Commit Graph

1149 Commits (b709da7f17c683ba943159929c8310794112e0f6)

Author SHA1 Message Date
Sébastien Villemot 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
Stéphane Adjemian (Ryûk) c6a7d56b36
Fix constants in var model (it has to be a vector). 2021-07-21 17:53:55 +02:00
Sébastien Villemot a6add6127b
VAR models: output vector of constants in varmatrices.m 2021-07-21 17:53:54 +02:00
Sébastien Villemot 1cf03a5f07
Cosmetic improvement 2021-07-21 17:53:54 +02:00
Sébastien Villemot 5498ce98ee
Use NumConstNode* type for DataTree constants (previously they were just expr_t) 2021-07-21 17:53:54 +02:00
Sébastien Villemot 15d7432105
Occbin: add more sanity checks on expressions in “occbin_constraints” block
— forbid leads and lags
— forbid expectation operators

This is implemented by moving the occbin_constraints expression to a separate
DataTree. As a side-effect, this removes the spurious non-linearity warning in
a stochastic context (because we were introducing inequalities and abs()
operators in the main DynamicModel tree).
2021-07-21 16:33:23 +02:00
Sébastien Villemot ed31d1cb5e
Remove unused functions 2021-07-21 16:33:23 +02:00
Sébastien Villemot 6ae3d3131f
Occbin: handle external functions in “occbin_constraints” 2021-07-21 16:33:19 +02:00
Sébastien Villemot 0d6eb053d4
Ensure that “pac_expectation” operators are never inserted into a static model
The implementation of PacExpectationNode::toStatic() did not make sense. It
should normally never be called, hence we error out at this point.

Also do a cosmetic change in the PacExpectationNode::clone() methode.
2021-07-21 16:33:14 +02:00
Sébastien Villemot b16ab9b247
Fix preprocessor crash when a [static] equation contains a “var_expectation” operator
Rather error out with a meaningful message.
2021-07-21 16:33:09 +02:00
Sébastien Villemot ebd9954d33
Occbin: new syntax for constructing multi-regime equations
Ref. #68
2021-07-20 18:18:24 +02:00
Sébastien Villemot 0b8e3345fc
Ensure that a tag is not declared twice in the same equation
Previously the first value was silently ignored. It’s better to explicitly
forbid this. If this change creates problems (since it’s a change in an
undocumented behaviour), we can turn it into a warning.
2021-07-20 14:56:48 +02:00
Sébastien Villemot 81d4fd5d83
Occbin: generate +<basename>/occbin_difference.m
In particular, this implies that steady state values of endogenous in the
“occbin_constraints” block must now be specified using the STEADY_STATE()
operator (and not with a “_ss” suffix).

Moreover:
– make various simplifications to the fields generated under M_
– in the driver file, replace the call to occbin.initialize() by a few explicit operations

Ref. #68
2021-07-20 12:26:11 +02:00
Sébastien Villemot 90b1235a64
New utility to check if an expression contains an exogenous (possibly deterministic) 2021-07-20 12:10:58 +02:00
Sébastien Villemot 08ac455fcd
Implement “occbin_constraints” block
Consequently drop “occbin” option to “model”.

Incidentally, allow more values in equation tag names (previously some keywords
such as “alpha” were disallowed).

Ref. #68
2021-07-16 11:34:27 +02:00
Stéphane Adjemian (Ryûk) 6b9d94405c
Return the reduced form of the structural VAR model optionally.
Also

 - changed the name of the generated matlab routine,
 - changed initialization of matrix a0.
2021-07-16 08:33:26 +02:00
Sébastien Villemot 2e696a2e0d
Add shocks(surprise) block (for occbin)
Ref. #68
2021-07-13 21:55:31 +02:00
Sébastien Villemot f0002c5ac6
Fix compiler warning introduced by 61b37942ab 2021-07-13 17:18:06 +02:00
Sébastien Villemot c3b0ce8e69
shocks/mshocks/conditional_forecast_paths: various cleanups 2021-07-13 17:17:57 +02:00
Sébastien Villemot 5624260a07 Merge branch 'occbin_rebase' into 'master'
First part of Occbin interface

See merge request Dynare/preprocessor!42
2021-07-13 13:38:26 +00:00
Johannes Pfeifer 61b37942ab First part of Occbin interface 2021-07-13 13:38:25 +00:00
Sébastien Villemot c9c36c037a
New preprocessor option “nocommutativity”
This option tells the preprocessor not to use the commutativity of addition and
multiplication when looking for common subexpressions.

