diff --git a/.gitignore b/.gitignore
index 330c3f41f927d66c0275e9aa7d63aa828969accb..dfe1d234e7d229276e66f1c6e0cf79af605d53bc 100644
--- a/.gitignore
+++ b/.gitignore
@@ -119,6 +119,9 @@ mex/build/matlab/run_m2html.m
/matlab/preprocessor*
/matlab/dynare_version.m
+# JULIA dir
+/julia/preprocessor*
+
# DLL rules
*.mex
*.dll
@@ -200,3 +203,6 @@ mex/build/matlab/run_m2html.m
# Reporting
*synctex.gz
tests/reporting/tmpRepDir
+
+# Julia Tests
+/tests/**/*.jl
diff --git a/julia/Dynare.jl b/julia/Dynare.jl
new file mode 100644
index 0000000000000000000000000000000000000000..240396231b9313c831167f4ab193db0ee0f3866f
--- /dev/null
+++ b/julia/Dynare.jl
@@ -0,0 +1,44 @@
+module Dynare
+##
+ # Copyright (C) 2015 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/>.
+##
+
+export dynare, @dynare
+
+function dynare(modfile)
+ # Add cd to path if not already there
+ if isempty(findin([pwd()], LOAD_PATH))
+ unshift!(LOAD_PATH, pwd())
+ end
+
+ # Process modfile
+ println(string("Using ", WORD_SIZE, "-bit preprocessor"))
+ preprocessor = string(dirname(@__FILE__()), "/preprocessor", WORD_SIZE, "/dynare_m")
+ run(`$preprocessor $modfile language=julia output=dynamic`)
+
+ # Load module created by preprocessor
+ basename = split(modfile, ".mod"; keep=false)
+ require(basename[1])
+end
+
+
+macro dynare(modelname)
+ :(dynare($modelname))
+end
+
+end
diff --git a/julia/DynareModel.jl b/julia/DynareModel.jl
new file mode 100644
index 0000000000000000000000000000000000000000..6b37b8d71927be2a6570a12af6d4adf4991e53c1
--- /dev/null
+++ b/julia/DynareModel.jl
@@ -0,0 +1,176 @@
+module DynareModel
+##
+ # Copyright (C) 2015 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/>.
+##
+
+
+export Endo, Exo, ExoDet, Param, dynare_model
+
+abstract Atom
+
+immutable Endo <: Atom
+ name::UTF8String
+ tex_name::UTF8String
+ long_name::UTF8String
+end
+
+immutable Exo <: Atom
+ name::UTF8String
+ tex_name::UTF8String
+ long_name::UTF8String
+end
+
+immutable ExoDet <: Atom
+ name::UTF8String
+ tex_name::UTF8String
+ long_name::UTF8String
+end
+
+immutable Param <: Atom
+ name::UTF8String
+ tex_name::UTF8String
+ long_name::UTF8String
+end
+
+immutable AuxVars
+ endo_index::Int
+ var_type::Int
+ orig_index::Int
+ orig_lead_lag::Int
+ eq_nbr::Int
+ orig_expr::UTF8String
+end
+
+immutable PredVars
+ index::Int
+end
+
+immutable ObsVars
+ index::Int
+end
+
+immutable DetShocks
+ exo_det::Int
+ exo_id::Int
+ multiplicative::Bool
+ periods::Vector{Int}
+ value::Float64
+end
+
+immutable EquationTag
+ eq_nbr::Int
+ name::UTF8String
+ value::UTF8String
+end
+
+type Model
+ fname::ASCIIString
+ dname::ASCIIString
+ dynare_version::ASCIIString
+ endo::Vector{Endo}
+ exo::Vector{Exo}
+ exo_det::Vector{ExoDet}
+ param::Vector{Param}
+ aux_vars::Vector{AuxVars}
+ pred_vars::Vector{Int}
+ obs_vars::Vector{Int}
+ orig_endo_nbr::Int
+ orig_eq_nbr::Int
+ eq_nbr::Int
+ ramsey_eq_nbr::Int
+ det_shocks::Vector{DetShocks}
+ nstatic::Int
+ nfwrd::Int
+ npred::Int
+ nboth::Int
+ nsfwrd::Int
+ nspred::Int
+ ndynamic::Int
+ maximum_lag::Int
+ maximum_lead::Int
+ maximum_endo_lag::Int
+ maximum_endo_lead::Int
+ maximum_exo_lag::Int
+ maximum_exo_lead::Int
+ lead_lag_incidence::Matrix{Int}
+ nnzderivatives::Vector{Int}
+ static_and_dynamic_models_differ::Bool
+ equation_tags::Vector{UTF8String}
+ exo_names_orig_ord::Vector{Int}
+ sigma_e::Matrix{Float64}
+ correlation_matrix::Matrix{Float64}
+ h::Matrix{Float64}
+ correlation_matrix_me::Matrix{Float64}
+ sigma_e_is_diagonal::Bool
+ params::Matrix{Float64}
+ static::Function
+ static_params_derivs::Function
+ dynamic::Function
+ dynamic_params_derivs::Function
+ steady_state::Function
+end
+
+function dynare_model()
+ return Model("", # fname
+ "", # dname
+ "", # dynare_version
+ Array(Endo,0), # endo
+ Array(Exo,0), # exo
+ Array(ExoDet,0), # exo_det
+ Array(Param,0), # param
+ Array(AuxVars,0), # aux_vars
+ Array(Int,0), # pred_vars
+ Array(Int,0), # obs_vars
+ 0, # orig_endo_nbr
+ 0, # orig_eq_nbr
+ 0, # eq_nbr
+ 0, # ramsey_eq_nbr
+ Array(DetShocks,0), # det_shocks
+ 0, # nstatic
+ 0, # nfwrd
+ 0, # npred
+ 0, # nboth
+ 0, # nsfwrd
+ 0, # nspred
+ 0, # ndynamic
+ 0, # maximum_lag
+ 0, # maximum_lead
+ 0, # maximum_endo_lag
+ 0, # maximum_endo_lead
+ 0, # maximum_exo_lag
+ 0, # maximum_exo_lead
+ Array(Int, 3, 0), # lead_lag_incidence
+ zeros(Int, 3), # nnzderivatives
+ false, # static_and_dynamic_models_differ
+ Array(ASCIIString,0), # equation_tags
+ Array(Int64,1), # exo_names_orig_ord
+ Array(Float64, 0, 0), # sigma_e (Cov matrix of the structural innovations)
+ Array(Float64, 0, 0), # correlation_matrix (Corr matrix of the structural innovations)
+ Array(Float64, 0, 0), # h (Cov matrix of the measurement errors)
+ Array(Float64, 0, 0), # correlation_matrix_me (Cov matrix of the measurement errors)
+ true, # sigma_e_is_diagonal
+ Array(Float64, 0, 0), # params
+ function()end, # static
+ function()end, # static_params_derivs
+ function()end, # dynamic
+ function()end, # dynamic_params_derivs
+ function()end # steady_state
+ )
+end
+
+end
diff --git a/julia/DynareOptions.jl b/julia/DynareOptions.jl
new file mode 100644
index 0000000000000000000000000000000000000000..bdcca5c1621b3334526537040265705f88100d25
--- /dev/null
+++ b/julia/DynareOptions.jl
@@ -0,0 +1,35 @@
+module DynareOptions
+##
+ # Copyright (C) 2015 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/>.
+##
+
+
+export dynare_options
+
+type Options
+ dynare_version::ASCIIString
+ linear::Bool
+end
+
+function dynare_options()
+ return Options("", # dynare_version
+ false # linear
+ )
+end
+
+end
diff --git a/julia/DynareOutput.jl b/julia/DynareOutput.jl
new file mode 100644
index 0000000000000000000000000000000000000000..f8aea529d75139ab8147a88c7838c618e99dbcde
--- /dev/null
+++ b/julia/DynareOutput.jl
@@ -0,0 +1,37 @@
+module DynareOutput
+##
+ # Copyright (C) 2015 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/>.
+##
+
+
+export dynare_output
+
+type Output
+ dynare_version::ASCIIString
+ steady_state::Matrix{Float64}
+ exo_steady_state::Matrix{Float64}
+end
+
+function dynare_output()
+ return Output("", # dynare_version
+ Array(Float64, 0, 0), # steady_state
+ Array(Float64, 0, 0) # exo_steady_state
+ )
+end
+
+end
diff --git a/julia/Utils.jl b/julia/Utils.jl
new file mode 100644
index 0000000000000000000000000000000000000000..6fd7eff5316a3f97410331793983eed1a5404f6b
--- /dev/null
+++ b/julia/Utils.jl
@@ -0,0 +1,36 @@
+module Utils
+##
+ # Copyright (C) 2015 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/>.
+##
+
+export get_power_deriv
+
+function get_power_deriv(x::Float64, p::Real, k::Int)
+ if abs(x)<1e-12 && p>0 && k>p && typeof(p)==Int
+ dxp = .0
+ else
+ dxp = x^(p-k)
+ for i = 0:k-1
+ dxp *= p
+ p -= 1
+ end
+ end
+ return dxp
+end
+
+end
diff --git a/preprocessor/ComputingTasks.cc b/preprocessor/ComputingTasks.cc
index eaeebf2bc27bde15f83b0a3b6af732edc0dd86ce..72a26f3506d0eda22b790d50ad527b2d2f26245a 100644
--- a/preprocessor/ComputingTasks.cc
+++ b/preprocessor/ComputingTasks.cc
@@ -1206,7 +1206,7 @@ PlannerObjectiveStatement::computingPass()
void
PlannerObjectiveStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
- model_tree->writeStaticFile(basename + "_objective", false, false, false);
+ model_tree->writeStaticFile(basename + "_objective", false, false, false, false);
}
BVARDensityStatement::BVARDensityStatement(int maxnlags_arg, const OptionsList &options_list_arg) :
diff --git a/preprocessor/DynamicModel.cc b/preprocessor/DynamicModel.cc
index 97616691ae29afe443a1aa5e3304065a6f36cc97..0481ec73ab54a18f70f0f6d298ceffcb7a0651cb 100644
--- a/preprocessor/DynamicModel.cc
+++ b/preprocessor/DynamicModel.cc
@@ -1557,11 +1557,36 @@ DynamicModel::writeDynamicMFile(const string &dynamic_basename) const
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl;
- writeDynamicModel(mDynamicModelFile, false);
+ writeDynamicModel(mDynamicModelFile, false, false);
mDynamicModelFile << "end" << endl; // Close *_dynamic function
mDynamicModelFile.close();
}
+void
+DynamicModel::writeDynamicJuliaFile(const string &basename) const
+{
+ string filename = basename + "Dynamic.jl";
+
+ ofstream output;
+ output.open(filename.c_str(), ios::out | ios::binary);
+ if (!output.is_open())
+ {
+ cerr << "Error: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ output << "module " << basename << "Dynamic" << endl
+ << "#" << endl
+ << "# NB: this file was automatically generated by Dynare" << endl
+ << "# from " << basename << ".mod" << endl
+ << "#" << endl
+ << "using Utils" << endl << endl
+ << "export dynamic!" << endl << endl;
+ writeDynamicModel(output, false, true);
+ output << "end" << endl;
+ output.close();
+}
+
void
DynamicModel::writeDynamicCFile(const string &dynamic_basename, const int order) const
{
@@ -1596,7 +1621,7 @@ DynamicModel::writeDynamicCFile(const string &dynamic_basename, const int order)
writePowerDerivCHeader(mDynamicModelFile);
// Writing the function body
- writeDynamicModel(mDynamicModelFile, true);
+ writeDynamicModel(mDynamicModelFile, true, false);
writePowerDeriv(mDynamicModelFile, true);
mDynamicModelFile.close();
@@ -2085,21 +2110,23 @@ DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const stri
}
void
-DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
+DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia) const
{
- ostringstream model_output; // Used for storing model equations
+ ostringstream model_output; // Used for storing model
+ ostringstream model_eq_output; // Used for storing model equations
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream third_derivatives_output;
- ExprNodeOutputType output_type = (use_dll ? oCDynamicModel : oMatlabDynamicModel);
+ ExprNodeOutputType output_type = (use_dll ? oCDynamicModel :
+ julia ? oJuliaDynamicModel : oMatlabDynamicModel);
deriv_node_temp_terms_t tef_terms;
writeModelLocalVariables(model_output, output_type, tef_terms);
writeTemporaryTerms(temporary_terms, model_output, output_type, tef_terms);
- writeModelEquations(model_output, output_type);
+ writeModelEquations(model_eq_output, output_type);
int nrows = equations.size();
int hessianColsNbr = dynJacobianColsNbr * dynJacobianColsNbr;
@@ -2134,35 +2161,50 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
int col_nb = id1 * dynJacobianColsNbr + id2;
int col_nb_sym = id2 * dynJacobianColsNbr + id1;
- sparseHelper(2, hessian_output, k, 0, output_type);
- hessian_output << "=" << eq + 1 << ";" << endl;
-
- sparseHelper(2, hessian_output, k, 1, output_type);
- hessian_output << "=" << col_nb + 1 << ";" << endl;
-
- sparseHelper(2, hessian_output, k, 2, output_type);
- hessian_output << "=";
- d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
- hessian_output << ";" << endl;
-
- k++;
-
- // Treating symetric elements
- if (id1 != id2)
