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preprocessor/ModFile.cc

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/*
* Copyright (C) 2006-2016 Dynare Team
*
* This file is part of Dynare.
*
* Dynare is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Dynare is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
*/
#include <cstdlib>
#include <iostream>
#include <fstream>
#include <typeinfo>
#include <cassert>
#ifndef _WIN32
# include <unistd.h>
#endif
#include "ModFile.hh"
#include "ConfigFile.hh"
#include "ComputingTasks.hh"
ModFile::ModFile(WarningConsolidation &warnings_arg)
: expressions_tree(symbol_table, num_constants, external_functions_table),
original_model(symbol_table, num_constants, external_functions_table),
dynamic_model(symbol_table, num_constants, external_functions_table),
trend_dynamic_model(symbol_table, num_constants, external_functions_table),
ramsey_FOC_equations_dynamic_model(symbol_table, num_constants, external_functions_table),
static_model(symbol_table, num_constants, external_functions_table),
steady_state_model(symbol_table, num_constants, external_functions_table, static_model),
linear(false), block(false), byte_code(false), use_dll(false), no_static(false),
differentiate_forward_vars(false), nonstationary_variables(false),
param_used_with_lead_lag(false), warnings(warnings_arg)
{
}
ModFile::~ModFile()
{
for (vector<Statement *>::iterator it = statements.begin();
it != statements.end(); it++)
delete (*it);
}
void
ModFile::evalAllExpressions(bool warn_uninit)
{
cout << "Evaluating expressions...";
// Loop over all statements, and fill global eval context if relevant
for (vector<Statement *>::const_iterator it = statements.begin(); it != statements.end(); it++)
{
InitParamStatement *ips = dynamic_cast<InitParamStatement *>(*it);
if (ips)
ips->fillEvalContext(global_eval_context);
InitOrEndValStatement *ies = dynamic_cast<InitOrEndValStatement *>(*it);
if (ies)
ies->fillEvalContext(global_eval_context);
LoadParamsAndSteadyStateStatement *lpass = dynamic_cast<LoadParamsAndSteadyStateStatement *>(*it);
if (lpass)
lpass->fillEvalContext(global_eval_context);
}
// Evaluate model local variables
dynamic_model.fillEvalContext(global_eval_context);
cout << "done" << endl;
// Check if some symbols are not initialized, and give them a zero value then
for (int id = 0; id <= symbol_table.maxID(); id++)
{
SymbolType type = symbol_table.getType(id);
if ((type == eEndogenous || type == eExogenous || type == eExogenousDet
|| type == eParameter || type == eModelLocalVariable)
&& global_eval_context.find(id) == global_eval_context.end())
{
if (warn_uninit)
warnings << "WARNING: Can't find a numeric initial value for "
<< symbol_table.getName(id) << ", using zero" << endl;
global_eval_context[id] = 0;
}
}
}
void
ModFile::addStatement(Statement *st)
{
statements.push_back(st);
}
void
ModFile::addStatementAtFront(Statement *st)
{
statements.insert(statements.begin(), st);
}
void
ModFile::checkPass()
{
for (vector<Statement *>::iterator it = statements.begin();
it != statements.end(); it++)
(*it)->checkPass(mod_file_struct, warnings);
// Check the steady state block
steady_state_model.checkPass(mod_file_struct.ramsey_model_present, warnings);
// If order option has not been set, default to 2
if (!mod_file_struct.order_option)
mod_file_struct.order_option = 2;
param_used_with_lead_lag = dynamic_model.ParamUsedWithLeadLag();
if (param_used_with_lead_lag)
warnings << "WARNING: A parameter was used with a lead or a lag in the model block" << endl;
bool stochastic_statement_present = mod_file_struct.stoch_simul_present
|| mod_file_struct.estimation_present
|| mod_file_struct.osr_present
|| mod_file_struct.ramsey_policy_present
|| mod_file_struct.discretionary_policy_present
|| mod_file_struct.calib_smoother_present;
// Allow empty model only when doing a standalone BVAR estimation
if (dynamic_model.equation_number() == 0
&& (mod_file_struct.check_present
|| mod_file_struct.perfect_foresight_solver_present
|| stochastic_statement_present))
{
cerr << "ERROR: At least one model equation must be declared!" << endl;
exit(EXIT_FAILURE);
}
if ((mod_file_struct.ramsey_model_present || mod_file_struct.ramsey_policy_present)
&& mod_file_struct.discretionary_policy_present)
{
cerr << "ERROR: You cannot use the discretionary_policy command when you use either rasmey_model or ramsey_policy and vice versa" << endl;
exit(EXIT_FAILURE);
}
if (((mod_file_struct.ramsey_model_present || mod_file_struct.discretionary_policy_present)
&& !mod_file_struct.planner_objective_present)
