6fa115aedd
Derivation engine w.r.t. endogenous generalized to any order
2018-11-22 17:13:55 +01:00
5f5fd569dd
add onlymodel command line option
2018-11-07 15:35:03 +01:00
4a974bb428
The preprocessor now compiles the MEX when use_dll is specified
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New options "mexext" and "matlabroot" are introduced, so that the preprocessor
knows where to find MATLAB and which architecture to compile for.
Only recent gcc is now supported. A set of optimization flags is used so that
compilation goes reasonably fast on large models.
Consequently, options "msvc", "mingw" and "cygwin" have been removed.
2018-10-26 18:09:13 +02:00
bef7c2a193
remove need to declare equations nonstationary
2018-10-24 16:04:51 +02:00
55b625b016
undiff expansion of var_expectation
2018-10-12 15:21:03 +02:00
bcdfb43fd3
Replate DynamicModel::toStatic() by a converting constructor in StaticModel
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It is therefore now possible to write:
static_model = static_cast<StaticModel>(dynamic_model);
2018-10-10 17:08:54 +02:00
f2cf86b734
Add copy constructors / assignment operators for the DataTree class hierarchy
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In particular, it is necessary to turn back DataTree::AddVariable() into a
non-virtual method, because it is called from DataTree's constructor. Enforcing
the absence of leads/lags is now done using a new boolean DataTree::is_static.
Take advantage of the new copy constructor for handling
PlannerObjectiveStatement more elegantly.
Unfortunately it is not possible to implement *move* constructor / assigment
operators, because the reference ExprNode::datatree is not mutable.
2018-10-10 12:53:55 +02:00
7bb5382428
Always use brace-initializer in constructors
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The syntax makes clearer the distinction between a function call and an
initialization. Also, it prevents bugs due to implicit type conversions.
2018-10-04 17:19:18 +02:00
38f13eb0ad
Remove nonsensical check on MS Visual C++ version
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The check is done at the time the preprocessor is compiled, but it ought to be
done at the time when the C source file generated by the preprocessor is compiled…
Anyways, it is probably irrelevant now, since MSVC has supported
acosh/asinh/atanh for a long time now.
2018-10-02 18:23:39 +02:00
5e6b8f0a6b
No longer test for __MINGW32__ macro, testing for _WIN32 is enough
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Closes : Dynare/dynare#1315
2018-10-02 16:50:07 +02:00
15d026e54e
C output: split generated function into several smaller subfunctions
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This mimicks the structure of M-functions (though the logic for filling the
temporary terms vector is a bit different).
This change implied a modification in the way we compute the checksum in case
of block decomposition (the temporary terms for the C output are not correctly
computed in that case).
2018-10-01 16:04:01 +02:00
139e3efa82
Adds a new model option "linear_decomposition" that creates a block composed of the non-linear equations o the model
2018-09-28 14:54:52 +02:00
85dbb649b7
move trend_component_table and var_model_table to DynamicModel as they are only used there
2018-09-14 17:04:06 +02:00
dc9ecbb49a
fix bug in columns of EC matrix
2018-09-12 17:56:30 +02:00
46709ada3f
output AR matrix in file for trend component models
2018-09-10 14:51:33 +02:00
acc197f539
output AR matrix in file
2018-09-06 18:00:05 +02:00
e19a14869e
Convert ExprNodeOutputType into a class enum
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Incidentally, replace the IS_* macros by inline functions.
2018-09-05 18:28:32 +02:00
5d2e1cf7b9
Use smart pointers for storage of Statement in ModFile class
2018-09-05 18:28:27 +02:00
9f0c30740e
introduce epilogue block
2018-09-05 12:31:49 +02:00
7a438a3ce7
ensure that trend_variable found is actually a trend variable as declared in the trend_component_model statement
2018-09-03 15:05:30 +02:00
1ae729929b
fix bug when var_expectation_model uses trend_component_model as auxiliary model
2018-08-27 14:51:54 +02:00
d5d6e8beb0
simplify updating of RHS variables for trend component and var models
2018-08-23 13:57:27 +02:00
97af0ff711
fix bug in updating variables in var model table
2018-08-23 10:28:19 +02:00
54df07d0e0
remove unnecessary comment
2018-08-22 17:01:03 +02:00
7d9072a227
var_expectation: rename var_model_name to aux_model_name
2018-08-22 16:57:36 +02:00
a406c18598
Allow trend_component_model in var_expectations.
