368 lines
13 KiB
C++
368 lines
13 KiB
C++
/*
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* Copyright (C) 2006-2009 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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#include <cstdlib>
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#include <iostream>
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#include <fstream>
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#include <typeinfo>
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#include "ModFile.hh"
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ModFile::ModFile() : expressions_tree(symbol_table, num_constants),
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static_model(symbol_table, num_constants),
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static_dll_model(symbol_table, num_constants),
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dynamic_model(symbol_table, num_constants),
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linear(false), block(false), byte_code(false),
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use_dll(false)
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{
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}
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ModFile::~ModFile()
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{
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for(vector<Statement *>::iterator it = statements.begin();
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it != statements.end(); it++)
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delete (*it);
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}
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void
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ModFile::evalAllExpressions()
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{
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cout << "Evaluating expressions...";
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// Loop over all statements, and fill global eval context if relevant
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for(vector<Statement *>::const_iterator it = statements.begin(); it != statements.end(); it++)
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{
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InitParamStatement *ips = dynamic_cast<InitParamStatement *>(*it);
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if (ips)
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ips->fillEvalContext(global_eval_context);
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InitOrEndValStatement *ies = dynamic_cast<InitOrEndValStatement *>(*it);
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if (ies)
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ies->fillEvalContext(global_eval_context);
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LoadParamsAndSteadyStateStatement *lpass = dynamic_cast<LoadParamsAndSteadyStateStatement *>(*it);
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if (lpass)
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lpass->fillEvalContext(global_eval_context);
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}
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// Evaluate model local variables
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dynamic_model.fillEvalContext(global_eval_context);
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cout << "done" << endl;
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// Check if some symbols are not initialized, and give them a zero value then
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for(int id = 0; id <= symbol_table.maxID(); id++)
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{
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SymbolType type = symbol_table.getType(id);
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if ((type == eEndogenous || type == eExogenous || type == eExogenousDet
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|| type == eParameter || type == eModelLocalVariable)
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&& global_eval_context.find(id) == global_eval_context.end())
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{
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cerr << "WARNING: can't find a numeric initial value for " << symbol_table.getName(id) << ", using zero" << endl;
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global_eval_context[id] = 0;
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}
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}
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}
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void
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ModFile::addStatement(Statement *st)
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{
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statements.push_back(st);
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}
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void
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ModFile::checkPass()
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{
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for(vector<Statement *>::iterator it = statements.begin();
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it != statements.end(); it++)
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(*it)->checkPass(mod_file_struct);
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// If order option has not been set, default to 2
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if (!mod_file_struct.order_option)
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mod_file_struct.order_option = 2;
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bool stochastic_statement_present = mod_file_struct.stoch_simul_present
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|| mod_file_struct.estimation_present
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|| mod_file_struct.forecast_present
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|| mod_file_struct.osr_present
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|| mod_file_struct.ramsey_policy_present;
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// Allow empty model only when doing a standalone BVAR estimation
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if (dynamic_model.equation_number() == 0
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&& (mod_file_struct.check_present
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|| mod_file_struct.simul_present
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|| stochastic_statement_present))
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{
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cerr << "ERROR: At least one model equation must be declared!" << endl;
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exit(EXIT_FAILURE);
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}
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if (mod_file_struct.simul_present && stochastic_statement_present)
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{
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cerr << "ERROR: A .mod file cannot contain both a simul command and one of {stoch_simul, estimation, forecast, osr, ramsey_policy}" << endl;
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exit(EXIT_FAILURE);
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}
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if (use_dll && (block || byte_code))
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{
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cerr << "ERROR: In 'model' block, 'use_dll' option is not compatible with 'block' or 'bytecode'" << endl;
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exit(EXIT_FAILURE);
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}
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if (byte_code && !block)
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{
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cerr << "ERROR: In 'model' block, can't use option 'bytecode' without option 'block'" << endl;
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exit(EXIT_FAILURE);
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}
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}
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void
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ModFile::transformPass()
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{
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// In stochastic models, create auxiliary vars for leads and lags greater than 2
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if (mod_file_struct.stoch_simul_present
