From 65d7779d21d83d79b5ab6d0f62be77b45ee9edcb Mon Sep 17 00:00:00 2001
From: sebastien <sebastien@ac1d8469-bf42-47a9-8791-bf33cf982152>
Date: Wed, 24 Jun 2009 12:51:58 +0000
Subject: [PATCH] trunk doc: updated macroprocessor slides
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2783 ac1d8469-bf42-47a9-8791-bf33cf982152
---
macroprocessor.tex | 139 +++++++++++++++++++++++++--------------------
1 file changed, 77 insertions(+), 62 deletions(-)
diff --git a/macroprocessor.tex b/macroprocessor.tex
index af05f22e..b3bf9cc7 100644
--- a/macroprocessor.tex
+++ b/macroprocessor.tex
@@ -17,8 +17,8 @@
\title{The Dynare Macro-processor}
\author{Sébastien Villemot}
-\institute[BoFrance - PSE]{Bank of France - Paris School of Economics}
-\date{February 2, 2009}
+\institute[BdF - CEPREMAP]{Banque de France - CEPREMAP}
+\date{June 23, 2009}
\AtBeginSection[]
{
@@ -45,12 +45,12 @@
\begin{frame}
\frametitle{Motivation}
\begin{itemize}
- \item The \textbf{Dynare language} (used in MOD files) is well suited for describing economic models
- \item However, it lacks some useful features, such as:
+ \item The \textbf{Dynare language} (used in MOD files) is well suited for many economic models
+ \item However, as such, it lacks some useful features, such as:
\begin{itemize}
\item a loop mechanism for automatically repeating similar blocks of equations (such as in multi-country models)
\item an operator for indexed sums or products inside equations
- \item a mechanism for splitting large MOD-files in smaller modular files
+ \item a mechanism for splitting large MOD files in smaller modular files
\item the possibility of conditionally including some equations or some runtime commands
\end{itemize}
\item The \textbf{Dynare Macro-language} was specifically designed to address these issues
@@ -61,15 +61,15 @@
\begin{frame}
\frametitle{Design of the macro-language}
\begin{itemize}
- \item The Dynare Macro-language provides a new set of \textbf{macro-commands} which can be inserted inside MOD-files
+ \item The Dynare Macro-language provides a new set of \textbf{macro-commands} which can be inserted inside MOD files
\item Language features include:
\begin{itemize}
\item file inclusion
- \item loops
- \item conditional inclusion (if/then/else structures)
+ \item loops (\textit{for} structure)
+ \item conditional inclusion (\textit{if/then/else} structures)
\item expression substitution
\end{itemize}
- \item Implemented in Dynare starting from 4.0 version
+ \item Implemented in Dynare starting from version 4.0
\item The macro-processor transforms a MOD file with macro-commands into a MOD file without macro-commands (doing text expansions/inclusions) and then feeds it to the Dynare parser
\item The key point to understand is that the macro-processor only does \textbf{text substitution} (like the C preprocessor or the PHP language)
\end{itemize}
@@ -90,31 +90,41 @@
\begin{frame}[fragile=singleslide]
\frametitle{Macro Directives}
\begin{itemize}
- \item Directives begin with an at-sign followed by a pound sign (\verb+@#+) and occupy exactly one line
- \item However, a directive can be continued on next line by adding two anti-slashes (\verb+\\+) at the end of the line to be continued
- \item A directive produces no output, but serves to give instructions to the macro processor
+ \item Directives begin with an at-sign followed by a pound sign (\verb+@#+)
+ \item A directive produces no output, but gives instructions to the macro-processor
+ \item Main directives are:
+ \begin{itemize}
+ \item file inclusion: \verb+@#include+
+ \item definition a variable of the macro-processor: \verb+@#define+
+ \item conditional statements (\verb+@#if/@#then/@#else/@#endif+)
+ \item loop statements (\verb+@#for/@#endfor+)
+ \end{itemize}
+ \item In most cases, directives occupy exactly one line of text. In case of need, two anti-slashes (\verb+\\+) at the end of the line indicates that the directive is continued on the next line.
\end{itemize}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Inclusion directive}
- This directive simply includes the content of another file at the place where it is inserted.
- \begin{block}{Syntax}
- \verb+@#include "+\textit{filename}\verb+"+
- \end{block}
- \begin{block}{Example}
+ \begin{itemize}
+ \item This directive simply includes the content of another file at the place where it is inserted.
+ \begin{block}{Syntax}
+ \verb+@#include "+\textit{filename}\verb+"+
+ \end{block}
+ \begin{block}{Example}
\begin{verbatim}
@#include "modelcomponent.mod"
\end{verbatim}
- \end{block}
- Note that it is possible to include a file from an included file (nested includes).