+ ostringstream for_sym;
+ if (output_type == oJuliaDynamicModel)
+ {
+ for_sym << "g2[" << eq + 1 << "," << col_nb + 1 << "]";
+ hessian_output << " @inbounds " << for_sym.str() << " = ";
+ d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
+ hessian_output << endl;
+ }
+ else
{
sparseHelper(2, hessian_output, k, 0, output_type);
hessian_output << "=" << eq + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 1, output_type);
- hessian_output << "=" << col_nb_sym + 1 << ";" << endl;
+ hessian_output << "=" << col_nb + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 2, output_type);
hessian_output << "=";
- sparseHelper(2, hessian_output, k-1, 2, output_type);
+ d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
hessian_output << ";" << endl;
k++;
}
+
+ // Treating symetric elements
+ if (id1 != id2)
+ if (output_type == oJuliaDynamicModel)
+ hessian_output << " @inbounds g2[" << eq + 1 << "," << col_nb_sym + 1 << "] = "
+ << for_sym.str() << endl;
+ else
+ {
+ sparseHelper(2, hessian_output, k, 0, output_type);
+ hessian_output << "=" << eq + 1 << ";" << endl;
+
+ sparseHelper(2, hessian_output, k, 1, output_type);
+ hessian_output << "=" << col_nb_sym + 1 << ";" << endl;
+
+ sparseHelper(2, hessian_output, k, 2, output_type);
+ hessian_output << "=";
+ sparseHelper(2, hessian_output, k-1, 2, output_type);
+ hessian_output << ";" << endl;
+
+ k++;
+ }
}
// Writing third derivatives
@@ -2183,18 +2225,30 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
// Reference column number for the g3 matrix
int ref_col = id1 * hessianColsNbr + id2 * dynJacobianColsNbr + id3;
- sparseHelper(3, third_derivatives_output, k, 0, output_type);
- third_derivatives_output << "=" << eq + 1 << ";" << endl;
+ ostringstream for_sym;
+ if (output_type == oJuliaDynamicModel)
+ {
+ for_sym << "g3[" << eq + 1 << "," << ref_col + 1 << "]";
+ third_derivatives_output << " @inbounds " << for_sym.str() << " = ";
+ d3->writeOutput(third_derivatives_output, output_type, temporary_terms, tef_terms);
+ third_derivatives_output << endl;
+ }
+ else
+ {
+ sparseHelper(3, third_derivatives_output, k, 0, output_type);
+ third_derivatives_output << "=" << eq + 1 << ";" << endl;
- sparseHelper(3, third_derivatives_output, k, 1, output_type);
- third_derivatives_output << "=" << ref_col + 1 << ";" << endl;
+ sparseHelper(3, third_derivatives_output, k, 1, output_type);
+ third_derivatives_output << "=" << ref_col + 1 << ";" << endl;
- sparseHelper(3, third_derivatives_output, k, 2, output_type);
- third_derivatives_output << "=";
- d3->writeOutput(third_derivatives_output, output_type, temporary_terms, tef_terms);
- third_derivatives_output << ";" << endl;
+ sparseHelper(3, third_derivatives_output, k, 2, output_type);
+ third_derivatives_output << "=";
+ d3->writeOutput(third_derivatives_output, output_type, temporary_terms, tef_terms);
+ third_derivatives_output << ";" << endl;
+ }
- // Compute the column numbers for the 5 other permutations of (id1,id2,id3) and store them in a set (to avoid duplicates if two indexes are equal)
+ // Compute the column numbers for the 5 other permutations of (id1,id2,id3)
+ // and store them in a set (to avoid duplicates if two indexes are equal)
set<int> cols;
cols.insert(id1 * hessianColsNbr + id3 * dynJacobianColsNbr + id2);
cols.insert(id2 * hessianColsNbr + id1 * dynJacobianColsNbr + id3);
@@ -2205,24 +2259,28 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
int k2 = 1; // Keeps the offset of the permutation relative to k
for (set<int>::iterator it2 = cols.begin(); it2 != cols.end(); it2++)
if (*it2 != ref_col)
- {
- sparseHelper(3, third_derivatives_output, k+k2, 0, output_type);
- third_derivatives_output << "=" << eq + 1 << ";" << endl;
+ if (output_type == oJuliaDynamicModel)
+ third_derivatives_output << " @inbounds g3[" << eq + 1 << "," << *it2 + 1 << "] = "
+ << for_sym.str() << endl;
+ else
+ {
+ sparseHelper(3, third_derivatives_output, k+k2, 0, output_type);
+ third_derivatives_output << "=" << eq + 1 << ";" << endl;
- sparseHelper(3, third_derivatives_output, k+k2, 1, output_type);
- third_derivatives_output << "=" << *it2 + 1 << ";" << endl;
+ sparseHelper(3, third_derivatives_output, k+k2, 1, output_type);
+ third_derivatives_output << "=" << *it2 + 1 << ";" << endl;
- sparseHelper(3, third_derivatives_output, k+k2, 2, output_type);
- third_derivatives_output << "=";
- sparseHelper(3, third_derivatives_output, k, 2, output_type);
- third_derivatives_output << ";" << endl;
+ sparseHelper(3, third_derivatives_output, k+k2, 2, output_type);
+ third_derivatives_output << "=";
+ sparseHelper(3, third_derivatives_output, k, 2, output_type);
+ third_derivatives_output << ";" << endl;
- k2++;
- }
+ k2++;
+ }
k += k2;
}
- if (!use_dll)
+ if (output_type == oMatlabDynamicModel)
{
DynamicOutput << "%" << endl
<< "% Model equations" << endl
@@ -2230,6 +2288,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
<< endl
<< "residual = zeros(" << nrows << ", 1);" << endl
<< model_output.str()
+ << model_eq_output.str()
// Writing initialization instruction for matrix g1
<< "if nargout >= 2," << endl
<< " g1 = zeros(" << nrows << ", " << dynJacobianColsNbr << ");" << endl
@@ -2271,7 +2330,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
DynamicOutput << "end" << endl;
}
- else
+ else if (output_type == oCDynamicModel)
{
DynamicOutput << "void Dynamic(double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
<< "{" << endl
@@ -2279,6 +2338,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
<< endl
<< " /* Residual equations */" << endl
<< model_output.str()
+ << model_eq_output.str()
<< " /* Jacobian */" << endl
<< " if (g1 == NULL)" << endl
<< " return;" << endl
@@ -2307,10 +2367,106 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
DynamicOutput << "}" << endl << endl;
}
+ else
+ {
+ ostringstream comments;
+ comments << "## Function Arguments" << endl
+ << endl
+ << "## Input" << endl
+ << " 1 y: Array{Float64, num_dynamic_vars, 1} Vector of endogenous variables in the order stored" << endl
+ << " in model.lead_lag_incidence; see the manual" << endl
+ << " 2 x: Array{Float64, nperiods, length(model.exo)} Matrix of exogenous variables (in declaration order)" << endl
+ << " for all simulation periods" << endl
+ << " 3 params: Array{Float64, length(model.param), 1} Vector of parameter values in declaration order" << endl
+ << " 4 steady_state:" << endl
+ << " 5 it_: Int Time period for exogenous variables for which to evaluate the model" << endl
+ << endl
+ << "## Output" << endl
+ << " 6 residual: Array(Float64, model.eq_nbr, 1) Vector of residuals of the dynamic model equations in" << endl
+ << " order of declaration of the equations." << endl;
+
+ DynamicOutput << "function dynamic!(y::Vector{Float64}, x::Matrix{Float64}, "
+ << "params::Vector{Float64}," << endl
+ << " steady_state::Vector{Float64}, it_::Int, "
+ << "residual::Vector{Float64})" << endl
+ << "#=" << endl << comments.str() << "=#" << endl
+ << " @assert size(y) == " << dynJacobianColsNbr << endl
+ << " @assert size(params) == " << symbol_table.param_nbr() << endl
+ << " @assert size(residual) == " << nrows << endl
+ << " #" << endl
+ << " # Model equations" << endl
+ << " #" << endl
+ << model_output.str()
+ << model_eq_output.str()
+ << "end" << endl << endl
+ << "function dynamic!(y::Vector{Float64}, x::Matrix{Float64}, "
+ << "params::Vector{Float64}," << endl
+ << " steady_state::Vector{Float64}, it_::Int, "
+ << "residual::Vector{Float64}," << endl
+ << " g1::Matrix{Float64})" << endl;
+
+ comments << " 7 g1: Array(Float64, model.eq_nbr, num_dynamic_vars) Jacobian matrix of the dynamic model equations;" << endl
+ << " rows: equations in order of declaration" << endl
+ << " columns: variables in order stored in M_.lead_lag_incidence" << endl;
+
+ DynamicOutput << "#=" << endl << comments.str() << "=#" << endl
+ << " @assert size(g1) == (" << nrows << ", " << dynJacobianColsNbr << ")" << endl
+ << " fill!(g1, 0.0)" << endl
+ << " dynamic!(y, x, params, steady_state, it_, residual)" << endl
+ << model_output.str()
+ << " #" << endl
+ << " # Jacobian matrix" << endl
+ << " #" << endl
+ << jacobian_output.str()
+ << "end" << endl << endl
+ << "function dynamic!(y::Vector{Float64}, x::Matrix{Float64}, "
+ << "params::Vector{Float64}," << endl
+ << " steady_state::Vector{Float64}, it_::Int, "
+ << "residual::Vector{Float64}," << endl
+ << " g1::Matrix{Float64}, g2::Matrix{Float64})" << endl;
+
+ comments << " 8 g2: spzeros(model.eq_nbr, (num_dynamic_vars)^2) Hessian matrix of the dynamic model equations;" << endl
+ << " rows: equations in order of declaration" << endl
+ << " columns: variables in order stored in M_.lead_lag_incidence" << endl;
+
+ DynamicOutput << "#=" << endl << comments.str() << "=#" << endl
+ << " @assert size(g2) == (" << nrows << ", " << hessianColsNbr << ")" << endl
+ << " dynamic!(y, x, params, steady_state, it_, residual, g1)" << endl;
+ if (second_derivatives.size())
+ DynamicOutput << model_output.str()
+ << " #" << endl
+ << " # Hessian matrix" << endl
+ << " #" << endl
+ << hessian_output.str();
+
+ // Initialize g3 matrix
+ int ncols = hessianColsNbr * dynJacobianColsNbr;
+ DynamicOutput << "end" << endl << endl
+ << "function dynamic!(y::Vector{Float64}, x::Matrix{Float64}, "
+ << "params::Vector{Float64}," << endl
+ << " steady_state::Vector{Float64}, it_::Int, "
+ << "residual::Vector{Float64}," << endl
+ << " g1::Matrix{Float64}, g2::Matrix{Float64}, g3::Matrix{Float64})" << endl;
+
+ comments << " 9 g3: spzeros(model.eq_nbr, (num_dynamic_vars)^3) Third order derivative matrix of the dynamic model equations;" << endl
+ << " rows: equations in order of declaration" << endl
+ << " columns: variables in order stored in M_.lead_lag_incidence" << endl;
+
+ DynamicOutput << "#=" << endl << comments.str() << "=#" << endl
+ << " @assert size(g3) == (" << nrows << ", " << ncols << ")" << endl
+ << " dynamic!(y, x, params, steady_state, it_, residual, g1, g2)" << endl;
+ if (third_derivatives.size())
+ DynamicOutput << model_output.str()
+ << " #" << endl
+ << " # Third order derivatives" << endl
+ << " #" << endl
+ << third_derivatives_output.str();
+ DynamicOutput << "end" << endl;
+ }
}
void
-DynamicModel::writeOutput(ostream &output, const string &basename, bool block_decomposition, bool byte_code, bool use_dll, int order, bool estimation_present) const
+DynamicModel::writeOutput(ostream &output, const string &basename, bool block_decomposition, bool byte_code, bool use_dll, int order, bool estimation_present, bool julia) const
{
/* Writing initialisation for M_.lead_lag_incidence matrix
M_.lead_lag_incidence is a matrix with as many columns as there are
@@ -2321,7 +2477,20 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
model at a given period.
