diff --git a/parser.src/ComputingTasks.cc b/parser.src/ComputingTasks.cc
index 05efdbeb8a23c56ff004ec9701d68b4c5928eb3d..55f3078ce9a9f70e381f32d71b5edc6b41c689c2 100644
--- a/parser.src/ComputingTasks.cc
+++ b/parser.src/ComputingTasks.cc
@@ -59,12 +59,23 @@ void ComputingTasks::setOption(string name, string value)
*output << "options_." << name << " = " << value << ";\n";
}
//------------------------------------------------------------------------------
+void ComputingTasks::setOption(string name, string value1, string value2)
+{
+ *output << "options_." << name << " = [" << value1 << "; " << value2 << "];\n";
+}
+//------------------------------------------------------------------------------
void ComputingTasks::runEstimation(string tmp1)
{
*output << tmp1;
*output << "dynare_estimation(var_list_);\n";
}
//------------------------------------------------------------------------------
+void ComputingTasks::runRplot(string tmp1)
+{
+ *output << tmp1;
+ *output << "rplot(var_list_,rplottype_);\n";
+}
+//------------------------------------------------------------------------------
void ComputingTasks::setEstimationInit(void)
{
*output << "global estim_params_\n";
@@ -118,56 +129,54 @@ void ComputingTasks::setOptimOptions(string str1, string str2, int task)
//------------------------------------------------------------------------------
void ComputingTasks::setEstimatedElements(void)
{
- if (!SymbolTable::Exist(EstimParams->name))
- {
- string msg = "Unknown symbol : "+EstimParams->name;
- error(msg.c_str());
- }
- if (SymbolTable::isReferenced(EstimParams->name) == eNotReferenced)
- {
- return;
- }
- if ((EstimParams->init_val).size() == 0)
- {
- EstimParams->init_val = EstimParams->mean;
- }
- if (EstimParams->type == 2)
- {
- // Setting user parameter name
- *output << "estim_params_.user_param_names = strvcat(estim_params_.user_param_names, ";
- *output << "'" << EstimParams->name << "');\n";
- // Setting Dynare parameter name
- *output << "estim_params_.param_names = strvcat(estim_params_.param_names, ";
- *output << "'M_.params(" << SymbolTable::getID(EstimParams->name)+1 << ")');\n";
- }
- if( SymbolTable::getType(EstimParams->name) == eExogenous)
- {
- *output << "estim_params_.var_exo = [estim_params_.var_exo; ";
- }
- else if ( SymbolTable::getType(EstimParams->name) == eEndogenous)
+ if (!SymbolTable::Exist(EstimParams->name))
+ {
+ string msg = "Unknown symbol : "+EstimParams->name;
+ error(msg.c_str());
+ }
+ if (SymbolTable::isReferenced(EstimParams->name) == eNotReferenced)
+ {
+ return;
+ }
+ if ((EstimParams->init_val).size() == 0)
+ {
+ EstimParams->init_val = EstimParams->mean;
+ }
+ switch(EstimParams->type)
+ {
+ case 1:
+ if( SymbolTable::getType(EstimParams->name) == eExogenous)
{
- *output << "estim_params_.var_endo = [estim_params_.var_endo; ";
+ *output << "estim_params_.var_exo = [estim_params_.var_exo; ";
}
- else if ( SymbolTable::getType(EstimParams->name) == eParameter)
+ else if ( SymbolTable::getType(EstimParams->name) == eEndogenous)
{
- *output << "estim_params_.param_vals = [estim_params_.param_vals; ";
+ *output << "estim_params_.var_endo = [estim_params_.var_endo; ";
}
- if (EstimParams->type == 1)
+ *output << SymbolTable::getID(EstimParams->name)+1;
+ break;
+ case 2:
+ *output << "estim_params_.param_vals = [estim_params_.param_vals; ";
+ *output << SymbolTable::getID(EstimParams->name)+1;
+ break;
+ case 3:
+ if( SymbolTable::getType(EstimParams->name) == eExogenous)
{
- *output << SymbolTable::getID(EstimParams->name)+1 << " " <<
- EstimParams->init_val << " " << EstimParams->low_bound << " " <<
- EstimParams->up_bound << " " << EstimParams->prior << " ";
- *output << EstimParams->mean << " " << EstimParams->std << " " <<
- EstimParams->p3 << " " << EstimParams->p4 << " " << EstimParams->jscale << "];\n";
+ *output << "estim_params_.corrx = [estim_params_.corrx; ";
}
- else if (EstimParams->type == 2)
+ else if ( SymbolTable::getType(EstimParams->name) == eEndogenous)
{
- *output << EstimParams->init_val << " " << EstimParams->low_bound << " " <<
- EstimParams->up_bound << " " << EstimParams->prior << " ";
- *output << EstimParams->mean << " " << EstimParams->std << " " <<
- EstimParams->p3 << " " << EstimParams->p4 << " " << EstimParams->jscale << "];\n";
+ *output << "estim_params_.corrn = [estim_params_.corrn; ";
}
- EstimParams->clear();
+ *output << SymbolTable::getID(EstimParams->name)+1;
+ *output << " " << SymbolTable::getID(EstimParams->name2)+1;
+ break;
+ }
+ *output << " " << EstimParams->init_val << " " << EstimParams->low_bound << " " <<
+ EstimParams->up_bound << " " << EstimParams->prior << " ";
+ *output << EstimParams->mean << " " << EstimParams->std << " " <<
+ EstimParams->p3 << " " << EstimParams->p4 << " " << EstimParams->jscale << "];\n";
+ EstimParams->clear();
}
void ComputingTasks::set_trend_element (string name, string expression)
{
@@ -178,7 +187,7 @@ void ComputingTasks::set_trend_element (string name, string expression)
(* error) (msg.c_str());
}
Type type = SymbolTable::getType(name);
- int id = SymbolTable::getID(name);
+ // int id = SymbolTable::getID(name);
if (type == eEndogenous)
{
*output << "tmp1 = strmatch(" << name << ",options_.varobs,'exact');\n";
@@ -191,185 +200,217 @@ void ComputingTasks::set_trend_element (string name, string expression)
}
//------------------------------------------------------------------------------
-void ComputingTasks::setCalibInit(void)
+void ComputingTasks::BeginCalibVar(void)
{
- *output << "%\n% CALIB_VAR \n%\n";
- for(int i=1;i<4;++i)
- {
- *output << "calib_var_index{" << i << "} = [];\n";
- *output << "calib_targets{" << i << "} = [];\n";
- *output << "calib_weights{" << i << "}=[];\n";
- }
+ *output << "%\n% CALIB_VAR \n%\n";
+ for(int i=1;i<4;++i)
+ {
+ *output << "calib_var_index{" << i << "} = [];\n";
+ *output << "calib_targets{" << i << "} = [];\n";
+ *output << "calib_weights{" << i << "}=[];\n";
+ }
}
//------------------------------------------------------------------------------
-void ComputingTasks::setCalibVariance(void)
+void ComputingTasks::setCalibVar(string name, string weight, string expression)
{
-/*
- char buffer[200];
- if (p_t->endo_exo == 1 || p_t->endo_exo == 3)
+ if (!SymbolTable::Exist(name))
{
- sprintf(buffer,"calib_var_index{1} = [calib_var_index{1};%d];\n",p_t->nbr+1);
- str_output(buffer);
- str_output("calib_targets{1} =[calib_targets{1}; ");
- p_expression(p_q);
- str_output("];\n");
- sprintf(buffer,"calib_weights{1} = [calib_weights{1}; %s];\n",weight);
- str_output(buffer);
+ string msg = "calib_var: " + name + " doesn't exist";
+ error(msg.c_str());
}
- else if (p_t->endo_exo == 0)
+ int id = SymbolTable::getID(name)+1;
+ if (SymbolTable::getType(name) == eEndogenous)
{
- sprintf(buffer,"calib_var_index{3} = [calib_var_index{3};%d %d];\n",p_t->nbr+1,p_t->nbr+1);
- str_output(buffer);
- str_output("calib_targets{3} =[calib_targets{3}; ");
- p_expression(p_q);
- str_output("];\n");
- sprintf(buffer,"calib_weights{3} = [calib_weights{3}; %s];\n",weight);
- str_output(buffer);
+ *output << "calib_var_index{1} = [calib_var_index{1};" << id << "," << id << "];\n";
+ *output << "calib_weights{1} = [calib_weights{1}; " << weight << "];\n";
+ *output << "calib_targets{1} =[calib_targets{1}; " << expression << "];\n";
+ }
+ else if (SymbolTable::getType(name) == eExogenous)
+ {
+ *output << "calib_var_index{3} = [calib_var_index{3};" << id << "," << id << "];\n";
+ *output << "calib_weights{3} = [calib_weights{3}; " << weight << "];\n";
+ *output << "calib_targets{3} =[calib_targets{3}; " << expression << "];\n";
}
else
{
- printf("ERROR in CALIB: one of the targets isn't legitimate\n");
- }
-*/
+ string msg = "calib_var: " + name + "isn't a endogenous or an exogenous variable";
+ error(msg.c_str());
+ }
}
//------------------------------------------------------------------------------
-void ComputingTasks::setCalibCovariance(void)
+void ComputingTasks::setCalibVar(string name1, string name2, string weight, string expression)
{
-/*
-0 : exo
-1 endo
- char buffer[200];
- if ((p_t1->endo_exo == 0 && p_t2->endo_exo == 1)|| (p_t1->endo_exo == 1 && p_t2->endo_exo == 0))
+ if (!SymbolTable::Exist(name1))
{
- printf("ERROR in CALIB: can't target correlation between an Endogenousous and an Exogenousous variable\n");
- exit(1);
+ string msg = "calib_var: " + name1 + " doesn't exist";
+ error(msg.c_str());
}
- else if (p_t1->endo_exo == 1 || p_t1->endo_exo == 3)
+ if (!SymbolTable::Exist(name2))
{
- sprintf(buffer,"calib_var_index{2} = [calib_var_index{2};%d %d];\n",p_t1->nbr+1,p_t2->nbr+1);
- str_output(buffer);
- str_output("calib_targets{2} =[calib_targets{2}; ");
- p_expression(p_q);
- str_output("];\n");
- sprintf(buffer,"calib_weights{2} = [calib_weights{2}; %s];\n",weight);
- str_output(buffer);
+ string msg = "calib_var: " + name2 + " doesn't exist";
+ error(msg.c_str());
}
- else if (p_t1->endo_exo == 0)
+ if (SymbolTable::getType(name1) != SymbolTable::getType(name2))
{
- sprintf(buffer,"calib_var_index{3} = [calib_var_index{2};%d %d];\n",p_t1->nbr+1,p_t2->nbr+1);
- str_output(buffer);
- str_output("calib_targets{3} =[calib_targets{3}; ");
- p_expression(p_q);
- str_output("];\n");
- sprintf(buffer,"calib_weights{3} = [calib_weights{3}; %s];\n",weight);
- str_output(buffer);
+ string msg = "calib_var: " + name1 + " and " + name2 + " don't have the same type";
+ error(msg.c_str());
+ }
+ int id1 = SymbolTable::getID(name1)+1;
+ int id2 = SymbolTable::getID(name2)+1;
+ if (SymbolTable::getType(name1) == eEndogenous)
+ {
+ *output << "calib_var_index{1} = [calib_var_index{1};" << id1 << "," << id2 << "];\n";
+ *output << "calib_weights{1} = [calib_weights{1}; " << weight << "];\n";
+ *output << "calib_targets{1} =[calib_targets{1}; " << expression << "];\n";
+ }
+ else if (SymbolTable::getType(name1) == eExogenous)
+ {
+ *output << "calib_var_index{3} = [calib_var_index{3};" << id1 << "," << id2 << "];\n";
+ *output << "calib_weights{3} = [calib_weights{3}; " << weight << "];\n";
+ *output << "calib_targets{3} =[calib_targets{3}; " << expression << "];\n";
}
else
{
- printf("ERROR in CALIB: one of the targets isn''t legitimate\n");
- exit(1);
+ string msg = "calib_var: " + name1 + " and " + name2 + "aren't endogenous or exogenous variables";
+ error(msg.c_str());
}
-*/
}
-//------------------------------------------------------------------------------
-void ComputingTasks::setCalibAutoCorrelation(void)
+void ComputingTasks::setCalibAc(string name, string ar, string weight, string expression)
{
-/*
- char buffer[200];
- int i, iar;
-
- iar = atoi(ar)+3;
+ static int max_iar = 3;
+ if (!SymbolTable::Exist(name))
+ {
+ string msg = "calib_var: " + name + " doesn't exist";
+ error(msg.c_str());
+ }
+ int id = SymbolTable::getID(name)+1;
+ int iar = atoi(ar.c_str())+3;
if (iar > max_iar)
{
- for(i=max_iar+1; i <= iar; ++i)
+ // creates new variables
+ for(int i=max_iar+1; i <= iar; ++i)
{
- sprintf(buffer,"calib_var_index{%d} = [];\ncalib_targets{%d} = [];\ncalib_weights{%d}=[];\n",i,i,i);
- str_output(buffer);
+ *output << "calib_var_index{" << i << "} = [];\n";
+ *output << "calib_targets{" << i << "} = [];\n";
+ *output << "calib_weights{" << i << "}=[];\n";
}
max_iar = iar;
}
- sprintf(buffer,"calib_var_index{%d} = [calib_var_index{%d};%d];\n",iar,iar,p_t->nbr+1);
- str_output(buffer);
- sprintf(buffer,"calib_targets{%d} =[calib_targets{%d}; ",iar,iar);
- str_output(buffer);
- p_expression(p_q);
- str_output("];\n");
- sprintf(buffer,"calib_weights{%d} = [calib_weights{%d}; %s];\n",iar,iar,weight);
- str_output(buffer);
-*/
+ if (SymbolTable::getType(name) == eEndogenous)
+ {
+ *output << "calib_var_index{" << iar << "} = [calib_var_index{" << iar << "};" << id << "];\n";
+ *output << "calib_weights{" << iar << "} = [calib_weights{" << iar << "}; " << weight << "];\n";
+ *output << "calib_targets{" << iar << "} =[calib_targets{" << iar << "}; " << expression << "];\n";
+ }
+ else
+ {
+ string msg = "calib_var: " + name + "isn't a endogenous variable";
+ error(msg.c_str());
+ }
}
//------------------------------------------------------------------------------
-void ComputingTasks::setCalib(void)
+void ComputingTasks::runCalib(int cova)
{
-/*
- sprintf(buffer,"M_.Sigma_e=calib(calib_var_index,calib_targets,calib_weights,%d,%d,Sigma_e_);\n",max_iar-3,cova);
- str_output(buffer);
-*/
+ *output << "M_.Sigma_e=calib(calib_var_index,calib_targets,calib_weights," << cova << ",Sigma_e_);\n";
}
//------------------------------------------------------------------------------
-void ComputingTasks::setOsr(string tmp1)
+void ComputingTasks::setOsrParams(string tmp)
{
- *output << tmp1;
- *output << "osr(var1_list_,osr_params_,optim_weights_);\n";
+ *output << tmp;
+}
+//------------------------------------------------------------------------------
+void ComputingTasks::runOsr(string tmp1)
+{
+ *output << tmp1;
+ *output << "osr(var1_list_,osr_params_,optim_weights_);\n";
}
//------------------------------------------------------------------------------
-void ComputingTasks::setOlr(string tmp1, string tmp2)
+void ComputingTasks::setOlrInst(string tmp)
{
- *output << tmp1 << tmp2;
- *output << "olr(var_list_,olr_inst_,obj_var_,optim_weights_);\n";
-
+ *output << tmp;
}
//------------------------------------------------------------------------------
-void ComputingTasks::setOptimWeightsInit(void)
+void ComputingTasks::runOlr(string tmp1)
{
- *output << "% OPTIM_WEIGHTS\n\n";
- *output << "optim_weights_ = sparse(endo_nbr,endo_nbr);\n";
- *output << "obj_var_ = [];\n\n";
+ *output << tmp1;
+ *output << "options_.olr = 1;\n";
+ *output << "options_.olr_w = optim_weights_;\n";
+ *output << "options_.olr_inst = olr_inst_;\n";
+ *output << "info = stoch_simul(var_list_);\n";
}
//------------------------------------------------------------------------------
-void ComputingTasks::setOptimWeights1(void)
+void ComputingTasks::BeginOptimWeights(void)
{
-/*
- char buffer[200];
-
- if (p_t->endo_exo != 1 && p_t->endo_exo != 3)
+ *output << "% OPTIM_WEIGHTS\n\n";
+ *output << "optim_weights_ = sparse(endo_nbr,endo_nbr);\n";
+ *output << "obj_var_ = [];\n\n";
+}
+//------------------------------------------------------------------------------
+void ComputingTasks::setOptimWeights(string name, string exp)
+{
+ if (!SymbolTable::Exist(name) || SymbolTable::getType(name) != eEndogenous)
{
- fprintf(stdout,"OPTIM_WEIGHTS ERROR: only Endogenousous variables can have weights" );
- exit(1);
+ string msg = "optim_weights: " + name + " isn't an endogenous variable";
+ error(msg.c_str());
}
-
- sprintf(buffer,"optim_weights_(%d,%d) = ",p_t->nbr+1,p_t->nbr+1);
- str_output(buffer);
- p_expression(p_q);
- str_output(";\n");
- sprintf(buffer,"obj_var_ = [obj_var_; %d];\n",p_t->nbr+1);
- str_output(buffer);
-*/
+ int id = SymbolTable::getID(name)+1;
+ *output << "optim_weights_(" << id << "," << id << ") = " << exp << ";\n";
+ *output << "obj_var_ = [obj_var_; " << id << "];\n";
}
//------------------------------------------------------------------------------
-void ComputingTasks::setOptimWeights2(void)
+void ComputingTasks::setOptimWeights(string name1, string name2, string exp)
{
-/*
- char buffer[200];
-
- if ((p_t1->endo_exo != 1 && p_t1->endo_exo != 3) || (p_t2->endo_exo != 1 && p_t2->endo_exo != 3))
+ if (!SymbolTable::Exist(name1) || SymbolTable::getType(name1) != eEndogenous)
{
- fprintf(stdout,"OPTIM_WEIGHTS ERROR: only Endogenousous variables can have weights" );
- exit(1);
+ string msg = "optim_weights: " + name1 + " isn't an endogenous variable";
+ error(msg.c_str());
}
-
- sprintf(buffer,"optim_weights_(%d,%d) = ",p_t1->nbr+1,p_t2->nbr+1);
- str_output(buffer);
- p_expression(p_q);
- str_output(";\n");
- sprintf(buffer,"optim_weights_(%d,%d) = optim_weights_(%d,%d);\n",p_t2->nbr+1,p_t1->nbr+1,p_t1->nbr+1,p_t2->nbr+1);
- str_output(buffer);
- sprintf(buffer,"obj_var_ = [obj_var_; %d];\n",p_t1->nbr+1);
- sprintf(buffer,"obj_var_ = [obj_var_; %d];\n",p_t2->nbr+1);
-*/
+ if (!SymbolTable::Exist(name2) || SymbolTable::getType(name2) != eEndogenous)
+ {
+ string msg = "optim_weights: " + name2 + " isn't an endogenous variable";
+ error(msg.c_str());
+ }
+ int id1 = SymbolTable::getID(name1)+1;
+ int id2 = SymbolTable::getID(name2)+1;
+ *output << "optim_weights_(" << id1 << "," << id2 << ") = " << exp << ";\n";
+ *output << "obj_var_ = [obj_var_; " << id1 << " " << id2 << "];\n";
}
//------------------------------------------------------------------------------
+void ComputingTasks::runDynasave(string filename, string ext, string varlist)
+{
+ *output << varlist;
+ *output << "dynasave(" << filename;
+ if (ext.size() > 0)
+ {
+ *output << "," << ext;
+ }
+ *output << ",varlist_);\n";
+}
+void ComputingTasks::runDynatype(string filename, string ext, string varlist)
+{
+ *output << varlist;
+ *output << "dynatype(" << filename;
+ if (ext.size() > 0)
+ {
+ *output << "," << ext;
+ }
+ *output << ",varlist_);\n";
+}
+void ComputingTasks::beginModelComparison(void)
+{
+ *output << "ModelNames_ = {};\n";
+ *output << "ModelPriors_ = {};\n";
+}
+void ComputingTasks::addMcFilename(string filename, string prior)
+{
+ *output << "ModelNames_ = { ModelNames_{:} '" << filename << "};\n";
+ *output << "ModelPriors_ = { ModelPriors_{:} '" << prior << "};\n";
+}
+void ComputingTasks::runModelComparison(void)
+{
+ *output << "model_comparison(ModelNames_,ModelPriors_);\n";
+}
/*
string ComputingTasks::get(void)
{
diff --git a/parser.src/DataTree.cc b/parser.src/DataTree.cc
index f5ec2f06c26695b9da47b8a45ebf8df624199990..567ebd0f63572f01b2ea3b547459992638816464 100644
--- a/parser.src/DataTree.cc
+++ b/parser.src/DataTree.cc
@@ -15,8 +15,8 @@ using namespace std;
#include <time.h>
//------------------------------------------------------------------------------
+#include "DynareBison.h"
#include "VariableTable.h"
-#include "d_tab.h"
#include "NumericalConstants.h"
#include "DataTree.h"
//------------------------------------------------------------------------------
diff --git a/parser.src/DynareBison.yy b/parser.src/DynareBison.yy
index 6c5899530f1a9a86de706c3fa7ec76018649c9f2..fefc53a9f36d8a5e56cc5d493449e64100c9a7bd 100644
--- a/parser.src/DynareBison.yy
+++ b/parser.src/DynareBison.yy
@@ -13,7 +13,7 @@
#define YYERROR_VERBOSE
#define YLMM_PARSER_CLASS dynare::parser
#define YLMM_LEX_STATIC
-#include "yaccmm.h"
+#include "ylmm/yaccmm.hh"
#ifdef yyerror
#undef yyerror
#define yyerror _parser->error
@@ -21,22 +21,29 @@
%}
/* %pure_parser */
-%token SIGMA_E INITVAL ENDVAL HISTVAL SHOCKS VALUES STDERR CORR MODEL END
-%token VAR VAREXO VAREXO_DET PARAMETER PERIODS
-%token NAME TEX_NAME INT_NUMBER FLOAT_NUMBER EQUAL
-%token DR_ALGO SOLVE_ALGO STOCH_SIMUL STEADY SIMUL CHECK
-%token ORDER NOFUNCTIONS REPLIC DROP IRF AR LINEAR HP_FILTER NOCORR SIMUL_SEED USE_DLL
-%token HP_NGRID HP_NGRIDDR_ALGO SIMUL_ALGO QZ_CRITERIUM NOMOMENTS
-%token VAROBS ESTIMATION OBSERVATION_TRENDS UNIT_ROOT_VARS
-%token PERC DATAFILE NOBS FIRST_OBS
-%token MH_REPLIC MH_DROP
-%token MH_JSCALE OPTIM MH_INIT_SCALE MODE_FILE MODE_COMPUTE MODE_CHECK
-%token PRIOR_TRUNC MH_MODE MH_NBLOCKS LOAD_MH_FILE LOGLINEAR
-%token NODIAGNOSTIC NOGRAPH PRESAMPLE CONF_SIG LIK_INIT PREFILTER LIK_ALGO
-%token ESTIMATED_PARAMS GAMMA_PDF BETA_PDF NORMAL_PDF INV_GAMMA_PDF UNIFORM_PDF
-%token INV_GAMMA1_PDF INV_GAMMA2_PDF
-%token KALMAN_ALGO KALMAN_TOL FORECAST SMOOTHER BAYESIAN_IRF MOMENTS_VARENDO
-%token FILTERED_VARS RELATIVE_IRF TEX
+%token AR AUTOCORR
+%token BAYESIAN_IRF BETA_PDF
+%token CALIB CALIB_VAR CHECK CONF_SIG CORR COVAR
+%token DATAFILE DIAGNOSTIC DIFFUSE_D DOLLAR DR_ALGO DROP DSAMPLE DYN2VEC DYNASAVE DYNATYPE
+%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT
+%token FILTERED_VARS FIRST_OBS FLOAT_NUMBER FORECAST FUNCTIONS
+%token GAMMA_PDF GRAPH
+%token HISTVAL HP_FILTER HP_NGRID
+%token INITVAL INITVALF INT_NUMBER INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF
+%token KALMAN_ALGO KALMAN_TOL
+%token LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_MH_FILE LOGLINEAR
+%token MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MODE_CHECK MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_COMPARISON_APPROXIMATION MODIFIEDHARMONICMEAN MOMENTS MOMENTS_VARENDO MSHOCKS
