Commit Graph

942 Commits (8e03f17350c1ee7f29afb15f934077c26ac182f6)

Author SHA1 Message Date
Sébastien Villemot 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
Sébastien Villemot 2154227990
Block decomposition, bugfix: M_.block_structure_stat.block().mfs was wrong 2020-04-23 16:03:38 +02:00
Sébastien Villemot e48e761b94
Block decomposition: various minor cleanups 2020-04-23 14:41:18 +02:00
Houtan Bastani 8b6e42559d
fix typo
[skip ci]
2020-04-21 13:08:27 -04:00
Sébastien Villemot 118ceab85b
Block decomposition: reorganize data structures storing block information 2020-04-21 18:25:33 +02:00
Sébastien Villemot 8eafd9ab4f
Block decomposition: various refactorings 2020-04-17 19:23:52 +02:00
Sébastien Villemot 1d92adacf4
Block decomposition: fix bug with mfs > 0 introduced in 5431451db3 2020-04-17 18:19:07 +02:00
Sébastien Villemot a741799f90
Block decomposition: factorize various helper functions
Should have been done in 76c2e87c3b.
2020-04-17 16:04:19 +02:00
Sébastien Villemot 7327fb9f17
Block decomposition: give more explicit names to ModelTree::{inv_,}{equation,variable}_reordered 2020-04-17 15:09:22 +02:00
Sébastien Villemot 4e819f09b2
Block decomposition: various refactorings 2020-04-15 17:56:28 +02:00
Sébastien Villemot 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
Sébastien Villemot daa8d01686
Complete rewrite of the equation normalization symbolic engine 2020-04-02 19:19:57 +02:00
Sébastien Villemot e88c05e3b8
Change prototype of DataTree::AddEqual()
This permits some simplifications.
2020-04-02 19:19:57 +02:00
Sébastien Villemot 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
Sébastien Villemot 1949a355a7
Block decomposition: simplifications to ModelTree::equationTypeDetermination 2020-03-30 17:06:48 +02:00
Sébastien Villemot 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
Sébastien Villemot ad48697abe
Block decomposition without bytecode: fix call to solve_one_boundary
Ref. dynare#1717
2020-03-30 12:44:01 +02:00
Sébastien Villemot 9263a02a9b
Skip constant equations replacement only when there is an “mcp” tag
Since bef537d40a, constant equations were not
simplified as soon as they had a tag attached.

But this is too wide a restriction. In particular, this breaks the trend
component models which have a target that is set to a constant.

So we now only skip the replacement in the case where there is an “mcp” tag.

