diff --git a/ComputingTasks.cc b/ComputingTasks.cc
index 8240e9fc4366352fe50e8aacc360397bdf4b2dd6..bc9aa02a16e17a1785c87e198f5541d76c9fae1d 100644
--- a/ComputingTasks.cc
+++ b/ComputingTasks.cc
@@ -470,7 +470,7 @@ RamseyConstraintsStatement::writeOutput(ostream &output, const string &basename,
break;
default:
cerr << "Ramsey constraints: this shouldn't happen." << endl;
- exit(1);
+ exit(EXIT_FAILURE);
}
output << "', '";
it->expression->writeOutput(output);
@@ -1094,9 +1094,7 @@ EstimatedParamsStatement::writeOutput(ostream &output, const string &basename, b
<< "estim_params_.corrn = [];" << endl
<< "estim_params_.param_vals = [];" << endl;
- vector<EstimationParams>::const_iterator it;
-
- for (it = estim_params_list.begin(); it != estim_params_list.end(); it++)
+ for (vector<EstimationParams>::const_iterator it = estim_params_list.begin(); it != estim_params_list.end(); it++)
{
int symb_id = symbol_table.getTypeSpecificID(it->name) + 1;
SymbolType symb_type = symbol_table.getType(it->name);
@@ -1214,9 +1212,7 @@ EstimatedParamsInitStatement::writeOutput(ostream &output, const string &basenam
if (use_calibration)
output << "options_.use_calibration_initialization = 1;" << endl;
- vector<EstimationParams>::const_iterator it;
-
- for (it = estim_params_list.begin(); it != estim_params_list.end(); it++)
+ for (vector<EstimationParams>::const_iterator it = estim_params_list.begin(); it != estim_params_list.end(); it++)
{
int symb_id = symbol_table.getTypeSpecificID(it->name) + 1;
SymbolType symb_type = symbol_table.getType(it->name);
@@ -1313,9 +1309,7 @@ EstimatedParamsBoundsStatement::EstimatedParamsBoundsStatement(const vector<Esti
void
EstimatedParamsBoundsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
- vector<EstimationParams>::const_iterator it;
-
- for (it = estim_params_list.begin(); it != estim_params_list.end(); it++)
+ for (vector<EstimationParams>::const_iterator it = estim_params_list.begin(); it != estim_params_list.end(); it++)
{
int symb_id = symbol_table.getTypeSpecificID(it->name) + 1;
SymbolType symb_type = symbol_table.getType(it->name);
@@ -1436,10 +1430,7 @@ void
ObservationTrendsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "options_.trend_coeff = {};" << endl;
-
- trend_elements_t::const_iterator it;
-
- for (it = trend_elements.begin(); it != trend_elements.end(); it++)
+ for (trend_elements_t::const_iterator it = trend_elements.begin(); it != trend_elements.end(); it++)
{
SymbolType type = symbol_table.getType(it->first);
if (type == eEndogenous)
@@ -1450,7 +1441,7 @@ ObservationTrendsStatement::writeOutput(ostream &output, const string &basename,
output << "';" << endl;
}
else
- cout << "Error : Non-variable symbol used in TREND_COEFF: " << it->first << endl;
+ cerr << "Warning : Non-variable symbol used in observation_trends: " << it->first << endl;
}
}
diff --git a/DynamicModel.cc b/DynamicModel.cc
index a665a57797aded3e15459529b20485c38e814fc8..213ead141a61a2f4da2343fff0d39e0f23bcd858 100644
--- a/DynamicModel.cc
+++ b/DynamicModel.cc
@@ -800,7 +800,7 @@ DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basen
code_file.open(main_name.c_str(), ios::out | ios::binary | ios::ate);
if (!code_file.is_open())
{
- cout << "Error : Can't open file \"" << main_name << "\" for writing\n";
+ cerr << "Error : Can't open file \"" << main_name << "\" for writing" << endl;
exit(EXIT_FAILURE);
}
@@ -1076,7 +1076,7 @@ DynamicModel::writeModelEquationsCode_Block(string &file_name, const string &bin
code_file.open(main_name.c_str(), ios::out | ios::binary | ios::ate);
if (!code_file.is_open())
{
- cout << "Error : Can't open file \"" << main_name << "\" for writing\n";
+ cerr << "Error : Can't open file \"" << main_name << "\" for writing" << endl;
exit(EXIT_FAILURE);
