Sébastien Villemot
67f4777ac3
Remove support for obsolete syntax: var_model(order = 2) X Y Z;
2021-07-07 18:26:09 +02:00
Sébastien Villemot
4cc22897b7
Cosmetic improvements
2021-07-06 19:09:25 +02:00
Sébastien Villemot
8df34c1ca5
VAR and trend component models: improve sanity checks on lead/lags on RHS
...
In particular, forbid lagged exogenous.
2021-07-06 18:52:38 +02:00
Sébastien Villemot
5a33699f03
VAR / trend component models: cosmetic changes
2021-07-01 17:52:05 +02:00
Sébastien Villemot
74ef3457b4
Use secure URL for link to GNU licenses
2021-06-09 17:21:00 +02:00
Sébastien Villemot
c5f9ae89e7
Implement new “occbin” option to “model” block
...
For the time being, the preprocessor will refuse that this option be used with
any command other than estimation.
By the way, remove occbin_likelihood and occbin_smoother options to estimation.
Ref. dynare#569
2021-05-31 10:00:59 +02:00
MichelJuillard
9773bafc5b
Julia: write definition of get_power_deriv inside generated static/dynamic files
2021-04-26 10:52:18 +00:00
Sébastien Villemot
dca294de3a
Julia: refactor the auxiliary variable/series files
...
— rename the files with camel case
— encapsulate the functions with modules
— change the signature of function <MODFILE>_dynamic_set_series!, by removing
the output argument and appending the exclamation mark, since this function
modifies one of its arguments, and for symmetry with the static version
Ref. DynareJulia/Dynare.jl#1
2021-04-23 17:57:33 +02:00
Sébastien Villemot
4354d8a578
Julia: do not overwrite steady state / auxiliary variables/series files if contents has not changed
...
Ref. DynareJulia/Dynare.jl#1
2021-04-23 17:56:54 +02:00
Sébastien Villemot
4cfc7a563b
Julia: do not overwrite Static/Dynamic files if contents has not changed
...
Ref. DynareJulia/Dynare.jl#1
2021-04-22 18:03:47 +02:00
Sébastien Villemot
81b1d02748
Julia: fix typo in StatsFuns package name
...
Ref. DynareJulia/Dynare.jl#1
2021-04-22 15:48:25 +02:00
Sébastien Villemot
1f17528383
Julia: update dependencies of Static/Dynamic modules
...
Ref. DynareJulia/Dynare.jl#1
2021-04-19 17:02:46 +02:00
Sébastien Villemot
c2d47fb48e
Julia: remove driver file
...
The Julia code now uses the JSON output for retrieving the information that
previously was in the driver file.
2021-04-19 17:02:41 +02:00
Michel Juillard
fd979f625a
add maximum lead and lag to modfile.json
2021-04-01 17:05:13 +02:00
Sébastien Villemot
4798a5e2bc
Cosmetic change
2021-02-19 20:09:48 +01:00
Sébastien Villemot
d3e115194b
Fix output write_latex_original_model for model-local variables
...
Those variables were substituted out by early substitution methods (which are
also called on the original model, for an unknown reason).
Closes : #65
2021-02-19 17:45:02 +01:00
Sébastien Villemot
2781e3e6f6
A few modernizations using clang-tidy
2021-02-10 16:48:46 +01:00
Sébastien Villemot
89e2daf7c7
C++17 modernization: convert the remaining enums to enum classes
2021-02-01 12:05:06 +01:00
Sébastien Villemot
af9bd8f109
Remove the unfinished decomposition in linear and nonlinear blocks
...
Also remove the det_cond_forecast interface, that was related to it.
Ref. dynare!1626
Closes : #39
2021-01-25 18:03:37 +01:00
Sébastien Villemot
bf1da3c6fb
JSON output: fix logic in “variable_mapping” that could lead to invalid JSON formatting
...
Ref. dynare#1755
2020-12-09 16:47:55 +01:00
Sébastien Villemot
cfb41d291c
Substitute out model-local variables early in the model transform pass
...
