diff --git a/others/cpp/dynare_cpp_driver.cc b/others/cpp/dynare_cpp_driver.cc
index 5d72ee5b45218054844c7c0ba73c9ff93b52af5c..f6701dd4bd37cfd8743dbf1ee8262c9bf13ca283 100644
--- a/others/cpp/dynare_cpp_driver.cc
+++ b/others/cpp/dynare_cpp_driver.cc
@@ -32,23 +32,23 @@ DynareInfo::DynareInfo(map<string, int > exo_names_arg,
vector<aux_vars_t> aux_vars_arg,
vector<int> predetermined_variables_arg,
vector<int> varobs_arg,
- vector<vector<int > > lead_lag_incidence_arg,
vector<int> NNZDerivatives_arg) :
- exo_names(exo_names_arg),
- exo_det_names(exo_det_names_arg),
- endo_names(endo_names_arg),
- param_names(param_names_arg),
- params(params_arg),
- aux_vars(aux_vars_arg),
- predetermined_variables(predetermined_variables_arg),
- varobs(varobs_arg),
- lead_lag_incidence(lead_lag_incidence_arg),
NNZDerivatives(NNZDerivatives_arg)
{
endo_nbr = endo_names.size();
exo_nbr = exo_names.size();
exo_det_nbr = exo_det_names.size();
param_nbr = param_names.size();
+
+ exo_names = exo_names_arg;
+ exo_det_names = exo_det_names_arg;
+ endo_names = endo_names_arg;
+ param_names = param_names_arg;
+ params = params_arg;
+ std::cout << params_arg[0] << std::endl;
+ std::cout << params[0] << std::endl;
+ aux_vars = aux_vars_arg;
+ predetermined_variables = predetermined_variables_arg;
}
DynareInfo::~DynareInfo()
@@ -91,7 +91,6 @@ DynareInfo::~DynareInfo()
aux_vars.clear();
predetermined_variables.clear();
varobs.clear();
- lead_lag_incidence.clear();
NNZDerivatives.clear();
}
@@ -181,14 +180,6 @@ DynareInfo::get_param_value_by_index(int index) throw (ValueNotSetException)
// throw ValueNotSetException("get_param_value_by_index" + index);
}
-vector<int >
-DynareInfo::get_lead_lag_incidence_for_endo_var_by_index(int index) throw (ValueNotSetException)
-{
- if (index < lead_lag_incidence.size())
- return lead_lag_incidence.at(index);
- throw ValueNotSetException("get_lead_lag_incidence_for_endo_var_by_index" + index);
-}
-
MarkovSwitching::MarkovSwitching(const int chain_arg,
const int number_of_regimes_arg,
const int number_of_lags_arg,
diff --git a/others/cpp/dynare_cpp_driver.hh b/others/cpp/dynare_cpp_driver.hh
index 3deb23e3e29bbcb243c86092b9924e772bede81d..581cdd6eae7f38d08155081a674516fbcee84b75 100644
--- a/others/cpp/dynare_cpp_driver.hh
+++ b/others/cpp/dynare_cpp_driver.hh
@@ -242,10 +242,11 @@ private:
vector<aux_vars_t> aux_vars;
vector<int> predetermined_variables;
vector<int> varobs;
- vector<vector<int > >lead_lag_incidence;
+ vector<size_t> zeta_fwrd, zeta_back, zeta_mixed, zeta_static;
vector<int> NNZDerivatives;
- int endo_nbr, exo_nbr, exo_det_nbr, param_nbr;
+ int endo_nbr, exo_nbr, exo_det_nbr, param_nbr, nstatic, nfwrd, nback, nmixed;
public:
+ DynareInfo(void); // this function is automatically written by the Dynare preprocessor
DynareInfo(map<string, int > exo_names_arg,
map<string, int > exo_det_names_arg,
map<string, int > endo_names_arg,
@@ -254,7 +255,6 @@ public:
vector<aux_vars_t> aux_vars_arg,
vector<int> predetermined_variables_arg,
vector<int> varobs_arg,
- vector< vector<int > > lead_lag_incidence_arg,
vector<int> NNZDerivatives_arg);
~DynareInfo();
@@ -303,16 +303,20 @@ public:
inline map<string, int > get_endo_names() { return endo_names; };
inline map<string, int > get_param_names() { return param_names; };
inline vector<double> get_params() { return params; };
+ inline double *get_params_data(void) { return params.data(); };
inline vector <aux_vars_t> get_aux_vars() { return aux_vars; };
inline vector <int> get_predetermined_variables() { return predetermined_variables; };