}
//Temporary variables declaration
@@ -1768,7 +1768,7 @@ DynamicModel::Write_Inf_To_Bin_File_Block(const string &dynamic_basename, const
SaveCode.open((bin_basename + "_dynamic.bin").c_str(), ios::out | ios::binary);
if (!SaveCode.is_open())
{
- cout << "Error : Can't open file \"" << bin_basename << "_dynamic.bin\" for writing\n";
+ cerr << "Error : Can't open file \"" << bin_basename << "_dynamic.bin\" for writing" << endl;
exit(EXIT_FAILURE);
}
u_count_int = 0;
@@ -3252,8 +3252,8 @@ DynamicModel::computingPass(bool jacobianExo, bool hessian, bool thirdDerivative
if (!no_tmp_terms)
computeTemporaryTermsOrdered();
int k = 0;
- equation_block = vector<int>(equation_number());
- variable_block_lead_lag = vector< pair< int, pair< int, int> > >(equation_number());
+ equation_block = vector<int>(equations.size());
+ variable_block_lead_lag = vector< pair< int, pair< int, int> > >(equations.size());
for (unsigned int i = 0; i < getNbBlocks(); i++)
{
for (unsigned int j = 0; j < getBlockSize(i); j++)
@@ -4210,10 +4210,10 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
<< "% from model file (.mod)" << endl << endl
<< model_local_vars_output.str()
<< model_output.str()
- << "rp = zeros(" << equation_number() << ", "
+ << "rp = zeros(" << equations.size() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< jacobian_output.str()
- << "gp = zeros(" << equation_number() << ", " << dynJacobianColsNbr << ", " << symbol_table.param_nbr() << ");" << endl
+ << "gp = zeros(" << equations.size() << ", " << dynJacobianColsNbr << ", " << symbol_table.param_nbr() << ");" << endl
<< hessian_output.str()
<< "if nargout >= 3" << endl
<< "rpp = zeros(" << residuals_params_second_derivatives.size() << ",4);" << endl
@@ -4238,10 +4238,10 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
<< "ss_param_deriv, ss_param_2nd_deriv)" << endl
<< model_local_vars_output.str()
<< model_output.str()
- << "rp = zeros(" << equation_number() << ", "
+ << "rp = zeros(" << equations.size() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< jacobian_output.str()
- << "gp = zeros(" << equation_number() << ", " << dynJacobianColsNbr << ", " << symbol_table.param_nbr() << ");" << endl
+ << "gp = zeros(" << equations.size() << ", " << dynJacobianColsNbr << ", " << symbol_table.param_nbr() << ");" << endl
<< hessian_output.str()
<< "rpp = zeros(" << residuals_params_second_derivatives.size() << ",4);" << endl
<< hessian1_output.str()
@@ -5012,7 +5012,7 @@ DynamicModel::writeFirstDerivativesC_csr(const string &basename, bool cuda) cons
break;
default:
std::cerr << "This case shouldn't happen" << std::endl;
- exit(1);
+ exit(EXIT_FAILURE);
}
derivative deriv(col_id + eq*cols_nbr,col_id,eq,it->second);
D.push_back(deriv);
diff --git a/DynareBison.yy b/DynareBison.yy
index bbae987588f58f9a9ac773ba412da6e667afc985..7f6d28834cf00bdd53b0441e342ba073a6e0d147 100644
--- a/DynareBison.yy
+++ b/DynareBison.yy
@@ -113,6 +113,7 @@ class ParsingDriver;
%token CPF_WEIGHTS AMISANOTRISTANI MURRAYJONESPARSLOW
%token FILTER_ALGORITHM PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION
%token <string_val> NAME
+%token USE_PENALIZED_OBJECTIVE_FOR_HESSIAN
%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS NO_HOMOTOPY
%token NOGRAPH POSTERIOR_NOGRAPH POSTERIOR_GRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE
@@ -1825,6 +1826,7 @@ estimation_options : o_datafile
| o_posterior_sampling_method
| o_posterior_sampler_options
| o_keep_kalman_algo_if_singularity_is_detected
+ | o_use_penalized_objective_for_hessian
;
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
@@ -3232,6 +3234,7 @@ o_mcmc_jumping_covariance : MCMC_JUMPING_COVARIANCE EQUAL HESSIAN
| MCMC_JUMPING_COVARIANCE EQUAL filename
{ driver.option_str("MCMC_jumping_covariance", $3); }