Incidentally, this makes it possible to use model-local variables with either
the “block” or “bytecode” option. (Ref: dynare#1243)
2020-11-10 18:07:57 +01:00
Sébastien Villemot
1e419a48e4
Remove unused function
2020-11-10 18:02:06 +01:00
Stéphane Adjemian (Charybdis)
abf5a6553b
Removed useless subfield (only julia output).
...
TODO: Check that we can do the same in the matlab version…
2020-10-21 18:16:07 +02:00
Sébastien Villemot
d2cbe2a19e
PAC model: fixes to M_.pac.MODEL.ar (information about autoregressive part)
...
– Fix order of items in this structure. Previously, items were ordered
according to the declaration order of parameters. Now, items are order
according to lag order (first lag appears first)
– Gracefully handle the case where there is no autoregressive part
(Closes : #52 )
2020-10-16 16:31:51 +02:00
Sébastien Villemot
740ea833f6
Block decomposition: bugfix for solve one boundary blocks with mfs>0
...
Ref. dynare#1726
2020-10-07 18:55:19 +02:00
Sébastien Villemot
4560639eb4
Block decomposition: fix evaluation of recursive variables in solved blocks
...
Ref. dynare#1726
2020-10-06 18:30:34 +02:00
Sébastien Villemot
5979885714
Block decomposition, chain rule derivation: code improvement
2020-10-02 18:31:55 +02:00
Sébastien Villemot
feee0ffa12
PAC model: better error message when pac_expectation refers to a non-existent pac_model
...
Closes : #53
2020-09-10 14:24:20 +02:00
Sébastien Villemot
de65e74c8f
use_dll: add the “restrict” C99 keyword to all pointers to double in computation functions
...
This greatly facilitates the job of the compiler during the optimization pass,
since we promise that the various pointers do not overlap each other. It may
now be possible to reenable some of the optimization flags that were disabled
without sacrificing compilation time, but this needs more investigation.
For the gory details, see:
https://en.cppreference.com/w/c/language/restrict
https://cellperformance.beyond3d.com/articles/2006/05/demystifying-the-restrict-keyword.html
2020-09-03 18:09:06 +02:00
Sébastien Villemot
ecf6d67e1c
PAC/MCE model: fix timing of target in PAC expectation term
...
Also be more strict on the form of the target (must now be X(-1) or log(X(-1))
where X is *not* an auxiliary variable).
By the way, improve some comments in SymbolTable.
2020-07-24 18:26:16 +02:00
Sébastien Villemot
3b3589b958
PAC model: rewrite the algorithm for detecting the target, to make it more robust
...
Closes : #54
2020-07-23 17:19:16 +02:00
Sébastien Villemot
86ac7d5bbc
PAC/MCE: improve informative message about # of aux. vars/eqs by adding the model name
...
This makes the output more useful when there are multiple PAC models.
2020-07-22 16:09:12 +02:00
Sébastien Villemot
2b25ab3e85
Fix handling of multiple PAC models
2020-07-22 12:21:05 +02:00
Sébastien Villemot
16f9168fda
PAC MCE: fix incorrect detection of the target variable
...
The detection of the target EC variable to be used when constructing the
forward-looking expectation variable is rather fragile.
When the PAC model is written with an (non-)optimizing share of agents,
restrict the identification of the target variable to the optimizing
expression, to minimize the risk of wrong identification.
By the way, add a few comments, and a small simplification.
2020-07-13 17:52:42 +02:00
Stéphane Adjemian (Charybdis)
51b3d5c68f
Do not print aux. var. for PAC expectation in dynamic_set_auxiliary_series routine.
...
It is useless in the backward looking version, and it cannot be
evaluated in the MCE case (because of the forward looking recursion).
2020-07-08 22:51:35 +02:00
Sébastien Villemot
3a9b0fc9ce
PAC MCE expectations: add corresponding auxiliary variables in dynamic_set_auxiliary_series.m and set_auxiliary_variables.m
2020-07-08 22:49:51 +02:00
Sébastien Villemot
4b3f010bc6
Simplify DynamicModel::writeAuxVarRecursiveDefinitions()
2020-07-08 18:48:45 +02:00
Sébastien Villemot
5b80a4db59
Unary ops substitution: bugfix, actually restrict the substitution to the chosen equations
...
