diff --git a/ComputingTasks.cc b/ComputingTasks.cc
index 8f549dbf520fed77b615605af9ecb41964c55363..fcbda92303042618d8150f1a086b02e1c5f689f6 100644
--- a/ComputingTasks.cc
+++ b/ComputingTasks.cc
@@ -1612,6 +1612,9 @@ MarkovSwitchingStatement::checkPass(ModFileStructure &mod_file_struct, WarningCo
}
}
}
+
+ if (options_list.symbol_list_options.find("ms.parameters") != options_list.symbol_list_options.end())
+ mod_file_struct.ms_dsge_present = true;
}
void
diff --git a/DynamicModel.cc b/DynamicModel.cc
index 87239eeafd9131fdb9d16bf0d17f35012d9acc2d..c0363d3ca16c9b44faa03e154120c36379bc42a1 100644
--- a/DynamicModel.cc
+++ b/DynamicModel.cc
@@ -2956,6 +2956,148 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
}
+void
+DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_decomposition, bool byte_code, bool use_dll, int order, bool estimation_present) const
+{
+ /* 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.
+ */
+
+ vector<int> state_var, state_equ;
+ output << endl
+ << "int lead_lag_incidence["
+ << max_lag+max_lead+1 <<"]["
+ << symbol_table.endo_nbr() << "];" << endl;
+ // Loop on endogenous variables
+ int nstatic = 0,
+ nfwrd = 0,
+ npred = 0,
+ nboth = 0;
+ for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
+ {
+ int sstatic = 1,
+ sfwrd = 0,
+ spred = 0,
+ sboth = 0;
+ // Loop on periods
+ for (int lag = -max_endo_lag; lag <= max_endo_lead; lag++)
+ {
+ // Print variableID if exists with current period, otherwise print 0
+ try
+ {
+ int varID = getDerivID(symbol_table.getID(eEndogenous, endoID), lag);
+ output << "lead_lag_incidence[" << lag + max_endo_lag << "][" << endoID << "] = "
+ << getDynJacobianCol(varID) << ";" << endl;
+ if (lag == -1)
+ {
+ sstatic = 0;
+ spred = 1;
+ }
+ else if (lag == 1)
+ {
+ if (spred == 1)
+ {
+ sboth = 1;
+ spred = 0;
+ }
+ else
+ {
+ sstatic = 0;
+ sfwrd = 1;
+ }
+ }
+ }
+ catch (UnknownDerivIDException &e)
+ {
+ output << "lead_lag_incidence[" << lag + max_endo_lag << "][" << endoID << "] = 0;" << endl;
+ }
+ }
+ nstatic += sstatic;
+ nfwrd += sfwrd;
+ npred += spred;
+ nboth += sboth;
+ }
+ output << "int nstatic = " << nstatic << ";" << endl
+ << "int nfwrd = " << nfwrd << ";" << endl
+ << "int npred = " << npred << ";" << endl
+ << "int nboth = " << nboth << ";" << endl;
+ for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
+ {
+ // Loop on periods
+ for (int lag = -max_endo_lag; lag < 0; lag++)
+ {
+ // Print variableID if exists with current period, otherwise print 0
+ try
+ {
+ getDerivID(symbol_table.getID(eEndogenous, variable_reordered[endoID]), lag);
+ if (lag < 0 && find(state_var.begin(), state_var.end(), variable_reordered[endoID]+1) == state_var.end())
+ state_var.push_back(variable_reordered[endoID]);
+ }
+ catch (UnknownDerivIDException &e)
+ {
+ }
+ }
+ }
+
+ // Writing initialization for some other variables
+ output << endl
+ << "int state_var[" << state_var.size() << "] = {";
+ for (size_t i = 0; i < state_var.size(); i++)
+ if (i+1 == state_var.size())
+ output << state_var[i];
+ else
+ output << state_var[i] << ", ";
+ output << "};" << endl;
+
+ output << endl
+ << "int maximum_lag = " << max_lag << ";" << endl
+ << "int maximum_lead = " << max_lead << ";" << endl;
+
+ if (symbol_table.endo_nbr())
+ output << endl
+ << "int maximum_endo_lag = " << max_endo_lag << ";" << endl
+ << "int maximum_endo_lead = " << max_endo_lead << ";" << endl
+ << "double steady_state[" << symbol_table.endo_nbr() << "];" << endl;
+
+ if (symbol_table.exo_nbr())
+ output << endl
+ << "int maximum_exo_lag = " << max_exo_lag << ";" << endl
+ << "int maximum_exo_lead = " << max_exo_lead << ";" << endl