+%token NAME NK NOBS NOCORR NODIAGNOSTIC NOFUNCTIONS NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF
+%token OBSERVATION_TRENDS OLR OLR_INST OLR_BETA OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS
+%token PARAMETERS PERIODS PREFILTER PRESAMPLE PRINT PRIOR_TRUNC
+%token QZ_CRITERIUM
+%token RELATIVE_IRF REPLIC RESOL RPLOT
+%token SHOCKS SHOCK_SIZE SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED SMOOTHER SOLVE_ALGO STDERR STEADY STOCH_SIMUL
+%token TEX TEX_NAME
+%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL
+%token VALUES VAR VAREXO VAREXO_DET VAROBS
+%token XTICK XTICKLABEL
+%left COMMA
%left PLUS MINUS
%left TIMES DIVIDE
%left UMINUS
@@ -47,8 +54,8 @@
statement_list
: statement
- | statement_list statement
- ;
+ | statement_list statement
+ ;
statement
: declaration
@@ -66,10 +73,11 @@
| stoch_simul
| estimation
| estimated_params
+ | estimated_params_bounds
+ | estimated_params_init
| varobs
| observation_trends
| unit_root_vars
- /*
| dsample
| rplot
| optim_weights
@@ -81,7 +89,7 @@
| dynasave
| olr
| olr_inst
- */
+ | model_comparison
;
@@ -93,6 +101,12 @@
;
+ dsample : DSAMPLE INT_NUMBER ';' {_parser->option_num("dsample",$2);}
+ | DSAMPLE INT_NUMBER INT_NUMBER ';' {_parser->option_num("dsample",$2,$3);}
+ ;
+
+ rplot : RPLOT tmp_var_list ';' {_parser->rplot();}
+ ;
var
: VAR var_list ';'
;
@@ -106,19 +120,19 @@
;
parameters
- : PARAMETER parameter_list ';'
+ : PARAMETERS parameter_list ';'
;
var_list
: var_list NAME
{$$ = _parser->add_endogenous($2);}
- | var_list ',' NAME
+ | var_list COMMA NAME
{$$ = _parser->add_endogenous($3);}
| NAME
{$$ = _parser->add_endogenous($1);}
| var_list NAME TEX_NAME
{$$ = _parser->add_endogenous($2,$3);}
- | var_list ',' NAME TEX_NAME
+ | var_list COMMA NAME TEX_NAME
{$$ = _parser->add_endogenous($3,$4);}
| NAME TEX_NAME
{$$ = _parser->add_endogenous($1,$2);}
@@ -127,13 +141,13 @@
varexo_list
: varexo_list NAME
{$$ = _parser->add_exogenous($2);}
- | varexo_list ',' NAME
+ | varexo_list COMMA NAME
{$$ = _parser->add_exogenous($3);}
| NAME
{$$ = _parser->add_exogenous($1);}
| varexo_list NAME TEX_NAME
{$$ = _parser->add_exogenous($2, $3);}
- | varexo_list ',' NAME TEX_NAME
+ | varexo_list COMMA NAME TEX_NAME
{$$ = _parser->add_exogenous($3, $4);}
| NAME TEX_NAME
{$$ = _parser->add_exogenous($1, $2);}
@@ -142,13 +156,13 @@
varexo_det_list
: varexo_det_list NAME
{$$ = _parser->add_exogenous_det($2);}
- | varexo_det_list ',' NAME
+ | varexo_det_list COMMA NAME
{$$ = _parser->add_exogenous_det($3);}
| NAME
{$$ = _parser->add_exogenous_det($1);}
| varexo_det_list NAME TEX_NAME
{$$ = _parser->add_exogenous_det($2, $3);}
- | varexo_det_list ',' NAME TEX_NAME
+ | varexo_det_list COMMA NAME TEX_NAME
{$$ = _parser->add_exogenous_det($3, $4);}
| NAME TEX_NAME
{$$ = _parser->add_exogenous_det($1, $2);}
@@ -157,13 +171,13 @@
parameter_list
: parameter_list NAME
{$$ = _parser->add_parameter($2);}
- | parameter_list ',' NAME
+ | parameter_list COMMA NAME
{$$ = _parser->add_parameter($3);}
| NAME
{$$ = _parser->add_parameter($1);}
| parameter_list NAME TEX_NAME
{$$ = _parser->add_parameter($2, $3);}
- | parameter_list ',' NAME TEX_NAME
+ | parameter_list COMMA NAME TEX_NAME
{$$ = _parser->add_parameter($3,$4);}
| NAME TEX_NAME
{$$ = _parser->add_parameter($1, $2);}
@@ -233,8 +247,15 @@
{$$ = _parser->add_expression_token($3, $1);}
| SQRT '(' expression ')'
{$$ = _parser->add_expression_token($3, $1);}
+ | NAME '(' expression ')'
+ {$$ = _parser->add_expression_token($3, $1);}
+ | NAME '(' comma_expression ')'
+ {$$ = _parser->add_expression_token($3, $1);}
;
-
+
+ comma_expression : expression COMMA expression {$$ = _parser->add_expression_token($1,$3,$2);}
+ | comma_expression COMMA expression {$$ = _parser->add_expression_token($1,$3,$2);}
+
initval
: INITVAL ';' {_parser->begin_initval();} initval_list END ';'
{_parser->end_initval();}
@@ -357,9 +378,9 @@
{_parser->add_stderr_shock($2, $6);}
| VAR NAME EQUAL expression {$$ = _parser->get_expression($4);} ';'
{_parser->add_var_shock($2, $5);}
- | VAR NAME ',' NAME EQUAL expression {$$ = _parser->get_expression($6);} ';'
+ | VAR NAME COMMA NAME EQUAL expression {$$ = _parser->get_expression($6);} ';'
{_parser->add_covar_shock($2, $4, $7);}
- | CORR NAME ',' NAME EQUAL expression {$$ = _parser->get_expression($6);} ';'
+ | CORR NAME COMMA NAME EQUAL expression {$$ = _parser->get_expression($6);} ';'
{_parser->add_correl_shock($2, $4, $7);}
;
@@ -368,9 +389,9 @@
{_parser->add_period($2);}
| period_list INT_NUMBER ':' INT_NUMBER
{_parser->add_period($2,$4);}
- | period_list ',' INT_NUMBER
+ | period_list COMMA INT_NUMBER
{_parser->add_period($3);}
- | period_list ',' INT_NUMBER ':' INT_NUMBER
+ | period_list COMMA INT_NUMBER ':' INT_NUMBER
{_parser->add_period($3,$5);}
| INT_NUMBER ':' INT_NUMBER
{_parser->add_period($1,$3);}
@@ -411,11 +432,11 @@
;
triangular_row
- : triangular_row ',' '(' expression {$$ = _parser->get_expression($4);} ')'
+ : triangular_row COMMA '(' expression {$$ = _parser->get_expression($4);} ')'
{_parser->add_to_row($5);}
- | triangular_row ',' FLOAT_NUMBER
+ | triangular_row COMMA FLOAT_NUMBER
{_parser->add_to_row($3);}
- | triangular_row ',' INT_NUMBER
+ | triangular_row COMMA INT_NUMBER
{_parser->add_to_row($3);}
| triangular_row '(' expression {$$ = _parser->get_expression($3);} ')'
{_parser->add_to_row($4);}
@@ -441,7 +462,7 @@
{_parser->steady();}
;
- steady_options_list : steady_options_list ',' steady_options
+ steady_options_list : steady_options_list COMMA steady_options
| steady_options
;
@@ -455,7 +476,7 @@
{_parser->check();}
;
- check_options_list : check_options_list ',' check_options
+ check_options_list : check_options_list COMMA check_options
| check_options
;
@@ -469,7 +490,7 @@
{_parser->simul();}
;
- simul_options_list: simul_options_list ',' simul_options
+ simul_options_list: simul_options_list COMMA simul_options
| simul_options
;
@@ -487,7 +508,7 @@
{_parser->stoch_simul();}
;
- stoch_simul_options_list: stoch_simul_options_list ',' stoch_simul_options
+ stoch_simul_options_list: stoch_simul_options_list COMMA stoch_simul_options
| stoch_simul_options
;
@@ -517,9 +538,9 @@
{_parser->add_tmp_var($2);}
| tmp_var_list NAME EQUAL NAME
{_parser->add_tmp_var($2,$4);}
- | tmp_var_list ',' NAME
+ | tmp_var_list COMMA NAME
{_parser->add_tmp_var($3);}
- | tmp_var_list ',' NAME EQUAL NAME
+ | tmp_var_list COMMA NAME EQUAL NAME
{_parser->add_tmp_var($3,$5);}
| NAME
{_parser->add_tmp_var($1);}
@@ -557,7 +578,7 @@
;
estimated_elem
- : estimated_elem1 ',' estimated_elem2 ';'
+ : estimated_elem1 COMMA estimated_elem2 ';'
;
estimated_elem1
@@ -569,16 +590,21 @@
{_parser->estim_params.type = 2;
_parser->estim_params.name = *$1;
}
+ | CORR NAME COMMA NAME
+ {_parser->estim_params.type = 3;
+ _parser->estim_params.name = *$2;
+ _parser->estim_params.name2 = *$4;
+ }
;
estimated_elem2
- : prior ',' estimated_elem3
+ : prior COMMA estimated_elem3
{_parser->estim_params.prior=*$1;}
- | value ',' prior ',' estimated_elem3
+ | value COMMA prior COMMA estimated_elem3
{_parser->estim_params.init_val=*$1;
_parser->estim_params.prior=*$3;
}
- | value ',' value ',' value ',' prior ',' estimated_elem3
+ | value COMMA value COMMA value COMMA prior COMMA estimated_elem3
{_parser->estim_params.init_val=*$1;
_parser->estim_params.low_bound=*$3;
_parser->estim_params.up_bound=*$5;
@@ -586,7 +612,7 @@
}
| value
{_parser->estim_params.init_val=*$1;}
- | value ',' value ',' value
+ | value COMMA value COMMA value
{_parser->estim_params.init_val=*$1;
_parser->estim_params.low_bound=*$3;
_parser->estim_params.up_bound=*$5;
@@ -594,17 +620,17 @@
;
estimated_elem3
- : value ',' value
+ : value COMMA value
{_parser->estim_params.mean=*$1;
_parser->estim_params.std=*$3;
}
- | value ',' value ',' value ',' value
+ | value COMMA value COMMA value COMMA value
{_parser->estim_params.mean=*$1;
_parser->estim_params.std=*$3;
_parser->estim_params.p3=*$5;
_parser->estim_params.p4=*$7;
}
- | value ',' value ',' value ',' value ',' value
+ | value COMMA value COMMA value COMMA value COMMA value
{_parser->estim_params.mean=*$1;
_parser->estim_params.std=*$3;
_parser->estim_params.p3=*$5;
@@ -613,6 +639,59 @@
}
;
+ estimated_params_init: ESTIMATED_PARAMS_INIT ';' estimated_init_list END
+ ;
+
+ estimated_init_list : estimated_init_list estimated_init_elem
+ | estimated_init_elem
+ ;
+
+ estimated_init_elem : STDERR NAME COMMA value ';'
+ {_parser->estim_params.type = 1;
+ _parser->estim_params.name = *$2;
+ _parser->estim_params.init_val=*$4;
+ }
+ | CORR NAME COMMA NAME COMMA value ';'
+ {_parser->estim_params.type = 3;
+ _parser->estim_params.name = *$2;
+ _parser->estim_params.name2 = *$4;
+ _parser->estim_params.init_val=*$6;
+ }
+ | NAME COMMA value ';'
+ {_parser->estim_params.type = 2;
+ _parser->estim_params.name = *$1;
+ _parser->estim_params.init_val=*$3;
+ }
+ ;
+
+ estimated_params_bounds: ESTIMATED_PARAMS_BOUNDS ';' estimated_bounds_list END
+ ;
+
+ estimated_bounds_list : estimated_bounds_list estimated_bounds_elem
+ | estimated_bounds_elem
+ ;
+
+ estimated_bounds_elem : STDERR NAME COMMA value COMMA value ';'
+ {_parser->estim_params.type = 1;
+ _parser->estim_params.name = *$2;
+ _parser->estim_params.low_bound=*$4;
+ _parser->estim_params.up_bound=*$6;
+ }
+ | CORR NAME COMMA NAME COMMA value COMMA value ';'
+ {_parser->estim_params.type = 3;
+ _parser->estim_params.name = *$2;
+ _parser->estim_params.name2 = *$4;
+ _parser->estim_params.low_bound=*$6;
+ _parser->estim_params.up_bound=*$8;
+ }
+ | NAME COMMA value COMMA value ';'
+ {_parser->estim_params.type = 2;
+ _parser->estim_params.name = *$1;
+ _parser->estim_params.low_bound=*$3;
+ _parser->estim_params.up_bound=*$5;
+ }
+ ;
+
prior
: BETA_PDF
{$$ = new dynare::Objects("1");}
@@ -650,7 +729,7 @@
;
estimation_options_list
- : estimation_options_list ',' estimation_options
+ : estimation_options_list COMMA estimation_options
| estimation_options
;
@@ -688,13 +767,13 @@
;
list_optim_option
- : '\'' NAME '\'' ',' '\'' NAME '\'' {_parser->optim_options($2,$6,2);}
- | '\'' NAME '\'' ',' value {_parser->optim_options($2,$5,2);}
+ : '\'' NAME '\'' COMMA '\'' NAME '\'' {_parser->optim_options($2,$6,2);}
+ | '\'' NAME '\'' COMMA value {_parser->optim_options($2,$5,2);}
;
optim_options
: list_optim_option
- | optim_options ',' list_optim_option;
+ | optim_options COMMA list_optim_option;
;
varobs
@@ -717,6 +796,106 @@
unit_root_vars : UNIT_ROOT_VARS tmp_var_list ';' {_parser->set_unit_root_vars();}
;
+ optim_weights : OPTIM_WEIGHTS ';' {_parser->begin_optim_weights();} optim_weights_list END
+ ;
+
+ optim_weights_list : optim_weights_list NAME expression {$$=_parser->get_expression($3);} ';' {_parser->set_optim_weights($2, $4);}
+ | optim_weights_list NAME COMMA NAME expression {$$=_parser->get_expression($3);} ';' {_parser->set_optim_weights($2, $4, $6);}
+ | NAME expression {$$=_parser->get_expression($2);} ';' {_parser->set_optim_weights($1, $3);}
+ | NAME COMMA NAME expression {$$=_parser->get_expression($3);} ';' {_parser->set_optim_weights($1, $3, $5);}
+ ;
+
+ osr_params : OSR_PARAMS tmp_var_list ';' {_parser->set_osr_params();}
+ ;
+
+ osr : OSR ';' {_parser->run_osr();}
+ | OSR '(' olr_options ')' ';' {_parser->run_osr();}
+ | OSR tmp_var_list ';' {_parser->run_osr();}
+ | OSR '(' olr_options ')' tmp_var_list ';' {_parser->run_osr();}
+ ;
+
+ olr : OLR ';' {_parser->run_olr();}
+ | OLR '(' olr_options ')' ';' {_parser->run_olr();}
+ | OLR tmp_var_list ';' {_parser->run_olr();}
+ | OLR '(' olr_options ')' tmp_var_list ';' {_parser->run_olr();}
+ ;
+
+ olr_option : o_olr_beta
+ | stoch_simul_options_list
+ ;
+
+ olr_options : olr_option
+ | olr_options COMMA olr_option
+ ;
+
+ olr_inst : OLR_INST tmp_var_list ';' {_parser->set_olr_inst();}
+ ;
+
+ calib_var : CALIB_VAR ';' {_parser->begin_calib_var();} calib_var_list END
+ ;
+
+ calib_var_list : calib_var_list calib_arg1
+ | calib_arg1
+ ;
+
+ calib_arg1 : NAME calib_arg2 EQUAL expression ';' {_parser->set_calib_var($1,$2,$4);}
+ | NAME COMMA NAME calib_arg2 EQUAL expression ';' {_parser->set_calib_var($1,$3,$4,$6);}
+ | AUTOCORR NAME '(' INT_NUMBER ')' calib_arg2 EQUAL expression ';' {_parser->set_calib_ac($2,$4,$6,$8);}
+ ;
+
+ calib_arg2 : {$$ = new dynare::Objects("1");}
+ | '(' INT_NUMBER ')' {$$ = $2;}
+ | '(' FLOAT_NUMBER ')' {$$ = $2;}
+ ;
+
+ calib : CALIB ';' {_parser->run_calib(0);}
+ | CALIB '(' COVAR ')' ';' {_parser->run_calib(1);}
+ ;
+
+ dynatype : DYNATYPE '(' NAME ')'';' {_parser->run_dynatype($3);}
+ | DYNATYPE '(' NAME ')' tmp_var_list ';' {_parser->run_dynatype($3);}
+ | DYNATYPE NAME ';' {_parser->run_dynatype($2);}
+ | DYNATYPE '(' NAME '.' NAME ')'';' {_parser->run_dynatype($3,$5);}
+ | DYNATYPE '(' NAME '.' NAME ')' tmp_var_list ';' {_parser->run_dynatype($3,$5);}
+ | DYNATYPE NAME '.' NAME ';' {_parser->run_dynatype($2,$4);};
+
+ dynasave : DYNASAVE '(' NAME ')'';' {_parser->run_dynasave($3);}
+ | DYNASAVE '(' NAME ')' tmp_var_list ';' {_parser->run_dynasave($3);}
+ | DYNASAVE NAME ';' {_parser->run_dynasave($2);}
+ | DYNASAVE '(' NAME '.' NAME ')'';' {_parser->run_dynasave($3,$5);}
+ | DYNASAVE '(' NAME '.' NAME ')' tmp_var_list ';' {_parser->run_dynasave($3,$5);}
+ | DYNASAVE NAME '.' NAME ';' {_parser->run_dynasave($2,$4);};
+
+ model_comparison : MODEL_COMPARISON '(' model_comparison_options ')' {_parser->begin_model_comparison();}
+ filename_list ';' {_parser->run_model_comparison();}
+ ;
+
+ model_comparison_options: model_comparison_options ',' model_comparison_option
+ | model_comparison_option
+ ;
+
+ model_comparison_option : o_model_comparison_approximation
+ | o_print
+ | o_noprint
+ ;
+
+ filename_list : filename {_parser->add_mc_filename($1);}
+ | filename_list ',' filename {_parser->add_mc_filename($3);}
+ | filename '(' value ')' {_parser->add_mc_filename($1,$3);}
+ | filename_list ',' filename '(' value ')' {_parser->add_mc_filename($3,$5);}
+ ;
+
+ filename : filename_elem {$$=$1;}
+ | filename filename_elem {$$ = _parser->cat($1,$2);}
+ ;
+
+ filename_elem : NAME
+ | '\\' {$$ = new dynare::Objects("\\");}
+ | '/' {$$ = new dynare::Objects("/");}
+ | ':' {$$ = new dynare::Objects(":");}
+ | '.' {$$ = new dynare::Objects(".");}
+ ;
+
o_dr_algo: DR_ALGO EQUAL INT_NUMBER {_parser->option_num("dr_algo",$3);};
o_solve_algo: SOLVE_ALGO EQUAL INT_NUMBER {_parser->option_num("solve_algo",$3);};
o_simul_algo: SIMUL_ALGO EQUAL INT_NUMBER {_parser->option_num("simul_algo",$3);};
@@ -770,5 +949,12 @@
o_relative_irf : RELATIVE_IRF {_parser->option_num("relative_irf","1");};
o_kalman_algo : KALMAN_ALGO EQUAL INT_NUMBER {_parser->option_num("kalman_algo",$3);};
o_kalman_tol : KALMAN_TOL EQUAL INT_NUMBER {_parser->option_num("kalman_tol",$3);};
+ o_olr_beta: OLR_BETA EQUAL value {_parser->option_num("olr_beta",$3);};
+ o_model_comparison_approximation: MODEL_COMPARISON_APPROXIMATION EQUAL LAPLACE {dynare::Objects* tmp = new dynare::Objects("Laplace");_parser->option_str("model_comparison_approximation",tmp);}
+ | MODEL_COMPARISON_APPROXIMATION EQUAL MODIFIEDHARMONICMEAN {dynare::Objects* tmp = new dynare::Objects("MODIFIEDHARMONICMEAN");_parser->option_str("model_comparison_approximation",tmp);}
+ ;
+ o_print : PRINT {_parser->option_num("noprint","0");};
+ o_noprint : NOPRINT {_parser->option_num("noprint","1");};
+ o_nograph : GRAPH {_parser->option_num("nograph","0");};
+
%%
-
diff --git a/parser.src/DynareFlex.ll b/parser.src/DynareFlex.ll
index 1c435df4d1efb5307bf295f74b9c24663c3e7e09..903081fd328a2f2f708356d152cb4cf6f6c647cd 100644
--- a/parser.src/DynareFlex.ll
+++ b/parser.src/DynareFlex.ll
@@ -1,4 +1,5 @@
%{
+#define YY_BUF_SIZE 1000000
#include <unistd.h>
#include <string.h>
#include "DynareScanner.h"
@@ -8,7 +9,8 @@
#define YLMM_SCANNER_CLASS dynare::scanner
#define LEXDEBUG 1
#define FINISH 0
-#include "lexmm.h"
+#define YY_READ_BUF_SIZE 1000000
+#include "ylmm/lexmm.hh"
int lineno = 1;
int comment_caller;
/* Particular value : when sigma_e command is found
@@ -43,16 +45,28 @@ int sigma_e = 0;
<INITIAL>var {BEGIN DYNARE_STATEMENT; return VAR;}
<INITIAL>varexo {BEGIN DYNARE_STATEMENT; return VAREXO;}
<INITIAL>varexo_det {BEGIN DYNARE_STATEMENT; return VAREXO_DET;}
-<INITIAL>parameters {BEGIN DYNARE_STATEMENT; return PARAMETER;}
+<INITIAL>parameters {BEGIN DYNARE_STATEMENT; return PARAMETERS;}
<INITIAL>periods {BEGIN DYNARE_STATEMENT; return PERIODS;}
+<INITIAL>initvalf {BEGIN DYNARE_STATEMENT; return INITVALF;}
<INITIAL>estimation {BEGIN DYNARE_STATEMENT; return ESTIMATION;}
<INITIAL>varobs {BEGIN DYNARE_STATEMENT; return VAROBS;}
<INITIAL>unit_root_vars {BEGIN DYNARE_STATEMENT; return UNIT_ROOT_VARS;}
+<INITIAL>dyn2vec {BEGIN DYNARE_STATEMENT; return DYN2VEC;}
+<INITIAL>rplot {BEGIN DYNARE_STATEMENT; return RPLOT;}
+<INITIAL>osr_params {BEGIN DYNARE_STATEMENT; return OSR_PARAMS;}
+<INITIAL>osr {BEGIN DYNARE_STATEMENT; return OSR;}
+<INITIAL>calib_var {BEGIN DYNARE_STATEMENT; return CALIB_VAR;}
+<INITIAL>dynatype {BEGIN DYNARE_STATEMENT; return DYNATYPE;}
+<INITIAL>dynasave {BEGIN DYNARE_STATEMENT; return DYNASAVE;}
+<INITIAL>olr {BEGIN DYNARE_STATEMENT; return OLR;}
+<INITIAL>olr_inst {BEGIN DYNARE_STATEMENT; return OLR_INST;}
+<INITIAL>model_comparison {BEGIN DYNARE_STATEMENT; return MODEL_COMPARISON;}
<INITIAL>steady {BEGIN DYNARE_STATEMENT; return STEADY;}
<INITIAL>check {BEGIN DYNARE_STATEMENT; return CHECK;}
<INITIAL>simul {BEGIN DYNARE_STATEMENT; return SIMUL;}
<INITIAL>stoch_simul {BEGIN DYNARE_STATEMENT; return STOCH_SIMUL;}
+<INITIAL>dsample {BEGIN DYNARE_STATEMENT; return DSAMPLE;}
<INITIAL>Sigma_e {BEGIN DYNARE_STATEMENT;sigma_e = 1; return SIGMA_E;}
/* End of a Dynare statement */
@@ -66,7 +80,10 @@ int sigma_e = 0;
<INITIAL>histval {BEGIN DYNARE_BLOCK;return HISTVAL;}
<INITIAL>shocks {BEGIN DYNARE_BLOCK;return SHOCKS;}
<INITIAL>estimated_params {BEGIN DYNARE_BLOCK;return ESTIMATED_PARAMS;}
+<INITIAL>estimated_params_init {BEGIN DYNARE_BLOCK;return ESTIMATED_PARAMS_INIT;}
+<INITIAL>estimated_params_bounds {BEGIN DYNARE_BLOCK;return ESTIMATED_PARAMS_BOUNDS;}
<INITIAL>observation_trends {BEGIN DYNARE_BLOCK;return OBSERVATION_TRENDS;}
+<INITIAL>optim_weights {BEGIN DYNARE_BLOCK;return OPTIM_WEIGHTS;}
/* End of a Dynare block */
<DYNARE_BLOCK>end {BEGIN INITIAL;return END;}
@@ -79,11 +96,14 @@ int sigma_e = 0;
<DYNARE_STATEMENT>presample {return PRESAMPLE;}
<DYNARE_STATEMENT>lik_algo {return LIK_ALGO;}
<DYNARE_STATEMENT>lik_init {return LIK_INIT;}
+<DYNARE_STATEMENT>graph {return GRAPH;}
<DYNARE_STATEMENT>nograph {return NOGRAPH;}
+<DYNARE_STATEMENT>print {return PRINT;}
+<DYNARE_STATEMENT>noprint {return NOPRINT;}
<DYNARE_STATEMENT>conf_sig {return CONF_SIG;}
<DYNARE_STATEMENT>mh_replic {return MH_REPLIC;}
<DYNARE_STATEMENT>mh_drop {return MH_DROP;}
-<DYNARE_STATEMENT>mh_jscale {return MH_JSCALE;}
+<DYNARE_STATEMENT>mh_jscale {return MH_JSCALE;}
<DYNARE_STATEMENT>mh_init_scale {return MH_INIT_SCALE;}
<DYNARE_STATEMENT>mode_file {return MODE_FILE;}
<DYNARE_STATEMENT>mode_compute {return MODE_COMPUTE;}
@@ -103,6 +123,17 @@ int sigma_e = 0;
<DYNARE_STATEMENT>filtered_vars {return FILTERED_VARS;}
<DYNARE_STATEMENT>relative_irf {return RELATIVE_IRF;}
<DYNARE_STATEMENT>tex {return TEX;}
+<DYNARE_STATEMENT>shock_size {return SHOCK_SIZE;}
+<DYNARE_STATEMENT>moments {return MOMENTS;}
+<DYNARE_STATEMENT>nomoments {return NOMOMENTS;}
+<DYNARE_STATEMENT>corr {return CORR;}
+<DYNARE_STATEMENT>nocorr {return NOCORR;}
+<DYNARE_STATEMENT>optim {return OPTIM;}
+<DYNARE_STATEMENT>diffuse_d {return DIFFUSE_D;}
+<DYNARE_STATEMENT>nk {return NK;}
+<DYNARE_STATEMENT>model_comparison_approximation {return MODEL_COMPARISON;}
+<DYNARE_STATEMENT>laplace {return LAPLACE;}
+<DYNARE_STATEMENT>modifiedharmonicmean {return MODIFIEDHARMONICMEAN;}
<DYNARE_STATEMENT>[\$][^$]*[\$] {
strtok(yytext+1,"$");
@@ -122,34 +153,38 @@ int sigma_e = 0;
<DYNARE_BLOCK>inv_gamma_pdf {return INV_GAMMA_PDF;}
<DYNARE_BLOCK>inv_gamma1_pdf {return INV_GAMMA_PDF;}
<DYNARE_BLOCK>inv_gamma2_pdf {return INV_GAMMA_PDF;}
-<DYNARE_BLOCK>unif_pdf {return UNIFORM_PDF;}
+<DYNARE_BLOCK>uniform_pdf {return UNIFORM_PDF;}
<DYNARE_BLOCK>corr {return CORR;}
<DYNARE_BLOCK>; {return yytext[0];}
- /* Inside Dynare block or statement */