|| (!(mod_file_struct.ramsey_model_present || mod_file_struct.discretionary_policy_present)
&& mod_file_struct.planner_objective_present))
{
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;
exit(EXIT_FAILURE);
}
if ((mod_file_struct.osr_present && (!mod_file_struct.osr_params_present || !mod_file_struct.optim_weights_present))
|| ((!mod_file_struct.osr_present || !mod_file_struct.osr_params_present) && mod_file_struct.optim_weights_present)
|| ((!mod_file_struct.osr_present || !mod_file_struct.optim_weights_present) && mod_file_struct.osr_params_present))
{
cerr << "ERROR: The osr statement must be used with osr_params and optim_weights." << endl;
exit(EXIT_FAILURE);
}
if (mod_file_struct.perfect_foresight_solver_present && stochastic_statement_present)
{
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;
exit(EXIT_FAILURE);
}
if (mod_file_struct.k_order_solver && byte_code)
{
cerr << "ERROR: 'k_order_solver' (which is implicit if order >= 3), is not yet compatible with 'bytecode'." << endl;
exit(EXIT_FAILURE);
}
if (use_dll && (block || byte_code))
{
cerr << "ERROR: In 'model' block, 'use_dll' option is not compatible with 'block' or 'bytecode'" << endl;
exit(EXIT_FAILURE);
}
if (block || byte_code)
if (dynamic_model.isModelLocalVariableUsed())
{
cerr << "ERROR: In 'model' block, 'block' or 'bytecode' options are not yet compatible with pound expressions" << endl;
exit(EXIT_FAILURE);
}
if ((stochastic_statement_present || mod_file_struct.check_present || mod_file_struct.steady_present) && no_static)
{
cerr << "ERROR: no_static option is incompatible with stoch_simul, estimation, osr, ramsey_policy, discretionary_policy, steady and check commands" << endl;
exit(EXIT_FAILURE);
}
if (mod_file_struct.dsge_var_estimated)
if (!mod_file_struct.dsge_prior_weight_in_estimated_params)
{
cerr << "ERROR: When estimating a DSGE-VAR model and estimating the weight of the prior, dsge_prior_weight must "
<< "be referenced in the estimated_params block." << endl;
exit(EXIT_FAILURE);
}
if (symbol_table.exists("dsge_prior_weight"))
{
if (symbol_table.getType("dsge_prior_weight") != eParameter)
{
cerr << "ERROR: dsge_prior_weight may only be used as a parameter." << endl;
exit(EXIT_FAILURE);
}
else
warnings << "WARNING: When estimating a DSGE-Var, declaring dsge_prior_weight as a "
<< "parameter is deprecated. The preferred method is to do this via "
<< "the dsge_var option in the estimation statement." << endl;
if (mod_file_struct.dsge_var_estimated || !mod_file_struct.dsge_var_calibrated.empty())
{
cerr << "ERROR: dsge_prior_weight can either be declared as a parameter (deprecated) or via the dsge_var option "
<< "to the estimation statement (preferred), but not both." << endl;
exit(EXIT_FAILURE);
}
if (!mod_file_struct.dsge_prior_weight_initialized && !mod_file_struct.dsge_prior_weight_in_estimated_params)
{
cerr << "ERROR: If dsge_prior_weight is declared as a parameter, it must either be initialized or placed in the "
<< "estimated_params block." << endl;
exit(EXIT_FAILURE);
}
if (mod_file_struct.dsge_prior_weight_initialized && mod_file_struct.dsge_prior_weight_in_estimated_params)
{
cerr << "ERROR: dsge_prior_weight cannot be both initalized and estimated." << endl;
exit(EXIT_FAILURE);
}
}
if (mod_file_struct.dsge_prior_weight_in_estimated_params)
if (!mod_file_struct.dsge_var_estimated && !mod_file_struct.dsge_var_calibrated.empty())
{
cerr << "ERROR: If dsge_prior_weight is in the estimated_params block, the prior weight cannot be calibrated "
<< "via the dsge_var option in the estimation statement." << endl;
exit(EXIT_FAILURE);
}
else if (!mod_file_struct.dsge_var_estimated && !symbol_table.exists("dsge_prior_weight"))
{
cerr << "ERROR: If dsge_prior_weight is in the estimated_params block, it must either be declared as a parameter "
<< "(deprecated) or the dsge_var option must be passed to the estimation statement (preferred)." << endl;
exit(EXIT_FAILURE);
}
if (dynamic_model.staticOnlyEquationsNbr() != dynamic_model.dynamicOnlyEquationsNbr())
{
cerr << "ERROR: the number of equations marked [static] must be equal to the number of equations marked [dynamic]" << endl;
exit(EXIT_FAILURE);
}
if (dynamic_model.staticOnlyEquationsNbr() > 0 &&
(mod_file_struct.ramsey_model_present || mod_file_struct.discretionary_policy_present))
{
cerr << "ERROR: marking equations as [static] or [dynamic] is not possible with ramsey_model, ramsey_policy or discretionary_policy" << endl;
exit(EXIT_FAILURE);
}
if (stochastic_statement_present &&
(dynamic_model.isUnaryOpUsed(oSign)