As a consequence, when using this option, equations in various outputs (LaTeX,
JSON…) will appear as the user entered them.

There is however a potential performance cost to using this option, yet to be
determined.

Ref. dynare#1788
2021-07-13 14:35:10 +02:00
Sébastien Villemot 6aeef11bb2
New perfect_foresight_with_expectation_errors_{setup,solver} commands 2021-07-09 17:14:22 +02:00
Sébastien Villemot 365fb27f3d
New “structural” option to “var_model”
As the name implies, this option allows contemporaneous variables on the RHS.

The A0 matrix for contemporaneous variables is added as a second (optional)
output to the generated var_ar.m file. Note that for reduced-form VAR, this
matrix will be the identity.

Also, the user is now allowed to write the VAR models in a more flexible form:
the LHS must still be a single variable, but the RHS can be an arbitrary
expression (as long as it is linear, obviously). Internally, the preprocessor
now uses derivation to compute the coefficients of the AR and A0. This change
applies to both reduced-form and structural VAR models.

Ref. dynare#1785
2021-07-08 12:55:47 +02:00
Sébastien Villemot f7a367d7b1
“var_model” statement: make “eqtags” option mandatory 2021-07-08 12:55:40 +02:00
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 c9d6d9c6f8
Enforce non-positivity of the “time_shift” option to “var_expectation_model”
Closes: #70
2021-07-06 16:40:20 +02:00
Sébastien Villemot 221daeab6f
New time_shift option to var_expectation_model
Ref. dynare#1787
2021-07-01 17:56:07 +02:00
Sébastien Villemot 5a33699f03
VAR / trend component models: cosmetic changes 2021-07-01 17:52:05 +02:00
Sébastien Villemot 700dd31d57 Merge branch 'mom_varlist' into 'master'
method_of_moments: remove var_list_

Closes #69

See merge request Dynare/preprocessor!44
2021-06-28 09:32:07 +00:00
Sébastien Villemot e6e25a5c87
macOS: fix detection of GCC installed by Dynare package
Since the preprocessor has moved, the relative path of the local Homebrew needs
to be adjusted.
2021-06-24 15:16:55 +02:00
Johannes Pfeifer f354458418 method_of_moments: remove var_list_ 2021-06-24 15:10:24 +02:00
Sébastien Villemot 1c3e6f89af
macOS: bump to GCC 11 (for compilation and for use_dll) 2021-06-24 12:34:29 +02:00
Sébastien Villemot 824433aa3f
Refactor driver output for heteroskedastic_shocks
Ref. dynare#1791
2021-06-15 12:53:40 +02:00
NormannR d0ec5eb155 Allows to write M_.objective_tmp_nbr in the driver.m file
Writes the number of temporary terms of the planner objective function derivatives objective_tmp_nbr in the driver.m file.
Useful for the k-order approximations of welfare.
2021-06-11 12:37:31 +02:00
Sébastien Villemot 74ef3457b4
Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
Sébastien Villemot 86b2b4c2da
When order option > 3, compute planner objective derivatives at that order
Ref. dynare!1866
2021-06-04 16:20:29 +02:00
Sébastien Villemot 04f242f971
xls_sheet option: allow quoted strings as value
Closes: #67
2021-05-31 18:18:25 +02:00
Johannes Pfeifer 4b401e6253
Preparations for Occbin MR
Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1863
2021-05-31 15:12:46 +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
Sébastien Villemot 1e9ea1acf4 Merge branch 'smoother_redux' into 'master'
Add smoother_redux option

