diff --git a/Makefile.am b/Makefile.am
index ce8c90a7dc25cf245be1236e67b714146c8797ff..404e051a34851560d9ac11139237c74cc0306481 100644
--- a/Makefile.am
+++ b/Makefile.am
@@ -11,7 +11,6 @@ ACLOCAL_AMFLAGS = -I m4
EXTRA_DIST = \
matlab \
- dynare++ \
contrib \
NEWS.md \
license.txt \
diff --git a/doc/Makefile.am b/doc/Makefile.am
index f16874bbbb282f7cd98d3d60256c5660651831c6..925ed8cf0bcc904f315ab6149a2766f3e9014649 100644
--- a/doc/Makefile.am
+++ b/doc/Makefile.am
@@ -2,7 +2,7 @@ SUBDIRS = parallel internals gsa dseries-and-reporting
if ENABLE_DOC
SUBDIRS += manual
-pdf-local: guide.pdf bvar-a-la-sims.pdf dr.pdf
+pdf-local: guide.pdf bvar-a-la-sims.pdf dr.pdf sylvester.pdf tl.pdf
endif
EXTRA_DIST = guide.tex guide.bbl bibmad.sty bvar-a-la-sims.tex dr.tex dr.bib dynare.plots
@@ -21,6 +21,14 @@ dr.pdf: dr.tex
$(PDFLATEX) dr
$(PDFLATEX) dr
+sylvester.pdf: sylvester.tex
+ $(PDFLATEX) sylvester
+ $(PDFLATEX) sylvester
+
+tl.pdf: tl.tex
+ $(PDFLATEX) tl
+ $(PDFLATEX) tl
+
clean-local:
# Do not delete guide.bbl which is not autogenerated
rm -f *~ *.pdf *.log *.aux *.out *.blg dr.bbl
diff --git a/doc/dr.tex b/doc/dr.tex
index 65559c68fbee733efe00aabdf4af179664735e5e..71abf27f38dc77e20f5247f77f241a803f7ecbb0 100644
--- a/doc/dr.tex
+++ b/doc/dr.tex
@@ -650,7 +650,7 @@ equation is:
In the general case, this equation is a specialized Sylvester equation, which
can be solved using the algorithm proposed by
\citet{kamenik:2004}\footnote{This paper is distributed with Dynare, in the
- \texttt{sylvester.pdf} file under the Dynare++ documentation directory.}.
+ \texttt{sylvester.pdf} file under the documentation directory.}.
\bibliographystyle{elsarticle-harv}
\bibliography{dr}
diff --git a/dynare++/doc/sylvester.tex b/doc/sylvester.tex
similarity index 100%
rename from dynare++/doc/sylvester.tex
rename to doc/sylvester.tex
diff --git a/dynare++/doc/tl.tex b/doc/tl.tex
similarity index 100%
rename from dynare++/doc/tl.tex
rename to doc/tl.tex
diff --git a/dynare++/Makefile.am b/dynare++/Makefile.am
deleted file mode 100644
index 806c55dbeb43158fadd1c82efbbfc9c4913b050d..0000000000000000000000000000000000000000
--- a/dynare++/Makefile.am
+++ /dev/null
@@ -1,11 +0,0 @@
-SUBDIRS = utils/cc sylv parser/cc tl doc integ kord src tests
-
-EXTRA_DIST = dynare_simul
-
-install-exec-local:
- $(MKDIR_P) $(DESTDIR)$(pkglibdir)/dynare++
- cp -r dynare_simul/* $(DESTDIR)$(pkglibdir)/dynare++
-
-uninstall-local:
- rm -rf $(DESTDIR)$(pkglibdir)/dynare++
-
diff --git a/dynare++/doc/Makefile.am b/dynare++/doc/Makefile.am
deleted file mode 100644
index 9d787d9b04db654e149f38f72da5645958001a86..0000000000000000000000000000000000000000
--- a/dynare++/doc/Makefile.am
+++ /dev/null
@@ -1,20 +0,0 @@
-EXTRA_DIST = \
- dynare++-ramsey.tex \
- dynare++-tutorial.tex \
- sylvester.tex \
- tl.tex \
- changelog-old.html \
- changelog-sylv-old.html
-
-if ENABLE_DOC
-pdf-local: dynare++-ramsey.pdf dynare++-tutorial.pdf sylvester.pdf tl.pdf
-endif
-
-%.pdf: %.tex
- $(PDFLATEX) $<
- $(PDFLATEX) $<