|| dynamic_model.isUnaryOpUsed(oAbs)
|| dynamic_model.isBinaryOpUsed(oMax)
|| dynamic_model.isBinaryOpUsed(oMin)
|| dynamic_model.isBinaryOpUsed(oGreater)
|| dynamic_model.isBinaryOpUsed(oLess)
|| dynamic_model.isBinaryOpUsed(oGreaterEqual)
|| dynamic_model.isBinaryOpUsed(oLessEqual)
|| dynamic_model.isBinaryOpUsed(oEqualEqual)
|| dynamic_model.isBinaryOpUsed(oDifferent)))
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;
// Test if some estimated parameters are used within the values of shocks
// statements (see issue #469)
set<int> parameters_intersect;
set_intersection(mod_file_struct.parameters_within_shocks_values.begin(),
mod_file_struct.parameters_within_shocks_values.end(),
mod_file_struct.estimated_parameters.begin(),
mod_file_struct.estimated_parameters.end(),
inserter(parameters_intersect, parameters_intersect.begin()));
if (parameters_intersect.size() > 0)
{
cerr << "ERROR: some estimated parameters (";
for (set<int>::const_iterator it = parameters_intersect.begin();
it != parameters_intersect.end(); )
{
cerr << symbol_table.getName(*it);
if (++it != parameters_intersect.end())
cerr << ", ";
}
cerr << ") also appear in the expressions defining the variance/covariance matrix of shocks; this is not allowed." << endl;
exit(EXIT_FAILURE);
}
// Check if some exogenous is not used in the model block
set<int> unusedExo = dynamic_model.findUnusedExogenous();
if (unusedExo.size() > 0)
{
warnings << "WARNING: some exogenous (";
for (set<int>::const_iterator it = unusedExo.begin();
it != unusedExo.end(); )
{
warnings << symbol_table.getName(*it);
if (++it != unusedExo.end())
warnings << ", ";
}
warnings << ") are declared but not used in the model. This may lead to crashes or unexpected behaviour." << endl;
}
}
void
ModFile::transformPass(bool nostrict)
{
// Save the original model (must be done before any model transformations by preprocessor)
dynamic_model.cloneDynamic(original_model);
if (nostrict)
{
set<int> unusedEndogs = dynamic_model.findUnusedEndogenous();
for (set<int>::iterator it = unusedEndogs.begin(); it != unusedEndogs.end(); it++)
{
symbol_table.changeType(*it, eUnusedEndogenous);
warnings << "WARNING: '" << symbol_table.getName(*it)
<< "' not used in model block, removed by nostrict command-line option" << endl;
}
}
if (symbol_table.predeterminedNbr() > 0)
dynamic_model.transformPredeterminedVariables();
// Create auxiliary vars for Expectation operator
dynamic_model.substituteExpectation(mod_file_struct.partial_information);
if (nonstationary_variables)
{
dynamic_model.detrendEquations();
dynamic_model.cloneDynamic(trend_dynamic_model);
dynamic_model.removeTrendVariableFromEquations();
}
mod_file_struct.orig_eq_nbr = dynamic_model.equation_number();
if (mod_file_struct.ramsey_model_present)
{
StaticModel *planner_objective = NULL;
for (vector<Statement *>::iterator it = statements.begin(); it != statements.end(); it++)
{
PlannerObjectiveStatement *pos = dynamic_cast<PlannerObjectiveStatement *>(*it);
if (pos != NULL)
planner_objective = pos->getPlannerObjective();
}
assert(planner_objective != NULL);
/*
clone the model then clone the new equations back to the original because
we have to call computeDerivIDs (in computeRamseyPolicyFOCs and computingPass)
*/
dynamic_model.cloneDynamic(ramsey_FOC_equations_dynamic_model);
ramsey_FOC_equations_dynamic_model.computeRamseyPolicyFOCs(*planner_objective);
ramsey_FOC_equations_dynamic_model.replaceMyEquations(dynamic_model);
mod_file_struct.ramsey_eq_nbr = dynamic_model.equation_number() - mod_file_struct.orig_eq_nbr;
}
if (mod_file_struct.stoch_simul_present
|| mod_file_struct.estimation_present
|| mod_file_struct.osr_present
|| mod_file_struct.ramsey_policy_present
|| mod_file_struct.discretionary_policy_present
|| mod_file_struct.calib_smoother_present)
{
// In stochastic models, create auxiliary vars for leads and lags greater than 2, on both endos and exos
dynamic_model.substituteEndoLeadGreaterThanTwo(false);
dynamic_model.substituteExoLead(false);
dynamic_model.substituteEndoLagGreaterThanTwo(false);
dynamic_model.substituteExoLag(false);
}
else
{
// In deterministic models, create auxiliary vars for leads and lags endogenous greater than 2, only on endos (useless on exos)
dynamic_model.substituteEndoLeadGreaterThanTwo(true);
dynamic_model.substituteEndoLagGreaterThanTwo(true);
}
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();
/*
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.identification_present && symbol_table.exo_det_nbr() > 0)
{
cerr << "ERROR: identification is incompatible with deterministic exogenous variables" << endl;
