Construct the filename of the dynamic MEX file only at the deepest level

In the calling chain, only pass the basename of the MOD file.

mex/sources/estimation/InitializeKalmanFilter.cc

@@ -30,7 +30,7 @@ InitializeKalmanFilter::~InitializeKalmanFilter()
 {
 }
 
-InitializeKalmanFilter::InitializeKalmanFilter(const std::string &dynamicDllFile, size_t n_endo_arg, size_t n_exo_arg,
+InitializeKalmanFilter::InitializeKalmanFilter(const std::string &basename, size_t n_endo_arg, size_t n_exo_arg,
                                                const std::vector<size_t> &zeta_fwrd_arg, const std::vector<size_t> &zeta_back_arg,
                                                const std::vector<size_t> &zeta_mixed_arg, const std::vector<size_t> &zeta_static_arg,
                                                const std::vector<size_t> &zeta_varobs_back_mixed_arg,
@@ -42,7 +42,7 @@ InitializeKalmanFilter::InitializeKalmanFilter(const std::string &dynamicDllFile
   lyapunov_tol(lyapunov_tol_arg),
   zeta_varobs_back_mixed(zeta_varobs_back_mixed_arg),
   detrendData(varobs_arg, noconstant_arg),
-  modelSolution(dynamicDllFile, n_endo_arg, n_exo_arg, zeta_fwrd_arg, zeta_back_arg,
+  modelSolution(basename, n_endo_arg, n_exo_arg, zeta_fwrd_arg, zeta_back_arg,
                 zeta_mixed_arg, zeta_static_arg, qz_criterium_arg),
   discLyapFast(zeta_varobs_back_mixed.size()),
   g_x(n_endo_arg, zeta_back_arg.size() + zeta_mixed_arg.size()),

mex/sources/estimation/InitializeKalmanFilter.hh

@@ -43,7 +43,7 @@ public:
   /*!
     \param[in] zeta_varobs_back_mixed_arg The union of indices of observed, backward and mixed variables
   */
-  InitializeKalmanFilter(const std::string &dynamicDllFile, size_t n_endo, size_t n_exo, const std::vector<size_t> &zeta_fwrd_arg,
+  InitializeKalmanFilter(const std::string &basename, size_t n_endo, size_t n_exo, const std::vector<size_t> &zeta_fwrd_arg,
                          const std::vector<size_t> &zeta_back_arg, const std::vector<size_t> &zeta_mixed_arg, const std::vector<size_t> &zeta_static_arg,
                          const std::vector<size_t> &zeta_varobs_back_mixed_arg,
                          const std::vector<size_t> &varobs_arg,

mex/sources/estimation/KalmanFilter.cc

@@ -31,7 +31,7 @@ KalmanFilter::~KalmanFilter()
 
 }
 
-KalmanFilter::KalmanFilter(const std::string &dynamicDllFile, size_t n_endo, size_t n_exo,
+KalmanFilter::KalmanFilter(const std::string &basename, size_t n_endo, size_t n_exo,
                            const std::vector<size_t> &zeta_fwrd_arg, const std::vector<size_t> &zeta_back_arg,
                            const std::vector<size_t> &zeta_mixed_arg, const std::vector<size_t> &zeta_static_arg,
                            double qz_criterium_arg, const std::vector<size_t> &varobs_arg,
@@ -44,7 +44,7 @@ KalmanFilter::KalmanFilter(const std::string &dynamicDllFile, size_t n_endo, siz
   Finv(varobs_arg.size(), varobs_arg.size()), K(zeta_varobs_back_mixed.size(), varobs_arg.size()), KFinv(zeta_varobs_back_mixed.size(), varobs_arg.size()),
   oldKFinv(zeta_varobs_back_mixed.size(), varobs_arg.size()), a_init(zeta_varobs_back_mixed.size()),
   a_new(zeta_varobs_back_mixed.size()), vt(varobs_arg.size()), vtFinv(varobs_arg.size()), riccati_tol(riccati_tol_arg),
-  initKalmanFilter(dynamicDllFile, n_endo, n_exo, zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg,
+  initKalmanFilter(basename, n_endo, n_exo, zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg,
                    zeta_static_arg, zeta_varobs_back_mixed, varobs_arg, qz_criterium_arg, lyapunov_tol_arg, noconstant_arg, info),
   FUTP(varobs_arg.size()*(varobs_arg.size()+1)/2)
 {

