1559 lines
61 KiB
C++
1559 lines
61 KiB
C++
/*
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* Copyright (C) 2006-2018 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 <cassert>
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#ifndef _WIN32
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# include <unistd.h>
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#endif
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#include "ModFile.hh"
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#include "ConfigFile.hh"
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#include "ComputingTasks.hh"
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ModFile::ModFile(WarningConsolidation &warnings_arg)
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: expressions_tree(symbol_table, num_constants, external_functions_table),
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original_model(symbol_table, num_constants, external_functions_table),
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dynamic_model(symbol_table, num_constants, external_functions_table),
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trend_dynamic_model(symbol_table, num_constants, external_functions_table),
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ramsey_FOC_equations_dynamic_model(symbol_table, num_constants, external_functions_table),
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orig_ramsey_dynamic_model(symbol_table, num_constants, external_functions_table),
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static_model(symbol_table, num_constants, external_functions_table),
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steady_state_model(symbol_table, num_constants, external_functions_table, static_model),
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linear(false), block(false), byte_code(false), use_dll(false), no_static(false),
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differentiate_forward_vars(false), nonstationary_variables(false),
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param_used_with_lead_lag(false), warnings(warnings_arg)
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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(bool warn_uninit, const bool nopreprocessoroutput)
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{
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if (!nopreprocessoroutput)
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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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if (!nopreprocessoroutput)
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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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if (warn_uninit)
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warnings << "WARNING: Can't find a numeric initial value for "
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<< 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::addStatementAtFront(Statement *st)
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{
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statements.insert(statements.begin(), st);
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}
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void
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ModFile::checkPass(bool nostrict, bool stochastic)
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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, warnings);
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// Check the steady state block
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steady_state_model.checkPass(mod_file_struct, warnings);
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if (mod_file_struct.write_latex_steady_state_model_present &&
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!mod_file_struct.steady_state_model_present)
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{
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cerr << "ERROR: You cannot have a write_latex_steady_state_model statement without a steady_state_model block." << endl;
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exit(EXIT_FAILURE);
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}
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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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param_used_with_lead_lag = dynamic_model.ParamUsedWithLeadLag();
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if (param_used_with_lead_lag)
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warnings << "WARNING: A parameter was used with a lead or a lag in the model block" << endl;
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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.osr_present
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|| mod_file_struct.ramsey_policy_present
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|| mod_file_struct.discretionary_policy_present
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|| mod_file_struct.calib_smoother_present
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|| stochastic;
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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.perfect_foresight_solver_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.ramsey_model_present || mod_file_struct.ramsey_policy_present)
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&& mod_file_struct.discretionary_policy_present)
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{
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cerr << "ERROR: You cannot use the discretionary_policy command when you use either ramsey_model or ramsey_policy and vice versa" << endl;
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exit(EXIT_FAILURE);
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}
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if (((mod_file_struct.ramsey_model_present || mod_file_struct.discretionary_policy_present)
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&& !mod_file_struct.planner_objective_present)
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|| (!(mod_file_struct.ramsey_model_present || mod_file_struct.discretionary_policy_present)
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&& mod_file_struct.planner_objective_present))
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{
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cerr << "ERROR: A planner_objective statement must be used with a ramsey_model, a ramsey_policy or a discretionary_policy statement and vice versa." << endl;
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exit(EXIT_FAILURE);
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}
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if ((mod_file_struct.osr_present && (!mod_file_struct.osr_params_present || !mod_file_struct.optim_weights_present))
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|| ((!mod_file_struct.osr_present || !mod_file_struct.osr_params_present) && mod_file_struct.optim_weights_present)
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|| ((!mod_file_struct.osr_present || !mod_file_struct.optim_weights_present) && mod_file_struct.osr_params_present))
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{
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cerr << "ERROR: The osr statement must be used with osr_params and optim_weights." << endl;
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exit(EXIT_FAILURE);
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}
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if (mod_file_struct.perfect_foresight_solver_present && stochastic_statement_present)
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{
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cerr << "ERROR: A .mod file cannot contain both one of {perfect_foresight_solver,simul} and one of {stoch_simul, estimation, osr, ramsey_policy, discretionary_policy}. This is not possible: one cannot mix perfect foresight context with stochastic context in the same file." << endl;
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exit(EXIT_FAILURE);
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}
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if (mod_file_struct.k_order_solver && byte_code)
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{
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cerr << "ERROR: 'k_order_solver' (which is implicit if order >= 3), is not yet compatible with 'bytecode'." << 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 (block || byte_code)
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if (dynamic_model.isModelLocalVariableUsed())