;
+o_use_penalized_objective_for_hessian : USE_PENALIZED_OBJECTIVE_FOR_HESSIAN { driver.option_num("hessian.use_penalized_objective","true"); };
o_irf_plot_threshold : IRF_PLOT_THRESHOLD EQUAL non_negative_number { driver.option_num("impulse_responses.plot_threshold", $3); };
o_dr_display_tol : DR_DISPLAY_TOL EQUAL non_negative_number { driver.option_num("dr_display_tol", $3); };
o_consider_all_endogenous : CONSIDER_ALL_ENDOGENOUS { driver.option_str("endo_vars_for_moment_computations_in_estimation", "all_endogenous_variables"); };
diff --git a/DynareFlex.ll b/DynareFlex.ll
index 8d00b28740b69aba1715e4b1c743f045b41dab6c..e1e0aa4c5c30ff65bbf1fd7ed6c8bd7517fdcf7f 100644
--- a/DynareFlex.ll
+++ b/DynareFlex.ll
@@ -400,6 +400,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT>distribution_approximation {return token::DISTRIBUTION_APPROXIMATION;}
<DYNARE_STATEMENT>proposal_distribution {return token::PROPOSAL_DISTRIBUTION;}
<DYNARE_STATEMENT>no_posterior_kernel_density {return token::NO_POSTERIOR_KERNEL_DENSITY;}
+<DYNARE_STATEMENT>use_penalized_objective_for_hessian {return token::USE_PENALIZED_OBJECTIVE_FOR_HESSIAN;}
<DYNARE_STATEMENT>alpha {
yylval->string_val = new string(yytext);
diff --git a/ModelTree.cc b/ModelTree.cc
index 02b4c93d89e7d9d11cbadb49f34155ccdfc2b282..d1a270208f347d9365b02716aaecdfda7cbaada7 100644
--- a/ModelTree.cc
+++ b/ModelTree.cc
@@ -36,7 +36,7 @@ using namespace MFS;
bool
ModelTree::computeNormalization(const jacob_map_t &contemporaneous_jacobian, bool verbose)
{
- const int n = equation_number();
+ const int n = equations.size();
assert(n == symbol_table.endo_nbr());
@@ -96,7 +96,7 @@ ModelTree::computeNormalization(const jacob_map_t &contemporaneous_jacobian, boo
#endif
// Create the resulting map, by copying the n first elements of mate_map, and substracting n to them
- endo2eq.resize(equation_number());
+ endo2eq.resize(equations.size());
transform(mate_map.begin(), mate_map.begin() + n, endo2eq.begin(), bind2nd(minus<int>(), n));
#ifdef DEBUG
@@ -143,7 +143,7 @@ ModelTree::computeNonSingularNormalization(jacob_map_t &contemporaneous_jacobian
cout << "Normalizing the model..." << endl;
- int n = equation_number();
+ int n = equations.size();
// compute the maximum value of each row of the contemporaneous Jacobian matrix
//jacob_map normalized_contemporaneous_jacobian;
@@ -329,7 +329,7 @@ ModelTree::writeRevXrefs(ostream &output, const map<int, set<int> > &xrefmap, co
void
ModelTree::computeNormalizedEquations(multimap<int, int> &endo2eqs) const
{
- for (int i = 0; i < equation_number(); i++)
+ for (int i = 0; i < equations.size(); i++)
{
VariableNode *lhs = dynamic_cast<VariableNode *>(equations[i]->get_arg1());
if (lhs == NULL)
@@ -417,11 +417,11 @@ ModelTree::evaluateAndReduceJacobian(const eval_context_t &eval_context, jacob_m
void
ModelTree::computePrologueAndEpilogue(const jacob_map_t &static_jacobian_arg, vector<int> &equation_reordered, vector<int> &variable_reordered)
{
- vector<int> eq2endo(equation_number(), 0);
- equation_reordered.resize(equation_number());
- variable_reordered.resize(equation_number());
+ vector<int> eq2endo(equations.size(), 0);
+ equation_reordered.resize(equations.size());
+ variable_reordered.resize(equations.size());
bool *IM;
- int n = equation_number();
+ int n = equations.size();
IM = (bool *) calloc(n*n, sizeof(bool));
int i = 0;
for (vector<int>::const_iterator it = endo2eq.begin(); it != endo2eq.end(); it++, i++)
@@ -1696,7 +1696,7 @@ ModelTree::Write_Inf_To_Bin_File(const string &basename,
SaveCode.open(bin_basename.c_str(), ios::out | ios::binary);
if (!SaveCode.is_open())
{
- cout << "Error : Can't open file \"" << bin_basename << "\" for writing\n";
+ cerr << "Error : Can't open file \"" << bin_basename << "\" for writing" << endl;
