2caad3ee84
Block decomposition: simplify DynamicModel::writeDynamicBlockMFile()
2020-05-29 16:48:38 +02:00
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
3c5d731500
Fix compilation with GCC 10
2020-05-28 14:21:58 +02:00
3ca1914e03
Block decomposition: fix simulation of blocks of type "evaluate backward" (without bytecode)
...
Ref. dynare#1727
2020-05-26 17:00:21 +02:00
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
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
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
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
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
7b1a77ca47
Block decomposition: use logical values for some inputs to solve_{one_boundary,two_boundaries}
2020-05-25 15:12:43 +02:00
a6d9ba6e55
Rename EquationType::evaluate_s to evaluateRenormalized, for clarity
2020-05-20 11:49:32 +02:00
c6a17913b4
Rename {Static,Dynamic}Model::writeOutput() to ::writeDriverOutput() for clarity
2020-05-20 11:44:40 +02:00
becc433d56
Rename byte_code to bytecode for consistency with user option name
2020-05-20 11:39:59 +02:00
c579a45b08
Remove helper now unused because of 1d838e96ff
2020-05-20 11:35:44 +02:00
96657b4974
Block decomposition: refactor code that writes the block structure to the driver file
2020-05-20 11:35:14 +02:00
4b28f1fe9c
Bytecode: remove unused data structure
2020-05-20 10:31:31 +02:00
2944484442
Bytecode: rename output methods for better consistency
2020-05-19 17:45:33 +02:00
1d838e96ff
Block decomposition: simplify routines for writing output dynamic/static M files
2020-05-19 17:33:58 +02:00
d05ffde63e
Merge branch 'hif' into 'master'
...
histval_file initval_file refactoring
See merge request Dynare/preprocessor!20
2020-05-14 14:36:36 +00:00
ed4c36a267
add first_simulation_period to the lexer
...
(cherry picked from commit c8575e11d2f81ad606ab50849c52127653699a93)
2020-05-14 14:36:35 +00:00
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
c9388da649
Bytecode: still another fix for temporary terms
2020-05-13 15:16:38 +02:00
2e6bc7ecaa
Bytecode: fix handling of temporary terms
...
They were broken by 49036f166d
2020-05-13 12:53:47 +02:00
f8796c67c5
ExprNode::computeTemporaryTerms: minor simplifications, for symmetry with blocks code
2020-05-12 18:39:15 +02:00
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
ba214a100d
Block decomposition: bugfix, cutoff option was ignored
...
Introduced in c699d57308
2020-05-07 18:41:01 +02:00
928aa977b6
Block decomposition: replace expr_t by BinaryOpNode * in a couple of places
2020-05-07 15:24:35 +02:00
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
a1b37288f9
Block decomposition: do not write unnecessary zeros in dynamic Jacobian
...
Also do cosmetic change in the corresponding code for static Jacobian.
2020-05-06 14:22:04 +02:00
9f361e9e37
Block decomposition: simplify code for ordering dynamic Jacobian columns
2020-05-06 14:21:24 +02:00
061245e50d
Block decomposition: simplify routines that write static model in MATLAB form
...
By the way, this probably fixes a bug in the presence of external
functions (so-called TEF terms were not properly repeated in each per-block
static file).
Also remove debugging output in the M-file.
2020-05-05 18:59:28 +02:00
38ccd5e0cf
Block decomposition: remove unneeded code for bytecode
2020-05-05 17:15:08 +02:00
5f22f00436
PAC models: handle PAC data in DynamicModel copy constructor and assignment operator
2020-05-05 16:34:51 +02:00
4f453320d1
Block decomposition: remove unneeded code for exogenous
2020-05-05 16:17:22 +02:00
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
b1a739c56a
DynamicModel: add missing members in copy constructor/assignment operator
2020-04-30 14:57:50 +02:00
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
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
7f57821401
Now compute blocks[].first_equation from ModelTree::computeBlockDecompositionAndFeedbackVariablesForEachBlock
...
Also include various cosmetic changes.
2020-04-29 18:48:42 +02:00
1886746581
VariableDependencyGraph::reorderRecursiveVariables now returns indices from vertex_index
...
This is for consistency with other graph algorithms. Previously it would return
an index from vertex_index1.
See also 1d92adacf4
2020-04-29 18:46:15 +02:00
24db5e6033
Minor simplifications in graph algorithms
2020-04-29 18:12:22 +02:00
4948adf2cd
Block decomposition: remove unused data structure
2020-04-29 17:47:48 +02:00
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
39407083be
Block decomposition: ensure that the cutoff option only impacts normalization
...