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{
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cerr << "ERROR: In 'model' block, 'block' or 'bytecode' options are not yet compatible with pound expressions" << endl;
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exit(EXIT_FAILURE);
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}
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if ((stochastic_statement_present || mod_file_struct.check_present || mod_file_struct.steady_present) && no_static)
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{
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cerr << "ERROR: no_static option is incompatible with stoch_simul, estimation, osr, ramsey_policy, discretionary_policy, steady and check commands" << endl;
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exit(EXIT_FAILURE);
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}
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if (mod_file_struct.dsge_var_estimated)
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if (!mod_file_struct.dsge_prior_weight_in_estimated_params)
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{
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cerr << "ERROR: When estimating a DSGE-VAR model and estimating the weight of the prior, dsge_prior_weight must "
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<< "be referenced in the estimated_params block." << endl;
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exit(EXIT_FAILURE);
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}
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if (symbol_table.exists("dsge_prior_weight"))
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{
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if (symbol_table.getType("dsge_prior_weight") != eParameter)
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{
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cerr << "ERROR: dsge_prior_weight may only be used as a parameter." << endl;
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exit(EXIT_FAILURE);
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}
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else
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warnings << "WARNING: When estimating a DSGE-Var, declaring dsge_prior_weight as a "
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<< "parameter is deprecated. The preferred method is to do this via "
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<< "the dsge_var option in the estimation statement." << endl;
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if (mod_file_struct.dsge_var_estimated || !mod_file_struct.dsge_var_calibrated.empty())
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{
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cerr << "ERROR: dsge_prior_weight can either be declared as a parameter (deprecated) or via the dsge_var option "
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<< "to the estimation statement (preferred), but not both." << endl;
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exit(EXIT_FAILURE);
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}
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if (!mod_file_struct.dsge_prior_weight_initialized && !mod_file_struct.dsge_prior_weight_in_estimated_params)
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{
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cerr << "ERROR: If dsge_prior_weight is declared as a parameter, it must either be initialized or placed in the "
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<< "estimated_params block." << endl;
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exit(EXIT_FAILURE);
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}
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if (mod_file_struct.dsge_prior_weight_initialized && mod_file_struct.dsge_prior_weight_in_estimated_params)
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{
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cerr << "ERROR: dsge_prior_weight cannot be both initialized and estimated." << endl;
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exit(EXIT_FAILURE);
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}
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}
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if (mod_file_struct.dsge_prior_weight_in_estimated_params)
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if (!mod_file_struct.dsge_var_estimated && !mod_file_struct.dsge_var_calibrated.empty())
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{
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cerr << "ERROR: If dsge_prior_weight is in the estimated_params block, the prior weight cannot be calibrated "
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<< "via the dsge_var option in the estimation statement." << endl;
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exit(EXIT_FAILURE);
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}
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else if (!mod_file_struct.dsge_var_estimated && !symbol_table.exists("dsge_prior_weight"))
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{
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cerr << "ERROR: If dsge_prior_weight is in the estimated_params block, it must either be declared as a parameter "
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<< "(deprecated) or the dsge_var option must be passed to the estimation statement (preferred)." << endl;
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exit(EXIT_FAILURE);
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}
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if (dynamic_model.staticOnlyEquationsNbr() != dynamic_model.dynamicOnlyEquationsNbr())
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{
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cerr << "ERROR: the number of equations marked [static] must be equal to the number of equations marked [dynamic]" << endl;
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exit(EXIT_FAILURE);
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}
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if (dynamic_model.staticOnlyEquationsNbr() > 0
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&& (mod_file_struct.ramsey_model_present || mod_file_struct.discretionary_policy_present))
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{
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cerr << "ERROR: marking equations as [static] or [dynamic] is not possible with ramsey_model, ramsey_policy or discretionary_policy" << endl;
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exit(EXIT_FAILURE);
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}
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if (stochastic_statement_present
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&& (dynamic_model.isUnaryOpUsed(oSign)
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|| dynamic_model.isUnaryOpUsed(oAbs)
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|| dynamic_model.isBinaryOpUsed(oMax)
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|| dynamic_model.isBinaryOpUsed(oMin)
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|| dynamic_model.isBinaryOpUsed(oGreater)
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|| dynamic_model.isBinaryOpUsed(oLess)
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|| dynamic_model.isBinaryOpUsed(oGreaterEqual)
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|| dynamic_model.isBinaryOpUsed(oLessEqual)
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|| dynamic_model.isBinaryOpUsed(oEqualEqual)
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|| dynamic_model.isBinaryOpUsed(oDifferent)))
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warnings << "WARNING: you are using a function (max, min, abs, sign) or an operator (<, >, <=, >=, ==, !=) which is unsuitable for a stochastic context; see the reference manual, section about \"Expressions\", for more details." << endl;
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if (linear
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&& (dynamic_model.isUnaryOpUsed(oSign)
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|| dynamic_model.isUnaryOpUsed(oAbs)
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|| dynamic_model.isBinaryOpUsed(oMax)
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|| dynamic_model.isBinaryOpUsed(oMin)
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|| dynamic_model.isBinaryOpUsed(oGreater)
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|| dynamic_model.isBinaryOpUsed(oLess)