See merge request Dynare/preprocessor!38
2021-05-27 14:55:35 +00:00
Johannes Pfeifer 2a8726fe6e Add kalman_algo and filter_covariance to calib_smoother 2021-05-27 16:42:10 +02:00
Johannes Pfeifer 0d635aed36 Add smoother_redux option 2021-05-27 16:41:36 +02:00
Sébastien Villemot b12b254f2c
Add heteroskedastic_filter option and heteroskedastic_shocks block
Ref. dynare!1844, dynare!1851
2021-05-26 18:27:52 +02:00
Sébastien Villemot e552bfc4b3
Refactor parsing of deterministic shocks
This will simplify the implementation of heteroskedastic_shocks.
2021-05-26 17:05:51 +02:00
Sébastien Villemot c35f160e3f
Minor simplification 2021-05-26 16:17:18 +02:00
Sébastien Villemot 97e9609c28
Streamline use_dll compilation under MATLAB
— drop Windows 32-bit support
— drop -fno-omit-frame-pointer compilation flag under GNU/Linux
— drop -static-libstdc++ flag under Windows
— no longer link to -lstdc++ under GNU/Linux and macOS
— gracefully fail when 'mexext' value is unknown
2021-05-24 18:21:23 +02:00
Sébastien Villemot a2c96a9d79
Allow empty quoted strings
Can be useful when resetting a filename option to an empty value, e.g. for the
mh_initialize_from_previous_mcmc_* options.

Ref. dynare!1841
2021-05-11 18:50:18 +02:00
Sébastien Villemot 73e07b78b8
Add mh_initialize_from_previous_mcmc option family to estimation command
Ref. dynare!1841
2021-05-11 18:12:54 +02:00
Sébastien Villemot be7ff255f6
The fast_realtime option now accepts a vector of integers
Ref. dynare!1842
2021-05-10 15:41:36 +02:00
Sébastien Villemot 80e1090257
Add no_init_estimation_check_first_obs option to estimation
Ref. dynare!1839
2021-05-07 17:41:20 +02:00
Sébastien Villemot 337b6f469c
New parallel_use_psexec command-line option
Ref. dynare!1843
2021-05-06 16:25:46 +02:00
Sébastien Villemot 1d188a7444
Add comment
[skip ci]
2021-05-04 17:21:47 +02:00
Sébastien Villemot 3c4d647cc3
Forbid mfs > 0 in a stochastic setup (or even when using check)
The result would be wrong.

Ref. dynare#1726
2021-05-04 17:11:09 +02:00
Sébastien Villemot 7765efe95b
Windows: fix detection of location of MinGW compiler 2021-04-30 15:03:53 +02:00
Sébastien Villemot 12b61e4817
Bugfix in DataTree::writeToFileIfModified()
If the old file and the new contents shared a common prefix, then the output in
the generated file would be truncated at the start.

Ref. DynareJulia/Dynare.jl#1
2021-04-26 14:10:47 +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 0213c9be73 Merge branch 'ramsey_k_order' into 'master'
Allows to write M_.NNZDerivatives_objective in the driver.m file

See merge request Dynare/preprocessor!36
2021-04-22 13:28:18 +00:00
normann 22fbfb0fba Allows to write M_.NNZDerivatives_objective in the driver.m file
Writes the number of non-zero derivatives of the planner objective function NNZDerivatives_objective in the driver.m file. Useful for the k-order approximations of welfare.
2021-04-22 15:26:25 +02:00
Michel Juillard d511e3ec3a
add deterministic_trends statement (only used by Dynare Julia) 2021-04-22 15:19:21 +02:00
Sébastien Villemot 910649dd28
Fix treatment of “series” option of “initval_file”
This option was treated as a numeric value: it was a hack to ensure that the
name of the dseries object was printed without quotes in the driver file.

However, that would make the JSON output synctically incorrect.