*/
- output << "M_.lead_lag_incidence = [";
+ string modstruct;
+ string outstruct;
+ if (julia)
+ {
+ modstruct = "model.";
+ outstruct = "output.";
+ }
+ else
+ {
+ modstruct = "M_.";
+ outstruct = "oo_.";
+ }
+
+ output << modstruct << "lead_lag_incidence = [";
// Loop on endogenous variables
int nstatic = 0,
nfwrd = 0,
@@ -2373,26 +2542,41 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
output << ";";
}
output << "]';" << endl;
- output << "M_.nstatic = " << nstatic << ";" << endl
- << "M_.nfwrd = " << nfwrd << ";" << endl
- << "M_.npred = " << npred << ";" << endl
- << "M_.nboth = " << nboth << ";" << endl
- << "M_.nsfwrd = " << nfwrd+nboth << ";" << endl
- << "M_.nspred = " << npred+nboth << ";" << endl
- << "M_.ndynamic = " << npred+nboth+nfwrd << ";" << endl;
+ output << modstruct << "nstatic = " << nstatic << ";" << endl
+ << modstruct << "nfwrd = " << nfwrd << ";" << endl
+ << modstruct << "npred = " << npred << ";" << endl
+ << modstruct << "nboth = " << nboth << ";" << endl
+ << modstruct << "nsfwrd = " << nfwrd+nboth << ";" << endl
+ << modstruct << "nspred = " << npred+nboth << ";" << endl
+ << modstruct << "ndynamic = " << npred+nboth+nfwrd << ";" << endl;
// Write equation tags
- output << "M_.equations_tags = {" << endl;
- for (size_t i = 0; i < equation_tags.size(); i++)
- output << " " << equation_tags[i].first + 1 << " , '"
- << equation_tags[i].second.first << "' , '"
- << equation_tags[i].second.second << "' ;" << endl;
- output << "};" << endl;
+ if (julia)
+ {
+ output << modstruct << "equation_tags = [" << endl;
+ for (size_t i = 0; i < equation_tags.size(); i++)
+ output << " EquationTag("
+ << equation_tags[i].first + 1 << " , \""
+ << equation_tags[i].second.first << "\" , \""
+ << equation_tags[i].second.second << "\")" << endl;
+ output << " ]" << endl;
+ }
+ else
+ {
+ output << modstruct << "equations_tags = {" << endl;
+ for (size_t i = 0; i < equation_tags.size(); i++)
+ output << " " << equation_tags[i].first + 1 << " , '"
+ << equation_tags[i].second.first << "' , '"
+ << equation_tags[i].second.second << "' ;" << endl;
+ output << "};" << endl;
+ }
/* Say if static and dynamic models differ (because of [static] and [dynamic]
equation tags) */
- output << "M_.static_and_dynamic_models_differ = "
- << (static_only_equations.size() > 0 ? "1" : "0")
+ output << modstruct << "static_and_dynamic_models_differ = "
+ << (static_only_equations.size() > 0 ?
+ (julia ? "true" : "1") :
+ (julia ? "false" : "0"))
<< ";" << endl;
//In case of sparse model, writes the block_decomposition structure of the model
@@ -2636,14 +2820,14 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
output << "block_structure.block(" << block+1 << ").n_backward = " << n_backward << ";\n";
output << "block_structure.block(" << block+1 << ").n_mixed = " << n_mixed << ";\n";
}
- output << "M_.block_structure.block = block_structure.block;\n";
+ output << modstruct << "block_structure.block = block_structure.block;\n";
string cst_s;
int nb_endo = symbol_table.endo_nbr();
- output << "M_.block_structure.variable_reordered = [";
+ output << modstruct << "block_structure.variable_reordered = [";
for (int i = 0; i < nb_endo; i++)
output << " " << variable_reordered[i]+1;
output << "];\n";
- output << "M_.block_structure.equation_reordered = [";
+ output << modstruct << "block_structure.equation_reordered = [";
for (int i = 0; i < nb_endo; i++)
output << " " << equation_reordered[i]+1;
output << "];\n";
@@ -2677,8 +2861,8 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
if (prev_lag != -1000000)
output << "];\n";
prev_lag = it->first.first;
- output << "M_.block_structure.incidence(" << max_endo_lag+it->first.first+1 << ").lead_lag = " << prev_lag << ";\n";
- output << "M_.block_structure.incidence(" << max_endo_lag+it->first.first+1 << ").sparse_IM = [";
+ output << modstruct << "block_structure.incidence(" << max_endo_lag+it->first.first+1 << ").lead_lag = " << prev_lag << ";\n";
+ output << modstruct << "block_structure.incidence(" << max_endo_lag+it->first.first+1 << ").sparse_IM = [";
}
output << it->first.second.first+1 << " " << it->first.second.second+1 << ";\n";
}
@@ -2696,7 +2880,7 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
n_obs--;
int n = n_obs + n_state;
- output << "M_.nobs_non_statevar = " << n_obs << ";" << endl;
+ output << modstruct << "nobs_non_statevar = " << n_obs << ";" << endl;
int nb_diag = 0;
//map<pair<int,int>, int>::const_iterator row_state_var_incidence_it = row_state_var_incidence.begin();
@@ -2783,11 +2967,11 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
i_nz_state_var[lp + i] = lp + nze;
lp += nze;
}
- output << "M_.nz_state_var = [";
+ output << modstruct << "nz_state_var = [";
for (unsigned int i = 0; i < lp; i++)
output << i_nz_state_var[i] << " ";
output << "];" << endl;
- output << "M_.n_diag = " << nb_diag << ";" << endl;
+ output << modstruct << "n_diag = " << nb_diag << ";" << endl;
KF_index_file.write(reinterpret_cast<char *>(&nb_diag), sizeof(nb_diag));
@@ -2831,7 +3015,7 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
KF_index_file.write(reinterpret_cast<char *>(&(*it)), sizeof(index_KF));
KF_index_file.close();
}
- output << "M_.state_var = [";
+ output << modstruct << "state_var = [";
for (vector<int>::const_iterator it=state_var.begin(); it != state_var.end(); it++)
output << *it << " ";
@@ -2839,30 +3023,36 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
}
// Writing initialization for some other variables
- output << "M_.exo_names_orig_ord = [1:" << symbol_table.exo_nbr() << "];" << endl
- << "M_.maximum_lag = " << max_lag << ";" << endl
- << "M_.maximum_lead = " << max_lead << ";" << endl;
+ if (!julia)
+ output << modstruct << "exo_names_orig_ord = [1:" << symbol_table.exo_nbr() << "];" << endl;
+ else
+ output << modstruct << "exo_names_orig_ord = collect(1:" << symbol_table.exo_nbr() << ");" << endl;
- output << "M_.maximum_endo_lag = " << max_endo_lag << ";" << endl
- << "M_.maximum_endo_lead = " << max_endo_lead << ";" << endl
- << "oo_.steady_state = zeros(" << symbol_table.endo_nbr() << ", 1);" << endl;
+ output << modstruct << "maximum_lag = " << max_lag << ";" << endl
+ << modstruct << "maximum_lead = " << max_lead << ";" << endl;
- output << "M_.maximum_exo_lag = " << max_exo_lag << ";" << endl
- << "M_.maximum_exo_lead = " << max_exo_lead << ";" << endl
- << "oo_.exo_steady_state = zeros(" << symbol_table.exo_nbr() << ", 1);" << endl;
+ output << modstruct << "maximum_endo_lag = " << max_endo_lag << ";" << endl
+ << modstruct << "maximum_endo_lead = " << max_endo_lead << ";" << endl
+ << outstruct << "steady_state = zeros(" << symbol_table.endo_nbr() << ", 1);" << endl;
+
+ output << modstruct << "maximum_exo_lag = " << max_exo_lag << ";" << endl
+ << modstruct << "maximum_exo_lead = " << max_exo_lead << ";" << endl
+ << outstruct << "exo_steady_state = zeros(" << symbol_table.exo_nbr() << ", 1);" << endl;
if (symbol_table.exo_det_nbr())
{
- output << "M_.maximum_exo_det_lag = " << max_exo_det_lag << ";" << endl
- << "M_.maximum_exo_det_lead = " << max_exo_det_lead << ";" << endl
- << "oo_.exo_det_steady_state = zeros(" << symbol_table.exo_det_nbr() << ", 1);" << endl;
+ output << modstruct << "maximum_exo_det_lag = " << max_exo_det_lag << ";" << endl
+ << modstruct << "maximum_exo_det_lead = " << max_exo_det_lead << ";" << endl
+ << outstruct << "exo_det_steady_state = zeros(" << symbol_table.exo_det_nbr() << ", 1);" << endl;
}
- output << "M_.params = NaN(" << symbol_table.param_nbr() << ", 1);" << endl;
+ output << modstruct << "params = " << (julia ? "fill(NaN, " : "NaN(")
+ << symbol_table.param_nbr() << ", 1);" << endl;
// Write number of non-zero derivatives
// Use -1 if the derivatives have not been computed
- output << "M_.NNZDerivatives = [" << NNZDerivatives[0] << "; ";
+ output << modstruct << (julia ? "nnzderivatives" : "NNZDerivatives")
+ << " = [" << NNZDerivatives[0] << "; ";
if (order > 1)
output << NNZDerivatives[1] << "; ";
else
@@ -3306,7 +3496,7 @@ DynamicModel::collectBlockVariables()
}
void
-DynamicModel::writeDynamicFile(const string &basename, bool block, bool bytecode, bool use_dll, int order) const
+DynamicModel::writeDynamicFile(const string &basename, bool block, bool bytecode, bool use_dll, int order, bool julia) const
{
int r;
string t_basename = basename + "_dynamic";
@@ -3330,6 +3520,8 @@ DynamicModel::writeDynamicFile(const string &basename, bool block, bool bytecode
}
else if (use_dll)
writeDynamicCFile(t_basename, order);
+ else if (julia)
+ writeDynamicJuliaFile(basename);
else
writeDynamicMFile(t_basename);
}
@@ -3740,7 +3932,7 @@ 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()
@@ -3749,8 +3941,7 @@ 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())
@@ -3758,15 +3949,28 @@ 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
+ << "# NB: this file was automatically generated by Dynare" << endl
+ << "# from " << basename << ".mod" << endl
+ << "#" << endl
+ << "export params_derivs" << endl << endl
+ << "function params_derivs(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() << ", "
@@ -3781,8 +3985,9 @@ 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;
}
@@ -3801,13 +4006,15 @@ 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;
}
- // 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()
@@ -3825,11 +4032,15 @@ 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;
}
@@ -3851,18 +4062,24 @@ 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;
}
- // 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;
@@ -3881,15 +4098,22 @@ 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/preprocessor/DynamicModel.hh b/preprocessor/DynamicModel.hh
index 61b758e229c149c158ccbc7bf926c961285cb718..fbb18b222022faffa8d420d2b5852b9e911f2284 100644
--- a/preprocessor/DynamicModel.hh
+++ b/preprocessor/DynamicModel.hh
@@ -76,6 +76,8 @@ private:
//! Writes dynamic model file (Matlab version)
void writeDynamicMFile(const string &dynamic_basename) const;
+ //! Writes dynamic model file (Julia version)
+ void writeDynamicJuliaFile(const string &dynamic_basename) const;
//! Writes dynamic model file (C version)
/*! \todo add third derivatives handling */
void writeDynamicCFile(const string &dynamic_basename, const int order) const;
@@ -83,7 +85,7 @@ private:
void writeSparseDynamicMFile(const string &dynamic_basename, const string &basename) const;
//! Writes the dynamic model equations and its derivatives
/*! \todo add third derivatives handling in C output */
- void writeDynamicModel(ostream &DynamicOutput, bool use_dll) const;
+ void writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia) const;
//! Writes the Block reordred structure of the model in M output
void writeModelEquationsOrdered_M(const string &dynamic_basename) const;
//! Writes the code of the Block reordred structure of the model in virtual machine bytecode
@@ -213,15 +215,15 @@ public:
void computingPass(bool jacobianExo, bool hessian, bool thirdDerivatives, bool paramsDerivatives,
const eval_context_t &eval_context, bool no_tmp_terms, bool block, bool use_dll, bool bytecode);
//! Writes model initialization and lead/lag incidence matrix to output
- void writeOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
+ void writeOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present, bool julia) const;
//! Adds informations for simulation in a binary file
void Write_Inf_To_Bin_File_Block(const string &dynamic_basename, const string &bin_basename,
const int &num, int &u_count_int, bool &file_open, bool is_two_boundaries) const;
//! Writes dynamic model file
- void writeDynamicFile(const string &basename, bool block, bool bytecode, bool use_dll, int order) const;
+ 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/preprocessor/DynareFlex.ll b/preprocessor/DynareFlex.ll
index b4f2a5668fef8f784a00ab85cf36fa87d6a300ef..a1b92b1e243c24b95544b5ebdddcbcf7ebe17a2f 100644
--- a/preprocessor/DynareFlex.ll
+++ b/preprocessor/DynareFlex.ll
@@ -783,7 +783,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT>max_dim_cova_group {return token::MAX_DIM_COVA_GROUP;}
<DYNARE_STATEMENT>gsa_sample_file {return token::GSA_SAMPLE_FILE;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>[A-Za-z_][A-Za-z0-9_]* {
+<DYNARE_STATEMENT,DYNARE_BLOCK>[A-Za-z_\x80-\xf3][A-Za-z0-9_\x80-\xf3]* {
yylval->string_val = new string(yytext);
return token::NAME;
}
@@ -845,7 +845,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
element in initval (in which case Dynare recognizes the matrix name as an external
function symbol), and may want to modify the matrix later with Matlab statements.
