From 8b94cb1ab0e35152fb24cd767ee8e055e7a61f54 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
<stephane.adjemian@univ-lemans.fr>
Date: Thu, 31 Aug 2017 10:19:43 +0200
Subject: [PATCH] Added option stochastic to Dynare command.
---
DynareMain.cc | 9 ++++++---
DynareMain2.cc | 6 +++---
ModFile.cc | 10 ++++++----
ModFile.hh | 4 ++--
4 files changed, 17 insertions(+), 12 deletions(-)
diff --git a/DynareMain.cc b/DynareMain.cc
index bee2ce3a..8176d6f9 100644
--- a/DynareMain.cc
+++ b/DynareMain.cc
@@ -39,7 +39,7 @@
void main2(stringstream &in, string &basename, bool debug, bool clear_all, bool clear_global,
bool no_tmp_terms, bool no_log, bool no_warn, bool warn_uninit, bool console,
bool nograph, bool nointeractive, bool parallel, ConfigFile &config_file,
- WarningConsolidation &warnings_arg, bool nostrict, bool check_model_changes,
+ WarningConsolidation &warnings_arg, bool nostrict, bool stochastic, bool check_model_changes,
bool minimal_workspace, bool compute_xrefs, FileOutputType output_mode,
LanguageOutputType lang, int params_derivs_order
#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
@@ -57,7 +57,7 @@ usage()
{
cerr << "Dynare usage: dynare mod_file [debug] [noclearall] [onlyclearglobals] [savemacro[=macro_file]] [onlymacro] [nolinemacro] [notmpterms] [nolog] [warn_uninit]"
<< " [console] [nograph] [nointeractive] [parallel[=cluster_name]] [conffile=parallel_config_path_and_filename] [parallel_slave_open_mode] [parallel_test]"
- << " [-D<variable>[=<value>]] [-I/path] [nostrict] [fast] [minimal_workspace] [compute_xrefs] [output=dynamic|first|second|third] [language=C|C++|julia]"
+ << " [-D<variable>[=<value>]] [-I/path] [nostrict] [stochastic] [fast] [minimal_workspace] [compute_xrefs] [output=dynamic|first|second|third] [language=C|C++|julia]"
<< " [params_derivs_order=0|1|2]"
#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
<< " [cygwin] [msvc] [mingw]"
@@ -109,6 +109,7 @@ main(int argc, char **argv)
bool parallel_slave_open_mode = false;
bool parallel_test = false;
bool nostrict = false;
+ bool stochastic = false;
bool check_model_changes = false;
bool minimal_workspace = false;
bool compute_xrefs = false;
@@ -197,6 +198,8 @@ main(int argc, char **argv)
parallel_test = true;
else if (!strcmp(argv[arg], "nostrict"))
nostrict = true;
+ else if (!strcmp(argv[arg], "stochastic"))
+ stochastic = true;
else if (!strcmp(argv[arg], "fast"))
check_model_changes = true;
else if (!strcmp(argv[arg], "minimal_workspace"))
@@ -365,7 +368,7 @@ main(int argc, char **argv)
// Do the rest
main2(macro_output, basename, debug, clear_all, clear_global,
no_tmp_terms, no_log, no_warn, warn_uninit, console, nograph, nointeractive,
- parallel, config_file, warnings, nostrict, check_model_changes, minimal_workspace,
+ parallel, config_file, warnings, nostrict, stochastic, check_model_changes, minimal_workspace,
compute_xrefs, output_mode, language, params_derivs_order
#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
, cygwin, msvc, mingw
diff --git a/DynareMain2.cc b/DynareMain2.cc
index e0a9e539..6f0e1139 100644
--- a/DynareMain2.cc
+++ b/DynareMain2.cc
@@ -28,7 +28,7 @@ void
main2(stringstream &in, string &basename, bool debug, bool clear_all, bool clear_global,
bool no_tmp_terms, bool no_log, bool no_warn, bool warn_uninit, bool console,
bool nograph, bool nointeractive, bool parallel, ConfigFile &config_file,
- WarningConsolidation &warnings, bool nostrict, bool check_model_changes,
