GitLab

Closes: #51

Also be more strict on the form of the target (must now be X(-1) or log(X(-1))
where X is *not* an auxiliary variable).

By the way, improve some comments in SymbolTable.

Closes: #54

— fix segfault due to bad handling of iterators while erasing elements of a set
— fix logic for excluding endogenous variable when it is present on the LHS

This makes the output more useful when there are multiple PAC models.

Fix faulty logic in checks for mh_tune_jscale

Closes #46

See merge request !25

Make preprocessor recognize default order=2 of stoch_simul

Closes #49

See merge request !24

Method of moments: Preprocessor preparations

See merge request !23

The detection of the target EC variable to be used when constructing the
forward-looking expectation variable is rather fragile.

When the PAC model is written with an (non-)optimizing share of agents,
restrict the identification of the target variable to the optimizing
expression, to minimize the risk of wrong identification.

By the way, add a few comments, and a small simplification.

It is useless in the backward looking version, and it cannot be
evaluated in the MCE case (because of the forward looking recursion).

PAC MCE expectations: add corresponding auxiliary variables in dynamic_set_auxiliary_series.m and set_auxiliary_variables.m

By default, the preprocessor is supposed to only do the “unary ops”
transformation in the equations of VAR/PAC/trend component models.

However, the implementation was slightly different so far. It would detect
candidates to this transformation in the chosen equations, but it would then
perform the substitution in *all* equations.

This could lead for crashes, for example if the chosen equation contains
log(X(-1)), but another (non-chosen) equation has log(X(-2)). Then this latter
expression, even though it belongs to the same lag-equivalence class, is not
properly handled, causing a segfault.

Also do a few related cosmetic changes.

Previously they were returned as 3-column matrices. But this was inconsistent
with the M-file mode.

We don’t support that compiler, and in any case it should support C99.

This is a preparatory step to allow use_dll with block decomposition.

Use 3-column format before calling sparse().

Ensure that the 3-column matrix is constructed in column-major order: data
locality will greatly improve performance once we implement use_dll.

Some evaluated blocks could be incorrectly merged, leading to wrong
results (e.g. blocks incorrectly marked as evaluable forward).

Bug introduced in 39407083

This is much more explicit.

Block decomposition: for “solve two-boundaries” blocks, move the iteration loop outside the dynamic file

Block decomposition: for “solve two boundaries” block, no longer compute “b” (-residuals+g1*y) in the dynamic function