inline vector <int> get_varobs() { return varobs; };
- inline vector<vector<int > > get_lead_lag_incidence() { return lead_lag_incidence; };
inline vector<int> get_NNZDerivatives() { return NNZDerivatives; };
inline int get_endo_nbr(void) { return endo_nbr; };
inline int get_exo_nbr(void) { return exo_nbr; };
inline int get_exo_det_nbr(void) { return exo_det_nbr; };
inline int get_param_nbr(void) { return param_nbr; };
+ inline vector<size_t> get_zeta_back(void) { return zeta_back; };
+ inline vector<size_t> get_zeta_fwrd(void) { return zeta_fwrd; };
+ inline vector<size_t> get_zeta_mixed(void) { return zeta_mixed; };
+ inline vector<size_t> get_zeta_static(void) { return zeta_static; };
string get_exo_name_by_index(int index) throw (ValueNotSetException);
int get_exo_index_by_name(string name) throw (ValueNotSetException);
@@ -323,7 +327,7 @@ public:
string get_param_name_by_index(int index) throw (ValueNotSetException);
int get_param_index_by_name(string name) throw (ValueNotSetException);
double get_param_value_by_index(int index) throw (ValueNotSetException);
- vector<int >get_lead_lag_incidence_for_endo_var_by_index(int index) throw (ValueNotSetException);
+
};
#endif // ! _DYNARE_CPP_DRIVER_HH
diff --git a/others/cpp/tests/Makefile b/others/cpp/tests/Makefile
index aea41e2ed841a7a798b12c5bf10873e3c624d47f..00d88540033c33fa5c7066d7b2a25e74ff741216 100644
--- a/others/cpp/tests/Makefile
+++ b/others/cpp/tests/Makefile
@@ -1,5 +1,24 @@
DYNARE=../../../matlab/dynare_m
+am_test_dr_OBJECTS = test_dr-Matrix.$(OBJEXT) test_dr-Vector.$(OBJEXT) \
+ test_dr-QRDecomposition.$(OBJEXT) \
+ test_dr-GeneralizedSchurDecomposition.$(OBJEXT) \
+ test_dr-LUSolver.$(OBJEXT) test_dr-DecisionRules.$(OBJEXT) \
+ test_dr-test-dr.$(OBJEXT)
+
all: test1
+Matrix.o : ../../../mex/sources/estimation/libmat/Matrix.cc
+ gcc -g -c ../../../mex/sources/estimation/libmat/Matrix.cc -I.. -I../../../mex/sources -I../../../mex/sources/estimation -I../../../mex/sources/estimation/libmat
+Vector.o : ../../../mex/sources/estimation/libmat/Vector.cc
+ gcc -g -c ../../../mex/sources/estimation/libmat/Vector.cc -I.. -I../../../mex/sources -I../../../mex/sources/estimation -I../../../mex/sources/estimation/libmat
+QRDecomposition.o : ../../../mex/sources/estimation/libmat/QRDecomposition.cc
+ gcc -g -c ../../../mex/sources/estimation/libmat/QRDecomposition.cc -I.. -I../../../mex/sources -I../../../mex/sources/estimation -I../../../mex/sources/estimation/libmat
+GeneralizedSchurDecomposition.o : ../../../mex/sources/estimation/libmat/GeneralizedSchurDecomposition.cc
+ gcc -g -c ../../../mex/sources/estimation/libmat/GeneralizedSchurDecomposition.cc -I.. -I../../../mex/sources -I../../../mex/sources/estimation -I../../../mex/sources/estimation/libmat
+LUSolver.o : ../../../mex/sources/estimation/libmat/LUSolver.cc
+ gcc -g -c ../../../mex/sources/estimation/libmat/LUSolver.cc -I.. -I../../../mex/sources -I../../../mex/sources/estimation -I../../../mex/sources/estimation/libmat
+DecisionRules.o : ../../../mex/sources/estimation/DecisionRules.cc
+ gcc -g -c ../../../mex/sources/estimation/DecisionRules.cc -I../../../mex/sources -I../../../mex/sources/estimation -I../../../mex/sources/estimation/libmat
+
test1.o : test1.cc ../dynare_cpp_driver.hh ../dynare_cpp_driver.cc
gcc -g -c test1.cc -I.. -I../../../mex/sources -I../../../mex/sources/estimation -I../../../mex/sources/estimation/libmat
dynare_cpp_driver.o: ../dynare_cpp_driver.cc ../dynare_cpp_driver.hh
@@ -10,5 +29,11 @@ example1.o: example1.cc
gcc -g -c example1.cc -I..