+ << "double exo_steady_state[" << symbol_table.exo_nbr() << "];" << endl;
+
+ if (symbol_table.exo_det_nbr())
+ output << endl
+ << "int maximum_exo_det_lag = " << max_exo_det_lag << ";" << endl
+ << "int maximum_exo_det_lead = " << max_exo_det_lead << ";" << endl
+ << "double exo_det_steady_state[" << symbol_table.exo_det_nbr() << "];" << endl;
+
+ if (symbol_table.param_nbr())
+ output << endl
+ << "double params[" << symbol_table.param_nbr() << "];" << endl;
+
+ // Write number of non-zero derivatives
+ // Use -1 if the derivatives have not been computed
+ output << endl
+ << "int NNZDerivatives[3];" << endl
+ << "NNZDerivatives[0] = " << NNZDerivatives[0] << ";" << endl;
+ if (order > 1)
+ {
+ output << "NNZDerivatives[1] = " << NNZDerivatives[1] << ";" << endl;
+ if (order > 2)
+ output << "NNZDerivatives[2] = " << NNZDerivatives[2] << ";" << endl;
+ else
+ output << "NNZDerivatives[2] = -1;" << endl;
+ }
+ else
+ output << "NNZDerivatives[1] = -1;" << endl
+ << "NNZDerivatives[2] = -1;" << endl;
+}
+
map<pair<int, pair<int, int > >, expr_t>
DynamicModel::collect_first_order_derivatives_endogenous()
{
diff --git a/DynamicModel.hh b/DynamicModel.hh
index 07716efe34a998eec3c8238fb656cd74aac6aace..e23816a0842129e5afcc2312980378f942907d0c 100644
--- a/DynamicModel.hh
+++ b/DynamicModel.hh
@@ -213,6 +213,8 @@ public:
const eval_context_t &eval_context, bool no_tmp_terms, bool block, bool use_dll, bool bytecode);
//! Writes model initialization and lead/lag incidence matrix to output
void writeOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
+ //! Writes model initialization and lead/lag incidence matrix to C output
+ void writeCOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
//! Adds informations for simulation in a binary file
void Write_Inf_To_Bin_File_Block(const string &dynamic_basename, const string &bin_basename,
diff --git a/DynareMain2.cc b/DynareMain2.cc
index 66ade0c849b7db39e0dec14d0cb253235009f6e5..c1704989588b883cb468579921b60ff527ef3dba 100644
--- a/DynareMain2.cc
+++ b/DynareMain2.cc
@@ -56,7 +56,10 @@ main2(stringstream &in, string &basename, bool debug, bool clear_all, bool no_tm
mod_file->computingPass(no_tmp_terms);
// Write outputs
- mod_file->writeOutputFiles(basename, clear_all, no_log, no_warn, console, nograph, nointeractive, config_file
+ if (mod_file->c_driver)
+ mod_file->writeCOutputFiles(basename);
+ else
+ mod_file->writeOutputFiles(basename, clear_all, no_log, no_warn, console, nograph, nointeractive, config_file
#if defined(_WIN32) || defined(__CYGWIN32__)
, cygwin, msvc
#endif
@@ -64,6 +67,7 @@ main2(stringstream &in, string &basename, bool debug, bool clear_all, bool no_tm
delete mod_file;
- cout << "Preprocessing completed." << endl
- << "Starting MATLAB/Octave computing." << endl;
+ cout << "Preprocessing completed." << endl;
+ if (!mod_file->use_dll)
+ cout << "Starting MATLAB/Octave computing." << endl;
}
diff --git a/ModFile.cc b/ModFile.cc
index 2c44e3f2434c96d53e74db85772b701f7b4ad7ee..7571da2ddbc91f4b6d335a115add66865d407559 100644
--- a/ModFile.cc
+++ b/ModFile.cc
@@ -40,7 +40,7 @@ ModFile::ModFile(WarningConsolidation &warnings_arg)
linear(false), block(false), byte_code(false), use_dll(false), no_static(false),
differentiate_forward_vars(false),
nonstationary_variables(false), ramsey_policy_orig_eqn_nbr(0),
- warnings(warnings_arg)
+ warnings(warnings_arg), c_driver(false)
{
}
@@ -444,6 +444,9 @@ ModFile::transformPass(bool nostrict)
<< "greater than or equal to the number of observed variables." << endl;
exit(EXIT_FAILURE);
}
+
+ if (mod_file_struct.ms_dsge_present)
+ c_driver = true;
}
void