*/
-<INITIAL>[A-Za-z_][A-Za-z0-9_]* {
+<INITIAL>[A-Za-z_\x80-\xf3][A-Za-z0-9_\x80-\xf3]* {
if (driver.symbol_exists_and_is_not_modfile_local_or_external_function(yytext))
{
BEGIN DYNARE_STATEMENT;
@@ -863,7 +863,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
/* For joint prior statement, match [symbol, symbol, ...]
If no match, begin native and push everything back on stack
*/
-<INITIAL>\[([[:space:]]*[A-Za-z_][A-Za-z0-9_]*[[:space:]]*,{1}[[:space:]]*)*([[:space:]]*[A-Za-z_][A-Za-z0-9_]*[[:space:]]*){1}\] {
+<INITIAL>\[([[:space:]]*[A-Za-z_\x80-\xf3][A-Za-z0-9_\x80-\xf3]*[[:space:]]*,{1}[[:space:]]*)*([[:space:]]*[A-Za-z_\x80-\xf3][A-Za-z0-9_\x80-\xf3]*[[:space:]]*){1}\] {
string yytextcpy = string(yytext);
yytextcpy.erase(remove(yytextcpy.begin(), yytextcpy.end(), '['), yytextcpy.end());
yytextcpy.erase(remove(yytextcpy.begin(), yytextcpy.end(), ']'), yytextcpy.end());
diff --git a/preprocessor/DynareMain.cc b/preprocessor/DynareMain.cc
index e78fe4f490c963299f2d862b629c21ba0e0f9358..8a4c8e39dbf73c7aa1b30b4f7eef9e23392c3bf0 100644
--- a/preprocessor/DynareMain.cc
+++ b/preprocessor/DynareMain.cc
@@ -55,7 +55,7 @@ usage()
{
cerr << "Dynare usage: dynare mod_file [debug] [noclearall] [onlyclearglobals] [savemacro[=macro_file]] [onlymacro] [nolinemacro] [notmpterms] [nolog] [warn_uninit]"
<< " [console] [nograph] [nointeractive] [parallel[=cluster_name]] [conffile=parallel_config_path_and_filename] [parallel_slave_open_mode] [parallel_test]"
- << " [-D<variable>[=<value>]] [-I/path] [nostrict] [fast] [minimal_workspace] [output=dynamic|first|second|third] [language=C|C++]"
+ << " [-D<variable>[=<value>]] [-I/path] [nostrict] [fast] [minimal_workspace] [output=dynamic|first|second|third] [language=C|C++|julia]"
#if defined(_WIN32) || defined(__CYGWIN32__)
<< " [cygwin] [msvc]"
#endif
diff --git a/preprocessor/ExprNode.cc b/preprocessor/ExprNode.cc
index d2b779a449caa423998f8c9efcc0d03d6eeb6f1c..7b52a0bdaf6b06591d160939e2b3ac6969279614 100644
--- a/preprocessor/ExprNode.cc
+++ b/preprocessor/ExprNode.cc
@@ -654,6 +654,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
case eEndogenous:
switch (output_type)
{
+ case oJuliaDynamicModel:
case oMatlabDynamicModel:
case oCDynamicModel:
i = datatree.getDynJacobianCol(datatree.getDerivID(symb_id, lag)) + ARRAY_SUBSCRIPT_OFFSET(output_type);
@@ -664,6 +665,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << "y" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case oCStaticModel:
+ case oJuliaStaticModel:
case oMatlabStaticModel:
case oMatlabStaticModelSparse:
i = tsid + ARRAY_SUBSCRIPT_OFFSET(output_type);
@@ -681,15 +683,17 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
case oMatlabOutsideModel:
output << "oo_.steady_state(" << tsid + 1 << ")";
break;
+ case oJuliaDynamicSteadyStateOperator:
case oMatlabDynamicSteadyStateOperator:
case oMatlabDynamicSparseSteadyStateOperator:
- output << "steady_state(" << tsid + 1 << ")";
+ output << "steady_state" << LEFT_ARRAY_SUBSCRIPT(output_type) << tsid + 1 << RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case oCDynamicSteadyStateOperator:
output << "steady_state[" << tsid << "]";
break;
+ case oJuliaSteadyStateFile:
case oSteadyStateFile:
- output << "ys_(" << tsid + 1 << ")";
+ output << "ys_" << LEFT_ARRAY_SUBSCRIPT(output_type) << tsid + 1 << RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case oCSteadyStateFile:
output << "ys_[" << tsid << "]";
@@ -704,14 +708,18 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
i = tsid + ARRAY_SUBSCRIPT_OFFSET(output_type);
switch (output_type)
{
+ case oJuliaDynamicModel:
case oMatlabDynamicModel:
case oMatlabDynamicModelSparse:
if (lag > 0)
- output << "x(it_+" << lag << ", " << i << ")";
+ output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_+" << lag << ", " << i
+ << RIGHT_ARRAY_SUBSCRIPT(output_type);
else if (lag < 0)
- output << "x(it_" << lag << ", " << i << ")";
+ output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_" << lag << ", " << i
+ << RIGHT_ARRAY_SUBSCRIPT(output_type);
else
- output << "x(it_, " << i << ")";
+ output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_, " << i
+ << RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case oCDynamicModel:
case oCDynamic2Model:
@@ -723,6 +731,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << "x[it_" << lag << "+" << i << "*nb_row_x]";
break;
case oCStaticModel:
+ case oJuliaStaticModel:
case oMatlabStaticModel:
case oMatlabStaticModelSparse:
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
@@ -734,8 +743,9 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
case oMatlabDynamicSteadyStateOperator:
output << "oo_.exo_steady_state(" << i << ")";
break;
+ case oJuliaSteadyStateFile:
case oSteadyStateFile:
- output << "exo_(" << i << ")";
+ output << "exo_" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case oCSteadyStateFile:
output << "exo_[" << i - 1 << "]";
@@ -750,14 +760,18 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
i = tsid + datatree.symbol_table.exo_nbr() + ARRAY_SUBSCRIPT_OFFSET(output_type);
switch (output_type)
{
+ case oJuliaDynamicModel:
case oMatlabDynamicModel:
case oMatlabDynamicModelSparse:
if (lag > 0)
- output << "x(it_+" << lag << ", " << i << ")";
+ output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_+" << lag << ", " << i
+ << RIGHT_ARRAY_SUBSCRIPT(output_type);
else if (lag < 0)
- output << "x(it_" << lag << ", " << i << ")";
+ output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_" << lag << ", " << i
+ << RIGHT_ARRAY_SUBSCRIPT(output_type);
else
- output << "x(it_, " << i << ")";
+ output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_, " << i
+ << RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case oCDynamicModel:
case oCDynamic2Model:
@@ -769,6 +783,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << "x[it_" << lag << "+" << i << "*nb_row_x]";
break;
case oCStaticModel:
+ case oJuliaStaticModel:
case oMatlabStaticModel:
case oMatlabStaticModelSparse:
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
@@ -780,8 +795,9 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
case oMatlabDynamicSteadyStateOperator:
output << "oo_.exo_det_steady_state(" << tsid + 1 << ")";
break;
+ case oJuliaSteadyStateFile:
case oSteadyStateFile:
- output << "exo_(" << i << ")";
+ output << "exo_" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case oCSteadyStateFile:
output << "exo_[" << i - 1 << "]";
@@ -1836,6 +1852,9 @@ UnaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
case oCDynamicModel:
new_output_type = oCDynamicSteadyStateOperator;
break;
+ case oJuliaDynamicModel:
+ new_output_type = oJuliaDynamicSteadyStateOperator;
+ break;
case oMatlabDynamicModelSparse:
new_output_type = oMatlabDynamicSparseSteadyStateOperator;
break;
@@ -2939,7 +2958,10 @@ BinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
unpackPowerDeriv()->writeOutput(output, output_type, temporary_terms, tef_terms);
else
{
- output << "getPowerDeriv(";
+ if (output_type == oJuliaStaticModel || output_type == oJuliaDynamicModel)
+ output << "get_power_deriv(";
+ else
+ output << "getPowerDeriv(";
arg1->writeOutput(output, output_type, temporary_terms, tef_terms);
output << ",";
arg2->writeOutput(output, output_type, temporary_terms, tef_terms);
@@ -3047,7 +3069,7 @@ BinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << "~=";
else
{
- if (IS_C(output_type))
+ if (IS_C(output_type) || IS_JULIA(output_type))
output << "!=";
else
output << "\\neq ";
@@ -4809,7 +4831,8 @@ ExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_typ
deriv_node_temp_terms_t &tef_terms) const
{
if (output_type == oMatlabOutsideModel || output_type == oSteadyStateFile
- || output_type == oCSteadyStateFile || IS_LATEX(output_type))
+ || output_type == oCSteadyStateFile || output_type == oJuliaSteadyStateFile
+ || IS_LATEX(output_type))
{
string name = IS_LATEX(output_type) ? datatree.symbol_table.getTeXName(symb_id)
: datatree.symbol_table.getName(symb_id);
diff --git a/preprocessor/ExprNode.hh b/preprocessor/ExprNode.hh
index 394bf586a0eca6e7afb1adab54fb41cc16510d0d..a8f48e306dce6b72e91e99d711f448e848360529 100644
--- a/preprocessor/ExprNode.hh
+++ b/preprocessor/ExprNode.hh
@@ -67,6 +67,8 @@ enum ExprNodeOutputType
oCDynamicModel, //!< C code, dynamic model
oCDynamic2Model, //!< C code, dynamic model, alternative numbering of endogenous variables
oCStaticModel, //!< C code, static model
+ oJuliaStaticModel, //!< Julia code, static model
+ oJuliaDynamicModel, //!< Julia code, dynamic model
oMatlabOutsideModel, //!< Matlab code, outside model block (for example in initval)
oLatexStaticModel, //!< LaTeX code, static model
oLatexDynamicModel, //!< LaTeX code, dynamic model
@@ -74,8 +76,10 @@ enum ExprNodeOutputType
oMatlabDynamicSteadyStateOperator, //!< Matlab code, dynamic model, inside a steady state operator
oMatlabDynamicSparseSteadyStateOperator, //!< Matlab code, dynamic block decomposed model, inside a steady state operator
oCDynamicSteadyStateOperator, //!< C code, dynamic model, inside a steady state operator
- oSteadyStateFile, //!< Matlab code, in the generated steady state file
- oCSteadyStateFile //!< C code, in the generated steady state file
+ oJuliaDynamicSteadyStateOperator, //!< Julia code, dynamic model, inside a steady state operator
+ oSteadyStateFile, //!< Matlab code, in the generated steady state file
+ oCSteadyStateFile, //!< C code, in the generated steady state file
+ oJuliaSteadyStateFile //!< Julia code, in the generated steady state file
};
#define IS_MATLAB(output_type) ((output_type) == oMatlabStaticModel \
@@ -87,6 +91,10 @@ enum ExprNodeOutputType
|| (output_type) == oMatlabDynamicSparseSteadyStateOperator \
|| (output_type) == oSteadyStateFile)
+#define IS_JULIA(output_type) ((output_type) == oJuliaStaticModel \
+ || (output_type) == oJuliaDynamicModel \
+ || (output_type) == oJuliaDynamicSteadyStateOperator)
+
#define IS_C(output_type) ((output_type) == oCDynamicModel \
|| (output_type) == oCDynamic2Model \
|| (output_type) == oCStaticModel \
@@ -97,9 +105,9 @@ enum ExprNodeOutputType
|| (output_type) == oLatexDynamicModel \
|| (output_type) == oLatexDynamicSteadyStateOperator)
-/* Equal to 1 for Matlab langage, or to 0 for C language. Not defined for LaTeX.