-<DYNARE_STATEMENT,DYNARE_BLOCK>solve_algo {return SOLVE_ALGO;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>dr_algo {return DR_ALGO;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>simul_algo {return SIMUL_ALGO;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>solve_algo {return SOLVE_ALGO;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>drop {return DROP;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>order {return ORDER;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>replic {return REPLIC;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>nomoments {return NOMOMENTS;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>nocorr {return NOCORR;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>ar {return AR;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>nofunctions {return NOFUNCTIONS;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>irf {return IRF;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>hp_filter {return HP_FILTER;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>hp_ngrid {return HP_NGRID;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>simul_seed {return SIMUL_SEED;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>qz_criterium {return QZ_CRITERIUM;}
+ /* Inside Dynare statement */
+<DYNARE_STATEMENT>solve_algo {return SOLVE_ALGO;}
+<DYNARE_STATEMENT>dr_algo {return DR_ALGO;}
+<DYNARE_STATEMENT>simul_algo {return SIMUL_ALGO;}
+<DYNARE_STATEMENT>solve_algo {return SOLVE_ALGO;}
+<DYNARE_STATEMENT>drop {return DROP;}
+<DYNARE_STATEMENT>order {return ORDER;}
+<DYNARE_STATEMENT>replic {return REPLIC;}
+<DYNARE_STATEMENT>nomoments {return NOMOMENTS;}
+<DYNARE_STATEMENT>nocorr {return NOCORR;}
+<DYNARE_STATEMENT>ar {return AR;}
+<DYNARE_STATEMENT>nofunctions {return NOFUNCTIONS;}
+<DYNARE_STATEMENT>irf {return IRF;}
+<DYNARE_STATEMENT>hp_filter {return HP_FILTER;}
+<DYNARE_STATEMENT>hp_ngrid {return HP_NGRID;}
+<DYNARE_STATEMENT>simul_seed {return SIMUL_SEED;}
+<DYNARE_STATEMENT>qz_criterium {return QZ_CRITERIUM;}
+<DYNARE_STATEMENT>simul {return SIMUL;}
+<DYNARE_STATEMENT>autocorr {return AUTOCORR;}
+<DYNARE_STATEMENT>olr_beta {return OLR_BETA;}
+<DYNARE_STATEMENT>xtick {return XTICK;}
+<DYNARE_STATEMENT>xticklabel {return XTICKLABEL;}
+
<DYNARE_STATEMENT,DYNARE_BLOCK>use_dll {return USE_DLL;}
<DYNARE_STATEMENT,DYNARE_BLOCK>linear {return LINEAR;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>simul {return SIMUL;}
-
-<DYNARE_STATEMENT,DYNARE_BLOCK>[,] {return yytext[0];}
+<DYNARE_STATEMENT,DYNARE_BLOCK>[,] {_scanner->do_operator(COMMA); return COMMA;}
<DYNARE_STATEMENT,DYNARE_BLOCK>[\(\)] {return yytext[0];}
<DYNARE_STATEMENT,DYNARE_BLOCK>[\[] {return yytext[0];}
<DYNARE_STATEMENT,DYNARE_BLOCK>[\]] {if (sigma_e) sigma_e=0; return yytext[0];}
diff --git a/parser.src/DynareParser.cc b/parser.src/DynareParser.cc
index f134c63215faaebd51d95e7c95ca99a946da5f41..4264a9c9b6e2199a811090586139509c8cdbc2e0 100644
--- a/parser.src/DynareParser.cc
+++ b/parser.src/DynareParser.cc
@@ -33,28 +33,29 @@ void dynare::parser::setoutput(ostringstream* ostr)
dynare::Objects* dynare::parser::add_endogenous(Objects* obj, Objects* tex_name)
{
- //cout << "add_endogenous \n";
- obj->ID = (NodeID) symbol_table.AddSymbolDeclar(obj->symbol,eEndogenous, tex_name->symbol);
- obj->type = eEndogenous;
- return (obj);
+ //cout << "add_endogenous \n";
+
+ obj->ID = (NodeID) symbol_table.AddSymbolDeclar(obj->symbol,eEndogenous, tex_name->symbol);
+ obj->type = eEndogenous;
+ return (obj);
}
dynare::Objects* dynare::parser::add_exogenous(Objects* obj, Objects* tex_name)
{
- obj->ID = (NodeID) symbol_table.AddSymbolDeclar(obj->symbol,eExogenous, tex_name->symbol);
- obj->type = eExogenous;
- return (obj);
+ obj->ID = (NodeID) symbol_table.AddSymbolDeclar(obj->symbol,eExogenous, tex_name->symbol);
+ obj->type = eExogenous;
+ return (obj);
}
dynare::Objects* dynare::parser::add_exogenous_det(Objects* obj, Objects* tex_name)
{
- obj->ID = (NodeID) symbol_table.AddSymbolDeclar(obj->symbol,eExogenousDet, tex_name->symbol);
- obj->type = eExogenousDet;
- return (obj);
+ obj->ID = (NodeID) symbol_table.AddSymbolDeclar(obj->symbol,eExogenousDet, tex_name->symbol);
+ obj->type = eExogenousDet;
+ return (obj);
}
dynare::Objects* dynare::parser::add_parameter(Objects* obj, Objects* tex_name)
{
- obj->ID = (NodeID) symbol_table.AddSymbolDeclar(obj->symbol,eParameter, tex_name->symbol);
- obj->type = eParameter;
- return (obj);
+ obj->ID = (NodeID) symbol_table.AddSymbolDeclar(obj->symbol,eParameter, tex_name->symbol);
+ obj->type = eParameter;
+ return (obj);
}
dynare::Objects* dynare::parser::add_constant(Objects* obj)
{
@@ -146,11 +147,20 @@ dynare::Objects* dynare::parser::add_expression_token( Objects* arg1, Objects*
}
dynare::Objects* dynare::parser::add_expression_token( Objects* arg1, Objects* op)
{
-
- int id = expression.AddToken((int) arg1->ID,arg1->type,
+ int id;
+ if (op->opcode != NAME)
+ {
+ id = expression.AddToken((int) arg1->ID,arg1->type,
op->opcode);
- //cout << "after add_expression_token\n";
- return new Objects("", (NodeID) id, eTempResult);
+ }
+ else
+ {
+ id = expression.AddToken((int) arg1->ID,arg1->type,
+ op->symbol);
+ }
+
+ //cout << "after add_expression_token\n";
+ return new Objects("", (NodeID) id, eTempResult);
}
dynare::Objects* dynare::parser::get_expression(Objects* exp)
{
@@ -164,6 +174,12 @@ dynare::Objects* dynare::parser::get_expression(Objects* exp)
else
return exp;
}
+dynare::Objects* dynare::parser::cat(Objects* string1, Objects* string2)
+{
+ dynare::Objects* result = new dynare::Objects;
+ result->symbol = string1->symbol+string2->symbol;
+ return result;
+}
void dynare::parser::init_param(Objects* lhs, Objects* rhs)
{
numerical_initialization.SetConstant(lhs->symbol, rhs->symbol);
@@ -203,67 +219,47 @@ void dynare::parser::check_model(void)
void dynare::parser::finish(void)
{
- string model_file_name(file_name);
+ string model_file_name(file_name);
- // Setting flags to compute what is necessary
- if (order == 1 || linear == 1)
- {
- model_tree.computeJacobianExo = true;
- model_tree.computeJacobian = false;
- }
- else if (order != -1 && linear != -1)
- {
- model_tree.computeHessian = true;
- model_tree.computeJacobianExo = true;
- }
- // Removing extension chars
- model_file_name.erase(model_file_name.size()-4,4);
- model_tree.ModelInitialization();
+ // Setting flags to compute what is necessary
+ if (order == 1 || linear == 1)
+ {
+ model_tree.computeJacobianExo = true;
+ model_tree.computeJacobian = false;
+ }
+ else if (order != -1 && linear != -1)
+ {
+ model_tree.computeHessian = true;
+ model_tree.computeJacobianExo = true;
+ }
+ // Removing extension chars
+ model_file_name.erase(model_file_name.size()-4,4);
+ model_tree.ModelInitialization();
-
- if ((model_tree.computeJacobian || model_tree.computeJacobianExo) &&
- !model_tree.computeHessian)
- {
- model_tree.derive(1);
- cout << "Processing outputs ...\n";
- if (model_tree.offset == 0)
- {
- model_tree.setStaticModelC();
- }
- else
- {
- model_tree.setStaticModelM();
- }
- }
- else if (model_tree.computeHessian)
- {
- model_tree.derive(2);
- cout << "Processing outputs ...\n";
- if (model_tree.offset == 0)
- {
- model_tree.setStaticModelC();
- }
- else
- {
- model_tree.setStaticModelM();
- }
- }
+ if ( model_tree.computeHessian )
+ {
+ model_tree.derive(2);
+ }
+ else
+ {
+ model_tree.derive(1);
+ }
- if (model_tree.computeJacobian || model_tree.computeJacobianExo || model_tree.computeHessian)
- {
- if (model_tree.offset == 0)
- {
- model_tree.setDynamicModelC();
- model_tree.OpenCFiles(model_file_name+"_static", model_file_name+"_dynamic");
- model_tree.SaveCFiles();
- }
- else
- {
- model_tree.setDynamicModelM();
- model_tree.OpenMFiles(model_file_name+"_static", model_file_name+"_dynamic");
- model_tree.SaveMFiles();
- }
- }
+ cout << "Processing outputs ...\n";
+ model_tree.setStaticModel();
+ model_tree.setDynamicModel();
+
+ if (model_tree.offset == 0)
+ {
+ model_tree.OpenCFiles(model_file_name+"_static", model_file_name+"_dynamic");
+ model_tree.SaveCFiles();
+ }
+ else
+ {
+ model_tree.OpenMFiles(model_file_name+"_static", model_file_name+"_dynamic");
+ model_tree.SaveMFiles();
+ }
+
}
void dynare::parser::begin_initval(void)
@@ -389,6 +385,10 @@ void dynare::parser::option_num(string name_option, Objects* opt)
else if (name_option == "linear")
linear = atoi((opt->symbol).c_str());
}
+void dynare::parser::option_num(string name_option, Objects* opt1, Objects* opt2)
+{
+ computing_tasks.setOption(name_option, opt1->symbol, opt2->symbol);
+}
void dynare::parser::option_num(string name_option, string opt)
{
computing_tasks.setOption(name_option, opt);
@@ -417,9 +417,15 @@ void dynare::parser::add_tmp_var(Objects* tmp_var)
{
tmp_symbol_table.AddTempSymbol(tmp_var->symbol);
}
-dynare::Objects* get_tmp_var(string)
+// dynare::Objects* get_tmp_var(string)
+// {
+// //string str = tmp_symbol_table.get
+// }
+void dynare::parser::rplot()
{
- //string str = tmp_symbol_table.get
+ tmp_symbol_table.set("var_list_");
+ string tmp = tmp_symbol_table.get();
+ computing_tasks.runRplot(tmp);
}
void dynare::parser::stoch_simul()
{
@@ -489,6 +495,89 @@ void dynare::parser::set_trend_element(Objects* arg1, Objects* arg2)
{
computing_tasks.set_trend_element(arg1->symbol, arg2->symbol);
}
+void dynare::parser::begin_optim_weights(void)
+{
+ computing_tasks.BeginOptimWeights();
+}
+void dynare::parser::set_optim_weights(Objects* arg1, Objects* arg2)
+{
+ computing_tasks.setOptimWeights(arg1->symbol, arg2->symbol);
+}
+void dynare::parser::set_optim_weights(Objects* arg1, Objects* arg2, Objects* arg3)
+{
+ computing_tasks.setOptimWeights(arg1->symbol, arg2->symbol, arg3->symbol);
+}
+void dynare::parser::set_osr_params(void)
+{
+ tmp_symbol_table.set("osr_params_");
+ string tmp = tmp_symbol_table.get();
+ computing_tasks.setOsrParams(tmp);
+}
+void dynare::parser::run_osr(void)
+{
+ tmp_symbol_table.set("var_list_");
+ string tmp = tmp_symbol_table.get();
+ computing_tasks.runOsr(tmp);
+}
+void dynare::parser::set_olr_inst(void)
+{
+ tmp_symbol_table.set("options_.olr_inst");
+ string tmp = tmp_symbol_table.get();
+ computing_tasks.setOlrInst(tmp);
+}
+void dynare::parser::run_olr(void)
+{
+ tmp_symbol_table.set("var_list_");
+ string tmp = tmp_symbol_table.get();
+ computing_tasks.runOlr(tmp);
+}
+void dynare::parser::begin_calib_var(void)
+{
+ computing_tasks.BeginCalibVar();
+}
+void dynare::parser::set_calib_var(Objects* name, Objects* weight, Objects* expression)
+{
+ Objects* exp = get_expression(expression);
+ computing_tasks.setCalibVar(name->symbol,weight->symbol,exp->symbol);
+}
+void dynare::parser::set_calib_var(Objects* name1, Objects* name2, Objects* weight, Objects* expression)
+{
+ Objects* exp = get_expression(expression);
+ computing_tasks.setCalibVar(name1->symbol,name2->symbol,weight->symbol,exp->symbol);
+}
+void dynare::parser::set_calib_ac(Objects* name, Objects* ar, Objects* weight, Objects* expression)
+{
+ Objects* exp = get_expression(expression);
+ computing_tasks.setCalibAc(name->symbol,ar->symbol,weight->symbol,exp->symbol);
+}
+void dynare::parser::run_calib(int flag)
+{
+ computing_tasks.runCalib(flag);
+}
+void dynare::parser::run_dynatype(Objects* filename, Objects* ext)
+{
+ tmp_symbol_table.set("var_list_");
+ string tmp = tmp_symbol_table.get();
+ computing_tasks.runDynatype(filename->symbol,ext->symbol,tmp);
+}
+void dynare::parser::run_dynasave(Objects* filename, Objects* ext)
+{
+ tmp_symbol_table.set("var_list_");
+ string tmp = tmp_symbol_table.get();
+ computing_tasks.runDynasave(filename->symbol,ext->symbol,tmp);
+}
+void dynare::parser::begin_model_comparison(void)
+{
+ computing_tasks.beginModelComparison();
+}
+void dynare::parser::add_mc_filename(Objects* filename, Objects* prior)
+{
+ computing_tasks.addMcFilename(filename->symbol, prior->symbol);
+}
+void dynare::parser::run_model_comparison(void)
+{
+ computing_tasks.runModelComparison();
+}
dynare::Objects* dynare::parser::add_equal(Objects* arg1, Objects* arg2)
{
NodeID id = model_tree.AddEqual(arg1->ID, arg2->ID);
diff --git a/parser.src/ModelTree.cc b/parser.src/ModelTree.cc
index aa632e29a934d569245eddcdcb32da383dd32fff..c8ab9d0d831936cb4c92bf070c6289e5b48aae1d 100644
--- a/parser.src/ModelTree.cc
+++ b/parser.src/ModelTree.cc
@@ -15,7 +15,7 @@
using namespace std;
//------------------------------------------------------------------------------
#include "VariableTable.h"
-#include "d_tab.h"
+#include "DynareBison.h"
#include "NumericalConstants.h"
#include "ModelTree.h"
//------------------------------------------------------------------------------
@@ -261,344 +261,342 @@ void ModelTree::SaveCFiles()
void ModelTree::derive(int iOrder)
{
- NodeID lToken; // To store current working token
- NodeID lD1, lD2; // To store derivative arguments of
- // current argument
- NodeID lArg1, lArg2; // To store current arguments
- Type lType1; // Type of first argument
- NodeID t1,t11,t12,t13,
- t14, t15; // To store temoporary result arguments
- TreeIterator BeginIT; // Iterator of the 1st token to derive
- TreeIterator EndIT; // Iterator of the last token to derive
- TreeIterator currentIT; // Iterator (counter) for model tree loop
-
- vector<NodeID> EqualTokenIDs; // IDs of "equal token" in model Tree
- // Capturing equation IDs
- for (currentIT = BeginModel; currentIT != mModelTree.end(); currentIT++)
- {
- if ((*currentIT)->op_code == EQUAL)
- {
- EqualTokenIDs.push_back(*currentIT);
- // Equation is forced to be in Model Tree as refferenced
- // This is usfull to remove symetric elements
- (*currentIT)->reference_count[0]++;
- }
- }
- mDerivativeIndex.resize(iOrder);
- // Uncomment this to print model tree data
- /*
- //cout << "ModelTree==================================\n";
- for (currentIT = mModelTree.begin(); currentIT != mModelTree.end(); currentIT++)
- {
- lToken = *currentIT;
- int ID = lToken->idx;
- cout << ID << ":" << lToken << "->" << lToken->id1 << " " << lToken->type1 << " " <<
- lToken->id2 << " " << lToken->op_code << "\n";
- }
- */
- // initialize derivatives of variables
- int nbr_deriv_var = 0;
-
- EndIT = mModelTree.begin();
- EndIT--;
- cout << "Processing derivation ...\n";
- // loop on order of derivation
- for(int Order = 1; Order <= iOrder; Order++)
+ NodeID lToken; // To store current working token
+ NodeID lD1, lD2; // To store derivative arguments of
+ // current argument
+ NodeID lArg1, lArg2; // To store current arguments
+ Type lType1; // Type of first argument
+ NodeID t1,t11,t12,t13,
+ t14, t15; // To store temoporary result arguments
+ TreeIterator BeginIT; // Iterator of the 1st token to derive
+ TreeIterator EndIT; // Iterator of the last token to derive
+ TreeIterator currentIT; // Iterator (counter) for model tree loop
+
+ vector<NodeID> EqualTokenIDs; // IDs of "equal token" in model Tree
+ // Capturing equation IDs
+ for (currentIT = BeginModel; currentIT != mModelTree.end(); currentIT++)
+ {
+ if ((*currentIT)->op_code == EQUAL)
+ {
+ EqualTokenIDs.push_back(*currentIT);
+ // Equation is forced to be in Model Tree as refferenced
+ // This is usfull to remove symetric elements
+ (*currentIT)->reference_count[0]++;
+ }
+ }
+ mDerivativeIndex.resize(iOrder);
+ // Uncomment this to print model tree data
+ /*
+ //cout << "ModelTree==================================\n";
+ for (currentIT = mModelTree.begin(); currentIT != mModelTree.end(); currentIT++)
+ {
+ lToken = *currentIT;
+ int ID = lToken->idx;
+ cout << ID << ":" << lToken << "->" << lToken->id1 << " " << lToken->type1 << " " <<
+ lToken->id2 << " " << lToken->op_code << "\n";
+ }
+ */
+
+ EndIT = mModelTree.begin();
+ EndIT--;
+ cout << "Processing derivation ...\n";
+ // loop on order of derivation
+ for(int Order = 1; Order <= iOrder; Order++)
{
- cout << "\tProcessing Order " << Order << "... ";
- current_order = Order;
- BeginIT = EndIT;
- BeginIT++;
- EndIT = mModelTree.end();
- EndIT--;
- // Adding a reference counter for current order to tokens in mModelTree
- // and updating them
-
- for (TreeIterator it = mModelTree.begin(); it != mModelTree.end(); it++)
- {
- int s = (*it)->reference_count.size();
- for (int i = s; i <= current_order; i++)
- {
- int rc = (*it)->reference_count[i-1];
- (*it)->reference_count.push_back(rc);
- }
- }
- // Loop on variables of derivation
- for (int var = 0; var < VariableTable::size(); var++)
- {
+ cout << "\tProcessing Order " << Order << "... ";
+ current_order = Order;
+ BeginIT = EndIT;
+ BeginIT++;
+ EndIT = mModelTree.end();
+ EndIT--;
+ // Adding a reference counter for current order to tokens in mModelTree
+ // and updating them
+
+ for (TreeIterator it = mModelTree.begin(); it != mModelTree.end(); it++)
+ {
+ int s = (*it)->reference_count.size();
+ for (int i = s; i <= current_order; i++)
+ {
+ int rc = (*it)->reference_count[i-1];
+ (*it)->reference_count.push_back(rc);
+ }
+ }
+ // Loop on variables of derivation
+ for (int var = 0; var < VariableTable::size(); var++)
+ {
- // Loop on tokens
- for (currentIT = BeginIT;; currentIT++)
- {
- //cout << "Token " << (*currentIT)->idx << endl;
- if (accumulate((*currentIT)->reference_count.begin(), (*currentIT)->reference_count.end(),0) > 0)
- {
- lToken = *currentIT;//mModelTree[TokenCount];
-
- lArg1 = lToken->id1;
- lArg2 = lToken->id2;
- lType1 = lToken->type1;
- lD1 = DeriveArgument(lArg1, lType1, var);
- if (lArg2 != NullID)
- lD2 = DeriveArgument(lArg2, eTempResult, var);
- // Case where token is a final argument
- if (lToken->op_code == NoOpCode)
- {
- setDerivativeAdress(*currentIT, lD1, var);
- }
- else
- {
-
- switch (lToken->op_code)
- {
- case UMINUS:
- t1 = AddUMinus(lD1);
- setDerivativeAdress(*currentIT, t1, var);
- break;
- case PLUS:
- t1 = AddPlus(lD1, lD2);
- setDerivativeAdress(*currentIT, t1, var);
- break;
- case MINUS:
- t1 = AddMinus(lD1, lD2);
- setDerivativeAdress(*currentIT, t1, var);
- break;
- case TIMES:
- t11 = AddTimes(lD1, lArg2);
- t12 = AddTimes(lD2, lArg1);
- t1 = AddPlus(t11, t12);
- setDerivativeAdress(*currentIT, t1, var);
- break;
- case DIVIDE:
- t11 = AddTimes(lD1, lArg2);
- t12 = AddTimes(lD2, lArg1);
- t13 = AddMinus(t11, t12);
- t14 = AddTimes(lArg2, lArg2);
- t1 = AddDivide(t13, t14);
- setDerivativeAdress(*currentIT, t1, var);
- break;
- case SQRT:
- t11 = AddPlus(*currentIT, *currentIT);
- t1 = AddDivide(lD1, t11);
- setDerivativeAdress(*currentIT, t1,var);
- break;
- case POWER:
- if (lD2 == Zero)
- {
- if (lD1 == Zero)
- t1 = Zero;
- else
- {
- t11 = AddMinus(lArg2, One);
- t12 = AddPower(lArg1, t11);
- t13 = AddTimes(lArg2, t12);
- t1 = AddTimes(lD1, t13);
- }
- }
- else
- {
- t11 = AddLog(lArg1);
- t12 = AddTimes(lD2, t11);
- t13 = AddTimes(lD1, lArg2);
- t14 = AddDivide(t13, lArg1);
- t15 = AddPlus(t12, t14);
- t1 = AddTimes(t15, *currentIT);
- }
- setDerivativeAdress(*currentIT, t1, var);
- break;
- case EXP:
- t1 = AddTimes(lD1, *currentIT);
- setDerivativeAdress(*currentIT, t1, var);
- break;
- case LOG:
- t1 = AddDivide(lD1, lArg1);
- setDerivativeAdress(*currentIT, t1, var);
- break;
- case LOG10:
- t11 = AddExp(One);
- t12 = AddLog10(t11);
- t13 = AddDivide(lD1, lArg1);
- t1 = AddTimes(t12, t13);
- setDerivativeAdress(*currentIT, t1, var);
- break;
- case COS:
- t11 = AddSin(lArg1);
- t12 = AddUMinus(t11);
- t1 = AddTimes( lD1, t12);
- setDerivativeAdress(*currentIT, t1, var);
- break;
- case SIN:
- t11 = AddCos(lArg1);
- t1 = AddTimes(lD1,t11);
- setDerivativeAdress(*currentIT, t1, var);
- break;
- case TAN:
- t11 = AddTimes(*currentIT, *currentIT);
- t12 = AddPlus(t11, One);
- t1 = AddTimes(lD1, t12);
- setDerivativeAdress(*currentIT, t1, var);
- break;
- case ACOS:
- t11 = AddSin(*currentIT);
- t12 = AddDivide(lD1, t11);
- t1 = AddUMinus(t12);
- setDerivativeAdress(*currentIT, t1, var);
- break;
- case ASIN:
- t11 = AddCos(*currentIT);
- t1 = AddDivide(lD1, t11);
- setDerivativeAdress(*currentIT, t1, var);
- break;
- case ATAN:
- t11 = AddTimes(lArg1, lArg1);
- t12 = AddPlus(One, t11);
- t1 = AddDivide(lD1, t12);
- setDerivativeAdress(*currentIT, t1,var);
- break;
- case COSH:
- t11 = AddSinH(lArg1);
- t1 = AddTimes( lD1,t11);
- setDerivativeAdress(*currentIT, t1, var);
- break;
- case SINH:
- t11 = AddCosH(lArg1);
- t1 = AddTimes( lD1, t11);
- setDerivativeAdress(*currentIT, t1, var);
- break;
- case TANH:
- t11 = AddTimes(*currentIT, *currentIT);
- t12 = AddMinus(One, t11);
- t1 = AddTimes(lD1, t12);
- setDerivativeAdress(*currentIT, t1,var);
- break;
- case ACOSH:
- t11 = AddSinH(*currentIT);
- t1 = AddDivide(lD1, t11);