- $(PDFLATEX) $<
-
-CLEANFILES = *.pdf *.log *.aux *.out *.toc
-
-
diff --git a/dynare++/doc/changelog-old.html b/dynare++/doc/changelog-old.html
deleted file mode 100644
index d7a4c4923353046c03e199f6e2f86870de417790..0000000000000000000000000000000000000000
--- a/dynare++/doc/changelog-old.html
+++ /dev/null
@@ -1,280 +0,0 @@
-<HTML>
-<TITLE>
-Dynare++ Change Log
-</TITLE>
-<!-- $Header$ -->
-<BODY>
-<TABLE CELLSPACING=2 ALIGN="CENTER" BORDER=1>
-<TR>
-<TD BGCOLOR="#d0d0d0" WIDTH="85"> <b>Revision</b> </TD>
-<TD BGCOLOR="#d0d0d0" WIDTH="85"> <b>Version</b></TD>
-<TD BGCOLOR="#d0d0d0" WIDTH="80"> <b>Date</b> </TD>
-<TD BGCOLOR="#d0d0d0" WIDTH="600"> <b>Description of changes</b></TD>
-</TR>
-
-<TR>
-<TD>
-<TD>1.3.7
-<TD>2008/01/15
-<TD>
-
-<TR><TD><TD><TD> <TD> Corrected a serious bug in centralizing a
-decision rule. This bug implies that all results based on simulations
-of the decision rule were wrong. However results based on stochastic
-fix points were correct. Thanks to Wouter J. den Haan and Joris de Wind!
-
-<TR><TD><TD><TD> <TD> Added options --centralize and --no-centralize.
-
-<TR><TD><TD><TD> <TD> Corrected an error of a wrong
-variance-covariance matrix in real-time simulations (thanks to Pawel
-Zabzcyk).
-
-<TR><TD><TD><TD> <TD> Corrected a bug of integer overflow in refined
-faa Di Bruno formula if one of refinements is empty. This bug appeared
-when solving models without forward looking variables.
-
-<TR><TD><TD><TD> <TD> Corrected a bug in the Sylvester equation
-formerly working only for models with forward looking variables.
-
-<TR><TD><TD><TD> <TD> Corrected a bug in global check printout.
-
-<TR><TD><TD><TD> <TD> Added generating a dump file.
-
-<TR><TD><TD><TD> <TD> Fixed a bug of forgetting repeated assignments
-(for example in parameter settings and initval).
-
-<TR><TD><TD><TD> <TD> Added a diff operator to the parser.
-
-<TR>
-<TD>1539
-<TD>1.3.6
-<TD>2008/01/03
-<TD>
-
-<TR><TD><TD><TD> <TD> Corrected a bug of segmentation faults for long
-names and path names.
-
-<TR><TD><TD><TD> <TD> Changed a way how random numbers are
-generated. Dynare++ uses a separate instance of Mersenne twister for
-each simulation, this corrects a flaw of additional randomness caused
-by operating system scheduler. This also corrects a strange behaviour
-of random generator on Windows, where each simulation was getting the
-same sequence of random numbers.
-
-<TR><TD><TD><TD> <TD> Added calculation of conditional distributions
-controlled by --condper and --condsim.
-
-<TR><TD><TD><TD> <TD> Dropped creating unfoled version of decision
-rule at the end. This might consume a lot of memory. However,
-simulations might be slower for some models.
-
-<TR>
-<TD>1368
-<TD>1.3.5
-<TD>2007/07/11
-<TD>
-
-<TR><TD><TD><TD> <TD> Corrected a bug of useless storing all derivative
-indices in a parser. This consumed a lot of memory for large models.
-
-<TR><TD><TD><TD> <TD> Added an option <tt>--ss-tol</tt> controlling a
-tolerance used for convergence of a non-linear solver.
