35dc7fcd81
Bytecode: fix treatment of temporary terms (in non-block mode)
...
The “temporary_terms_union.insert(it)” statement introduced in the previous
commit was in the wrong block.
By the way, replace the “switch” by an “if constexpr”.
2022-07-14 09:17:11 +02:00
ae150d2b1f
Bytecode: refactor routines for creating .cod file in non-block mode
2022-07-13 18:51:01 +02:00
89debf429a
Factorize code for writing JSON output
2022-07-12 18:04:05 +02:00
6da24fc763
Fix bug in JSON output for dynamic derivatives w.r.t. parameters
...
Variable and parameter indices were wrong (offset by 1).
2022-07-12 17:45:00 +02:00
9e6c01f132
Streamline some function names
2022-07-12 17:04:41 +02:00
a541d23055
Minor simplification
2022-07-12 16:39:17 +02:00
157c67e04b
New helpers to simplify common operations with derivation IDs
2022-07-12 16:30:45 +02:00
2013056a2c
Fix bug in JSON output for derivatives w.r.t. parameters
...
Confusion between a symbol ID and a derivation ID, which could lead to invalid
output or crash.
2022-07-12 16:23:44 +02:00
440173f2bc
Further simplification made possible by 75e453c5fe53ce9ce82e564577db073b41a0459a
2022-07-12 16:23:40 +02:00
7fd78606ae
Fix bug in MATLAB/Octave output introduced in 3e1f9dbb82
2022-07-12 16:23:32 +02:00
1d71386f01
Further templating of helpers for writing output files
...
So that more stuff is computed at compile-time (using constexpr features).
2022-07-12 16:23:28 +02:00
4370b76ce4
Remove unused function
2022-07-12 16:18:19 +02:00
9c3eeb7c8d
Refactor code for writing derivatives w.r.t. parameters
2022-07-12 16:18:16 +02:00
8da663a110
Further factorization in methods for writing static and dynamic files
2022-07-12 16:05:15 +02:00
3e1f9dbb82
use @inbounds blocks instead of @inbounds for each line
2022-07-12 13:07:33 +02:00
a4556896db
Julia functions Float64 -> <: Real
2022-07-12 11:15:51 +02:00
5174c3b52c
Minor simplification
2022-07-11 22:30:50 +02:00
f38c8278ae
Refactor methods for writing static and dynamic files
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– factorize common code between the static and the dynamic version
– reorganise language-specific code into dedicated functions
– use a function template in the main helper to do some computations
at compile-time (using constexpr features)
2022-07-11 22:29:28 +02:00
c8b046ec86
Simplification using non-default std::ofstream constructor
2022-07-11 22:17:36 +02:00
92047f547e
Minor simplification
2022-07-11 14:05:29 +02:00
9b34fe856f
Add missing “break” for consistency
2022-07-08 16:10:23 +02:00
4b30342dc2
Bytecode: various simplifications
...
Also improve the naming of the enum class used for identifying the type of
external function call.
2022-07-08 16:02:49 +02:00
a7dc96516b
Minor cleanup
2022-07-08 15:13:21 +02:00
69354e0aec
More C++20 modernization
2022-07-08 14:52:21 +02:00
4867120757
Remove unused function
2022-07-08 14:44:01 +02:00
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
93ef4c6feb
Small simplification
2022-07-05 17:08:29 +02:00
3d21821d0c
JSON output: remove duplicate “rhs” field when RHS of equation is non-zero constant
2022-07-05 17:08:29 +02:00
c27342cfeb
Fix interaction of temporary terms with steady_state operator
...
When the same complex expression appears outside and inside a steady_state()
operator, the same temporary term would be used for both cases, which was
obviously wrong.
The fix consists in never substituting temporary terms for expressions inside
the steady_state operator().
Incidentally, this implies that external functions can no longer be used inside
steady_state operators (since their computed values are stored inside temporary
terms).
2022-07-05 17:08:27 +02:00
db0d9290b5
Bytecode: remove hack for exogenous deterministic index
...
The support in the bytecode MEX was broken anyways.
2022-07-05 14:10:34 +02:00
c27354ace0
Bytecode: change name of 2nd argument of ExprNode::writeBytecodeOutput(), for clarity
2022-07-04 17:10:44 +02:00
99337ee32e
dyn_forecast: remove unused output argument
2022-07-01 14:31:42 +02:00
c3fc5b1dd7
Enable -Wunused-parameter
...
As a consequence, add many [[maybe_unused]] attributes for legitimate
cases (mainly in virtual functions).