By default, the preprocessor is supposed to only do the “unary ops”
transformation in the equations of VAR/PAC/trend component models.
However, the implementation was slightly different so far. It would detect
candidates to this transformation in the chosen equations, but it would then
perform the substitution in *all* equations.
This could lead for crashes, for example if the chosen equation contains
log(X(-1)), but another (non-chosen) equation has log(X(-2)). Then this latter
expression, even though it belongs to the same lag-equivalence class, is not
properly handled, causing a segfault.
Also do a few related cosmetic changes.
2020-07-08 15:13:14 +02:00
Sébastien Villemot
59bda04d8b
Block decomposition + use_dll: fix bug in timing of exogenous variables
2020-06-25 15:19:49 +02:00
Sébastien Villemot
db8c5439f7
use_dll: higher order derivatives are now returned as sparse matrices by static/dynamic files
...
Previously they were returned as 3-column matrices. But this was inconsistent
with the M-file mode.
2020-06-23 17:50:50 +02:00
Sébastien Villemot
95bdfcee8c
use_dll: better safeguards on the number of input/output argument to static/dynamic MEX files
2020-06-23 16:30:21 +02:00
Sébastien Villemot
fd13c03401
use_dll: use fmax() and fmin() from C99 to compute max and min operators
2020-06-23 15:59:35 +02:00
Sébastien Villemot
ad5e196d30
Block decomposition now compatible with 'use_dll' option
2020-06-23 15:13:04 +02:00
Sébastien Villemot
479c2c029f
Block decomposition: move core of the routine for writing per-block files in separate function
...
This is a preparatory step to allow use_dll with block decomposition.
2020-06-22 14:18:21 +02:00
Sébastien Villemot
f098329c74
Block decomposition: static and dynamic files are now pure wrappers around the per-block files
2020-06-19 18:45:42 +02:00
Sébastien Villemot
f4d2ce70da
Block decomposition: move logic for Jacobians in stochastic mode outside the dynamic file
2020-06-19 17:44:05 +02:00
Sébastien Villemot
92aff91066
Block decomposition: in per-block files, construct sparse Jacobians more efficiently
...
Use 3-column format before calling sparse().
Ensure that the 3-column matrix is constructed in column-major order: data
locality will greatly improve performance once we implement use_dll.
2020-06-19 16:42:32 +02:00
Sébastien Villemot
93c18d514b
Block decomposition: in per-block dynamic files, fix nonzero elements for deterministic Jacobians
2020-06-19 15:26:19 +02:00
Sébastien Villemot
8ec43b1fb2
Block decomposition: small simplification in per-block dynamic files
2020-06-19 12:39:54 +02:00
Sébastien Villemot
79763911b2
Block decomposition: in the dynamic file, y and T are now vectors as in non-block mode
2020-06-17 16:49:12 +02:00
Sébastien Villemot
91d5be3b8c
Block decomposition: fix value of M_.block_structure.dyn_tmp_nbr
2020-06-17 16:04:49 +02:00
Sébastien Villemot
257b399a94
Block decomposition: in dynamic files, rename “jacobian_eval” to “stochastic_mode”
...
This is much more explicit.
2020-06-16 15:54:51 +02:00
Sébastien Villemot
379be6ccef
Block decomposition: for “solve two-boundaries” blocks, move the iteration loop outside the dynamic file
2020-06-16 15:34:45 +02:00
Sébastien Villemot
85b900363d
Block decomposition: for “solve two boundaries” block, no longer compute “b” (-residuals+g1*y) in the dynamic function
2020-06-16 13:49:23 +02:00
Sébastien Villemot
8496979375
Block decomposition: remove useless “y” output for static/dynamic files of solved blocks
2020-06-16 10:38:16 +02:00
Sébastien Villemot
ad583adcd4
Block decomposition: for evaluate blocks, move the iteration loop outside the dynamic file
2020-06-15 18:13:17 +02:00
Sébastien Villemot
f022c0e16e
Block decomposition: remove duplicate “periods” arg. to dynamic file of complete two-boundaries blocks
2020-06-15 16:54:11 +02:00
Sébastien Villemot
b402e35683
In the driver file, provide mapping between model local variables and indices in the temporary terms vector
...