Ref. dynare#1697
2020-03-27 18:17:04 +01:00
Sébastien Villemot 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
Sébastien Villemot 92c3cbdfa1
Remove unused classes 2020-03-24 17:04:53 +01:00
Sébastien Villemot 78ff24ea14
Block decomposition: misc style and doc improvements 2020-03-24 16:57:45 +01:00
Sébastien Villemot 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
Sébastien Villemot 5d6e6338f4
Block decomposition: remove unused codepaths in computation of normalization 2020-03-20 18:49:31 +01:00
Sébastien Villemot 097bdfde03
Misc simplifications and cosmetics 2020-03-20 18:42:59 +01:00
Sébastien Villemot ce1cbb3e52
Block decomposition: turn EquationType into an enum class 2020-03-20 18:00:56 +01:00
Sébastien Villemot 8b4d046f9f
Block decomposition: turn BlockSimulationType into an enum class 2020-03-20 17:31:14 +01:00
Sébastien Villemot f1061e8df1
Block decomposition: turn BlockType into an enum class 2020-03-20 16:38:43 +01:00
Sébastien Villemot fcef9cf8b9
Block decomposition: further streamlining of function prototypes 2020-03-20 15:23:23 +01:00
Sébastien Villemot 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
Sébastien Villemot 76c2e87c3b
Block decomposition: factorize data structures between StaticModel and DynamicModel 2020-03-17 18:58:34 +01:00
Sébastien Villemot 7aea50b988
Do not import MFS namespace 2020-03-17 16:49:22 +01:00
Sébastien Villemot ec57ee96c3
MinimumFeedbackSet: make most functions (de facto) private 2020-03-17 16:48:55 +01:00
Sébastien Villemot 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
Johannes Pfeifer dab769c6f4 Add missing smoother options to shock_decomposition 2020-03-17 11:48:51 +01:00
Michel Juillard d668590ff8 modify Julia output for mapping eqidx 2020-03-17 09:27:10 +01:00
Sébastien Villemot 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
Johannes Pfeifer 02fa6c7814 Add interface to set initial guess for mh_tune_jscale 2020-02-26 11:20:48 +01:00
Sébastien Villemot 9ff10f482a
Fix typos (thanks lintian) 2020-02-25 15:20:33 +01:00
Johannes Pfeifer 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
Houtan Bastani 2813ef2d18
remove unused header 2020-02-21 19:51:04 +01:00
Houtan Bastani 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
Houtan Bastani 28b98c7c0e
Rework the function that handles the macro-expansion of the .mod file 2020-02-20 15:30:46 +01:00
Houtan Bastani 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
Houtan Bastani 4a68f8a38d
dragonfly: add new field to `options_.parallel_info` 2020-02-18 21:31:07 +01:00
Houtan Bastani a3fb2b123e
fix bug introduced in a778ba4 2020-02-18 12:32:34 +01:00
Houtan Bastani a778ba4ab4
fix lookbehind to handle `-` sign in substitution of dates in native statements
closes dynare#1708
2020-02-17 17:37:58 +01:00
Houtan Bastani 976e2ae17a
remove support for weekly dates 2020-02-17 15:03:26 +01:00
Houtan Bastani fb8a26f877
dragonfly: support ProgramConfig config file option 2020-02-13 18:35:56 +01:00
Houtan Bastani f022f666b7
dragonfly: support ProgramPath config file option 2020-02-13 17:47:15 +01:00
Houtan Bastani ac4749edf9
add undocumented `gui` option to preprocessor 2020-02-12 12:32:40 +01:00
Houtan Bastani 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
Houtan Bastani f9a7d8ded3
make loop variables const 2020-02-06 16:09:03 +01:00
Houtan Bastani de6ca5cdcc
Combine `DynareMain.cc` and `DynareMain2.cc` 2020-02-05 16:27:40 +01:00
Houtan Bastani 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
Sébastien Villemot 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
Houtan Bastani 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
Houtan Bastani 6284e991fc
macro processor: remove unnecessary type specifiers 2020-02-04 11:12:41 +01:00
Sébastien Villemot ee972d9638
Fix “planner_discount” option of “discretionary_policy”
Since fe0c781c06, the discount factor would
always be equal to one.