2022-06-24 17:11:48 +02:00
a6b5d40d4b
Pac{Expectation,TargetNonstationary}Node::writeOutput(): error out for non-LaTeX, as for VarExpectationNode
2022-06-24 17:11:48 +02:00
297f86a90e
NumConstNode::write{Bytecode,Json}Output(): check for temporary terms, as is done for MATLAB output
2022-06-24 17:11:48 +02:00
17f72d6162
Remove empty checkPass() methods
2022-06-24 17:11:48 +02:00
3b99ac5df0
Remove unused parameters to various methods
2022-06-24 17:11:38 +02:00
e0c9a287c5
Remove unused StaticModel::copyHelper()
2022-06-24 15:28:42 +02:00
b390390a98
Remove unnecessary inline specifiers
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A function defined entirely inside a class/struct/union definition is
implicitly an inline function.
2022-06-24 15:09:08 +02:00
b307097f85
Mark some functions as constexpr
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This probably brings no benefit since those functions are currently not used at
compile time, but it’s nice…
2022-06-24 14:52:39 +02:00
7e01d01d80
VariableNode::writeBytecodeOutput(): check for temporary terms, as done for other types of output
2022-06-24 13:10:23 +02:00
9bd2973034
Refactor bytecode output around a new BytecodeWriter class and operator<< overloads
2022-06-24 13:10:04 +02:00
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
83693e4427
Bytecode: stop using unsigned integers where signed ones avoid unnecessary casts
2022-06-20 17:49:31 +02:00
5cd5676c8e
Bytecode: directly use several enums inside instruction classes
2022-06-20 15:19:08 +02:00
4662a42c9a
Bytecode: in FNUMEXPR, store lag as int rather than int8_t
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Otherwise lags are truncated at ±128.
2022-06-20 15:19:08 +02:00
b1c8e24e01
Bytecode: store instruction opcode (Tags enum) directly inside instruction classes
...
This makes the code simpler. Incidentally, since Tags are no longer stored as
uint8_t, this makes the .cod files larger, but there is no clear performance impact.
2022-06-20 15:18:23 +02:00
09cb33d867
Bytecode: no longer bypass normal alignment rules in instructions representation
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This change provides a (limited) performance gain, at the expense of
a (moderate) increase in .cod files.
2022-06-20 10:28:30 +02:00
2ea6a5244e
Bytecode: remove unused expression types and associated constructors
2022-06-17 16:31:47 +02:00
3613dbbe01
Bytecode: remove unused instruction class constructors
2022-06-17 16:10:17 +02:00
aa4783fd86
Bytecode: move all instruction classes into a single class hierarchy
...
Class BytecodeInstruction is the root.
2022-06-17 15:33:54 +02:00
1383d2f344
Remove useless inline specifier
...
Functions entirely defined inside classes are automatically marked inline.
By the way, fix indentation in relation to the explicit specifier.
2022-06-17 14:29:12 +02:00
82751d21fe
Remove useless debugging code
2022-06-17 12:46:32 +02:00
b3b8ed63e1
Bytecode: remove unused opcodes
2022-06-17 12:46:24 +02:00
4cfba74f57
Bytecode: streamline description of opcodes
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An “FLD…” opcode loads onto the stack, an “FST…” opcode stores from the stack.
Also remove useless numerical values (which may change).
2022-06-17 12:26:43 +02:00
5a0c6ad206
Build system update following header split
2022-06-16 20:41:53 +02:00
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
41b1e89756
Macro-processor: when a variable is defined without a value, set it to “true”
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Previously it was set to 1.
Also do the same change for variable defined on the command-line, for
consistency.
Closes : #43
2022-06-16 16:50:38 +02:00
2a68f5a3af
Use “follower” instead of “slave” in internal class and variable names
2022-06-15 15:39:20 +02:00
248dac4bc7
Rename “parallel_slave_open_mode” option to “parallel_follower_open_mode”
...
But still accept the old name for backward compatibility.
Closes : #86
2022-06-15 15:35:54 +02:00
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
5d1264e2b9
Optimization: use a move_iterator
2022-06-13 15:06:58 +02:00
ee8ee7c27f
Optimization: use move semantics in a few more places
2022-06-13 14:27:19 +02:00
8541179a56
Correctly clean up options list after a “pac_model” statement
2022-06-13 14:27:19 +02:00
a5feb52f2f
Merge branch 'AppleSiliconPkg' of git.dynare.org:wmutschl/preprocessor
...
Ref. !61
2022-06-08 15:27:28 +02:00
fe8aaf44fd
🍎 provisions for Apple Silicon package
2022-06-08 15:11:02 +02:00
49277dbbf2
StaticModel::getDerivID() now throws an exception when arg is not endo or parameter
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Previously it would return -1, which is bad practice.