This commits removes the hack, and treats the “series” option as a string
value (in the same way as for the “data” command). A modification of the MATLAB
code will thus be needed to accomodate the change.
2021-04-20 10:39:14 +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
Sébastien Villemot 7b3df21f11
DataTree::operator=(): fix crash when symbol ID ordering of model local variables does not correspond to the recursive ordering in the model block
Ref. dynare#1782
2021-04-16 17:34:13 +02:00
MichelJuillard c2009e2012
fix set_auxiliary_variables.jl 2021-04-01 17:05:13 +02:00
MichelJuillard 6662d8014e
fix writeJsonOutput for load_params_and_steady_state 2021-04-01 17:05:13 +02:00
Michel Juillard fd979f625a
add maximum lead and lag to modfile.json 2021-04-01 17:05:13 +02:00
Michel Juillard c9dd241f5b
add varobs statement to JSON output 2021-04-01 17:05:12 +02:00
Michel Juillard 50a2e7c44f
Add escape codes in NativeStatement and VerbatimStatement writeJsonOutput() method 2021-04-01 17:05:10 +02:00
Sébastien Villemot 29b3b744ef
Remove spurious space produced when parsing key/value pairs
Introduced in e46168db66.
2021-02-26 12:28:06 +01:00
Stéphane Adjemian (Charybdis) f0d67b01dd
Honour bi-annual dates in mod file. 2021-02-26 09:30:02 +01:00
Sébastien Villemot 5581052451
Add particle_filter_options option to estimation
Ref. #59
2021-02-23 16:54:36 +01:00
Sébastien Villemot e46168db66
Simplify parsing of lists of key/value pairs options 2021-02-23 16:49:11 +01:00
Sébastien Villemot 54365b16ed
Remove unfinished “occbin” option to perfect_foresight_solver and extended_path
Partially reverts f914837aff and
567156aad4.
2021-02-22 16:22:17 +01:00
Sébastien Villemot 825b9ee8ef
Fix bugs introduced in d3e115194b
Ref. #65
2021-02-19 20:29:18 +01:00
Sébastien Villemot 4798a5e2bc
Cosmetic change 2021-02-19 20:09:48 +01:00
Sébastien Villemot ca4b1ba4ed
Remove time subscript in LaTeX output of model-local variables
See https://forum.dynare.org/t/tex-output-unwanted-subscript-t/16072
2021-02-19 17:45:58 +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
Willi Mutschler 071a46a798
Add interface to set zero_moments_tolerance
Useful in identification and method_of_moments toolbox to set the tolerance which replaces very small numbers by hard zeros in unconditional second moments (particularly in pruned_state_space_system.m and disp_moments.m)
2021-02-16 16:29:57 +01:00
Sébastien Villemot 2781e3e6f6
A few modernizations using clang-tidy 2021-02-10 16:48:46 +01:00
Sébastien Villemot 9274675efb
Allow booleans in optimization options list
Closes: #63
2021-02-10 16:18:58 +01:00
Willi Mutschler f7cd6dbf0a
🐛 save oo_.time also in _results.mat 2021-02-04 10:48:59 +01:00
Sébastien Villemot 702cf62ee3
Declare some methods as const 2021-02-03 18:09:11 +01:00
Sébastien Villemot 234fcd1d2b
Remove obsolete stuff from bytecode 2021-02-01 14:46:08 +01:00
Sébastien Villemot 754a1a464d
Use default member init
Performed using modernize-use-default-member-init from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-default-member-init.html
2021-02-01 12:44:24 +01:00
Sébastien Villemot 4ee89d6e70
Use more auto keyword
Performed using modernize-use-auto from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-auto.html
2021-02-01 12:42:59 +01:00
Sébastien Villemot 07391e0f9f
Remove unused kludge 2021-02-01 12:07:33 +01:00
Sébastien Villemot 89e2daf7c7
C++17 modernization: convert the remaining enums to enum classes 2021-02-01 12:05:06 +01:00
Willi Mutschler c79ae5d4bd
Save 'Total computing time' into oo_.time 2021-01-28 11:28:41 +01:00
Johannes Pfeifer ad22e62874
filter_initial_state: Port lost preprocessor commits from https://git.dynare.org/JohannesPfeifer/dynare/-/commits/filter_initial_state 2021-01-26 16:03:04 +01:00
Sébastien Villemot 7468b4d8d7
Remove more stuff related to unfinished decomposition in linear and nonlinear blocks
Ref. #39, dynare!1626
2021-01-25 18:13:35 +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 1e5de7d71e
Fix typo
Introduced in 4c14dc3fbf.
2021-01-22 14:20:52 +01:00
Sébastien Villemot 4c14dc3fbf
Macro processor: gracefully fail when argument to @#ifdef/@#ifndef is not a variable name
Ref. dynare#1771
2021-01-22 12:20:13 +01:00
Sébastien Villemot ec66768a63
Forbid exogenous deterministic variables with a lead or lag
Ref. dynare#1765
2021-01-22 11:59:44 +01:00
Sébastien Villemot ab656f2d84
macOS/use_dll: upgrade to gcc-10 compiler 2021-01-13 15:42:09 +01:00
Sébastien Villemot a0d12310cb
macOS/use_dll: drop -mmacosx-version-min=10.9 flag
The MEX files are not intended for distribution to other systems.
2021-01-13 15:42:09 +01:00
Sébastien Villemot c91178e3e3
macOS/use_dll: no longer pass -arch x86_64, in preparation for ARM support 2021-01-13 15:42:09 +01:00
Stéphane Adjemian (Charybdis) 7a8446e836
Added call to a routine filling the fields required by some nonlinear solvers.
At some point this task might be delegated to the preprocessor.