-
-<TR><TD><TD><TD> <TD> Corrected buggy interaction of optimal policy
-and forward looking variables with more than one period.
-
-<TR><TD><TD><TD> <TD> Variance matrices can be positive
-semidefinite. This corrects a bug of throwing an error if estimating
-approximation errors on ellipse of the state space with a
-deterministic variable.
-
-<TR><TD><TD><TD> <TD> Implemented simulations with statistics
-calculated in real-time. Options <tt>--rtsim</tt> and <tt>--rtper</tt>.
-
-<TR>
-<TD>1282
-<TD>1.3.4
-<TD>2007/05/15
-<TD>
-
-<TR><TD><TD><TD> <TD>Corrected a bug of wrong representation of NaN in generated M-files.
-
-<TR><TD><TD><TD> <TD>Corrected a bug of occassionaly wrong evaluation of higher order derivatives of integer powers.
-
-<TR><TD><TD><TD> <TD>Implemented automatic handling of terms involving multiple leads.
-
-<TR><TD><TD><TD> <TD>Corrected a bug in the numerical integration, i.e. checking of the precision of the solution.
-
-<TR>
-<TD>1090
-<TD>1.3.3
-<TD>2006/11/20
-<TD>
-
-<TR><TD><TD><TD> <TD>Corrected a bug of non-registering an auxiliary variable in initval assignments.
-
-<TR>
-<TD>988
-<TD>1.3.2
-<TD>2006/10/11
-<TD>
-
-<TR><TD><TD><TD> <TD>Corrected a few not-serious bugs: segfault on
-some exception, error in parsing large files, error in parsing
-matrices with comments, a bug in dynare_simul.m
-
-<TR><TD><TD><TD> <TD>Added posibility to specify a list of shocks for
-which IRFs are calculated
-
-<TR><TD><TD><TD> <TD>Added --order command line switch
-
-<TR><TD><TD><TD> <TD>Added writing two MATLAB files for steady state
-calcs
-
-<TR><TD><TD><TD> <TD>Implemented optimal policy using keyword
-planner_objective and planner_discount
-
-<TR><TD><TD><TD> <TD>Implemented an R interface to Dynare++ algorithms
-(Tamas Papp)
-
-<TR><TD><TD><TD> <TD>Highlevel code reengineered to allow for
-different model inputs
-
-<TR>
-<TD>799
-<TD>1.3.1
-<TD>2006/06/13
-<TD>
-
-<TR><TD><TD><TD> <TD>Corrected few bugs: in error functions, in linear algebra module.
-
-<TR><TD><TD><TD> <TD>Updated dynare_simul.
-
-<TR><TD><TD><TD> <TD>Updated the tutorial.
-
-<TR><TD><TD><TD> <TD>Corrected an error in summing up tensors where
-setting up the decision rule derivatives. Thanks to Michel
-Juillard. The previous version was making deterministic effects of
-future volatility smaller than they should be.
-
-<TR>
-<TD>766
-<TD>1.3.0
-<TD>2006/05/22
-<TD>
-
-<TR><TD><TD><TD> <TD>The non-linear solver replaced with a new one.
-
-<TR><TD><TD><TD> <TD>The parser and derivator replaced with a new
-code. Now it is possible to put expressions in parameters and initval
-sections.
-
-<TR>
-<TD>752
-<TD>1.2.2
-<TD>2006/05/22
-<TD>
-
-<TR><TD><TD><TD> <TD>Added an option triggering/suppressing IRF calcs..
-
-<TR><TD><TD><TD> <TD>Newton algortihm is now used for fix-point calculations.
-
-<TR><TD><TD><TD> <TD> Vertical narrowing of tensors in Faa Di Bruno
-formula to avoid multiplication with zeros..
-
-<TR>
-<TD>436
-<TD>1.2.1
-<TD>2005/08/17
-<TD>
-
-<TR><TD><TD><TD> <TD>Faa Di Bruno for sparse matrices optimized. The
-implementation now accommodates vertical refinement of function stack
-in order to fit a corresponding slice to available memory. In
-addition, zero slices are identified. For some problems, this implies
-significant speedup.
-
-<TR><TD><TD><TD> <TD>Analytic derivator speedup.
