diff --git a/src/DynareBison.yy b/src/DynareBison.yy
index 29913ab7c861ffb2889b95889876f690fc4927ce..d82aafa20ac5d61833f1329f4bb498493988686c 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -116,7 +116,7 @@ class ParsingDriver;
%token <string> QUOTED_STRING
%token QZ_CRITERIUM QZ_ZERO_THRESHOLD DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE PIPE_E PIPE_X PIPE_P
%token RELATIVE_IRF REPLIC SIMUL_REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY TARGETS
-%token SHOCKS HETEROSKEDASTIC_SHOCKS SHOCK_DECOMPOSITION SHOCK_GROUPS USE_SHOCK_GROUPS SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED ENDOGENOUS_TERMINAL_PERIOD
+%token SHOCKS HETEROSKEDASTIC_SHOCKS SHOCK_DECOMPOSITION SHOCK_GROUPS USE_SHOCK_GROUPS SIMUL SIMUL_ALGO SIMUL_SEED ENDOGENOUS_TERMINAL_PERIOD
%token SMOOTHER SMOOTHER2HISTVAL SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO SOLVER_PERIODS ROBUST_LIN_SOLVE
%token STDERR STEADY STOCH_SIMUL SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME REALTIME_SHOCK_DECOMPOSITION CONDITIONAL UNCONDITIONAL
%token TEX RAMSEY_MODEL RAMSEY_POLICY RAMSEY_CONSTRAINTS PLANNER_DISCOUNT PLANNER_DISCOUNT_LATEX_NAME
@@ -245,7 +245,6 @@ statement : parameters
| shocks
| mshocks
| heteroskedastic_shocks
- | sigma_e
| steady
| check
| simul
@@ -1322,8 +1321,6 @@ period_list : period_list COMMA INT_NUMBER
}
;
-sigma_e : SIGMA_E EQUAL '[' triangular_matrix ']' ';' { driver.do_sigma_e(); };
-
value_list : value_list COMMA '(' expression ')'
{
$$ = $1;
@@ -1358,26 +1355,6 @@ value_list : value_list COMMA '(' expression ')'
}
;
-triangular_matrix : triangular_matrix ';' triangular_row
- { driver.end_of_row(); }
- | triangular_row
- { driver.end_of_row(); }
- ;
-
-triangular_row : triangular_row COMMA '(' expression ')'
- { driver.add_to_row($4); }
- | triangular_row COMMA signed_number
- { driver.add_to_row_const($3); }
- | triangular_row '(' expression ')'
- { driver.add_to_row($3); }
- | triangular_row signed_number
- { driver.add_to_row_const($2); }
- | '(' expression ')'
- { driver.add_to_row($2); }
- | signed_number
- { driver.add_to_row_const($1); }
- ;
-
steady : STEADY ';'
{ driver.steady(); }
| STEADY '(' steady_options_list ')' ';'
diff --git a/src/DynareFlex.ll b/src/DynareFlex.ll
index ed3825268d75fc0bc7cf6cb644df246aa1c0e688..40884519061b933f58c34067e0612ff54e97932c 100644
--- a/src/DynareFlex.ll
+++ b/src/DynareFlex.ll
@@ -41,10 +41,6 @@ using token = Dynare::parser::token;
#define yyterminate() return Dynare::parser::token_type (0);
int comment_caller, line_caller;
-/* Particular value : when sigma_e command is found
- this flag is set to 1, when command finished it is set to 0
- */
-int sigma_e = 0;
string eofbuff;
%}
@@ -142,7 +138,6 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<INITIAL>var_expectation_model {BEGIN DYNARE_STATEMENT; return token::VAR_EXPECTATION_MODEL;}
<INITIAL>pac_model {BEGIN DYNARE_STATEMENT; return token::PAC_MODEL;}
