diff --git a/ModFile.cc b/ModFile.cc
index ff341c0837da0217edb71a82870d90142fdf6bf8..afc57701c1fc1dd1bbc8df10cde42cf9b2b9d102 100644
--- a/ModFile.cc
+++ b/ModFile.cc
@@ -811,7 +811,7 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
if (!no_static)
{
static_model.writeStaticFile(basename, block, byte_code, use_dll, false);
- static_model.writeParamsDerivativesFile(basename);
+ static_model.writeParamsDerivativesFile(basename, false);
}
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, false);
@@ -1084,7 +1084,11 @@ ModFile::writeExternalFilesJulia(const string &basename, FileOutputType output)
<< "using DynareModel" << endl
<< "using Utils" << endl
<< "using " << basename << "Static" << endl
- << "using " << basename << "Dynamic" << endl << endl
+ << "using " << basename << "Dynamic" << endl
+ << "try" << endl
+ << " using " << basename << "StaticParamsDerivs" << endl
+ << "catch" << endl
+ << "end" << endl << endl
<< "export model__" << endl << endl
<< "model__ = model()" << endl
<< "model__.fname = \"" << basename << "\"" << endl
@@ -1117,12 +1121,21 @@ ModFile::writeExternalFilesJulia(const string &basename, FileOutputType output)
if (dynamic_model.equation_number() > 0)
{
if (!no_static)
- static_model.writeStaticFile(basename, false, false, false, true);
+ {
+ 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);
}
jlOutputFile << "model__.static = " << basename << "Static.getStaticFunction()" << endl
<< "model__.dynamic = " << basename << "Dynamic.getDynamicFunction()" << endl
+ << "model__.static_params_derivs =" << endl
+ << " try" << endl
+ << " " << basename << "StaticParamsDerivs.getParamsDerivsFunction()" << endl
+ << " catch" << endl
+ << " function()end" << endl
+ << " end" << endl << endl
<< "end" << endl;
jlOutputFile.close();
cout << "done" << endl;
diff --git a/StaticModel.cc b/StaticModel.cc
index 4a8efc7cc934b827c3fe8cd39bad8ddc6cb49c25..e0137a2dbb206ad2939277f8897a15a7e94ec0d7 100644
--- a/StaticModel.cc
+++ b/StaticModel.cc
@@ -2013,7 +2013,7 @@ void StaticModel::writeAuxVarRecursiveDefinitions(const string &basename) const
}
void
-StaticModel::writeParamsDerivativesFile(const string &basename) const
+StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) const
{
if (!residuals_params_derivatives.size()
&& !residuals_params_second_derivatives.size()
@@ -2022,8 +2022,7 @@ StaticModel::writeParamsDerivativesFile(const string &basename) const
&& !hessian_params_derivatives.size())
return;
- string filename = basename + "_static_params_derivs.m";
-
+ string filename = julia ? basename + "StaticParamsDerivs.jl" : basename + "_static_params_derivs.m";
ofstream paramsDerivsFile;
paramsDerivsFile.open(filename.c_str(), ios::out | ios::binary);
if (!paramsDerivsFile.is_open())
@@ -2031,15 +2030,26 @@ StaticModel::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 << "_static_params_derivs(y, x, params)" << endl
- << "%" << endl
- << "% Warning : this file is generated automatically by Dynare" << endl
- << "% from model file (.mod)" << endl << endl;
+
+ ExprNodeOutputType output_type = (julia ? oJuliaStaticModel : oMatlabStaticModel);
+
+ if (!julia)
+ paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = " << basename << "_static_params_derivs(y, x, params)" << endl
+ << "%" << endl
+ << "% Warning : this file is generated automatically by Dynare" << endl
+ << "% from model file (.mod)" << endl << endl;
+ else
+ paramsDerivsFile << "module " << basename << "StaticParamsDerivs" << endl << endl
+ << "export getParamsDerivsFunction" << endl << endl
+ << "function getParamsDerivsFunction" << endl
+ << " params_derivatives" << endl
+ << "end" << endl << endl
+ << "function params_derivatives(y, x, params)" << endl;
deriv_node_temp_terms_t tef_terms;
- writeModelLocalVariables(paramsDerivsFile, oMatlabStaticModel, tef_terms);
+ writeModelLocalVariables(paramsDerivsFile, output_type, tef_terms);
- writeTemporaryTerms(params_derivs_temporary_terms, paramsDerivsFile, oMatlabStaticModel, tef_terms);
+ writeTemporaryTerms(params_derivs_temporary_terms, paramsDerivsFile, output_type, tef_terms);
// Write parameter derivative
paramsDerivsFile << "rp = zeros(" << equation_number() << ", "
@@ -2054,7 +2064,9 @@ StaticModel::writeParamsDerivativesFile(const string &basename) const
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
- paramsDerivsFile << "rp(" << eq+1 << ", " << param_col << ") = ";
+ paramsDerivsFile << "rp" << LEFT_ARRAY_SUBSCRIPT(output_type)
+ << eq+1 << ", " << param_col
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
d1->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
@@ -2074,13 +2086,16 @@ StaticModel::writeParamsDerivativesFile(const string &basename) const
int var_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var)) + 1;
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
- paramsDerivsFile << "gp(" << eq+1 << ", " << var_col << ", " << param_col << ") = ";
+ paramsDerivsFile << "gp" << LEFT_ARRAY_SUBSCRIPT(output_type)
+ << eq+1 << ", " << var_col << ", " << param_col
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
d2->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
- // If nargout >= 3...
- paramsDerivsFile << "if nargout >= 3" << endl;
+ if (!julia)
+ // If nargout >= 3...
+ paramsDerivsFile << "if nargout >= 3" << endl;
// Write parameter second derivatives (only if nargout >= 3)
paramsDerivsFile << "rpp = zeros(" << residuals_params_second_derivatives.size()
@@ -2098,10 +2113,14 @@ StaticModel::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)=";
+ 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, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
@@ -2124,18 +2143,24 @@ StaticModel::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)=";
+ 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, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
- // If nargout >= 5...
- paramsDerivsFile << "end" << endl
- << "if nargout >= 5" << endl;
+ if (!julia)
+ // If nargout >= 5...
+ paramsDerivsFile << "end" << endl
+ << "if nargout >= 5" << endl;
// Write hessian derivatives (only if nargout >= 5)
paramsDerivsFile << "hp = zeros(" << hessian_params_derivatives.size() << ",5);" << endl;
@@ -2154,15 +2179,22 @@ StaticModel::writeParamsDerivativesFile(const string &basename) const
int var2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(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)=";
+ 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, oMatlabStaticModel, 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/StaticModel.hh b/StaticModel.hh
index c84e1a0d42598dac5dcec3c4eed1670c76db1b59..2881cf663633b96ead7a49e4b26eba34cdf1d182 100644
--- a/StaticModel.hh
+++ b/StaticModel.hh
@@ -174,7 +174,7 @@ public:
void writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll, bool julia) const;
//! Writes file containing static parameters derivatives
- void writeParamsDerivativesFile(const string &basename) const;
+ void writeParamsDerivativesFile(const string &basename, bool julia) const;
//! Writes LaTeX file with the equations of the static model
void writeLatexFile(const string &basename) const;