example1_steadystate.o: example1_steadystate.cc
gcc -g -c example1_steadystate.cc
-test1 : test1.o example1.o example1_steadystate.o dynare_cpp_driver.o
- gcc -g -o test1 test1.o example1.o example1_steadystate.o dynare_cpp_driver.o -lm -lstdc++
+example1_first_derivatives.o: example1_first_derivatives.cc
+ gcc -g -c example1_first_derivatives.cc
+
+test1 : test1.o example1.o example1_steadystate.o example1_first_derivatives.o dynare_cpp_driver.o Matrix.o Vector.o QRDecomposition.o GeneralizedSchurDecomposition.o LUSolver.o DecisionRules.o
+ gcc -g -o test1 test1.o example1.o example1_steadystate.o example1_first_derivatives.o dynare_cpp_driver.o Matrix.o Vector.o QRDecomposition.o GeneralizedSchurDecomposition.o LUSolver.o DecisionRules.o -llapack -lblas -lm -lstdc++
+
+.cc.o:
+ gcc -g -c -o $@ $< -I.. -I../../../mex/sources -I../../../mex/sources/estimation -I../../../mex/sources/estimation/libmat
diff --git a/preprocessor/DynamicModel.cc b/preprocessor/DynamicModel.cc
index 8804551dcc4696aded5b99b97e8cad76de9d4e4b..1a5de8b9b0a63659207474cb8db6609bc9ae9c20 100644
--- a/preprocessor/DynamicModel.cc
+++ b/preprocessor/DynamicModel.cc
@@ -2959,124 +2959,43 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
void
DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_decomposition, bool byte_code, bool use_dll, int order, bool estimation_present) const
{
- /* Writing initialisation for M_.lead_lag_incidence matrix
- M_.lead_lag_incidence is a matrix with as many columns as there are
- endogenous variables and as many rows as there are periods in the
- models (nbr of rows = M_.max_lag+M_.max_lead+1)
-
- The matrix elements are equal to zero if a variable isn't present in the
- model at a given period.
- */
-
- vector<int> state_var, state_equ;
- output << endl
- << "vector<vector<int > > lead_lag_incidence;" << endl
- << "vector<int > variable_presence;" << endl;
+ int lag_presence[3];
// Loop on endogenous variables
- int nstatic = 0,
- nfwrd = 0,
- npred = 0,
- nboth = 0;
for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
{
- output << "variable_presence.clear();" << endl;
- int sstatic = 1,
- sfwrd = 0,
- spred = 0,
- sboth = 0;
+ int varID;
// Loop on periods
- for (int lag = -max_endo_lag; lag <= max_endo_lead; lag++)
- {
- // Print variableID if exists with current period, otherwise print 0
+ for (int lag = 0; lag <= 2; lag++)
+ {
+ lag_presence[lag] = 1;
try
{
- int varID = getDerivID(symbol_table.getID(eEndogenous, endoID), lag);
- output << "variable_presence.push_back(" << getDynJacobianCol(varID) << ");" << endl;
- if (lag == -1)
- {
- sstatic = 0;
- spred = 1;
- }
- else if (lag == 1)
- if (spred == 1)
- {
- sboth = 1;
- spred = 0;
- }
- else
- {
- sstatic = 0;
- sfwrd = 1;
- }
+ varID = getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
}
catch (UnknownDerivIDException &e)
{
- output << "variable_presence.push_back(0);" << endl;
+ lag_presence[lag] = 0;
}
}
- nstatic += sstatic;
- nfwrd += sfwrd;
- npred += spred;
- nboth += sboth;
- output << "lead_lag_incidence.push_back(variable_presence);" << endl;
+ if (lag_presence[0] == 1)
+ if (lag_presence[2] == 1)
+ output << "zeta_mixed.push_back(" << endoID << ");" << endl;
+ else
+ output << "zeta_back.push_back(" << endoID << ");" << endl;
+ else if (lag_presence[2] == 1)