Previously, the cutoff option would also impact the block decomposition itself,
since it would had an influence on the incidence matrix used for computing the
blocks and their derivatives.
The problem is that, in the general case, it’s quite possible that an element
of the numerical Jacobian be zero at the evaluation point, while being quite
different from zero along the simulation path. A typical example is an
expression of the type x*y, where y is an endogenous and x is an exogenous not
present in the initval block (and hence initialized to zero).
2020-04-29 12:41:39 +02:00
470cb5fcb0
Block decomposition: remove mostly unused structure ModelTree::derivative_endo
...
It has been superseded by ModelTree::blocks_derivatives.
By the way, fix the initial number of non-zero elements in sparse Jacobian.
Also avoid computing suboptimal temporary terms.
2020-04-28 14:12:29 +02:00
2c69f1f31e
Cosmetic changes to ModelTree::determineLinearBlocks()
2020-04-28 12:35:18 +02:00
2e136cae56
Block decomposition: simplify computation of block derivatives
...
— use a std::map for storing block derivatives
— remove redundant ModelTree::first_chain_rule_derivatives structure
— remove unused codepaths in StaticModel
— DynamicModel: simplify code that determines the type of derivatives in a
block. We now use a slightly different categorization.
— by the way, fix the max lead/lag information for blocks that are obtained via
merging. A workaround was previously implemented in
DynamicModel::get_Derivative(), but it is no longer needed with this fix.
2020-04-28 12:26:51 +02:00
5bd41f8599
Improve comments
2020-04-24 19:06:30 +02:00
45b260cf20
VariableNode::getChainRuleDerivative: do not cache values in ExprNode::derivatives
...
This field is used for standard derivatives. Using it also for chain rule
derivatives can only lead to wrong results.
2020-04-24 19:06:30 +02:00
29f28be772
Further simplify ModelTree::computeBlockDecompositionAndFeedbackVariablesForEachBlock()
2020-04-24 11:36:05 +02:00
5ee45f5bd4
Block decomposition: remove helpers that are no longer needed since data structure are cleaner
...
Add a new helper for getting the number of recursive variables in a block.
2020-04-23 16:31:57 +02:00
2154227990
Block decomposition, bugfix: M_.block_structure_stat.block().mfs was wrong
2020-04-23 16:03:38 +02:00
e48e761b94
Block decomposition: various minor cleanups
2020-04-23 14:41:18 +02:00
8b6e42559d
fix typo
...
[skip ci]
2020-04-21 13:08:27 -04:00
118ceab85b
Block decomposition: reorganize data structures storing block information
2020-04-21 18:25:33 +02:00
8eafd9ab4f
Block decomposition: various refactorings
2020-04-17 19:23:52 +02:00
1d92adacf4
Block decomposition: fix bug with mfs > 0 introduced in 5431451db3
2020-04-17 18:19:07 +02:00
a741799f90
Block decomposition: factorize various helper functions
...
Should have been done in 76c2e87c3b
2020-04-17 16:04:19 +02:00
7327fb9f17
Block decomposition: give more explicit names to ModelTree::{inv_,}{equation,variable}_reordered
2020-04-17 15:09:22 +02:00
4e819f09b2
Block decomposition: various refactorings
2020-04-15 17:56:28 +02:00
5431451db3
Block decomposition: refactor algorithms on the variable dependency graph
...
In particular, move them into a separate class rather than a namespace.
2020-04-10 12:55:07 +02:00
Stéphane Adjemian (Charybdis)
c38f9aa7c3
Cosmetic change.
2020-04-06 09:29:57 +02:00
Stéphane Adjemian (Charybdis)
27a8b3b70e
Added preprocessor option: notime.
...
Do not print the total computing time at the end of the driver.
2020-04-03 11:00:48 +02:00
daa8d01686
Complete rewrite of the equation normalization symbolic engine
2020-04-02 19:19:57 +02:00
e88c05e3b8
Change prototype of DataTree::AddEqual()
...
This permits some simplifications.
2020-04-02 19:19:57 +02:00
fb72472ee0
Block decomposition: fix several bugs in computation of renormalized equations
...
This would only hit for mfs=2 or mfs=3.