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|| dynamic_model.isBinaryOpUsed(oGreaterEqual)
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|| dynamic_model.isBinaryOpUsed(oLessEqual)
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|| dynamic_model.isBinaryOpUsed(oEqualEqual)
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|| dynamic_model.isBinaryOpUsed(oDifferent)))
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warnings << "WARNING: you have declared your model 'linear' but you are using a function (max, min, abs, sign) or an operator (<, >, <=, >=, ==, !=) which potentially makes it non-linear." << endl;
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// Test if some estimated parameters are used within the values of shocks
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// statements (see issue #469)
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set<int> parameters_intersect;
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set_intersection(mod_file_struct.parameters_within_shocks_values.begin(),
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mod_file_struct.parameters_within_shocks_values.end(),
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mod_file_struct.estimated_parameters.begin(),
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mod_file_struct.estimated_parameters.end(),
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inserter(parameters_intersect, parameters_intersect.begin()));
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if (parameters_intersect.size() > 0)
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{
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cerr << "ERROR: some estimated parameters (";
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for (set<int>::const_iterator it = parameters_intersect.begin();
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it != parameters_intersect.end();)
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{
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cerr << symbol_table.getName(*it);
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if (++it != parameters_intersect.end())
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cerr << ", ";
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}
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cerr << ") also appear in the expressions defining the variance/covariance matrix of shocks; this is not allowed." << endl;
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exit(EXIT_FAILURE);
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}
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// Check if some exogenous is not used in the model block, Issue #841
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set<int> unusedExo = dynamic_model.findUnusedExogenous();
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if (unusedExo.size() > 0)
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{
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ostringstream unused_exos;
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for (set<int>::iterator it = unusedExo.begin(); it != unusedExo.end(); it++)
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unused_exos << symbol_table.getName(*it) << " ";
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if (nostrict)
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warnings << "WARNING: " << unused_exos.str()
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<< "not used in model block, removed by nostrict command-line option" << endl;
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else
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{
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cerr << "ERROR: " << unused_exos.str() << "not used in model block. To bypass this error, use the `nostrict` option. This may lead to crashes or unexpected behavior." << endl;
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exit(EXIT_FAILURE);
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}
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}
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}
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void
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ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const bool nopreprocessoroutput)
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{
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// Save the original model (must be done before any model transformations by preprocessor)
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dynamic_model.setLeadsLagsOrig();
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dynamic_model.cloneDynamic(original_model);
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if (nostrict)
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{
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set<int> unusedEndogs = dynamic_model.findUnusedEndogenous();
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for (set<int>::iterator it = unusedEndogs.begin(); it != unusedEndogs.end(); it++)
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{
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symbol_table.changeType(*it, eUnusedEndogenous);
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warnings << "WARNING: '" << symbol_table.getName(*it)
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<< "' not used in model block, removed by nostrict command-line option" << endl;
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}
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}
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if (symbol_table.predeterminedNbr() > 0)
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dynamic_model.transformPredeterminedVariables();
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// Create auxiliary vars for Expectation operator
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dynamic_model.substituteExpectation(mod_file_struct.partial_information);
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if (nonstationary_variables)
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{
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dynamic_model.detrendEquations();
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dynamic_model.cloneDynamic(trend_dynamic_model);
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dynamic_model.removeTrendVariableFromEquations();
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}
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mod_file_struct.orig_eq_nbr = dynamic_model.equation_number();
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if (mod_file_struct.ramsey_model_present)
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{
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StaticModel *planner_objective = NULL;
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for (vector<Statement *>::iterator it = statements.begin(); it != statements.end(); it++)
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{
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PlannerObjectiveStatement *pos = dynamic_cast<PlannerObjectiveStatement *>(*it);
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if (pos != NULL)
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planner_objective = pos->getPlannerObjective();
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}
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assert(planner_objective != NULL);
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/*
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clone the model then clone the new equations back to the original because
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we have to call computeDerivIDs (in computeRamseyPolicyFOCs and computingPass)
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*/
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if (linear)
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dynamic_model.cloneDynamic(orig_ramsey_dynamic_model);
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dynamic_model.cloneDynamic(ramsey_FOC_equations_dynamic_model);
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ramsey_FOC_equations_dynamic_model.computeRamseyPolicyFOCs(*planner_objective, nopreprocessoroutput);
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ramsey_FOC_equations_dynamic_model.replaceMyEquations(dynamic_model);
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mod_file_struct.ramsey_eq_nbr = dynamic_model.equation_number() - mod_file_struct.orig_eq_nbr;
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}
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// Workaround for #1193
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if (!mod_file_struct.hist_vals_wrong_lag.empty())