The structures are M_.model_local_variables_{dynamic,static}_tt_idxs.
Ref. dynare#1722
2020-06-05 17:12:15 +02:00
Sébastien Villemot
90b9b6a1e4
JSON output: write model local variables in parsed model (modfile.json)
...
Ref. dynare#1723
2020-06-05 16:10:38 +02:00
Sébastien Villemot
050f1cdd74
Block decomposition: remove unused 2nd and 3rd derivatives in output of dynamic functions
2020-06-03 16:59:04 +02:00
Sébastien Villemot
f0c8a14551
Block decomposition: no longer compute deterministic simulation from dynamic.m file
2020-06-02 17:42:00 +02:00
Sébastien Villemot
2caad3ee84
Block decomposition: simplify DynamicModel::writeDynamicBlockMFile()
2020-05-29 16:48:38 +02:00
Sébastien Villemot
7b11898689
use_dll: merge the two generated C source files into a single one
...
Also, do various other cosmetic/simplification changes.
2020-05-29 16:12:01 +02:00
Sébastien Villemot
3ca1914e03
Block decomposition: fix simulation of blocks of type "evaluate backward" (without bytecode)
...
Ref. dynare#1727
2020-05-26 17:00:21 +02:00
Sébastien Villemot
faa6666abe
Block decomposition: no longer use global variables for temporary terms in the dynamic M-file
...
Rather use a single vector as in non-block mode.
By the way, change the order of output arguments in static functions, to be
closer to the dynamic ones.
2020-05-26 16:21:11 +02:00
Sébastien Villemot
04b7d4386d
Block decomposition: no longer use global variables for temporary terms in the static M-file
...
Rather use a single vector as in non-block mode.
2020-05-25 18:35:36 +02:00
Sébastien Villemot
a5abbae46a
use_dll: remove workaround for char16_t type
...
Should no longer be needed now that the minimal MATLAB version is R2014a.
2020-05-25 16:06:17 +02:00
Sébastien Villemot
7b1a77ca47
Block decomposition: use logical values for some inputs to solve_{one_boundary,two_boundaries}
2020-05-25 15:12:43 +02:00
Sébastien Villemot
a6d9ba6e55
Rename EquationType::evaluate_s to evaluateRenormalized, for clarity
2020-05-20 11:49:32 +02:00
Sébastien Villemot
c6a17913b4
Rename {Static,Dynamic}Model::writeOutput() to ::writeDriverOutput() for clarity
2020-05-20 11:44:40 +02:00
Sébastien Villemot
becc433d56
Rename byte_code to bytecode for consistency with user option name
2020-05-20 11:39:59 +02:00
Sébastien Villemot
96657b4974
Block decomposition: refactor code that writes the block structure to the driver file
2020-05-20 11:35:14 +02:00
Sébastien Villemot
2944484442
Bytecode: rename output methods for better consistency
2020-05-19 17:45:33 +02:00
Sébastien Villemot
1d838e96ff
Block decomposition: simplify routines for writing output dynamic/static M files
2020-05-19 17:33:58 +02:00
Sébastien Villemot
a2bea00fee
Block decomposition: another fix related to temporary terms refactoring
...
Temporary terms need to be computed per equation (as was done previously), and
not simply per block.
It’s necessary to track temporary terms per equation, because some equations
are evaluated instead of solved, and an equation E1 may depend on the value of
an endogenous Y computed by a previously evaluated equation E2; in this case,
if some temporary term TT of equation E2 contains Y, then TT needs to be
computed after E1, but before E2.
2020-05-13 16:58:19 +02:00
Sébastien Villemot
c9388da649
Bytecode: still another fix for temporary terms
2020-05-13 15:16:38 +02:00
Sébastien Villemot
2e6bc7ecaa
Bytecode: fix handling of temporary terms
...
They were broken by 49036f166d
2020-05-13 12:53:47 +02:00
Sébastien Villemot
49036f166d
Block decomposition: refactor code for computing temporary terms
...