+ \end{block}
+ \item Exactly equivalent to a copy/paste of the content of the included file
+ \item Note that it is possible to nest includes (\textit{i.e.} to include a file from an included file)
+ \end{itemize}
\end{frame}
\begin{frame}
\frametitle{Variables}
\begin{itemize}
-\item The macro processor maintains its own list of variables (distinct of model variables and of Matlab variables)
-\item Variables can be of four types:
+\item The macro processor maintains its own list of variables (distinct of model variables and of MATLAB variables)
+\item Macro-variables can be of four types:
\begin{itemize}
\item integer
\item character string (declared between \textit{double} quotes)
@@ -134,16 +144,16 @@
It is possible to construct macro-expressions, using standard operators.
\begin{block}{Operators on integers}
\begin{itemize}
- \item arithmetic operators: \texttt{+,-,*,/}
- \item comparison operators: \texttt{<,>,<=,>=,==,!=}
- \item logical operators: \verb+&&,||,!+
+ \item arithmetic operators: \texttt{+ - * /}
+ \item comparison operators: \texttt{< > <= >= == !=}
+ \item logical operators: \verb+&& || !+
\item integer ranges: \texttt{1:4} is equivalent to integer array \texttt{[1,2,3,4]}
\end{itemize}
\end{block}
\begin{block}{Operators on character strings}
\begin{itemize}
- \item comparison operators: \texttt{==,!=}
+ \item comparison operators: \texttt{== !=}
\item concatenation: \texttt{+}
\item extraction of substrings: if \texttt{s} is a string, then one can write \texttt{s[3]} or \texttt{s[4:6]}
\end{itemize}
@@ -165,7 +175,7 @@
Macro-expressions can be used at two places:
\begin{itemize}
\item inside macro directives, directly
- \item in the body of the MOD-file, between an at-sign and curly braces (like \verb+@{expr}+): the macro processor will substitute the expression with its value
+ \item in the body of the MOD file, between an at-sign and curly braces (like \verb+@{expr}+): the macro processor will substitute the expression with its value
\end{itemize}
\end{frame}
@@ -180,11 +190,12 @@
\begin{block}{Examples}
\begin{verbatim}
-@#define x = 5
-@#define y = "foo"
-@#define v = [ 1, 2, 4 ]
-@#define w = [ "foo", "bar" ]
-@#define z = 3+v[2]
+@#define x = 5 // Integer
+@#define y = "US" // String
+@#define v = [ 1, 2, 4 ] // Integer array
+@#define w = [ "US", "EA" ] // String array
+@#define z = 3 + v[2] // Equals 5
+@#define t = ("US" in w) // Equals 1 (true)
\end{verbatim}
\end{block}
\end{frame}
@@ -223,7 +234,7 @@ end;
\begin{verbatim}
model;
@#for country in [ "home", "foreign" ]
- GDP_@{country} = K_@{country}^a * L_@{country}^(1-a);
+ GDP_@{country} = A * K_@{country}^a * L_@{country}^(1-a);
@#endfor
end;
\end{verbatim}
@@ -234,8 +245,8 @@ end;
\small
\begin{verbatim}
model;
- GDP_home = K_home^a * L_home^(1-a);
- GDP_foreign = K_foreign^a * L_foreign^(1-a);
+ GDP_home = A * K_home^a * L_home^(1-a);
+ GDP_foreign = A * K_foreign^a * L_foreign^(1-a);
end;
\end{verbatim}
\normalsize
@@ -266,7 +277,7 @@ end;
\begin{block}{Example: alternative monetary policy rules}
\scriptsize
\begin{verbatim}
-@#define linear_mon_pol = ...
+@#define linear_mon_pol = 0 // or 1
...
model;
@#if linear_mon_pol
@@ -306,9 +317,9 @@ end;
\frametitle{Saving the macro-expanded MOD file}
\begin{itemize}
\item For \textbf{debugging or learning} purposes, it is possible to save the output of the macro-processor
- \item This output is a valid MOD-file, obtained after processing the macro-commands of the original MOD-file
+ \item This output is a valid MOD file, obtained after processing the macro-commands of the original MOD file
% \item Useful to understand how the macro-processor works
- \item Just add the \texttt{savemacro} option on the Dynare command line (after the name of your MOD-file)
+ \item Just add the \texttt{savemacro} option on the Dynare command line (after the name of your MOD file)
\item If MOD file is \texttt{filename.mod}, then the macro-expanded version will be saved in \texttt{filename-macroexp.mod}
\item With the unstable version of Dynare, you can specify the filename for the macro-expanded version with the syntax \texttt{savemacro=mymacroexp.mod}
\end{itemize}
@@ -323,14 +334,16 @@ end;
\begin{frame}[fragile=singleslide]
\frametitle{Modularization}
\begin{itemize}
- \item The \verb+@#include+ directive can be used to split MOD-files into several modular components
+ \item The \verb+@#include+ directive can be used to split MOD files into several modular components
\item Example setup:
- \begin{itemize}
- \item \texttt{modeldesc.mod}: contains variable declarations, model equations and shocks declarations
- \item \texttt{simul.mod}: includes \texttt{modeldesc.mod}, calibrates parameters and runs stochastic simulations