<INITIAL>dsample {BEGIN DYNARE_STATEMENT; return token::DSAMPLE;}
-<INITIAL>Sigma_e {BEGIN DYNARE_STATEMENT; sigma_e = 1; return token::SIGMA_E;}
<INITIAL>planner_objective {BEGIN DYNARE_STATEMENT; return token::PLANNER_OBJECTIVE;}
<INITIAL>ramsey_model {BEGIN DYNARE_STATEMENT; return token::RAMSEY_MODEL;}
<INITIAL>ramsey_policy {BEGIN DYNARE_STATEMENT; return token::RAMSEY_POLICY;}
@@ -196,11 +191,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<INITIAL>var_remove {BEGIN DYNARE_STATEMENT; return token::VAR_REMOVE;}
<INITIAL>resid {BEGIN DYNARE_STATEMENT; return token::RESID;}
-<DYNARE_STATEMENT>; {
- if (!sigma_e)
- BEGIN INITIAL;
- return Dynare::parser::token_type (yytext[0]);
-}
+<DYNARE_STATEMENT>; {BEGIN INITIAL; return Dynare::parser::token_type (yytext[0]);}
/* Begin of a Dynare block */
@@ -942,11 +933,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT,DYNARE_BLOCK>: {return Dynare::parser::token_type (yytext[0]);}
<DYNARE_STATEMENT,DYNARE_BLOCK>[\(\)] {return Dynare::parser::token_type (yytext[0]);}
<DYNARE_STATEMENT,DYNARE_BLOCK>\[ {return Dynare::parser::token_type (yytext[0]);}
-<DYNARE_STATEMENT,DYNARE_BLOCK>\] {
- if (sigma_e)
- sigma_e = 0;
- return Dynare::parser::token_type (yytext[0]);
-}
+<DYNARE_STATEMENT,DYNARE_BLOCK>\] {return Dynare::parser::token_type (yytext[0]);}
<DYNARE_STATEMENT,DYNARE_BLOCK>\+ {return token::PLUS;}
<DYNARE_STATEMENT,DYNARE_BLOCK>- {return token::MINUS;}
<DYNARE_STATEMENT,DYNARE_BLOCK>\* {return token::TIMES;}
diff --git a/src/Makefile.am b/src/Makefile.am
index 36c5ff56db6cc8752d89753f5375e46e71bdf864..a26e7a951e0ec041aecf3abd7bf00f3ebc4de4b5 100644
--- a/src/Makefile.am
+++ b/src/Makefile.am
@@ -24,8 +24,6 @@ dynare_preprocessor_SOURCES = \
NumericalInitialization.hh \
Shocks.cc \
Shocks.hh \
- SigmaeInitialization.cc \
- SigmaeInitialization.hh \
SymbolTable.cc \
SymbolTable.hh \
SymbolList.cc \
diff --git a/src/ParsingDriver.cc b/src/ParsingDriver.cc
index 2d00e83cb0163cd1b70e11c2c69ed4bf325e1b94..320de782c6ae6b3c81b660461d66eeafcba61914 100644
--- a/src/ParsingDriver.cc
+++ b/src/ParsingDriver.cc
@@ -1322,43 +1322,6 @@ ParsingDriver::add_svar_global_identification_check()
mod_file->addStatement(make_unique<SvarGlobalIdentificationCheckStatement>());
}
-void
-ParsingDriver::do_sigma_e()
-{
- warning("Sigma_e: this command is now deprecated and may be removed in a future version of Dynare. Please use the ''shocks'' command instead.");
-
- try
- {
- mod_file->addStatement(make_unique<SigmaeStatement>(move(sigmae_matrix)));
- }
- catch (SigmaeStatement::MatrixFormException &e)
- {
- error("Sigma_e: matrix is neither upper triangular nor lower triangular");
- }
- sigmae_matrix.clear();
-}
-
-void
-ParsingDriver::end_of_row()
-{
- sigmae_matrix.push_back(sigmae_row);
- sigmae_row.clear();
-}
-
-void
-ParsingDriver::add_to_row_const(const string &v)
-{
- sigmae_row.push_back(v.at(0) == '-' ?
