Commit Graph

404 Commits (92047f547e97ae06717e3b54c47f6c900927ee31)

Author SHA1 Message Date
Sébastien Villemot 6d2d73a5d7
Bytecode: refactor output methods around an enum class similar to ExprNodeOutputType
By the way, add assertions to ensure that assignment LHS output type is only
used on VariableNode(s) and AbstractExternalFunctionNode(s).
2022-07-06 16:46:40 +02:00
Sébastien Villemot 3b99ac5df0
Remove unused parameters to various methods 2022-06-24 17:11:38 +02:00
Sébastien Villemot 9bd2973034
Refactor bytecode output around a new BytecodeWriter class and operator<< overloads 2022-06-24 13:10:04 +02:00
Sébastien Villemot 13dc0a1144
Use operator""s to replace some calls to std::string constructor
By the way, remove other unnecessary calls to that constructor.
2022-06-22 12:47:11 +02:00
Sébastien Villemot 83693e4427
Bytecode: stop using unsigned integers where signed ones avoid unnecessary casts 2022-06-20 17:49:31 +02:00
Sébastien Villemot 5cd5676c8e
Bytecode: directly use several enums inside instruction classes 2022-06-20 15:19:08 +02:00
Sébastien Villemot 82751d21fe
Remove useless debugging code 2022-06-17 12:46:32 +02:00
Sébastien Villemot a85730313c
Split CodeInterpreter.hh into two headers
– a generic one: CommonEnums.hh
– and a bytecode-specific one: Bytecode.hh

By the way, rename global constant “near_zero” into “power_deriv_near_zero”,
for clarity.
2022-06-16 17:53:23 +02:00
Sébastien Villemot 9b04c5436e
Block decomposition: fix crash when a variable appears in an equation but has zero symbolic derivative 2022-06-13 16:32:58 +02:00
Sébastien Villemot ee8ee7c27f
Optimization: use move semantics in a few more places 2022-06-13 14:27:19 +02:00
Sébastien Villemot c94dfb848c
C++20 modernization: use initialization within range-based for loop
In particular, use this feature in many loops which feature a special treatment
for the first iteration, using a boolean variable (replacing iterator
manipulation). By the way, also use std::exchange() to simultaneously test the
value of this variable and update it.
2022-06-07 14:35:59 +02:00
Sébastien Villemot 9ace2dc413
C++17 modernization: take advantage of class template argument deduction 2022-06-07 14:35:26 +02:00
Sébastien Villemot 0b5c88109f
Various simplifications 2022-06-07 14:34:30 +02:00
Sébastien Villemot 8b5e33b87a
Avoid name clash between function parameter and class member 2022-06-03 20:38:07 +02:00
Sébastien Villemot 171cd65566
Fix bytecode compilation of external function nodes 2022-05-20 11:43:02 +02:00
Sébastien Villemot 591b5e5f9e
Always create bytecode output
And, symmetrically, when the “bytecode” option is requested by the user, always
create the .m static/dynamic files.

The “bytecode” option therefore no longer modifies the preprocessor output.
2022-05-19 14:49:46 +02:00
Sébastien Villemot 0284b249f5
Remove unused “bytecode” argument in {Static,Dynamic}Model::computingPass() 2022-05-19 14:10:22 +02:00
Sébastien Villemot 3e94250582
C++17 modernization: use std::optional in ExprNode::getPacOptimizingShareAndExprNodes() 2022-05-16 19:10:16 +02:00
Sébastien Villemot 0eb11d3323
C++17 modernization: use std::optional in expression matching functions 2022-05-16 19:10:16 +02:00
Sébastien Villemot 3496d77eb4
C++17 modernization: use std::optional to store orig diff vars in VAR and TCM
By the way, remove the unused TrendComponentModelTable::getOrigDiffVar() method.
2022-05-16 19:10:16 +02:00
Sébastien Villemot 06d05e9a8d
C++17 modernization: use std::optional for SymbolTable::getEquationNumberForMultiplier() 2022-05-16 19:10:16 +02:00
Sébastien Villemot fa7a926143
C++17 modernization: use std::optional for the storage of orig_symb_id and orig_lead_lag in SymbolTable
For the diff and unaryOp auxvar types, these value may be set or unset
depending on the complexity of the expression represented by the auxvar.
2022-05-16 19:10:15 +02:00
Sébastien Villemot fc037a4352
Simplify printing of booleans using std::boolalpha 2022-05-16 19:10:15 +02:00
Sébastien Villemot 92d3b8166a
C++17 modernization: use std::optional for equation line numbers 2022-05-16 19:10:15 +02:00
Sébastien Villemot 0b51294994
C++17 modernization: use std::optional for trend variables in TCM 2022-05-16 19:10:15 +02:00
Sébastien Villemot b42ee40b55
C++20 modernization: use contains() method on containers 2022-05-04 17:37:57 +02:00
Sébastien Villemot 54ca5d9cc0
Improve messages during model normalization
– Indicate whether we are trying to normalize the static or dynamic model
– If failed to normalize the static model, suggest to use the “no_static”
  option
– Remove a superfluous error message
2022-04-19 17:11:13 +02:00
Sébastien Villemot bfdcc546ec
Julia: adapt DynamicSetAuxiliarySeries.jl for TimeDataFrame objects 2022-04-01 17:34:37 +02:00
Sébastien Villemot 71edfd05e4
Add new “log” option to “var” statement
When an endogenous is declared with “var(log)”, say “y”:
– creates an auxiliary named “LOG_y”
– replaces “y(±l)” everywhere by “exp(LOG_y(±l))”
– adds a new auxiliary equation “y=exp(LOG_y)”
– adds a new definition “LOG_y=log(y)” in set_auxiliary_variables.m and
  dynamic_set_auxiliary_series.m files

This option also works in conjunction with “deflator=…”, such as “var(log,
deflator=…)” (the “log” must appear befor “deflator”). There are no provisions
for combining “log” with “log_deflator”, because that would not make much sense
from an economic point of view (amounts to taking the log two times).