- setDerivativeAdress(*currentIT, t1,var);
- break;
- case ASINH:
- t11 = AddCosH(*currentIT);
- t1 = AddDivide(lD1, t11);
- setDerivativeAdress(*currentIT, t1,var);
- break;
- case ATANH:
- t11 = AddTimes(lArg1, lArg1);
- t12 = AddMinus(One, t11);
- t1 = AddTimes(lD1, t12);
- setDerivativeAdress(*currentIT, t1,var);
- break;
- }
- }
- }
- if (currentIT == EndIT) break;
- }
-
- // Treating equal tokens
- // Skeeping symetric elements
- //vector<MetaToken>::iterator tree_it2 = mModelTree.begin();
- //int id = 0;
- int starti = var*Order*(Order-1)*ModelParameters::eq_nbr/2;
- for (int i = starti; i < EqualTokenIDs.size() ; i++ )
+ // Loop on tokens
+ for (currentIT = BeginIT;; currentIT++)
+ {
+ //cout << "Token " << (*currentIT)->idx << endl;
+ if (accumulate((*currentIT)->reference_count.begin(), (*currentIT)->reference_count.end(),0) > 0)
+ {
+ lToken = *currentIT;//mModelTree[TokenCount];
+
+ lArg1 = lToken->id1;
+ lArg2 = lToken->id2;
+ lType1 = lToken->type1;
+ lD1 = DeriveArgument(lArg1, lType1, var);
+ if (lArg2 != NullID)
+ lD2 = DeriveArgument(lArg2, eTempResult, var);
+ // Case where token is a final argument
+ if (lToken->op_code == NoOpCode)
+ {
+ setDerivativeAdress(*currentIT, lD1, var);
+ }
+ else
+ {
+
+ switch (lToken->op_code)
{
- lToken = EqualTokenIDs[i];
- lArg1 = lToken->id1;
- lArg2 = lToken->id2;
- lType1 = lToken->type1;
- lD1 = DeriveArgument(lArg1, lType1, var);
- lD2 = DeriveArgument(lArg2, eTempResult, var);
- // If one hand sid is null, take the other
- if (lD1 == Zero && lD2 != Zero)
- {
- t11 = AddUMinus(lD2);
- t1 = AddEqual(t11, Zero);
- }
- else if (lD1 != Zero && lD2 == Zero)
- {
- t1 = AddEqual(lD1, Zero);
- }
- else
- {
- t11 = AddMinus(lD1, lD2);
- t1 = AddEqual(t11, Zero);
- }
- // The derivative is forced to be in Model Tree as refferenced
- // This is usfull to remove symetric elements
- IncrementReferenceCount(t1);
- setDerivativeAdress(EqualTokenIDs[i], t1, var);
- if (Order == 1)
- {
- mDerivativeIndex[0].push_back(DerivativeIndex(t1, i-starti, var));
- }
- else if (Order == 2)
+ case UMINUS:
+ t1 = AddUMinus(lD1);
+ setDerivativeAdress(*currentIT, t1, var);
+ break;
+ case PLUS:
+ t1 = AddPlus(lD1, lD2);
+ setDerivativeAdress(*currentIT, t1, var);
+ break;
+ case MINUS:
+ t1 = AddMinus(lD1, lD2);
+ setDerivativeAdress(*currentIT, t1, var);
+ break;
+ case TIMES:
+ t11 = AddTimes(lD1, lArg2);
+ t12 = AddTimes(lD2, lArg1);
+ t1 = AddPlus(t11, t12);
+ setDerivativeAdress(*currentIT, t1, var);
+ break;
+ case DIVIDE:
+ t11 = AddTimes(lD1, lArg2);
+ t12 = AddTimes(lD2, lArg1);
+ t13 = AddMinus(t11, t12);
+ t14 = AddTimes(lArg2, lArg2);
+ t1 = AddDivide(t13, t14);
+ setDerivativeAdress(*currentIT, t1, var);
+ break;
+ case SQRT:
+ t11 = AddPlus(*currentIT, *currentIT);
+ t1 = AddDivide(lD1, t11);
+ setDerivativeAdress(*currentIT, t1,var);
+ break;
+ case POWER:
+ if (lD2 == Zero)
+ {
+ if (lD1 == Zero)
+ t1 = Zero;
+ else
{
- int var1 = VariableTable::getSortID(i/ModelParameters::eq_nbr);
- int var2 = VariableTable::getSortID(var);
- mDerivativeIndex[1].push_back(DerivativeIndex(
- t1,
- i-ModelParameters::eq_nbr*(i/ModelParameters::eq_nbr),
- var1*VariableTable::size()+var2));
+ t11 = AddMinus(lArg2, One);
+ t12 = AddPower(lArg1, t11);
+ t13 = AddTimes(lArg2, t12);
+ t1 = AddTimes(lD1, t13);
}
+ }
+ else
+ {
+ t11 = AddLog(lArg1);
+ t12 = AddTimes(lD2, t11);
+ t13 = AddTimes(lD1, lArg2);
+ t14 = AddDivide(t13, lArg1);
+ t15 = AddPlus(t12, t14);
+ t1 = AddTimes(t15, *currentIT);
+ }
+ setDerivativeAdress(*currentIT, t1, var);
+ break;
+ case EXP:
+ t1 = AddTimes(lD1, *currentIT);
+ setDerivativeAdress(*currentIT, t1, var);
+ break;
+ case LOG:
+ t1 = AddDivide(lD1, lArg1);
+ setDerivativeAdress(*currentIT, t1, var);
+ break;
+ case LOG10:
+ t11 = AddExp(One);
+ t12 = AddLog10(t11);
+ t13 = AddDivide(lD1, lArg1);
+ t1 = AddTimes(t12, t13);
+ setDerivativeAdress(*currentIT, t1, var);
+ break;
+ case COS:
+ t11 = AddSin(lArg1);
+ t12 = AddUMinus(t11);
+ t1 = AddTimes( lD1, t12);
+ setDerivativeAdress(*currentIT, t1, var);
+ break;
+ case SIN:
+ t11 = AddCos(lArg1);
+ t1 = AddTimes(lD1,t11);
+ setDerivativeAdress(*currentIT, t1, var);
+ break;
+ case TAN:
+ t11 = AddTimes(*currentIT, *currentIT);
+ t12 = AddPlus(t11, One);
+ t1 = AddTimes(lD1, t12);
+ setDerivativeAdress(*currentIT, t1, var);
+ break;
+ case ACOS:
+ t11 = AddSin(*currentIT);
+ t12 = AddDivide(lD1, t11);
+ t1 = AddUMinus(t12);
+ setDerivativeAdress(*currentIT, t1, var);
+ break;
+ case ASIN:
+ t11 = AddCos(*currentIT);
+ t1 = AddDivide(lD1, t11);
+ setDerivativeAdress(*currentIT, t1, var);
+ break;
+ case ATAN:
+ t11 = AddTimes(lArg1, lArg1);
+ t12 = AddPlus(One, t11);
+ t1 = AddDivide(lD1, t12);
+ setDerivativeAdress(*currentIT, t1,var);
+ break;
+ case COSH:
+ t11 = AddSinH(lArg1);
+ t1 = AddTimes( lD1,t11);
+ setDerivativeAdress(*currentIT, t1, var);
+ break;
+ case SINH:
+ t11 = AddCosH(lArg1);
+ t1 = AddTimes( lD1, t11);
+ setDerivativeAdress(*currentIT, t1, var);
+ break;
+ case TANH:
+ t11 = AddTimes(*currentIT, *currentIT);
+ t12 = AddMinus(One, t11);
+ t1 = AddTimes(lD1, t12);
+ setDerivativeAdress(*currentIT, t1,var);
+ break;
+ case ACOSH:
+ t11 = AddSinH(*currentIT);
+ t1 = AddDivide(lD1, t11);
+ setDerivativeAdress(*currentIT, t1,var);
+ break;
+ case ASINH:
+ t11 = AddCosH(*currentIT);
+ t1 = AddDivide(lD1, t11);
+ setDerivativeAdress(*currentIT, t1,var);
+ break;
+ case ATANH:
+ t11 = AddTimes(lArg1, lArg1);
+ t12 = AddMinus(One, t11);
+ t1 = AddTimes(lD1, t12);
+ setDerivativeAdress(*currentIT, t1,var);
+ break;
}
-
+ }
}
- // Uncomment to debug : prints unreferenced tokens
- /*
- cout << "Order : " << Order << "\n";
- for (TokenCount = BeginModel; TokenCount < mModelTree.size() ; TokenCount++ )
+ if (currentIT == EndIT) break;
+ }
+
+ // Treating equal tokens
+ // Skeeping symetric elements
+ //vector<MetaToken>::iterator tree_it2 = mModelTree.begin();
+ //int id = 0;
+ int starti = var*Order*(Order-1)*ModelParameters::eq_nbr/2;
+ for (unsigned int i = starti; i < EqualTokenIDs.size() ; i++ )
+ {
+ lToken = EqualTokenIDs[i];
+ lArg1 = lToken->id1;
+ lArg2 = lToken->id2;
+ lType1 = lToken->type1;
+ lD1 = DeriveArgument(lArg1, lType1, var);
+ lD2 = DeriveArgument(lArg2, eTempResult, var);
+ // If one hand sid is null, take the other
+ if (lD1 == Zero && lD2 != Zero)
{
- if (accumulate(mModelTree[TokenCount].reference_count.begin(),mModelTree[TokenCount].reference_count.end(),0) == 0)
- cout << "\tNot referenced : token ID :" << TokenCount << endl;
+ t11 = AddUMinus(lD2);
+ t1 = AddEqual(t11, Zero);
}
- */
- // Uncomment this to debug : mDerivative(1and2)Index data
- // before removing unreferenced tokens
- /*
- cout << "Contenence of mDerivative1Index\n";
- for (int i=0; i< mDerivativeIndex[0].size();i++)
- //if (mDerivativeIndex[0][i].token_id != 3)
- cout << "\t" << mDerivativeIndex[0][i].token_id << endl;
- cout << "Contenence of mDerivative2Index\n";
- for (int i=0; i< mDerivativeIndex[1].size();i++)
- //if (mDerivativeIndex[1][i].token_id != 3)
- cout << "\t" << mDerivativeIndex[1][i].token_id << endl;
- */
- //cout << "Removing unreferenced tokens range ids :" << CurrentID << " - " << mModelTree.size()-1 << endl;
- // Removing unreferenced tokens in last derivative
- // RemoveUnref(CurrentID, mModelTree.size()-1, Order);
- // Decrementing reference couter of unreferenced tokens in last derivative
- //DecrementUnref(CurrentID, mModelTree.size()-1, Order);
- /*
- cout << "Order : " << Order << "\n";
- for (TokenCount = BeginModel; TokenCount < mModelTree.size() ; TokenCount++ )
+ else if (lD1 != Zero && lD2 == Zero)
+ {
+ t1 = AddEqual(lD1, Zero);
+ }
+ else
{
- if (accumulate(mModelTree[TokenCount].reference_count.begin(),mModelTree[TokenCount].reference_count.end(),0) == 0)
- cout << "\tNot referenced : token ID :" << TokenCount << endl;
+ t11 = AddMinus(lD1, lD2);
+ t1 = AddEqual(t11, Zero);
}
- */
- EqualTokenIDs.clear();
- // Updating EqualTokenIDs
- for (int i=0; i< mDerivativeIndex[Order-1].size();i++)
+ // The derivative is forced to be in Model Tree as refferenced
+ // This is usfull to remove symetric elements
+ IncrementReferenceCount(t1);
+ setDerivativeAdress(EqualTokenIDs[i], t1, var);
+ if (Order == 1)
{
- EqualTokenIDs.push_back(mDerivativeIndex[Order-1][i].token_id);
+ mDerivativeIndex[0].push_back(DerivativeIndex(t1, i-starti, var));
}
+ else if (Order == 2)
+ {
+ int var1 = VariableTable::getSortID(i/ModelParameters::eq_nbr);
+ int var2 = VariableTable::getSortID(var);
+ mDerivativeIndex[1].push_back(DerivativeIndex(
+ t1,
+ i-ModelParameters::eq_nbr*(i/ModelParameters::eq_nbr),
+ var1*VariableTable::size()+var2));
+ }
+ }
+
+ }
+ // Uncomment to debug : prints unreferenced tokens
+ /*
+ cout << "Order : " << Order << "\n";
+ for (TokenCount = BeginModel; TokenCount < mModelTree.size() ; TokenCount++ )
+ {
+ if (accumulate(mModelTree[TokenCount].reference_count.begin(),mModelTree[TokenCount].reference_count.end(),0) == 0)
+ cout << "\tNot referenced : token ID :" << TokenCount << endl;
+ }
+ */
+ // Uncomment this to debug : mDerivative(1and2)Index data
+ // before removing unreferenced tokens
+ /*
+ cout << "Contenence of mDerivative1Index\n";
+ for (int i=0; i< mDerivativeIndex[0].size();i++)
+ //if (mDerivativeIndex[0][i].token_id != 3)
+ cout << "\t" << mDerivativeIndex[0][i].token_id << endl;
+ cout << "Contenence of mDerivative2Index\n";
+ for (int i=0; i< mDerivativeIndex[1].size();i++)
+ //if (mDerivativeIndex[1][i].token_id != 3)
+ cout << "\t" << mDerivativeIndex[1][i].token_id << endl;
+ */
+ //cout << "Removing unreferenced tokens range ids :" << CurrentID << " - " << mModelTree.size()-1 << endl;
+ // Removing unreferenced tokens in last derivative
+ // RemoveUnref(CurrentID, mModelTree.size()-1, Order);
+ // Decrementing reference couter of unreferenced tokens in last derivative
+ //DecrementUnref(CurrentID, mModelTree.size()-1, Order);
+ /*
+ cout << "Order : " << Order << "\n";
+ for (TokenCount = BeginModel; TokenCount < mModelTree.size() ; TokenCount++ )
+ {
+ if (accumulate(mModelTree[TokenCount].reference_count.begin(),mModelTree[TokenCount].reference_count.end(),0) == 0)
+ cout << "\tNot referenced : token ID :" << TokenCount << endl;
+ }
+ */
+ EqualTokenIDs.clear();
+ // Updating EqualTokenIDs
+ for (unsigned int i=0; i< mDerivativeIndex[Order-1].size();i++)
+ {
+ EqualTokenIDs.push_back(mDerivativeIndex[Order-1][i].token_id);
+ }
- // Uncomment this to debug : mDerivative(1and2)Index data
- // after removing unreferenced tokens
- /*
- cout << "Contenence of mDerivative1Index after removing\n";
- for (int i=0; i< mDerivativeIndex[0].size();i++)
- if (mDerivativeIndex[0][i].token_id != 3)
- cout << "\t" << mDerivativeIndex[0][i].token_id << endl;
- cout << "Contenence of mDerivative2Index after removing\n";
- for (int i=0; i< mDerivativeIndex[1].size();i++)
- //if (mDerivativeIndex[1][i].token_id != 3)
- cout << "\t" << mDerivativeIndex[1][i].token_id << endl;
- */
- cout << "done \n";
+ // Uncomment this to debug : mDerivative(1and2)Index data
+ // after removing unreferenced tokens
+ /*
+ cout << "Contenence of mDerivative1Index after removing\n";
+ for (int i=0; i< mDerivativeIndex[0].size();i++)
+ if (mDerivativeIndex[0][i].token_id != 3)
+ cout << "\t" << mDerivativeIndex[0][i].token_id << endl;
+ cout << "Contenence of mDerivative2Index after removing\n";
+ for (int i=0; i< mDerivativeIndex[1].size();i++)
+ //if (mDerivativeIndex[1][i].token_id != 3)
+ cout << "\t" << mDerivativeIndex[1][i].token_id << endl;
+ */
+ cout << "done \n";
- }
+ }
}
//------------------------------------------------------------------------------
inline bool ModelTree::writeAsTemp(NodeID id)
@@ -668,7 +666,7 @@ inline void ModelTree::setDerivativeAdress(NodeID iTokenID, NodeID iDerivative,i
//mModelTree[iDerivative].p1[iVarID] = iTokenID;
}
//------------------------------------------------------------------------------
-string ModelTree::setStaticModelM(void)
+string ModelTree::setStaticModel(void)
{
TreeIterator tree_it;
int lEquationNBR = 0;
@@ -679,7 +677,6 @@ string ModelTree::setStaticModelM(void)
int d = current_order; // Minimum number of times a temparary expression apears in equations
int EquationNBR; // Number of model equations
- int col = 1; // Colomn index of Jacobian
EquationNBR = ModelParameters::eq_nbr;
// Reference count of token "0=0" is set to 0
@@ -699,7 +696,7 @@ string ModelTree::setStaticModelM(void)
model_output << getExpression(((*tree_it)->id1), eStaticEquations, lEquationNBR) << ";" << endl;
model_output << "rhs =";
model_output << getExpression(((*tree_it)->id2), eStaticEquations, lEquationNBR) << ";" << endl;
- model_output << "residual(" << lEquationNBR+1 << ")= lhs-rhs;" << endl;
+ model_output << "residual" << lpar << lEquationNBR+1 << rpar << "= lhs-rhs;" << endl;
lEquationNBR++;
}
else break;
@@ -736,7 +733,7 @@ string ModelTree::setStaticModelM(void)
}
lEquationNBR = 0;
- for (int i = 0; i < mDerivativeIndex[0].size(); i++)
+ for (unsigned int i = 0; i < mDerivativeIndex[0].size(); i++)
{
if (VariableTable::getType(mDerivativeIndex[0][i].derivators) == eEndogenous)
{
@@ -745,38 +742,60 @@ string ModelTree::setStaticModelM(void)
{
string exp = getExpression(startJacobian->id1, eStaticDerivatives);
ostringstream g1;
- g1 << " g1(" << mDerivativeIndex[0][i].equation_id+1 << ", " <<
- VariableTable::getSymbolID(mDerivativeIndex[0][i].derivators)+1 << ')';
+ g1 << " g1" << lpar << mDerivativeIndex[0][i].equation_id+1 << ", " <<
+ VariableTable::getSymbolID(mDerivativeIndex[0][i].derivators)+1 << rpar;
jacobian_output << g1.str() << "=" << g1.str() << "+" << exp << ";\n";
}
}
}
// Writing ouputs
- StaticOutput << "global M_ \n";
- StaticOutput << "params = M_.params;\n";
-
- StaticOutput << " residual = zeros( " << ModelParameters::eq_nbr << ", 1);\n";
- StaticOutput << "\n\t%\n\t% Model equations\n\t%\n\n";
- StaticOutput << model_output.str();
- StaticOutput << "if ~isreal(residual)\n";
- StaticOutput << " residual = real(residual)+imag(residual).^2;\n";
- StaticOutput << "end\n";
- StaticOutput << "if nargout >= 2,\n";
- StaticOutput << " g1 = " <<
- "zeros(" << ModelParameters::eq_nbr << ", " <<
- ModelParameters::endo_nbr << ");\n" ;
- StaticOutput << "\n\t%\n\t% Jacobian matrix\n\t%\n\n";
- StaticOutput << jacobian_output.str();
- StaticOutput << " if ~isreal(g1)\n";
- StaticOutput << " g1 = real(g1)+2*imag(g1);\n";
- StaticOutput << " end\n";
- StaticOutput << "end\n";
+ if (offset == 1)
+ {
+ StaticOutput << "global M_ \n";
+ StaticOutput << "params = M_.params;\n";
+
+ StaticOutput << " residual = zeros( " << ModelParameters::eq_nbr << ", 1);\n";
+ StaticOutput << "\n\t%\n\t% Model equations\n\t%\n\n";
+ StaticOutput << model_output.str();
+ StaticOutput << "if ~isreal(residual)\n";
+ StaticOutput << " residual = real(residual)+imag(residual).^2;\n";
+ StaticOutput << "end\n";
+ StaticOutput << "if nargout >= 2,\n";
+ StaticOutput << " g1 = " <<
+ "zeros(" << ModelParameters::eq_nbr << ", " <<
+ ModelParameters::endo_nbr << ");\n" ;
+ StaticOutput << "\n\t%\n\t% Jacobian matrix\n\t%\n\n";
+ StaticOutput << jacobian_output.str();
+ StaticOutput << " if ~isreal(g1)\n";
+ StaticOutput << " g1 = real(g1)+2*imag(g1);\n";
+ StaticOutput << " end\n";
+ StaticOutput << "end\n";
+ }
+ else
+ {
+ StaticOutput << "void Static(double *y, double *x, double *residual, double *g1)\n";
+ StaticOutput << "{\n";
+ StaticOutput << " double lhs, rhs;\n\n";
+ // Writing residual equations
+ StaticOutput << " /* Residual equations */\n";
+ StaticOutput << " if (residual == NULL) return;\n";
+ StaticOutput << " {\n";
+ StaticOutput << model_output.str();
+ // Writing Jacobian
+ StaticOutput << " /* Jacobian for endogenous variables without lag */\n";
+ StaticOutput << " if (g1 == NULL) return;\n";
+ StaticOutput << " {\n";
+ StaticOutput << jacobian_output.str();
+ StaticOutput << " }\n";
+ StaticOutput << " }\n";
+ StaticOutput << "}\n\n";
+ }
current_order = d;
return StaticOutput.str();
}
//------------------------------------------------------------------------------
-string ModelTree::setDynamicModelM(void)
+string ModelTree::setDynamicModel(void)
{
TreeIterator tree_it;
int lEquationNBR = 0;
@@ -796,8 +815,6 @@ string ModelTree::setDynamicModelM(void)
// Not to be printed as a temp expression
fill(ZeroEqZero->reference_count.begin(),
ZeroEqZero->reference_count.end(),0);
- DynamicOutput << "global M_ it_\n";
- DynamicOutput << "params = M_.params;\n";
// Clearing output string
model_output.str("");
@@ -819,7 +836,7 @@ string ModelTree::setDynamicModelM(void)
model_output << getExpression(((*tree_it)->id1), eDynamicEquations, lEquationNBR) << ";" << endl;
model_output << "rhs =";
model_output << getExpression(((*tree_it)->id2), eDynamicEquations, lEquationNBR) << ";" << endl;
- model_output << "residual(" << lEquationNBR+1 << ")= lhs-rhs;" << endl;
+ model_output << "residual" << lpar << lEquationNBR+1 << rpar << "= lhs-rhs;" << endl;
lEquationNBR++;
}
else break;
@@ -875,7 +892,7 @@ string ModelTree::setDynamicModelM(void)
}
lEquationNBR = 0;
- for (int i = 0; i < mDerivativeIndex[0].size(); i++)
+ for (unsigned int i = 0; i < mDerivativeIndex[0].size(); i++)
{
if (computeJacobianExo || VariableTable::getType(mDerivativeIndex[0][i].derivators) == eEndogenous)
{
@@ -884,8 +901,8 @@ string ModelTree::setDynamicModelM(void)
{
string exp = getExpression(startJacobian->id1, eDynamicDerivatives);
ostringstream g1;
- g1 << " g1(" << mDerivativeIndex[0][i].equation_id+1 << ", " <<
- VariableTable::getSortID(mDerivativeIndex[0][i].derivators)+1 << ')';
+ g1 << " g1" << lpar << mDerivativeIndex[0][i].equation_id+1 << ", " <<
+ VariableTable::getSortID(mDerivativeIndex[0][i].derivators)+1 << rpar;
jacobian_output << g1.str() << "=" << g1.str() << "+" << exp << ";\n";
}
}
@@ -900,7 +917,7 @@ string ModelTree::setDynamicModelM(void)
// Searching for the next '=' operator,
lEquationNBR = 0;
cout << "\tHessian .. ";
- for (int i = 0; i < mDerivativeIndex[1].size(); i++)
+ for (unsigned int i = 0; i < mDerivativeIndex[1].size(); i++)
{
NodeID startHessian = mDerivativeIndex[1][i].token_id;
//cout << "ID = " << startHessian << " exp = " << exp << "\n";
@@ -910,694 +927,79 @@ string ModelTree::setDynamicModelM(void)
int varID1 = mDerivativeIndex[1][i].derivators/VariableTable::size();
int varID2 = mDerivativeIndex[1][i].derivators-varID1*VariableTable::size();
- hessian_output << " g2(" << mDerivativeIndex[1][i].equation_id+1 << ", " <<
- mDerivativeIndex[1][i].derivators+1 << ") = " << exp << ";\n";
+ hessian_output << " g2" << lpar << mDerivativeIndex[1][i].equation_id+1 << ", " <<
+ mDerivativeIndex[1][i].derivators+1 << rpar << " = " << exp << ";\n";
// Treating symetric elements
if (varID1 != varID2)
- lsymetric << " g2(" << mDerivativeIndex[1][i].equation_id+1 << ", " <<
- varID2*VariableTable::size()+varID1+1 << ") = " <<
- "g2(" << mDerivativeIndex[1][i].equation_id+1 << ", " <<
- mDerivativeIndex[1][i].derivators+1 << ");\n";
+ lsymetric << " g2" << lpar << mDerivativeIndex[1][i].equation_id+1 << ", " <<
+ varID2*VariableTable::size()+varID1+1 << rpar << " = " <<
+ "g2" << lpar << mDerivativeIndex[1][i].equation_id+1 << ", " <<
+ mDerivativeIndex[1][i].derivators+1 << rpar << ";\n";
}
}
cout << "done \n";
}
int nrows = ModelParameters::eq_nbr;
- DynamicOutput << "\n\t%\n\t% Model equations\n\t%\n\n";
- DynamicOutput << "residual = zeros(" << nrows << ", 1);\n";
-
- DynamicOutput << model_output.str();
-
- if (computeJacobian || computeJacobianExo)
+ if (offset == 1)
{
- DynamicOutput << "if nargout >= 2,\n";
- // Writing initialization instruction for matrix g1
- DynamicOutput << " g1 = " <<
- "zeros(" << nrows << ", " << VariableTable::size() << ");\n" ;
- DynamicOutput << "\n\t%\n\t% Jacobian matrix\n\t%\n\n";
- DynamicOutput << jacobian_output.str();
- DynamicOutput << "end\n";
- }
- if (computeHessian)
- {
- DynamicOutput << "if nargout >= 3,\n";
- // Writing initialization instruction for matrix g2
- int ncols = VariableTable::size()*VariableTable::size();
- DynamicOutput << " g2 = " <<
- "sparse([],[],[]," << nrows << ", " << ncols << ", " <<
- 5*ncols << ");\n";
- DynamicOutput << "\n\t%\n\t% Hessian matrix\n\t%\n\n";
- DynamicOutput << hessian_output.str() << lsymetric.str();
- DynamicOutput << "end;\n";
- }