In particular, in dynamic models, temporary terms are now computed for
derivatives w.r.t. exogenous, and also w.r.t. endogenous variables that do not
belong to the block.
2020-05-12 18:39:13 +02:00
Sébastien Villemot
928aa977b6
Block decomposition: replace expr_t by BinaryOpNode * in a couple of places
2020-05-07 15:24:35 +02:00
Sébastien Villemot
c699d57308
Block decomposition: no longer compute static Jacobian, it’s not used
...
Also remove a message about elements below the cutoff that was no longer
correct (elements below the cutoff have no impact on the incidence matrix
outside of normalization).
2020-05-06 18:11:11 +02:00
Sébastien Villemot
a1b37288f9
Block decomposition: do not write unnecessary zeros in dynamic Jacobian
...
Also do cosmetic change in the corresponding code for static Jacobian.
2020-05-06 14:22:04 +02:00
Sébastien Villemot
9f361e9e37
Block decomposition: simplify code for ordering dynamic Jacobian columns
2020-05-06 14:21:24 +02:00
Sébastien Villemot
38ccd5e0cf
Block decomposition: remove unneeded code for bytecode
2020-05-05 17:15:08 +02:00
Sébastien Villemot
5f22f00436
PAC models: handle PAC data in DynamicModel copy constructor and assignment operator
2020-05-05 16:34:51 +02:00
Sébastien Villemot
4f453320d1
Block decomposition: remove unneeded code for exogenous
2020-05-05 16:17:22 +02:00
Sébastien Villemot
cb61ee8506
Block decomposition: make structures storing derivatives w.r.t. other endo/exo symmetric with those for endos belonging to the block
2020-04-30 18:24:24 +02:00
Sébastien Villemot
b1a739c56a
DynamicModel: add missing members in copy constructor/assignment operator
2020-04-30 14:57:50 +02:00
Sébastien Villemot
a8c2defe26
Block decomposition: compute simulation types into separate function; prologue and epilogue are no longer class members
...
By the way, remove the BlockType stuff which was purely informative (and it’s
not worth carrying over prologue and epilogue information just for that).
2020-04-30 12:48:16 +02:00
Sébastien Villemot
26fc71ffa7
Block decomposition: store max lead/lag of all variables in the “blocks” structure
...
By the way, regroup all code that computes the dynamic structure of a block
into a single function.
2020-04-30 12:03:14 +02:00
Sébastien Villemot
4948adf2cd
Block decomposition: remove unused data structure
2020-04-29 17:47:48 +02:00
Sébastien Villemot
f39c687d85
Block decomposition: store mapping between endos/eqs and their block
...
Previously this computation was done at several places.
2020-04-29 17:42:46 +02:00
Sébastien Villemot
39407083be
Block decomposition: ensure that the cutoff option only impacts normalization
...
Previously, the cutoff option would also impact the block decomposition itself,
since it would had an influence on the incidence matrix used for computing the
blocks and their derivatives.
The problem is that, in the general case, it’s quite possible that an element
of the numerical Jacobian be zero at the evaluation point, while being quite
different from zero along the simulation path. A typical example is an
expression of the type x*y, where y is an endogenous and x is an exogenous not
present in the initval block (and hence initialized to zero).
2020-04-29 12:41:39 +02:00
Sébastien Villemot
470cb5fcb0
Block decomposition: remove mostly unused structure ModelTree::derivative_endo
...
It has been superseded by ModelTree::blocks_derivatives.
By the way, fix the initial number of non-zero elements in sparse Jacobian.
Also avoid computing suboptimal temporary terms.
2020-04-28 14:12:29 +02:00
Sébastien Villemot
2e136cae56
Block decomposition: simplify computation of block derivatives
...
— use a std::map for storing block derivatives
— remove redundant ModelTree::first_chain_rule_derivatives structure
— remove unused codepaths in StaticModel
— DynamicModel: simplify code that determines the type of derivatives in a
block. We now use a slightly different categorization.
— by the way, fix the max lead/lag information for blocks that are obtained via
merging. A workaround was previously implemented in
DynamicModel::get_Derivative(), but it is no longer needed with this fix.