(cherry picked from commit ca230d0902eadeb89ab705cf66790ffa2f135192)
2021-01-12 19:50:37 +01:00
Willi Mutschler a87b2753ed
MoM: Add option analytic_jacobian 2021-01-08 18:57:06 +01:00
Sébastien Villemot 8e03f17350
Cleanup the “output” option
— output Julia files as soon as “language=julia” is passed, independently of
  the value of the “output” option
— drop the “dynamic” and “first” values of the “output” option, since they
  actually do nothing
— obey the “output” option even in the deterministic case

Ref. dynare#1600
2021-01-08 18:51:48 +01:00
Sébastien Villemot a9daec1c07
Rename preprocessor binary to dynare-preprocessor
Ref. dynare#1728
2021-01-06 17:08:42 +01:00
Sébastien Villemot cd443a6083
Revert to accepting the “nolog” option, but do nothing about it
This is necessary to avoid an “unknown option” error.

Ref. dynare#1743
2021-01-06 15:50:30 +01:00
Sébastien Villemot 78874a01d3
No longer deal with the log file at the preprocessor level
Ref. dynare#1743
2021-01-06 14:19:33 +01:00
Johannes Pfeifer 1def52a088 Add interface to set schur_vec_tol 2020-12-17 19:55:20 +01:00
Sébastien Villemot 91db87b1cf
Forbid some basenames, since they will cause trouble
Closes: preprocessor#62
2020-12-16 18:21:55 +01:00
Sébastien Villemot 84d79226cd
Lexer: no longer associate a semantic value to GMM and SMM tokens
This was forgotten from commit 78f6d48601.
2020-12-14 19:10:29 +01:00
Johannes Pfeifer 78f6d48601 GMM: introduce option analytic_standard_errors 2020-12-12 09:36:40 +01:00
Sébastien Villemot 7baeda8b8d
Occbin: add equation number in M_.occbin.constraint structure
Ref. #569
2020-12-10 15:57:47 +01:00
Sébastien Villemot f67e9c044b
JSON output: fix “variable_mapping” for Ramsey models
Ref. dynare#1755
2020-12-09 17:32:29 +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 ec779235ea
Macro-processor: move environment out of node classes
This completes the separation of parse trees from their evaluation.

