment following the renaming of the perfect_foresight_problem DLL 2019-06-18 15:33:56 +02:00
Sébastien Villemot 271a579808
Remove symmetric elements in 3rd derivatives 2019-06-17 15:28:33 +02:00
Sébastien Villemot d59f9f75ff
Simplification of previous commit 2019-06-05 15:03:48 +02:00
Houtan Bastani d873414728
pac_model growth: allow single parameters 2019-05-27 16:06:14 +02:00
Houtan Bastani 3509291b74
pac_model: only write growth fields if growth was passed to pac_model 2019-05-20 16:14:40 +02:00
Houtan Bastani 2753ab9887
pac: collect exogenous variables in growth argument to pass exo use test in ModFile.cc 2019-05-17 15:06:16 +02:00
Sébastien Villemot 51beb9c2ef
New M_.has_external_function field 2019-05-15 15:02:36 +02:00
Sébastien Villemot 840b5f4f7f
Bugfix for M_.dynamic_tmp_nbr: first element was not including temp. terms for model local vars 2019-05-14 17:08:38 +02:00
Houtan Bastani a0f74f5c16
pac growth: allow linear combination 2019-05-14 12:33:59 +02:00
Houtan Bastani 33c2f9b88b
move macOS compiler to gcc-9 2019-05-08 14:58:45 +02:00
Stéphane Adjemian (Charybdis) 358c3d6716 Revert "Allow th use of EXPECTATION keyword in variables tags."
This reverts commit fbc42b1930, which is
incorrect for the currently used version of Bison (in stretch).
Besides, even if the patch seems to work with recent versions of
Bison, it introduces hard to predict and probably very unpleasant
properties (this patch allows to use the `expectation` word anywhere,
this would be a problem if the user choose to name a variable or
parameter as `expectation`).
2019-05-04 08:40:44 +02:00
Sébastien Villemot 40ef954802
Add new dynamic_g1_nz.m generated file, for perfect_foresight_stacked_solver DLL 2019-05-03 19:25:23 +02:00
Stéphane Adjemian (Charybdis) fbc42b1930 Allow th use of EXPECTATION keyword in variables tags. 2019-05-03 12:18:45 +02:00
Houtan Bastani 7fb591645f
fix bug in pac equation: match terms of param*linear_expression 2019-05-03 11:54:45 +02:00
Sébastien Villemot 82cd95a653
Remove some unnecessary headers 2019-05-02 15:30:33 +02:00
Stéphane Adjemian (Charybdis) 84d57393dc Return empty list of names in models without parameters or exogenous variables. 2019-04-29 23:27:26 +02:00
Houtan Bastani bf89cedd88
fix compilation of static/dynamic files on macOS 2019-04-24 17:40:50 +02:00
Houtan Bastani 21fe0f4bdc
avoid cast warnings when compiling boost headers 2019-04-23 14:57:03 +02:00
Sébastien Villemot 1907249fac
Ask GCC to warn about C-style casts (-Wold-style-cast)
Adapt the code accordingly.
2019-04-23 12:54:11 +02:00
Sébastien Villemot c628f21245
JSON: output derivatives at an arbitrary order
Backward incompatible change: the temporary terms for 3rd order are now stored
in "temporary_terms_third_derivative" (without the final "s"; same for external
functions), for consistency with the name of the slot for the derivatives
themselves ("third_derivative").

Ref dynare#217
2019-04-18 17:13:16 +02:00
Sébastien Villemot 43906691d3
JSON: simplification of method for writing temporary terms 2019-04-18 17:10:39 +02:00
Sébastien Villemot 1fee4840b6
More Unicode copyright symbol 2019-04-16 14:29:30 +02:00
Sébastien Villemot b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding) 2019-04-16 11:35:31 +02:00
Sébastien Villemot bbab112d65
Support for output of arbitrary derivation order (in MATLAB and DLL modes)
Does not work for Julia mode, neither with block and bytecode.

Note: in DLL mode, the number of temporary terms in no longer given in the
‘ntt’ symbol; it must be computed using ‘M_.dynamic_tmp_nbr’.

Ref dynare#217
2019-04-12 18:13:50 +02:00
Houtan Bastani e689032c31
fix bug in 3947903f33 2019-04-12 14:34:25 +02:00
Houtan Bastani 7392cd3a6c
add JSON output for plot_shock_decomposition, realtime_shock_decomposition, and initial_condition_decomposition 2019-04-12 14:34:09 +02:00
Houtan Bastani 3947903f33
add JSON output for shock_groups 2019-04-12 14:16:42 +02:00
Houtan Bastani 1edc9af764
remove unused field 2019-04-12 14:16:15 +02:00
Houtan Bastani dfca3c5933
macroprocessor: fix bug: when macro variables were defined on the command line the resulting .mod file had newlines inserted at the top, resulting in incorrect line numbers when errors were encountered 2019-04-10 15:33:55 +02:00
Houtan Bastani c6467af814
Read options at top of .mod file as long as they exist on the first *non empty* line
In other words, allow newlines before these options
2019-04-10 14:49:33 +02:00
Houtan Bastani 2a9c4b234a
maintain order of macro variables defined on command line when writing them to the .mod file
Before this commit, a dynare call such as
```
dynare <<mod file>> -Db=“A” -Da=@{b}
```
would not expand the value of `b` in `a` whereas
```
dynare <<mod file>> -Da=“A” -Db=@{a}
```
would expand the value of `a` into `b` because the arguments were stored in a map which printed the `@#define` statements in the .mod file in alphabetic order.
2019-04-10 12:51:45 +02:00
Houtan Bastani 4d287a94f2
remove leading newlines when noemptylinemacro is passed 2019-04-09 15:11:47 +02:00
Sébastien Villemot 39926133b8
More automatic modernizations with clang-tidy 2019-04-03 16:46:20 +02:00
Sébastien Villemot 8a41a75c85
Apply modernize-raw-string-literal from clang-tidy
Use ReplaceShorterLiterals option to enforce replacement of all strings.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-raw-string-literal.html
2019-04-03 16:45:52 +02:00