-
-<TR><TD><TD><TD> <TD>Corrected a bug in the threading code. The bug
-stayed concealed in Linux 2.4.* kernels, and exhibited in Linux 2.6.*,
-which has a different scheduling. This correction also allows using
-detached threads on Windows.
-
-<TR>
-<TD>410
-<TD>1.2
-<TD>2005/07/29
-<TD>
-
-<TR><TD><TD><TD> <TD>Added Dynare++ tutorial.
-
-<TR><TD><TD><TD> <TD>Changed and enriched contents of MAT-4 output
-file.
-
-<TR><TD><TD><TD> <TD>Corrected a bug of wrong variable indexation
-resulting in an exception. The error occurred if a variable appeared
-at time t-1 or t+1 and not at t.
-
-<TR><TD><TD><TD> <TD>Added MATLAB interface, which allows simulation
-of a decision rule in MATLAB.
-
-<TR><TD><TD><TD> <TD>Got rid of Matrix Template Library.
-
-<TR><TD><TD><TD> <TD>Added checking of model residuals by the
-numerical integration. Three methods: checking along simulation path,
-checking along shocks, and on ellipse of states.
-
-<TR><TD><TD><TD> <TD>Corrected a bug in calculation of higher moments
-of Normal dist.
-
-<TR><TD><TD><TD> <TD>Corrected a bug of wrong drawing from Normal dist
-with non-zero covariances.
-
-<TR><TD><TD><TD>
-<TD>Added numerical integration module. Product and Smolyak
-quadratures over Gauss-Hermite and Gauss-Legendre, and quasi Monte
-Carlo.
-
-<TR>
-<TD>152
-<TD>1.1
-<TD>2005/04/22
-<TD>
-
-<TR><TD><TD><TD>
-<TD>Added a calculation of approximation at a stochastic steady state
-(still experimental).
-
-<TR><TD><TD><TD>
-<TD>Corrected a bug in Cholesky decomposition of variance-covariance
-matrix with off-diagonal elements.
-
-<TR>
-<TD>89
-<TD>1.01
-<TD>2005/02/23
-<TD>
-
-<TR><TD><TD><TD>
-<TD>Added version printout.
-
-<TR><TD><TD><TD>
-<TD>Corrected the bug of multithreading support for P4 HT processors running on Win32.
-
-<TR><TD><TD><TD>
-<TD>Enhanced Kronecker product code resulting in approx. 20% speedup.
-
-<TR><TD><TD><TD>
-<TD>Implemented vertical stack container refinement, and another
-method for sparse folded Faa Di Bruno (both not used yet).
-
-<TR>
-<TD>5
-<TD>1.0
-<TD>2005/02/23
-<TD>The first released version.
-
-</TABLE>
-</BODY>
-</HTML>
diff --git a/dynare++/doc/changelog-sylv-old.html b/dynare++/doc/changelog-sylv-old.html
deleted file mode 100644
index 39571f73a6ccef8c87af1d1c474d391372a240b2..0000000000000000000000000000000000000000
--- a/dynare++/doc/changelog-sylv-old.html
+++ /dev/null
@@ -1,140 +0,0 @@
-<HTML>
-<!-- $Header: /var/lib/cvs/dynare_cpp/sylv/change_log.html,v 1.1.1.1 2004/06/04 13:00:05 kamenik Exp $ -->
-<!-- Tag $Name: $ -->
-<TITLE>
-Sylvester Solver Change Log
-</TITLE>
-<BODY>
-<TABLE CELLSPACING=2 ALIGN="CENTER" BORDER=1>
-<TR>
-<TD BGCOLOR="#d0d0d0" WIDTH="85"> Tag </TD>
-<TD BGCOLOR="#d0d0d0" WIDTH="80"> Date </TD>
-<TD BGCOLOR="#d0d0d0" WIDTH="600"> Description/Changes</TD>
-</TR>
-<TR>
-<TD></TD>
-<TD>2003/09/10</TD>
-<TD>Initial version solving triangular system put to repository</TD>
-</TR>
-<TR>
-<TD></TD>
-<TD></TD>
-<TD>Implemented solution of general case.</TD>
-</TR>
-<TR>
-<TD></TD>
-<TD></TD>
-<TD>Implemented a memory pool (Paris).</TD>
-</TR>
-<TR>
-<TD></TD>
-<TD></TD>
-<TD>Implemented MEX interface to the routine (Paris).</TD>