- In Matlab, array indexes begin at 1, while they begin at 0 in C */
-#define ARRAY_SUBSCRIPT_OFFSET(output_type) ((int) IS_MATLAB(output_type))
+/* Equal to 1 for Matlab langage or Julia, or to 0 for C language. Not defined for LaTeX.
+ In Matlab and Julia, array indexes begin at 1, while they begin at 0 in C */
+#define ARRAY_SUBSCRIPT_OFFSET(output_type) ((int) (IS_MATLAB(output_type) || IS_JULIA(output_type)))
// Left and right array subscript delimiters: '(' and ')' for Matlab, '[' and ']' for C
#define LEFT_ARRAY_SUBSCRIPT(output_type) (IS_MATLAB(output_type) ? '(' : '[')
diff --git a/preprocessor/ExtendedPreprocessorTypes.hh b/preprocessor/ExtendedPreprocessorTypes.hh
index d9a210e7706492cfc6bae18c6880b90bfd0453b4..e0a955f2c8222b611512d31a296902b9e4e65fbd 100644
--- a/preprocessor/ExtendedPreprocessorTypes.hh
+++ b/preprocessor/ExtendedPreprocessorTypes.hh
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2014 Dynare Team
+ * Copyright (C) 2014-2015 Dynare Team
*
* This file is part of Dynare.
*
@@ -35,7 +35,7 @@ enum LanguageOutputType
c, // outputs files for C
cpp, // outputs files for C++
cuda, // outputs files for CUDA (not yet implemented)
- julia, // outputs files for Julia (not yet implemented)
+ julia, // outputs files for Julia
python, // outputs files for Python (not yet implemented) (not yet implemented)
};
#endif
diff --git a/preprocessor/Makefile.am b/preprocessor/Makefile.am
index 40083fdcccd6c2d128f423b51bcd6ff5bcba1e45..9fd67c4fad4520ead0aa7602db1e5b3ad8d1ca16 100644
--- a/preprocessor/Makefile.am
+++ b/preprocessor/Makefile.am
@@ -76,7 +76,9 @@ all-local: $(PROGRAMS)
ARCH="64"; \
fi; \
mkdir -p ../matlab/preprocessor$$ARCH ; \
- cd ../matlab/preprocessor$$ARCH && $(LN_S) -f $(abs_srcdir)/$(PROGRAMS) $(PROGRAMS)
+ cd ../matlab/preprocessor$$ARCH && $(LN_S) -f $(abs_srcdir)/$(PROGRAMS) $(PROGRAMS) ; \
+ mkdir -p ../../julia/preprocessor$$ARCH ; \
+ cd ../../julia/preprocessor$$ARCH && $(LN_S) -f $(abs_srcdir)/$(PROGRAMS) $(PROGRAMS)
if HAVE_DOXYGEN
html-local:
diff --git a/preprocessor/ModFile.cc b/preprocessor/ModFile.cc
index 1e8fb25b2813566dcfc47d0ef200716148f683d1..f14c7b479faa1608ace8a987e0ad569e2ce8c276 100644
--- a/preprocessor/ModFile.cc
+++ b/preprocessor/ModFile.cc
@@ -742,7 +742,7 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
if (dynamic_model.equation_number() > 0)
{
- dynamic_model.writeOutput(mOutputFile, basename, block, byte_code, use_dll, mod_file_struct.order_option, mod_file_struct.estimation_present);
+ dynamic_model.writeOutput(mOutputFile, basename, block, byte_code, use_dll, mod_file_struct.order_option, mod_file_struct.estimation_present, false);
if (!no_static)
static_model.writeOutput(mOutputFile, block);
}
@@ -817,18 +817,18 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
{
if (!no_static)
{
- static_model.writeStaticFile(basename, block, byte_code, use_dll);
- static_model.writeParamsDerivativesFile(basename);
+ static_model.writeStaticFile(basename, block, byte_code, use_dll, false);
+ static_model.writeParamsDerivativesFile(basename, false);
}
- dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
- dynamic_model.writeParamsDerivativesFile(basename);
+ dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, false);
+ dynamic_model.writeParamsDerivativesFile(basename, false);
}
// Create steady state file
- steady_state_model.writeSteadyStateFile(basename, mod_file_struct.ramsey_model_present);
+ steady_state_model.writeSteadyStateFile(basename, mod_file_struct.ramsey_model_present, false);
}
-
+
cout << "done" << endl;
}
@@ -843,6 +843,9 @@ ModFile::writeExternalFiles(const string &basename, FileOutputType output, Langu
case cpp:
writeExternalFilesCC(basename, output);
break;
+ case julia:
+ writeExternalFilesJulia(basename, output);
+ break;
default:
cerr << "This case shouldn't happen. Contact the authors of Dynare" << endl;
exit(EXIT_FAILURE);
@@ -855,10 +858,10 @@ ModFile::writeExternalFilesC(const string &basename, FileOutputType output) cons
writeModelC(basename);
steady_state_model.writeSteadyStateFileC(basename, mod_file_struct.ramsey_model_present);
- dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
+ dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, false);
if (!no_static)
- static_model.writeStaticFile(basename, false, false, true);
+ static_model.writeStaticFile(basename, false, false, true, false);
// static_model.writeStaticCFile(basename, block, byte_code, use_dll);
@@ -960,10 +963,10 @@ ModFile::writeExternalFilesCC(const string &basename, FileOutputType output) con
writeModelCC(basename);
steady_state_model.writeSteadyStateFileC(basename, mod_file_struct.ramsey_model_present);
- dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
+ dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, false);
if (!no_static)
- static_model.writeStaticFile(basename, false, false, true);
+ static_model.writeStaticFile(basename, false, false, true, false);
// static_model.writeStaticCFile(basename, block, byte_code, use_dll);
// static_model.writeParamsDerivativesFileC(basename, cuda);
@@ -1059,3 +1062,113 @@ ModFile::writeModelCC(const string &basename) const
mOutputFile.close();
}
+void
+ModFile::writeExternalFilesJulia(const string &basename, FileOutputType output) const
+{
+ ofstream jlOutputFile;
+ if (basename.size())
+ {
+ string fname(basename);
+ fname += ".jl";
+ jlOutputFile.open(fname.c_str(), ios::out | ios::binary);
+ if (!jlOutputFile.is_open())
+ {
+ cerr << "ERROR: Can't open file " << fname
+ << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+ }
+ else
+ {
+ cerr << "ERROR: Missing file name" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ jlOutputFile << "module " << basename << endl
+ << "#" << endl
+ << "# NB: this file was automatically generated by Dynare" << endl
+ << "# from " << basename << ".mod" << endl
+ << "#" << endl
+ << "using DynareModel" << endl
+ << "using DynareOptions" << endl
+ << "using DynareOutput" << endl
+ << "using Utils" << endl
+ << "using " << basename << "Static" << endl
+ << "using " << basename << "Dynamic" << endl
+ << "using " << basename << "SteadyState2" << endl << endl
+ << "export model" << endl;
+
+ // Write Output
+ jlOutputFile << endl
+ << "output = dynare_output()" << endl
+ << "output.dynare_version = \"" << PACKAGE_VERSION << "\"" << endl;
+
+ // Write Options
+ jlOutputFile << endl
+ << "options = dynare_options()" << endl
+ << "options.dynare_version = \"" << PACKAGE_VERSION << "\"" << endl;
+ if (linear == 1)
+ jlOutputFile << "options.linear = true" << endl;
+
+ // Write Model
+ jlOutputFile << endl
+ << "model = dynare_model()" << endl
+ << "model.fname = \"" << basename << "\"" << endl
+ << "model.dynare_version = \"" << PACKAGE_VERSION << "\"" << endl
+ << "model.sigma_e = zeros(Float64, " << symbol_table.exo_nbr() << ", "
+ << symbol_table.exo_nbr() << ")" << endl
+ << "model.correlation_matrix = ones(Float64, " << symbol_table.exo_nbr() << ", "
+ << symbol_table.exo_nbr() << ")" << endl
+ << "model.orig_eq_nbr = " << orig_eqn_nbr << endl
+ << "model.eq_nbr = " << dynamic_model.equation_number() << endl
+ << "model.ramsey_eq_nbr = " << ramsey_eqn_nbr << endl;
+
+ if (mod_file_struct.calibrated_measurement_errors)
+ jlOutputFile << "model.h = zeros(Float64,"
+ << symbol_table.observedVariablesNbr() << ", "
+ << symbol_table.observedVariablesNbr() << ");" << endl
+ << "model.correlation_matrix_me = ones(Float64, "
+ << symbol_table.observedVariablesNbr() << ", "
+ << symbol_table.observedVariablesNbr() << ");" << endl;
+ else
+ jlOutputFile << "model.h = zeros(Float64, 1, 1)" << endl
+ << "model.correlation_matrix_me = ones(Float64, 1, 1)" << endl;
+
+ cout << "Processing outputs ..." << endl;
+ symbol_table.writeJuliaOutput(jlOutputFile);
+
+ if (dynamic_model.equation_number() > 0)
+ {
+ dynamic_model.writeOutput(jlOutputFile, basename, false, false, false,
+ mod_file_struct.order_option,
+ mod_file_struct.estimation_present, true);
+ if (!no_static)
+ {
+ 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.writeParamsDerivativesFile(basename, true);
+ }
+ steady_state_model.writeSteadyStateFile(basename, mod_file_struct.ramsey_model_present, true);
+
+ jlOutputFile << "model.static = " << basename << "Static.static!" << endl
+ << "model.dynamic = " << basename << "Dynamic.dynamic!" << endl
+ << "model.steady_state = " << basename << "SteadyState2.steady_state!" << endl
+ << "try" << endl
+ << " using " << basename << "StaticParamsDerivs" << endl
+ << " model.static_params_derivs = " << basename
+ << "StaticParamsDerivs.params_derivs" << endl
+ << "catch" << endl
+ << "end" << endl
+ << "try" << endl
+ << " using " << basename << "DynamicParamsDerivs" << endl
+ << " model.dynamic_params_derivs = " << basename
+ << "DynamicParamsDerivs.params_derivs" << endl
+ << "catch" << endl
+ << "end" << endl
+ << "end" << endl;
+ jlOutputFile.close();
+ cout << "done" << endl;
+}
diff --git a/preprocessor/ModFile.hh b/preprocessor/ModFile.hh
index 23ea3371e530a1fa61491a5241e23b71e4c79176..b53cca5ec27872a41ccca2ca69d3acd94c3023ba 100644
--- a/preprocessor/ModFile.hh
+++ b/preprocessor/ModFile.hh
@@ -158,6 +158,7 @@ public:
void writeExternalFiles(const string &basename, FileOutputType output, LanguageOutputType language) const;
void writeExternalFilesC(const string &basename, FileOutputType output) const;
void writeExternalFilesCC(const string &basename, FileOutputType output) const;
+ void writeExternalFilesJulia(const string &basename, FileOutputType output) const;
//! Writes C output files only => No further Matlab processing
void writeCOutputFiles(const string &basename) const;
void writeModelC(const string &basename) const;
diff --git a/preprocessor/ModelTree.cc b/preprocessor/ModelTree.cc
index 14149f59a3a5ef6bebe1354bbf79c51f80200819..92b3996386a1021d5c54e3ae5b45da417d707cb0 100644
--- a/preprocessor/ModelTree.cc
+++ b/preprocessor/ModelTree.cc
@@ -1127,6 +1127,8 @@ ModelTree::writeTemporaryTerms(const temporary_terms_t &tt, ostream &output,
if (IS_C(output_type))
output << "double ";
+ else if (IS_JULIA(output_type))
+ output << " @inbounds ";
(*it)->writeOutput(output, output_type, tt, tef_terms);
output << " = ";
@@ -1199,6 +1201,8 @@ ModelTree::writeModelLocalVariables(ostream &output, ExprNodeOutputType output_t
if (IS_C(output_type))
output << "double ";
+ else if (IS_JULIA(output_type))
+ output << " @inbounds ";
/* We append underscores to avoid name clashes with "g1" or "oo_" (see
also VariableNode::writeOutput) */
@@ -1229,14 +1233,20 @@ ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type)
if (vrhs != 0) // The right hand side of the equation is not empty ==> residual=lhs-rhs;
{
+ if (IS_JULIA(output_type))
+ output << " @inbounds ";
output << "lhs =";
lhs->writeOutput(output, output_type, temporary_terms);
output << ";" << endl;
+ if (IS_JULIA(output_type))
+ output << " @inbounds ";
output << "rhs =";
rhs->writeOutput(output, output_type, temporary_terms);
output << ";" << endl;
+ if (IS_JULIA(output_type))
+ output << " @inbounds ";
output << "residual" << LEFT_ARRAY_SUBSCRIPT(output_type)
<< eq + ARRAY_SUBSCRIPT_OFFSET(output_type)
<< RIGHT_ARRAY_SUBSCRIPT(output_type)
@@ -1244,6 +1254,8 @@ ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type)
}
else // The right hand side of the equation is empty ==> residual=lhs;
{
+ if (IS_JULIA(output_type))
+ output << " @inbounds ";
output << "residual" << LEFT_ARRAY_SUBSCRIPT(output_type)