@@ -797,3 +800,62 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool no_log, b
cout << "done" << endl;
}
+
+void
+ModFile::writeCOutputFiles(const string &basename) const
+{
+ // Erase possible remnants of previous runs
+ string dynfile = basename + "_dynamic.m";
+ unlink(dynfile.c_str());
+
+ dynfile = basename + "_dynamic.c";
+ unlink(dynfile.c_str());
+
+ dynfile = basename + "_dynamic_mex.c";
+ unlink(dynfile.c_str());
+
+ string statfile = basename + "_static.m";
+ unlink(statfile.c_str());
+
+ statfile = basename + "_static.c";
+ unlink(statfile.c_str());
+
+ statfile = basename + "_static_mex.c";
+ unlink(statfile.c_str());
+
+ string filename = "cdriver.cc";
+ unlink(filename.c_str());
+
+ ofstream mDriverCFile;
+ mDriverCFile.open(filename.c_str(), ios::out | ios::binary);
+ if (!mDriverCFile.is_open())
+ {
+ cerr << "Error: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ mDriverCFile << "/*" << endl
+ << " * " << filename << " : Driver file for MS-DSGE code" << endl
+ << " *" << endl
+ << " * Warning : this file is generated automatically by Dynare" << endl
+ << " * from model file (.mod)" << endl
+ << endl
+ << " */" << endl
+ << endl
+ << "#include \"ms_dsge_c_driver.hh\"" << endl
+ << endl
+ << "int main()" << endl
+ << "{" << endl;
+
+ // Write basic info
+ symbol_table.writeCOutput(mDriverCFile);
+
+ dynamic_model.writeCOutput(mDriverCFile, basename, false, false, true, mod_file_struct.order_option, mod_file_struct.estimation_present);
+
+ mDriverCFile << "}" << endl;
+ mDriverCFile.close();
+
+ dynamic_model.writeDynamicFile(basename, false, false, true, mod_file_struct.order_option);
+ if (!no_static)
+ static_model.writeStaticFile(basename, false, false, true);
+}
diff --git a/ModFile.hh b/ModFile.hh
index cdbca4453afbbb15e55423e1143374885c5d102c..1f8aa0c9afb809cbdf54804910e1c1b1bac58963 100644
--- a/ModFile.hh
+++ b/ModFile.hh
@@ -98,6 +98,9 @@ public:
/*! (i.e. option parallel_local_files of model block) */
vector<string> parallel_local_files;
+ //! Output C driver file as opposed to Matlab/Octave driver file
+ bool c_driver;
+
private:
//! List of statements
vector<Statement *> statements;
@@ -137,6 +140,8 @@ public:
, bool cygwin, bool msvc
#endif
) const;
+ //! Writes C output files only => No further Matlab processing
+ void writeCOutputFiles(const string &basename) const;
};
#endif // ! MOD_FILE_HH
diff --git a/Statement.hh b/Statement.hh
index 7cd7b92141c156672a33f41084e75882990744e0..40e37818dc17b05a9efe586b39c851e78423fd0a 100644
--- a/Statement.hh
+++ b/Statement.hh
@@ -105,6 +105,20 @@ public:
set<int> parameters_within_shocks_values;
//! Set of estimated parameters (stored as symbol ids)
set<int> estimated_parameters;
+ //! Whether there is a prior statement present
+ bool prior_statement_present;
+ //! Whether there is a std prior statement present
+ bool std_prior_statement_present;
+ //! Whether there is a corr prior statement present
+ bool corr_prior_statement_present;
+ //! Whether there is a options statement present
+ bool options_statement_present;
+ //! Whether there is a std options statement present
+ bool std_options_statement_present;
+ //! Whether there is a corr options statement present
+ bool corr_options_statement_present;
+ //! Whether a Markov Switching DSGE is present
+ bool ms_dsge_present;
};
class Statement
diff --git a/SymbolList.hh b/SymbolList.hh
index 45c7023fdf47fc8bfc8641990cf43a2bc570a4db..82f0b79401ced40b14b26ea0fe2a240fc784567a 100644
--- a/SymbolList.hh
+++ b/SymbolList.hh
@@ -43,6 +43,8 @@ public:
void clear();
//! Get a copy of the string vector
vector<string> get_symbols() const { return symbols; };