Closes: #32
2020-12-07 17:29:05 +01:00
Sébastien Villemot 638b4c7ac5
Ensure that all statements produce an output in JSON mode 2020-11-26 16:25:22 +01:00
Sébastien Villemot a99ca9f450
Remove obsolete “var_estimation” statement 2020-11-26 16:13:52 +01:00
Sébastien Villemot 1b40327639
Remove obsolete “restrictions” block 2020-11-26 16:13:49 +01:00
Sébastien Villemot c697a63119
Fix typo 2020-11-25 18:08:49 +01:00
Sébastien Villemot 9292b0692e
Rename DetCondForecast to DetCondForecastStatement, for naming consistency 2020-11-25 17:40:00 +01:00
Sébastien Villemot 4b8290faa5
Do not crash when unknown symbol is passed to “irf_shocks” option
Closes: #57
2020-11-18 17:47:37 +01:00
Sébastien Villemot b1df9ecc38
Parallel config file: switch back to DynarePath field (instead of ProgramPath)
This is a partial revert of f022f666b7

Ref. dynare#1748
2020-11-13 15:35:01 +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
Sébastien Villemot 9bca65c7e5
Deterministic models: replace exogenous with lead/lags by auxiliary variables
This brings those models in line with stochastic models.

However note that transformation is still not exactly the same on stochastic
and deterministic models, because there is no need to take into account the
Jensen inequality on the latter. In deterministic models, there is a one-to-one
mapping between exogenous with lead/lags and auxiliaries, while in stochastic
models, an auxiliary endo may correspond to a more complex nonlinear expression.
2020-11-09 16:28:32 +01:00
Sébastien Villemot 5d564eed07
Fix the interpretation of @#elseif clauses within an @#ifdef or @#ifndef 2020-11-02 12:47:33 +01:00
Sébastien Villemot df8d8ef116
Fix logic for @#ifndef
Ref. dynare#1747
2020-11-02 12:27:27 +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
Stéphane Adjemian (Charybdis) b8f7b5846b
Fixed flags for temporaries (julia output). 2020-10-21 16:37:13 +02:00
Sébastien Villemot 56581b1dd4
PAC model: make detection of non-optimizing part more robust
Introduce a new method for decomposing a product of factors, so that we can
identify expressions of the form (1-optim_share)*A*B.

Also enforce that the optim_share parameter be in a factor of the form
1-optim_share (previously it would accept any expression containing the
parameter).

Note that this fix does not yet allow to actually write non-optimizing parts of
the form (1-optim_share)*A*B, since at a later point the preprocessor imposes
that this part be a linear combination of variables (but in the future we could
think of expanding the A*B product into a linear combination if, for example, A
is a paramater or a constant and B is a linear combination).

Closes: #50
2020-10-19 18:32:30 +02:00
Sébastien Villemot db3ef925a7
Fix handling of diffLead in SymbolTable::getOrigLeadLagForDiffAuxVar() 2020-10-16 16:31:55 +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 e736b9234f
Minor simplification 2020-10-07 17:15:53 +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 d347a92f14
Drop ExprNode::containsExogenous()
Replace it by calls to ExprNode::collectVariables() at the single place where
it was used.
2020-09-29 18:41:31 +02:00
Sébastien Villemot 063207e71f
ExprNode::collectEndogenous() is not a virtual method 2020-09-29 18:41:31 +02:00
Sébastien Villemot 2424b7358c
Remove unused ExprNode::collectExogenous() 2020-09-29 18:41:31 +02:00
Sébastien Villemot b0bd031a9f
Remove unused ExprNode::containsEndogenous() 2020-09-29 18:41:31 +02:00
Sébastien Villemot 7f05489639
Simplify ExprNode::findConstantEquations() 2020-09-29 18:41:31 +02:00
Sébastien Villemot a377fc8398
Fix various potential bugs with model local variables
Many recursive function on ExprNodes were not correctly recursing into the
definition of model local variables.
2020-09-29 18:41:17 +02:00
Sébastien Villemot e4687bb976
Ensure that negative constants are never marked as temporary terms 2020-09-23 17:28:53 +02:00
Sébastien Villemot 571ea3eb8a
SymbolTable: add some const qualifiers 2020-09-23 17:28:04 +02:00
Sébastien Villemot 8f31e443d6
SymbolTable::getTypeSpecificID() now throws an exception instead of returning -1 when symbol does not have a type-specific ID
This can potentially avoid some undetected bugs.
2020-09-23 17:09:36 +02:00
Houtan Bastani 7ba77751c3
simplify external function C output 2020-09-18 17:05:54 +02:00