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{
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bool err = false;
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for (map<int, int>::const_iterator it = mod_file_struct.hist_vals_wrong_lag.begin();
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it != mod_file_struct.hist_vals_wrong_lag.end(); it++)
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if (dynamic_model.minLagForSymbol(it->first) > it->second - 1)
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{
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cerr << "ERROR: histval: variable " << symbol_table.getName(it->first)
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<< " does not appear in the model with the lag " << it->second - 1
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<< " (see the reference manual for the timing convention in 'histval')" << endl;
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err = true;
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}
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if (err)
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exit(EXIT_FAILURE);
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}
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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.osr_present
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|| mod_file_struct.ramsey_policy_present
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|| mod_file_struct.discretionary_policy_present
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|| mod_file_struct.calib_smoother_present
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|| stochastic )
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{
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// In stochastic models, create auxiliary vars for leads and lags greater than 2, on both endos and exos
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dynamic_model.substituteEndoLeadGreaterThanTwo(false);
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dynamic_model.substituteExoLead(false);
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dynamic_model.substituteEndoLagGreaterThanTwo(false);
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dynamic_model.substituteExoLag(false);
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}
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else
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{
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// In deterministic models, create auxiliary vars for leads and lags endogenous greater than 2, only on endos (useless on exos)
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dynamic_model.substituteEndoLeadGreaterThanTwo(true);
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dynamic_model.substituteEndoLagGreaterThanTwo(true);
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}
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|
|
if (differentiate_forward_vars)
|
|
dynamic_model.differentiateForwardVars(differentiate_forward_vars_subset);
|
|
|
|
if (mod_file_struct.dsge_var_estimated || !mod_file_struct.dsge_var_calibrated.empty())
|
|
try
|
|
{
|
|
int sid = symbol_table.addSymbol("dsge_prior_weight", eParameter);
|
|
if (!mod_file_struct.dsge_var_calibrated.empty())
|
|
addStatementAtFront(new InitParamStatement(sid,
|
|
expressions_tree.AddNonNegativeConstant(mod_file_struct.dsge_var_calibrated),
|
|
symbol_table));
|
|
}
|
|
catch (SymbolTable::AlreadyDeclaredException &e)
|
|
{
|
|
cerr << "ERROR: dsge_prior_weight should not be declared as a model variable / parameter "
|
|
<< "when the dsge_var option is passed to the estimation statement." << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
// Freeze the symbol table
|
|
symbol_table.freeze();
|
|
|
|
if (compute_xrefs)
|
|
dynamic_model.computeXrefs();
|
|
|
|
/*
|
|
Enforce the same number of equations and endogenous, except in three cases:
|
|
- ramsey_model, ramsey_policy or discretionary_policy is used
|
|
- a BVAR command is used and there is no equation (standalone BVAR estimation)
|
|
- nostrict option is passed and there are more endogs than equations (dealt with before freeze)
|
|
*/
|
|
if (!(mod_file_struct.ramsey_model_present || mod_file_struct.discretionary_policy_present)
|
|
&& !(mod_file_struct.bvar_present && dynamic_model.equation_number() == 0)
|
|
&& !(mod_file_struct.occbin_option)
|
|
&& (dynamic_model.equation_number() != symbol_table.endo_nbr()))
|
|
{
|
|
cerr << "ERROR: There are " << dynamic_model.equation_number() << " equations but " << symbol_table.endo_nbr() << " endogenous variables!" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
if (symbol_table.exo_det_nbr() > 0 && mod_file_struct.perfect_foresight_solver_present)
|
|
{
|
|
cerr << "ERROR: A .mod file cannot contain both one of {perfect_foresight_solver, simul} and varexo_det declaration (all exogenous variables are deterministic in this case)" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
if (mod_file_struct.ramsey_policy_present && symbol_table.exo_det_nbr() > 0)
|
|
{
|
|
cerr << "ERROR: ramsey_policy is incompatible with deterministic exogenous variables" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
if (mod_file_struct.ramsey_policy_present)
|
|
for (vector<Statement *>::iterator it = statements.begin(); it != statements.end(); it++)
|
|
{
|
|
RamseyPolicyStatement *rps = dynamic_cast<RamseyPolicyStatement *>(*it);
|
|
if (rps != NULL)
|
|
rps->checkRamseyPolicyList();
|
|
}
|
|
|
|
if (mod_file_struct.identification_present && symbol_table.exo_det_nbr() > 0)
|
|
{
|
|
cerr << "ERROR: identification is incompatible with deterministic exogenous variables" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
if (!nopreprocessoroutput)
|
|
if (!mod_file_struct.ramsey_model_present)
|
|
cout << "Found " << dynamic_model.equation_number() << " equation(s)." << endl;
|
|
else
|
|
{
|
|
cout << "Found " << mod_file_struct.orig_eq_nbr << " equation(s)." << endl;
|
|
cout << "Found " << dynamic_model.equation_number() << " FOC equation(s) for Ramsey Problem." << endl;
|
|
}
|
|
|
|
if (symbol_table.exists("dsge_prior_weight"))
|
|
if (mod_file_struct.bayesian_irf_present)
|
|
{
|
|
if (symbol_table.exo_nbr() != symbol_table.observedVariablesNbr())
|
|
{
|
|
cerr << "ERROR: When estimating a DSGE-Var and the bayesian_irf option is passed to the estimation "
|
|
<< "statement, the number of shocks must equal the number of observed variables." << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
else
|
|
if (symbol_table.exo_nbr() < symbol_table.observedVariablesNbr())
|
|
{
|
|
cerr << "ERROR: When estimating a DSGE-Var, the number of shocks must be "
|
|
<< "greater than or equal to the number of observed variables." << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
|
|
void
|
|
ModFile::computingPass(bool no_tmp_terms, FileOutputType output, int params_derivs_order, const bool nopreprocessoroutput)
|
|
{
|
|
// Mod file may have no equation (for example in a standalone BVAR estimation)
|
|
if (dynamic_model.equation_number() > 0)
|
|
{
|
|
if (nonstationary_variables)
|
|
trend_dynamic_model.runTrendTest(global_eval_context);
|
|
|
|
// Compute static model and its derivatives
|
|
dynamic_model.toStatic(static_model);
|
|
if (!no_static)
|
|
{
|
|
if (mod_file_struct.stoch_simul_present
|
|
|| mod_file_struct.estimation_present || mod_file_struct.osr_present
|
|
|| mod_file_struct.ramsey_model_present || mod_file_struct.identification_present
|
|
|| mod_file_struct.calib_smoother_present)
|
|
static_model.set_cutoff_to_zero();
|
|
|
|
const bool static_hessian = mod_file_struct.identification_present
|
|
|| mod_file_struct.estimation_analytic_derivation;
|
|
int paramsDerivsOrder = 0;
|
|
if (mod_file_struct.identification_present || mod_file_struct.estimation_analytic_derivation)
|
|
paramsDerivsOrder = params_derivs_order;
|
|
static_model.computingPass(global_eval_context, no_tmp_terms, static_hessian,
|
|
false, paramsDerivsOrder, block, byte_code, nopreprocessoroutput);
|
|
}
|
|
// Set things to compute for dynamic model
|
|
if (mod_file_struct.perfect_foresight_solver_present || mod_file_struct.check_present
|
|
|| mod_file_struct.stoch_simul_present
|
|
|| mod_file_struct.estimation_present || mod_file_struct.osr_present
|
|
|| mod_file_struct.ramsey_model_present || mod_file_struct.identification_present
|
|
|| mod_file_struct.calib_smoother_present)
|
|
{
|
|
if (mod_file_struct.perfect_foresight_solver_present)
|
|
dynamic_model.computingPass(true, false, false, none, global_eval_context, no_tmp_terms, block, use_dll, byte_code, nopreprocessoroutput);
|
|
else
|
|
{
|
|
if (mod_file_struct.stoch_simul_present
|
|
|| mod_file_struct.estimation_present || mod_file_struct.osr_present