2018-08-22 16:50:01 +02:00
1874fa5cce
remove unused variable
2018-08-22 16:01:10 +02:00
80c45ee116
fix bug with max_lag of var model
2018-08-22 15:59:12 +02:00
0af91c26f8
aesthetic fix
2018-08-22 15:12:17 +02:00
1918a56a70
fix bug in 539fddc9f6
2018-08-22 12:56:16 +02:00
539fddc9f6
introduce var model table
2018-08-22 12:15:02 +02:00
6015b0e57b
fixes to trend component model
2018-08-22 12:15:02 +02:00
afe0e475b1
trend_component_model statement
2018-08-17 16:52:48 +02:00
c5c61f99ba
fix bug with max_lag reported for PAC equation
2018-08-13 12:12:20 +02:00
b20da7c43f
Fixed timing issue in VAR_EXPECTATION expansion.
2018-08-06 21:36:52 +02:00
f3c2a1bf87
New var_expectation_model statement and re-design of var_expectation operator
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Given a previously declared var_model, the var_expectation_model statement is
used to declare a way of forming expectations with this VAR (possibly using a
finite or infinite discounted sum). The var_expectation operator now takes a
single argument, the name of the var_expectation_model.
For the moment, this only works when the var_model is using equations
explicitly declared in the model block.
2018-08-02 08:39:09 +02:00
122e154764
PlannerObjectiveStatement now owns its model_tree
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By the way, error out if the planner_objective statement is used two times.
2018-07-31 13:00:41 +02:00
762f25abe9
Remove useless separate list for diff auxiliary variables
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This table serves no useful purpose. It is better to append auxiliary equations
at the time they are created, to avoid messing with the recursive ordering.
2018-07-26 17:41:58 +02:00
4a04a38374
C++11: convert ExtendedPreprocessorTypes to class enums
2018-07-18 17:28:26 +02:00
4ad0e500d4
C++11: convert {Unary,Binary,Trinary}Opcode to class enums
2018-07-18 16:18:26 +02:00
d6055c1407
C++11: convert SymbolType to a class enum
2018-07-17 18:55:26 +02:00
946d105c04
Remove C and C++ preprocessor output types
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This code is broken since the temporary terms array changes. It is probably not
worth maintaining it.
2018-07-17 16:52:11 +02:00
7baee73126
Fix bug under MATLAB+Windows when "+" subdirectory is already present
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Under MATLAB+Windows (but not under Octave nor under GNU/Linux or macOS), if we
directly remove the "+" subdirectory, then the preprocessor is not able to
recreate it afterwards (presumably because MATLAB maintains some sort of lock
on it). The workaround is to rename it before deleting it.
2018-07-09 18:18:26 +02:00
e376267a28
Move json generated files to ${MODFILE}/model/json/
2018-06-27 16:08:31 +02:00
988a9f6e2d
std::open and std::fstream constructor accept a std::string for filename in C++11
2018-06-27 15:30:45 +02:00
b91ed6f78c
Move the location of static and dynamic files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode and C source now under ${MODELNAME}/model/
2018-06-27 15:30:25 +02:00
b8ae9f6935
Fix max lags for var
2018-06-11 15:18:06 +02:00
84c2dc5f36
transform_unary_ops now introduces aux variables/equations for all unary ops specified by UnaryOpNode::createAuxVarForUnaryOpNode()
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In the absence of this option, if a var_model statement(s) is present, then aux vars/eqs are created for the same types of unary operators but only for equations specified in the var_model statement
In the absence of both this option and var_model statements, no unary op auxiliary variables are created
diffs continue to be substituted everywhere; for the moment auxiliary variables are created for diffs of expressions. A forthcoming change will allow auxiliary variables created for diffs of expressions to be linked with their lagged expressions as is currently the case for diffs of variables
2018-06-07 17:16:12 +02:00
a30f8f365e
Only create auxiliary variables for diffs that appear in VAR equations or equations that have pac_expectations in them
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Otherwise, substitute the diff (i.e. `diff(x)` -> `x-x(-1)`)
2018-06-05 18:39:13 +02:00
27320a07f6
update statement loops to use C++11 syntax
2018-06-05 18:39:13 +02:00
2cd3aa95cc
When `transform_unary_ops` is passed, only substitute unary operators that appear in VAR equations
2018-06-05 17:41:15 +02:00
16a049f0d8
Make changes to pac code for C++11
2018-06-05 11:14:03 +02:00
608c43450c
Replace most calls to make_pair by braced-initializer lists or emplace()/emplace_back()
2018-06-04 16:36:46 +02:00
182c53273e
Remove useless spaces in type qualifiers
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In C++11, it is no longer necessary to put a space between two consecutive ">".