2020-04-28 12:26:51 +02:00
Sébastien Villemot
5ee45f5bd4
Block decomposition: remove helpers that are no longer needed since data structure are cleaner
...
Add a new helper for getting the number of recursive variables in a block.
2020-04-23 16:31:57 +02:00
Sébastien Villemot
118ceab85b
Block decomposition: reorganize data structures storing block information
2020-04-21 18:25:33 +02:00
Sébastien Villemot
8eafd9ab4f
Block decomposition: various refactorings
2020-04-17 19:23:52 +02:00
Sébastien Villemot
7327fb9f17
Block decomposition: give more explicit names to ModelTree::{inv_,}{equation,variable}_reordered
2020-04-17 15:09:22 +02:00
Sébastien Villemot
4e819f09b2
Block decomposition: various refactorings
2020-04-15 17:56:28 +02:00
Sébastien Villemot
e88c05e3b8
Change prototype of DataTree::AddEqual()
...
This permits some simplifications.
2020-04-02 19:19:57 +02:00
Sébastien Villemot
4d30f17e0b
Block decomposition: move collectFirstOrderDerivativesEndogenous in ModelTree
...
By the way, use camel case for the function name.
2020-03-30 14:51:53 +02:00
Sébastien Villemot
ad48697abe
Block decomposition without bytecode: fix call to solve_one_boundary
...
Ref. dynare#1717
2020-03-30 12:44:01 +02:00
Sébastien Villemot
50776a766a
Remove the unsignedness of many integer variables and function arguments
...
This was only adding unneeded complexity, for no clear reason (we’re very far
from reaching 2³¹ equations, and if we wanted to support models that large, it
would be better to use long integers to avoid being limited to 2³²).
2020-03-24 18:28:03 +01:00
Sébastien Villemot
ce1cbb3e52
Block decomposition: turn EquationType into an enum class
2020-03-20 18:00:56 +01:00
Sébastien Villemot
8b4d046f9f
Block decomposition: turn BlockSimulationType into an enum class
2020-03-20 17:31:14 +01:00
Sébastien Villemot
f1061e8df1
Block decomposition: turn BlockType into an enum class
2020-03-20 16:38:43 +01:00
Sébastien Villemot
fcef9cf8b9
Block decomposition: further streamlining of function prototypes
2020-03-20 15:23:23 +01:00
Sébastien Villemot
bd6eee93df
Block decomposition: refactor the prototypes of various functions
...
— return output arguments on the left-hand side
— do not pass class members as input/output arguments
By the way, fix a (benign) vector allocation bug in
{Static,Dynamic}Model::computeChainRuleJacobian().
2020-03-19 17:47:12 +01:00
Sébastien Villemot
76c2e87c3b
Block decomposition: factorize data structures between StaticModel and DynamicModel
2020-03-17 18:58:34 +01:00
Michel Juillard
d668590ff8
modify Julia output for mapping eqidx
2020-03-17 09:27:10 +01:00
Sébastien Villemot
9ff10f482a
Fix typos (thanks lintian)
2020-02-25 15:20:33 +01:00
Houtan Bastani
7371558321
rework equation tags
...
