Commit Graph

942 Commits (8e03f17350c1ee7f29afb15f934077c26ac182f6)

Author SHA1 Message Date
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
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