+ output << "zeta_fwrd.push_back(" << endoID << ");" << endl;
+ else
+ output << "zeta_static.push_back(" << endoID << ");" << endl;
+
}
- output << "int nstatic = " << nstatic << ";" << endl
- << "int nfwrd = " << nfwrd << ";" << endl
- << "int npred = " << npred << ";" << endl
- << "int nboth = " << nboth << ";" << endl;
- for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
- // Loop on periods
- for (int lag = -max_endo_lag; lag < 0; lag++)
- // Print variableID if exists with current period, otherwise print 0
- try
- {
- getDerivID(symbol_table.getID(eEndogenous, variable_reordered[endoID]), lag);
- if (lag < 0 && find(state_var.begin(), state_var.end(), variable_reordered[endoID]+1) == state_var.end())
- state_var.push_back(variable_reordered[endoID]);
- }
- catch (UnknownDerivIDException &e)
- {
- }
-
- // Writing initialization for some other variables
- output << endl
- << "int state_var[" << state_var.size() << "] = {";
- for (size_t i = 0; i < state_var.size(); i++)
- if (i+1 == state_var.size())
- output << state_var[i];
- else
- output << state_var[i] << ", ";
- output << "};" << endl;
-
- output << endl
- << "int maximum_lag = " << max_lag << ";" << endl
- << "int maximum_lead = " << max_lead << ";" << endl;
-
- if (symbol_table.endo_nbr())
- output << endl
- << "int maximum_endo_lag = " << max_endo_lag << ";" << endl
- << "int maximum_endo_lead = " << max_endo_lead << ";" << endl
- << "double steady_state[" << symbol_table.endo_nbr() << "];" << endl;
-
- if (symbol_table.exo_nbr())
- output << endl
- << "int maximum_exo_lag = " << max_exo_lag << ";" << endl
- << "int maximum_exo_lead = " << max_exo_lead << ";" << endl
- << "double exo_steady_state[" << symbol_table.exo_nbr() << "];" << endl;
-
- if (symbol_table.exo_det_nbr())
- output << endl
- << "int maximum_exo_det_lag = " << max_exo_det_lag << ";" << endl
- << "int maximum_exo_det_lead = " << max_exo_det_lead << ";" << endl
- << "double exo_det_steady_state[" << symbol_table.exo_det_nbr() << "];" << endl;
-
- output << endl
- << "map<int, double > params;" << endl;
+ output << "nstatic = zeta_static.size();" << endl
+ << "nfwrd = zeta_fwrd.size();" << endl
+ << "nback = zeta_back.size();" << endl
+ << "nmixed = zeta_mixed.size();" << endl;
// Write number of non-zero derivatives
// Use -1 if the derivatives have not been computed
output << endl
- << "vector<double> NNZDerivatives;" << endl
<< "NNZDerivatives.push_back(" << NNZDerivatives[0] << ");" << endl;
if (order > 1)
{
diff --git a/preprocessor/ModFile.cc b/preprocessor/ModFile.cc
index 432778b58d2f3d002a305ca2f505c3d603011f47..b58b6e656ee5db33d77a54091ca4748fffa33641 100644
--- a/preprocessor/ModFile.cc
+++ b/preprocessor/ModFile.cc
@@ -826,40 +826,27 @@ ModFile::writeModelCC(const string &basename, bool cuda) const
<< endl
<< "#include \"dynare_cpp_driver.hh\"" << endl
<< endl
- << "DynareInfo *" << endl
- << "preprocessorOutput()" << endl
+ << "DynareInfo::DynareInfo(void)" << endl
<< "{" << endl;
// Write basic info
symbol_table.writeCOutput(mDriverCFile);
- mDriverCFile << "/*" << endl
- << " * Writing statements" << endl
- << " */" << endl
- << "/* prior args*/" << endl
- << "int index, index1;" << endl
- << "string shape;" << endl
- << "double mean, mode, stdev, variance;" << endl
- << "vector<double> domain;" << endl
