diff --git a/DynamicModel.cc b/DynamicModel.cc
index 9cfd886ec6d52897d6c3e6eb83ca1f84f2e053c4..5e691c932886340241c178791b54bc1acc089051 100644
--- a/DynamicModel.cc
+++ b/DynamicModel.cc
@@ -3806,7 +3806,7 @@ DynamicModel::testTrendDerivativesEqualToZero(const eval_context_t &eval_context
}
void
-DynamicModel::writeParamsDerivativesFile(const string &basename) const
+DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) const
{
if (!residuals_params_derivatives.size()
&& !residuals_params_second_derivatives.size()
@@ -3815,8 +3815,7 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
&& !hessian_params_derivatives.size())
return;
- string filename = basename + "_params_derivs.m";
-
+ string filename = julia ? basename + "DynamicParamsDerivs.jl" : basename + "_params_derivs.m";
ofstream paramsDerivsFile;
paramsDerivsFile.open(filename.c_str(), ios::out | ios::binary);
if (!paramsDerivsFile.is_open())
@@ -3824,15 +3823,27 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
- paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = " << basename << "_params_derivs(y, x, params, steady_state, it_, ss_param_deriv, ss_param_2nd_deriv)" << endl
- << "%" << endl
- << "% Warning : this file is generated automatically by Dynare" << endl
- << "% from model file (.mod)" << endl << endl;
+
+ ExprNodeOutputType output_type = (julia ? oJuliaDynamicModel : oMatlabDynamicModel);
+
+ if (!julia)
+ paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = " << basename << "_params_derivs(y, x, params, steady_state, it_, ss_param_deriv, ss_param_2nd_deriv)" << endl
+ << "%" << endl
+ << "% Warning : this file is generated automatically by Dynare" << endl
+ << "% from model file (.mod)" << endl << endl;
+ else
+ paramsDerivsFile << "module " << basename << "DynamicParamsDerivs" << endl << endl
+ << "export getParamsDerivsFunction" << endl << endl
+ << "function getParamsDerivsFunction" << endl
+ << " params_derivatives" << endl
+ << "end" << endl << endl
+ << "function params_derivatives(y, x, paramssteady_state, it_, "
+ << "ss_param_deriv, ss_param_2nd_deriv)" << endl;
deriv_node_temp_terms_t tef_terms;
- writeModelLocalVariables(paramsDerivsFile, oMatlabDynamicModel, tef_terms);
+ writeModelLocalVariables(paramsDerivsFile, output_type, tef_terms);
- writeTemporaryTerms(params_derivs_temporary_terms, paramsDerivsFile, oMatlabDynamicModel, tef_terms);
+ writeTemporaryTerms(params_derivs_temporary_terms, paramsDerivsFile, output_type, tef_terms);
// Write parameter derivative
paramsDerivsFile << "rp = zeros(" << equation_number() << ", "
@@ -3847,8 +3858,9 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
- paramsDerivsFile << "rp(" << eq+1 << ", " << param_col << ") = ";
- d1->writeOutput(paramsDerivsFile, oMatlabDynamicModel, params_derivs_temporary_terms, tef_terms);
+ paramsDerivsFile << "rp" << LEFT_ARRAY_SUBSCRIPT(output_type) << eq+1 << ", " << param_col
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
+ d1->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
@@ -3867,8 +3879,9 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
int var_col = getDynJacobianCol(var) + 1;
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
- paramsDerivsFile << "gp(" << eq+1 << ", " << var_col << ", " << param_col << ") = ";
- d2->writeOutput(paramsDerivsFile, oMatlabDynamicModel, params_derivs_temporary_terms, tef_terms);
+ paramsDerivsFile << "gp" << LEFT_ARRAY_SUBSCRIPT(output_type) << eq+1 << ", " << var_col
+ << ", " << param_col << RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
+ d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
@@ -3891,11 +3904,15 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
- paramsDerivsFile << "rpp(" << i << ",1)=" << eq+1 << ";" << endl
- << "rpp(" << i << ",2)=" << param1_col << ";" << endl
- << "rpp(" << i << ",3)=" << param2_col << ";" << endl
- << "rpp(" << i << ",4)=";
- d2->writeOutput(paramsDerivsFile, oMatlabDynamicModel, params_derivs_temporary_terms, tef_terms);
+ paramsDerivsFile << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
+ << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl
+ << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
+ << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
+ d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