2018-06-04 15:03:31 +02:00
1e56c73377
Port to C++11 nullptr keyword
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Performed using modernize-use-nullptr from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-nullptr.html
2018-06-04 15:03:31 +02:00
c0ed97d247
Port to C++11 auto keyword
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Performed using modernize-use-auto from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-auto.html
2018-06-04 15:03:26 +02:00
6cf4e6dc0c
Port to C++11 range-based for loops
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Performed using modernize-loop-convert from clang-tidy.
Manual intervention was needed in MacroValue.cc because of a variable name
capture issue.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-loop-convert.html
2018-06-04 12:26:16 +02:00
59e427cf66
Merge branch 'master' into temporary_terms_array
2018-05-30 17:20:48 +02:00
0aea4f0cc4
introduce dynare command transform_unary_ops to create auxiliary variables for certain unary ops. This will be used for VARs and VECMs but can also be used for OLS, for example
2018-05-30 16:48:08 +02:00
856f6f508a
Revert "create aux vars for certain unary ops contained in diff operator"
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This reverts commit f600a65c0e
2018-05-30 15:50:42 +02:00
0b617ceb4b
Merge branch 'master' into temporary_terms_array
2018-05-29 17:25:11 +02:00
f600a65c0e
create aux vars for certain unary ops contained in diff operator
2018-05-29 17:00:56 +02:00
143e0888b6
Clean generated files for temporary terms array interface
2018-05-24 19:35:35 +02:00
732a317030
Merge branch 'master' into temporary_terms_array
2018-05-18 16:40:12 +02:00
3d946ec8b7
var: check for leaded/contemporaneous variables
2018-05-16 12:17:06 +02:00
3a71215ae1
pac: change auxiliary variable creation, fix VAR max lag
2018-05-15 14:42:36 +02:00
7ac33099f8
support undiff in pac model
2018-04-17 16:56:27 +02:00
bb1cc0bebf
simplify var_model statement calls
2018-04-17 16:56:02 +02:00
09e73f3bb4
var_model: fix lag info when diff present
2018-04-17 16:55:55 +02:00
fb8d9258d0
add pac_model statement
2018-04-04 11:48:59 +02:00
46a2272ef9
Added new member in model_ (julia output).
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temporaries.static and temporaries.dynamic are 4*1 vectors of
integers, each element is the number of temporary variables used for
to evaluate the residuals, the jacobian matrix, the hessian matrix and
the matrix of third order derivatives.
2018-03-29 14:10:34 +02:00
5d339b69de
simplify pac_expectation code
2018-03-07 15:04:07 +01:00
81f2258228
var_model: store max lag info
2018-03-06 15:17:39 +01:00
a69c53b0c8
clean up var_model code
2018-03-06 14:42:11 +01:00
feb5b93eea
create function to calculate aux vars as dseries
2018-03-02 17:50:35 +01:00
1e20717f58
fix bug in substitution of diff operator
2018-02-28 17:33:00 +01:00
a1437ac982
Merge remote-tracking branch 'dynare-preprocessor-github/master' into other-master
2018-02-26 12:09:58 +01:00
b504f160ca
move files to src directory
2018-02-15 11:48:04 +01:00
Sébastien Villemot
Houtan Bastani
Ferhat Mihoubi
Stéphane Adjemia (Scylla)
Stéphane Adjemian(Charybdis)