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|| mod_file_struct.estimation_present
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|| mod_file_struct.forecast_present
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|| mod_file_struct.osr_present
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|| mod_file_struct.ramsey_policy_present)
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{
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dynamic_model.substituteLeadGreaterThanTwo();
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dynamic_model.substituteLagGreaterThanTwo();
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}
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// Freeze the symbol table
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symbol_table.freeze();
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/*
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Enforce the same number of equations and endogenous, except in two cases:
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- ramsey_policy is used
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- a BVAR command is used and there is no equation (standalone BVAR estimation)
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*/
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if (!mod_file_struct.ramsey_policy_present
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&& !((mod_file_struct.bvar_density_present || mod_file_struct.bvar_forecast_present)
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&& dynamic_model.equation_number() == 0)
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&& (dynamic_model.equation_number() != symbol_table.endo_nbr()))
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{
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cerr << "ERROR: There are " << dynamic_model.equation_number() << " equations but " << symbol_table.endo_nbr() << " endogenous variables!" << endl;
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exit(EXIT_FAILURE);
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}
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cout << "Found " << dynamic_model.equation_number() << " equation(s)." << endl;
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}
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void
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ModFile::computingPass(bool no_tmp_terms)
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{
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// Mod file may have no equation (for example in a standalone BVAR estimation)
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bool dynamic_model_needed = mod_file_struct.simul_present || mod_file_struct.check_present || mod_file_struct.stoch_simul_present
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|| mod_file_struct.estimation_present|| mod_file_struct.forecast_present || mod_file_struct.osr_present
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|| mod_file_struct.ramsey_policy_present;
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if (dynamic_model.equation_number() > 0)
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{
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// Compute static model and its derivatives
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if(byte_code)
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{
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dynamic_model.toStaticDll(static_dll_model);
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static_dll_model.computingPass(global_eval_context, no_tmp_terms, block);
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}
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else
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{
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dynamic_model.toStatic(static_model);
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static_model.computingPass(block, false, no_tmp_terms);
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}
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// Set things to compute for dynamic model
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if (dynamic_model_needed)
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{
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if (mod_file_struct.simul_present)
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dynamic_model.computingPass(false, false, false, false, global_eval_context, no_tmp_terms, block, use_dll);
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else
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{
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if (mod_file_struct.order_option < 1 || mod_file_struct.order_option > 3)
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{
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cerr << "ERROR: Incorrect order option..." << endl;
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exit(EXIT_FAILURE);
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}
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bool hessian = mod_file_struct.order_option >= 2 || mod_file_struct.identification_present;
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bool thirdDerivatives = mod_file_struct.order_option == 3;
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bool paramsDerivatives = mod_file_struct.identification_present;
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dynamic_model.computingPass(true, hessian, thirdDerivatives, paramsDerivatives, global_eval_context, no_tmp_terms, false, use_dll);
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}
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}
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else
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dynamic_model.computingPass(true, false, false, false, global_eval_context, no_tmp_terms, false, false);
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}
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for(vector<Statement *>::iterator it = statements.begin();
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it != statements.end(); it++)
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(*it)->computingPass();
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}
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void
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ModFile::writeOutputFiles(const string &basename, bool clear_all) const
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{
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ofstream mOutputFile;
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bool dynamic_model_needed = mod_file_struct.simul_present || mod_file_struct.check_present || mod_file_struct.stoch_simul_present
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|| mod_file_struct.estimation_present|| mod_file_struct.forecast_present || mod_file_struct.osr_present
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|| mod_file_struct.ramsey_policy_present;
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if (basename.size())
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{
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string fname(basename);
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fname += ".m";
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mOutputFile.open(fname.c_str(), ios::out | ios::binary);
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if (!mOutputFile.is_open())
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{
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cerr << "ERROR: Can't open file " << fname
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<< " for writing" << endl;
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exit(EXIT_FAILURE);
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}
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}
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else
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{
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cerr << "ERROR: Missing file name" << endl;
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exit(EXIT_FAILURE);
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}
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mOutputFile << "%" << endl
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<< "% Status : main Dynare file " << endl
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<< "%" << endl
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<< "% Warning : this file is generated automatically by Dynare" << endl
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<< "% from model file (.mod)" << endl << endl;
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if (clear_all)
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mOutputFile << "clear all" << endl;