+ //! Is Empty
+ int empty() const { return symbols.empty(); };
};
#endif
diff --git a/SymbolTable.cc b/SymbolTable.cc
index 1c8652e590eae3561f89e97dfd3a3527fb01290d..9f670e7f6e996e7a806cae729aca32d4be06e9fc 100644
--- a/SymbolTable.cc
+++ b/SymbolTable.cc
@@ -286,6 +286,78 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
}
}
+void
+SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
+{
+ if (!frozen)
+ throw NotYetFrozenException();
+
+ output << endl
+ << "map <string, int > exo_names, exo_det_names, endo_names, param_names;" << endl;
+
+ output << endl
+ << "int exo_nbr = " << exo_nbr() << ";" << endl;
+ if (exo_nbr() > 0)
+ for (int id = 0; id < exo_nbr(); id++)
+ output << "exo_names[\"" << getName(exo_ids[id]) << "\"] = " << id << ";" << endl;
+
+ output << endl
+ << "int exo_det_nbr = " << exo_det_nbr() << ";" << endl;
+ if (exo_det_nbr() > 0)
+ for (int id = 0; id < exo_det_nbr(); id++)
+ output << "exo_det_names[\"" << getName(exo_det_ids[id]) << "\"] = " << id << " ;" << endl;
+
+ output << endl
+ << "int endo_nbr = " << endo_nbr() << ";" << endl
+ << "int orig_endo_nbr = " << orig_endo_nbr() << ";" << endl;
+ if (endo_nbr() > 0)
+ for (int id = 0; id < endo_nbr(); id++)
+ output << "endo_names[\"" << getName(endo_ids[id]) << "\"] = " << id << ";" << endl;
+
+ output << endl
+ << "int param_nbr = " << param_nbr() << ";" << endl;
+ if (param_nbr() > 0)
+ for (int id = 0; id < param_nbr(); id++)
+ output << "param_names[\"" << getName(param_ids[id]) << "\"] = " << id << ";" << endl;
+
+ // Write the auxiliary variable table
+ output << endl
+ << "vector <aux_vars_t> aux_vars;" << endl;
+ if (aux_vars.size() > 0)
+ for (int i = 0; i < (int) aux_vars.size(); i++)
+ {
+ output << "aux_vars_t av" << i << ";" << endl;
+ output << "av" << i << ".endo_index = " << getTypeSpecificID(aux_vars[i].get_symb_id()) << ";" << endl
+ << "av" << i << ".type = " << aux_vars[i].get_type() << ";" << endl;
+ switch (aux_vars[i].get_type())
+ {
+ case avEndoLead:
+ case avExoLead:
+ case avExpectation:
+ case avMultiplier:
+ break;
+ case avEndoLag:
+ case avExoLag:
+ output << "av" << i << ".orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) << ";" << endl
+ << "av" << i << ".orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
+ break;
+ }
+ output << "aux_vars.push_back(" << "av" << i << ");" << endl;
+ }
+
+ output << endl
+ << "vector <int> predetermined_variables, varobs;" << endl;
+ if (predeterminedNbr() > 0)
+ for (set<int>::const_iterator it = predetermined_variables.begin();
+ it != predetermined_variables.end(); it++)
+ output << "predetermined_variables.push_back(" << getTypeSpecificID(*it) << ");" << endl;
+
+ if (observedVariablesNbr() > 0)
+ for (vector<int>::const_iterator it = varobs.begin();
+ it != varobs.end(); it++)
+ output << "varobs.push_back(" << getTypeSpecificID(*it) << ");" << endl;
+}
+
int
SymbolTable::addLeadAuxiliaryVarInternal(bool endo, int index) throw (FrozenException)
{
diff --git a/SymbolTable.hh b/SymbolTable.hh
index 49c208553d1b608f5ab48056e72a45af5d01cbe3..c87160145ac0e4efd3b2640afdcf7e4129987c86 100644
--- a/SymbolTable.hh
+++ b/SymbolTable.hh
@@ -276,6 +276,8 @@ public:
inline int orig_endo_nbr() const throw (NotYetFrozenException);
//! Write output of this class
void writeOutput(ostream &output) const throw (NotYetFrozenException);
+ //! Write C output of this class
+ void writeCOutput(ostream &output) const throw (NotYetFrozenException);
//! Mark a symbol as predetermined variable
void markPredetermined(int symb_id) throw (UnknownSymbolIDException, FrozenException);
//! Test if a given symbol is a predetermined variable