Create new EquationTags class to simplify use of equation tags throughout the code and avoid repeated code
issue #38
2020-02-21 17:49:38 +01:00
Houtan Bastani
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
3fec11b183
code simplifications
2020-01-30 14:55:39 +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
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
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
Sébastien Villemot
e2d5a83592
Global reindentation
2019-12-20 16:59:30 +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
5430bb4bc6
simplify for statement
2019-12-11 16:21:18 +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
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
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
217dadabbd
Use `if` statements with initializers allowed by C++17
2019-10-29 11:20:13 +01:00
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
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
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
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
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
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
7827d2e04d
add info about max endo/exo lag by variable. closes dynare#1596
2019-09-09 14:29:22 +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
Sébastien Villemot
4594fdd0fd
More comment improvements in relation to diff operator expansion/substitution
2019-08-20 18:22:02 +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
Sébastien Villemot
0988a1f755
Generated LaTeX files are now under <basename>/latex/
2019-07-11 17:33:53 +02:00
Sébastien Villemot
271a579808
Remove symmetric elements in 3rd derivatives
2019-06-17 15:28:33 +02:00
Sébastien Villemot
51beb9c2ef
New M_.has_external_function field
2019-05-15 15:02:36 +02:00
Sébastien Villemot
840b5f4f7f
Bugfix for M_.dynamic_tmp_nbr: first element was not including temp. terms for model local vars
2019-05-14 17:08:38 +02:00
Houtan Bastani
a0f74f5c16
pac growth: allow linear combination
2019-05-14 12:33:59 +02:00
Sébastien Villemot
40ef954802
Add new dynamic_g1_nz.m generated file, for perfect_foresight_stacked_solver DLL
2019-05-03 19:25:23 +02:00
Sébastien Villemot
82cd95a653
Remove some unnecessary headers
2019-05-02 15:30:33 +02:00
Houtan Bastani
bf89cedd88
fix compilation of static/dynamic files on macOS
2019-04-24 17:40:50 +02:00
Sébastien Villemot
1907249fac
Ask GCC to warn about C-style casts (-Wold-style-cast)
...
Adapt the code accordingly.
2019-04-23 12:54:11 +02:00
Sébastien Villemot
c628f21245
JSON: output derivatives at an arbitrary order
...
Backward incompatible change: the temporary terms for 3rd order are now stored
in "temporary_terms_third_derivative" (without the final "s"; same for external
functions), for consistency with the name of the slot for the derivatives
themselves ("third_derivative").
Ref dynare#217
2019-04-18 17:13:16 +02:00
Sébastien Villemot
43906691d3
JSON: simplification of method for writing temporary terms
2019-04-18 17:10:39 +02:00
Sébastien Villemot
b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding)
2019-04-16 11:35:31 +02:00
Sébastien Villemot
bbab112d65
Support for output of arbitrary derivation order (in MATLAB and DLL modes)
...
Does not work for Julia mode, neither with block and bytecode.
Note: in DLL mode, the number of temporary terms in no longer given in the
‘ntt’ symbol; it must be computed using ‘M_.dynamic_tmp_nbr’.
Ref dynare#217
2019-04-12 18:13:50 +02:00
Sébastien Villemot
8a41a75c85
Apply modernize-raw-string-literal from clang-tidy
...
Use ReplaceShorterLiterals option to enforce replacement of all strings.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-raw-string-literal.html
2019-04-03 16:45:52 +02:00
Sébastien Villemot
58adbdeddd
Compatibility fix with MATLAB ≤ R2011a
2019-03-26 15:41:48 +01:00
Sébastien Villemot
fd6e700ec7
Simplification: use std::max when computing maxima
2019-03-21 17:24:49 +01:00
Sébastien Villemot
78583135df
Use true/false instead of 1/0 for boolean options
...
This is more elegant, and makes it easier to distinguish them from integer
options.
2019-03-19 15:15:10 +01:00
Houtan Bastani
f1d1c1e1c1
trend_component_model: simplify AR
2019-03-15 12:27:32 +01:00
Houtan Bastani
a3c08f932e
simplify code to find autoregressive matrix for VARs
2019-03-15 12:26:59 +01:00
Houtan Bastani
69e7763490
pac: change vectors that store additive parts
2019-03-07 12:57:47 +01:00
Houtan Bastani
2201907245
pac: support additive elements whether optimizing agents are present or not
2019-03-07 12:36:08 +01:00
Houtan Bastani
9b1b4113d9
pac: keep order of variables in ec part of pac equation and add scaling factor to output
2019-03-07 11:31:45 +01:00
Houtan Bastani
b0dac547e9
shorten writing of istarget output
2019-03-07 11:31:45 +01:00
Houtan Bastani
9963686e72
handle additive terms when PAC equation does NOT have non/optimizing agents
2019-03-05 12:20:45 +01:00
Houtan Bastani
341b9c6667
pac_model: allow diff as argument to growth option
2019-02-28 19:22:34 +01:00
Houtan Bastani
5f013756f2
find additive parts to pac equation
2019-02-27 23:12:05 +01:00
Stéphane Adjemian (Charybdis)
2312ce13dc
Changed non_optimizing_behaviour.type field to non_optimizing_behaviour.isendo.