- \item \texttt{estim.mod}: includes \texttt{modeldesc.mod}, declares priors on parameters and runs bayesian estimation
- \item Dynare can be called on \texttt{simul.mod} and \texttt{estim.mod} (but it makes no sense to run it on \texttt{modeldesc.mod})
- \end{itemize}
+ \begin{description}
+ \item[\texttt{modeldesc.mod}:] contains variable declarations, model equations and shocks declarations
+ \item[\texttt{simul.mod}:] includes \texttt{modeldesc.mod}, calibrates parameters and runs stochastic simulations
+ \item[\texttt{estim.mod}:] includes \texttt{modeldesc.mod}, declares priors on parameters and runs bayesian estimation
+ \end{description}
+ \item Dynare can be called on \texttt{simul.mod} and \texttt{estim.mod}
+ \item But it makes no sense to run it on \texttt{modeldesc.mod}
+ \item Advantage: no need to manually copy/paste the whole model (at the beginning) or changes to the model (during development)
\end{itemize}
\end{frame}
@@ -379,10 +392,10 @@ end;
\begin{frame}[fragile=singleslide]
\frametitle{Multi-country models}
- \framesubtitle{MOD-file skeleton example}
+ \framesubtitle{MOD file skeleton example}
\scriptsize
\begin{verbatim}
-@#define countries = [ "US", "EU", "AS", "JP", "RC" ]
+@#define countries = [ "US", "EA", "AS", "JP", "RC" ]
@#define nth_co = "US"
@#for co in countries
@@ -472,20 +485,20 @@ end;
\item then with \verb+@#include "modeqs.mod"+
\item initializes parameters (including \texttt{lab\_rat}, excluding \texttt{alpha})
\item computes steady state (using guess values for endogenous, including \texttt{alpha})
- \item saves values of parameters and endogenous at steady-state in a file, using the \texttt{load\_params\_and\_steady\_state} command
+ \item saves values of parameters and endogenous at steady-state in a file, using the \texttt{save\_params\_and\_steady\_state} command
\end{itemize}
\item File \texttt{simul.mod}:
\begin{itemize}
\item begins with \verb+@#define steady = 0+
\item then with \verb+@#include "modeqs.mod"+
- \item loads values of parameters and endogenous at steady-state from file, using the \texttt{save\_params\_and\_steady\_state} command
+ \item loads values of parameters and endogenous at steady-state from file, using the \texttt{load\_params\_and\_steady\_state} command
\item computes simulations
\end{itemize}
\end{itemize}
\end{frame}
% \begin{frame}
-% \frametitle{Matlab loops vs macro-processor loops}
+% \frametitle{MATLAB loops vs macro-processor loops}
% \end{frame}
\section{Conclusion}
@@ -497,7 +510,7 @@ end;
\item Implement other control structures: \texttt{elsif}, \texttt{switch/case}, \texttt{while/until} loops
\item Implement macro-functions (or templates), with a syntax like:
\small
- \verb+@define QUADRATIC_COST(x, x_ss, phi) = phi/2*(x/x_ss-1)^2+
+ \verb+@#define QUADRATIC_COST(x, x_ss, phi) = phi/2*(x/x_ss-1)^2+
\normalsize
\end{itemize}
\end{frame}
@@ -506,20 +519,18 @@ end;
\frametitle{Dynare for Octave (1/2)}
\begin{itemize}
\item GNU Octave (or simply Octave) is a high-level language, primarily intended for numerical computations
- \item Basically, it is a free clone of Matlab
- \item Runs on MS Windows, Linux and MacOS
+ \item Basically, it is a free clone of MATLAB: same syntax, almost same set of functions
+ \item Runs on Windows, Linux and MacOS
\item Advantages:
\begin{itemize}
- \item mostly compatible with Matlab: same syntax, almost same set of functions
- \item free software, no license needed
+ \item free software, no license fee to pay
\item source code available
- \item software under constant development
- \item dynamic and responsive community of developers
+ \item dynamic and responsive community of users and developers
\end{itemize}
\item Inconvenients:
\begin{itemize}
- \item slower than Matlab
- \item less user-friendly (no fancy graphical user interface)
+ \item slower than MATLAB
+ \item less user friendly (no good graphical user interface)
\end{itemize}
\end{itemize}
\end{frame}
@@ -527,12 +538,16 @@ end;
\begin{frame}
\frametitle{Dynare for Octave (2/2)}
\begin{itemize}
- \item Small adjustments have been made in recent versions of Dynare to make it run on Octave
+ \item Since version 4.0, Dynare works on top of Octave
\item This makes Dynare 100\% free software
- \item If you're interested in using Dynare for Octave, go to: \\
+ \item All features of Dynare work with Octave, except:
+ \begin{itemize}
+ \item loading of Excel files for estimation
+ \item diffuse Kalman filter (used in models with unit roots)
+ \item some graphics automatically generated look bad, it may be necessary to recreate them manually
+ \end{itemize}
+ \item For more information: \\
\url{http://www.dynare.org/DynareWiki/DynareOctave}
- \item Adapting Dynare for Octave is still a work in progress \\
- $\Rightarrow$ feedback is welcome
\end{itemize}
\end{frame}
--
GitLab