|
|
|| mod_file_struct.ramsey_model_present || mod_file_struct.identification_present
|
|
|| mod_file_struct.calib_smoother_present)
|
|
dynamic_model.set_cutoff_to_zero();
|
|
if (mod_file_struct.order_option < 1 || mod_file_struct.order_option > 3)
|
|
{
|
|
cerr << "ERROR: Incorrect order option..." << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
bool hessian = mod_file_struct.order_option >= 2
|
|
|| mod_file_struct.identification_present
|
|
|| mod_file_struct.estimation_analytic_derivation
|
|
|| linear
|
|
|| output == second
|
|
|| output == third;
|
|
bool thirdDerivatives = mod_file_struct.order_option == 3
|
|
|| mod_file_struct.estimation_analytic_derivation
|
|
|| output == third;
|
|
int paramsDerivsOrder = 0;
|
|
if (mod_file_struct.identification_present || mod_file_struct.estimation_analytic_derivation)
|
|
paramsDerivsOrder = params_derivs_order;
|
|
dynamic_model.computingPass(true, hessian, thirdDerivatives, paramsDerivsOrder, global_eval_context, no_tmp_terms, block, use_dll, byte_code, nopreprocessoroutput);
|
|
if (linear && mod_file_struct.ramsey_model_present)
|
|
orig_ramsey_dynamic_model.computingPass(true, true, false, paramsDerivsOrder, global_eval_context, no_tmp_terms, block, use_dll, byte_code, nopreprocessoroutput);
|
|
}
|
|
}
|
|
else // No computing task requested, compute derivatives up to 2nd order by default
|
|
dynamic_model.computingPass(true, true, false, none, global_eval_context, no_tmp_terms, block, use_dll, byte_code, nopreprocessoroutput);
|
|
|
|
map<int, string> eqs;
|
|
if (mod_file_struct.ramsey_model_present)
|
|
orig_ramsey_dynamic_model.setNonZeroHessianEquations(eqs);
|
|
else
|
|
dynamic_model.setNonZeroHessianEquations(eqs);
|
|
|
|
if (linear && !eqs.empty())
|
|
{
|
|
cerr << "ERROR: If the model is declared linear the second derivatives must be equal to zero." << endl
|
|
<< " The following equations had non-zero second derivatives:" << endl;
|
|
for (map<int, string >::const_iterator it = eqs.begin(); it != eqs.end(); it++)
|
|
{
|
|
cerr << " * Eq # " << it->first+1;
|
|
if (!it->second.empty())
|
|
cerr << " [" << it->second << "]";
|
|
cerr << endl;
|
|
}
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
|
|
for (vector<Statement *>::iterator it = statements.begin();
|
|
it != statements.end(); it++)
|
|
(*it)->computingPass();
|
|
}
|
|
|
|
void
|
|
ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_global, bool no_log, bool no_warn,
|
|
bool console, bool nograph, bool nointeractive, const ConfigFile &config_file,
|
|
bool check_model_changes, bool minimal_workspace, bool compute_xrefs
|
|
#if defined(_WIN32) || defined(__CYGWIN32__)
|
|
, bool cygwin, bool msvc, bool mingw
|
|
#endif
|
|
, const bool nopreprocessoroutput
|
|
) const
|
|
{
|
|
ofstream mOutputFile;
|
|
|
|
if (basename.size())
|
|
{
|
|
string fname(basename);
|
|
fname += ".m";
|
|
mOutputFile.open(fname.c_str(), ios::out | ios::binary);
|
|
if (!mOutputFile.is_open())
|
|
{
|
|
cerr << "ERROR: Can't open file " << fname << " for writing" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
cerr << "ERROR: Missing file name" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
mOutputFile << "%" << endl
|
|
<< "% Status : main Dynare file" << endl
|
|
<< "%" << endl
|
|
<< "% Warning : this file is generated automatically by Dynare" << endl
|
|
<< "% from model file (.mod)" << endl << endl;
|
|
|
|
if (no_warn)
|
|
mOutputFile << "warning off" << endl; // This will be executed *after* function warning_config()
|
|
|
|
if (clear_all)
|
|
mOutputFile << "if isoctave || matlab_ver_less_than('8.6')" << endl
|
|
<< " clear all" << endl
|
|
<< "else" << endl
|
|
<< " clearvars -global" << endl
|
|
<< " clear_persistent_variables(fileparts(which('dynare')), false)" << endl
|
|
<< "end" << endl;
|
|
else if (clear_global)
|
|
mOutputFile << "clear M_ options_ oo_ estim_params_ bayestopt_ dataset_ dataset_info estimation_info ys0_ ex0_;" << endl;
|
|
|
|
mOutputFile << "tic0 = tic;" << endl
|
|
<< "% Define global variables." << endl
|
|
<< "global M_ options_ oo_ estim_params_ bayestopt_ dataset_ dataset_info estimation_info ys0_ ex0_" << endl
|
|
<< "options_ = [];" << endl
|
|
<< "M_.fname = '" << basename << "';" << endl
|
|
<< "M_.dynare_version = '" << PACKAGE_VERSION << "';" << endl
|
|
<< "oo_.dynare_version = '" << PACKAGE_VERSION << "';" << endl
|
|
<< "options_.dynare_version = '" << PACKAGE_VERSION << "';" << endl
|
|
<< "%" << endl
|
|
<< "% Some global variables initialization" << endl
|
|
<< "%" << endl;
|
|
config_file.writeHooks(mOutputFile);
|
|
mOutputFile << "global_initialization;" << endl
|
|
<< "diary off;" << endl;
|
|
if (!no_log)
|
|
mOutputFile << "diary('" << basename << ".log');" << endl;
|
|
|
|
if (minimal_workspace)
|
|
mOutputFile << "options_.minimal_workspace = 1;" << endl;
|
|
|
|
if (console)
|
|
mOutputFile << "options_.console_mode = 1;" << endl
|
|
<< "options_.nodisplay = 1;" << endl;
|
|
if (nograph)
|
|
mOutputFile << "options_.nograph = 1;" << endl;
|
|
|
|
if (nointeractive)
|
|
mOutputFile << "options_.nointeractive = 1;" << endl;
|
|
|
|
if (param_used_with_lead_lag)
|
|
mOutputFile << "M_.parameter_used_with_lead_lag = true;" << endl;
|
|
|
|
if (!nopreprocessoroutput)
|
|
cout << "Processing outputs ..." << endl;
|
|
|
|
symbol_table.writeOutput(mOutputFile);
|
|
|
|
// Initialize M_.Sigma_e, M_.Correlation_matrix, M_.H, and M_.Correlation_matrix_ME
|
|
mOutputFile << "M_.Sigma_e = zeros(" << symbol_table.exo_nbr() << ", "
|
|
<< symbol_table.exo_nbr() << ");" << endl
|
|
<< "M_.Correlation_matrix = eye(" << symbol_table.exo_nbr() << ", "
|
|
<< symbol_table.exo_nbr() << ");" << endl;
|
|
|
|
if (mod_file_struct.calibrated_measurement_errors)
|
|
mOutputFile << "M_.H = zeros(" << symbol_table.observedVariablesNbr() << ", "
|
|
<< symbol_table.observedVariablesNbr() << ");" << endl
|
|
<< "M_.Correlation_matrix_ME = eye(" << symbol_table.observedVariablesNbr() << ", "
|
|
<< symbol_table.observedVariablesNbr() << ");" << endl;
|
|
else
|
|
mOutputFile << "M_.H = 0;" << endl
|
|
<< "M_.Correlation_matrix_ME = 1;" << endl;
|
|
|
|
// May be later modified by a shocks block
|
|
mOutputFile << "M_.sigma_e_is_diagonal = 1;" << endl;
|
|
|
|
// Initialize M_.det_shocks
|
|
mOutputFile << "M_.det_shocks = [];" << endl;
|
|
|
|
if (linear == 1)
|
|
mOutputFile << "options_.linear = 1;" << endl;
|
|
|
|
mOutputFile << "options_.block=" << block << ";" << endl
|
|
<< "options_.bytecode=" << byte_code << ";" << endl
|
|
<< "options_.use_dll=" << use_dll << ";" << endl;
|
|
|
|
if (parallel_local_files.size() > 0)
|
|
{
|
|
mOutputFile << "options_.parallel_info.local_files = {" << endl;
|
|
for (size_t i = 0; i < parallel_local_files.size(); i++)
|
|
{
|
|
size_t j = parallel_local_files[i].find_last_of("/\\");
|
|
if (j == string::npos)
|
|
mOutputFile << "'', '" << parallel_local_files[i] << "';" << endl;
|
|
else
|
|
mOutputFile << "'" << parallel_local_files[i].substr(0, j+1) << "', '"
|
|
<< parallel_local_files[i].substr(j+1, string::npos) << "';" << endl;
|
|
}
|
|
mOutputFile << "};" << endl;
|
|
}
|
|
|
|
mOutputFile << "M_.nonzero_hessian_eqs = ";
|
|
if (mod_file_struct.ramsey_model_present)
|
|
orig_ramsey_dynamic_model.printNonZeroHessianEquations(mOutputFile);
|
|
else
|
|
dynamic_model.printNonZeroHessianEquations(mOutputFile);
|
|
mOutputFile << ";" << endl
|
|
<< "M_.hessian_eq_zero = isempty(M_.nonzero_hessian_eqs);" << endl;
|
|
|
|
config_file.writeCluster(mOutputFile);
|
|
|
|
if (byte_code)
|
|
mOutputFile << "if exist('bytecode') ~= 3" << endl
|
|
<< " error('DYNARE: Can''t find bytecode DLL. Please compile it or remove the ''bytecode'' option.')" << endl
|
|
<< "end" << endl;
|
|
|
|
bool hasModelChanged = !dynamic_model.isChecksumMatching(basename);
|
|
if (!check_model_changes)
|
|
hasModelChanged = true;
|
|
|
|
if (hasModelChanged)
|
|
{
|
|
// Erase possible remnants of previous runs
|
|
unlink((basename + "_dynamic.m").c_str());
|
|
unlink((basename + "_dynamic.cod").c_str());
|
|
unlink((basename + "_dynamic.bin").c_str());
|
|
|
|
unlink((basename + "_static.m").c_str());
|
|
unlink((basename + "_static.cod").c_str());
|
|
unlink((basename + "_static.bin").c_str());
|
|
|
|
unlink((basename + "_steadystate2.m").c_str());
|
|
unlink((basename + "_set_auxiliary_variables.m").c_str());
|
|
}
|
|
|
|
if (!use_dll)
|
|
{
|
|
mOutputFile << "erase_compiled_function('" + basename + "_static');" << endl;
|
|
mOutputFile << "erase_compiled_function('" + basename + "_dynamic');" << endl;
|
|
}
|
|
|
|
#if defined(_WIN32) || defined(__CYGWIN32__)
|
|
# if (defined(_MSC_VER) && _MSC_VER < 1700)
|
|
// If using USE_DLL with MSVC 10.0 or earlier, check that the user didn't use a function not supported by the compiler (because MSVC <= 10.0 doesn't comply with C99 standard)