<< eq + ARRAY_SUBSCRIPT_OFFSET(output_type)
<< RIGHT_ARRAY_SUBSCRIPT(output_type)
@@ -1470,8 +1482,11 @@ ModelTree::set_cutoff_to_zero()
void
ModelTree::jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutputType output_type) const
{
- output << " g1" << LEFT_ARRAY_SUBSCRIPT(output_type);
- if (IS_MATLAB(output_type))
+ output << " ";
+ if (IS_JULIA(output_type))
+ output << "@inbounds ";
+ output << "g1" << LEFT_ARRAY_SUBSCRIPT(output_type);
+ if (IS_MATLAB(output_type) || IS_JULIA(output_type))
output << eq_nb + 1 << "," << col_nb + 1;
else
output << eq_nb + col_nb *equations.size();
@@ -1482,7 +1497,7 @@ void
ModelTree::sparseHelper(int order, ostream &output, int row_nb, int col_nb, ExprNodeOutputType output_type) const
{
output << " v" << order << LEFT_ARRAY_SUBSCRIPT(output_type);
- if (IS_MATLAB(output_type))
+ if (IS_MATLAB(output_type) || IS_JULIA(output_type))
output << row_nb + 1 << "," << col_nb + 1;
else
output << row_nb + col_nb * NNZDerivatives[order-1];
diff --git a/preprocessor/StaticModel.cc b/preprocessor/StaticModel.cc
index 523c0ab93dadeb32037ebad04c84b75bb6cf07b0..4fea0335eab4d76a2d3e6028743b1fad65ef2131 100644
--- a/preprocessor/StaticModel.cc
+++ b/preprocessor/StaticModel.cc
@@ -1175,26 +1175,29 @@ StaticModel::writeStaticMFile(const string &func_name) const
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl;
- writeStaticModel(output, false);
+ writeStaticModel(output, false, false);
output << "end" << endl;
output.close();
}
void
-StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
+StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) const
{
- ostringstream model_output; // Used for storing model equations
+ ostringstream model_output; // Used for storing model
+ ostringstream model_eq_output; // Used for storing model equations
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream third_derivatives_output; // Used for storing third order derivatives equations
- ExprNodeOutputType output_type = (use_dll ? oCStaticModel : oMatlabStaticModel);
+ ostringstream for_sym;
+ ExprNodeOutputType output_type = (use_dll ? oCStaticModel :
+ julia ? oJuliaStaticModel : oMatlabStaticModel);
deriv_node_temp_terms_t tef_terms;
writeModelLocalVariables(model_output, output_type, tef_terms);
writeTemporaryTerms(temporary_terms, model_output, output_type, tef_terms);
- writeModelEquations(model_output, output_type);
+ writeModelEquations(model_eq_output, output_type);
int nrows = equations.size();
int JacobianColsNbr = symbol_table.endo_nbr();
@@ -1231,35 +1234,49 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
int col_nb = tsid1*symbol_table.endo_nbr()+tsid2;
int col_nb_sym = tsid2*symbol_table.endo_nbr()+tsid1;
- sparseHelper(2, hessian_output, k, 0, output_type);
- hessian_output << "=" << eq + 1 << ";" << endl;
-
- sparseHelper(2, hessian_output, k, 1, output_type);
- hessian_output << "=" << col_nb + 1 << ";" << endl;
-
- sparseHelper(2, hessian_output, k, 2, output_type);
- hessian_output << "=";
- d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
- hessian_output << ";" << endl;
-
- k++;
-
- // Treating symetric elements
- if (symb_id1 != symb_id2)
+ if (output_type == oJuliaDynamicModel)
+ {
+ for_sym << "g2[" << eq + 1 << "," << col_nb + 1 << "]";
+ hessian_output << " @inbounds " << for_sym.str() << " = ";
+ d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
+ hessian_output << endl;
+ }
+ else
{
sparseHelper(2, hessian_output, k, 0, output_type);
hessian_output << "=" << eq + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 1, output_type);
- hessian_output << "=" << col_nb_sym + 1 << ";" << endl;
+ hessian_output << "=" << col_nb + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 2, output_type);
hessian_output << "=";
- sparseHelper(2, hessian_output, k-1, 2, output_type);
+ d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
hessian_output << ";" << endl;
k++;
}
+
+ // Treating symetric elements
+ if (symb_id1 != symb_id2)
+ if (output_type == oJuliaDynamicModel)
+ hessian_output << " @inbounds g2[" << eq + 1 << "," << col_nb_sym + 1 << "] = "
+ << for_sym.str() << endl;
+ else
+ {
+ sparseHelper(2, hessian_output, k, 0, output_type);
+ hessian_output << "=" << eq + 1 << ";" << endl;
+
+ sparseHelper(2, hessian_output, k, 1, output_type);
+ hessian_output << "=" << col_nb_sym + 1 << ";" << endl;
+
+ sparseHelper(2, hessian_output, k, 2, output_type);
+ hessian_output << "=";
+ sparseHelper(2, hessian_output, k-1, 2, output_type);
+ hessian_output << ";" << endl;
+
+ k++;
+ }
}
// Writing third derivatives
@@ -1281,18 +1298,29 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
// Reference column number for the g3 matrix
int ref_col = id1 * hessianColsNbr + id2 * JacobianColsNbr + id3;
- sparseHelper(3, third_derivatives_output, k, 0, output_type);
- third_derivatives_output << "=" << eq + 1 << ";" << endl;
+ if (output_type == oJuliaDynamicModel)
+ {
+ for_sym << "g3[" << eq + 1 << "," << ref_col + 1 << "]";
+ third_derivatives_output << " @inbounds " << for_sym.str() << " = ";
+ d3->writeOutput(third_derivatives_output, output_type, temporary_terms, tef_terms);
+ third_derivatives_output << endl;
+ }
+ else
+ {
+ sparseHelper(3, third_derivatives_output, k, 0, output_type);
+ third_derivatives_output << "=" << eq + 1 << ";" << endl;
- sparseHelper(3, third_derivatives_output, k, 1, output_type);
- third_derivatives_output << "=" << ref_col + 1 << ";" << endl;
+ sparseHelper(3, third_derivatives_output, k, 1, output_type);
+ third_derivatives_output << "=" << ref_col + 1 << ";" << endl;
- sparseHelper(3, third_derivatives_output, k, 2, output_type);
- third_derivatives_output << "=";
- d3->writeOutput(third_derivatives_output, output_type, temporary_terms, tef_terms);
- third_derivatives_output << ";" << endl;
+ sparseHelper(3, third_derivatives_output, k, 2, output_type);
+ third_derivatives_output << "=";
+ d3->writeOutput(third_derivatives_output, output_type, temporary_terms, tef_terms);
+ third_derivatives_output << ";" << endl;
+ }
- // Compute the column numbers for the 5 other permutations of (id1,id2,id3) and store them in a set (to avoid duplicates if two indexes are equal)
+ // Compute the column numbers for the 5 other permutations of (id1,id2,id3)
+ // and store them in a set (to avoid duplicates if two indexes are equal)
set<int> cols;
cols.insert(id1 * hessianColsNbr + id3 * JacobianColsNbr + id2);
cols.insert(id2 * hessianColsNbr + id1 * JacobianColsNbr + id3);
@@ -1303,30 +1331,35 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
int k2 = 1; // Keeps the offset of the permutation relative to k
for (set<int>::iterator it2 = cols.begin(); it2 != cols.end(); it2++)
if (*it2 != ref_col)
- {
- sparseHelper(3, third_derivatives_output, k+k2, 0, output_type);
- third_derivatives_output << "=" << eq + 1 << ";" << endl;
+ if (output_type == oJuliaDynamicModel)
+ third_derivatives_output << " @inbounds g3[" << eq + 1 << "," << *it2 + 1 << "] = "
+ << for_sym.str() << endl;
+ else
+ {
+ sparseHelper(3, third_derivatives_output, k+k2, 0, output_type);
+ third_derivatives_output << "=" << eq + 1 << ";" << endl;
- sparseHelper(3, third_derivatives_output, k+k2, 1, output_type);
- third_derivatives_output << "=" << *it2 + 1 << ";" << endl;
+ sparseHelper(3, third_derivatives_output, k+k2, 1, output_type);
+ third_derivatives_output << "=" << *it2 + 1 << ";" << endl;
- sparseHelper(3, third_derivatives_output, k+k2, 2, output_type);
- third_derivatives_output << "=";
- sparseHelper(3, third_derivatives_output, k, 2, output_type);
- third_derivatives_output << ";" << endl;
+ sparseHelper(3, third_derivatives_output, k+k2, 2, output_type);
+ third_derivatives_output << "=";
+ sparseHelper(3, third_derivatives_output, k, 2, output_type);
+ third_derivatives_output << ";" << endl;
- k2++;
- }
+ k2++;
+ }
k += k2;
}
- if (!use_dll)
+ if (output_type == oMatlabStaticModel)
{
StaticOutput << "residual = zeros( " << equations.size() << ", 1);" << endl << endl
<< "%" << endl
<< "% Model equations" << endl
<< "%" << endl << endl
<< model_output.str()
+ << model_eq_output.str()
<< "if ~isreal(residual)" << endl
<< " residual = real(residual)+imag(residual).^2;" << endl
<< "end" << endl
@@ -1366,9 +1399,8 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
<< " g3 = sparse(v3(:,1),v3(:,2),v3(:,3)," << nrows << "," << ncols << ");" << endl;
else // Either 3rd derivatives is all zero, or we didn't compute it
StaticOutput << " g3 = sparse([],[],[]," << nrows << "," << ncols << ");" << endl;
-
}
- else
+ else if (output_type == oCStaticModel)
{
StaticOutput << "void Static(double *y, double *x, int nb_row_x, double *params, double *residual, double *g1, double *v2)" << endl
<< "{" << endl
@@ -1376,6 +1408,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
<< endl
<< " /* Residual equations */" << endl
<< model_output.str()
+ << model_eq_output.str()
<< " /* Jacobian */" << endl
<< " if (g1 == NULL)" << endl
<< " return;" << endl
@@ -1401,6 +1434,103 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
<< third_derivatives_output.str()
<< " }" << endl;
}
+ else
+ {
+ ostringstream comments;
+ comments << "## Function Arguments" << endl
+ << endl
+ << "## Input" << endl
+ << " 1 y: Array{Float64, length(model.endo), 1} Vector of endogenous variables in declaration order" << endl
+ << " 2 x: Array{Float64, length(model.exo), 1} Vector of exogenous variables in declaration order" << endl
+ << " 3 params: Array{Float64, length(model.param), 1} Vector of parameter values in declaration order" << endl
+ << endl
+ << "## Output" << endl
+ << " 4 residual: Array(Float64, model.eq_nbr, 1) Vector of residuals of the static model equations" << endl
+ << " in order of declaration of the equations." << endl
+ << " Dynare may prepend auxiliary equations, see model.aux_vars" << endl;
+
+ StaticOutput << "function static!(y::Vector{Float64}, x::Vector{Float64}, "
+ << "params::Vector{Float64}," << endl
+ << " residual::Vector{Float64})" << endl
+ << "#=" << endl << comments.str() << "=#" << endl
+ << " @assert size(y) == " << symbol_table.endo_nbr() << endl
+ << " @assert size(x) == " << symbol_table.exo_nbr() << endl
+ << " @assert size(params) == " << symbol_table.param_nbr() << endl
+ << " @assert size(residual) == " << equations.size() << endl
+ << " #" << endl
+ << " # Model equations" << endl
+ << " #" << endl
+ << model_output.str()
+ << model_eq_output.str()
+ << "if ~isreal(residual)" << endl
+ << " residual = real(residual)+imag(residual).^2;" << endl
+ << "end" << endl
+ << "end" << endl << endl
+ << "function static!(y::Vector{Float64}, x::Vector{Float64}, "
+ << "params::Vector{Float64}," << endl
+ << " residual::Vector{Float64}, g1::Matrix{Float64})" << endl;
+
+ comments << " 5 g1: Array(Float64, model.eq_nbr, length(model.endo)) Jacobian matrix of the static model equations;" << endl
+ << " columns: variables in declaration order" << endl
+ << " rows: equations in order of declaration" << endl;
+
+ StaticOutput << "#=" << endl << comments.str() << "=#" << endl
+ << " @assert size(g1) == (" << equations.size() << ", " << symbol_table.endo_nbr()
+ << ")" << endl
+ << " fill!(g1, 0.0)" << endl
+ << " static!(y, x, params, residual)" << endl
+ << model_output.str()
+ << " #" << endl
+ << " # Jacobian matrix" << endl
+ << " #" << endl
+ << jacobian_output.str()
+ << " if ~isreal(g1)" << endl
+ << " g1 = real(g1)+2*imag(g1);" << endl
+ << " end" << endl
+ << "end" << endl << endl