exit(EXIT_FAILURE);
}
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, bool compute_xrefs)
{
// 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;
const bool paramsDerivatives = mod_file_struct.identification_present
|| mod_file_struct.estimation_analytic_derivation;
static_model.computingPass(global_eval_context, no_tmp_terms, static_hessian,
false, paramsDerivatives, block, byte_code);
}
// 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, false, global_eval_context, no_tmp_terms, block, use_dll, byte_code, compute_xrefs);
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
|| output == second
|| output == third;
bool thirdDerivatives = mod_file_struct.order_option == 3
|| mod_file_struct.estimation_analytic_derivation
|| output == third;
bool paramsDerivatives = mod_file_struct.identification_present || mod_file_struct.estimation_analytic_derivation;
dynamic_model.computingPass(true, hessian, thirdDerivatives, paramsDerivatives, global_eval_context, no_tmp_terms, block, use_dll, byte_code, compute_xrefs);
}
}
else // No computing task requested, compute derivatives up to 2nd order by default
dynamic_model.computingPass(true, true, false, false, global_eval_context, no_tmp_terms, block, use_dll, byte_code, compute_xrefs);
}
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
#endif
) 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
<< "% Save empty dates and dseries objects in memory." << endl
<< "dates('initialize');" << endl
<< "dseries('initialize');" << 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;
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;
}
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 using USE_DLL with MSVC, check that the user didn't use a function not supported by MSVC (because MSVC 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 MSVC compiler; use Cygwin compiler instead." << endl;
exit(EXIT_FAILURE);
}
if (dynamic_model.isUnaryOpUsed(oAsinh))
{
cerr << "ERROR: asinh() function is not supported with USE_DLL option and MSVC compiler; use Cygwin compiler instead." << endl;
exit(EXIT_FAILURE);
}
if (dynamic_model.isUnaryOpUsed(oAtanh))
{
cerr << "ERROR: atanh() function is not supported with USE_DLL option and MSVC compiler; use Cygwin compiler instead." << endl;
exit(EXIT_FAILURE);
}
if (dynamic_model.isTrinaryOpUsed(oNormcdf))
{
cerr << "ERROR: normcdf() function is not supported with USE_DLL option and MSVC compiler; use Cygwin compiler instead." << endl;
exit(EXIT_FAILURE);
}
}
#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__)
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
mOutputFile << " error('When using the USE_DLL option, you must give either ''cygwin'' or ''msvc'' option to the ''dynare'' command')" << 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;
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);
}
cout << "done" << endl;
}
void
ModFile::writeExternalFiles(const string &basename, FileOutputType output, LanguageOutputType language) const
{
switch(language)
{
case c:
writeExternalFilesC(basename, output);
break;
case cpp:
writeExternalFilesCC(basename, output);
break;
case julia:
writeExternalFilesJulia(basename, output);
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
{
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
<< "using DynareModel" << endl
<< "using DynareOptions" << endl
<< "using DynareOutput" << endl
<< "using Utils" << endl
<< "using " << basename << "Static" << endl
<< "using " << basename << "Dynamic" << endl
<< "using " << basename << "SteadyState2" << endl << endl
<< "export model" << endl;
// Write Output
jlOutputFile << endl
<< "output = dynare_output()" << endl
<< "output.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;
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);
jlOutputFile << "model.static = " << basename << "Static.static!" << endl
<< "model.dynamic = " << basename << "Dynamic.dynamic!" << endl
<< "model.steady_state = " << basename << "SteadyState2.steady_state!" << endl
<< "try" << endl
<< " using " << basename << "StaticParamsDerivs" << endl
<< " model.static_params_derivs = " << basename
<< "StaticParamsDerivs.params_derivs" << endl
<< "catch" << endl
<< "end" << endl
<< "try" << endl
<< " using " << basename << "DynamicParamsDerivs" << endl
<< " model.dynamic_params_derivs = " << basename
<< "DynamicParamsDerivs.params_derivs" << endl
<< "catch" << endl
<< "end" << endl
<< "end" << endl;
jlOutputFile.close();
cout << "done" << endl;
}
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