2022-06-08 14:54:09 +02:00
e3bc2d1b9b
Minor simplification
2022-06-08 14:37:59 +02:00
46b2c73565
C++17 modernization: more uses of std::optional
2022-06-08 12:34:25 +02:00
c94dfb848c
C++20 modernization: use initialization within range-based for loop
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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
9ace2dc413
C++17 modernization: take advantage of class template argument deduction
2022-06-07 14:35:26 +02:00
0b5c88109f
Various simplifications
2022-06-07 14:34:30 +02:00
8b5e33b87a
Avoid name clash between function parameter and class member
2022-06-03 20:38:07 +02:00
cecf14f29d
Improve comment
2022-06-03 20:30:40 +02:00
4da901d05f
Fix comment
2022-06-03 20:30:40 +02:00
d859f59a10
Epilogue: improve error message
2022-06-03 20:30:40 +02:00
edf75e48a3
Merge branch 'tolx_steady' into 'master'
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Add tolx-option for steady
See merge request Dynare/preprocessor!60
2022-05-23 10:07:09 +00:00
cec47cc78c
Implement bytecode compilation of 2nd deriv of external functions
2022-05-20 12:35:38 +02:00
d1a3b227fd
Fix bug in bytecode compilation of 1st deriv of external functions
2022-05-20 12:35:23 +02:00
03dc9837d0
Comment improvement
2022-05-20 12:27:22 +02:00
171cd65566
Fix bytecode compilation of external function nodes
2022-05-20 11:43:02 +02:00
1dbf9c8041
Add tolx-option for steady
2022-05-19 22:43:41 +02:00
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
af88f50d44
Forbid multiple identical clauses in “occbin_constraints” block
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Closes : #97
2022-05-19 14:36:15 +02:00
0284b249f5
Remove unused “bytecode” argument in {Static,Dynamic}Model::computingPass()
2022-05-19 14:10:22 +02:00
25a32b1a32
Cosmetics
2022-05-19 12:27:44 +02:00
17ba60e587
Mark copy constructor and assignment of ModelTree as protected
...
This limits the risk of slicing.
The same is not possible for DataTree, since that base class is directly used
in some places.
2022-05-19 12:27:39 +02:00
2483639f4d
Fix bug introduced in 3516894a71 related to new estimation syntax
2022-05-18 19:27:00 +02:00
3516894a71
JSON output: fix handling of vector value options
...
The vectors were previously stored as strings internally, which would not
necessarily contain the commas which are required in JSON (but not in
MATLAB/Octave). The fix consists in internally storing those options as
std::vector.
Closes : #96
2022-05-18 17:44:36 +02:00
5b50c10229
Simplify OptionsList::writeJsonOutput()
2022-05-18 16:33:49 +02:00
29c683c6ad
JSON output: add missing comma for paired numerical options
2022-05-18 16:33:49 +02:00
d64682f346
JSON output: fix possible spurious commas in vector of int or string options
2022-05-18 16:33:49 +02:00
2795207802
No longer delete move constructor/assignment operator
...
We follow the advice given by Josuttis in his book about move semantics.
Deleting those member fuctions can be a bug if we want to allow copy semantics,
because overload resolution will no longer fallback to the copy
constructor/assignment operator when given an rvalue.
In particular, this explain why it was not possible to delete the move
assignment operator of the StaticModel class.
2022-05-18 16:33:48 +02:00
c6007aa780
C++17 modernization: use [[fallthrough]] attribute
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This disables warnings when -Wimplicit-fallthrough is used (enabled by -Wextra).
2022-05-18 16:33:48 +02:00
701db61e09
JSON output: fix several bugs related to switch/case fallthrough
2022-05-18 16:33:42 +02:00
ae97c4eb29
Factorization in OptionsList class
2022-05-17 18:08:10 +02:00
3e94250582
C++17 modernization: use std::optional in ExprNode::getPacOptimizingShareAndExprNodes()
2022-05-16 19:10:16 +02:00
0eb11d3323
C++17 modernization: use std::optional in expression matching functions
2022-05-16 19:10:16 +02:00
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
34aa1d3bb4
Fix comment
2022-05-16 19:10:16 +02:00
06d05e9a8d
C++17 modernization: use std::optional for SymbolTable::getEquationNumberForMultiplier()
2022-05-16 19:10:16 +02:00
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
8fd1505ca2
C++17 modernization: use std::optional for “periods” option of “plot_conditional_forecast”
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Incidentally, in the JSON output, no longer assign a value to the “periods”
field if not passed by the user (previously the value -1 was output in the JSON
file).