@@ -3917,12 +3934,17 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
- paramsDerivsFile << "gpp(" << i << ",1)=" << eq+1 << ";" << endl
- << "gpp(" << i << ",2)=" << var_col << ";" << endl
- << "gpp(" << i << ",3)=" << param1_col << ";" << endl
- << "gpp(" << i << ",4)=" << param2_col << ";" << endl
- << "gpp(" << i << ",5)=";
- d2->writeOutput(paramsDerivsFile, oMatlabDynamicModel, params_derivs_temporary_terms, tef_terms);
+ paramsDerivsFile << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var_col << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
+ d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
@@ -3947,15 +3969,22 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
int var2_col = getDynJacobianCol(var2) + 1;
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
- paramsDerivsFile << "hp(" << i << ",1)=" << eq+1 << ";" << endl
- << "hp(" << i << ",2)=" << var1_col << ";" << endl
- << "hp(" << i << ",3)=" << var2_col << ";" << endl
- << "hp(" << i << ",4)=" << param_col << ";" << endl
- << "hp(" << i << ",5)=";
- d2->writeOutput(paramsDerivsFile, oMatlabDynamicModel, params_derivs_temporary_terms, tef_terms);
+ paramsDerivsFile << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
+ << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var1_col << ";" << endl
+ << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var2_col << ";" << endl
+ << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param_col << ";" << endl
+ << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
+ d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
+ if (julia)
+ paramsDerivsFile << "(rp, gp, rpp, gpp, hp)" << endl;
paramsDerivsFile << "end" << endl
<< "end" << endl;
paramsDerivsFile.close();
diff --git a/DynamicModel.hh b/DynamicModel.hh
index c6a02ba91f54eeb049f64fe4e9fc2ca1f0d1171f..e3894d0cb555fa2d512a0efed118a293b82ee8c0 100644
--- a/DynamicModel.hh
+++ b/DynamicModel.hh
@@ -223,7 +223,7 @@ public:
//! Writes dynamic model file
void writeDynamicFile(const string &basename, bool block, bool bytecode, bool use_dll, int order, bool julia) const;
//! Writes file containing parameters derivatives
- void writeParamsDerivativesFile(const string &basename) const;
+ void writeParamsDerivativesFile(const string &basename, bool julia) const;
//! Converts to static model (only the equations)
/*! It assumes that the static model given in argument has just been allocated */
diff --git a/ModFile.cc b/ModFile.cc
index afc57701c1fc1dd1bbc8df10cde42cf9b2b9d102..13dabaef2a5f425d853fe7c208011fbca05f403e 100644
--- a/ModFile.cc
+++ b/ModFile.cc
@@ -815,7 +815,7 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
}
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, false);
- dynamic_model.writeParamsDerivativesFile(basename);
+ dynamic_model.writeParamsDerivativesFile(basename, false);
}
// Create steady state file
@@ -1088,6 +1088,10 @@ ModFile::writeExternalFilesJulia(const string &basename, FileOutputType output)
<< "try" << endl
<< " using " << basename << "StaticParamsDerivs" << endl
<< "catch" << endl
+ << "end" << endl
+ << "try" << endl
+ << " using " << basename << "DynamicParamsDerivs" << endl
+ << "catch" << endl
<< "end" << endl << endl
<< "export model__" << endl << endl
<< "model__ = model()" << endl
@@ -1125,7 +1129,9 @@ ModFile::writeExternalFilesJulia(const string &basename, FileOutputType output)
static_model.writeStaticFile(basename, false, false, false, true);
static_model.writeParamsDerivativesFile(basename, true);
}
- dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, true);
+ dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll,
+ mod_file_struct.order_option, true);
+ dynamic_model.writeParamsDerivativesFile(basename, true);
}
jlOutputFile << "model__.static = " << basename << "Static.getStaticFunction()" << endl
@@ -1136,6 +1142,12 @@ ModFile::writeExternalFilesJulia(const string &basename, FileOutputType output)
<< " catch" << endl
<< " function()end" << endl
<< " end" << endl << endl
+ << "model__.dynamic_params_derivs =" << endl
+ << " try" << endl
+ << " " << basename << "DynamicParamsDerivs.getParamsDerivsFunction()" << endl
+ << " catch" << endl
+ << " function()end" << endl
+ << " end" << endl << endl
<< "end" << endl;
jlOutputFile.close();
cout << "done" << endl;