exit(EXIT_FAILURE);
}
u_count_int = 0;
@@ -1799,7 +1799,7 @@ ModelTree::addEquation(expr_t eq, int lineno)
void
ModelTree::addEquation(expr_t eq, int lineno, vector<pair<string, string> > &eq_tags)
{
- int n = equation_number();
+ int n = equations.size();
for (size_t i = 0; i < eq_tags.size(); i++)
equation_tags.push_back(make_pair(n, eq_tags[i]));
addEquation(eq, lineno);
@@ -1843,7 +1843,7 @@ ModelTree::addNonstationaryVariables(vector<int> nonstationary_vars, bool log_de
void
ModelTree::initializeVariablesAndEquations()
{
- for (int j = 0; j < equation_number(); j++)
+ for (int j = 0; j < equations.size(); j++)
{
equation_reordered.push_back(j);
variable_reordered.push_back(j);
diff --git a/StaticModel.cc b/StaticModel.cc
index e38231675477d806648a3e0ccef9b2e528e958c3..35c9f516eef9e42ef356b6b9e24bcc446ccd7899 100644
--- a/StaticModel.cc
+++ b/StaticModel.cc
@@ -412,7 +412,7 @@ StaticModel::writeModelEquationsCode(const string file_name, const string bin_ba
code_file.open(main_name.c_str(), ios::out | ios::binary | ios::ate);
if (!code_file.is_open())
{
- cout << "Error : Can't open file \"" << main_name << "\" for writing\n";
+ cerr << "Error : Can't open file \"" << main_name << "\" for writing" << endl;
exit(EXIT_FAILURE);
}
int count_u;
@@ -596,7 +596,7 @@ StaticModel::writeModelEquationsCode_Block(const string file_name, const string
code_file.open(main_name.c_str(), ios::out | ios::binary | ios::ate);
if (!code_file.is_open())
{
- cout << "Error : Can't open file \"" << main_name << "\" for writing\n";
+ cerr << "Error : Can't open file \"" << main_name << "\" for writing" << endl;
exit(EXIT_FAILURE);
}
//Temporary variables declaration
@@ -990,7 +990,7 @@ StaticModel::Write_Inf_To_Bin_File_Block(const string &static_basename, const st
SaveCode.open((bin_basename + "_static.bin").c_str(), ios::out | ios::binary);
if (!SaveCode.is_open())
{
- cout << "Error : Can't open file \"" << bin_basename << "_static.bin\" for writing\n";
+ cerr << "Error : Can't open file \"" << bin_basename << "_static.bin\" for writing" << endl;
exit(EXIT_FAILURE);
}
u_count_int = 0;
@@ -2368,10 +2368,10 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
<< "% from model file (.mod)" << endl << endl
<< model_local_vars_output.str()
<< model_output.str()
- << "rp = zeros(" << equation_number() << ", "
+ << "rp = zeros(" << equations.size() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< jacobian_output.str()
- << "gp = zeros(" << equation_number() << ", " << symbol_table.endo_nbr() << ", "
+ << "gp = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< hessian_output.str()
<< "if nargout >= 3" << endl
@@ -2396,10 +2396,10 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
<< "function params_derivs(y, x, params)" << endl
<< model_local_vars_output.str()
<< model_output.str()
- << "rp = zeros(" << equation_number() << ", "
+ << "rp = zeros(" << equations.size() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< jacobian_output.str()
- << "gp = zeros(" << equation_number() << ", " << symbol_table.endo_nbr() << ", "
+ << "gp = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< hessian_output.str()
<< "rpp = zeros(" << residuals_params_second_derivatives.size() << ",4);" << endl
diff --git a/StaticModel.hh b/StaticModel.hh
index 75ab0b3f8f425035a56b0cf8b5ccd72f423bbf7e..d770896ed98424fd49809dd09c4f96129f5d5536 100644
--- a/StaticModel.hh
+++ b/StaticModel.hh
@@ -30,9 +30,6 @@ using namespace std;
class StaticModel : public ModelTree
{
private:
- //! Temporary terms for the file containing parameters dervicatives
- temporary_terms_t params_derivs_temporary_terms;
-
//! global temporary terms for block decomposed models
vector<vector<temporary_terms_t> > v_temporary_terms;