mex/sources/estimation/KalmanFilter.hh

@@ -49,7 +49,7 @@ class KalmanFilter
 
 public:
   virtual ~KalmanFilter();
-  KalmanFilter(const std::string &dynamicDllFile, size_t n_endo, size_t n_exo, const std::vector<size_t> &zeta_fwrd_arg,
+  KalmanFilter(const std::string &basename, size_t n_endo, size_t n_exo, const std::vector<size_t> &zeta_fwrd_arg,
                const std::vector<size_t> &zeta_back_arg, const std::vector<size_t> &zeta_mixed_arg, const std::vector<size_t> &zeta_static_arg,
                double qz_criterium_arg, const std::vector<size_t> &varobs_arg,
                double riccati_tol_arg, double lyapunov_tol_arg,

mex/sources/estimation/LogLikelihoodMain.cc

@@ -25,14 +25,14 @@
 
 #include "LogLikelihoodMain.hh"
 
-LogLikelihoodMain::LogLikelihoodMain(const std::string &dynamicDllFile, EstimatedParametersDescription &estiParDesc, size_t n_endo, size_t n_exo,
+LogLikelihoodMain::LogLikelihoodMain(const std::string &basename, EstimatedParametersDescription &estiParDesc, size_t n_endo, size_t n_exo,
                                      const std::vector<size_t> &zeta_fwrd_arg, const std::vector<size_t> &zeta_back_arg,
                                      const std::vector<size_t> &zeta_mixed_arg, const std::vector<size_t> &zeta_static_arg, const double qz_criterium,
                                      const std::vector<size_t> &varobs, double riccati_tol, double lyapunov_tol,
                                      bool noconstant_arg, int &info_arg)
 
   : estSubsamples(estiParDesc.estSubsamples),
-    logLikelihoodSubSample(dynamicDllFile, estiParDesc, n_endo, n_exo, zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg, zeta_static_arg, qz_criterium,
+    logLikelihoodSubSample(basename, estiParDesc, n_endo, n_exo, zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg, zeta_static_arg, qz_criterium,
                            varobs, riccati_tol, lyapunov_tol, noconstant_arg, info_arg),
     vll(estiParDesc.getNumberOfPeriods()), // time dimension size of data
     detrendedData(varobs.size(), estiParDesc.getNumberOfPeriods())

mex/sources/estimation/LogLikelihoodMain.hh

@@ -37,7 +37,7 @@ private:
 
 public:
   virtual ~LogLikelihoodMain();
-  LogLikelihoodMain(const std::string &dynamicDllFile, EstimatedParametersDescription &estiParDesc, size_t n_endo, size_t n_exo,
+  LogLikelihoodMain(const std::string &basename, EstimatedParametersDescription &estiParDesc, size_t n_endo, size_t n_exo,
                     const std::vector<size_t> &zeta_fwrd_arg, const std::vector<size_t> &zeta_back_arg, const std::vector<size_t> &zeta_mixed_arg,
                     const std::vector<size_t> &zeta_static_arg, const double qz_criterium_arg, const std::vector<size_t> &varobs_arg,
                     double riccati_tol_arg, double lyapunov_tol_arg,

mex/sources/estimation/LogLikelihoodSubSample.cc

@@ -29,12 +29,12 @@ LogLikelihoodSubSample::~LogLikelihoodSubSample()
 {
 };
 