- << "/* markov_switching args*/" << endl
- << "int chain, number_of_regimes, number_of_lags, number_of_lags_was_passed;" << endl
- << "vector<int> parameters;" << endl
- << "vector<double> duration;" << endl
- << "restriction_map_t restriction_map;" << endl
- << "/* options args*/" << endl
- << "double init;" << endl
- << "vector< vector<int> > lead_lag_incidence;" << endl
- << "vector<int> NNZDerivatives;" << endl
- << "vector<double> params(param_nbr);" << endl << endl;
+ mDriverCFile << endl << "params.resize(param_nbr);" << endl;
+
+ if (dynamic_model.equation_number() > 0)
+ {
+ dynamic_model.writeCOutput(mDriverCFile, basename, block, byte_code, use_dll, mod_file_struct.order_option, mod_file_struct.estimation_present);
+ // if (!no_static)
+ // static_model.writeCOutput(mOutputFile, block);
+ }
// Print statements
for (vector<Statement *>::const_iterator it = statements.begin();
it != statements.end(); it++)
(*it)->writeCOutput(mDriverCFile, basename);
- mDriverCFile << "DynareInfo *model_info = new DynareInfo(exo_names, exo_det_names, endo_names, param_names, params, aux_vars, predetermined_variables, varobs, lead_lag_incidence, NNZDerivatives);" << endl
- << "return model_info;" << endl
- << "}" << endl;
+ mDriverCFile << "}" << endl;
mDriverCFile.close();
// Write informational m file
diff --git a/preprocessor/SymbolTable.cc b/preprocessor/SymbolTable.cc
index abcd3c6768fa1b0b7b4d1c00871f6f8d8d8bd940..21b406b80f39199e6877e4f4a0eaee84a13a6031 100644
--- a/preprocessor/SymbolTable.cc
+++ b/preprocessor/SymbolTable.cc
@@ -293,23 +293,19 @@ SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
throw NotYetFrozenException();
output << endl
- << "map<string, int > exo_names, exo_det_names, endo_names, param_names;" << endl;
-
- output << endl
- << "int exo_nbr = " << exo_nbr() << ";" << endl;
+ << "exo_nbr = " << exo_nbr() << ";" << endl;
if (exo_nbr() > 0)
for (int id = 0; id < exo_nbr(); id++)
output << "exo_names[\"" << getName(exo_ids[id]) << "\"] = " << id << ";" << endl;
output << endl
- << "int exo_det_nbr = " << exo_det_nbr() << ";" << endl;
+ << "exo_det_nbr = " << exo_det_nbr() << ";" << endl;
if (exo_det_nbr() > 0)
for (int id = 0; id < exo_det_nbr(); id++)
output << "exo_det_names[\"" << getName(exo_det_ids[id]) << "\"] = " << id << " ;" << endl;
output << endl
- << "int endo_nbr = " << endo_nbr() << ";" << endl
- << "int orig_endo_nbr = " << orig_endo_nbr() << ";" << endl;
+ << "endo_nbr = " << endo_nbr() << ";" << endl;
if (endo_nbr() > 0)
for (int id = 0; id < endo_nbr(); id++)
output << "endo_names[\"" << getName(endo_ids[id]) << "\"] = " << id << ";" << endl;
@@ -321,8 +317,6 @@ SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
output << "param_names[\"" << getName(param_ids[id]) << "\"] = " << id << ";" << endl;
// Write the auxiliary variable table
- output << endl
- << "vector <aux_vars_t> aux_vars;" << endl;
if (aux_vars.size() > 0)
for (int i = 0; i < (int) aux_vars.size(); i++)
{
@@ -345,8 +339,6 @@ SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
output << "aux_vars.push_back(" << "av" << i << ");" << endl;
}
- output << endl
- << "vector <int> predetermined_variables, varobs;" << endl;
if (predeterminedNbr() > 0)
for (set<int>::const_iterator it = predetermined_variables.begin();
it != predetermined_variables.end(); it++)