-current_order = d;
-return DynamicOutput.str();
-}
-
-// DynamicOutput << "\n%\n% Computting residuals and Jacobian with respect\n";
-// DynamicOutput << "% to endogenous variables\n%\n";
-// DynamicOutput << " residual = zeros( " << ModelParameters::eq_nbr << ", 1);\n";
-// DynamicOutput << "\n\t%\n\t% Model equations\n\t%\n\n";
-// DynamicOutput << model_output.str();
-// DynamicOutput << "if nargout >= 2,\n";
-// DynamicOutput << "\n\t%\n\t% Jacobian matrix\n\t%\n\n";
-// DynamicOutput << " g1 = " <<
-// "zeros(" << ModelParameters::eq_nbr << ", " <<
-// ModelParameters::var_endo_nbr << ");\n" ;
-
-// DynamicOutput << jacobian_output.str();
-// DynamicOutput << jacobian_tmp_output.str() << "\n";
-// DynamicOutput << "end\n";
-// }
-// // Case where residuals and Jacobian with respect to endogenous and exogenous
-// // variables are computed
-// else if (computeJacobianExo && !computeHessian)
-// {
-// // Clearing output string
-// model_output.str("");
-// jacobian_output.str("");
-// model_tmp_output.str("");
-// jacobian_tmp_output.str("");
-// current_order = 1;
-// lEquationNBR = 0;
-// // Getting equations from model tree
-// // Starting from the end of equation
-// // Searching for the next '=' operator,
-
-// cout << "\tequations .. ";
-// for (tree_it = BeginModel; tree_it != mModelTree.end(); tree_it++)
-// {
-// if ((*tree_it)->op_code == EQUAL)
-// {
-// if (lEquationNBR < ModelParameters::eq_nbr)
-// {
-// model_output << getExpression(*tree_it, eDynamicEquations, lEquationNBR) << endl;
-// lEquationNBR++;
-// }
-// else break;
-// }
-// }
-// // for (tree_it = BeginModel; tree_it != mModelTree.end(); tree_it++)
-// // {
-// // if (((*tree_it)->tmp_status == 1) &&
-// // writeAsTemp(*tree_it))
-// // {
-// // (*tree_it)->tmp_status = -1;
-// // model_tmp_output << " T" << (*tree_it)->idx << " = " << (*tree_it)->exp[1] << ";\n";
-// // }
-// // }
-// cout << "done \n";
-
-// // Getting Jacobian from model tree
-// // Starting from the end of equation
-// // Searching for the next '=' operator,
-
-// cout << "\tJacobian .. ";
-// for (int i = 0; i < mDerivativeIndex[0].size(); i++)
-// {
-// NodeID startJacobian = mDerivativeIndex[0][i].token_id;
-// string exp = getExpression(startJacobian, eDynamicDerivatives);
-// if (startJacobian != ZeroEqZero)
-// jacobian_output << " g1(" << mDerivativeIndex[0][i].equation_id+1 << ", " <<
-// VariableTable::getSortID(mDerivativeIndex[0][i].derivators)+1 << ") = " << exp << ";\n";
-// }
-// // for (tree_it = BeginModel; tree_it != mModelTree.end(); tree_it++)
-// // {
-// // if (((*tree_it)->tmp_status == 1) &&
-// // writeAsTemp(*tree_it))
-// // {
-// // (*tree_it)->tmp_status = -1;
-// // jacobian_tmp_output << " T" << (*tree_it)->idx << " = " << (*tree_it)->exp[1] << ";\n";
-// // }
-// // }
-// cout << "done \n";
-
-// DynamicOutput << "\n%\n% Computting residuals and Jacobian with respect\n";
-// DynamicOutput << "% to endogenous and exogenous variables\n%\n";
-// DynamicOutput << "if nargout >= 1,\n";
-// DynamicOutput << " residual = zeros( " << ModelParameters::eq_nbr << ", 1);\n";
-// DynamicOutput << "\n\t%\n\t% Model equations\n\t%\n\n";
-// DynamicOutput << model_tmp_output.str() << "\n";
-// DynamicOutput << model_output.str();
-// DynamicOutput << "end\n";
-// DynamicOutput << "if nargout >= 2,\n";
-// // Writing initialization instruction for matrix g1
-// DynamicOutput << " g1 = " <<
-// "zeros(" << ModelParameters::eq_nbr << ", " <<
-// VariableTable::size() << ");\n" ;
-// DynamicOutput << "\n\t%\n\t% Jacobian matrix\n\t%\n\n";
-// DynamicOutput << jacobian_tmp_output.str() << "\n";
-// DynamicOutput << jacobian_output.str();
-// DynamicOutput << "end\n";
-// }
-// // Case where residuals, Jacobian and Hessian with respect to endogenous and exogenous
-// // variables are computed
-// else if (computeHessian && computeJacobianExo)
-// {
-// // Clearing output string
-// model_output.str("");
-// jacobian_output.str("");
-// hessian_output.str("");
-// model_tmp_output.str("");
-// jacobian_tmp_output.str("");
-// hessian_tmp_output.str("");
-// lsymetric.str("");
-
-// current_order = 2;
-// lEquationNBR = 0;
-// // Getting equations from model tree
-// // Starting from the end of equation
-// // Searching for the next '=' operator,
-
-// cout << "\tequations .. ";
-// for (tree_it = BeginModel; tree_it != mModelTree.end(); tree_it++)
-// {
-// if ((*tree_it)->op_code == EQUAL)
-// {
-// if (lEquationNBR < ModelParameters::eq_nbr)
-// {
-// model_output << getExpression(*tree_it, eDynamicEquations, lEquationNBR) << endl;
-// lEquationNBR++;
-// }
-// else break;
-// }
-// }
-// // for (tree_it = BeginModel; tree_it != mModelTree.end(); tree_it++)
-// // {
-// // if (((*tree_it)->tmp_status == 1) &&
-// // writeAsTemp(*tree_it))
-// // {
-// // (*tree_it)->tmp_status = -1;
-// // model_tmp_output << " T" << (*tree_it)->idx << " = " << (*tree_it)->exp[1] << ";\n";
-// // }
-// // }
-// cout << "done \n";
-
-// // Getting Jacobian from model tree
-// // Starting from the end of equation
-// // Searching for the next '=' operator,
-
-// cout << "\tJacobian .. ";
-// for (int i = 0; i < mDerivativeIndex[0].size(); i++)
-// {
-// NodeID startJacobian = mDerivativeIndex[0][i].token_id;
-// string exp = getExpression(startJacobian, eDynamicDerivatives);
-// if (startJacobian != ZeroEqZero)
-// jacobian_output << " g1(" << mDerivativeIndex[0][i].equation_id+1 << ", " <<
-// VariableTable::getSortID(mDerivativeIndex[0][i].derivators)+1 << ") = " << exp << ";\n";
-// }
-// // for (tree_it = BeginModel; tree_it != mModelTree.end(); tree_it++)
-// // {
-// // if (((*tree_it)->tmp_status == 1) &&
-// // writeAsTemp(*tree_it))
-// // {
-// // (*tree_it)->tmp_status = -1;
-// // jacobian_tmp_output << " T" << (*tree_it)->idx << " = " << (*tree_it)->exp[1] << ";\n";
-// // }
-// // }
-// cout << "done \n";
-
-// // Getting Hessian from model tree
-// // Starting from the end of equation
-// // Searching for the next '=' operator,
-// lEquationNBR = 0;
-// cout << "\tHessian .. ";
-// for (int i = 0; i < mDerivativeIndex[1].size(); i++)
-// {
-// NodeID startHessian = mDerivativeIndex[1][i].token_id;
-// string exp = getExpression(startHessian, eDynamicDerivatives);
-
-// int varID1 = mDerivativeIndex[1][i].derivators/VariableTable::size();
-// int varID2 = mDerivativeIndex[1][i].derivators-varID1*VariableTable::size();
-// //cout << "ID = " << startHessian << " exp = " << exp << "\n";
-// if (startHessian != ZeroEqZero)
-// {
-// hessian_output << " g2(" << mDerivativeIndex[1][i].equation_id+1 << ", " <<
-// mDerivativeIndex[1][i].derivators+1 << ") = " << exp << ";\n";
-// // Treating symetric elements
-// if (varID1 != varID2)
-// lsymetric << " g2(" << mDerivativeIndex[1][i].equation_id+1 << ", " <<
-// varID2*VariableTable::size()+varID1+1 << ") = " <<
-// "g2(" << mDerivativeIndex[1][i].equation_id+1 << ", " <<
-// mDerivativeIndex[1][i].derivators+1 << ");\n";
-// }
+ DynamicOutput << "global M_ it_\n";
+ DynamicOutput << "params = M_.params;\n";
+ DynamicOutput << "\n\t%\n\t% Model equations\n\t%\n\n";
+ DynamicOutput << "residual = zeros(" << nrows << ", 1);\n";
-// }
-// // for (tree_it = BeginModel; tree_it != mModelTree.end(); tree_it++)
-// // {
-// // if (((*tree_it)->tmp_status == 1) &&
-// // writeAsTemp(*tree_it))
-// // {
-// // (*tree_it)->tmp_status = -1;
-// // hessian_tmp_output << " T" << (*tree_it)->idx << " = " << (*tree_it)->exp[1] << ";\n";
-// // }
-// // }
-// cout << "done \n";
+ DynamicOutput << model_output.str();
-// DynamicOutput << "\n% Computting residuals, Jacobian and Hessian with respect\n";
-// DynamicOutput << "% to endogenous and exogenous variables are computed\n";
-// DynamicOutput << "if nargout >= 1,\n";
-// DynamicOutput << " residual = zeros( " << ModelParameters::eq_nbr << ", 1);\n";
-// DynamicOutput << "\n\t%\n\t% Model equations\n\t%\n\n";
-// DynamicOutput << model_tmp_output.str() << "\n";
-// DynamicOutput << model_output.str();
-// DynamicOutput << "end\n";
-// DynamicOutput << "if nargout >= 2,\n";
-// // Writing initialization instruction for matrix g2
-// DynamicOutput << " g1 = " <<
-// "zeros(" << ModelParameters::eq_nbr << ", " <<
-// VariableTable::size() << ");\n" ;
-// DynamicOutput << "\n\t%\n\t% Jacobian matrix\n\t%\n\n";
-// DynamicOutput << jacobian_tmp_output.str() << "\n";
-// DynamicOutput << jacobian_output.str();
-// DynamicOutput << "end\n";
-// DynamicOutput << "if nargout >= 3,\n";
-// // Writing initialization instruction for matrix g2
-// DynamicOutput << " g2 = " <<
-// "zeros(" << ModelParameters::eq_nbr << ", " <<
-// VariableTable::size()*VariableTable::size()<< ");\n";
-// DynamicOutput << "\n\t%\n\t% Hessian matrix\n\t%\n\n";
-// DynamicOutput << hessian_tmp_output.str() << "\n";
-// DynamicOutput << hessian_output.str() << lsymetric.str();
-// DynamicOutput << "end;\n";
-// }
-// current_order = d;
-// return DynamicOutput.str();
-// }
-//------------------------------------------------------------------------------
-string ModelTree::setStaticModelC(void)
-{
- TreeIterator tree_it;
- int lEquationNBR = 0;
- ostringstream model_output;; // Used for storing model equations
- ostringstream jacobian_output; // Used for storing jacobian equations
- ostringstream model_tmp_output;; // Used for storing tmp expressions formodel equations
- ostringstream jacobian_tmp_output; // Used for storing tmp expressions for jacobian equations
- int d = current_order; // Minimum number of times a temparary expression apears in equations
- int EquationNBR; // Number of model equations
- int col = 1; // Colomn index of Jacobian
-
- EquationNBR = ModelParameters::eq_nbr;
- // Reference count of token "0=0" is set to 0
- // Not to be printed as a temp expression
- fill(ZeroEqZero->reference_count.begin(),
- ZeroEqZero->reference_count.end(),0);
- // Setting tmp_status to 0,
-// for (tree_it = BeginModel; tree_it != mModelTree.end(); tree_it++)
-// {
-// (*tree_it)->tmp_status = 0;
-
-// }
- // Writing model Equations
- current_order = 1;
- for (tree_it = BeginModel; tree_it != mModelTree.end(); tree_it++)
+ if (computeJacobian || computeJacobianExo)
{
- if ((*tree_it)->op_code == EQUAL)
- {
- if (lEquationNBR < ModelParameters::eq_nbr)
- {
- model_output << getExpression(*tree_it, eStaticEquations, lEquationNBR) << endl;;
- lEquationNBR++;
- }
- else break;
- }
+ DynamicOutput << "if nargout >= 2,\n";
+ // Writing initialization instruction for matrix g1
+ DynamicOutput << " g1 = " <<
+ "zeros(" << nrows << ", " << VariableTable::size() << ");\n" ;
+ DynamicOutput << "\n\t%\n\t% Jacobian matrix\n\t%\n\n";
+ DynamicOutput << jacobian_output.str();
+ DynamicOutput << "end\n";
}
-// for (tree_it = BeginModel; tree_it != mModelTree.end();tree_it++)
-// {
-// if (((*tree_it)->tmp_status == 1) &&
-// writeAsTemp(*tree_it))
-// {
-// (*tree_it)->tmp_status = -1;
-// model_tmp_output << " double T" << (*tree_it)->idx << " = " << (*tree_it)->exp[0] << ";\n";
-// }
-// }
- // Writing Jacobian for endogenous variables without lag
- lEquationNBR = 0;
- for (int i = 0; i < mDerivativeIndex[0].size(); i++)
+ if (computeHessian)
{
- if (VariableTable::getType(mDerivativeIndex[0][i].derivators) == eEndogenous)
- {
- NodeID startJacobian = mDerivativeIndex[0][i].token_id;
- string exp = getExpression(startJacobian, eStaticDerivatives);
- if (startJacobian != ZeroEqZero)
- {
- ostringstream g1;
- g1 << " g1[" << mDerivativeIndex[0][i].equation_id+
- (VariableTable::getSymbolID(mDerivativeIndex[0][i].derivators))*ModelParameters::eq_nbr << "]";
- jacobian_output << g1.str() << "=" << g1.str() << "+" << exp << ";\n";
- }
- }
+ DynamicOutput << "if nargout >= 3,\n";
+ // Writing initialization instruction for matrix g2
+ int ncols = VariableTable::size()*VariableTable::size();
+ DynamicOutput << " g2 = " <<
+ "sparse([],[],[]," << nrows << ", " << ncols << ", " <<
+ 5*ncols << ");\n";
+ DynamicOutput << "\n\t%\n\t% Hessian matrix\n\t%\n\n";
+ DynamicOutput << hessian_output.str() << lsymetric.str();
+ DynamicOutput << "end;\n";
}
-// for (tree_it = BeginModel; tree_it != mModelTree.end();tree_it++)
-// {
-// if (((*tree_it)->tmp_status == 1) &&
-// writeAsTemp(*tree_it))
-// {
-// (*tree_it)->tmp_status = -1;
-// jacobian_tmp_output << " double T" << (*tree_it)->idx << " = " << (*tree_it)->exp[0] << ";\n";
-// }
-// }
-
- // Writing C function Static
- StaticOutput << "void Static(double *y, double *x, double *residual, double *g1)\n";
- StaticOutput << "{\n";
- StaticOutput << " double lhs, rhs;\n\n";
- // Writing residual equations
- StaticOutput << " /* Residual equations */\n";
- StaticOutput << " if (residual == NULL) return;\n";
- StaticOutput << " {\n";
- StaticOutput << model_tmp_output.str() << "\n";
- StaticOutput << model_output.str();
- // Writing Jacobian
- StaticOutput << " /* Jacobian for endogenous variables without lag */\n";
- StaticOutput << " if (g1 == NULL) return;\n";
- StaticOutput << " {\n";
- StaticOutput << jacobian_tmp_output.str() << "\n";
- StaticOutput << jacobian_output.str();
- StaticOutput << " }\n";
- StaticOutput << " }\n";
- StaticOutput << "}\n\n";
- current_order = d;
- return StaticOutput.str();
-}
-//------------------------------------------------------------------------------
-string ModelTree::setDynamicModelC(void)
-{
- TreeIterator tree_it;
- int lEquationNBR = 0;
- ostringstream lsymetric; // Used when writing symetric elements
- ostringstream model_output;; // Used for storing model equations
- ostringstream jacobian_output; // Used for storing jacobian equations
- ostringstream model_tmp_output;; // Used for storing tmp expressions for model equations
- ostringstream jacobian_tmp_output; // Used for storing tmp expressions for jacobian equations
- ostringstream hessian_output; // Used for storing Hessian equations
- ostringstream hessian_tmp_output; // Used for storing tmp expressions for Hessian equations
- int d = current_order;
-
-
-
- // Reference count of token "0=0" is set to 0
- // Not to be printed as a temp expression
- fill(ZeroEqZero->reference_count.begin(),
- ZeroEqZero->reference_count.end(),0);
- // Setting tmp_status to 0,
-// for (tree_it = BeginModel; tree_it != mModelTree.end(); tree_it++)
-// {
-// (*tree_it)->tmp_status = 0;
-
-// }
- // Case where residuals and Jacobian with respect to endogenous variables
- // are computed
- if (computeJacobian && !computeJacobianExo && !computeHessian)
- {
- // Clearing output string
- model_output.str("");
- // Getting equations from model tree
- // Starting from the end of equation
- // Searching for the next '=' operator,
- current_order = 1;
- lEquationNBR = 0;
- cout << "\tequations .. ";
- for (tree_it = BeginModel; tree_it != mModelTree.end(); tree_it++)
- {
- if ((*tree_it)->op_code == EQUAL)
- {
- if (lEquationNBR < ModelParameters::eq_nbr)
- {
- model_output << getExpression(*tree_it, eDynamicEquations, lEquationNBR) << endl;;
- lEquationNBR++;
- }
- else break;
- }
- }
-// for (tree_it = BeginModel;tree_it != mModelTree.end(); tree_it++)
-// {
-// if (((*tree_it)->tmp_status == 1) &&
-// writeAsTemp(*tree_it))
-// {
-// (*tree_it)->tmp_status = -1;
-// model_tmp_output << " double T" << (*tree_it)->idx << " = " << (*tree_it)->exp[1] << ";\n";
-// }
-// }
-
- cout << "done \n";
- // Getting Jacobian from model tree
- cout << "\tJacobian .. ";
- lEquationNBR = 0;
- for (int i = 0; i < mDerivativeIndex[0].size(); i++)
+ }
+ else
+ {
+ DynamicOutput << "void Dynamic(double *y, double *x, double *residual, double *g1, double *g2)\n";
+ DynamicOutput << "{\n";
+ DynamicOutput << " double lhs, rhs;\n\n";
+ DynamicOutput << " /* Residual equations */\n";
+ DynamicOutput << model_output.str();
+ if (computeJacobian || computeJacobianExo)
{
- if (VariableTable::getType(mDerivativeIndex[0][i].derivators) == eEndogenous)
- {
- NodeID startJacobian = mDerivativeIndex[0][i].token_id;
- string exp = getExpression(startJacobian, eDynamicDerivatives);
- if (startJacobian != ZeroEqZero)
- jacobian_output << " g1[" << mDerivativeIndex[0][i].equation_id+
- (VariableTable::getPrintIndex(mDerivativeIndex[0][i].derivators))*
- ModelParameters::eq_nbr << "] = " << exp << ";\n";
- }
+ DynamicOutput << " /* Jacobian */\n";
+ DynamicOutput << " if (g1 == NULL) return;\n";
+ DynamicOutput << " {\n";
+ DynamicOutput << jacobian_output.str();
+ DynamicOutput << " }\n";
}
-// for (tree_it = BeginModel;tree_it != mModelTree.end(); tree_it++)
-// {
-// if (((*tree_it)->tmp_status == 1) &&
-// writeAsTemp(*tree_it))
-// {
-// (*tree_it)->tmp_status = -1;
-// jacobian_tmp_output << " double T" << (*tree_it)->idx << " = " << (*tree_it)->exp[1] << ";\n";
-// }
-// }
- cout << "done \n";
-
- // Writing C function Dynamic
- DynamicOutput << "void Dynamic(double *y, double *x, double *residual, double *g1, double *g2)\n";
- DynamicOutput << "{\n";
- DynamicOutput << " double lhs, rhs;\n\n";
- DynamicOutput << " /* Residual equations */\n";
- DynamicOutput << " if (residual == NULL) return;\n";
- DynamicOutput << " {\n";
- DynamicOutput << model_output.str() << "\n";
- DynamicOutput << model_output.str();
- DynamicOutput << " /* Jacobian for for endogenous variables */\n";
- DynamicOutput << " if (g1 == NULL) return;\n";
- DynamicOutput << " {\n";
- DynamicOutput << jacobian_tmp_output.str() << "\n";
- DynamicOutput << jacobian_output.str();
- DynamicOutput << " }\n";
- DynamicOutput << " }\n";
- DynamicOutput << "}\n\n";
- }
- // Case where residuals and Jacobian with respect to endogenous and exogenous
- // variables are computed
- else if (computeJacobianExo && !computeHessian)
- {
- // Clearing output string
- model_output.str("");
- jacobian_output.str("");
- current_order = 1;
- lEquationNBR = 0;
- // Getting equations from model tree
- // Starting from the end of equation
- // Searching for the next '=' operator,
-
- cout << "\tequations .. ";
- for (tree_it = BeginModel; tree_it != mModelTree.end(); tree_it++)
+ if (computeHessian)
{
- if ((*tree_it)->op_code == EQUAL)
- {
- if (lEquationNBR < ModelParameters::eq_nbr)
- {
- model_output << getExpression(*tree_it, eDynamicEquations, lEquationNBR) << endl;
- lEquationNBR++;
- }
- else break;
- }
+ DynamicOutput << " /* Hessian for endogenous and exogenous variables */\n";
+ DynamicOutput << " if (g2 == NULL) return;\n";
+ DynamicOutput << " {\n";
+ DynamicOutput << hessian_output.str() << lsymetric.str();
+ DynamicOutput << " }\n";
}
-// for (tree_it = BeginModel;tree_it != mModelTree.end(); tree_it++)
-// {
-// if (((*tree_it)->tmp_status == 1) &&
-// writeAsTemp(*tree_it))
-// {
-// (*tree_it)->tmp_status = -1;
-// model_tmp_output << " double T" << (*tree_it)->idx << " = " << (*tree_it)->exp[1] << ";\n";
-// }
-// }
- cout << "done \n";
-
- // Getting Jacobian from model tree
- // Starting from the end of equation
- // Searching for the next '=' operator,
-
- cout << "\tJacobian .. ";
- for (int i = 0; i < mDerivativeIndex[0].size(); i++)
- {
- NodeID startJacobian = mDerivativeIndex[0][i].token_id;
- string exp = getExpression(startJacobian, eDynamicDerivatives);
- if (startJacobian != ZeroEqZero)
- jacobian_output << " g1[" << mDerivativeIndex[0][i].equation_id +
- (VariableTable::getSortID(mDerivativeIndex[0][i].derivators))*
- ModelParameters::eq_nbr << "] = " << exp << ";\n";
- }
-// for (tree_it = BeginModel;tree_it != mModelTree.end(); tree_it++)
-// {
-// if (((*tree_it)->tmp_status == 1) &&
-// writeAsTemp(*tree_it))
-// {
-// (*tree_it)->tmp_status = -1;
-// jacobian_tmp_output << " double T" << (*tree_it)->idx << " = " << (*tree_it)->exp[1] << ";\n";
-// }
-// }
- cout << "done \n";
-
- // Writing C function Dynamic
- DynamicOutput << "void Dynamic(double *y, double *x, double *residual, double *g1, double *g2)\n";
- DynamicOutput << "{\n";
- DynamicOutput << " double lhs, rhs;\n\n";
- DynamicOutput << " /* Residual equations */\n";
- DynamicOutput << " if (residual == NULL) return;\n";
- DynamicOutput << " {\n";
- DynamicOutput << model_tmp_output.str() << "\n";
- DynamicOutput << model_output.str();
- DynamicOutput << " /* Jacobian for endogenous and exogenous variables */\n";
- DynamicOutput << " if (g1 == NULL) return;\n";
- DynamicOutput << " {\n";
- DynamicOutput << jacobian_tmp_output.str() << "\n";
- DynamicOutput << jacobian_output.str();