-</TR>
-<TR>
-<TD></TD>
-<TD></TD>
-<TD>Implemented QuasiTriangularZero (Paris) (not fully used yet).</TD>
-</TR>
-<TR>
-<TD>rel-1</TD>
-<TD>2003/10-02</TD>
-<TD>Version sent to Michel.</TD>
-</TR>
-<TR>
-<TD></TD>
-<TD></TD>
-<TD>Inheritance streamlined, QuasiTriangular inherits from GeneralMatrix.</TD>
-</TR>
-<TR>
-<TD></TD>
-<TD></TD>
-<TD>Implemented block diagonalization algorithm.</TD>
-</TR>
-<TR>
-<TD></TD>
-<TD></TD>
-<TD>Solution routines rewritten so that the output rewrites input,
-considerable memory improvement.</TD>
-</TR>
-<TR>
-<TD></TD>
-<TD></TD>
-<TD>MEX interface now links with LAPACK library from MATLAB.</TD>
-</TR>
-<TR>
-<TD></TD>
-<TD></TD>
-<TD>Added a hack to MEX library loading in order to avoid MATLAB crash in Wins.</TD>
-</TR>
-<TR>
-<TD>rel-2</TD>
-<TD>2003/10/15</TD>
-<TD>Version sent to Michel.</TD>
-</TR>
-<TR>
-<TD></TD>
-<TD></TD>
-<TD>KronUtils now rewrite input by output using less memory.</TD>
-</TR>
-<TR>
-<TD></TD>
-<TD></TD>
-<TD>Added iterative solution algorithm (doubling).</TD>
-</TR>
-<TR>
-<TD></TD>
-<TD></TD>
-<TD>Introduced abstraction for set of parameters (SylvParams).</TD>
-</TR>
-<TR>
-<TD></TD>
-<TD></TD>
-<TD>Algorithm enabled to solve problems with singular C.</TD>
-</TR>
-<TR>
-<TD></TD>
-<TD></TD>
-<TD>Implemented a class chooser chossing between QuasiTriangularZero,
-and QuasiTriangular (padded with zero) depending on size of the
-problem. Full use of QuasiTriangularZero.</TD>
-</TR>
-<TR>
-<TD></TD>
-<TD></TD>
-<TD>Reimplemented QuasiTriangular::solve, offdiagonal elements are
-eleiminated by gauss with partial pivoting, not by transformation of
-complex eigenvalues. More stable for ill conditioned eigenvalues.</TD>
-</TR>
-<TR>
-<TD></TD>
-<TD></TD>
-<TD>Reimplemented calculation of eliminating vectors, much more
-numerically stable now.</TD>
-</TR>
-<TR>
-<TD></TD>
-<TD></TD>
-<TD>Implemented algorithm for ordering of eigenvalues (not used now,
-no numerical improvements).</TD>
-</TR>
-<TR>
-<TD>rel-3</TD>
-<TD>2003/12/4</TD>
-<TD>Version sent to Michel.</TD>
-</TR>
-<TR>
-<TD></TD>
-<TD></TD>
-<TD>GeneralMatrix separated for use outside, in sylv module we use
-its subclass SylvMatrix. Implemented ConstGeneralMatrix (useful outside).
-</TD>
-</TR>
-<TR>
-<TD>rel-4</TD>
-<TD>2004/6/4</TD>
-<TD>Version, which was moved to pythie.cepremap.cnrs.fr repository.</TD>
-</TR>
-</TABLE>
-</BODY>
-</HTML>
diff --git a/dynare++/doc/dynare++-ramsey.tex b/dynare++/doc/dynare++-ramsey.tex
deleted file mode 100644
index 00b73ce8f44770e1112058f08f647fbc66fb9b11..0000000000000000000000000000000000000000
--- a/dynare++/doc/dynare++-ramsey.tex
+++ /dev/null
@@ -1,157 +0,0 @@
-\documentclass[10pt]{article}
-\usepackage{array,natbib,times}
-\usepackage{amsmath, amsthm, amssymb}
-
-%\usepackage[pdftex,colorlinks]{hyperref}
-
-\begin{document}
-
-\title{Implementation of Ramsey Optimal Policy in Dynare++, Timeless Perspective}
-
-\author{Ondra Kamen\'\i k}
-
-\date{June 2006}
-\maketitle
-
-\textbf{Abstract:} This document provides a derivation of Ramsey
-optimal policy from timeless perspective and describes its
-implementation in Dynare++.