|
|
if (use_dll && msvc)
|
|
{
|
|
if (dynamic_model.isUnaryOpUsed(oAcosh))
|
|
{
|
|
cerr << "ERROR: acosh() function is not supported with USE_DLL option and older MSVC compilers; use Cygwin, MinGW or upgrade your MSVC compiler to 11.0 (2012) or later." << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
if (dynamic_model.isUnaryOpUsed(oAsinh))
|
|
{
|
|
cerr << "ERROR: asinh() function is not supported with USE_DLL option and older MSVC compilers; use Cygwin, MinGW or upgrade your MSVC compiler to 11.0 (2012) or later." << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
if (dynamic_model.isUnaryOpUsed(oAtanh))
|
|
{
|
|
cerr << "ERROR: atanh() function is not supported with USE_DLL option and older MSVC compilers; use Cygwin, MinGW or upgrade your MSVC compiler to 11.0 (2012) or later." << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
# endif
|
|
#endif
|
|
|
|
// Compile the dynamic MEX file for use_dll option
|
|
// When check_model_changes is true, don't force compile if MEX is fresher than source
|
|
if (use_dll)
|
|
{
|
|
#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
|
|
if (msvc)
|
|
// MATLAB/Windows + Microsoft Visual C++
|
|
mOutputFile << "dyn_mex('msvc', '" << basename << "', " << !check_model_changes << ")" << endl;
|
|
else if (cygwin)
|
|
// MATLAB/Windows + Cygwin g++
|
|
mOutputFile << "dyn_mex('cygwin', '" << basename << "', " << !check_model_changes << ")" << endl;
|
|
else if (mingw)
|
|
// MATLAB/Windows + MinGW g++
|
|
mOutputFile << "dyn_mex('mingw', '" << basename << "', " << !check_model_changes << ")" << endl;
|
|
else
|
|
mOutputFile << "if isoctave" << endl
|
|
<< " dyn_mex('', '" << basename << "', " << !check_model_changes << ")" << endl
|
|
<< "else" << endl
|
|
<< " error('When using the USE_DLL option on Matlab, you must give the ''cygwin'', ''msvc'', or ''mingw'' option to the ''dynare'' command')" << endl
|
|
<< "end" << endl;
|
|
#else
|
|
// other configurations
|
|
mOutputFile << "dyn_mex('', '" << basename << "', " << !check_model_changes << ")" << endl;
|
|
#endif
|
|
}
|
|
|
|
// Add path for block option with M-files
|
|
if (block && !byte_code)
|
|
mOutputFile << "addpath " << basename << ";" << endl;
|
|
|
|
mOutputFile << "M_.orig_eq_nbr = " << mod_file_struct.orig_eq_nbr << ";" << endl
|
|
<< "M_.eq_nbr = " << dynamic_model.equation_number() << ";" << endl
|
|
<< "M_.ramsey_eq_nbr = " << mod_file_struct.ramsey_eq_nbr << ";" << endl
|
|
<< "M_.set_auxiliary_variables = exist(['./' M_.fname '_set_auxiliary_variables.m'], 'file') == 2;" << endl;
|
|
|
|
if (dynamic_model.equation_number() > 0)
|
|
{
|
|
dynamic_model.writeOutput(mOutputFile, basename, block, byte_code, use_dll, mod_file_struct.order_option, mod_file_struct.estimation_present, compute_xrefs, false);
|
|
if (!no_static)
|
|
static_model.writeOutput(mOutputFile, block);
|
|
}
|
|
|
|
// Print statements
|
|
for (vector<Statement *>::const_iterator it = statements.begin();
|
|
it != statements.end(); it++)
|
|
{
|
|
(*it)->writeOutput(mOutputFile, basename, minimal_workspace);
|
|
|
|
/* Special treatment for initval block: insert initial values for the
|
|
auxiliary variables and initialize exo det */
|
|
InitValStatement *ivs = dynamic_cast<InitValStatement *>(*it);
|
|
if (ivs != NULL)
|
|
{
|
|
static_model.writeAuxVarInitval(mOutputFile, oMatlabOutsideModel);
|
|
ivs->writeOutputPostInit(mOutputFile);
|
|
}
|
|
|
|
// Special treatment for endval block: insert initial values for the auxiliary variables
|
|
EndValStatement *evs = dynamic_cast<EndValStatement *>(*it);
|
|
if (evs != NULL)
|
|
static_model.writeAuxVarInitval(mOutputFile, oMatlabOutsideModel);
|
|
|
|
// Special treatment for load params and steady state statement: insert initial values for the auxiliary variables
|
|
LoadParamsAndSteadyStateStatement *lpass = dynamic_cast<LoadParamsAndSteadyStateStatement *>(*it);
|
|
if (lpass && !no_static)
|
|
static_model.writeAuxVarInitval(mOutputFile, oMatlabOutsideModel);
|
|
}
|
|
|
|
// Remove path for block option with M-files
|
|
if (block && !byte_code)
|
|
mOutputFile << "rmpath " << basename << ";" << endl;
|
|
|
|
mOutputFile << "save('" << basename << "_results.mat', 'oo_', 'M_', 'options_');" << endl
|
|
<< "if exist('estim_params_', 'var') == 1" << endl
|
|
<< " save('" << basename << "_results.mat', 'estim_params_', '-append');" << endl << "end" << endl
|
|
<< "if exist('bayestopt_', 'var') == 1" << endl
|
|
<< " save('" << basename << "_results.mat', 'bayestopt_', '-append');" << endl << "end" << endl
|
|
<< "if exist('dataset_', 'var') == 1" << endl
|
|
<< " save('" << basename << "_results.mat', 'dataset_', '-append');" << endl << "end" << endl
|
|
<< "if exist('estimation_info', 'var') == 1" << endl
|
|
<< " save('" << basename << "_results.mat', 'estimation_info', '-append');" << endl << "end" << endl
|
|
<< "if exist('dataset_info', 'var') == 1" << endl
|
|
<< " save('" << basename << "_results.mat', 'dataset_info', '-append');" << endl << "end" << endl
|
|
<< "if exist('oo_recursive_', 'var') == 1" << endl
|
|
<< " save('" << basename << "_results.mat', 'oo_recursive_', '-append');" << endl << "end" << endl;
|
|
|
|
config_file.writeEndParallel(mOutputFile);
|
|
|
|
mOutputFile << endl << endl
|
|
<< "disp(['Total computing time : ' dynsec2hms(toc(tic0)) ]);" << endl;
|
|
|
|
if (!no_warn)
|
|
{
|
|
if (warnings.countWarnings() > 0)
|
|
mOutputFile << "disp('Note: " << warnings.countWarnings() << " warning(s) encountered in the preprocessor')" << endl;
|
|
|
|
mOutputFile << "if ~isempty(lastwarn)" << endl
|
|
<< " disp('Note: warning(s) encountered in MATLAB/Octave code')" << endl
|
|
<< "end" << endl;
|
|
}
|
|
|
|
if (!no_log)
|
|
mOutputFile << "diary off" << endl;
|
|
|
|
mOutputFile.close();
|
|
|
|
if (hasModelChanged)
|
|
{
|
|
// Create static and dynamic files
|
|
if (dynamic_model.equation_number() > 0)
|
|
{
|
|
if (!no_static)
|
|
{
|
|
static_model.writeStaticFile(basename, block, byte_code, use_dll, false);
|
|
static_model.writeParamsDerivativesFile(basename, false);
|
|
}
|
|
|
|
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, false);
|
|
dynamic_model.writeParamsDerivativesFile(basename, false);
|
|
}
|
|
|
|
// Create steady state file
|
|
steady_state_model.writeSteadyStateFile(basename, mod_file_struct.ramsey_model_present, false);
|
|
}
|
|
|
|
if (!nopreprocessoroutput)
|
|
cout << "done" << endl;
|
|
}
|
|
|
|
void
|
|
ModFile::writeExternalFiles(const string &basename, FileOutputType output, LanguageOutputType language, const bool nopreprocessoroutput) const
|
|
{
|
|
switch (language)
|
|
{
|
|
case c:
|
|
writeExternalFilesC(basename, output);
|
|
break;
|
|
case cpp:
|
|
writeExternalFilesCC(basename, output);
|
|
break;
|
|
case julia:
|
|
writeExternalFilesJulia(basename, output, nopreprocessoroutput);
|
|
break;
|
|
default:
|
|
cerr << "This case shouldn't happen. Contact the authors of Dynare" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
|
|
void
|
|
ModFile::writeExternalFilesC(const string &basename, FileOutputType output) const
|
|
{
|
|
writeModelC(basename);
|
|
steady_state_model.writeSteadyStateFileC(basename, mod_file_struct.ramsey_model_present);
|
|
|
|
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, false);
|
|
|
|
if (!no_static)
|
|
static_model.writeStaticFile(basename, false, false, true, false);
|
|
|
|
// static_model.writeStaticCFile(basename, block, byte_code, use_dll);
|
|
// static_model.writeParamsDerivativesFileC(basename, cuda);
|
|
// static_model.writeAuxVarInitvalC(mOutputFile, oMatlabOutsideModel, cuda);
|
|
|
|
dynamic_model.writeResidualsC(basename, cuda);
|
|
// dynamic_model.writeParamsDerivativesFileC(basename, cuda);
|
|
dynamic_model.writeFirstDerivativesC(basename, cuda);
|
|
|
|
if (output == second)
|
|
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
|
|
else if (output == third)
|
|
{
|
|
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
|
|
dynamic_model.writeThirdDerivativesC_csr(basename, cuda);
|
|
}
|
|
}
|
|
|
|
void
|
|
ModFile::writeModelC(const string &basename) const
|
|
{
|
|
string filename = basename + ".c";
|
|
|
|
ofstream mDriverCFile;
|
|
mDriverCFile.open(filename.c_str(), ios::out | ios::binary);
|
|
if (!mDriverCFile.is_open())
|
|
{
|
|
cerr << "Error: Can't open file " << filename << " for writing" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
mDriverCFile << "/*" << endl
|
|
<< " * " << filename << " : Driver file for Dynare C code" << endl
|
|
<< " *" << endl
|
|
<< " * Warning : this file is generated automatically by Dynare" << endl
|
|
<< " * from model file (.mod)" << endl
|
|
<< " */" << endl
|
|
<< endl
|
|
<< "#include \"dynare_driver.h\"" << endl
|
|
<< endl
|
|
<< "struct" << endl
|
|
<< "{" << endl;
|
|
|
|
// Write basic info
|
|