2020-03-30 18:39:25 +02:00
1949a355a7
Block decomposition: simplifications to ModelTree::equationTypeDetermination
2020-03-30 17:06:48 +02:00
4d30f17e0b
Block decomposition: move collectFirstOrderDerivativesEndogenous in ModelTree
...
By the way, use camel case for the function name.
2020-03-30 14:51:53 +02:00
ad48697abe
Block decomposition without bytecode: fix call to solve_one_boundary
...
Ref. dynare#1717
2020-03-30 12:44:01 +02:00
9263a02a9b
Skip constant equations replacement only when there is an “mcp” tag
...
Since bef537d40a
2020-03-27 18:17:04 +01:00
50776a766a
Remove the unsignedness of many integer variables and function arguments
...
This was only adding unneeded complexity, for no clear reason (we’re very far
from reaching 2³¹ equations, and if we wanted to support models that large, it
would be better to use long integers to avoid being limited to 2³²).
2020-03-24 18:28:03 +01:00
92c3cbdfa1
Remove unused classes
2020-03-24 17:04:53 +01:00
78ff24ea14
Block decomposition: misc style and doc improvements
2020-03-24 16:57:45 +01:00
a2caa8b4a8
Block decomposition: in symbolic normalization, no longer insert a null pointer in dynamic Jacobian
...
Rather use DataTree::Zero, since we use numerical zero for static and
contemporanous Jacobians.
2020-03-24 15:28:22 +01:00
5d6e6338f4
Block decomposition: remove unused codepaths in computation of normalization
2020-03-20 18:49:31 +01:00
097bdfde03
Misc simplifications and cosmetics
2020-03-20 18:42:59 +01:00
ce1cbb3e52
Block decomposition: turn EquationType into an enum class
2020-03-20 18:00:56 +01:00
8b4d046f9f
Block decomposition: turn BlockSimulationType into an enum class
2020-03-20 17:31:14 +01:00
f1061e8df1
Block decomposition: turn BlockType into an enum class
2020-03-20 16:38:43 +01:00
fcef9cf8b9
Block decomposition: further streamlining of function prototypes
2020-03-20 15:23:23 +01:00
bd6eee93df
Block decomposition: refactor the prototypes of various functions
...
— return output arguments on the left-hand side
— do not pass class members as input/output arguments
By the way, fix a (benign) vector allocation bug in
{Static,Dynamic}Model::computeChainRuleJacobian().
2020-03-19 17:47:12 +01:00
76c2e87c3b
Block decomposition: factorize data structures between StaticModel and DynamicModel
2020-03-17 18:58:34 +01:00
7aea50b988
Do not import MFS namespace
2020-03-17 16:49:22 +01:00
ec57ee96c3
MinimumFeedbackSet: make most functions (de facto) private
2020-03-17 16:48:55 +01:00
ca7024802e
Merge branch 'shock_decomp' into 'master'
...
Add missing smoother options to shock_decomposition
See merge request Dynare/preprocessor!18
2020-03-17 13:22:41 +00:00
dab769c6f4
Add missing smoother options to shock_decomposition
2020-03-17 11:48:51 +01:00
d668590ff8
modify Julia output for mapping eqidx
2020-03-17 09:27:10 +01:00
7d1a467aa3
Transform predetermined variables before computing original model leads/lags
...
This is necessary to correctly compute those original model leads/lags. In
particular, this is needed for correct interaction with “histval”.
Closes : #47
2020-03-02 17:10:24 +01:00
Stéphane Adjemian (Charybdis)
2a048a487c
Throw an error if mh_tune_guess is used without mh_tune_jscale.
2020-02-29 09:54:18 +01:00
Stéphane Adjemian (Charybdis)
3c6a23137b
Throw an error if mh_tune_jscale is used with mh_jscale.
2020-02-28 18:28:09 +01:00
Stéphane Adjemian (Charybdis)
5a12f56b0f
Cosmetic change (indentation).
2020-02-28 13:17:01 +01:00
Stéphane Adjemian (Charybdis)
baa3804314
Shorten option name.
2020-02-28 13:10:47 +01:00
02fa6c7814
Add interface to set initial guess for mh_tune_jscale
2020-02-26 11:20:48 +01:00
9ff10f482a
Fix typos (thanks lintian)
2020-02-25 15:20:33 +01:00
312edf0dba
Provide M_ as an output to stoch_simul and discretionary_policy
...
Related to https://git.dynare.org/Dynare/dynare/issues/1711
2020-02-24 13:06:59 +00:00
2813ef2d18
remove unused header
2020-02-21 19:51:04 +01:00
7371558321
rework equation tags
...