2022-05-16 19:10:15 +02:00
fc037a4352
Simplify printing of booleans using std::boolalpha
2022-05-16 19:10:15 +02:00
92d3b8166a
C++17 modernization: use std::optional for equation line numbers
2022-05-16 19:10:15 +02:00
0b51294994
C++17 modernization: use std::optional for trend variables in TCM
2022-05-16 19:10:15 +02:00
fb3b1c301f
endval(learnt_in=…) block: fix treatment of unused endogenous variables
2022-05-06 12:56:24 +02:00
46a85644d8
C++20 modernization: update comment about workaround for clang
2022-05-04 17:37:58 +02:00
7bd449d6c3
C++20 modernization: use new std::erase_if function
2022-05-04 17:37:58 +02:00
b42ee40b55
C++20 modernization: use contains() method on containers
2022-05-04 17:37:57 +02:00
ef02b79486
Various minor simplifications
2022-05-04 17:36:59 +02:00
e0c3cb72b7
No longer link against libstdc++fs
...
That requirement was dropped in GCC 9.
2022-05-04 17:11:44 +02:00
3a820fffa2
New += and *= syntaxes in “endval(learnt_in=…)” blocks
...
Incidentally, forbid exogenous deterministic variables in “endval” blocks.
2022-05-03 16:52:04 +02:00
8c07fb5e43
Compatibility fix for GCC 12
...
Ref. dynare#1852
2022-05-02 17:03:42 +02:00
32761173e0
Add solve_algo, markowitz, maxit and tolf options to pfwee_setup
2022-04-29 15:53:26 +02:00
6509bc7d36
Allow “learnt_in=1” for “shocks” and “endval”
...
In that case, the option has no effect.
2022-04-29 11:17:11 +02:00
76a16a69a8
New “add” and “multiply” keywords in “shocks(learnt_in=…)” block
2022-04-26 15:21:45 +02:00
dbe14ecfd4
Add checks on the value of the “learnt_in” option of “shocks” and “endval”
2022-04-26 11:45:22 +02:00
e47ea565b9
Use booleans for “exo_det” and “multiplicative” fields of M_.det_shocks
2022-04-26 11:32:07 +02:00
8e3590ee71
Reject exogenous deterministic variables in a few places where they were erroneously accepted
...
– heteroskedastic_shocks block
– generate_irfs command
– new estimation syntax
2022-04-21 17:59:04 +02:00
516f0bf41f
Fix bug in new estimation syntax introduced in 7280c92642
2022-04-21 17:38:41 +02:00
b5a4df1608
New shocks(learnt_in=…) and endval(learnt_in=…) blocks
...
For use with perfect_foresight_with_expectation_errors_setup.
2022-04-21 17:07:33 +02:00
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
894f5cda46
Macro-processor: more robust handling of empty files
...
The support for empty files at the macro-processor level, as implemented in
1291320053Closes : #93
2022-04-19 16:40:18 +02:00
8064bdc7d0
Use Unicode copyright symbol (in UTF-8 encoding)
...
This file was apparently a left-over from a previous conversion.
[skip ci]
2022-04-13 13:24:33 +02:00
acaabd59da
New option “constant_simulation_length” to “perfect_foresight_with_simulation_errors_solver” command
2022-04-12 15:26:04 +02:00
0a3782df8c
Fix error in grammar for options of “perfect_foresight_with_expectations_errors_solver”
2022-04-12 15:26:04 +02:00
a431682697
Fix check for the presence of ramsey_{model,policy} when ramsey_constraints is used
...
The existing check would incorrectly fail if ramsey_constraints appeared before
ramsey_{model,policy}.
Also, the check would not terminate the processing in case of error.
Closes : #91
2022-04-11 12:28:38 +02:00
621134b8d8
Julia: more adaptation of DynamicSetAuxiliarySeries.jl for TimeDataFrame objects
...
– also use vectorized versions for .+ and .-
– add a space before vectorized operators to avoid syntactical ambiguity
This commits complements bfdcc546ec
2022-04-08 15:06:29 +02:00
bfdcc546ec
Julia: adapt DynamicSetAuxiliarySeries.jl for TimeDataFrame objects
2022-04-01 17:34:37 +02:00
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
ee14027e1b
Remove duplicate functions for setting current parser data tree to dynamic model
2022-03-30 17:27:08 +02:00
40398425ae
Refactor some symbol declaration helpers so that they return the symbol ID
...
This avoids useless calls to SymbolTable::getID().
2022-03-29 16:44:04 +02:00
46cc47266b
Refactor parsing of symbol lists
...
For symbol lists (such as those given to “var” or “stoch_simul”), return a
semantic value at the Bison level, rather than building the list through a
temporary object in ParsingDriver. This allows various simplifications, and
leads to a more functional code.
By the way, homogeneize the naming of the various flavours of symbol lists in
the Bison file (with TeX names, partitioning, or with a wildcard).
2022-03-29 14:59:34 +02:00
7fff8b3406
Fix detection of nonlinearity of blocks of type “Solve backward/forward simple”
...