+ WarningConsolidation &warnings, bool nostrict, bool stochastic, bool check_model_changes,
bool minimal_workspace, bool compute_xrefs, FileOutputType output_mode,
LanguageOutputType language, int params_derivs_order
#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
@@ -45,12 +45,12 @@ main2(stringstream &in, string &basename, bool debug, bool clear_all, bool clear
mod_file->writeJsonOutput(basename, json, json_output_mode, onlyjson);
// Run checking pass
- mod_file->checkPass(nostrict);
+ mod_file->checkPass(nostrict, stochastic);
if (json == checkpass)
mod_file->writeJsonOutput(basename, json, json_output_mode, onlyjson);
// Perform transformations on the model (creation of auxiliary vars and equations)
- mod_file->transformPass(nostrict, compute_xrefs || json == transformpass);
+ mod_file->transformPass(nostrict, stochastic, compute_xrefs || json == transformpass);
if (json == transformpass)
mod_file->writeJsonOutput(basename, json, json_output_mode, onlyjson);
diff --git a/ModFile.cc b/ModFile.cc
index 6fea425e..3af3faa5 100644
--- a/ModFile.cc
+++ b/ModFile.cc
@@ -107,7 +107,7 @@ ModFile::addStatementAtFront(Statement *st)
}
void
-ModFile::checkPass(bool nostrict)
+ModFile::checkPass(bool nostrict, bool stochastic)
{
for (vector<Statement *>::iterator it = statements.begin();
it != statements.end(); it++)
@@ -136,7 +136,8 @@ ModFile::checkPass(bool nostrict)
|| mod_file_struct.osr_present
|| mod_file_struct.ramsey_policy_present
|| mod_file_struct.discretionary_policy_present
- || mod_file_struct.calib_smoother_present;
+ || mod_file_struct.calib_smoother_present
+ || stochastic;
// Allow empty model only when doing a standalone BVAR estimation
if (dynamic_model.equation_number() == 0
@@ -339,7 +340,7 @@ ModFile::checkPass(bool nostrict)
}
void
-ModFile::transformPass(bool nostrict, bool compute_xrefs)
+ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs)
{
// Save the original model (must be done before any model transformations by preprocessor)
dynamic_model.setLeadsLagsOrig();
@@ -398,7 +399,8 @@ ModFile::transformPass(bool nostrict, bool compute_xrefs)
|| mod_file_struct.osr_present
|| mod_file_struct.ramsey_policy_present
|| mod_file_struct.discretionary_policy_present
- || mod_file_struct.calib_smoother_present)
+ || mod_file_struct.calib_smoother_present
+ || stochastic )
{
// In stochastic models, create auxiliary vars for leads and lags greater than 2, on both endos and exos
dynamic_model.substituteEndoLeadGreaterThanTwo(false);
diff --git a/ModFile.hh b/ModFile.hh
index 7744d928..216542cb 100644
--- a/ModFile.hh
+++ b/ModFile.hh
@@ -131,10 +131,10 @@ public:
void evalAllExpressions(bool warn_uninit);
//! Do some checking and fills mod_file_struct
/*! \todo add check for number of equations and endogenous if ramsey_policy is present */
- void checkPass(bool nostrict);
+ void checkPass(bool nostrict, bool stochastic);
//! Perform some transformations on the model (creation of auxiliary vars and equations)
/*! \param compute_xrefs if true, equation cross references will be computed */
- void transformPass(bool nostrict, bool compute_xrefs);
+ void transformPass(bool nostrict, bool stochastic, bool compute_xrefs);
//! Execute computations
/*! \param no_tmp_terms if true, no temporary terms will be computed in the static and dynamic files */
/*! \param params_derivs_order compute this order of derivs wrt parameters */
--
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