Ref. dynare#1699
2020-01-30 15:42:39 +01:00
Houtan Bastani 3fec11b183
code simplifications 2020-01-30 14:55:39 +01:00
Houtan Bastani 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
Sébastien Villemot 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
Sébastien Villemot 0f3f6a2332
Add comments and simplify code in function that parses the --+ options: … +-- line 2020-01-23 18:45:02 +01:00
Houtan Bastani c6a52fd778
macro processor: c++ modernization 2020-01-21 15:43:25 +01:00
Houtan Bastani fa2f6c9206
macro processor: use `map.count()` instead of `map.find()` 2020-01-21 15:41:25 +01:00
Houtan Bastani 3c546ddb20
macro processor: declare function const 2020-01-21 15:41:08 +01:00
Sébastien Villemot a8b7bd31c5
Fix bug introduced in use_dll mode in 23a08a3662
Ref. #40
2020-01-20 18:33:31 +01:00
Sébastien Villemot b0c819cb03
Compute 3rd order dynamic derivatives for “dynare_sensitivity(identification)”
Ref. #40
2020-01-20 17:26:31 +01:00
Sébastien Villemot 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
Sébastien Villemot 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
Houtan Bastani e9049aa81f
use prefix notation `R"()"` for quote in quotes 2020-01-16 16:24:21 +01:00
Houtan Bastani 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
Houtan Bastani 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
Johannes Pfeifer a70511e057 Add xls_sheet and xls_range options to calib_smoother 2020-01-13 11:36:31 +00:00
Houtan Bastani 15df06bf29
fix bug in writing equation tags in latex output; special characters (`& % $ # _ { } ~ ^ \`) were not escaped 2020-01-07 15:59:01 +01:00
Houtan Bastani 70c3d478ba
add newline after equation tag in latex output 2020-01-07 15:58:58 +01:00
Houtan Bastani acdfeb4ee6
simplify calls to `symbol_list.checkPass` 2020-01-07 15:58:30 +01:00
Houtan Bastani d2860c4f6b
place braces directly around latex name
issue dynare#263
2020-01-07 15:58:00 +01:00
Sébastien Villemot 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
Houtan Bastani 05f00aa33f
fix bug causing equation tags to be ignored when casting to StaticModel 2020-01-06 16:05:22 +01:00
Houtan Bastani 98a9c88880
Allow `dynasave` and `dynatype` to support exogenous variables in their var_list
issue dynare#1691
2020-01-06 10:52:18 +01:00
Houtan Bastani 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
Houtan Bastani f2271eb806
Partial reversion of global indentation of macro processor header files introduced in e2d5a83592
The global indentation introduced in e2d5a83592 made the macro processor header files difficult to read. Revert spacing changes that made simple, inline, one-line functions take up 5 lines making headers tougher to read. Similary change for constructors, not to place each brace on an individual line.
2019-12-23 19:39:34 +01:00
Sébastien Villemot e2d5a83592
Global reindentation 2019-12-20 16:59:30 +01:00
Houtan Bastani 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
Houtan Bastani 0cd59dbcf8
bug fix: clear symbol list and options list after call to `DetCondForecast` constructor
issue #39
2019-12-20 14:51:16 +01:00
Houtan Bastani 9d3be05a2d
remove superfluous comma 2019-12-20 14:51:16 +01:00
Houtan Bastani 76b461de4a
organize function with other members of the same class 2019-12-20 14:51:16 +01:00
Houtan Bastani 32c3910e18
allow symbol list to accept auxiliary variables
dynare#1355
2019-12-20 14:51:15 +01:00
Houtan Bastani 137dc31bb0
remove unnecessary headers 2019-12-20 12:49:23 +01:00
Sébastien Villemot 5f451ebc99
Cosmetic fixes to 8baec1e0ec
Ref. #1673
2019-12-20 11:48:50 +01:00
Sébastien Villemot 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
Sébastien Villemot ebafd8f3b6
Epilogue: always initialize M_.epilogue_names and M_.epilogue_var_list_
Ref. dynare!1688
2019-12-20 11:47:54 +01:00
Stéphane Adjemian (Charybdis) 8baec1e0ec Allow k order estimation.
Automatically switch to k_order_solver if order>2. Use old mex file if
order==2 (since it seems unexpectedly significantly faster than
local_state_space_iteration_k, and because it can deal with pruning).
2019-12-20 11:15:16 +01:00
Sébastien Villemot d441ff059a
Fill the “M_.aux_vars(:).orig_expr” field for all auxiliary variables
This field contains a string representation of the expression that the
auxiliary variable replaces.

It is non-empty for all auxiliary variables, except for Lagrange multipliers.

Ref. dynare#773
2019-12-19 16:58:26 +01:00
Sébastien Villemot 8b23a2d575
Fix incorrect static model when “diff” operator is present
The “diff” operator was incorrectly replaced by its argument in the static
model, leading to an incorrect result for the steady state.

This is because the information contained in the “expr_node” field of the
auxiliary variables storage was not consistent across all types of auxiliary
variables: for a “diff()” operator, it would contain the argument of the
operator, instead of the full node. Hence it would not simplify to zero at the
steady state.

A similar inconsistency was also present for the “expectation()” operator,
though it was not leading to an incorrect static model.
2019-12-19 16:50:40 +01:00
Sébastien Villemot 044258b0a2
Make “datafile” option of “perfect_foresight_setup” (and “simul”) equivalent to “initval_file”
Ref. dynare#1663
2019-12-19 14:53:52 +01:00
Sébastien Villemot d1d244086d
Remove spurious spaces within parentheses in generated MATLAB code 2019-12-18 17:35:25 +01:00
Sébastien Villemot fe0c781c06
New “planner_discount_latex_name” option of “ramsey_policy”
Accepts a TeX name, as for variable declarations (i.e. enclosed within dollar
signs).