They were always marked as linear.
2022-03-15 16:47:03 +01:00
9db21a231c
Handle “resid” command at the preprocessor level and add “non_zero” option
2022-03-01 14:23:18 +01:00
11a81e3047
Add a couple of missing “explicit” keywords on single-argument constructors
2022-03-01 12:15:03 +01:00
17c5e1935d
Fix error message when “ramsey_policy” follows a “ramsey_model” statement
...
By the way, also fix error message when there are several “ramsey_model” or
“ramsey_policy” statements.
Closes : #90
2022-02-21 16:45:56 +01:00
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
cb78300e95
Transform predetermined variables before simplifying equations
...
Equation simplification takes leads/lags into account, so those need to be
correct upon entry of the procedure.
2022-02-17 18:27:08 +01:00
c03f4a559a
Fix JSON output when there are multiple “var_expectation_model” statements
...
Ref. Madysson/estimation-codes#19
2022-02-15 20:58:36 +01:00
7df6781982
Add interface for “static” and “incidence” options of “model_info”
2022-02-09 12:26:00 +01:00
adab6c7f93
Comment improvement + cosmetics
2022-01-28 17:24:48 +01:00
01bea3f5e7
TCM: remove useless 3rd dimension of A0 and A0star (supposedly for lags)
2022-01-28 16:38:50 +01:00
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
28f89261ab
Minor simplification of SymbolTable::addDiffAuxiliaryVar()
...
For symmetry with SymbolTable::addUnaryOpAuxiliaryVar().
2022-01-28 16:01:44 +01:00
a93e264c2c
Harmonize “diffForward” auxvar with “diff” auxvar by giving it an orig_lead_lag as well
...
By the way:
– Fix and improve the explanation of the purpose of the orig_symb_id and
orig_lead_lag fields for auxvars
– Factorize the code that prints those fields in MATLAB and JSON output
2022-01-28 15:53:41 +01:00
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
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
2c84d500d9
Add GDB pretty-printer for ExprNode class hierarchy
2022-01-26 15:40:40 +01:00
ff0e094d6f
Macroprocessor: MinGW bug for filesystem::path→string implicit conversion is still present in Debian 11
2022-01-25 12:57:12 +01:00
3d894b3a47
Macroprocessor: under Windows, trim trailing slashes and backslashes in the value of “@#includepath”
...
This is a workaround for a GCC/MinGW bug present in version 10.2
(https://gcc.gnu.org/bugzilla/show_bug.cgi?id=88881 ), that affects
gcc-mingw-w64 in Debian “Bullseye” 11. It is fixed in GCC 10.3, and thus should
be fixed in Debian “Bookworm” 12.
Ref. Madysson/estimation-codes#11
2022-01-25 12:57:09 +01:00
6936e54d42
Remove unused field M_.pac.(model_name).lhs
...
It contains symbol IDs, so it cannot be used from MATLAB/Octave code.
2022-01-25 10:34:46 +01:00
Stéphane Adjemian (Charybdis)
c56d58822e
Get the value of periods returned by the initval_file command.
2022-01-21 16:43:46 +01:00
Stéphane Adjemian (Charybdis)
ddddf89d9c
Add new option last_simulation_period for initval_file command.
2022-01-21 16:43:46 +01:00
5e8b478ccf
Add check to ensure that column indices in derivative matrices do not overflow
...
Closes : #89
2022-01-21 14:31:29 +01:00
f17c40f272
Cosmetics
2022-01-21 11:31:35 +01:00
6c7c2bc321
Simplification using std::set range constructor
2022-01-21 11:05:17 +01:00
49fa876444
Add missing “time_shift” option to JSON output of var_expectation_model
2022-01-20 16:26:17 +01:00
aa0e06bc7d
Refactor handling of var_expectation_model statements
...
Creates a VarExpectationModelTable analogous to PacModelTable.
2022-01-20 16:26:15 +01:00
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
96e2a8f971
Fix orig_lead_lag field for diff lag aux vars
2022-01-19 15:52:46 +01:00
a71100b971
Fix comment
2022-01-19 15:41:37 +01:00
0d7d5f1ae7
In case of nested unary ops (e.g. log(log())), ensure that the definition of the external aux var references the internal aux var
2022-01-19 15:40:52 +01:00
064a3dcd77
Fix orig_lead_lag field for unary op auxiliary variables
...
Ref. dynare#1843
2022-01-19 15:40:24 +01:00
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
f05b552f31
PAC: correctly handle log() and diff() operators in the equation defining the target
...
By default, the preprocessor substitutes logs and diffs by auxiliary variables
only in equations of auxiliary models (VAR, PAC). Hence they are not
substituted in the equation defining the target, since it is outside the
auxiliary model.