-LogLikelihoodSubSample::LogLikelihoodSubSample(const std::string &dynamicDllFile, EstimatedParametersDescription &INestiParDesc, size_t n_endo, size_t n_exo,
+LogLikelihoodSubSample::LogLikelihoodSubSample(const std::string &basename, EstimatedParametersDescription &INestiParDesc, size_t n_endo, size_t n_exo,
                                                const std::vector<size_t> &zeta_fwrd_arg, const std::vector<size_t> &zeta_back_arg,
                                                const std::vector<size_t> &zeta_mixed_arg, const std::vector<size_t> &zeta_static_arg, const double qz_criterium,
                                                const std::vector<size_t> &varobs, double riccati_tol, double lyapunov_tol, bool noconstant_arg, int &INinfo) :
   startPenalty(-1e8), estiParDesc(INestiParDesc),
-  kalmanFilter(dynamicDllFile, n_endo, n_exo, zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg, zeta_static_arg, qz_criterium,
+  kalmanFilter(basename, n_endo, n_exo, zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg, zeta_static_arg, qz_criterium,
                varobs, riccati_tol, lyapunov_tol, noconstant_arg, INinfo), eigQ(n_exo), eigH(varobs.size()), info(INinfo)
 {
 };

mex/sources/estimation/LogLikelihoodSubSample.hh

@@ -36,7 +36,7 @@ class LogLikelihoodSubSample
 {
 
 public:
-  LogLikelihoodSubSample(const std::string &dynamicDllFile, EstimatedParametersDescription &estiParDesc, size_t n_endo, size_t n_exo,
+  LogLikelihoodSubSample(const std::string &basename, EstimatedParametersDescription &estiParDesc, size_t n_endo, size_t n_exo,
                          const std::vector<size_t> &zeta_fwrd_arg, const std::vector<size_t> &zeta_back_arg,
                          const std::vector<size_t> &zeta_mixed_arg, const std::vector<size_t> &zeta_static_arg, const double qz_criterium,
                          const std::vector<size_t> &varobs_arg, double riccati_tol_in, double lyapunov_tol, bool noconstant_arg, int &info);

mex/sources/estimation/ModelSolution.cc

@@ -30,14 +30,14 @@
 /**
  * compute the steady state (2nd stage), and computes first order approximation
  */
-ModelSolution::ModelSolution(const std::string &dynamicDllFile,  size_t n_endo_arg, size_t n_exo_arg, const std::vector<size_t> &zeta_fwrd_arg,
+ModelSolution::ModelSolution(const std::string &basename,  size_t n_endo_arg, size_t n_exo_arg, const std::vector<size_t> &zeta_fwrd_arg,
                              const std::vector<size_t> &zeta_back_arg, const std::vector<size_t> &zeta_mixed_arg,
                              const std::vector<size_t> &zeta_static_arg, double INqz_criterium) :
   n_endo(n_endo_arg), n_exo(n_exo_arg),  // n_jcols = Num of Jacobian columns = nStat+2*nPred+3*nBoth+2*nForw+nExog
   n_jcols(n_exo+n_endo+ zeta_back_arg.size() /*nsPred*/ + zeta_fwrd_arg.size() /*nsForw*/ +2*zeta_mixed_arg.size()),
   jacobian(n_endo, n_jcols), residual(n_endo), Mx(1, n_exo),
   decisionRules(n_endo_arg, n_exo_arg, zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg, zeta_static_arg, INqz_criterium),
-  dynamicDLLp(dynamicDllFile),
+  dynamicDLLp(basename),
   llXsteadyState(n_jcols-n_exo)
 {
   Mx.setAll(0.0);

mex/sources/estimation/ModelSolution.hh

@@ -38,7 +38,7 @@ class ModelSolution
 {
 
 public:
-  ModelSolution(const std::string &dynamicDllFile,  size_t n_endo, size_t n_exo, const std::vector<size_t> &zeta_fwrd_arg,
+  ModelSolution(const std::string &basename,  size_t n_endo, size_t n_exo, const std::vector<size_t> &zeta_fwrd_arg,
                 const std::vector<size_t> &zeta_back_arg, const std::vector<size_t> &zeta_mixed_arg,
                 const std::vector<size_t> &zeta_static_arg, double qz_criterium);
   virtual ~ModelSolution() {};