- DynamicOutput << " }\n";
- DynamicOutput << " }\n";
- DynamicOutput << "}\n\n";
- }
- // Case where residuals, Jacobian and Hessian with respect to endogenous and exogenous
- // variables are computed
- else if (computeHessian && computeJacobianExo)
- {
- // Clearing output string
- model_output.str("");
- jacobian_output.str("");
- hessian_output.str("");
- lsymetric.str("");
-
- current_order = 2;
- lEquationNBR = 0;
- // Getting equations from model tree
- // Starting from the end of equation
- // Searching for the next '=' operator,
-
- cout << "\tequations .. ";
-
- for (tree_it = BeginModel; tree_it != mModelTree.end(); tree_it++)
- {
- if ((*tree_it)->op_code == EQUAL)
- {
- if (lEquationNBR < ModelParameters::eq_nbr)
- {
- model_output << getExpression(*tree_it, eDynamicEquations, lEquationNBR) << endl;
- lEquationNBR++;
- }
- else break;
- }
- }
-// for (tree_it = BeginModel;tree_it != mModelTree.end(); tree_it++)
-// {
-// if (((*tree_it)->tmp_status == 1) &&
-// writeAsTemp(*tree_it))
-// {
-// (*tree_it)->tmp_status = -1;
-// model_tmp_output << " double T" << (*tree_it)->idx << " = " << (*tree_it)->exp[1] << ";\n";
-// }
-// }
- cout << "done \n";
-
- // Getting Jacobian from model tree
- // Starting from the end of equation
- // Searching for the next '=' operator,
-
- cout << "\tJacobian .. ";
- for (int i = 0; i < mDerivativeIndex[0].size(); i++)
- {
- NodeID startJacobian = mDerivativeIndex[0][i].token_id;
- string exp = getExpression(startJacobian, eDynamicDerivatives);
- if (startJacobian != ZeroEqZero)
- jacobian_output << " g1[" << mDerivativeIndex[0][i].equation_id+
- (VariableTable::getSortID(mDerivativeIndex[0][i].derivators))
- *ModelParameters::eq_nbr << "] = " << exp << ";\n";
- }
-// for (tree_it = BeginModel;tree_it != mModelTree.end(); tree_it++)
-// {
-// if (((*tree_it)->tmp_status == 1) &&
-// writeAsTemp(*tree_it))
-// {
-// (*tree_it)->tmp_status = -1;
-// jacobian_tmp_output << " double T" << (*tree_it)->idx << " = " << (*tree_it)->exp[1] << ";\n";
-// }
-// }
- cout << "done \n";
-
- // Getting Hessian from model tree
- // Starting from the end of equation
- // Searching for the next '=' operator,
- lEquationNBR = 0;
- cout << "\tHessian .. ";
- for (int i = 0; i < mDerivativeIndex[1].size(); i++)
- {
- NodeID startHessian = mDerivativeIndex[1][i].token_id;
- string exp = getExpression(startHessian, eDynamicDerivatives);
-
- int varID1 = mDerivativeIndex[1][i].derivators/VariableTable::size();
- int varID2 = mDerivativeIndex[1][i].derivators-varID1*VariableTable::size();
- //cout << "ID = " << startHessian << " exp = " << exp << "\n";
- if (startHessian != ZeroEqZero)
- {
- hessian_output << " g2[" << mDerivativeIndex[1][i].equation_id+
- mDerivativeIndex[1][i].derivators*
- ModelParameters::eq_nbr << "] = " << exp << ";\n";
- // Treating symetric elements
- if (varID1 != varID2)
- lsymetric << " g2[" << mDerivativeIndex[1][i].equation_id+
- (varID2*VariableTable::size()+varID1)*
- ModelParameters::eq_nbr << "] = " <<
- "g2[" << mDerivativeIndex[1][i].equation_id+
- (mDerivativeIndex[1][i].derivators)*
- ModelParameters::eq_nbr << "];\n";
- }
-
- }
-// for (tree_it = BeginModel;tree_it != mModelTree.end(); tree_it++)
-// {
-// if (((*tree_it)->tmp_status == 1) &&
-// writeAsTemp(*tree_it))
-// {
-// (*tree_it)->tmp_status = -1;
-// hessian_tmp_output << " double T" << (*tree_it)->idx << " = " << (*tree_it)->exp[1] << ";\n";
-// }
-// }
- cout << "done \n";
-
- // Writing C function Dynamic
- DynamicOutput << "void Dynamic(double *y, double *x, double *residual, double *g1, double *g2)\n";
- DynamicOutput << "{\n";
- DynamicOutput << " double lhs, rhs;\n\n";
- DynamicOutput << " /* Residual equations */\n";
- DynamicOutput << " if (residual == NULL) return;\n";
- DynamicOutput << " {\n";
- DynamicOutput << model_tmp_output.str() << "\n";
- DynamicOutput << model_output.str();
- DynamicOutput << " /* Jacobian for endogenous and exogenous variables */\n";
- DynamicOutput << " if (g1 == NULL) return;\n";
- DynamicOutput << " {\n";
- DynamicOutput << jacobian_tmp_output.str() << "\n";
- DynamicOutput << jacobian_output.str();
- DynamicOutput << " /* Hessian for endogenous and exogenous variables */\n";
- DynamicOutput << " if (g2 == NULL) return;\n";
- DynamicOutput << " {\n";
- DynamicOutput << hessian_tmp_output.str() << "\n";
- DynamicOutput << hessian_output.str() << lsymetric.str();
- DynamicOutput << " }\n";
- DynamicOutput << " }\n";
- DynamicOutput << " }\n";
- DynamicOutput << "}\n\n";
- }
- current_order = d;
- return DynamicOutput.str();
+ DynamicOutput << "}\n\n";
+ }
+current_order = d;
+return DynamicOutput.str();
}
//------------------------------------------------------------------------------
inline string ModelTree::getExpression(NodeID StartID, EquationType iEquationType, int iEquationID)
@@ -1704,307 +1106,6 @@ inline string ModelTree::getExpression(NodeID StartID, EquationType iEquationTy
}
return exp.str();
}
-//
-
-// // Stack of temporary tokens
-// stack <int, vector<NodeID> > stack_token;
-// // Stack of temporary expressions
-// stack <int, vector<string> > stack_expression;
-// // Temporary output
-// ostringstream exp;
-// // temporary variables for saving arguments and name oparator
-// string argument1, argument2, op_name;
-// // Current token ID
-// NodeID currentTokenID;
-// int current_op, last_op;
-
-// // Initialization of "followed" flags
-// StartID->followed1 = false;
-// StartID->followed2 = false;
-// // Setting equation type for exp field
-// int eq_type;
-// switch (iEquationType)
-// {
-// case eStaticEquations:
-// case eStaticDerivatives:
-// eq_type = 0;
-// break;
-// default :
-// eq_type = 1;
-// }
-
-
-// stack_token.push(StartID);
-// current_op = last_op = stack_token.top()->op_code;
-// currentTokenID = StartID;
-
-// // Main loop :
-// // Repeat for last token from the stack
-// // (1) if argument is temporary result, and not yet followed,
-// // set it as followed (flag) and push corresponding token
-// // on the token stack
-// // (2) argument followed, or final argument
-// // (2.1) if argument is followed
-// // - set argument1 (or argument2) by last expression on
-// // expression tack
-// // - pop last expression from expression stack
-// // (2.2) if final argument
-// // set argument1 (or argument2) by final argument
-// // (3) set op_name by last token from the token stack
-// // (3) pop last token from the token stack
-// // (4) write temporary expression (using argument1, argument2
-// // and op_name) and push it on the expression stack
-// // (5)
-
-// while (stack_token.size() > 0)
-// {
-
-// currentTokenID = stack_token.top();
-
-// //currentTokenID = mIndexOfTokens[Key((MToken) stack_token.top())];
-// // Testing if expression has been writen as temp result
-// if ( currentTokenID->exp[eq_type].size() == 0 )
-// {
-// //if (currentTokenID != 0 && currentTokenID != 3)
-// // cout << "currentTokenID = " << currentTokenID << endl;
-// // First argument is a temporary result,
-// // pushing token on token stack and setting that argument to be followed
-// if ((currentTokenID->followed1 == false) &&
-// (currentTokenID->type1 == eTempResult))
-// {
-// currentTokenID->followed1 = true;
-// // Initialization of "followed" flags
-// currentTokenID->id1->followed1 = false;
-// currentTokenID->id1->followed2 = false;
-// stack_token.push(currentTokenID->id1);
-// }
-// // Second argument has id >=0 (temporary result),
-// // pushing token on stack and setting that argument to be followed
-// else if ((currentTokenID->followed2 == false) &&
-// (currentTokenID->id2 != NullID))
-// {
-// currentTokenID->followed2 = true;
-// // Initialization of "followed" flags
-// currentTokenID->id2->followed1 = false;
-// currentTokenID->id2->followed2 = false;
-// stack_token.push(currentTokenID->id2);
-// }
-// // Writing expression
-// else
-// {
-// //cout << "currentTokenID = " << currentTokenID << endl;
-// // Final token
-// if (currentTokenID->op_code == NoOpCode)
-// {
-// argument1 = getArgument(currentTokenID->id1, currentTokenID->type1, iEquationType);
-// //cout << "Test 1 : argument1 = " << argument1 << endl;
-// current_op = last_op;
-// op_name = currentTokenID->op_name;
-// exp.str("");
-// stack_token.pop();
-// // Saving last operator for the followed argument
-// if (stack_token.size() > 0)
-// {
-// last_op = stack_token.top()->op_code;
-// }
-// else
-// {
-// last_op = current_op;
-// }
-// exp << argument1;
-// currentTokenID->tmp_status = 0;
-// }
-// // Testing if unary or binary token
-// // Binary operator
-// else if (currentTokenID->id2 != NullID)
-// {
-// argument2 = stack_expression.top();
-// //cout << "Test 2 : argument2 = " << argument2 << endl;
-// stack_expression.pop();
-// argument1 = stack_expression.top();
-// //cout << "Test 2 : argument1 = " << argument1 << endl;
-// current_op = currentTokenID->op_code;
-// if (argument1 == "y(54)" && current_op == DIVIDE)
-// {
-// cout << "y(54)/" << argument2 << "\n";
-// }
-// stack_expression.pop();
-// op_name = currentTokenID->op_name;
-// exp.str("");
-// stack_token.pop();
-// // Saving last operator for the followed argument
-// if (stack_token.size() > 0)
-// {
-// last_op = stack_token.top()->op_code;
-// }
-// else
-// {
-// last_op = current_op;
-// }
-// if (operator_table.precedence(current_op) < operator_table.precedence(last_op))
-// {
-// // Comma operator, no parentheses
-// // parentheses are writing with function operator
-// if (current_op == COMMA)
-// {
-// exp << argument1 << op_name << argument2 ;
-// }
-// else if ((offset == 1) || (current_op != POWER))
-// {
-// exp << '(' << argument1 << op_name << argument2 << ')';
-// }
-// else
-// {
-// exp << '(' << "pow(" << argument1 << ", " << argument2 << "))";
-// }
-// currentTokenID->tmp_status = 1;
-// }
-// else
-// {
-// if (current_op == EQUAL)
-// {
-// //Writing model equations
-// switch(iEquationType)
-// {
-// case eDynamicDerivatives :
-// case eStaticDerivatives :
-// {
-// exp << argument1;
-// NodeID id1 = currentTokenID->id1;
-// if (currentTokenID->idx == 2305)
-// {
-// cout << "tmp_status " << currentTokenID->tmp_status << " id1 " << id1->tmp_status <<"\n";
-// }
-// currentTokenID->tmp_status = id1->tmp_status;
-// currentTokenID->tmp_status = 1;
-// //cout << "current_order = " << current_order << " : " <<
-// //mModelTree[currentTokenID].reference_count[current_order] << " : " << exp.str() << endl;
-// }
-// break;
-// case eDynamicEquations :
-// exp << " lhs = " << argument1 << ";\n";
-// exp << " rhs = " << argument2 << ";\n";
-// exp << " residual" << lpar << iEquationID+offset << rpar << " = lhs - rhs;\n";
-// currentTokenID->tmp_status = 0;
-// //cout << "current_order = " << current_order << " : "
-// //<< mModelTree[currentTokenID].reference_count[current_order] << " : " << exp.str();
-// break;
-// case eStaticEquations :
-// exp << " lhs = " << argument1 << ";\n";
-// exp << " rhs = " << argument2 << ";\n";
-// exp << " residual" << lpar << iEquationID+offset << rpar << " = lhs - rhs;\n";
-// currentTokenID->tmp_status = 0;
-// break;
-// }
-// }
-// else
-// { // Matlab format
-// if (offset == 1)
-// exp << argument1 << op_name << argument2;
-// // C format
-// else
-// if (current_op == POWER)
-// exp << "pow(" << argument1 << "," << argument2 << ')';
-// // In C language --X is not allowed
-// else if (last_op == MINUS)
-// exp << '(' << argument1 << op_name << argument2 << ')';
-// else
-// exp << argument1 << op_name << argument2;
-
-// currentTokenID->tmp_status = 1;
-// }
-// }
-// }
-// // Unary operator
-// else
-// {
-// argument1 = stack_expression.top();
-// //cout << "Test 2 : argument1 = " << argument1 << endl;
-// current_op = currentTokenID->op_code;
-// stack_expression.pop();
-// op_name = stack_token.top()->op_name;
-// exp.str("");
-// stack_token.pop();
-// // Saving last operator for the followed argument
-// if (stack_token.size() > 0)
-// {
-// last_op = stack_token.top()->op_code;
-// }
-// else
-// {
-// last_op = current_op;
-// }
-// /*
-// if (operator_table.precedence(current_op) < operator_table.precedence(last_op))
-// {
-// exp << '(' << op_name << argument1 << ')';
-// currentTokenID->tmp_status = 1;
-// // Exclude "-cte" from temprary expressions
-// if (currentTokenID->op_code == UMINUS)
-// {
-// NodeID id1 = currentTokenID->id1;
-// if (id1->type1 == eNumericalConstant)
-// currentTokenID->tmp_status = 0;
-// }
-
-// }
-// else
-// {
-// */
-// currentTokenID->tmp_status = 1;
-// // Case of functions
-// if (operator_table.isfunction(current_op) == true)
-// {
-// exp << op_name << '(' << argument1 << ')';
-// }
-// else
-// {
-// exp << op_name << '(' << argument1 << ')';
-// // Exclude "-cte" from temprary expressions
-// NodeID id1 = currentTokenID->id1;
-// if (id1->type1 != eTempResult)
-// currentTokenID->tmp_status = 0;
-// }
-// //}
-// }
-// if (currentTokenID->tmp_status &&
-// writeAsTemp(currentTokenID))
-// {
-// currentTokenID->exp[eq_type] = exp.str();
-// exp.str("");
-// exp << "T" << currentTokenID->idx;
-// stack_expression.push(exp.str());
-// }
-// else
-// {
-// stack_expression.push(exp.str());
-// currentTokenID->exp[eq_type] = exp.str();
-
-// }
-// }
-// }
-// // Expression is in data member exp[]
-// else
-// {
-// if (currentTokenID->tmp_status &&
-// writeAsTemp(currentTokenID))
-// {
-// exp.str("");
-// stack_token.pop();
-// exp << "T" << currentTokenID->idx;
-// stack_expression.push(exp.str());
-// }
-// else
-// {
-// stack_token.pop();
-// stack_expression.push(currentTokenID->exp[eq_type]);
-// }
-// last_op = current_op;
-// }
-
-// }
-// return stack_expression.top();
-// }
//------------------------------------------------------------------------------
/*
void ModelTree::RemoveUnref(int iBeginID, int iEndID, int iOrder)
@@ -2133,193 +1234,193 @@ void ModelTree::DecrementUnref(int iBeginID, int iEndID, int iOrder)
inline string ModelTree::getArgument(NodeID id, Type type, EquationType iEquationType)
{
- stringstream argument;
+ stringstream argument;
- if (type == eParameter)
- {
- argument << param_name << lpar << (int)id+offset << rpar;
- }
- else if (type == eNumericalConstant)
- {
- argument << NumericalConstants::get((int) id);
- }
- else if (type == eEndogenous || type == eExogenous || type == eExogenousDet)
- if (iEquationType == eStaticEquations || iEquationType == eStaticDerivatives)
- {
- int idx = VariableTable::getSymbolID((int) id)+offset;
- if (type == eEndogenous)
- {
- argument << "y" << lpar << idx << rpar;
- }
- else if (type == eExogenous)
- {
- argument << "x" << lpar << idx << rpar;
- }
- else if (type == eExogenousDet)
- {
- argument << "exedet_" << lpar << idx << rpar;
- }
+ if (type == eParameter)
+ {
+ argument << param_name << lpar << (int)id+offset << rpar;
+ }
+ else if (type == eNumericalConstant)
+ {
+ argument << NumericalConstants::get((int) id);
+ }
+ else if (type == eEndogenous || type == eExogenous || type == eExogenousDet)
+ if (iEquationType == eStaticEquations || iEquationType == eStaticDerivatives)
+ {
+ int idx = VariableTable::getSymbolID((int) id)+offset;
+ if (type == eEndogenous)
+ {
+ argument << "y" << lpar << idx << rpar;
}
- else
+ else if (type == eExogenous)
+ {
+ argument << "x" << lpar << idx << rpar;
+ }
+ else if (type == eExogenousDet)
{
- if (type == eEndogenous)
- {
- int idx = VariableTable::getPrintIndex((int) id)+offset;
- argument << "y" << lpar << idx << rpar;
- }
- else if (type == eExogenous)
- {
- int idx = VariableTable::getSymbolID((int) id)+offset;
- int lag = VariableTable::getLag((int) id);
- if (offset == 1)
- {
- if ( lag != 0)
- {
- argument << "x" << lpar << "it_ + " << lag
- << ", " << idx << rpar;
- }
- else
- {
- argument << "x" << lpar << "it_, " << idx << rpar;
- }
- }
- else
- {
- if ( lag != 0)
- {
- argument << "x" << lpar << "it_+" << lag
- << "+" << idx << "*nb_row_x" << rpar;
- }
- else
- {
- argument << "x" << lpar << "it_+" << idx << "*nb_row_x" << rpar;
- }
- }
- }
- else if (type == eExogenousDet)
- {
- int idx = VariableTable::getSymbolID((int) id)+offset;
- int lag = VariableTable::getLag((int) id);
- if (offset == 1)
- {
- if (lag != 0)
- {
- argument << "exdet_" << lpar << "it_ + " << lag
- << ", " << idx << rpar;
- }
- else
- {
- argument << "exdet_" << lpar << "it_, " << idx << rpar;
- }
- }
- else
- {
- if (lag != 0)
- {
- argument << "exdet_" << lpar << "it_ + " << lag
- << "+" << idx << "*nb_row_xd" << rpar;
- }
- else
- {
- argument << "exdet_" << lpar << "it_+" << idx << "*nb_row_xd" << rpar;
- }
- }
+ argument << "exedet_" << lpar << idx << rpar;
+ }
+ }
+ else
+ {
+ if (type == eEndogenous)
+ {
+ int idx = VariableTable::getPrintIndex((int) id)+offset;
+ argument << "y" << lpar << idx << rpar;
+ }
+ else if (type == eExogenous)
+ {
+ int idx = VariableTable::getSymbolID((int) id)+offset;
+ int lag = VariableTable::getLag((int) id);
+ if (offset == 1)
+ {
+ if ( lag != 0)
+ {
+ argument << "x" << lpar << "it_ + " << lag
+ << ", " << idx << rpar;
+ }
+ else
+ {
+ argument << "x" << lpar << "it_, " << idx << rpar;
+ }
+ }
+ else
+ {
+ if ( lag != 0)
+ {
+ argument << "x" << lpar << "it_+" << lag
+ << "+" << idx << "*nb_row_x" << rpar;
+ }
+ else
+ {
+ argument << "x" << lpar << "it_+" << idx << "*nb_row_x" << rpar;
+ }
+ }
+ }
+ else if (type == eExogenousDet)
+ {
+ int idx = VariableTable::getSymbolID((int) id)+offset;
+ int lag = VariableTable::getLag((int) id);
+ if (offset == 1)
+ {
+ if (lag != 0)
+ {
+ argument << "exdet_" << lpar << "it_ + " << lag
+ << ", " << idx << rpar;
+ }
+ else
+ {
+ argument << "exdet_" << lpar << "it_, " << idx << rpar;
+ }
+ }
+ else
+ {
+ if (lag != 0)
+ {
+ argument << "exdet_" << lpar << "it_ + " << lag
+ << "+" << idx << "*nb_row_xd" << rpar;
+ }
+ else
+ {
+ argument << "exdet_" << lpar << "it_+" << idx << "*nb_row_xd" << rpar;
+ }
+ }
- }
}
- return argument.str();
+ }
+ return argument.str();
}
//------------------------------------------------------------------------------
void ModelTree::ModelInitialization(void)
{
- // Exit if there is no equation in model file*/
- if (ModelParameters::eq_nbr == 0)
- {
- (* error) ("no equations found in model file");
- }
- cout << ModelParameters::eq_nbr << " equation(s) found \n";
- // Sorting variable table
- VariableTable::Sort();
-
- // Setting number of equations in ModelParameters class
- // Here no derivative are computed
- BeginModel++;
- min_cost = 40*operator_table.cost(PLUS,offset);
- // Setting format of parentheses
- if (offset == 1)
- {
- lpar = '(';
- rpar = ')';
- param_name = "params";
- }
- else
- {
- lpar = '[';
- rpar = ']';
- param_name = "params";
- }
- /* Writing initialisation for M_.lead_lag_incidence matrix
- M_.lead_lag_incidence is a matrix with as many columns as there are
- endogenous variables and as many rows as there are periods in the
- models (nbr of rows = M_.max_lag+M_.max_lead+1)
-
- The matrix elements are equal to zero if a variable isn't present in the
- model at a given period.
- */
- // Initializing matrix to zero
- output << "M_.lead_lag_incidence = [";
- /*
- zeros(" <<
- ModelParameters::max_lag+ModelParameters::max_lead+1 << ", " <<
- ModelParameters::endo_nbr << ");\n";
- */
- // Loop on endogenous variables
- for (int endoID = 0; endoID < ModelParameters::endo_nbr; endoID++)
+ // Exit if there is no equation in model file*/
+ if (ModelParameters::eq_nbr == 0)
+ {
+ (* error) ("no equations found in model file");
+ }
+ cout << ModelParameters::eq_nbr << " equation(s) found \n";
+ // Sorting variable table
+ VariableTable::Sort();
+
+ // Setting number of equations in ModelParameters class
+ // Here no derivative are computed
+ BeginModel++;
+ min_cost = 40*operator_table.cost(PLUS,offset);
+ // Setting format of parentheses
+ if (offset == 1)
+ {
+ lpar = '(';
+ rpar = ')';
+ param_name = "params";
+ }
+ else
+ {
+ lpar = '[';
+ rpar = ']';
+ param_name = "params";
+ }
+ /* Writing initialisation for M_.lead_lag_incidence matrix
+ M_.lead_lag_incidence is a matrix with as many columns as there are
+ endogenous variables and as many rows as there are periods in the
+ models (nbr of rows = M_.max_lag+M_.max_lead+1)
+
+ The matrix elements are equal to zero if a variable isn't present in the
+ model at a given period.
