c5c61f99ba
fix bug with max_lag reported for PAC equation
2018-08-13 12:12:20 +02:00
b20da7c43f
Fixed timing issue in VAR_EXPECTATION expansion.
2018-08-06 21:36:52 +02:00
f3c2a1bf87
New var_expectation_model statement and re-design of var_expectation operator
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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
122e154764
PlannerObjectiveStatement now owns its model_tree
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By the way, error out if the planner_objective statement is used two times.
2018-07-31 13:00:41 +02:00
762f25abe9
Remove useless separate list for diff auxiliary variables
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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
4a04a38374
C++11: convert ExtendedPreprocessorTypes to class enums
2018-07-18 17:28:26 +02:00
4ad0e500d4
C++11: convert {Unary,Binary,Trinary}Opcode to class enums
2018-07-18 16:18:26 +02:00
d6055c1407
C++11: convert SymbolType to a class enum
2018-07-17 18:55:26 +02:00
946d105c04
Remove C and C++ preprocessor output types
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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
7baee73126
Fix bug under MATLAB+Windows when "+" subdirectory is already present
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Under MATLAB+Windows (but not under Octave nor under GNU/Linux or macOS), if we
directly remove the "+" subdirectory, then the preprocessor is not able to
recreate it afterwards (presumably because MATLAB maintains some sort of lock
on it). The workaround is to rename it before deleting it.
2018-07-09 18:18:26 +02:00
e376267a28
Move json generated files to ${MODFILE}/model/json/
2018-06-27 16:08:31 +02:00
988a9f6e2d
std::open and std::fstream constructor accept a std::string for filename in C++11
2018-06-27 15:30:45 +02:00
b91ed6f78c
Move the location of static and dynamic files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode and C source now under ${MODELNAME}/model/
2018-06-27 15:30:25 +02:00
b8ae9f6935
Fix max lags for var
2018-06-11 15:18:06 +02:00
84c2dc5f36
transform_unary_ops now introduces aux variables/equations for all unary ops specified by UnaryOpNode::createAuxVarForUnaryOpNode()
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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
a30f8f365e
Only create auxiliary variables for diffs that appear in VAR equations or equations that have pac_expectations in them
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Otherwise, substitute the diff (i.e. `diff(x)` -> `x-x(-1)`)
2018-06-05 18:39:13 +02:00
27320a07f6
update statement loops to use C++11 syntax
2018-06-05 18:39:13 +02:00
2cd3aa95cc
When `transform_unary_ops` is passed, only substitute unary operators that appear in VAR equations
2018-06-05 17:41:15 +02:00
16a049f0d8
Make changes to pac code for C++11
2018-06-05 11:14:03 +02:00
608c43450c
Replace most calls to make_pair by braced-initializer lists or emplace()/emplace_back()
2018-06-04 16:36:46 +02:00
182c53273e
Remove useless spaces in type qualifiers
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In C++11, it is no longer necessary to put a space between two consecutive ">".
2018-06-04 15:03:31 +02:00
1e56c73377
Port to C++11 nullptr keyword
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Performed using modernize-use-nullptr from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-nullptr.html
2018-06-04 15:03:31 +02:00
c0ed97d247
Port to C++11 auto keyword
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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
6cf4e6dc0c
Port to C++11 range-based for loops
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Performed using modernize-loop-convert from clang-tidy.
Manual intervention was needed in MacroValue.cc because of a variable name
capture issue.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-loop-convert.html
2018-06-04 12:26:16 +02:00
59e427cf66
Merge branch 'master' into temporary_terms_array
2018-05-30 17:20:48 +02:00
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
856f6f508a
Revert "create aux vars for certain unary ops contained in diff operator"
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This reverts commit f600a65c0e
2018-05-30 15:50:42 +02:00
0b617ceb4b
Merge branch 'master' into temporary_terms_array
2018-05-29 17:25:11 +02:00
f600a65c0e
create aux vars for certain unary ops contained in diff operator
2018-05-29 17:00:56 +02:00
143e0888b6
Clean generated files for temporary terms array interface
2018-05-24 19:35:35 +02:00
732a317030
Merge branch 'master' into temporary_terms_array
2018-05-18 16:40:12 +02:00
3d946ec8b7
var: check for leaded/contemporaneous variables
2018-05-16 12:17:06 +02:00
3a71215ae1
pac: change auxiliary variable creation, fix VAR max lag
2018-05-15 14:42:36 +02:00
7ac33099f8
support undiff in pac model
2018-04-17 16:56:27 +02:00
bb1cc0bebf
simplify var_model statement calls
2018-04-17 16:56:02 +02:00
09e73f3bb4
var_model: fix lag info when diff present
2018-04-17 16:55:55 +02:00
fb8d9258d0
add pac_model statement
2018-04-04 11:48:59 +02:00
46a2272ef9
Added new member in model_ (julia output).
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temporaries.static and temporaries.dynamic are 4*1 vectors of
integers, each element is the number of temporary variables used for
to evaluate the residuals, the jacobian matrix, the hessian matrix and
the matrix of third order derivatives.
2018-03-29 14:10:34 +02:00
5d339b69de
simplify pac_expectation code
2018-03-07 15:04:07 +01:00
81f2258228
var_model: store max lag info
2018-03-06 15:17:39 +01:00
a69c53b0c8
clean up var_model code
2018-03-06 14:42:11 +01:00
feb5b93eea
create function to calculate aux vars as dseries
2018-03-02 17:50:35 +01:00
1e20717f58
fix bug in substitution of diff operator
2018-02-28 17:33:00 +01:00
a1437ac982
Merge remote-tracking branch 'dynare-preprocessor-github/master' into other-master
2018-02-26 12:09:58 +01:00
b504f160ca
move files to src directory
2018-02-15 11:48:04 +01:00
Houtan Bastani
Stéphane Adjemian(Charybdis)
Sébastien Villemot