symbol_table.writeCOutput(mDriverCFile);
|
|
|
|
mDriverCFile << endl << "params.resize(param_nbr);" << endl;
|
|
|
|
if (dynamic_model.equation_number() > 0)
|
|
{
|
|
dynamic_model.writeCOutput(mDriverCFile, basename, block, byte_code, use_dll, mod_file_struct.order_option, mod_file_struct.estimation_present);
|
|
// if (!no_static)
|
|
// static_model.writeCOutput(mOutputFile, block);
|
|
}
|
|
|
|
// Print statements
|
|
for (vector<Statement *>::const_iterator it = statements.begin();
|
|
it != statements.end(); it++)
|
|
(*it)->writeCOutput(mDriverCFile, basename);
|
|
|
|
mDriverCFile << "} DynareInfo;" << endl;
|
|
mDriverCFile.close();
|
|
|
|
// Write informational m file
|
|
ofstream mOutputFile;
|
|
|
|
if (basename.size())
|
|
{
|
|
string fname(basename);
|
|
fname += ".m";
|
|
mOutputFile.open(fname.c_str(), ios::out | ios::binary);
|
|
if (!mOutputFile.is_open())
|
|
{
|
|
cerr << "ERROR: Can't open file " << fname
|
|
<< " for writing" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
cerr << "ERROR: Missing file name" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
mOutputFile << "%" << endl
|
|
<< "% Status : informational m file" << endl
|
|
<< "%" << endl
|
|
<< "% Warning : this file is generated automatically by Dynare" << endl
|
|
<< "% from model file (.mod)" << endl << endl
|
|
<< "disp('The following C file was successfully created:');" << endl
|
|
<< "ls preprocessorOutput.c" << endl << endl;
|
|
mOutputFile.close();
|
|
}
|
|
|
|
void
|
|
ModFile::writeExternalFilesCC(const string &basename, FileOutputType output) const
|
|
{
|
|
writeModelCC(basename);
|
|
steady_state_model.writeSteadyStateFileC(basename, mod_file_struct.ramsey_model_present);
|
|
|
|
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, false);
|
|
|
|
if (!no_static)
|
|
static_model.writeStaticFile(basename, false, false, true, false);
|
|
|
|
// static_model.writeStaticCFile(basename, block, byte_code, use_dll);
|
|
// static_model.writeParamsDerivativesFileC(basename, cuda);
|
|
// static_model.writeAuxVarInitvalC(mOutputFile, oMatlabOutsideModel, cuda);
|
|
|
|
// dynamic_model.writeResidualsC(basename, cuda);
|
|
// dynamic_model.writeParamsDerivativesFileC(basename, cuda);
|
|
dynamic_model.writeResidualsC(basename, cuda);
|
|
dynamic_model.writeFirstDerivativesC_csr(basename, cuda);
|
|
|
|
if (output == second)
|
|
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
|
|
else if (output == third)
|
|
{
|
|
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
|
|
dynamic_model.writeThirdDerivativesC_csr(basename, cuda);
|
|
}
|
|
}
|
|
|
|
void
|
|
ModFile::writeModelCC(const string &basename) const
|
|
{
|
|
string filename = basename + ".cc";
|
|
|
|
ofstream mDriverCFile;
|
|
mDriverCFile.open(filename.c_str(), ios::out | ios::binary);
|
|
if (!mDriverCFile.is_open())
|
|
{
|
|
cerr << "Error: Can't open file " << filename << " for writing" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
mDriverCFile << "/*" << endl
|
|
<< " * " << filename << " : Driver file for Dynare C++ code" << endl
|
|
<< " *" << endl
|
|
<< " * Warning : this file is generated automatically by Dynare" << endl
|
|
<< " * from model file (.mod)" << endl
|
|
<< " */" << endl
|
|
<< endl
|
|
<< "#include \"dynare_cpp_driver.hh\"" << endl
|
|
<< endl
|
|
<< "DynareInfo::DynareInfo(void)" << endl
|
|
<< "{" << endl;
|
|
|
|
// Write basic info
|
|
symbol_table.writeCCOutput(mDriverCFile);
|
|
|
|
mDriverCFile << endl << "params.resize(param_nbr);" << endl;
|
|
|
|
if (dynamic_model.equation_number() > 0)
|
|
{
|
|
dynamic_model.writeCCOutput(mDriverCFile, basename, block, byte_code, use_dll, mod_file_struct.order_option, mod_file_struct.estimation_present);
|
|
// if (!no_static)
|
|
// static_model.writeCOutput(mOutputFile, block);
|
|
}
|
|
|
|
// Print statements
|
|
for (vector<Statement *>::const_iterator it = statements.begin();
|
|
it != statements.end(); it++)
|
|
(*it)->writeCOutput(mDriverCFile, basename);
|
|
|
|
mDriverCFile << "};" << endl;
|
|
mDriverCFile.close();
|
|
|
|
// Write informational m file
|
|
ofstream mOutputFile;
|
|
|
|
if (basename.size())
|
|
{
|
|
string fname(basename);
|
|
fname += ".m";
|
|
mOutputFile.open(fname.c_str(), ios::out | ios::binary);
|
|
if (!mOutputFile.is_open())
|
|
{
|
|
cerr << "ERROR: Can't open file " << fname
|
|
<< " for writing" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
cerr << "ERROR: Missing file name" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
mOutputFile << "%" << endl
|
|
<< "% Status : informational m file" << endl
|
|
<< "%" << endl
|
|
<< "% Warning : this file is generated automatically by Dynare" << endl
|
|
<< "% from model file (.mod)" << endl << endl
|
|
<< "disp('The following C++ file was successfully created:');" << endl
|
|
<< "ls preprocessorOutput.cc" << endl << endl;
|
|
mOutputFile.close();
|
|
}
|
|
|
|
void
|
|
ModFile::writeExternalFilesJulia(const string &basename, FileOutputType output, const bool nopreprocessoroutput) const
|
|
{
|
|
ofstream jlOutputFile;
|
|
if (basename.size())
|
|
{
|
|
string fname(basename);
|
|
fname += ".jl";
|
|
jlOutputFile.open(fname.c_str(), ios::out | ios::binary);
|
|
if (!jlOutputFile.is_open())
|
|
{
|
|
cerr << "ERROR: Can't open file " << fname
|
|
<< " for writing" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
cerr << "ERROR: Missing file name" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
jlOutputFile << "module " << basename << endl
|
|
<< "#" << endl
|
|
<< "# NB: this file was automatically generated by Dynare" << endl
|
|
<< "# from " << basename << ".mod" << endl
|
|
<< "#" << endl << endl
|
|
<< "using DynareModel" << endl
|
|
<< "using DynareOptions" << endl
|
|
<< "using DynareOutput" << endl << endl
|
|
<< "using Utils" << endl
|
|
<< "using SteadyState" << endl << endl
|
|
<< "using " << basename << "Static" << endl
|
|
<< "using " << basename << "Dynamic" << endl
|
|
<< "if isfile(\"" << basename << "SteadyState.jl" "\")" << endl
|
|
<< " using " << basename << "SteadyState" << endl
|
|
<< "end" << endl
|
|
<< "if isfile(\"" << basename << "SteadyState2.jl" "\")" << endl
|
|
<< " using " << basename << "SteadyState2" << endl
|
|
<< "end" << endl << endl
|
|
<< "export model_, options_, oo_" << endl;
|
|
|
|
// Write Output
|
|
jlOutputFile << endl
|
|
<< "oo_ = dynare_output()" << endl
|
|
<< "oo_.dynare_version = \"" << PACKAGE_VERSION << "\"" << endl;
|
|
|
|
// Write Options
|
|
jlOutputFile << endl
|
|
<< "options_ = dynare_options()" << endl
|
|
<< "options_.dynare_version = \"" << PACKAGE_VERSION << "\"" << endl;
|
|
if (linear == 1)
|
|
jlOutputFile << "options_.linear = true" << endl;
|
|
|
|
// Write Model
|
|
jlOutputFile << endl
|
|
<< "model_ = dynare_model()" << endl
|
|
<< "model_.fname = \"" << basename << "\"" << endl
|
|
<< "model_.dynare_version = \"" << PACKAGE_VERSION << "\"" << endl
|
|
<< "model_.sigma_e = zeros(Float64, " << symbol_table.exo_nbr() << ", "
|
|
<< symbol_table.exo_nbr() << ")" << endl
|
|
<< "model_.correlation_matrix = ones(Float64, " << symbol_table.exo_nbr() << ", "
|
|
<< symbol_table.exo_nbr() << ")" << endl
|
|
<< "model_.orig_eq_nbr = " << mod_file_struct.orig_eq_nbr << endl
|
|
<< "model_.eq_nbr = " << dynamic_model.equation_number() << endl
|
|
<< "model_.ramsey_eq_nbr = " << mod_file_struct.ramsey_eq_nbr << endl;
|
|
|
|
if (mod_file_struct.calibrated_measurement_errors)
|
|
jlOutputFile << "model_.h = zeros(Float64,"
|
|
<< symbol_table.observedVariablesNbr() << ", "
|
|
<< symbol_table.observedVariablesNbr() << ");" << endl
|
|
<< "model_.correlation_matrix_me = ones(Float64, "
|
|
<< symbol_table.observedVariablesNbr() << ", "
|
|
<< symbol_table.observedVariablesNbr() << ");" << endl;
|
|
else
|
|
jlOutputFile << "model_.h = zeros(Float64, 1, 1)" << endl
|
|
<< "model_.correlation_matrix_me = ones(Float64, 1, 1)" << endl;
|
|
|
|
if (!nopreprocessoroutput)
|
|
cout << "Processing outputs ..." << endl;
|
|
symbol_table.writeJuliaOutput(jlOutputFile);
|
|
|
|
if (dynamic_model.equation_number() > 0)
|
|
{
|
|
dynamic_model.writeOutput(jlOutputFile, basename, false, false, false,
|
|
mod_file_struct.order_option,
|
|
mod_file_struct.estimation_present, false, true);
|
|
if (!no_static)
|
|
{
|
|
static_model.writeStaticFile(basename, false, false, false, true);
|
|
static_model.writeParamsDerivativesFile(basename, true);
|
|
}
|
|
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll,
|
|
mod_file_struct.order_option, true);
|
|
dynamic_model.writeParamsDerivativesFile(basename, true);
|
|
}
|
|
steady_state_model.writeSteadyStateFile(basename, mod_file_struct.ramsey_model_present, true);
|
|
|
|
// Print statements (includes parameter values)
|
|
for (vector<Statement *>::const_iterator it = statements.begin();
|
|
it != statements.end(); it++)
|
|