+ */
+ // Initializing matrix to zero
+ output << "M_.lead_lag_incidence = [";
+ /*
+ zeros(" <<
+ ModelParameters::max_lag+ModelParameters::max_lead+1 << ", " <<
+ ModelParameters::endo_nbr << ");\n";
+ */
+ // Loop on endogenous variables
+ for (int endoID = 0; endoID < ModelParameters::endo_nbr; endoID++)
+ {
+ output << "\n\t";
+ // Loop on periods
+ for (int lag = -ModelParameters::max_lag; lag <= ModelParameters::max_lead; lag++)
{
- output << "\n\t";
- // Loop on periods
- for (int lag = -ModelParameters::max_lag; lag <= ModelParameters::max_lead; lag++)
- {
- // Getting name of symbol
- string name = SymbolTable::getNameByID(eEndogenous, endoID);
- // and its variableID if exists with current period
- int varID = VariableTable::getID(name, lag);
- //cout << name << " " << varID << " " << lag << " " << VariableTable::getPrintIndex(varID)+1 << " " << VariableTable::getSortID(varID)+1 << endl;
+ // Getting name of symbol
+ string name = SymbolTable::getNameByID(eEndogenous, endoID);
+ // and its variableID if exists with current period
+ int varID = VariableTable::getID(name, lag);
+ //cout << name << " " << varID << " " << lag << " " << VariableTable::getPrintIndex(varID)+1 << " " << VariableTable::getSortID(varID)+1 << endl;
- if (varID >=0)
- {
- output << " " << VariableTable::getPrintIndex(varID)+1;
- }
- else
- {
- output << " 0";
- }
- }
- output << ";";
+ if (varID >=0)
+ {
+ output << " " << VariableTable::getPrintIndex(varID)+1;
+ }
+ else
+ {
+ output << " 0";
+ }
}
- output << "]';\n";
+ output << ";";
+ }
+ output << "]';\n";
- // Writing initialization for some other variables
- output << "M_.exo_name_orig_ord = [1:" << ModelParameters::exo_nbr << "];\n";
- output << "M_.maximum_lag = " << ModelParameters::max_lag << ";\n";
- output << "M_.maximum_lead = " << ModelParameters::max_lead<< ";\n";
- if (ModelParameters::endo_nbr)
- output << "oo_.steady_state = zeros(" << ModelParameters::endo_nbr << ", 1);\n";
- if (ModelParameters::exo_nbr)
- output << "oo_.exo_steady_state = zeros(" << ModelParameters::exo_nbr << ", 1);\n";
- if (ModelParameters::parameter_nbr)
- output << "M_.params = zeros(" << ModelParameters::parameter_nbr << ", 1);\n";
- if (ModelParameters::exo_det_nbr)
- output << "oo_exdet_ = zeros(" << ModelParameters::exo_det_nbr << ", 1);\n";
- if (ModelParameters::exo_det_nbr)
- output << "oo_exedet_ = zeros(" << ModelParameters::exo_det_nbr << ", 1);\n";
+ // Writing initialization for some other variables
+ output << "M_.exo_names_orig_ord = [1:" << ModelParameters::exo_nbr << "];\n";
+ output << "M_.maximum_lag = " << ModelParameters::max_lag << ";\n";
+ output << "M_.maximum_lead = " << ModelParameters::max_lead<< ";\n";
+ if (ModelParameters::endo_nbr)
+ output << "oo_.steady_state = zeros(" << ModelParameters::endo_nbr << ", 1);\n";
+ if (ModelParameters::exo_nbr)
+ output << "oo_.exo_steady_state = zeros(" << ModelParameters::exo_nbr << ", 1);\n";
+ if (ModelParameters::parameter_nbr)
+ output << "M_.params = zeros(" << ModelParameters::parameter_nbr << ", 1);\n";
+ if (ModelParameters::exo_det_nbr)
+ output << "oo_exdet_ = zeros(" << ModelParameters::exo_det_nbr << ", 1);\n";
+ if (ModelParameters::exo_det_nbr)
+ output << "oo_exedet_ = zeros(" << ModelParameters::exo_det_nbr << ", 1);\n";
}
//------------------------------------------------------------------------------
string ModelTree::get()
{
- return output.str();
+ return output.str();
}
//------------------------------------------------------------------------------
inline int ModelTree::optimize(NodeID node)
@@ -2357,87 +1458,87 @@ inline int ModelTree::optimize(NodeID node)
#ifdef TEST_MODELTREE
int main(void)
{
- SymbolTable st;
- VariableTable vt;
- NumericalConstants nc;
- ModelTree model;
- vector<int> t(20);
+ SymbolTable st;
+ VariableTable vt;
+ NumericalConstants nc;
+ ModelTree model;
+ vector<int> t(20);
- //Adding 2 different symbols with AddSymbolDeclar
- SymbolTable::AddSymbolDeclar("c",eExogenous);
- //SymbolTable::PrintSymbolTable();
- SymbolTable::AddSymbolDeclar("k",eEndogenous);
- //SymbolTable::PrintSymbolTable();
- SymbolTable::AddSymbolDeclar("aa",eParameter);
- //SymbolTable::PrintSymbolTable();
- SymbolTable::AddSymbolDeclar("x",eExogenous);
- SymbolTable::AddSymbolDeclar("alph",eParameter);
- SymbolTable::AddSymbolDeclar("delt",eParameter);
-
- VariableTable::AddVariable("k",0);
- VariableTable::AddVariable("x",-1);
- VariableTable::AddVariable("c",-1);
+ //Adding 2 different symbols with AddSymbolDeclar
+ SymbolTable::AddSymbolDeclar("c",eExogenous);
+ //SymbolTable::PrintSymbolTable();
+ SymbolTable::AddSymbolDeclar("k",eEndogenous);
+ //SymbolTable::PrintSymbolTable();
+ SymbolTable::AddSymbolDeclar("aa",eParameter);
+ //SymbolTable::PrintSymbolTable();
+ SymbolTable::AddSymbolDeclar("x",eExogenous);
+ SymbolTable::AddSymbolDeclar("alph",eParameter);
+ SymbolTable::AddSymbolDeclar("delt",eParameter);
+
+ VariableTable::AddVariable("k",0);
+ VariableTable::AddVariable("x",-1);
+ VariableTable::AddVariable("c",-1);
- SymbolTable::AddSymbolDeclar("x1",eEndogenous);
- SymbolTable::AddSymbolDeclar("x2",eExogenousDet);
- //SymbolTable::AddSymbolDeclar("x3",eExogenous);
-
- VariableTable::AddVariable("x1",-1);
- VariableTable::AddVariable("x2",1);
- //VariableTable::AddVariable("x3",-1);
- //VariableTable::AddVariable("k",1);
- //VariableTable::AddVariable("y",0);
-
-
- t[0] = model.AddToken("aa");
- t[1] = model.AddToken("x",-1);
- t[2] = model.AddToken("k",0);
- t[3] = model.AddToken(Argument(t[0], eTempResult),
- Argument(t[1], eTempResult), TIMES);
- t[4] = model.AddToken("alph");
- t[5] = model.AddToken(Argument(t[2], eTempResult),
- Argument(t[4], eTempResult), POWER);
- t[6] = model.AddToken(Argument(t[3], eTempResult),
- Argument(t[5], eTempResult), TIMES);
+ SymbolTable::AddSymbolDeclar("x1",eEndogenous);
+ SymbolTable::AddSymbolDeclar("x2",eExogenousDet);
+ //SymbolTable::AddSymbolDeclar("x3",eExogenous);
+
+ VariableTable::AddVariable("x1",-1);
+ VariableTable::AddVariable("x2",1);
+ //VariableTable::AddVariable("x3",-1);
+ //VariableTable::AddVariable("k",1);
+ //VariableTable::AddVariable("y",0);
+
+
+ t[0] = model.AddToken("aa");
+ t[1] = model.AddToken("x",-1);
+ t[2] = model.AddToken("k",0);
+ t[3] = model.AddToken(Argument(t[0], eTempResult),
+ Argument(t[1], eTempResult), TIMES);
+ t[4] = model.AddToken("alph");
+ t[5] = model.AddToken(Argument(t[2], eTempResult),
+ Argument(t[4], eTempResult), POWER);
+ t[6] = model.AddToken(Argument(t[3], eTempResult),
+ Argument(t[5], eTempResult), TIMES);
- t[7] = model.AddToken("delt");
- //t[8] = model.AddToken("1");
- t[9] = model.AddToken(Argument(1, eTempResult),
- Argument(t[7], eTempResult), MINUS);
- t[10] = model.AddToken(Argument(t[9], eTempResult),
- Argument(t[2], eTempResult), TIMES);
+ t[7] = model.AddToken("delt");
+ //t[8] = model.AddToken("1");
+ t[9] = model.AddToken(Argument(1, eTempResult),
+ Argument(t[7], eTempResult), MINUS);
+ t[10] = model.AddToken(Argument(t[9], eTempResult),
+ Argument(t[2], eTempResult), TIMES);
- t[11] = model.AddToken(Argument(t[2], eTempResult),
- UMINUS);
-
- t[12] = model.AddToken(Argument(t[11], eTempResult),
- Argument(t[6], eTempResult), PLUS);
- t[13] = model.AddToken(Argument(t[12], eTempResult),
- Argument(t[10], eTempResult), PLUS);
- t[14] = model.AddToken(Argument(t[13], eTempResult),
- Argument(t[10], eTempResult), PLUS);
- t[15] = model.AddToken("c",-1);
- t[16] = model.AddToken(Argument(t[15], eTempResult),
- Argument(t[14], eTempResult), EQUAL);
- //try
- //{
- model.derive(2);
- model.setStaticModel();
- model.setDynamicStochasticModel();
- model.Open("static_model.m", "dynamic_model.m");
- model.Save();
- //cout << model.getStaticModel();
- //}
- //catch(Error err)
- //{
- // cout << "error---------------------\n";
- // exit(-1);
- //}
- //cout << model.getDynamicDeterministicModel() << endl;
- //cout << model.getDynamicStochasticModel() << endl;
- //VariableTable::Sort();
+ t[11] = model.AddToken(Argument(t[2], eTempResult),
+ UMINUS);
+
+ t[12] = model.AddToken(Argument(t[11], eTempResult),
+ Argument(t[6], eTempResult), PLUS);
+ t[13] = model.AddToken(Argument(t[12], eTempResult),
+ Argument(t[10], eTempResult), PLUS);
+ t[14] = model.AddToken(Argument(t[13], eTempResult),
+ Argument(t[10], eTempResult), PLUS);
+ t[15] = model.AddToken("c",-1);
+ t[16] = model.AddToken(Argument(t[15], eTempResult),
+ Argument(t[14], eTempResult), EQUAL);
+ //try
+ //{
+ model.derive(2);
+ model.setStaticModel();
+ model.setDynamicStochasticModel();
+ model.Open("static_model.m", "dynamic_model.m");
+ model.Save();
+ //cout << model.getStaticModel();
+ //}
+ //catch(Error err)
+ //{
+ // cout << "error---------------------\n";
+ // exit(-1);
+ //}
+ //cout << model.getDynamicDeterministicModel() << endl;
+ //cout << model.getDynamicStochasticModel() << endl;
+ //VariableTable::Sort();
}
#endif
//------------------------------------------------------------------------------
diff --git a/parser.src/NumericalConstants.cc b/parser.src/NumericalConstants.cc
index d8a73221afb5b3fb6cd1884cef03576c04f06547..1a3d6ee76409106a8435365afab2ec86f0fa56ec 100644
--- a/parser.src/NumericalConstants.cc
+++ b/parser.src/NumericalConstants.cc
@@ -35,7 +35,7 @@ int NumericalConstants::AddConstant(string iConst)
//------------------------------------------------------------------------------
string NumericalConstants::get(int ID)
{
- if (ID < mNumericalConstants.size())
+ if (ID < (int)mNumericalConstants.size())
{
return mNumericalConstants[ID];
}
diff --git a/parser.src/OperatorTable.cc b/parser.src/OperatorTable.cc
index fd04fb4137a22fb3022e93491a8017e32e158509..005207c75cbbfcd756af9933ace89f21fa2fe42a 100644
--- a/parser.src/OperatorTable.cc
+++ b/parser.src/OperatorTable.cc
@@ -65,6 +65,7 @@ OperatorTable::OperatorTable()
operator_table[SQRT].precedence =
operator_table[NAME].precedence = 6;
+
// Operator costs for M files
operator_table[COMMA].cost[1] = 0;
operator_table[EQUAL].cost[1] = 0;
@@ -126,7 +127,7 @@ OperatorTable::OperatorTable()
operator_table[TIMES].isfunction = false;
operator_table[DIVIDE].isfunction = false;
operator_table[UMINUS].isfunction = false;
- operator_table[POWER].isfunction = true;
+ operator_table[POWER].isfunction = false;
operator_table[EXP].isfunction = true;
operator_table[LOG].isfunction = true;
operator_table[LOG10].isfunction = true;
diff --git a/parser.src/Shocks.cc b/parser.src/Shocks.cc
index 049cecce1b7b2bbc110828b1d74ee613eacb0d2f..b320257d2dc8af599455a0ceccb2b5e353411efb 100644
--- a/parser.src/Shocks.cc
+++ b/parser.src/Shocks.cc
@@ -48,7 +48,7 @@ void Shocks::AddShock(shocktype type, int id1, int id2, string value)
string msg = "in shocks statement, number of periods and values dont agree";
(* error) (msg.c_str());
}
- for (int i = 0; i < mPeriod1.size(); i++)
+ for (unsigned int i = 0; i < mPeriod1.size(); i++)
{
string period1 = mPeriod1[i];
string period2 = mPeriod2[i];
diff --git a/parser.src/SigmaeInitialization.cc b/parser.src/SigmaeInitialization.cc
index 00fd36a5110ef420c189658b3d78f8705695af1c..d2424662313ffefb86e8b0c7a42f3ecbeb792ae0 100644
--- a/parser.src/SigmaeInitialization.cc
+++ b/parser.src/SigmaeInitialization.cc
@@ -39,8 +39,9 @@ void SigmaeInitialization::EndOfRow()
//------------------------------------------------------------------------------
void SigmaeInitialization::CheckMatrix(void)
{
- vector<vector<string> >::iterator ir, irend;
- int inc, nbe;
+ vector<vector<string> >::iterator ir;
+ unsigned int nbe;
+ int inc;
// Checking if first or last row has one element.
if (matrix.front().size() == 1)
{
@@ -72,10 +73,10 @@ void SigmaeInitialization::CheckMatrix(void)
//------------------------------------------------------------------------------
void SigmaeInitialization::SetMatrix(void)
{
- int ic, ic1;
- int ir, ir1;
+ unsigned int ic, ic1;
+ unsigned int ir, ir1;
- *output << "M_.Sigma_e = [...\n";
+ *output << "M_.Sigma_e = [...\n";
for (ir = 0; ir < matrix.size(); ir++)
{
*output << "\t";
diff --git a/parser.src/SymbolTable.cc b/parser.src/SymbolTable.cc
index 268fa1fffee801d9ab7d438742014d385545f4c0..ba66daaf2dc954e7577dbdacf658c0bb5404a218 100644
--- a/parser.src/SymbolTable.cc
+++ b/parser.src/SymbolTable.cc
@@ -35,36 +35,32 @@ int SymbolTable::AddSymbol(string name,Type type, string tex_name)
name_table[(int) type].push_back(name);
tex_name_table[(int) type].push_back(tex_name);
- if (type == eExogenous)
- {
+ switch (type)
+ {
+ case eExogenous:
symboltable[name].id = ModelParameters::exo_nbr;
- ModelParameters::exo_nbr++;
- return ModelParameters::exo_nbr-1;
- }
- else if (type == eExogenousDet)
- {
+ ModelParameters::exo_nbr++;
+ return ModelParameters::exo_nbr-1;
+ case eExogenousDet:
symboltable[name].id = ModelParameters::exo_det_nbr;
ModelParameters::exo_det_nbr++;
return ModelParameters::exo_det_nbr-1;
- }
- else if (type == eEndogenous)
- {
+ case eEndogenous:
symboltable[name].id = ModelParameters::endo_nbr;
ModelParameters::endo_nbr++;
return ModelParameters::endo_nbr-1;
- }
- else if (type == eParameter)
- {
+ case eParameter:
symboltable[name].id = ModelParameters::parameter_nbr;
ModelParameters::parameter_nbr++;
return ModelParameters::parameter_nbr-1;
- }
- else if (type == eRecursiveVariable)
- {
+ case eRecursiveVariable:
symboltable[name].id = ModelParameters::recur_nbr;
ModelParameters::recur_nbr++;
return ModelParameters::recur_nbr-1;
- }
+ default:
+ // should never happen
+ return -1;
+ }
}
//------------------------------------------------------------------------------
@@ -83,6 +79,7 @@ int SymbolTable::AddSymbolDeclar(string name,Type type, string tex_name)
else{
string msg = "symbol " + name + " declared more than once with different types.";
(* error) (msg.c_str());
+ return -1;
}
}
@@ -159,11 +156,12 @@ void SymbolTable::clean()
nb_type[t]--;
unused += "fprintf(1,'%-30s";
switch(types[t])
- {
- case eEndogenous : unused += "Endogenous variable\\n','";break;
- case eExogenous : unused += "Exogenous variable\\n','";break;
- case eExogenousDet : unused += "Exogenous deterministic variable\\n','";break;
- }
+ {
+ case eEndogenous : unused += "Endogenous variable\\n','";break;
+ case eExogenous : unused += "Exogenous variable\\n','";break;
+ case eExogenousDet : unused += "Exogenous deterministic variable\\n','";break;
+ default : ;
+ }
unused += name;
unused += "');\n";
warning = true;
diff --git a/parser.src/VariableTable.cc b/parser.src/VariableTable.cc
index 499d98574f1bd4d3e40fe9be57a40e36965b04a5..f798dfdb475460a9a2c1036e3e8c5568ba8d0ead 100644
--- a/parser.src/VariableTable.cc
+++ b/parser.src/VariableTable.cc
@@ -107,7 +107,7 @@ void VariableTable::Sort(void)
return;
}
// First putting types into TypesToSort
- for (int id=0; id < mVariableIndex.size(); id++)
+ for (unsigned int id=0; id < mVariableIndex.size(); id++)
{
key = mVariableIndex[id];
variable = mVariableTable[key];
@@ -146,7 +146,7 @@ void VariableTable::Sort(void)
mPrintFormatIndex.resize(VarToSort.size());
Type type = Types[VarToSort[0].second];
int index = 0;
- for (int id = 0; id < VarToSort.size(); id++)
+ for (unsigned int id = 0; id < VarToSort.size(); id++)
{
int id2 = VarToSort[id].second;
mSortedVariableID[id2] = id;
diff --git a/parser.src/bin/makefile b/parser.src/bin/makefile
index c539971dc6265cf90cb9ac48c2353c8b0a13986b..90350bf4d4c23bda3760d4ea66bd94829c685a1e 100644
--- a/parser.src/bin/makefile
+++ b/parser.src/bin/makefile
@@ -1,150 +1,312 @@
-CPP = c++
-ifeq ($(DEBUG),yes)
- CPPFLAGS = -mno-cygwin -ggdb -Wall
- CPPFLAGS = -ggdb -Wall
-else
- CPPFLAGS = -mno-cygwin -O1
-endif
-OBJ=\
- ComputingTasks.o\
- DynareBison.o\
- DynareFlex.o\
- DynareMain.o\
- Expression.o\
- ModelParameters.o\
- ModelTree.o\
- NumericalConstants.o\
- NumericalInitialization.o\
- OperatorTable.o\
- OutputFile.o\
- Shocks.o\
- SigmaeInitialization.o\
- SymbolTable.o\
- TmpSymbolTable.o\
- VariableTable.o\
- DynareParser.o\
- DataTree.o
-
-
-SRC=../DynareFlex.cc ../DynareBison.cc ../include/DynareBison.h
-
-
-################################################################################
-### Build ######################################################################
-################################################################################
-
-all: dynare.exe
-
-dynare.exe: $(SRC) $(OBJ)
- pwd;\
- $(CPP) $(CPPFLAGS) -o dynare.exe $(OBJ);\
- cp dynare.exe ../../matlab/dynare_m.exe;\
-
-
-
-################################################################################
-### Compile ####################################################################
-################################################################################
-
-ComputingTasks.o: ../ComputingTasks.cc ModelTree.o ../include/ComputingTasks.h
- $(CPP) $(CPPFLAGS) -c -I../include -o ComputingTasks.o ../ComputingTasks.cc
-
-
-DynareFlex.o: ../DynareFlex.cc
- $(CPP) $(CPPFLAGS) -c -I../include -o DynareFlex.o ../DynareFlex.cc
-
-
-DynareMain.o: ../DynareMain.cc ../include/DynareParser.h ../include/DynareScanner.h ../include/OutputFile.h
- $(CPP) $(CPPFLAGS) -c -I../include -o DynareMain.o ../DynareMain.cc
-
-
-Expression.o: ../Expression.cc
- $(CPP) $(CPPFLAGS) -c -I../include -o Expression.o ../Expression.cc
-
-
-ModelParameters.o: ../ModelParameters.cc
- $(CPP) $(CPPFLAGS) -c -I../include -o ModelParameters.o ../ModelParameters.cc
-
-
-ModelTree.o: ../ModelTree.cc ../include/ModelTree.h ../include/ModelTypes.h ../include/DataTree.h
- $(CPP) $(CPPFLAGS) -c -I../include -o ModelTree.o ../ModelTree.cc
-
-DataTree.o: ../DataTree.cc ../include/DataTree.h ../include/ModelTypes.h
- $(CPP) $(CPPFLAGS) -c -I../include -o DataTree.o ../DataTree.cc
-
-NumericalConstants.o: ../NumericalConstants.cc
- $(CPP) $(CPPFLAGS) -c -I../include -o NumericalConstants.o ../NumericalConstants.cc
-
-
-NumericalInitialization.o: ../NumericalInitialization.cc
- $(CPP) $(CPPFLAGS) -c -I../include -o NumericalInitialization.o ../NumericalInitialization.cc
-
-
-OperatorTable.o: ../OperatorTable.cc
- $(CPP) $(CPPFLAGS) -c -I../include -o OperatorTable.o ../OperatorTable.cc
-
-
-OutputFile.o: ../OutputFile.cc
- $(CPP) $(CPPFLAGS) -c -I../include -o OutputFile.o ../OutputFile.cc
-
-
-Shocks.o: ../Shocks.cc
- $(CPP) $(CPPFLAGS) -c -I../include -o Shocks.o ../Shocks.cc
-
-
-SigmaeInitialization.o: ../SigmaeInitialization.cc
- $(CPP) $(CPPFLAGS) -c -I../include -o SigmaeInitialization.o ../SigmaeInitialization.cc
-
-
-SymbolTable.o: ../SymbolTable.cc
- $(CPP) $(CPPFLAGS) -c -I../include -o SymbolTable.o ../SymbolTable.cc
-
-
-TmpSymbolTable.o: ../TmpSymbolTable.cc
- $(CPP) $(CPPFLAGS) -c -I../include -o TmpSymbolTable.o ../TmpSymbolTable.cc
-
-
-VariableTable.o: ../VariableTable.cc
- $(CPP) $(CPPFLAGS) -c -I../include -o VariableTable.o ../VariableTable.cc
-
-DynareParser.o: ../include/DynareParser.h ../DynareParser.cc
- $(CPP) $(CPPFLAGS) -c -I../include -o DynareParser.o ../DynareParser.cc
-
-DynareBison.o: ../DynareBison.cc
- $(CPP) $(CPPFLAGS) -c -I../include -o DynareBison.o ../DynareBison.cc
-
-../DynareFlex.cc: ../DynareFlex.ll ../include/DynareScanner.h
- flex -i -o../DynareFlex.cc ../DynareFlex.ll
-
-../DynareBison.cc ../include/DynareBison.h: ../DynareBison.yy ../include/DynareParser.h
- (bison -v -d -b --verbose -o../DynareBison.cc ../DynareBison.yy; mv ../DynareBison.hh ../include/DynareBison.h)
-
-
-################################################################################
-### Clean ######################################################################
-################################################################################
-
-clean:
- rm "ComputingTasks.o" \
- "DynareParser.o" \
- "DynareBison.o" \
- "DynareFlex.o" \
- "DynareMain.o" \
- "Expression.o" \
- "ModelParameters.o" \
- "ModelTree.o" \
- "NumericalConstants.o" \
- "NumericalInitialization.o" \
- "OperatorTable.o" \
- "OutputFile.o" \
- "Shocks.o" \
- "SigmaeInitialization.o" \
- "SymbolTable.o" \
- "TmpSymbolTable.o" \
- "VariableTable.o" \
- "DataTree.o" \
- "dynare.exe" \
- "../DynareBison.cc" \
- "../include/DynareBison.h" \
- "../DynareFlex.cc"
-
+CPP = c++
+ifeq ($(DEBUG),yes)
+ CPPFLAGS = -mno-cygwin -ggdb -pg -Wall
+ FLEXFLAGS = -i
+else
+ifeq ($(MINGW),yes)
+ CPPFLAGS = -O2
+ FLEXFLAGS = -i -d
+else
+ CPPFLAGS = -mno-cygwin -O2
+ FLEXFLAGS = -i
+endif
+endif
+OBJ=\
+ ComputingTasks.o\
+ DynareBison.o\
+ DynareFlex.o\
+ DynareMain.o\
+ Expression.o\
+ ModelParameters.o\
+ ModelTree.o\
+ NumericalConstants.o\
+ NumericalInitialization.o\
+ OperatorTable.o\
+ OutputFile.o\
+ Shocks.o\
+ SigmaeInitialization.o\
+ SymbolTable.o\
+ TmpSymbolTable.o\
+ VariableTable.o\
+ DynareParser.o\
+ DataTree.o
+
+
+SRC=../DynareFlex.cc ../DynareBison.cc ../include/DynareBison.h
+
+
+################################################################################
+### Build ######################################################################
+################################################################################
+
+all: dynare.exe
+
+dynare.exe: $(SRC) $(OBJ)
+ pwd;\
+ $(CPP) $(CPPFLAGS) -o dynare.exe $(OBJ);\
+ cp dynare.exe ../../matlab/dynare_m.exe;\
+
+
+
+################################################################################
+### Compile ####################################################################
+################################################################################
+
+ComputingTasks.o: ../ComputingTasks.cc ModelTree.o ../include/ComputingTasks.h
+ $(CPP) $(CPPFLAGS) -c -I../include -o ComputingTasks.o ../ComputingTasks.cc
+
+
+DynareFlex.o: ../DynareFlex.cc
+ $(CPP) $(CPPFLAGS) -c -I../include -o DynareFlex.o ../DynareFlex.cc
+
+
+DynareMain.o: ../DynareMain.cc ../include/DynareParser.h ../include/DynareScanner.h ../include/OutputFile.h
+ $(CPP) $(CPPFLAGS) -c -I../include -o DynareMain.o ../DynareMain.cc
+
+
+Expression.o: ../Expression.cc
+ $(CPP) $(CPPFLAGS) -c -I../include -o Expression.o ../Expression.cc
+
+
+ModelParameters.o: ../ModelParameters.cc
+ $(CPP) $(CPPFLAGS) -c -I../include -o ModelParameters.o ../ModelParameters.cc
+
+
+ModelTree.o: ../ModelTree.cc ../include/ModelTree.h ../include/ModelTypes.h ../include/DataTree.h
+ $(CPP) $(CPPFLAGS) -c -I../include -o ModelTree.o ../ModelTree.cc
+
+DataTree.o: ../DataTree.cc ../include/DataTree.h ../include/ModelTypes.h
+ $(CPP) $(CPPFLAGS) -c -I../include -o DataTree.o ../DataTree.cc
+
+NumericalConstants.o: ../NumericalConstants.cc
+ $(CPP) $(CPPFLAGS) -c -I../include -o NumericalConstants.o ../NumericalConstants.cc
+
+
+NumericalInitialization.o: ../NumericalInitialization.cc
+ $(CPP) $(CPPFLAGS) -c -I../include -o NumericalInitialization.o ../NumericalInitialization.cc
+
+
+OperatorTable.o: ../OperatorTable.cc
+ $(CPP) $(CPPFLAGS) -c -I../include -o OperatorTable.o ../OperatorTable.cc
+
+
+OutputFile.o: ../OutputFile.cc
+ $(CPP) $(CPPFLAGS) -c -I../include -o OutputFile.o ../OutputFile.cc
+
+
+Shocks.o: ../Shocks.cc
+ $(CPP) $(CPPFLAGS) -c -I../include -o Shocks.o ../Shocks.cc
+
+
+SigmaeInitialization.o: ../SigmaeInitialization.cc
+ $(CPP) $(CPPFLAGS) -c -I../include -o SigmaeInitialization.o ../SigmaeInitialization.cc
+
+
+SymbolTable.o: ../SymbolTable.cc
+ $(CPP) $(CPPFLAGS) -c -I../include -o SymbolTable.o ../SymbolTable.cc
+
+
+TmpSymbolTable.o: ../TmpSymbolTable.cc
+ $(CPP) $(CPPFLAGS) -c -I../include -o TmpSymbolTable.o ../TmpSymbolTable.cc
+
+
+VariableTable.o: ../VariableTable.cc
+ $(CPP) $(CPPFLAGS) -c -I../include -o VariableTable.o ../VariableTable.cc
+
+DynareParser.o: ../include/DynareParser.h ../DynareParser.cc
+ $(CPP) $(CPPFLAGS) -c -I../include -o DynareParser.o ../DynareParser.cc
+
+DynareBison.o: ../DynareBison.cc
+ $(CPP) $(CPPFLAGS) -c -I../include -o DynareBison.o ../DynareBison.cc
+
+../DynareFlex.cc: ../DynareFlex.ll ../include/DynareScanner.h