The fix consists in doing the substitution in that equation as well, when we
parse the linear combination within that equation.
Ref. dynare#1837
2022-01-17 12:57:37 +01:00
8c528f4f9a
Add missing include
...
(“endl” is defined in “ostream”)
2022-01-06 14:55:57 +01:00
0db05a886a
Move “using namespace std” statement after inclusion of standard headers
...
Otherwise clang emits this warning:
using directive refers to implicitly-defined namespace 'std'
2022-01-06 14:54:57 +01:00
75a26b6d11
Remove unused member in the RamseyPolicyStatement class
2022-01-06 14:47:34 +01:00
5572e478f1
Indentation fix
2022-01-06 14:46:38 +01:00
ebf7b6c51d
Clang compatibility fix
2022-01-06 14:35:39 +01:00
a8fce06dc4
PAC: new options “auxname” and “kind” to “pac_model”
2021-12-16 15:40:47 +01:00
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
6a31ba4b62
PAC: minor simplification in the matching of the growth expression
...
Simple variable nodes are already correctly matched by
ExprNode::matchLinearCombinationOfVariables().
Also improve the related documentation.
2021-12-16 15:40:47 +01:00
7dde09169e
estimated_params: check that no parameter is declared twice across concatenated blocks
...
The existing check (in AbstractEstimatedParamsStatement::commonCheckPass()) was
only working inside a given estimated_params block, but not across blocks.
2021-12-16 15:22:48 +01:00
ea44aa19d6
New option “overwrite” to “estimated_params” block
...
This option provides the same behaviour as before the change in
60ef6bbdbd
2021-12-16 14:22:31 +01:00
5ffbc5bad3
New estimated_params_remove statement
2021-12-15 16:02:57 +01:00
06a436fdf0
Minors simplification in EstimatedParams* classes
...
Also use a better name for the type-specific ID variable.
2021-12-15 16:02:53 +01:00
342c4faf8d
New var_remove statement
2021-12-15 12:20:29 +01:00
60ef6bbdbd
Allow multiple estimated_params statements
2021-12-15 12:20:29 +01:00
2d07186b8b
New model_options statement
...
The purpose of this statement is to specify the options that apply to the whole
model, when there are several “model” blocks, so as to restore the symmetry
between those blocks (since otherwise one “model” block would typically bear
the options, while the other ones would typically have no option).
It still remains possible to specify the options on one “model” block, or even
spread accross several ones.
Closes : #19
2021-12-15 12:20:14 +01:00
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
a73b0d911a
Fix logic of include_eqs in the presence of [static]/[dynamic] equations
...
In a model with [static]/[dynamic] equations, if the user was using include_eqs
with a list of equations that does *not* contain equations marked
[static]/[dynamic], then the call to ModelTree::includeExcludeEquations(…,
static_equations=true) would have an empty list of equation tags (as stored
in tag_eqns).
The right behaviour in this case is to exclude all static equations. However,
the code would exclude none, and this would disrupt the equilibrium between
[static] and [dynamic] equations (since all [dynamic] equations were excluded
by the other call to the same method).
The fix consists in removing the shortcut that returns from the method if
tag_eqns is empty.
2021-12-10 12:50:10 +01:00
a492417a5b
Fix typo
2021-12-10 12:44:42 +01:00
d047878333
Julia specific interface for normcdf and normpdf
2021-12-10 10:17:06 +01:00
c0ea8d7203
Add hyperbolic primitives (cosh, sinh, tanh, acosh, asinh, atanh)
...
Everything was already in place (since ages!), except that the parser interface
was missing.
Also fix the derivation formula for atanh, which was incorrect.
2021-12-07 18:03:33 +01:00
d15b2110a0
Add erfc() primitive
...
Closes : #85
2021-12-07 15:19:40 +01:00
a040a7dbde
Merge branch 'write_regimes' of git.dynare.org:JohannesPfeifer/preprocessor
...
Ref. !55
2021-12-07 12:24:38 +01:00
81abea042b
Occbin: use element-by-element multiply, divide and power in occbin_difference.m
...
This file operates on vectors.
Ref. dynare#1826
2021-12-07 12:22:59 +01:00
b356b8d5fa
Substitute out adl() operators in equations marked [static]
2021-12-06 17:17:38 +01:00
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
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
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
fe974c4c31
When looking for unused endos/exos, also search in equations marked [static]
2021-12-06 17:17:37 +01:00
8d4cab6fe3
Substitute model-local variables in equations marked [static]
2021-12-06 17:17:27 +01:00
164e2debdc
occbin_write_regimes: add option to select type
2021-12-06 16:10:58 +01:00
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
607c5aab19
Merge branch 'planner_objective_options' into 'master'
...
evaluate_planner_objective: add options
See merge request Dynare/preprocessor!54
2021-12-03 16:07:14 +00:00
befd432be7
evaluate_planner_objective: add options
...
Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1967
2021-12-03 14:06:57 +01:00
3c6d5126b3
PAC: fix comment
2021-12-03 11:07:59 +01:00
a210a8fd59
Add several types of auxiliary variables to M_.mapping
...
In practice, only those auxiliary variables which do not have an orig_symb_id
will be listed (in addition to unary ops, due to an implementation bug).
2021-11-24 11:27:17 +01:00
2282d4773c
PAC: new auxiliary variable type for pac_expectation operator
...
Also add the new equation to auxiliary equations in the backward case (but not
in the MCE case, since that equation is recursive).
2021-11-23 14:31:03 +01:00
ae242770f9
PAC: in the backward case, unify h0 and h1 parameters vector into a single vector
...
There is no reason to keep this distinction.
Additionally, since the data structure is now symmetric with the MCE case,
unify this “h” parameter vector with the “α” parameter vector.
2021-11-23 14:31:03 +01:00
0f89569f7e
PAC: in the backward case, create an aux. var. for the pac_expectation expression
...
By the way, refactor the MCE case by merging two routines related to the Z₁ aux. var.
This restores the symmetry with the backward case, now that the latter also has
an aux. var. for the pac_expectation operator. Also store the aux. var. IDs in a
structure common to the backward and MCE cases.
2021-11-23 14:31:03 +01:00
0e62206203
PAC: drop support for multiple PAC equations associated to a given PAC model
2021-11-23 14:31:02 +01:00
1cc512962c
No longer consider an equation of the form “x(+1) = 0” as defining x to be a constant
...
Fix this by restricting the detection of constant equations to those where the
variable appears without a lead or lag.
Closes : #83
2021-11-19 18:01:11 +01:00
b51f122e59
With nostrict, really ignore unused endogenous in initval/endval/histval
...
Closes : #82
2021-11-19 17:49:57 +01:00
02ee077663
Fix handling of undeclared variables in the planner_objective statement
...
Closes : #81
2021-11-19 17:32:45 +01:00
1e4eadb266
Macroprocessor: make the removal of “@#line” directives and extra newlines consistent across LF and CR+LF conventions
...
Simplify the algorithm using only regexps, and add comments.
2021-11-19 16:49:21 +01:00
1de3476546
Macroprocessor: fix line counter inside @{} constructs
...
There were two bugs:
– with the LF convention, newlines were counted twice
– with the CR+LF convention, they were counted four times (because the CR was
included in yyleng, alongside the LF)
The fix consists in implementing a location_increment() method similar to the
one used for the Dynare parser. This is the most robust solution.
By the way, mark the method DynareFlex::location_increment() method static.
2021-11-19 14:55:14 +01:00
487c372900
Macroprocessor: fix newlines in output when under Windows and input uses CR+LF convention
...
If the input .mod file uses CR+LF convention, and if the user is under Windows,
then the output of the macroprocessor (as given by the “savemacro” option) had
incorrect end of lines: those would be CR+CR+LF.
The reason is that some TextNode(s) internally created by the macroprocessor
would themselves contain CR+LF sequences, which would then be transformed into
CR+CR+LF in the output (because MinGW transforms LF into CR+LF in output
streams).
The fix consists in changing the nature of the EOL token: the parsed text is no
longer attached to it, so that the Bison file now systematically turns it into
a LF inside TextNode(s).
Closes : #80
2021-11-19 14:55:12 +01:00
1041f205ea
PAC: trap a few more cases when an auxiliary param conflicts with a declared one
2021-11-09 15:48:59 +01:00
6ad3d02ec6
Minor simplification in ExprNode::matchLinearCombinationOfVariables()
2021-10-29 15:39:40 +02:00
c4e9432eef
Remove implementation of various methods of PacExpectationNode
...
Those implementations are dummy and are normally never used. Rather error out
on those, factorizing them within SubModelNode.
2021-10-29 14:11:30 +02:00
3e242dd481
New class SubModelNode to factorize between VarExpectationNode and PacExpectationNode
2021-10-29 14:11:30 +02:00
37a6ed6261
PAC: rethink the relation between PacModelTable and DynamicModel classes
2021-10-29 14:11:30 +02:00
127361971f
PAC: refactor with new PacModelTable that replaces PacModelStatement(s)
...
Incidentally, the auxiliary endogenous variable representing Z₁ and created for
PAC MCE models no longer necessarily appear as the first auxiliary variable (so
this is effectively a revert of 64f55e4a5e
2021-10-29 14:11:30 +02:00
0123326123
Fix error message when using pac_expectation with occbin_constraints
...