- data_tree->AddUMinus(data_tree->AddNonNegativeConstant(v.substr(1))) :
- data_tree->AddNonNegativeConstant(v));
-}
-
-void
-ParsingDriver::add_to_row(expr_t v)
-{
- sigmae_row.push_back(v);
-}
-
void
ParsingDriver::steady()
{
diff --git a/src/ParsingDriver.hh b/src/ParsingDriver.hh
index 896c15f137361ae5e194af4cc9076de541474325..222496c9af192c3c04b2613325ff6138b6e5b3c1 100644
--- a/src/ParsingDriver.hh
+++ b/src/ParsingDriver.hh
@@ -40,7 +40,6 @@ class ParsingDriver;
#include "ComputingTasks.hh"
#include "Shocks.hh"
-#include "SigmaeInitialization.hh"
#include "NumericalInitialization.hh"
#include "DynamicModel.hh"
@@ -165,10 +164,6 @@ private:
ShocksStatement::covar_and_corr_shocks_t corr_shocks;
//! Temporary storage for values and scales of heteroskedastic_shocks
HeteroskedasticShocksStatement::heteroskedastic_shocks_t heteroskedastic_shocks_values, heteroskedastic_shocks_scales;
- //! Temporary storage for Sigma_e rows
- SigmaeStatement::row_t sigmae_row;
- //! Temporary storage for Sigma_e matrix
- SigmaeStatement::matrix_t sigmae_matrix;
//! Temporary storage for initval blocks
InitOrEndValStatement::init_values_t init_values;
/* Temporary storage for endval blocks. Uses a type that encompasses both
@@ -486,14 +481,6 @@ public:
//! Adds a deterministic shock value
/*! \param v a string containing a (possibly negative) numeric constant */
void add_value(const string &v);
- //! Writes a Sigma_e block
- void do_sigma_e();
- //! Ends row of Sigma_e block
- void end_of_row();
- //! Adds a constant element to current row of Sigma_e
- void add_to_row_const(const string &v);
- //! Adds an expression element to current row of Sigma_e
- void add_to_row(expr_t v);
//! Write a steady command
void steady();
//! Sets an option to a numerical value
diff --git a/src/SigmaeInitialization.cc b/src/SigmaeInitialization.cc
deleted file mode 100644
index 07cded9ba82eb16d02b5358d9384428b06487be7..0000000000000000000000000000000000000000
--- a/src/SigmaeInitialization.cc
+++ /dev/null
@@ -1,123 +0,0 @@
-/*
- * Copyright © 2003-2022 Dynare Team
- *
- * This file is part of Dynare.
- *
- * Dynare is free software: you can redistribute it and/or modify
- * it under the terms of the GNU General Public License as published by
- * the Free Software Foundation, either version 3 of the License, or
- * (at your option) any later version.
- *
- * Dynare is distributed in the hope that it will be useful,
- * but WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
- * GNU General Public License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with Dynare. If not, see <https://www.gnu.org/licenses/>.
- */
-
-#include <utility>
-
-#include "SigmaeInitialization.hh"
-
-SigmaeStatement::SigmaeStatement(matrix_t matrix_arg) noexcept(false) :
- matrix{move(matrix_arg)},
- matrix_form{determineMatrixForm(matrix)}
-{
-}
-
-SigmaeStatement::MatrixForm
-SigmaeStatement::determineMatrixForm(const matrix_t &matrix) noexcept(false)
-{
- size_t nbe;
- int inc;
- MatrixForm type;
- // Checking if first or last row has one element.
- if (matrix.front().size() == 1)
- {
- inc = 1;
- nbe = 2;
- type = MatrixForm::lower;
- }
- else if (matrix.back().size() == 1)
- {
- inc = -1;
- nbe = matrix.front().size()-1;
- type = MatrixForm::upper;
- }
- else
- throw MatrixFormException();
-
- // Checking if matrix is triangular (upper or lower):
- // each row has one element more or less than the previous one
- // and first or last one has one element.