+ << "function static!(y::Vector{Float64}, x::Vector{Float64}, "
+ << "params::Vector{Float64}," << endl
+ << " residual::Vector{Float64}, g1::Matrix{Float64}, "
+ << "g2::Matrix{Float64})" << endl;
+
+ comments << " 6 g2: spzeros(model.eq_nbr, length(model.endo)^2) Hessian matrix of the static model equations;" << endl
+ << " columns: variables in declaration order" << endl
+ << " rows: equations in order of declaration" << endl;
+
+ StaticOutput << "#=" << endl << comments.str() << "=#" << endl
+ << " @assert size(g2) == (" << equations.size() << ", " << g2ncols << ")" << endl
+ << " static!(y, x, params, residual, g1)" << endl;
+ if (second_derivatives.size())
+ StaticOutput << model_output.str()
+ << " #" << endl
+ << " # Hessian matrix" << endl
+ << " #" << endl
+ << hessian_output.str();
+
+ // Initialize g3 matrix
+ int ncols = hessianColsNbr * JacobianColsNbr;
+ StaticOutput << "end" << endl << endl
+ << "function static!(y::Vector{Float64}, x::Vector{Float64}, "
+ << "params::Vector{Float64}," << endl
+ << " residual::Vector{Float64}, g1::Matrix{Float64}, "
+ << "g2::Matrix{Float64}," << endl
+ << " g3::Matrix{Float64})" << endl;
+
+ comments << " 7 g3: spzeros(model.eq_nbr, length(model.endo)^3) Third derivatives matrix of the static model equations;" << endl
+ << " columns: variables in declaration order" << endl
+ << " rows: equations in order of declaration" << endl;
+
+ StaticOutput << "#=" << endl << comments.str() << "=#" << endl
+ << " @assert size(g3) == (" << nrows << ", " << ncols << ")" << endl
+ << " static!(y, x, params, residual, g1, g2)" << endl;
+ if (third_derivatives.size())
+ StaticOutput << model_output.str()
+ << " #" << endl
+ << " # Third order derivatives" << endl
+ << " #" << endl
+ << third_derivatives_output.str();
+ StaticOutput << "end" << endl;
+ }
}
void
@@ -1440,7 +1570,7 @@ StaticModel::writeStaticCFile(const string &func_name) const
writePowerDerivCHeader(output);
// Writing the function body
- writeStaticModel(output, true);
+ writeStaticModel(output, true, false);
output << "}" << endl << endl;
writePowerDeriv(output, true);
@@ -1515,7 +1645,30 @@ StaticModel::writeStaticCFile(const string &func_name) const
}
void
-StaticModel::writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll) const
+StaticModel::writeStaticJuliaFile(const string &basename) const
+{
+ string filename = basename + "Static.jl";
+ ofstream output;
+ output.open(filename.c_str(), ios::out | ios::binary);
+ if (!output.is_open())
+ {
+ cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ output << "module " << basename << "Static" << endl
+ << "#" << endl
+ << "# NB: this file was automatically generated by Dynare" << endl
+ << "# from " << basename << ".mod" << endl
+ << "#" << endl
+ << "using Utils" << endl << endl
+ << "export static!" << endl << endl;
+ writeStaticModel(output, false, true);
+ output << "end" << endl;
+}
+
+void
+StaticModel::writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll, bool julia) const
{
int r;
@@ -1544,9 +1697,11 @@ StaticModel::writeStaticFile(const string &basename, bool block, bool bytecode,
}
else if(use_dll)
writeStaticCFile(basename);
+ else if (julia)
+ writeStaticJuliaFile(basename);
else
writeStaticMFile(basename);
- writeAuxVarRecursiveDefinitions(basename);
+ writeAuxVarRecursiveDefinitions(basename, julia);
}
void
@@ -1906,10 +2061,11 @@ StaticModel::writeAuxVarInitval(ostream &output, ExprNodeOutputType output_type)
}
}
-void StaticModel::writeAuxVarRecursiveDefinitions(const string &basename) const
+void StaticModel::writeAuxVarRecursiveDefinitions(const string &basename, const bool julia) const
{
string func_name = basename + "_set_auxiliary_variables";
- string filename = func_name + ".m";
+ string filename = julia ? func_name + ".jl" : func_name + ".m";
+ string comment = julia ? "#" : "%";
ofstream output;
output.open(filename.c_str(), ios::out | ios::binary);
@@ -1920,11 +2076,11 @@ void StaticModel::writeAuxVarRecursiveDefinitions(const string &basename) const
}
output << "function y = " << func_name + "(y, x, params)" << endl
- << "%" << endl
- << "% Status : Computes static model for Dynare" << endl
- << "%" << endl
- << "% Warning : this file is generated automatically by Dynare" << endl
- << "% from model file (.mod)" << endl
+ << comment << endl
+ << comment << " Status : Computes static model for Dynare" << endl
+ << comment << endl
+ << comment << " Warning : this file is generated automatically by Dynare" << endl
+ << comment << " from model file (.mod)" << endl
<< endl;
deriv_node_temp_terms_t tef_terms;
@@ -1942,7 +2098,7 @@ 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()
@@ -1951,8 +2107,7 @@ 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())
@@ -1960,15 +2115,27 @@ 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
+ << "# NB: this file was automatically generated by Dynare" << endl
+ << "# from " << basename << ".mod" << endl
+ << "#" << endl
+ << "export params_derivs" << endl << endl
+ << "function params_derivs(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() << ", "
@@ -1983,8 +2150,10 @@ StaticModel::writeParamsDerivativesFile(const string &basename) const
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
- paramsDerivsFile << "rp(" << eq+1 << ", " << param_col << ") = ";
- d1->writeOutput(paramsDerivsFile, oMatlabStaticModel, 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;
}
@@ -2003,13 +2172,16 @@ 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 << ") = ";
- d2->writeOutput(paramsDerivsFile, oMatlabStaticModel, 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;
}
- // 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()
@@ -2027,11 +2199,15 @@ 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)=";
- d2->writeOutput(paramsDerivsFile, oMatlabStaticModel, 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;
}
@@ -2053,18 +2229,24 @@ 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)=";
- d2->writeOutput(paramsDerivsFile, oMatlabStaticModel, 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;
}
- // 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;
@@ -2083,15 +2265,22 @@ 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)=";
- d2->writeOutput(paramsDerivsFile, oMatlabStaticModel, 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/preprocessor/StaticModel.hh b/preprocessor/StaticModel.hh
index e76a5f0fe3d1a0c1ac4a0b1c7ae9775c54c50f98..90a3aebb7962c27ec1b8952d8cddf8f17103e1f4 100644
--- a/preprocessor/StaticModel.hh
+++ b/preprocessor/StaticModel.hh
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2012 Dynare Team
+ * Copyright (C) 2003-2015 Dynare Team
*
* This file is part of Dynare.
*
@@ -50,8 +50,11 @@ private:
//! Writes static model file (C version)
void writeStaticCFile(const string &func_name) const;
+ //! Writes static model file (Julia version)
+ void writeStaticJuliaFile(const string &basename) const;
+
//! Writes the static model equations and its derivatives
- void writeStaticModel(ostream &StaticOutput, bool use_dll) const;
+ void writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) const;
//! Writes the static function calling the block to solve (Matlab version)
void writeStaticBlockMFSFile(const string &basename) const;
@@ -168,10 +171,10 @@ public:
int &u_count_int, bool &file_open) const;
//! Writes static model file
- void writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll) const;
+ 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;
@@ -179,8 +182,8 @@ public:
//! Writes initializations in oo_.steady_state or steady state file for the auxiliary variables
void writeAuxVarInitval(ostream &output, ExprNodeOutputType output_type) const;
- //! Writes definition of the auxiliary variables in a M file
- void writeAuxVarRecursiveDefinitions(const string &basename) const;
+ //! Writes definition of the auxiliary variables in a .m or .jl file
+ void writeAuxVarRecursiveDefinitions(const string &basename, const bool julia) const;
virtual int getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException);
virtual void addAllParamDerivId(set<int> &deriv_id_set);
diff --git a/preprocessor/SteadyStateModel.cc b/preprocessor/SteadyStateModel.cc
index fe1a773b6f90af29cf4e25b6a92e0824085b10e8..c94590cf1be6a017efcb56648c8f37bf84f916cd 100644
--- a/preprocessor/SteadyStateModel.cc
+++ b/preprocessor/SteadyStateModel.cc
@@ -105,13 +105,12 @@ SteadyStateModel::checkPass(bool ramsey_model, WarningConsolidation &warnings) c
}
void
-SteadyStateModel::writeSteadyStateFile(const string &basename, bool ramsey_model) const
+SteadyStateModel::writeSteadyStateFile(const string &basename, bool ramsey_model, bool julia) const
{
if (def_table.size() == 0)
return;
- string filename = basename + "_steadystate2.m";
-
+ string filename = julia ? basename + "SteadyState2.jl" : basename + "_steadystate2.m";
ofstream output;
output.open(filename.c_str(), ios::out | ios::binary);
if (!output.is_open())
@@ -120,10 +119,22 @@ SteadyStateModel::writeSteadyStateFile(const string &basename, bool ramsey_model
exit(EXIT_FAILURE);
}
- output << "function [ys_, params, info] = " << basename << "_steadystate2("
- << "ys_, exo_, params)" << endl
- << "% Steady state generated by Dynare preprocessor" << endl
- << " info = 0;" << endl;
+ ExprNodeOutputType output_type = (julia ? oJuliaSteadyStateFile : oSteadyStateFile);
+
+ if (!julia)
+ output << "function [ys_, params, info] = " << basename << "_steadystate2("
+ << "ys_, exo_, params)" << endl
+ << "% Steady state generated by Dynare preprocessor" << endl
+ << " info = 0;" << endl;
+ else
+ output << "module " << basename << "SteadyState2" << endl
+ << "#" << endl
+ << "# NB: this file was automatically generated by Dynare" << endl
+ << "# from " << basename << ".mod" << endl
+ << "#" << endl
+ << "export steady_state!" << endl << endl
+ << "function steady_state!(ys_::Vector{Float64}, exo_::Vector{Float64}, "
+ << "params::Vector{Float64})" << endl;
for (size_t i = 0; i < def_table.size(); i++)
{
@@ -135,7 +146,7 @@ SteadyStateModel::writeSteadyStateFile(const string &basename, bool ramsey_model
{
variable_node_map_t::const_iterator it = variable_node_map.find(make_pair(symb_ids[j], 0));
assert(it != variable_node_map.end());
- dynamic_cast<ExprNode *>(it->second)->writeOutput(output, oSteadyStateFile);
+ dynamic_cast<ExprNode *>(it->second)->writeOutput(output, output_type);
if (j < symb_ids.size()-1)
output << ",";
}
@@ -143,13 +154,21 @@ SteadyStateModel::writeSteadyStateFile(const string &basename, bool ramsey_model
output << "]";
output << "=";
- def_table[i].second->writeOutput(output, oSteadyStateFile);
+ def_table[i].second->writeOutput(output, output_type);
output << ";" << endl;
}
- output << " % Auxiliary equations" << endl;
- static_model.writeAuxVarInitval(output, oSteadyStateFile);
- output << " check_=0;" << endl
- << "end" << endl;
+ if (!julia)
+ output << " % Auxiliary equations" << endl;
+ else
+ output << " # Auxiliary equations" << endl;
+ static_model.writeAuxVarInitval(output, output_type);
+
+ if (!julia)
+ output << " check_=0;" << endl;
+
+ output << "end" << endl;
+ if (julia)
+ output << "end" << endl;
}
void
diff --git a/preprocessor/SteadyStateModel.hh b/preprocessor/SteadyStateModel.hh
index 2dd752ba94be75820324daf6d4f0d3efdbce3543..f79b358f5c6bebd9c5c29259df6ff87eafd22bfe 100644
--- a/preprocessor/SteadyStateModel.hh
+++ b/preprocessor/SteadyStateModel.hh
@@ -48,7 +48,7 @@ public:
/*!