By the way, also fix the argument name (the model is not a VAR).
2021-10-29 14:11:08 +02:00
bc827326eb
JSON: fix syntax error in the aux vars table introduced in a7fb198463
2021-10-26 12:31:01 +02:00
5bef185370
PAC: add growth correction term for definition of Z₁ in the MCE case
2021-10-25 17:28:01 +02:00
4191cec9aa
Merge branch 'master' into 'master'
...
Master
See merge request Dynare/preprocessor!53
2021-10-08 13:42:16 +00:00
8bb8e59410
Improve message for GCC installation under macOS
2021-10-08 12:59:17 +02:00
a7fb198463
add field aux_vars to modfile.json
2021-10-08 09:26:49 +02:00
561bee0790
add NNZderivatives to JSON + use AbstractVector for Julia functions
2021-10-06 17:45:11 +02:00
78e295115a
PAC: better error message in case of name conflict for the growth neutrality correction parameter
2021-10-06 16:41:09 +02:00
b496c4ba2c
ramsey_model: Fix error message logic
...
one of the statements being present is sufficient
2021-09-24 09:14:41 +02:00
eb006ecaeb
Remove unused steady_state_growth option to pac_model
2021-09-22 16:26:42 +02:00
8d14e18cdb
Rename mh_mode to correct mh_posterior_mode_estimation option
...
Closes https://git.dynare.org/Dynare/preprocessor/-/issues/60
2021-09-21 17:28:37 +02:00
b12746190d
ramsey_{model,policy}, discretionary_policy: check that instruments are declared endogenous
...
Closes : #72
2021-09-21 17:17:36 +02:00
3d215020ae
Fix use_dll on macOS + Octave
...
Enforce GCC with mkoctfile. Otherwise Clang will be used, and it does not
accept our custom optimization flags.
Ref. dynare#1797
2021-09-13 16:50:13 +02:00
989347f448
Fix bug introduced in previous commit that triggers a crash for DSGE-VAR models
2021-09-08 19:00:15 +02:00
cb19ece049
estimated_params*: add a check that prevents (apparently) recursive prior definitions
...
Closes : #77
2021-09-08 17:10:56 +02:00
62ba9a434a
estimated_params_{bounds,init} now check that a parameter (or correlation) is never declared twice
...
This check was previously only implemented in estimated_params.
2021-09-08 16:38:15 +02:00
784dd4122a
PAC: generate the “growth_neutrality_param_index” MATLAB field for MCE models
...
Previously it was only generated in the case of backward PAC models.
2021-08-31 17:54:20 +02:00
6863494db2
Ensure that the “discount” option of “pac_model” is a parameter
...
Ref. Madysson/estimation-codes#4
2021-08-31 12:52:00 +02:00
15658fda5c
Merge branch 'mom_namespace' of git.dynare.org:JohannesPfeifer/preprocessor
...
Ref. !50
2021-08-30 16:05:44 +02:00
297888ce72
Merge remote-tracking branch 'origin/updated_covariance'
...
Ref. !47
2021-08-30 16:05:13 +02:00
Stéphane Adjemian (Charybdis)
79d5a2d687
Fix warning (missing option in occbin_setup).
2021-08-18 15:18:21 +02:00
3f37d9692c
method_of_moments: move to namespace
2021-08-15 20:44:24 +02:00
6fb86522ea
Occbin: Add missing options
2021-08-10 20:28:32 +02:00
bb19d98712
Merge branch 'results_file' into 'master'
...
Move results file to output folder
See merge request Dynare/preprocessor!48
2021-07-23 11:58:46 +00:00
361b789e88
Move results file to output folder
2021-07-22 19:36:12 +02:00
38714a58c4
Add updated_covariance option
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1784
2021-07-22 17:12:02 +02:00
5cfe6303e2
Cosmetic changes
2021-07-22 16:49:59 +02:00
5da01faa74
Introduce option consider_all_endogenous_and_auxiliary
2021-07-22 11:49:36 +02:00
e1f7d8c735
VAR models: add a parameter representing the constant in the development of the pac_expectation operator
2021-07-21 17:53:55 +02:00
da9e0acc2d
VAR models: add a parameter representing the constant in the development of the var_expectation operator
2021-07-21 17:53:55 +02:00
1a5fb4d5e6
DynamicModel: make PAC data members private
2021-07-21 17:53:55 +02:00
Stéphane Adjemian (Ryûk)
8305b94d29
Fix constant definition in reduced form VAR.
2021-07-21 17:53:55 +02:00
Sébastien Villemot
MichelJuillard
Johannes Pfeifer
Willi Mutschler
Stéphane Adjemian (Charybdis)