+ flex $(FLEXFLAGS) -o../DynareFlex.cc ../DynareFlex.ll
+
+../DynareBison.cc ../include/DynareBison.h: ../DynareBison.yy ../include/DynareParser.h
+ (bison -v -d -b --verbose -o../DynareBison.cc ../DynareBison.yy; mv ../DynareBison.hh ../include/DynareBison.h)
+
+
+################################################################################
+### Clean ######################################################################
+################################################################################
+
+clean:
+ rm "ComputingTasks.o" \
+ "DynareParser.o" \
+ "DynareBison.o" \
+ "DynareFlex.o" \
+ "DynareMain.o" \
+ "Expression.o" \
+ "ModelParameters.o" \
+ "ModelTree.o" \
+ "NumericalConstants.o" \
+ "NumericalInitialization.o" \
+ "OperatorTable.o" \
+ "OutputFile.o" \
+ "Shocks.o" \
+ "SigmaeInitialization.o" \
+ "SymbolTable.o" \
+ "TmpSymbolTable.o" \
+ "VariableTable.o" \
+ "DataTree.o" \
+ "dynare.exe" \
+ "../DynareBison.cc" \
+ "../include/DynareBison.h" \
+ "../DynareFlex.cc"
+
+# DO NOT DELETE
+
+ComputingTasks.o: ../include/ComputingTasks.h ../include/TmpSymbolTable.h
+ComputingTasks.o: ../include/SymbolTable.h ../include/ModelParameters.h
+ComputingTasks.o: ../include/SymbolTableTypes.h
+DataTree.o: /usr/include/time.h /usr/include/_ansi.h /usr/include/newlib.h
+DataTree.o: /usr/include/sys/config.h /usr/include/machine/ieeefp.h
+DataTree.o: /usr/include/sys/reent.h /usr/include/sys/_types.h
+DataTree.o: /usr/include/sys/lock.h /usr/include/machine/time.h
+DataTree.o: /usr/include/sys/types.h /usr/include/machine/_types.h
+DataTree.o: /usr/include/limits.h /usr/include/features.h
+DataTree.o: /usr/include/sys/cdefs.h /usr/include/sys/features.h
+DataTree.o: /usr/include/machine/types.h ../include/DynareBison.h
+DataTree.o: ../include/VariableTable.h ../include/SymbolTable.h
+DataTree.o: ../include/ModelParameters.h ../include/SymbolTableTypes.h
+DataTree.o: ../include/NumericalConstants.h ../include/DataTree.h
+DataTree.o: /usr/include/stdio.h /usr/include/sys/stdio.h
+DataTree.o: ../include/OperatorTable.h ../include/ModelTypes.h
+DynareBison.o: ../include/DynareParser.h ../include/ModelParameters.h
+DynareBison.o: ../include/SymbolTable.h ../include/SymbolTableTypes.h
+DynareBison.o: ../include/Expression.h ../include/OperatorTable.h
+DynareBison.o: ../include/DynareBison.h ../include/NumericalConstants.h
+DynareBison.o: ../include/NumericalInitialization.h ../include/ModelTree.h
+DynareBison.o: ../include/ModelTypes.h ../include/DataTree.h
+DynareBison.o: /usr/include/stdio.h /usr/include/_ansi.h
+DynareBison.o: /usr/include/newlib.h /usr/include/sys/config.h
+DynareBison.o: /usr/include/machine/ieeefp.h /usr/include/sys/reent.h
+DynareBison.o: /usr/include/sys/_types.h /usr/include/sys/lock.h
+DynareBison.o: /usr/include/sys/types.h /usr/include/machine/_types.h
+DynareBison.o: /usr/include/limits.h /usr/include/features.h
+DynareBison.o: /usr/include/sys/cdefs.h /usr/include/sys/features.h
+DynareBison.o: /usr/include/machine/types.h /usr/include/sys/stdio.h
+DynareBison.o: ../include/VariableTable.h ../include/Shocks.h
+DynareBison.o: ../include/SigmaeInitialization.h
+DynareBison.o: ../include/ComputingTasks.h ../include/TmpSymbolTable.h
+DynareBison.o: ../include/Objects.h ../include/ylmm/basic_parser.hh
+DynareBison.o: ../include/ylmm/basic_messenger.hh
+DynareBison.o: ../include/ylmm/basic_location.hh
+DynareBison.o: ../include/ylmm/basic_scanner.hh
+DynareBison.o: ../include/ylmm/basic_buffer.hh ../include/ylmm/yaccmm.hh
+DynareFlex.o: /usr/include/stdio.h /usr/include/_ansi.h
+DynareFlex.o: /usr/include/newlib.h /usr/include/sys/config.h
+DynareFlex.o: /usr/include/machine/ieeefp.h /usr/include/sys/reent.h
+DynareFlex.o: /usr/include/sys/_types.h /usr/include/sys/lock.h
+DynareFlex.o: /usr/include/sys/types.h /usr/include/machine/_types.h
+DynareFlex.o: /usr/include/limits.h /usr/include/features.h
+DynareFlex.o: /usr/include/sys/cdefs.h /usr/include/sys/features.h
+DynareFlex.o: /usr/include/machine/types.h /usr/include/sys/stdio.h
+DynareFlex.o: /usr/include/errno.h /usr/include/sys/errno.h
+DynareFlex.o: /usr/include/unistd.h /usr/include/sys/unistd.h
+DynareFlex.o: /usr/include/string.h /usr/include/sys/string.h
+DynareFlex.o: ../include/DynareScanner.h ../include/DynareBison.h
+DynareFlex.o: ../include/ylmm/basic_scanner.hh
+DynareFlex.o: ../include/ylmm/basic_buffer.hh ../include/Objects.h
+DynareFlex.o: ../include/SymbolTable.h ../include/ModelParameters.h
+DynareFlex.o: ../include/SymbolTableTypes.h ../include/ModelTypes.h
+DynareFlex.o: ../include/ylmm/lexmm.hh /usr/include/stdlib.h
+DynareFlex.o: /usr/include/machine/stdlib.h /usr/include/alloca.h
+DynareMain.o: /usr/include/stdio.h /usr/include/_ansi.h
+DynareMain.o: /usr/include/newlib.h /usr/include/sys/config.h
+DynareMain.o: /usr/include/machine/ieeefp.h /usr/include/sys/reent.h
+DynareMain.o: /usr/include/sys/_types.h /usr/include/sys/lock.h
+DynareMain.o: /usr/include/sys/types.h /usr/include/machine/_types.h
+DynareMain.o: /usr/include/limits.h /usr/include/features.h
+DynareMain.o: /usr/include/sys/cdefs.h /usr/include/sys/features.h
+DynareMain.o: /usr/include/machine/types.h /usr/include/sys/stdio.h
+DynareMain.o: ../include/DynareParser.h ../include/ModelParameters.h
+DynareMain.o: ../include/SymbolTable.h ../include/SymbolTableTypes.h
+DynareMain.o: ../include/Expression.h ../include/OperatorTable.h
+DynareMain.o: ../include/DynareBison.h ../include/NumericalConstants.h
+DynareMain.o: ../include/NumericalInitialization.h ../include/ModelTree.h
+DynareMain.o: ../include/ModelTypes.h ../include/DataTree.h
+DynareMain.o: ../include/VariableTable.h ../include/Shocks.h
+DynareMain.o: ../include/SigmaeInitialization.h
+DynareMain.o: ../include/ComputingTasks.h ../include/TmpSymbolTable.h
+DynareMain.o: ../include/Objects.h ../include/ylmm/basic_parser.hh
+DynareMain.o: ../include/ylmm/basic_messenger.hh
+DynareMain.o: ../include/ylmm/basic_location.hh
+DynareMain.o: ../include/ylmm/basic_scanner.hh
+DynareMain.o: ../include/ylmm/basic_buffer.hh ../include/DynareScanner.h
+DynareMain.o: ../include/OutputFile.h
+DynareParser.o: ../include/ModelParameters.h ../include/SymbolTable.h
+DynareParser.o: ../include/SymbolTableTypes.h ../include/Expression.h
+DynareParser.o: ../include/OperatorTable.h ../include/DynareBison.h
+DynareParser.o: ../include/NumericalConstants.h
+DynareParser.o: ../include/NumericalInitialization.h
+DynareParser.o: ../include/ModelTree.h ../include/ModelTypes.h
+DynareParser.o: ../include/DataTree.h /usr/include/stdio.h
+DynareParser.o: /usr/include/_ansi.h /usr/include/newlib.h
+DynareParser.o: /usr/include/sys/config.h /usr/include/machine/ieeefp.h
+DynareParser.o: /usr/include/sys/reent.h /usr/include/sys/_types.h
+DynareParser.o: /usr/include/sys/lock.h /usr/include/sys/types.h
+DynareParser.o: /usr/include/machine/_types.h /usr/include/limits.h
+DynareParser.o: /usr/include/features.h /usr/include/sys/cdefs.h
+DynareParser.o: /usr/include/sys/features.h /usr/include/machine/types.h
+DynareParser.o: /usr/include/sys/stdio.h ../include/VariableTable.h
+DynareParser.o: ../include/Shocks.h ../include/SigmaeInitialization.h
+DynareParser.o: ../include/ComputingTasks.h ../include/TmpSymbolTable.h
+DynareParser.o: ../include/DynareParser.h ../include/Objects.h
+DynareParser.o: ../include/ylmm/basic_parser.hh
+DynareParser.o: ../include/ylmm/basic_messenger.hh
+DynareParser.o: ../include/ylmm/basic_location.hh
+DynareParser.o: ../include/ylmm/basic_scanner.hh
+DynareParser.o: ../include/ylmm/basic_buffer.hh
+Expression.o: ../include/Expression.h ../include/SymbolTable.h
+Expression.o: ../include/ModelParameters.h ../include/SymbolTableTypes.h
+Expression.o: ../include/OperatorTable.h ../include/DynareBison.h
+Expression.o: ../include/NumericalConstants.h
+ModelParameters.o: ../include/ModelParameters.h /usr/include/limits.h
+ModelParameters.o: /usr/include/features.h /usr/include/sys/cdefs.h
+ModelParameters.o: /usr/include/sys/features.h
+ModelTree.o: /usr/include/stdio.h /usr/include/_ansi.h
+ModelTree.o: /usr/include/newlib.h /usr/include/sys/config.h
+ModelTree.o: /usr/include/machine/ieeefp.h /usr/include/sys/reent.h
+ModelTree.o: /usr/include/sys/_types.h /usr/include/sys/lock.h
+ModelTree.o: /usr/include/sys/types.h /usr/include/machine/_types.h
+ModelTree.o: /usr/include/limits.h /usr/include/features.h
+ModelTree.o: /usr/include/sys/cdefs.h /usr/include/sys/features.h
+ModelTree.o: /usr/include/machine/types.h /usr/include/sys/stdio.h
+ModelTree.o: /usr/include/time.h /usr/include/machine/time.h
+ModelTree.o: ../include/VariableTable.h ../include/SymbolTable.h
+ModelTree.o: ../include/ModelParameters.h ../include/SymbolTableTypes.h
+ModelTree.o: ../include/d_tab.h ../include/DynareBison.h
+ModelTree.o: ../include/NumericalConstants.h ../include/ModelTree.h
+ModelTree.o: ../include/OperatorTable.h ../include/ModelTypes.h
+ModelTree.o: ../include/DataTree.h
+NumericalConstants.o: ../include/NumericalConstants.h
+NumericalInitialization.o: ../include/NumericalInitialization.h
+NumericalInitialization.o: ../include/SymbolTable.h
+NumericalInitialization.o: ../include/ModelParameters.h
+NumericalInitialization.o: ../include/SymbolTableTypes.h
+OperatorTable.o: ../include/OperatorTable.h ../include/DynareBison.h
+OutputFile.o: ../include/OutputFile.h ../include/SymbolTable.h
+OutputFile.o: ../include/ModelParameters.h ../include/SymbolTableTypes.h
+OutputFile.o: ../include/ModelTree.h ../include/OperatorTable.h
+OutputFile.o: ../include/DynareBison.h ../include/NumericalConstants.h
+OutputFile.o: ../include/ModelTypes.h ../include/DataTree.h
+OutputFile.o: /usr/include/stdio.h /usr/include/_ansi.h
+OutputFile.o: /usr/include/newlib.h /usr/include/sys/config.h
+OutputFile.o: /usr/include/machine/ieeefp.h /usr/include/sys/reent.h
+OutputFile.o: /usr/include/sys/_types.h /usr/include/sys/lock.h
+OutputFile.o: /usr/include/sys/types.h /usr/include/machine/_types.h
+OutputFile.o: /usr/include/limits.h /usr/include/features.h
+OutputFile.o: /usr/include/sys/cdefs.h /usr/include/sys/features.h
+OutputFile.o: /usr/include/machine/types.h /usr/include/sys/stdio.h
+OutputFile.o: ../include/VariableTable.h
+Shocks.o: ../include/Shocks.h ../include/ModelParameters.h
+SigmaeInitialization.o: ../include/SigmaeInitialization.h
+SymbolTable.o: ../include/SymbolTable.h ../include/ModelParameters.h
+SymbolTable.o: ../include/SymbolTableTypes.h
+TmpSymbolTable.o: ../include/SymbolTable.h ../include/ModelParameters.h
+TmpSymbolTable.o: ../include/SymbolTableTypes.h
+TmpSymbolTable.o: ../include/TmpSymbolTable.h
+VariableTable.o: ../include/VariableTable.h ../include/SymbolTable.h
+VariableTable.o: ../include/ModelParameters.h
+VariableTable.o: ../include/SymbolTableTypes.h
diff --git a/parser.src/include/ComputingTasks.h b/parser.src/include/ComputingTasks.h
index c0172c6f9ef3e1fadca28e44312fb5670ef7e6eb..45b5059b9851a4a3716037f79f800180b5874d05 100644
--- a/parser.src/include/ComputingTasks.h
+++ b/parser.src/include/ComputingTasks.h
@@ -19,6 +19,7 @@
struct EstimationParams{
int type;
std::string name;
+ std::string name2;
std::string init_val;
std::string prior;
std::string low_bound;
@@ -37,6 +38,7 @@ struct EstimationParams{
{
type = 0;
name = "";
+ name2 = "";
init_val = "NaN";
prior = "NaN";
low_bound = "-Inf";
@@ -86,8 +88,10 @@ class ComputingTasks
option_.<iName> = <iValue>
*/
void setOption(std::string iName, std::string iValue);
+ void setOption(std::string iName, std::string iValue1, std::string iValue2);
/*! Prints "dynare_estimation;" */
- void runEstimation(std::string);
+ void runEstimation(std::string);
+ void runRplot(std::string);
/*! Prints some estimation initialisation */
void setEstimationInit(void);
//! Prints optimization options */
@@ -97,26 +101,40 @@ class ComputingTasks
void setEstimationStandardError(void);
void set_trend_element(std::string, std::string);
- void setCalibInit(void);
+ void BeginCalibVar(void);
- void setCalibVariance(void);
-
- void setCalibCovariance(void);
+ void setCalibVar(std::string, std::string, std::string);
+
+ void setCalibVar(std::string, std::string, std::string, std::string);
- void setCalibAutoCorrelation(void);
+ void setCalibAc(std::string, std::string, std::string, std::string);
- void setCalib(void);
+ void runCalib(int);
// write "osr(var_list_,osr_params_,optim_weights_);"
- void setOsr(std::string tmp1);
+ void setOsrParams(std::string);
+
+ void runOsr(std::string);
// writes "olr(var_list_,olr_inst_,obj_var_,optim_weights_);"
- void setOlr(std::string tmp1, std::string tmp2);
-
- void setOptimWeightsInit(void);
+ void setOlrInst(std::string);
+
+ void runOlr(std::string);
- void setOptimWeights1(void);
+ void BeginOptimWeights(void);
- void setOptimWeights2(void);
+ void setOptimWeights(std::string, std::string);
+ void setOptimWeights(std::string, std::string, std::string);
+
+ void runDynasave(std::string,std::string,std::string);
+
+ void runDynatype(std::string,std::string,std::string);
+
+ void beginModelComparison(void);
+
+ void addMcFilename(std::string,std::string);
+
+ void runModelComparison(void);
+
void set(void);
static std::string get(void);
diff --git a/parser.src/include/DataTree.h b/parser.src/include/DataTree.h
index cc483073253c75d19253949d57266ec016f21cb0..f6ab09463760e3b63e39ecb47836b92125f26647 100644
--- a/parser.src/include/DataTree.h
+++ b/parser.src/include/DataTree.h
@@ -187,7 +187,7 @@ inline std::string DataTree::Key(MToken iToken)
char key[100];
//ostringstream key;
//key << iToken.id1 << " " << iToken.id2 << " " << iToken.type1 << " " << iToken.op_code;
- sprintf(key,"%X %X %d %d", iToken.id1, iToken.id2,
+ sprintf(key,"%X %X %d %d", (int)iToken.id1, (int)iToken.id2,
iToken.type1, iToken.op_code);
//std::cout << key << endl;
return std::string(key);
diff --git a/parser.src/include/DataTreeDef.h b/parser.src/include/DataTreeDef.h
index 4e6021358cc2d80fb9f2517f929a741be564b5e7..4448ed2e4be24b0275d1d14ae763ac765e347d3e 100644
--- a/parser.src/include/DataTreeDef.h
+++ b/parser.src/include/DataTreeDef.h
@@ -6,7 +6,7 @@
using namespace std;
//------------------------------------------------------------------------------
#include "VariableTable.h"
-#include "d_tab.h"
+#include "DynareBison.h"
#include "NumericalConstants.h"
#include "DataTree.h"
//------------------------------------------------------------------------------
diff --git a/parser.src/include/DynareParser.h b/parser.src/include/DynareParser.h
index 449a6180d603326771188322a2ed44e5ef4d753d..6b4b961312d2ac690a96b7b1143ae5127f18826e 100644
--- a/parser.src/include/DynareParser.h
+++ b/parser.src/include/DynareParser.h
@@ -20,10 +20,10 @@
#include "TmpSymbolTable.h"
#include "Objects.h"
#ifndef YLMM_basic_parser
-#include "basic_parser.h"
+#include "ylmm/basic_parser.hh"
#endif
#ifndef YLMM_basic_scanner
-#include "basic_scanner.h"
+#include "ylmm/basic_scanner.hh"
#endif
#ifndef __IOSTREAM__
#include <iostream>
@@ -145,9 +145,11 @@ namespace dynare
/*! Adds a binary token to an expression */
Objects* add_expression_token( Objects* arg1, Objects* arg2, Objects* op);
/*! Adds an unary token to an expression */
- Objects* add_expression_token( Objects* arg1, Objects* op);
+ Objects* add_expression_token( Objects* arg1, Objects* op);
/*! Gets literal expression string */
- Objects* get_expression(Objects* exp);
+ Objects* get_expression(Objects* exp);
+ /* Concatenates two string objects */
+ Objects* cat(Objects* string1, Objects* string2);
/*! Writes parameter intitialisation expression */
void init_param(Objects* lhs, Objects* rhs);
/*! Writes parameter intitialisation expression */
@@ -196,6 +198,7 @@ namespace dynare
void steady(void);
/*! Sets an option to a numerical value */
void option_num(string name_option, Objects* opt);
+ void option_num(string name_option, Objects* opt1, Objects* opt2);
/*! Sets an option to a string value */
void option_str(string name_option, Objects* opt);
/*! Sets an option to a numerical value */
@@ -208,7 +211,9 @@ namespace dynare
void add_tmp_var(Objects* tmp_var);
/*! Gets temp symbol table output */
Objects* get_tmp_var(void);
- /*! Writes a stock_simul command */
+ /*! Writes a rplot() command */
+ void rplot(void);
+ /*! Writes a stock_simul command */
void stoch_simul(void);
/*! Writes a simul command */
void simul(void);
@@ -228,6 +233,23 @@ namespace dynare
void set_trend_init(void);
void set_trend_element(Objects*, Objects*);
void set_unit_root_vars(void);
+ void begin_optim_weights(void);
+ void set_optim_weights(Objects*,Objects*);
+ void set_optim_weights(Objects*,Objects*,Objects*);
+ void set_osr_params(void);
+ void run_osr(void);
+ void set_olr_inst(void);
+ void run_olr(void);
+ void begin_calib_var(void);
+ void set_calib_var(Objects*,Objects*,Objects*);
+ void set_calib_var(Objects*,Objects*,Objects*,Objects*);
+ void set_calib_ac(Objects*,Objects*,Objects*,Objects*);
+ void run_calib(int);
+ void run_dynasave(Objects* arg1,Objects* arg2 = new Objects(""));
+ void run_dynatype(Objects* arg1,Objects* arg2 = new Objects(""));
+ void begin_model_comparison(void);
+ void add_mc_filename(Objects* filename, Objects* prior = new Objects("1"));
+ void run_model_comparison();
/*! Writes token "arg1=arg2" to model tree */
Objects* add_equal(Objects* arg1, Objects* arg2 = new Objects("0.0",ModelTree::Zero, eTempResult));
/*! Writes token "arg1+arg2" to model tree */
diff --git a/parser.src/include/DynareScanner.h b/parser.src/include/DynareScanner.h
index 68bf55b4b583529fcce14f484d59b03269b18492..b6f95f68d785f39222236b7cb5751a87ec233cd3 100644
--- a/parser.src/include/DynareScanner.h
+++ b/parser.src/include/DynareScanner.h
@@ -6,12 +6,13 @@
\date 04/27/2004
\par This file defines the scanner class.
*/
-//------------------------------------------------------------------------------#include <iostream>
+//------------------------------------------------------------------------------
+#include <iostream>
#include <sstream>
#include <string>
#include "DynareBison.h"
#ifndef YLMM_basic_scanner
-#include "basic_scanner.h"
+#include "ylmm/basic_scanner.hh"
#endif
#include "Objects.h"
#include "SymbolTable.h"
diff --git a/parser.src/include/ModelTree.h b/parser.src/include/ModelTree.h
index d5a6184b75d558c0ce563d5ffcdbe932d0f3285a..f530080b7a5d936eedb8e4e8cf4b86eae0382008 100644
--- a/parser.src/include/ModelTree.h
+++ b/parser.src/include/ModelTree.h
@@ -56,6 +56,7 @@ class ModelTree : public DataTree
char lpar, rpar;
/*! Name of parameter variables ("params" for C output, and M_.params for Matlab) */
std::string param_name;
+
private :
/*! Computes argument derivative */
inline NodeID DeriveArgument(NodeID iArg, Type iType, int iVarID);
@@ -74,7 +75,7 @@ class ModelTree : public DataTree
//void RemoveUnref(int iBeginID, int iEndID, int iOrder);
/*! Decrementing reference couter of unreferenced tokens in last derivative */
void DecrementUnref(int iBeginID, int iEndID, int iOrder);
-
+ inline int optimize(NodeID id);
public :
/*! When Jacobian (vs endogenous) is writen this flag is set to true */
bool computeJacobian;
@@ -97,29 +98,17 @@ class ModelTree : public DataTree
/*! Computes derivatives of ModelTree */
void derive(int iOrder);
/*!
- Writes M output file for static model :
- - equations
- - 1st order derivatives with respect to endogenous variables (without lags)
- */
- std::string setStaticModelM(void);
- /*!
- Writes M output file for dynamic stochastic model :
- - equations
- - 1st order and 2nd order derivatives with respect to endogenous, exogenous, exogenous_det (in specific order)
- */
- std::string setDynamicModelM(void);
- /*!
- Writes C output file for static model :
+ Writes output file for static model :
- equations
- 1st order derivatives with respect to endogenous variables (without lags)
*/
- std::string setStaticModelC(void);
+ std::string setStaticModel(void);
/*!
- Writes C output file for dynamic stochastic model :
+ Writes output file for dynamic stochastic model :
- equations
- 1st order and 2nd order derivatives with respect to endogenous, exogenous, exogenous_det (in specific order)
*/
- std::string setDynamicModelC(void);
+ std::string setDynamicModel(void);
/*! Writes initialization of various Matlab variables */
void ModelInitialization(void);
/*! Returns string output for main file */
diff --git a/parser.src/include/ModelTypes.h b/parser.src/include/ModelTypes.h
index 4b29e32e71fa11a3e2f5aa6810e434004dd29054..00292cb8862d24e06272f2ce26028eae6cd090b1 100644
--- a/parser.src/include/ModelTypes.h
+++ b/parser.src/include/ModelTypes.h
@@ -140,6 +140,11 @@ struct MetaToken : public MToken
/*! Operator name */
std::string op_name;
/*! Cast MetaToken -> MToken */
+ // set to one when left node has been treated
+ int left_done;
+ // set to one when right node has been treated
+ int right_done;
+
inline operator MToken() const
{
MToken lToken(id1,type1,id2, op_code);
@@ -163,6 +168,8 @@ struct MetaToken : public MToken
exp[1] = exp[1];
idx = t1.idx;
tmp_status = t1.tmp_status;
+ left_done = t1.left_done;
+ right_done = t1.right_done;
//cout << "Creation by equality\n";
return *this;
}
@@ -173,6 +180,8 @@ struct MetaToken : public MToken
cost = 0;
followed1 = followed2 = false;
tmp_status = 0;
+ left_done = 0;
+ right_done = 0;
}
/* Copy constructor */
inline MetaToken(const MetaToken& mt)
@@ -189,7 +198,8 @@ struct MetaToken : public MToken
exp[1] = mt.exp[1];
idx = mt.idx;
tmp_status = mt.tmp_status;
-
+ left_done = mt.left_done;
+ right_done = mt.right_done;
}
/* Destructor */
~MetaToken()
diff --git a/parser.src/include/Objects.h b/parser.src/include/Objects.h
index 78fecd5079789dc8e9fac3adead5e2adf447162e..fcdb78395389b626a9e0041ea2b14d2595e527f8 100644
--- a/parser.src/include/Objects.h
+++ b/parser.src/include/Objects.h
@@ -39,14 +39,16 @@ namespace dynare
/*! Constrcutor of object with known symbol name */
Objects(string name)
{
- symbol = name;
+ opcode = NAME;
+ symbol = name;
}
/*! Constrcutor of object with known symbol name */
Objects(const char* name, NodeID id = NULL, Type t = eUNDEF)
{
- symbol = name;
- type = t;
- ID = id;
+ opcode = NAME;
+ symbol = name;
+ type = t;
+ ID = id;
}
/*! Constrcutor of object with known symbol name, ID and type */
Objects(string name,NodeID id, Type t)
diff --git a/parser.src/include/OperatorTable.h b/parser.src/include/OperatorTable.h
index cec649a690ca620338707890beaa510098742e62..f04da7ce223b2fe068da640f49ecbf0c20b1f2f9 100644
--- a/parser.src/include/OperatorTable.h
+++ b/parser.src/include/OperatorTable.h
@@ -11,7 +11,7 @@
#include <string>
#include <vector>
//------------------------------------------------------------------------------
-#include "d_tab.h"
+#include "DynareBison.h"
//------------------------------------------------------------------------------
/*!
\class OperatorTable
diff --git a/parser.src/include/SymbolTable.h b/parser.src/include/SymbolTable.h
index 61e1253727dc048e432fea1e7f80462605623ec1..a1e8334667dabbfaff5c40cc324a7995f8a0dfb3 100644
--- a/parser.src/include/SymbolTable.h
+++ b/parser.src/include/SymbolTable.h
@@ -99,14 +99,14 @@ inline bool SymbolTable::Exist(std::string name)
//------------------------------------------------------------------------------
inline std::string SymbolTable::getNameByID(Type type,int id)
{
- if (id >= 0 && name_table[type].size() > id)
+ if (id >= 0 && (int)name_table[type].size() > id)
return(name_table[type][id]);
else return "";
}
//------------------------------------------------------------------------------
inline std::string SymbolTable::getTexNameByID(Type type,int id)
{
- if (id >= 0 && tex_name_table[type].size() > id)
+ if (id >= 0 && (int)tex_name_table[type].size() > id)
return(tex_name_table[type][id]);
else return "";
}