Ref. dynare#1686
2019-12-18 17:32:41 +01:00
Sébastien Villemot 1a08cdf01a
BinaryOpNode::findConstantEquations(): fix bug related to nested if/else
In the absence of braces, the last “else” clause is always associated with the
closest “if”, which is not what was intended here. The indentation was
misleading.
2019-12-18 16:32:59 +01:00
Houtan Bastani a4ef5a01d3
Epilogue: handle case where `dseries.firstobservedperiod` ends in an error
issue #36
2019-12-18 15:54:50 +01:00
Houtan Bastani 4f20b1146e
Epilogue static file: handle case where RHS is not a dseries
issue #36
2019-12-18 15:50:37 +01:00
Houtan Bastani e2d9e179a2
Include missing header 2019-12-18 15:43:49 +01:00
Houtan Bastani 86c79250cf
Make iterator const 2019-12-18 15:43:49 +01:00
Houtan Bastani 653b2477db
Update for bison 3.5 2019-12-18 15:43:48 +01:00
Houtan Bastani 87870eaae8
Epilogue: remove +1
issue #36
2019-12-18 15:43:48 +01:00
Houtan Bastani efb2752e4e
Ramsey: fix bug: symbol_list is not passed to RamseyPolicy statement when it was not passed options 2019-12-18 12:07:59 +01:00
Sébastien Villemot c2461981d2
Various provisions for improvements to shock decomposition commands
– New “squeeze_shock_decomposition” command
— New “max_nrows” option to “plot_shock_decomposition” and
  “initial_condition_decomposition”
— “plot_shock_decomposition” now returns oo_ as an output argument

Ref. dynare#1687, dynare!1655
2019-12-18 11:39:44 +01:00
Sébastien Villemot 031c0cff5f
Various code simplifications and modernizations 2019-12-16 19:42:59 +01:00
Sébastien Villemot 97fa005b33
Use 1-based indexing in M_.nonzero_hessian_eqs 2019-12-13 22:31:49 +01:00
Sébastien Villemot 141cff0761
New field M_.endo_trends
For each endogenous variable, gives the deflator and the growth factor (as well
as the “log” versions).

Ref. dynare#1648
2019-12-13 18:02:37 +01:00
Sébastien Villemot 2af26ee2c2
Ramsey: use information from transformed model for filling M_.nonzero_hessian_eqs
Since commit 9c9e8f816f, it’s the information
from the original model which was in this field, which is not what is expected.

By the way, do not output this field (and the related M_.hessian_eq_zero) when
the Hessian is not computed by the preprocessor (i.e. in practice for perfect
foresight), since they would otherwise contain incorrect information.

Ref. dynare#1681
2019-12-13 18:02:35 +01:00
Houtan Bastani 2646f01424
fix quotes from 7958f76fae 2019-12-13 16:03:37 +01:00
Houtan Bastani fddfb7fe2f
Issue deprecation warning for `simul`
closes dynare#1683
2019-12-13 16:01:47 +01:00
Houtan Bastani c1b8cdf811
epilogue: simplify _static file
issue #36
2019-12-12 16:32:12 +01:00
Sébastien Villemot b58bbb8e84
Ramsey: do not warn if instruments are not defined in steady_state_model block
Closes: dynare#1677
2019-12-12 16:19:15 +01:00
Sébastien Villemot 047b397899
Simplify x+y-y in x
Note that this actually corresponds to 4 different abstract syntax trees:
— (x+y)-y
— (y+x)-y
— (x-y)+y
— y+(x-y)
2019-12-12 16:19:15 +01:00
Sébastien Villemot d747b53a8b
Simplify x*y/y in x
Note that this actually corresponds to 4 different abstract syntax trees:
— (x*y)/y
— (y*x)/y
— (x/y)*y
— y*(x/y)
2019-12-12 16:19:15 +01:00
Sébastien Villemot 50275f3588
Simplify x-(-y) in x+y 2019-12-12 16:19:15 +01:00
Sébastien Villemot f24f28b2b2
Simplify x/(1/y) in x*y 2019-12-12 16:19:15 +01:00
Sébastien Villemot 1d3265acb7
C++17: further code simplifications (assignments in if) 2019-12-12 16:19:14 +01:00
Houtan Bastani 44adcbb488
epilogue: replace `dseries__` with `ds` making the file easier to read 2019-12-12 14:46:45 +01:00
Houtan Bastani dfcd381d20
epilogue: fix bug with external functions in `epilogue` block
issue #36
2019-12-12 14:45:49 +01:00
Houtan Bastani 7958f76fae
issue deprecation warning for `ramsey_policy`
dynare#1678
2019-12-12 11:36:43 +01:00
Houtan Bastani 8dfa79a0f5
new command `evaluate_planner_objective`
dynare#1678
2019-12-12 11:35:26 +01:00
Houtan Bastani 5430bb4bc6
simplify for statement 2019-12-11 16:21:18 +01:00
Houtan Bastani 4111bc8cfc
epilogue: create _dynamic and _static files
#36
2019-12-11 16:17:54 +01:00
Houtan Bastani 34a41b557d
epilogue: output endogs used in epilogue equations
#36
2019-12-11 15:51:26 +01:00
Houtan Bastani 41d38551e5
write names of epilogue variables 2019-12-11 15:51:26 +01:00
Houtan Bastani 3694fc40b3
detrend epilogue equations 2019-12-11 14:45:47 +01:00
Houtan Bastani 8dc70602c8
macro processor: move evaluation of all arguments for unary, binary, and trinary ops into their switch cases 2019-12-10 16:33:32 +01:00
Houtan Bastani 952e899f3a
fix bug in macro processor ensuring short-circuit functionality of `||` and `&&` statements
closes dynare#1676
2019-12-10 16:30:11 +01:00
Sébastien Villemot 5c081db76f
Add option “colormap” to “initial_condition_decomposition” command.
Ref dynare#1586
2019-12-09 15:43:39 +01:00
Sébastien Villemot 8962a9d589
Windows: apply the workaround for +<basename> removal to +objective subfolder
Because MATLAB under Windows maintains a lock on the “+<basename>” subdirectory,
we use a workaround consisting in first renaming the directory, then deleting
it.