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mOutputFile << "tic;" << endl
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<< "global M_ oo_ options_" << endl
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<< "global ys0_ ex0_ ct_" << endl
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<< "options_ = [];" << endl
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<< "M_.fname = '" << basename << "';" << endl
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<< "%" << endl
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<< "% Some global variables initialization" << endl
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<< "%" << endl
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<< "global_initialization;" << endl
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<< "diary off;" << endl
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<< "warning_old_state = warning;" << endl
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<< "warning off;" << endl
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<< "delete " << basename << ".log;" << endl
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<< "warning warning_old_state" << endl
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<< "logname_ = '" << basename << ".log';" << endl
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<< "diary " << basename << ".log" << endl;
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cout << "Processing outputs ...";
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symbol_table.writeOutput(mOutputFile);
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if (linear == 1)
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mOutputFile << "options_.linear = 1;" << endl;
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mOutputFile << "options_.block=" << block << ";" << endl
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<< "options_.bytecode=" << byte_code << ";" << endl;
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if (byte_code)
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mOutputFile << "if exist('bytecode') ~= 3" << endl
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<< " error('DYNARE: Can''t find bytecode DLL. Please compile it or remove the ''bytecode'' option.')" << endl
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<< "end" << endl;
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// Erase possible remnants of previous runs
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if (block || byte_code)
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mOutputFile << "delete('" << basename << "_dynamic.m');" << endl;
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if (byte_code)
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mOutputFile << "delete('" << basename << "_static.m');" << endl;
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if (!use_dll)
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mOutputFile << "erase_compiled_function('" + basename + "_dynamic');" << endl;
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// Compile the dynamic MEX file for use_dll option
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if (use_dll)
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mOutputFile << "mex -O LDFLAGS='-pthread -shared -Wl,--no-undefined' " << basename << "_dynamic.c" << endl;
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// Add path for block option with M-files
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if (block && !byte_code)
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mOutputFile << "addpath " << basename << ";" << endl;
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if (dynamic_model.equation_number() > 0)
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{
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if(dynamic_model_needed)
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dynamic_model.writeOutput(mOutputFile, basename, block, byte_code, use_dll);
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else
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dynamic_model.writeOutput(mOutputFile, basename, false, false, false);
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if (!byte_code)
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static_model.writeOutput(mOutputFile, block);
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}
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// Print statements
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for(vector<Statement *>::const_iterator it = statements.begin();
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it != statements.end(); it++)
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{
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(*it)->writeOutput(mOutputFile, basename);
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// Special treatment for initval block: insert initial values for the auxiliary variables
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InitValStatement *ivs = dynamic_cast<InitValStatement *>(*it);
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if (ivs != NULL)
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{
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if (!byte_code)
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static_model.writeAuxVarInitval(mOutputFile);
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else
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static_dll_model.writeAuxVarInitval(mOutputFile);
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ivs->writeOutputPostInit(mOutputFile);
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}
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// Special treatment for load params and steady state statement: insert initial values for the auxiliary variables
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LoadParamsAndSteadyStateStatement *lpass = dynamic_cast<LoadParamsAndSteadyStateStatement *>(*it);
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if (lpass)
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{
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if (!byte_code)
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static_model.writeAuxVarInitval(mOutputFile);
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else
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static_dll_model.writeAuxVarInitval(mOutputFile);
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}
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}
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// Remove path for block option with M-files
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if (block && !byte_code)
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mOutputFile << "rmpath " << basename << ";" << endl;
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mOutputFile << "save('" << basename << "_results.mat', 'oo_', 'M_', 'options_');" << endl
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<< "diary off" << endl
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<< endl << "disp(['Total computing time : ' dynsec2hms(toc) ]);" << endl;
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mOutputFile.close();
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// Create static and dynamic files
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if (dynamic_model.equation_number() > 0)
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{
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if(byte_code)
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static_dll_model.writeStaticFile(basename, block);
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else
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static_model.writeStaticFile(basename, block);
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if(dynamic_model_needed)
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{
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dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll);
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dynamic_model.writeParamsDerivativesFile(basename);
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}
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else
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{
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/*dynamic_model.writeDynamicFile(basename, false, false, false);
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dynamic_model.writeParamsDerivativesFile(basename);*/
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}
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}
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cout << "done" << endl;
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}
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