(*it)->writeJuliaOutput(jlOutputFile, basename);
|
|
|
|
jlOutputFile << "model_.static = " << basename << "Static.static!" << endl
|
|
<< "model_.dynamic = " << basename << "Dynamic.dynamic!" << endl
|
|
<< "if isfile(\"" << basename << "SteadyState.jl" "\")" << endl
|
|
<< " model_.user_written_analytical_steady_state = true" << endl
|
|
<< " model_.steady_state = " << basename << "SteadyState.steady_state!" << endl
|
|
<< "end" << endl
|
|
<< "if isfile(\"" << basename << "SteadyState2.jl" "\")" << endl
|
|
<< " model_.analytical_steady_state = true" << endl
|
|
<< " model_.steady_state = " << basename << "SteadyState2.steady_state!" << endl
|
|
<< "end" << endl
|
|
<< "if isfile(\"" << basename << "StaticParamsDerivs.jl" "\")" << endl
|
|
<< " using " << basename << "StaticParamsDerivs" << endl
|
|
<< " model_.static_params_derivs = " << basename << "StaticParamsDerivs.params_derivs" << endl
|
|
<< "end" << endl
|
|
<< "if isfile(\"" << basename << "DynamicParamsDerivs.jl" "\")" << endl
|
|
<< " using " << basename << "DynamicParamsDerivs" << endl
|
|
<< " model_.dynamic_params_derivs = " << basename << "DynamicParamsDerivs.params_derivs" << endl
|
|
<< "end" << endl
|
|
<< "end" << endl;
|
|
jlOutputFile.close();
|
|
if (!nopreprocessoroutput)
|
|
cout << "done" << endl;
|
|
}
|
|
|
|
void
|
|
ModFile::writeJsonOutput(const string &basename, JsonOutputPointType json, JsonFileOutputType json_output_mode, bool onlyjson, const bool nopreprocessoroutput, bool jsonderivsimple)
|
|
{
|
|
if (json == nojson)
|
|
return;
|
|
|
|
if (json == parsing || json == checkpass)
|
|
symbol_table.freeze();
|
|
|
|
if (json_output_mode == standardout)
|
|
cout << "//-- BEGIN JSON --// " << endl
|
|
<< "{" << endl;
|
|
|
|
writeJsonOutputParsingCheck(basename, json_output_mode, json == transformpass, json == computingpass);
|
|
|
|
if (json == parsing || json == checkpass)
|
|
symbol_table.unfreeze();
|
|
|
|
if (json == computingpass)
|
|
writeJsonComputingPassOutput(basename, json_output_mode, jsonderivsimple);
|
|
|
|
if (json_output_mode == standardout)
|
|
cout << "}" << endl
|
|
<< "//-- END JSON --// " << endl;
|
|
|
|
if (!nopreprocessoroutput)
|
|
switch (json)
|
|
{
|
|
case parsing:
|
|
cout << "JSON written after Parsing step." << endl;
|
|
break;
|
|
case checkpass:
|
|
cout << "JSON written after Check step." << endl;
|
|
break;
|
|
case transformpass:
|
|
cout << "JSON written after Transform step." << endl;
|
|
break;
|
|
case computingpass:
|
|
cout << "JSON written after Computing step." << endl;
|
|
break;
|
|
case nojson:
|
|
cerr << "ModFile::writeJsonOutput: should not arrive here." << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
if (onlyjson)
|
|
exit(EXIT_SUCCESS);
|
|
}
|
|
|
|
void
|
|
ModFile::writeJsonOutputParsingCheck(const string &basename, JsonFileOutputType json_output_mode, bool transformpass, bool computingpass) const
|
|
{
|
|
ostringstream output;
|
|
output << "{" << endl;
|
|
|
|
symbol_table.writeJsonOutput(output);
|
|
output << ", ";
|
|
dynamic_model.writeJsonOutput(output);
|
|
|
|
if (!statements.empty())
|
|
{
|
|
output << ", \"statements\": [";
|
|
for (vector<Statement *>::const_iterator it = statements.begin();
|
|
it != statements.end(); it++)
|
|
{
|
|
if (it != statements.begin())
|
|
output << ", " << endl;
|
|
(*it)->writeJsonOutput(output);
|
|
}
|
|
output << "]" << endl;
|
|
}
|
|
|
|
if (computingpass)
|
|
{
|
|
output << ",";
|
|
dynamic_model.writeJsonDynamicModelInfo(output);
|
|
}
|
|
output << "}" << endl;
|
|
|
|
ostringstream original_model_output;
|
|
original_model_output << "";
|
|
if (transformpass || computingpass)
|
|
{
|
|
original_model_output << "{";
|
|
original_model.writeJsonOriginalModelOutput(original_model_output);
|
|
original_model_output << "}" << endl;
|
|
}
|
|
|
|
ostringstream steady_state_model_output;
|
|
steady_state_model_output << "";
|
|
if (dynamic_model.equation_number() > 0)
|
|
steady_state_model.writeJsonSteadyStateFile(steady_state_model_output,
|
|
transformpass || computingpass);
|
|
|
|
if (json_output_mode == standardout)
|
|
{
|
|
if (transformpass || computingpass)
|
|
cout << "\"transformed_modfile\": ";
|
|
else
|
|
cout << "\"modfile\": ";
|
|
cout << output.str();
|
|
if (!original_model_output.str().empty())
|
|
cout << ", \"original_model\": " << original_model_output.str();
|
|
if (!steady_state_model_output.str().empty())
|
|
cout << ", \"steady_state_model\": " << steady_state_model_output.str();
|
|
}
|
|
else
|
|
{
|
|
ofstream jsonOutputFile;
|
|
|
|
if (basename.size())
|
|
{
|
|
string fname(basename);
|
|
fname += ".json";
|
|
jsonOutputFile.open(fname.c_str(), ios::out | ios::binary);
|
|
if (!jsonOutputFile.is_open())
|
|
{
|
|
cerr << "ERROR: Can't open file " << fname << " for writing" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
cerr << "ERROR: Missing file name" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
jsonOutputFile << output.str();
|
|
jsonOutputFile.close();
|
|
|
|
if (!original_model_output.str().empty())
|
|
{
|
|
if (basename.size())
|
|
{
|
|
string fname(basename);
|
|
fname += "_original.json";
|
|
jsonOutputFile.open(fname.c_str(), ios::out | ios::binary);
|
|
if (!jsonOutputFile.is_open())
|
|
{
|
|
cerr << "ERROR: Can't open file " << fname << " for writing" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
cerr << "ERROR: Missing file name" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
jsonOutputFile << original_model_output.str();
|
|
jsonOutputFile.close();
|
|
}
|
|
if (!steady_state_model_output.str().empty())
|
|
{
|
|
if (basename.size())
|
|
{
|
|
string fname(basename);
|
|
fname += "_steady_state_model.json";
|
|
jsonOutputFile.open(fname.c_str(), ios::out | ios::binary);
|
|
if (!jsonOutputFile.is_open())
|
|
{
|
|
cerr << "ERROR: Can't open file " << fname << " for writing" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
cerr << "ERROR: Missing file name" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
jsonOutputFile << steady_state_model_output.str();
|
|
jsonOutputFile.close();
|
|
}
|
|
}
|
|
}
|
|
|
|
void
|
|
ModFile::writeJsonComputingPassOutput(const string &basename, JsonFileOutputType json_output_mode, bool jsonderivsimple) const
|
|
{
|
|
if (basename.empty() && json_output_mode != standardout)
|
|
{
|
|
cerr << "ERROR: Missing file name" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
ostringstream tmp_out, static_output, dynamic_output, static_paramsd_output, dynamic_paramsd_output;
|
|
|
|
static_output << "{";
|
|
static_model.writeJsonComputingPassOutput(static_output, !jsonderivsimple);
|
|
static_output << "}";
|
|
|
|
dynamic_output << "{";
|
|
dynamic_model.writeJsonComputingPassOutput(dynamic_output, !jsonderivsimple);
|
|
dynamic_output << "}";
|
|
|
|
tmp_out << "";
|
|
static_paramsd_output << "";
|
|
static_model.writeJsonParamsDerivativesFile(tmp_out, !jsonderivsimple);
|
|
if (!tmp_out.str().empty())
|
|
static_paramsd_output << "{" << tmp_out.str() << "}" << endl;
|
|
|
|
tmp_out.str("");
|
|
dynamic_paramsd_output << "";
|
|
dynamic_model.writeJsonParamsDerivativesFile(tmp_out, !jsonderivsimple);
|
|
if (!tmp_out.str().empty())
|
|
dynamic_paramsd_output << "{" << tmp_out.str() << "}" << endl;
|
|
|
|
if (json_output_mode == standardout)
|
|
{
|
|
cout << ", \"static_model\": " << static_output.str() << endl
|
|
<< ", \"dynamic_model\": " << dynamic_output.str() << endl;
|
|
|
|
if (!static_paramsd_output.str().empty())
|
|
cout << ", \"static_params_deriv\": " << static_paramsd_output.str() << endl;
|
|
|
|
if (!dynamic_paramsd_output.str().empty())
|
|
cout << ", \"dynamic_params_deriv\": " << dynamic_paramsd_output.str() << endl;
|
|
}
|
|
else
|
|
{
|
|
string fname_original, fname_static, fname_dynamic;
|
|
fname_static = basename + "_static.json";
|
|
fname_dynamic = basename + "_dynamic.json";
|
|
|
|
writeJsonFileHelper(fname_static, static_output);
|
|
writeJsonFileHelper(fname_dynamic, dynamic_output);
|
|
|
|
if (!static_paramsd_output.str().empty())
|
|
{
|
|
string fname_static_params;
|
|
fname_static_params = basename + "_static_params_derivs.json";
|
|
writeJsonFileHelper(fname_static_params, static_paramsd_output);
|
|
}
|
|
|
|
if (!dynamic_paramsd_output.str().empty())
|
|
{
|
|
string fname_dynamic_params;
|
|
fname_dynamic_params = basename + "_params_derivs.json";
|
|
writeJsonFileHelper(fname_dynamic_params, dynamic_paramsd_output);
|
|
}
|
|
}
|
|
}
|
|
|
|
void
|
|
ModFile::writeJsonFileHelper(string &fname, ostringstream &output) const
|
|
{
|
|
ofstream jsonOutput;
|
|
jsonOutput.open(fname.c_str(), ios::out | ios::binary);
|
|
if (!jsonOutput.is_open())
|
|
{
|
|
cerr << "ERROR: Can't open file " << fname << " for writing" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
jsonOutput << output.str();
|
|
jsonOutput.close();
|
|
}
|