...
The elements are logicals true/false (true iff corresponding variable is an endogenous variable).
2019-02-27 15:35:19 +01:00
Houtan Bastani
ec21208ed7
pac: specify type of variables in non optimizing part of equation
2019-02-27 15:10:48 +01:00
Houtan Bastani
64f55e4a5e
pac: declare endogenous variables needed by pac model consistent expectation before the creation of auxiliary variables
2019-02-25 15:29:46 +01:00
Houtan Bastani
36b2ae5026
pac: model consistent expectation: add 1 to max lag from pac equation to obtain correct `m` for substitution
2019-02-25 10:48:53 +01:00
Stéphane Adjemian (Charybdis)
6a34603f91
Conform to spelling used in Matlab codes.
2019-02-22 12:31:58 +01:00
Houtan Bastani
d8c9bbc353
ensure that h1/h0_param_indices are created regardless of whether there are parameters or not
2019-02-22 11:52:07 +01:00
Sébastien Villemot
7d16fff786
Further simplifications
2019-02-21 12:16:22 +01:00
Sébastien Villemot
be023bdab9
Simplification: the [] operator already inserts the new element
...
See https://en.cppreference.com/w/cpp/container/map/operator_at
2019-02-21 12:15:50 +01:00
Houtan Bastani
f41e681122
use emplace instead of insert and emplace_back instead of push_back
2019-02-21 10:59:53 +01:00
Houtan Bastani
520c7fc9b2
use auto instead of specific initializer
2019-02-21 10:52:59 +01:00
Houtan Bastani
469a328cfc
replace make_pair and make_tuple
2019-02-21 10:42:10 +01:00
Houtan Bastani
b09b50472b
pac: fix writing to use modstruct instead of M_
2019-02-20 16:46:52 +01:00
Houtan Bastani
f88682d683
pac: output model type in M_.pac.(model_name)
2019-02-20 16:43:24 +01:00
Houtan Bastani
5e1521f42b
don’t save unnecessary pac model info
2019-02-20 16:38:44 +01:00
Houtan Bastani
240aba6709
move pac info out of pac expectation node
2019-02-20 15:35:13 +01:00
Houtan Bastani
34756833ae
pac: output info into substructures based on pac model name & equation tag
2019-02-19 18:32:42 +01:00
Houtan Bastani
fc6d04b015
create A0 and A0star matrices for trend component models
2019-02-19 12:26:30 +01:00
Houtan Bastani
0ea84fa9a4
pac: allow steady state growth and model consistent expectation substitution in pac equation
2019-02-18 15:11:45 +01:00
Houtan Bastani
f4837e6c94
fix AR and EC matrices when `equation = C` results in a simplified equation
2019-02-14 17:09:57 +01:00
Houtan Bastani
d922ae8ffc
pac_model: permit lag on growth option
2019-01-25 14:52:26 +01:00
Sébastien Villemot
e7c9c26d2d
More modernizations with clang-tidy
2019-01-15 11:08:47 +01:00
Sébastien Villemot
01385d1f80
Simplify implementation of nopreprocessoroutput option
...
Simply redirect cout to /dev/null, instead of propagating a boolean
everywhere.
2018-12-20 17:08:45 +01:00
Sébastien Villemot
38152c34a4
Make histval compatible with diff operator
...
The idea is to make use of the dynamic_set_auxiliary_dseries.m file to generate
the initial conditions for all auxiliary variables, including the diffs.
Also remove the check done by the preprocessor for the lags in histval, since
it does not work correctly with the diff operator.
2018-12-11 17:32:05 +01:00
Sébastien Villemot
66a766b0b7
Small modernization
2018-12-04 18:41:04 +01:00
Sébastien Villemot
571b5d0816
Computation of temporary terms generalized to any derivation order
2018-11-30 12:22:13 +01:00
Sébastien Villemot
67ac4bf8ea
Allow diff() and log() in "expression" option of var_expectation_model
2018-11-29 16:01:49 +01:00