Commit Graph

280 Commits (c3fc5b1dd799641fbbedfb420358e3dc6f5a4b87)

Author SHA1 Message Date
Sébastien Villemot 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
Sébastien Villemot a6b5d40d4b
Pac{Expectation,TargetNonstationary}Node::writeOutput(): error out for non-LaTeX, as for VarExpectationNode 2022-06-24 17:11:48 +02:00
Sébastien Villemot 297f86a90e
NumConstNode::write{Bytecode,Json}Output(): check for temporary terms, as is done for MATLAB output 2022-06-24 17:11:48 +02:00
Sébastien Villemot 3b99ac5df0
Remove unused parameters to various methods 2022-06-24 17:11:38 +02:00
Sébastien Villemot 7e01d01d80
VariableNode::writeBytecodeOutput(): check for temporary terms, as done for other types of output 2022-06-24 13:10:23 +02:00
Sébastien Villemot 9bd2973034
Refactor bytecode output around a new BytecodeWriter class and operator<< overloads 2022-06-24 13:10:04 +02:00
Sébastien Villemot 83693e4427
Bytecode: stop using unsigned integers where signed ones avoid unnecessary casts 2022-06-20 17:49:31 +02:00
Sébastien Villemot 5cd5676c8e
Bytecode: directly use several enums inside instruction classes 2022-06-20 15:19:08 +02:00
Sébastien Villemot 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
Sébastien Villemot 49277dbbf2
StaticModel::getDerivID() now throws an exception when arg is not endo or parameter
Previously it would return -1, which is bad practice.
2022-06-08 14:54:09 +02:00
Sébastien Villemot c94dfb848c
C++20 modernization: use initialization within range-based for loop
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
Sébastien Villemot 9ace2dc413
C++17 modernization: take advantage of class template argument deduction 2022-06-07 14:35:26 +02:00
Sébastien Villemot 0b5c88109f
Various simplifications 2022-06-07 14:34:30 +02:00
Sébastien Villemot cec47cc78c
Implement bytecode compilation of 2nd deriv of external functions 2022-05-20 12:35:38 +02:00
Sébastien Villemot d1a3b227fd
Fix bug in bytecode compilation of 1st deriv of external functions 2022-05-20 12:35:23 +02:00
Sébastien Villemot 171cd65566
Fix bytecode compilation of external function nodes 2022-05-20 11:43:02 +02:00
Sébastien Villemot 701db61e09
JSON output: fix several bugs related to switch/case fallthrough 2022-05-18 16:33:42 +02:00
Sébastien Villemot 3e94250582
C++17 modernization: use std::optional in ExprNode::getPacOptimizingShareAndExprNodes() 2022-05-16 19:10:16 +02:00
Sébastien Villemot 0eb11d3323
C++17 modernization: use std::optional in expression matching functions 2022-05-16 19:10:16 +02:00
Sébastien Villemot 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
Sébastien Villemot 0b51294994
C++17 modernization: use std::optional for trend variables in TCM 2022-05-16 19:10:15 +02:00
Sébastien Villemot b42ee40b55
C++20 modernization: use contains() method on containers 2022-05-04 17:37:57 +02:00
Sébastien Villemot ef02b79486
Various minor simplifications 2022-05-04 17:36:59 +02:00
Sébastien Villemot 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
Sébastien Villemot bfdcc546ec
Julia: adapt DynamicSetAuxiliarySeries.jl for TimeDataFrame objects 2022-04-01 17:34:37 +02:00
Sébastien Villemot 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
Sébastien Villemot adab6c7f93
Comment improvement + cosmetics 2022-01-28 17:24:48 +01:00
Sébastien Villemot 01bea3f5e7
TCM: remove useless 3rd dimension of A0 and A0star (supposedly for lags) 2022-01-28 16:38:50 +01:00
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 2c84d500d9
Add GDB pretty-printer for ExprNode class hierarchy 2022-01-26 15:40:40 +01:00
Sébastien Villemot 96e2a8f971
Fix orig_lead_lag field for diff lag aux vars 2022-01-19 15:52:46 +01:00
Sébastien Villemot a71100b971
Fix comment 2022-01-19 15:41:37 +01:00
Sébastien Villemot 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
Sébastien Villemot 064a3dcd77
Fix orig_lead_lag field for unary op auxiliary variables
Ref. dynare#1843
2022-01-19 15:40:24 +01:00
Sébastien Villemot 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
Sébastien Villemot 342c4faf8d
New var_remove statement 2021-12-15 12:20:29 +01:00
Sébastien Villemot 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
MichelJuillard d047878333 Julia specific interface for normcdf and normpdf 2021-12-10 10:17:06 +01:00
Sébastien Villemot 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
Sébastien Villemot d15b2110a0
Add erfc() primitive
Closes: #85
2021-12-07 15:19:40 +01:00
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 6ad3d02ec6
Minor simplification in ExprNode::matchLinearCombinationOfVariables() 2021-10-29 15:39:40 +02:00
Sébastien Villemot 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
Sébastien Villemot 3e242dd481
New class SubModelNode to factorize between VarExpectationNode and PacExpectationNode 2021-10-29 14:11:30 +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