-
-\section{Derivation of the First Order Conditions}
-
-Let us start with an economy populated by agents who take a number of
-variables exogenously, or given. These may include taxes or interest
-rates for example. These variables can be understood as decision (or control)
-variables of the timeless Ramsey policy (or social planner). The agent's
-information set at time $t$ includes mass-point distributions of these
-variables for all times after $t$. If $i_t$ denotes an interest rate
-for example, then the information set $I_t$ includes
-$i_{t|t},i_{t+1|t},\ldots,i_{t+k|t},\ldots$ as numbers. In addition
-the information set includes all realizations of past exogenous
-innovations $u_\tau$ for $\tau=t,t-1,\ldots$ and distibutions
-$u_\tau\sim N(0,\Sigma)$ for $\tau=t+1,\ldots$. These information sets will be denoted $I_t$.
-
-An information set including only the information on past realizations
-of $u_\tau$ and future distributions of $u_\tau\sim N(0\sigma)$ will
-be denoted $J_t$. We will use the following notation for expectations
-through these sets:
-\begin{eqnarray*}
-E^I_t[X] &=& E(X|I_t)\\
-E^J_t[X] &=& E(X|J_t)
-\end{eqnarray*}
-
-The agents optimize taking the decision variables of the social
-planner at $t$ and future as given. This means that all expectations
-they form are conditioned on the set $I_t$. Let $y_t$ denote a vector
-of all endogenous variables including the planer's decision
-variables. Let the number of endogenous variables be $n$. The economy
-can be described by $m$ equations including the first order conditions
-and transition equations:
-\begin{equation}\label{constr}
-E_t^I\left[f(y_{t-1},y_t,y_{t+1},u_t)\right] = 0.
-\end{equation}
-This lefts $n-m$
-the planner's control variables. The solution of this problem is a
-decision rule of the form:
-\begin{equation}\label{agent_dr}
-y_t=g(y_{t-1},u_t,c_{t|t},c_{t+1|t},\ldots,c_{t+k|t},\ldots),
-\end{equation}
-where $c$ is a vector of planner's control variables.
-
-Each period the social planner chooses the vector $c_t$ to maximize
-his objective such that \eqref{agent_dr} holds for all times following
-$t$. This would lead to $n-m$ first order conditions with respect to
-$c_t$. These first order conditions would contain unknown derivatives
-of endogenous variables with respect to $c$, which would have to be
-retrieved from the implicit constraints \eqref{constr} since the
-explicit form \eqref{agent_dr} is not known.
-
-The other way to proceed is to assume that the planner is so dumb that
-he is not sure what are his control variables. So he optimizes with
-respect to all $y_t$ given the constraints \eqref{constr}. If the
-planner's objective is $b(y_{t-1},y_t,y_{t+1},u_t)$ with a discount rate
-$\beta$, then the optimization problem looks as follows:
-\begin{align}
-\max_{\left\{y_\tau\right\}^\infty_t}&E_t^J
-\left[\sum_{\tau=t}^\infty\beta^{\tau-t}b(y_{\tau-1},y_\tau,y_{\tau+1},u_\tau)\right]\notag\\
-&\rm{s.t.}\label{planner_optim}\\
-&\hskip1cm E^I_\tau\left[f(y_{\tau-1},y_\tau,y_{\tau+1},u_\tau)\right]=0\quad\rm{for\ }
-\tau=\ldots,t-1,t,t+1,\ldots\notag
-\end{align}
-Note two things: First, each constraint \eqref{constr} in
-\eqref{planner_optim} is conditioned on $I_\tau$ not $I_t$. This is
-very important, since the behaviour of agents at period $\tau=t+k$ is
-governed by the constraint using expectations conditioned on $t+k$,
-not $t$. The social planner knows that at $t+k$ the agents will use
-all information available at $t+k$. Second, the constraints for the
-planner's decision made at $t$ include also constraints for agent's
-behaviour prior to $t$. This is because the agent's decision rules are
-given in the implicit form \eqref{constr} and not in the explicit form
-\eqref{agent_dr}.