But this is not enough when the “ramsey_policy” command is used, because the
latter creates a “+objective” subfolder inside “+<basename>”, on which MATLAB
also maintains a lock.

The fix consists in recursively using the same workaround as for the top-level
directory: renaming before deleting.
2019-12-06 15:19:23 +01:00
Houtan Bastani 3f3ef7ca00
fix bugs in initial_condition_decomposition statement
closes #37
2019-12-06 10:40:44 +01:00
Houtan Bastani 2814f05a67
Add flag to compilation of flex file
Without this flag flex errors out because it hits a hard-coded size limit
2019-12-04 16:57:20 +01:00
Houtan Bastani 02cb4cc973
add compiler statement
Allows the user to set the compiler, flags, and libs to be used with `use_dll`

Issue #35
2019-12-04 16:57:20 +01:00
Houtan Bastani bf56d6fb82
fix LaTeX output for sqrt, exp, sin, cos, tan 2019-12-04 11:26:30 +01:00
Houtan Bastani 2db2133796
fix bugs with cbrt
- it was not handled in the model block
- output was incorrect for MATLAB/Octave and LaTeX
2019-12-04 11:10:19 +01:00
Houtan Bastani abbdbb5862
Clarify part of code 2019-12-03 16:42:38 +01:00
Sébastien Villemot 23ff36a0dd
Systematically compute recursive ordering of auxiliary equations
Auxiliary equations appearing in set_auxiliary_variables.m and
dynamic_set_auxiliary_series.m need to appear in recursive ordering, since
those files are used for sequential evaluation.

Previously, the recursive ordering was guaranteed by a set of ad hoc rules and
workarounds, but that would not cover certain edge cases.

With this commit, the recursive ordering is systematically computed, using a
topological sort on the directed acyclic graph whose vertices are auxiliary
equations and whose edges are dependency relationships.

Closes: #22
2019-12-03 14:26:13 +01:00
Houtan Bastani 4a1fb239da
Add interface for init2shocks
Dynare/dynare#1650
2019-12-02 13:58:44 +01:00
Houtan Bastani de3de15249
add nograph option to plot_shock_decomposition
closes #30
2019-11-29 14:58:42 +01:00
Dóra Kocsis f11048f2dc Pass oo_ as function input for plot_icforecast. Dynare/dynare#1672 2019-11-29 12:17:02 +01:00
Sébastien Villemot d008113d69
Forbid exogenous and exogenous deterministic variables in STEADY_STATE operator
Closes: dynare#825
2019-11-27 17:27:04 +01:00
Sébastien Villemot 61ea8811de
Remove the undocumented and confusing “linear” option of stoch_simul
Closes: #33
2019-11-27 15:08:56 +01:00
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