Commit Graph

116 Commits (fac9e4436c1c1f7d97e03d5fee77f7fb45dff54a)

Author SHA1 Message Date
Houtan Bastani 979453815c
simplify initialization of `hasModelChanged` variable in writing of output 2019-10-07 11:32:02 +02:00
Sébastien Villemot f66e6a7f35
Fix check for unused endos in the presence of PAC model-consistent expectations
Since commit 64f55e4a5e, in the presence of PAC
model-consistent expectations, some endogenous variables are added to the
symbol table at the beginning of ModFile::transformPass(), while their defining
equations are added at a later point.

But commit 7c3f981eac has introduced a check that
verifies that all endogenous are used in equations. That check happens after
the above mentioned endogenous are created, but after their defining equations
are added. Hence it fails.

The fix consists in creating those endogenous after the check. Incidently, they
are no longer part of the saved original model, but this is a good thing.
2019-09-25 12:00:40 +02:00
Sébastien Villemot bad0c3cf27
Fix preprocessor failure to rename +<model> directory if /tmp is not on the same filesystem
Bug introduced in 0c755460, that manifested on the Gitlab runners.
2019-09-11 17:03:37 +02:00
Sébastien Villemot 2c6fa34a1f
C++17: use structured bindings instead of std::tie whenever possible 2019-09-11 16:40:19 +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 0c1373bc5e
stop processing when certain functions are used in a linear context on endogenous/exogenous variables. closes dynare#1537 2019-09-10 12:37:28 +02:00
Houtan Bastani 7c3f981eac
stop processing if not all endogenous variables are used in the model block. closes #25 2019-09-05 12:19:21 +02:00
Sébastien Villemot 8cdbdee315
Various cleanups around the “language” option
— allow “language=matlab” for symmetry (this is the default)
— remove the useless “cuda” and “python” values
— give a more meaningful error message when “output” is used in conjunction
  with “language=matlab”
2019-08-22 17:43:34 +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 8e9f6e4c57
Improve some function prototypes for better distinction between input and output arguments 2019-08-19 18:27:57 +02:00
Houtan Bastani b286bedbb6
onlymodel now prints shock_groups block 2019-07-22 15:18:01 -06:00
Sébastien Villemot 24d4b2dc77
identification command now accepts the order option
Note that this option does not modify the global options_.order, for
consistency with the semantics of the identification command.

The preprocessor will compute dynamic derivatives up to at least order+1.

Closes #10
2019-07-05 17:49:16 +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
Houtan Bastani 21fe0f4bdc
avoid cast warnings when compiling boost headers 2019-04-23 14:57:03 +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 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 8502ebfc06
json output: print statements in original model output 2019-03-06 11:43:30 +01:00
Houtan Bastani 341b9c6667
pac_model: allow diff as argument to growth option 2019-02-28 19:22:34 +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 84104a695e
don’t initialize string to empty 2019-02-21 10:53:11 +01:00
Houtan Bastani f88682d683
pac: output model type in M_.pac.(model_name) 2019-02-20 16:43:24 +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 c1cf5c8d18
fix comment 2019-02-19 12:51:05 +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 1e071ca499
make simplifications in dynamic model before copying to original 2019-01-28 17:53:04 +01:00
Houtan Bastani f5df7e7567
when an equation is of the form `X` = `constant`, replace all occurrences of `X` in other equations with `constant` 2019-01-28 15:32:12 +01:00
Houtan Bastani d922ae8ffc
pac_model: permit lag on growth option 2019-01-25 14:52:26 +01:00
Houtan Bastani 4c71d143f3
substitute leads/lags appropriately when identification or sensitivity statements are present. Issue: https://git.dynare.org/Dynare/dynare/issues/1631 2019-01-09 14:48:25 +01:00
Houtan Bastani 280b764ca5
onlymodel: read estimated_params block as well 2018-12-27 19:07:51 +01:00
Houtan Bastani 7d37c35a3d
onlymodel: read initval and endval too 2018-12-27 12:06:39 +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 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 6fa115aedd
Derivation engine w.r.t. endogenous generalized to any order 2018-11-22 17:13:55 +01:00
Houtan Bastani 5f5fd569dd
add onlymodel command line option 2018-11-07 15:35:03 +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
Houtan Bastani bef7c2a193 remove need to declare equations nonstationary 2018-10-24 16:04:51 +02:00
Houtan Bastani 55b625b016 undiff expansion of var_expectation 2018-10-12 15:21:03 +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 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 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 38f13eb0ad Remove nonsensical check on MS Visual C++ version
The check is done at the time the preprocessor is compiled, but it ought to be
done at the time when the C source file generated by the preprocessor is compiled…

Anyways, it is probably irrelevant now, since MSVC has supported
acosh/asinh/atanh for a long time now.
2018-10-02 18:23:39 +02:00
Sébastien Villemot 5e6b8f0a6b No longer test for __MINGW32__ macro, testing for _WIN32 is enough
Closes: Dynare/dynare#1315
2018-10-02 16:50:07 +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