\param[in] ramsey_model Is there a Ramsey model in the MOD file? If yes, then use the "ys" in argument of the steady state file as initial values
*/
- void writeSteadyStateFile(const string &basename, bool ramsey_model) const;
+ void writeSteadyStateFile(const string &basename, bool ramsey_model, bool julia) const;
void writeSteadyStateFileC(const string &basename, bool ramsey_model) const;
};
diff --git a/preprocessor/SymbolTable.cc b/preprocessor/SymbolTable.cc
index 332c94a46595f7e9ea91820faaa89107a00cc833..5599482ebf248d7d21dbe21461d4f7452abcf7fc 100644
--- a/preprocessor/SymbolTable.cc
+++ b/preprocessor/SymbolTable.cc
@@ -709,3 +709,116 @@ SymbolTable::getOrigEndogenous() const
origendogs.insert(it->second);
return origendogs;
}
+
+void
+SymbolTable::writeJuliaOutput(ostream &output) const throw (NotYetFrozenException)
+{
+ if (!frozen)
+ throw NotYetFrozenException();
+
+ output << "# Endogenous Variables" << endl
+ << "model.endo = [" << endl;
+ if (endo_nbr() > 0)
+ for (int id = 0; id < endo_nbr(); id++)
+ output << " DynareModel.Endo(\""
+ << getName(endo_ids[id]) << "\", \""
+ << getTeXName(endo_ids[id]) << "\", \""
+ << getLongName(endo_ids[id]) << "\")" << endl;
+ output << " ]" << endl;
+
+ output << "# Exogenous Variables" << endl
+ << "model.exo = [" << endl;
+ if (exo_nbr() > 0)
+ for (int id = 0; id < exo_nbr(); id++)
+ output << " DynareModel.Exo(\""
+ << getName(exo_ids[id]) << "\", \""
+ << getTeXName(exo_ids[id]) << "\", \""
+ << getLongName(exo_ids[id]) << "\")" << endl;
+ output << " ]" << endl;
+
+ if (exo_det_nbr() > 0)
+ {
+ output << "# Exogenous Deterministic Variables" << endl
+ << "model.exo_det = [" << endl;
+ if (exo_det_nbr() > 0)
+ for (int id = 0; id < exo_det_nbr(); id++)
+ output << " DynareModel.ExoDet(\""
+ << getName(exo_det_ids[id]) << "\", \""
+ << getTeXName(exo_det_ids[id]) << "\", \""
+ << getLongName(exo_det_ids[id]) << "\")" << endl;
+ output << " ]" << endl;
+ }
+
+ output << "# Parameters" << endl
+ << "model.param = [" << endl;
+ if (param_nbr() > 0)
+ for (int id = 0; id < param_nbr(); id++)
+ output << " DynareModel.Param(\""
+ << getName(param_ids[id]) << "\", \""
+ << getTeXName(param_ids[id]) << "\", \""
+ << getLongName(param_ids[id]) << "\")" << endl;
+ output << " ]" << endl;
+
+ output << "model.orig_endo_nbr = " << orig_endo_nbr() << endl;
+
+ if (aux_vars.size() > 0)
+ {
+ output << "# Auxiliary Variables" << endl
+ << "model.aux_vars = [" << endl;
+ for (int i = 0; i < (int) aux_vars.size(); i++)
+ {
+ output << " DynareModel.AuxVars("
+ << getTypeSpecificID(aux_vars[i].get_symb_id()) + 1 << ", "
+ << aux_vars[i].get_type() << ", ";
+ switch (aux_vars[i].get_type())
+ {
+ case avEndoLead:
+ case avExoLead:
+ break;
+ case avEndoLag:
+ case avExoLag:
+ output << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) + 1 << ", "
+ << aux_vars[i].get_orig_lead_lag() << ", NaN, NaN";
+ break;
+ case avMultiplier:
+ output << "NaN, NaN, " << aux_vars[i].get_equation_number_for_multiplier() + 1
+ << ", NaN";
+ break;
+ case avDiffForward:
+ output << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1 << ", NaN, ";
+ break;
+ case avExpectation:
+ output << "NaN, NaN, NaN, \"\\mathbb{E}_{t"
+ << (aux_vars[i].get_information_set() < 0 ? "" : "+")
+ << aux_vars[i].get_information_set() << "}(";
+ aux_vars[i].get_expectation_expr_node()->writeOutput(output, oLatexDynamicModel);
+ output << ")\"";
+ break;
+ }
+ output << ")" << endl;
+ }
+ output << "]" << endl;
+ }
+
+ if (predeterminedNbr() > 0)
+ {
+ output << "# Predetermined Variables" << endl
+ << "model.pred_vars = [ " << endl;
+ for (set<int>::const_iterator it = predetermined_variables.begin();
+ it != predetermined_variables.end(); it++)
+ output << " DynareModel.PredVars("
+ << getTypeSpecificID(*it)+1 << ")" << endl;
+ output << " ]" << endl;
+ }
+
+ if (observedVariablesNbr() > 0)
+ {
+ output << "# Observed Variables" << endl
+ << "options.obs_vars = [" << endl;
+ for (vector<int>::const_iterator it = varobs.begin();
+ it != varobs.end(); it++)
+ output << " DynareModel.ObsVars("
+ << getTypeSpecificID(*it)+1 << ")" << endl;
+ output << " ]" << endl;
+ }
+}
diff --git a/preprocessor/SymbolTable.hh b/preprocessor/SymbolTable.hh
index 4be960a1c87bb6265a977ee2af25b0ff166801a3..b93e1b3fe312fab52cf337c4aabcfea69c31d16e 100644
--- a/preprocessor/SymbolTable.hh
+++ b/preprocessor/SymbolTable.hh
@@ -283,6 +283,8 @@ public:
inline int orig_endo_nbr() const throw (NotYetFrozenException);
//! Write output of this class
void writeOutput(ostream &output) const throw (NotYetFrozenException);
+ //! Write Julia output of this class
+ void writeJuliaOutput(ostream &output) const throw (NotYetFrozenException);
//! Write C output of this class
void writeCOutput(ostream &output) const throw (NotYetFrozenException);
//! Write CC output of this class
diff --git a/preprocessor/macro/MacroFlex.ll b/preprocessor/macro/MacroFlex.ll
index 9e694eb485b30ba0ae1ad2b1b1d7a66f7e1b54a7..9229b049dca2d5b8dff8e5d69302e7b05bee34f6 100644
--- a/preprocessor/macro/MacroFlex.ll
+++ b/preprocessor/macro/MacroFlex.ll
@@ -245,7 +245,7 @@ CONT \\\\
<STMT>echo { return token::ECHO_DIR; }
<STMT>error { return token::ERROR; }
-<STMT,EXPR>[A-Za-z_][A-Za-z0-9_]* {
+<STMT,EXPR>[A-Za-z_\x80-\xf3][A-Za-z0-9_\x80-\xf3]* {
yylval->string_val = new string(yytext);
return token::NAME;
}
diff --git a/tests/julia/rbc/README.md b/tests/julia/rbc/README.md
new file mode 100644
index 0000000000000000000000000000000000000000..b556485bb8cb59aee45fe75a709131963647c2bb
--- /dev/null
+++ b/tests/julia/rbc/README.md
@@ -0,0 +1,8 @@
+To compile the Dynare file ```rbc.mod``` and produce a julia module, just do
+
+```
+include("test.jl")
+```
+
+in a script or in julia's shell.
+
diff --git a/tests/julia/rbc/clean b/tests/julia/rbc/clean
new file mode 100755
index 0000000000000000000000000000000000000000..a48414dc7261d9d9258788923df024f5e26fa22d
--- /dev/null
+++ b/tests/julia/rbc/clean
@@ -0,0 +1,8 @@
+#/bin/sh
+rm -f *~
+rm -f rbc.jl
+rm -f rbcDynamic.jl
+rm -f rbcSteadyState2.jl
+rm -rf rbc
+rm -f rbcStatic.jl
+rm -f rbc_set_auxiliary_variables.jl
diff --git a/tests/julia/rbc/rbc.mod b/tests/julia/rbc/rbc.mod
new file mode 100644
index 0000000000000000000000000000000000000000..fcf6632cfc51531b9285c0c7d51e1ef9106db27c
--- /dev/null
+++ b/tests/julia/rbc/rbc.mod
@@ -0,0 +1,76 @@
+var Capital , Output, Labour, Consumption, Efficiency, efficiency ;
+
+varexo EfficiencyInnovation;
+
+parameters beta, theta, tau, alpha, Epsilon, delta, rho, effstar, sigma;
+
+beta = 0.990;
+theta = 0.357;
+tau = 30.000;
+alpha = 0.450;
+delta = 0.020;
+rho = 0.950;
+effstar = 1.500;
+sigma = 0.010;
+Epsilon = 0.500;
+
+model;
+
+#Psi = (Epsilon-1)/Epsilon;
+
+ // Eq. n°1:
+ efficiency = rho*efficiency(-1) + sigma*EfficiencyInnovation;
+
+ // Eq. n°2:
+ Efficiency = effstar*exp(efficiency);
+
+ // Eq. n°3:
+ Output = Efficiency*(alpha*Capital(-1)^Psi+(1-alpha)*Labour^Psi)^(1/Psi);
+
+ // Eq. n°4:
+ Consumption + Capital - Output - (1-delta)*Capital(-1);
+
+ // Eq. n°5:
+ ((1-theta)/theta)*(Consumption/(1-Labour)) - (1-alpha)*Efficiency^((1-Psi))*(alpha*(Capital(-1)/Labour)^Psi+1-alpha)^((1-Psi)/Psi);
+
+ // Eq. n°6:
+ (((Consumption^theta)*((1-Labour)^(1-theta)))^(1-tau))/Consumption
+ - beta*(Consumption(1)^theta*(1-Labour(1))^(1-theta))^(1-tau)/Consumption(1)*(alpha*Efficiency(1)^Psi*(Output(1)/Capital)^(1-Psi)+1-delta);
+
+end;
+
+
+
+steady_state_model;
+
+ efficiency = 0;
+ Efficiency = effstar;
+
+ psi = (Epsilon-1)/Epsilon;
+
+ Output_per_unit_of_Capital = ( (1/beta-1+delta) / (alpha*effstar^psi) )^(1/(1-psi));
+
+ Consumption_per_unit_of_Capital = Output_per_unit_of_Capital-delta;
+
+ Labour_per_unit_of_Capital = ((Output_per_unit_of_Capital/Efficiency)^psi-alpha)^(1/psi)/(1-alpha)^(1/psi);
+
+ gamma_1 = theta*(1-alpha)/(1-theta)*(Output_per_unit_of_Capital/Labour_per_unit_of_Capital)^(1-psi);
+ gamma_2 = (Output_per_unit_of_Capital-delta)/Labour_per_unit_of_Capital;
+
+ Labour = 1/(1+gamma_2/gamma_1);
+
+ Output_per_unit_of_Labour=Output_per_unit_of_Capital/Labour_per_unit_of_Capital;
+
+ Consumption_per_unit_of_Labour=Consumption_per_unit_of_Capital/Labour_per_unit_of_Capital;
+
+ ShareOfCapital= alpha^(1/(1-psi))*effstar^psi/(1/beta-1+delta)^(psi/(1-psi));
+
+ Consumption = Consumption_per_unit_of_Labour*Labour;
+ Capital = Labour/Labour_per_unit_of_Capital;
+ Output = Output_per_unit_of_Capital*Capital;
+
+end;
+
+shocks;
+var EfficiencyInnovation = 1;
+end;
diff --git a/tests/julia/rbc/test.jl b/tests/julia/rbc/test.jl
new file mode 100644
index 0000000000000000000000000000000000000000..339e6f44d49bfda040f98b7893ebfa71f51b1668
--- /dev/null
+++ b/tests/julia/rbc/test.jl
@@ -0,0 +1,13 @@
+#clear workspace
+workspace()
+
+# Modification of the path (for packages). Should be done in ~/.juliarc.jl with a fixed path instead.
+if isempty(findin([abspath("../../../julia")], LOAD_PATH))
+ unshift!(LOAD_PATH, abspath("../../../julia"))
+end
+
+# Load Dynare package
+importall Dynare
+
+# Compile the rbc.mod file -> produce a module with the model definition.
+@dynare "rbc.mod"