Commit Graph

64 Commits (aad8414f94b30a3024bdb759897f100036bf3e95)

Author SHA1 Message Date
Sébastien Villemot 67ac4bf8ea
Allow diff() and log() in "expression" option of var_expectation_model 2018-11-29 16:01:49 +01:00
Houtan Bastani 41af0841c3
extend nopreprocessoroutput option to substitution output 2018-11-28 11:53:50 +01:00
Sébastien Villemot d733f3fb5a
Various simplifications and modernizations of the block/bytecode part 2018-11-23 17:19:59 +01:00
Sébastien Villemot 6fa115aedd
Derivation engine w.r.t. endogenous generalized to any order 2018-11-22 17:13:55 +01:00
Sébastien Villemot 4a974bb428
The preprocessor now compiles the MEX when use_dll is specified
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
Sébastien Villemot bcdfb43fd3 Replate DynamicModel::toStatic() by a converting constructor in StaticModel
It is therefore now possible to write:

  static_model = static_cast<StaticModel>(dynamic_model);
2018-10-10 17:08:54 +02:00
Sébastien Villemot 0e7d831e6f Remove redundant private keyword 2018-10-10 17:08:10 +02:00
Sébastien Villemot f2cf86b734 Add copy constructors / assignment operators for the DataTree class hierarchy
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
Sébastien Villemot 215283005e No longer store symbol type in VariableNode
This facilitates switching variable types on the fly. In particular, this
allows removing the hack in DynamicModel::updateAfterVariableChange() that way
basically recreating all the nodes after the type change.
2018-10-10 12:34:05 +02:00
Sébastien Villemot 7bb5382428 Always use brace-initializer in constructors
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
Sébastien Villemot 15d026e54e C output: split generated function into several smaller subfunctions
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
Ferhat Mihoubi 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
Houtan Bastani c9f5cef99b write AST in JSON 2018-09-18 17:48:04 +02:00
Houtan Bastani 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
Houtan Bastani dc9ecbb49a fix bug in columns of EC matrix 2018-09-12 17:56:30 +02:00
Houtan Bastani f71c861d5e output EC matrix in file for trend component models 2018-09-10 17:44:04 +02:00
Houtan Bastani 46709ada3f output AR matrix in file for trend component models 2018-09-10 14:51:33 +02:00
Houtan Bastani f5e5dea1be support hard-coded parameters and parameter expressions in AR matrix 2018-09-07 10:14:18 +02:00
Houtan Bastani acc197f539 output AR matrix in file 2018-09-06 18:00:05 +02:00
Houtan Bastani 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
Houtan Bastani d5d6e8beb0 simplify updating of RHS variables for trend component and var models 2018-08-23 13:57:27 +02:00
Houtan Bastani 539fddc9f6 introduce var model table 2018-08-22 12:15:02 +02:00
Houtan Bastani afe0e475b1 trend_component_model statement 2018-08-17 16:52:48 +02:00
Houtan Bastani 618147a126 fix typo 2018-08-16 11:09:54 +02:00
Houtan Bastani c5c61f99ba fix bug with max_lag reported for PAC equation 2018-08-13 12:12:20 +02:00
Houtan Bastani 0dffee4650 fix typo 2018-08-13 11:08:58 +02:00
Sébastien Villemot f3c2a1bf87 New var_expectation_model statement and re-design of var_expectation operator
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
Sébastien Villemot 762f25abe9 Remove useless separate list for diff auxiliary variables
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
Sébastien Villemot 4ad0e500d4 C++11: convert {Unary,Binary,Trinary}Opcode to class enums 2018-07-18 16:18:26 +02:00
Sébastien Villemot c12088f314 C++11: convert AuxVarType to class enum 2018-07-17 17:38:26 +02:00
Sébastien Villemot 946d105c04 Remove C and C++ preprocessor output types
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
Sébastien Villemot b8a5dfdc39 Replace several usages of C macroprocessor with C++ constructs 2018-07-17 16:36:58 +02:00
Sébastien Villemot b91ed6f78c Move the location of static and dynamic files on the filesystem
- M and MEX files are now under +${MODELNAME}/
- bytecode and C source now under ${MODELNAME}/model/
2018-06-27 15:30:25 +02:00
Houtan Bastani b8ae9f6935 Fix max lags for var 2018-06-11 15:18:06 +02:00
Houtan Bastani 84c2dc5f36 transform_unary_ops now introduces aux variables/equations for all unary ops specified by UnaryOpNode::createAuxVarForUnaryOpNode()
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
Houtan Bastani a30f8f365e Only create auxiliary variables for diffs that appear in VAR equations or equations that have pac_expectations in them
Otherwise, substitute the diff (i.e. `diff(x)` -> `x-x(-1)`)
2018-06-05 18:39:13 +02:00
Houtan Bastani 2cd3aa95cc When `transform_unary_ops` is passed, only substitute unary operators that appear in VAR equations 2018-06-05 17:41:15 +02:00
Sébastien Villemot 7d9cd718fc Replace more typedefs by using
Those were not automatically replaced by clang-tidy, I don’t know why…
2018-06-04 15:03:31 +02:00
Sébastien Villemot 182c53273e Remove useless spaces in type qualifiers
In C++11, it is no longer necessary to put a space between two consecutive ">".
2018-06-04 15:03:31 +02:00
Sébastien Villemot f8cc3ae355 Port to C++11 using keyword
Performed using modernize-use-using from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-using.html
2018-06-04 15:03:31 +02:00
Sébastien Villemot bf891b7d72 Port towards C++11 override
Performed using modernize-use-override from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-override.html
2018-06-04 15:03:31 +02:00
Sébastien Villemot e73ebc7033 Port to C++11 noexcept keyword
Performed using modernize-use-noexcept from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-noexcept.html
2018-06-04 15:03:31 +02:00
Sébastien Villemot c0ed97d247 Port to C++11 auto keyword
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
Sébastien Villemot 59e427cf66 Merge branch 'master' into temporary_terms_array 2018-05-30 17:20:48 +02:00
Houtan Bastani 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
Houtan Bastani 856f6f508a Revert "create aux vars for certain unary ops contained in diff operator"
This reverts commit f600a65c0e.
2018-05-30 15:50:42 +02:00
Sébastien Villemot 0b617ceb4b Merge branch 'master' into temporary_terms_array 2018-05-29 17:25:11 +02:00
Houtan Bastani f600a65c0e create aux vars for certain unary ops contained in diff operator 2018-05-29 17:00:56 +02:00
Sébastien Villemot 38ed0f2ffc Remove unused writeChainRuleDerivative methods 2018-05-25 17:10:16 +02:00
Sébastien Villemot 64323ef730 Add compatibility layer for Matlab/Octave code not using the new temporary terms array interface 2018-05-24 19:35:35 +02:00