Commit dfa744fc authored by Ferhat Mihoubi's avatar Ferhat Mihoubi
Browse files

- adds new files: Evaluate.cc and Evaluate.hh to bytecode

parent 5c2a6b80
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/*
* Copyright (C) 2007-2012 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 <http://www.gnu.org/licenses/>.
*/
#ifndef EVALUATE_HH_INCLUDED
#define EVALUATE_HH_INCLUDED
#include <stack>
#include <vector>
#include <string>
#include <cmath>
#define BYTE_CODE
#include "CodeInterpreter.hh"
#ifdef LINBCG
# include "linbcg.hh"
#endif
#ifndef DEBUG_EX
# include <dynmex.h>
#else
# include "mex_interface.hh"
#endif
#include "ErrorHandling.hh"
#define pow_ pow
class Evaluate : public ErrorMsg
{
private:
unsigned int EQN_dvar1, EQN_dvar2, EQN_dvar3;
int EQN_lag1, EQN_lag2, EQN_lag3;
protected:
mxArray *GlobalTemporaryTerms;
it_code_type start_code, end_code;
double pow1(double a, double b);
double divide(double a, double b);
double log1(double a);
double log10_1(double a);
void evaluate_over_periods(const bool forward);
void solve_simple_one_periods();
void solve_simple_over_periods(const bool forward);
void compute_block_time(const int Per_u_, const bool evaluate, const bool no_derivatives);
code_liste_type code_liste;
it_code_type it_code;
int Block_Count, Per_u_, Per_y_;
int it_;
int maxit_, size_of_direction;
double *direction;
double solve_tolf;
bool GaussSeidel;
map<pair<pair<int, int>, int>, int> IM_i;
int equation, derivative_equation, derivative_variable;
string filename;
int stack_solve_algo, solve_algo;
bool global_temporary_terms;
bool print, print_error;
double res1, res2, max_res;
int max_res_idx;
vector<Block_contain_type> Block_Contain;
int size;
int *index_vara;
bool print_it, forward;
int minimal_solving_periods;
int type, block_num, symbol_table_endo_nbr, Block_List_Max_Lag, Block_List_Max_Lead, u_count_int, block;
string file_name, bin_base_name;
bool Gaussian_Elimination, is_linear;
public:
bool steady_state;
Evaluate();
Evaluate(const int y_size_arg, const int y_kmin_arg, const int y_kmax_arg, const bool print_it_arg, const bool steady_state_arg, const int periods_arg, const int minimal_solving_periods_arg);
//typedef void (Interpreter::*InterfpreterMemFn)(const int block_num, const int size, const bool steady_state, int it);
void set_block(const int size_arg, const int type_arg, string file_name_arg, string bin_base_name_arg, const int block_num_arg,
const bool is_linear_arg, const int symbol_table_endo_nbr_arg, const int Block_List_Max_Lag_arg, const int Block_List_Max_Lead_arg, const int u_count_int_arg, const int block_arg);
void evaluate_complete(const bool no_derivatives);
bool compute_complete(const bool no_derivatives, double &res1, double &res2, double &max_res, int &max_res_idx);
void compute_complete_2b(const bool no_derivatives, double *_res1, double *_res2, double *_max_res, int *_max_res_idx);
bool compute_complete(double lambda, double *crit);
};
#endif
......@@ -3715,6 +3715,19 @@ DynamicModel::testTrendDerivativesEqualToZero(const eval_context_t &eval_context
}
}
void
DynamicModel::print_trend_vars()
{
for (trend_symbols_map_t::const_iterator it = nonstationary_symbols_map.begin();
it != nonstationary_symbols_map.end(); it++)
{
cout << "it->first:" << symbol_table.getName(it->first) << " ";
it->second->print_deflator();
cout << endl;
}
}
void
DynamicModel::writeParamsDerivativesFile(const string &basename) const
{
......
......@@ -230,6 +230,7 @@ public:
virtual int getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException);
virtual int getDynJacobianCol(int deriv_id) const throw (UnknownDerivIDException);
virtual void addAllParamDerivId(set<int> &deriv_id_set);
void print_trend_vars();
//! Returns true indicating that this is a dynamic model
virtual bool
......
......@@ -175,6 +175,64 @@ ExprNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output
// Nothing to do
}
void
ExprNode::print_deflator()
{
}
void
VariableNode::print_deflator()
{
cout << datatree.symbol_table.getName(symb_id);
}
void
UnaryOpNode::print_deflator()
{
arg->print_deflator();
}
void
BinaryOpNode::print_deflator()
{
arg1->print_deflator();
arg2->print_deflator();
}
void
TrinaryOpNode::print_deflator()
{
arg1->print_deflator();
arg2->print_deflator();
arg3->print_deflator();
}
void
ExternalFunctionNode::print_deflator()
{
}
void
FirstDerivExternalFunctionNode::print_deflator()
{
}
void
SecondDerivExternalFunctionNode::print_deflator()
{
}
void
ExprNode::compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
......@@ -297,6 +355,12 @@ NumConstNode::collectTemporary_terms(const temporary_terms_t &temporary_terms, t
temporary_terms_inuse.insert(idx);
}
void
NumConstNode::print_deflator()
{
}
void
NumConstNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
......
......@@ -284,6 +284,7 @@ public:
//! Returns the relative period of the most forward term in this expression
/*! A negative value means that the expression contains only lagged variables */
virtual int maxLead() const = 0;
virtual void print_deflator();
//! Returns a new expression where all the leads/lags have been shifted backwards by the same amount
/*!