- for (auto ir = ++matrix.begin(); ir != matrix.end(); ++ir, nbe += inc)
- if (ir->size() != nbe)
- throw MatrixFormException();
-
- return type;
-}
-
-void
-SigmaeStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
- [[maybe_unused]] bool minimal_workspace) const
-{
- output << "M_.Sigma_e = [..." << endl;
- for (size_t ir = 0; ir < matrix.size(); ir++)
- {
- for (size_t ic = 0; ic < matrix.size(); ic++)
- {
- size_t ic1, ir1;
- if (ic >= ir && matrix_form == MatrixForm::upper)
- {
- ic1 = ic-ir;
- ir1 = ir;
- }
- else if (ic < ir && matrix_form == MatrixForm::upper)
- {
- ic1 = ir-ic;
- ir1 = ic;
- }
- else if (ic > ir && matrix_form == MatrixForm::lower)
- {
- ic1 = ir;
- ir1 = ic;
- }
- else // ic <= ir && matrix_form == MatrixForm::lower
- {
- ic1 = ic;
- ir1 = ir;
- }
-
- matrix[ir1][ic1]->writeOutput(output);
- output << " ";
- }
- output << ";..." << endl;
- }
- output << "];" << endl;
-}
-
-void
-SigmaeStatement::writeJsonOutput(ostream &output) const
-{
- output << R"({"statementName": "Sigma_e", "value": [)";
- for (bool printed_something{false};
- const auto &row : matrix)
- {
- if (exchange(printed_something, true))
- output << ", ";
- output << "[";
- for (bool printed_something2{false};
- auto elem : row)
- {
- if (exchange(printed_something2, true))
- output << ", ";
- output << '"';
- elem->writeJsonOutput(output, {}, {});
- output << '"';
- }
- output << "]";
- }
- output << "] }";
-}
diff --git a/src/SigmaeInitialization.hh b/src/SigmaeInitialization.hh
deleted file mode 100644
index 1d5bf1c2140d1ada3317bc92601769efe9d265d5..0000000000000000000000000000000000000000
--- a/src/SigmaeInitialization.hh
+++ /dev/null
@@ -1,64 +0,0 @@
-/*
- * Copyright © 2003-2020 Dynare Team
- *
- * This file is part of Dynare.
- *
- * Dynare is free software: you can redistribute it and/or modify
- * it under the terms of the GNU General Public License as published by
- * the Free Software Foundation, either version 3 of the License, or
- * (at your option) any later version.
- *
- * Dynare is distributed in the hope that it will be useful,
- * but WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
- * GNU General Public License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with Dynare. If not, see <https://www.gnu.org/licenses/>.
- */
-
-#ifndef _SIGMAEINITIALIZATION_HH
-#define _SIGMAEINITIALIZATION_HH
-
-#include <string>
-#include <vector>
-
-#include "ExprNode.hh"
-#include "Statement.hh"
-
-//! Stores a Sigma_e statement
-class SigmaeStatement : public Statement
-{
-public:
- //! Matrix form (lower or upper triangular) enum
- enum class MatrixForm
- {
- lower, //!< Lower triangular matrix
- upper //!< Upper triangular matrix
- };
- //! Type of a matrix row
- using row_t = vector<expr_t>;
- //! Type of a complete matrix
- using matrix_t = vector<row_t>;
-
- //! An exception indicating that a matrix is neither upper triangular nor lower triangular
- class MatrixFormException
- {
- };
-private:
- //! The matrix
- const matrix_t matrix;
- //! Matrix form (lower or upper)
- const MatrixForm matrix_form;
-
- //! Returns the type (upper or lower triangular) of a given matrix
- /*! Throws an exception if it is neither upper triangular nor lower triangular */
- static MatrixForm determineMatrixForm(const matrix_t &matrix) noexcept(false);
-
-public:
- explicit SigmaeStatement(matrix_t matrix_arg) noexcept(false);
- void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
- void writeJsonOutput(ostream &output) const override;
-};
-
-#endif