-
-Using Lagrange multipliers, this can be rewritten as
-\begin{align}
-\max_{y_t}E_t^J&\left[\sum_{\tau=t}^\infty\beta^{\tau-t}b(y_{\tau-1},y_\tau,y_{\tau+1},u_\tau)\right.\notag\\
-&\left.+\sum_{\tau=-\infty}^{\infty}\beta^{\tau-t}\lambda^T_\tau E_\tau^I\left[f(y_{\tau-1},y_\tau,y_{\tau+1},u_\tau)\right]\right],
-\label{planner_optim_l}
-\end{align}
-where $\lambda_t$ is a vector of Lagrange multipliers corresponding to
-constraints \eqref{constr}. Note that the multipliers are multiplied
-by powers of $\beta$ in order to make them stationary. Taking a
-derivative wrt $y_t$ and putting it to zero yields the first order
-conditions of the planner's problem:
-\begin{align}
-E^J_t\left[\vphantom{\frac{\int^(_)}{\int^(\_)}}\right.&\frac{\partial}{\partial y_t}b(y_{t-1},y_t,y_{t+1},u_t)+
-\beta L^{+1}\frac{\partial}{\partial y_{t-1}}b(y_{t-1},y_t,y_{t+1},u_t)\notag\\
-&+\beta^{-1}\lambda_{t-1}^TE^I_{t-1}\left[L^{-1}\frac{\partial}{\partial y_{t+1}}f(y_{t-1},y_t,y_{t+1},u_t)\right]\notag\\
-&+\lambda_t^TE^I_t\left[\frac{\partial}{\partial y_{t}}f(y_{t-1},y_t,y_{t+1},u_t)\right]\notag\\
-&+\beta\lambda_{t+1}^TE^I_{t+1}\left[L^{+1}\frac{\partial}{\partial y_{t-1}}f(y_{t-1},y_t,y_{t+1},u_t)\right]
-\left.\vphantom{\frac{\int^(_)}{\int^(\_)}}\right]
- = 0,\label{planner_optim_foc}
-\end{align}
-where $L^{+1}$ and $L^{-1}$ are one period lead and lag operators respectively.
-
-Now we have to make a few assertions concerning expectations
-conditioned on the different information sets to simplify
-\eqref{planner_optim_foc}. Recall the formula for integration through
-information on which another expectation is conditioned, this is:
-$$E\left[E\left[u|v\right]\right] = E[u],$$
-where the outer expectation integrates through $v$. Since $J_t\subset
-I_t$, by easy application of the above formula we obtain
-\begin{eqnarray}
-E^J_t\left[E^I_t\left[X\right]\right] &=& E^J_t\left[X\right]\quad\rm{and}\notag\\
-E^J_t\left[E^I_{t-1}\left[X\right]\right] &=& E^J_t\left[X\right]\label{e_iden}\\
-E^J_t\left[E^I_{t+1}\left[X\right]\right] &=& E^J_{t+1}\left[X\right]\notag
-\end{eqnarray}
-Now, the last term of \eqref{planner_optim_foc} needs a special
-attention. It is equal to
-$E^J_t\left[\beta\lambda^T_{t+1}E^I_{t+1}[X]\right]$. If we assume
-that the problem \eqref{planner_optim} has a solution, then there is a
-deterministic function from $J_{t+1}$ to $\lambda_{t+1}$ and so
-$\lambda_{t+1}\in J_{t+1}\subset I_{t+1}$. And the last term is equal
-to $E^J_{t}\left[E^I_{t+1}[\beta\lambda^T_{t+1}X]\right]$, which is
-$E^J_{t+1}\left[\beta\lambda^T_{t+1}X\right]$. This term can be
-equivalently written as
-$E^J_{t}\left[\beta\lambda^T_{t+1}E^J_{t+1}[X]\right]$. The reason why
-we write the term in this way will be clear later. All in all, we have
-\begin{align}
-E^J_t\left[\vphantom{\frac{\int^(_)}{\int^(\_)}}\right.&\frac{\partial}{\partial y_t}b(y_{t-1},y_t,y_{t+1},u_t)+