......@@ -455,6 +456,7 @@ public:
virtual expr_t detrend(int symb_id, expr_t trend) const;
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const;
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual void print_deflator();
};
//! Symbol or variable node
......@@ -483,6 +485,7 @@ public:
virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const;
virtual expr_t toStatic(DataTree &static_datatree) const;
virtual void print_deflator();
SymbolType
get_type() const
{
......@@ -554,6 +557,7 @@ public:
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
static double eval_opcode(UnaryOpcode op_code, double v) throw (EvalException, EvalExternalFunctionException);
virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
virtual void print_deflator();
virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const;
//! Returns operand
expr_t
......@@ -633,6 +637,7 @@ public:
virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const;
virtual expr_t Compute_RHS(expr_t arg1, expr_t arg2, int op, int op_type) const;
virtual void print_deflator();
//! Returns first operand
expr_t
get_arg1() const
......@@ -733,6 +738,7 @@ public:
virtual int maxEndoLag() const;
virtual int maxExoLag() const;
virtual int maxLead() const;
virtual void print_deflator();
virtual expr_t decreaseLeadsLags(int n) const;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
//! Creates another TrinaryOpNode with the same opcode, but with a possibly different datatree and arguments
......@@ -797,6 +803,7 @@ public:
bool lhs_rhs, const temporary_terms_t &temporary_terms,
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
deriv_node_temp_terms_t &tef_terms) const;
virtual void print_deflator();
virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const;
virtual expr_t toStatic(DataTree &static_datatree) const;
......@@ -855,6 +862,7 @@ public:
bool lhs_rhs, const temporary_terms_t &temporary_terms,
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
deriv_node_temp_terms_t &tef_terms) const;
virtual void print_deflator();
};
class SecondDerivExternalFunctionNode : public ExternalFunctionNode
......@@ -880,6 +888,7 @@ public:
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const;
virtual void print_deflator();
};
#endif
......@@ -107,6 +107,7 @@ ModFile::addStatementAtFront(Statement *st)
void
ModFile::checkPass()
{
dynamic_model.print_trend_vars();
for (vector<Statement *>::iterator it = statements.begin();
it != statements.end(); it++)
(*it)->checkPass(mod_file_struct, warnings);
......@@ -374,8 +375,8 @@ ModFile::computingPass(bool no_tmp_terms)
// Mod file may have no equation (for example in a standalone BVAR estimation)
if (dynamic_model.equation_number() > 0)
{
if (nonstationary_variables)
trend_dynamic_model.runTrendTest(global_eval_context);
/*if (nonstationary_variables)
trend_dynamic_model.runTrendTest(global_eval_context);*/
// Compute static model and its derivatives
dynamic_model.toStatic(static_model);
......
......@@ -1002,14 +1002,21 @@ ModelTree::computeJacobian(const set<int> &vars)
{
for (set<int>::const_iterator it = vars.begin();
it != vars.end(); it++)
for (int eq = 0; eq < (int) equations.size(); eq++)
{
expr_t d1 = equations[eq]->getDerivative(*it);
if (d1 == Zero)
continue;
first_derivatives[make_pair(eq, *it)] = d1;
++NNZDerivatives[0];
}
{
int prev_deriv = NNZDerivatives[0];
for (int eq = 0; eq < (int) equations.size(); eq++)
{
expr_t d1 = equations[eq]->getDerivative(*it);
if (d1 == Zero)
continue;
first_derivatives[make_pair(eq, *it)] = d1;
++NNZDerivatives[0];
}
if (NNZDerivatives[0] == prev_deriv)
{
cout << "the derivatives w.r. to " << symbol_table.getName(*it) << " is always equal to 0\n";
}
}
}
void
......
......@@ -13,6 +13,7 @@ rho = 0.7;
psi = 0.787;
del = 0.02;
//model(block, bytecode);
model;
dA = exp(gam+e_a);
log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
......@@ -56,19 +57,39 @@ steady;
check;
stoch_simul(irf=0);
//stoch_simul(irf=0);
conditional_forecast_paths;
var gp_obs;
periods 1 2:5;
//values 0.05;
//values 0.98 1.00797;
values 0.98 0.99;
//expectation perfect_foresight;
var gy_obs;
periods 1 2 3:5;
values 0.01 -0.02 0;
var gp_obs;
periods 1:5;
values 0.05;
//values 0.01 -0.02 0;
//values 0.85 0.85 0.95;
values 0.95 0.95 0.99;
//expectation perfect_foresight;
end;
conditional_forecast(parameter_set=calibration, controlled_varexo=(e_a,e_m));
options_.stack_solve_algo = 0;
options_.maxit_ = 50;
if ~(exist('OCTAVE_VERSION') && octave_ver_less_than('3.4.0'))
plot_conditional_forecast(periods=10) gy_obs gp_obs;
end
conditional_forecast(parameter_set=calibration, controlled_varexo=(e_m,e_a), simulation_type = deterministic);
/*shocks;
var e_a;
periods 1 2 3 4 5;
values -0.0109 -0.0122 -0.0137 -0.0154 -0.0173;
var e_m;
periods 1 2 3 4 5;
values -0.1242 -0.0386 -0.0392 -0.0398 -0.0405;
end;
simul(periods=40);*/
rplot gy_obs;
rplot gp_obs;
//if ~(exist('OCTAVE_VERSION') && octave_ver_less_than('3.4.0'))
//plot_conditional_forecast(periods=10) gy_obs gp_obs;
//end
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