Ref. dynare#349
2022-03-30 17:46:07 +02:00
Sébastien Villemot b78ac1d31f
Bytecode: fix temporary terms for dynamic derivatives in “evaluate” mode
The temporary terms for dynamic derivatives were only computed in the
“simulate” mode.
2022-02-18 12:38:06 +01:00
Sébastien Villemot 01bea3f5e7
TCM: remove useless 3rd dimension of A0 and A0star (supposedly for lags) 2022-01-28 16:38:50 +01:00
Sébastien Villemot 1e77f7c5a7
SymbolTable::getOrigSymbIdForAuxVar() now also works on unaryOp and diffForward auxvars
This is a more natural semantics.

Incidentally, this fixes a bug in the variable mapping (M_.mapping) where some
endogenous, appearing in a log() in a VAR or TCM, would not be mentioned (e.g.
in the var-expectations/7/example1.mod test, and many others).
2022-01-28 16:30:11 +01:00
Sébastien Villemot 289b4773d7
Fix matching of diff leads/lags in TCM and PAC models
The logic was flawed in several ways. In particular, the test files
pac/trend-component-{3,10,11}/example1.mod would return A0 and A0star matrices
where the (2,2) element was incorrectly zero.
2022-01-28 15:53:41 +01:00
Sébastien Villemot b709da7f17
Fix SymbolTable’s getOrigSymbIdForAuxVar() and getUltimateOrigSymbID() so that they never return -1
The case of a diff aux var corresponding to a complex expression was not
correctly handled, and could lead to a value -1 being returned by these
methods.
2022-01-28 15:53:39 +01:00
Sébastien Villemot 5e8b478ccf
Add check to ensure that column indices in derivative matrices do not overflow
Closes: #89
2022-01-21 14:31:29 +01:00
Sébastien Villemot 6c7c2bc321
Simplification using std::set range constructor 2022-01-21 11:05:17 +01:00
Sébastien Villemot aa0e06bc7d
Refactor handling of var_expectation_model statements
Creates a VarExpectationModelTable analogous to PacModelTable.
2022-01-20 16:26:15 +01:00
Sébastien Villemot e1e5118373
Refactor the code that substitutes unary ops in model equations
In particular, make it more visible that the substitution also occurs in PAC
equations (and not only in VAR and TCM equations).
2022-01-19 15:56:44 +01:00
Sébastien Villemot d149d3a76c
PAC: substitute unary ops in “growth” expressions (in “pac_model” and “pac_target_info”)
Ref. dynare#1837
2022-01-18 12:40:15 +01:00
Sébastien Villemot 5572e478f1
Indentation fix 2022-01-06 14:46:38 +01:00
Sébastien Villemot a8fce06dc4
PAC: new options “auxname” and “kind” to “pac_model” 2021-12-16 15:40:47 +01:00
Sébastien Villemot ea6fb40db7
PAC: new “pac_target_info” block and “pac_target_nonstationary” operator
Ref. Madysson/estimation-codes#5
2021-12-16 15:40:47 +01:00
Sébastien Villemot 1f004584e9
New model_remove statement and model_replace block
Factorize the implementation with the existing code for the include_eqs and
exclude_eqs options (which has been refactored by the way).

Ref. #19
2021-12-15 12:11:25 +01:00
Sébastien Villemot b356b8d5fa
Substitute out adl() operators in equations marked [static] 2021-12-06 17:17:38 +01:00
Sébastien Villemot dc99d81c45
Explain why expectation() operators need not be substituted in equations marked [static]
By the way, also perform a small code simplification.
2021-12-06 17:17:38 +01:00
Sébastien Villemot 214f0db4db
Add comment about predetermined variables and equations marked [static]
By the way, also perform a small code simplification.
2021-12-06 17:17:38 +01:00
Sébastien Villemot 5fe94ed606
Simplify constant equations also in equations marked [static]
The simplifyEquations() methods had to be moved to DynamicModel, in order to
access the static_only_equations member.
2021-12-06 17:17:37 +01:00
Sébastien Villemot fe974c4c31
When looking for unused endos/exos, also search in equations marked [static] 2021-12-06 17:17:37 +01:00
Sébastien Villemot 8d4cab6fe3
Substitute model-local variables in equations marked [static] 2021-12-06 17:17:27 +01:00
Sébastien Villemot 7b8fc8edb7
Symbolic detrending engine: correctly handle equations marked [static]
Incidentally, this also fixes a detrending bug in the Occbin engine (since the
latter internally generates a [static] equation).

Ref. dynare#1827

By the way, perform a small code simplification.
2021-12-06 12:59:21 +01:00