Create new EquationTags class to simplify use of equation tags throughout the code and avoid repeated code
issue #38
2020-02-21 17:49:38 +01:00
28b98c7c0e
Rework the function that handles the macro-expansion of the .mod file
2020-02-20 15:30:46 +01:00
abedb47573
macro processor: allow for the definition of a variable without a value
...
- by default, set the value of the variable to `1`, as is done on the command line with the `-D` flag
issue #43
2020-02-19 21:40:40 +01:00
4a68f8a38d
dragonfly: add new field to `options_.parallel_info`
2020-02-18 21:31:07 +01:00
a3fb2b123e
fix bug introduced in a778ba4
2020-02-18 12:32:34 +01:00
a778ba4ab4
fix lookbehind to handle `-` sign in substitution of dates in native statements
...
closes dynare#1708
2020-02-17 17:37:58 +01:00
976e2ae17a
remove support for weekly dates
2020-02-17 15:03:26 +01:00
fb8a26f877
dragonfly: support ProgramConfig config file option
2020-02-13 18:35:56 +01:00
f022f666b7
dragonfly: support ProgramPath config file option
2020-02-13 17:47:15 +01:00
ac4749edf9
add undocumented `gui` option to preprocessor
2020-02-12 12:32:40 +01:00
14be6bad00
occbin: support occbin tags in equation tags, add occbin_likelihood and occbin_smoother as options to estimation
2020-02-11 14:24:06 +01:00
f9a7d8ded3
make loop variables const
2020-02-06 16:09:03 +01:00
de6ca5cdcc
Combine `DynareMain.cc` and `DynareMain2.cc`
2020-02-05 16:27:40 +01:00
1dbbd87d3d
Remove options `noemptylinemacro` and `nolinemacro`; add option `linemacro`
...
This only concerns the situation when `savemacro` is also passed.
When `linemacro` is passed, the macro expanded .mod file is the same as before
When `linemacro` is not passed, the macro expanded .mod file is equivalent to what it was before when both `noemptylinemacro` and `nolinemacro` were passed.
closes #44
closes #45
2020-02-05 15:19:01 +01:00
c4a9f93d40
Do not allow the estimation of a parameter that appears in “planner_discount”
...
Ref. dynare#1173
2020-02-04 17:49:53 +01:00
12296b620f
macro processor: fix bug in file reported when error encountered after a file has been included
...
closes #42
2020-02-04 11:12:41 +01:00
6284e991fc
macro processor: remove unnecessary type specifiers
2020-02-04 11:12:41 +01:00
ee972d9638
Fix “planner_discount” option of “discretionary_policy”
...
Since fe0c781c06
2020-01-30 15:42:39 +01:00
3fec11b183
code simplifications
2020-01-30 14:55:39 +01:00
148aa9d924
macro processor: simplify handling of `@#define`
2020-01-29 14:52:01 +01:00
Stéphane Adjemian (Charybdis)
2479a2a78c
Fixed bug introduced in 985d742.
...
If a float smaller than one in absolute value is written without a
leading zero in the mod file, for instance as `.5`, we really need to
prefix the number with a zero. The simplest approach is to convert
the strings representing the numerical constants into floats.
2020-01-28 18:11:55 +01:00
Stéphane Adjemian (Charybdis)
985d742381
Removed prefixing of doubles between -1 and 1 with 0.
...
This resulted in values like `00.018` in the AST's NumConstNode which
cannot be read by some JSON readers (e.g. Mathworks' jsondecode).
2020-01-27 16:45:21 +01:00
bef537d40a
Do not simplify constant equations which have a tag attached
...
In particular, in the case of an 'mcp' tag, this could lead to a convergence
failure.
Ref. dynare#1697
2020-01-27 16:09:05 +01:00
0f3f6a2332
Add comments and simplify code in function that parses the --+ options: … +-- line
2020-01-23 18:45:02 +01:00
c6a52fd778
macro processor: c++ modernization
2020-01-21 15:43:25 +01:00
fa2f6c9206
macro processor: use `map.count()` instead of `map.find()`
2020-01-21 15:41:25 +01:00
3c546ddb20
macro processor: declare function const
2020-01-21 15:41:08 +01:00
a8b7bd31c5
Fix bug introduced in use_dll mode in 23a08a3662
...
