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