mex/sources/estimation/logMHMCMCposterior.cc

@@ -650,10 +650,8 @@ logMCMCposterior(VectorConstView &estParams, const MatrixConstView &data,
   // Construct arguments of constructor of LogLikelihoodMain
   char *fName = mxArrayToString(mxGetField(M_, 0, "fname"));
   std::string resultsFileStem(fName);
-  std::string dynamicDllFile(fName);
+  std::string basename(fName);
   mxFree(fName);
-  dynamicDllFile += "_dynamic";
-  dynamicDllFile += MEXEXT;
 
   size_t n_endo = (size_t) *mxGetPr(mxGetField(M_, 0, "endo_nbr"));
   size_t n_exo = (size_t) *mxGetPr(mxGetField(M_, 0, "exo_nbr"));
@@ -716,7 +714,7 @@ logMCMCposterior(VectorConstView &estParams, const MatrixConstView &data,
 
   // Allocate LogPosteriorDensity object
   int info;
-  LogPosteriorDensity lpd(dynamicDllFile, epd, n_endo, n_exo, zeta_fwrd, zeta_back, zeta_mixed, zeta_static,
+  LogPosteriorDensity lpd(basename, epd, n_endo, n_exo, zeta_fwrd, zeta_back, zeta_mixed, zeta_static,
                           qz_criterium, varobs, riccati_tol, lyapunov_tol, noconstant, info);
 
   // Construct MHMCMC Sampler

mex/sources/estimation/logposterior.cc

@@ -116,10 +116,8 @@ logposterior(VEC1 &estParams, const MatrixConstView &data,
 
   // Construct arguments of constructor of LogLikelihoodMain
   char *fName = mxArrayToString(mxGetField(M_, 0, "fname"));
-  std::string dynamicDllFile(fName);
+  std::string basename(fName);
   mxFree(fName);
-  dynamicDllFile += "_dynamic";
-  dynamicDllFile += MEXEXT;
 
   size_t n_endo = (size_t) *mxGetPr(mxGetField(M_, 0, "endo_nbr"));
   size_t n_exo = (size_t) *mxGetPr(mxGetField(M_, 0, "exo_nbr"));
@@ -184,7 +182,7 @@ logposterior(VEC1 &estParams, const MatrixConstView &data,
   bool noconstant = (bool) *mxGetPr(mxGetField(options_, 0, "noconstant"));
 
   // Allocate LogPosteriorDensity object
-  LogPosteriorDensity lpd(dynamicDllFile, epd, n_endo, n_exo, zeta_fwrd, zeta_back, zeta_mixed, zeta_static,
+  LogPosteriorDensity lpd(basename, epd, n_endo, n_exo, zeta_fwrd, zeta_back, zeta_mixed, zeta_static,
                           qz_criterium, varobs, riccati_tol, lyapunov_tol, noconstant, info);
 
   // Construct arguments of compute() method

mex/sources/estimation/utils/dynamic_dll.cc

@@ -23,14 +23,14 @@
 
 using namespace std;
 
-DynamicModelDLL::DynamicModelDLL(const std::string &dynamicDllFile) throw (TSException)
+DynamicModelDLL::DynamicModelDLL(const std::string &basename) throw (TSException)
 {
   std::string fName;
 #if !defined(__CYGWIN32__) && !defined(_WIN32)
-  if (dynamicDllFile[0] != '/')
+  if (basename[0] != '/')
     fName = "./";
 #endif
-  fName += dynamicDllFile;
+  fName += basename + "_dynamic" + MEXEXT;
 
   try
     {

mex/sources/estimation/utils/dynamic_dll.hh

@@ -52,7 +52,7 @@ private:
 
 public:
   // construct and load Dynamic model DLL
-  DynamicModelDLL(const std::string &dynamicDllFile) throw (TSException);
+  DynamicModelDLL(const std::string &basename) throw (TSException);
   virtual ~DynamicModelDLL();
 
   //! evaluate Dynamic model DLL