Ref. #40
2020-01-20 18:33:31 +01:00
b0c819cb03
Compute 3rd order dynamic derivatives for “dynare_sensitivity(identification)”
...
Ref. #40
2020-01-20 17:26:31 +01:00
23a08a3662
Ensure that dynamic model files contains all the derivatives that have been computed
...
Previously, there could be a discrepancy if the order mandated by
“identification” was less that the one mandated by “stoch_simul”.
Ref. #40
2020-01-20 17:22:32 +01:00
1c44baea05
New option “filtered_theoretical_moments_grid”, that supersedes “hp_ngrid”
...
The old option is left for backward-compatibility purposes, but it has the same
effect as the new one.
Ref. dynare#1093
2020-01-20 16:21:25 +01:00
e9049aa81f
use prefix notation `R"()"` for quote in quotes
2020-01-16 16:24:21 +01:00
6d1c2ca82b
macro processor: allow colon-separated arrays as command-line defines
...
colon-separated command line arguments such as
```
dynare <<.mod file>> -DA=1:5 -DAA=1:2:5
```
are now translated as:
```
@#define C = [2, 3, 4, 5, 6]
@#define CC = [2, 5]
```
2020-01-16 16:24:21 +01:00
f00d7c4b4c
macro processor: fix bug where command line arguments that began with an integer were being treated as integers even if they weren't (e.g. dates)
2020-01-16 13:09:42 +01:00
a70511e057
Add xls_sheet and xls_range options to calib_smoother
2020-01-13 11:36:31 +00:00
15df06bf29
fix bug in writing equation tags in latex output; special characters (`& % $ # _ { } ~ ^ \`) were not escaped
2020-01-07 15:59:01 +01:00
70c3d478ba
add newline after equation tag in latex output
2020-01-07 15:58:58 +01:00
acdfeb4ee6
simplify calls to `symbol_list.checkPass`
2020-01-07 15:58:30 +01:00
d2860c4f6b
place braces directly around latex name
...
issue dynare#263
2020-01-07 15:58:00 +01:00
4e2538a2a2
Ensure original tags and line numbers are preserved with ramsey_model
...
In particular, introduce a method for clearing all equations, so that tags and
line numbers are also cleared.
Ref. dynare#1685
2020-01-06 18:26:35 +01:00
05f00aa33f
fix bug causing equation tags to be ignored when casting to StaticModel
2020-01-06 16:05:22 +01:00
98a9c88880
Allow `dynasave` and `dynatype` to support exogenous variables in their var_list
...
issue dynare#1691
2020-01-06 10:52:18 +01:00
54f73e0864
Symbol List check pass: allow caller to specify the valid types of variables in a Symbol List
...
dynare#1355
2019-12-23 21:16:00 +01:00
f2271eb806
Partial reversion of global indentation of macro processor header files introduced in e2d5a83592
...
The global indentation introduced in e2d5a83592
2019-12-23 19:39:34 +01:00
e2d5a83592
Global reindentation
2019-12-20 16:59:30 +01:00
42106f85a8
det_cond_forecast: fix output aesthetics
...
- remove semicolon after `end`
- don't test for existence of `oo_`
- fix spacing to conform with MATLAB/Octave spacing
issue #39
2019-12-20 14:51:16 +01:00
0cd59dbcf8
bug fix: clear symbol list and options list after call to `DetCondForecast` constructor
...
issue #39
2019-12-20 14:51:16 +01:00
9d3be05a2d
remove superfluous comma
2019-12-20 14:51:16 +01:00
76b461de4a
organize function with other members of the same class
2019-12-20 14:51:16 +01:00
32c3910e18
allow symbol list to accept auxiliary variables
...
dynare#1355
2019-12-20 14:51:15 +01:00
137dc31bb0
remove unnecessary headers
2019-12-20 12:49:23 +01:00
5f451ebc99
Cosmetic fixes to 8baec1e0ec
...
Ref. #1673
2019-12-20 11:48:50 +01:00
82c2682bb2
New “with_epilogue” option of “shock_decomposition”, “realtime_shock_decomposition” and “initial_condition_decomposition”
...
Ref. dynare!1688
2019-12-20 11:47:54 +01:00
ebafd8f3b6
Epilogue: always initialize M_.epilogue_names and M_.epilogue_var_list_
...
Ref. dynare!1688
2019-12-20 11:47:54 +01:00
Sébastien Villemot
MichelJuillard
Houtan Bastani
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Michel Juillard