-\beta L^{+1}\frac{\partial}{\partial y_{t-1}}b(y_{t-1},y_t,y_{t+1},u_t)\notag\\
-&+\beta^{-1}\lambda_{t-1}^TL^{-1}\frac{\partial}{\partial y_{t+1}}f(y_{t-1},y_t,y_{t+1},u_t)\notag\\
-&+\lambda_t^T\frac{\partial}{\partial y_{t}}f(y_{t-1},y_t,y_{t+1},u_t)\notag\\
-&+\beta\lambda_{t+1}^TE^J_{t+1}\left[L^{+1}\frac{\partial}{\partial y_{t-1}}f(y_{t-1},y_t,y_{t+1},u_t)\right]
-\left.\vphantom{\frac{\int^(_)}{\int^(\_)}}\right]
- = 0.\label{planner_optim_foc2}
-\end{align}
-Note that we have not proved that \eqref{planner_optim_foc} and
-\eqref{planner_optim_foc2} are equivalent. We proved only that if
-\eqref{planner_optim_foc} has a solution, then
-\eqref{planner_optim_foc2} is equivalent (and has the same solution).
-
-%%- \section{Implementation}
-%%-
-%%- The user inputs $b(y_{t-1},y_t,y_{t+1},u_t)$, $\beta$, and agent's
-%%- first order conditions \eqref{constr}. The algorithm has to produce
-%%- \eqref{planner_optim_foc2}.
-%%-
-\end{document}
diff --git a/dynare++/doc/dynare++-tutorial.tex b/dynare++/doc/dynare++-tutorial.tex
deleted file mode 100644
index d94475a2a1da844d8e999fabdbe14604712846ae..0000000000000000000000000000000000000000
--- a/dynare++/doc/dynare++-tutorial.tex
+++ /dev/null
@@ -1,1512 +0,0 @@
-\documentclass[10pt]{article}
-\usepackage{array,natbib}
-\usepackage{amsmath, amsthm, amssymb}
-
-\usepackage[pdftex,colorlinks]{hyperref}
-
-\begin{document}
-
-\title{DSGE Models with Dynare++. A Tutorial.}
-
-\author{Ondra Kamen\'\i k}
-
-\date{First version: February 2011 \\ This version: September 2020}
-\maketitle
-
-\tableofcontents
-
-\section{Setup}
-
-The Dynare++ setup procedure is pretty straightforward as Dynare++ is included in the Dynare installation
-packages which can be downloaded from \url{https://www.dynare.org}. Take the following steps:
-\begin{enumerate}
-\item Add the {\tt dynare++} subdirectory of the root Dynare installation directory to the your
-operating system path. This ensures that your OS will find the {\tt dynare++} executable.
-\item If you have MATLAB and want to run custom simulations (see \ref{custom}),
- then you need to add to your MATLAB path the {\tt dynare++} subdirectory of
- the root Dynare installation directory, and also directory containing the
- \texttt{dynare\_simul\_} MEX file (note the trailing underscore). The easiest
- way to add the latter is to run Dynare once in your MATLAB session (even
- without giving it any MOD file).
-\end{enumerate}
-
-\section{Sample Session}
-
-As an example, let us take a simple DSGE model with time to build, whose dynamic
-equilibrium is described by the following first order conditions:
-
-\begin{align*}
-&c_t\theta h_t^{1+\psi} = (1-\alpha)y_t\cr
-&\beta E_t\left[\frac{\exp(b_t)c_t}{\exp(b_{t+1})c_{t+1}}
-\left(\exp(b_{t+1})\alpha\frac{y_{t+1}}{k_{t+1}}+1-\delta\right)\right]=1\cr
-&y_t=\exp(a_t)k_t^\alpha h_t^{1-\alpha}\cr
-&k_{t}=\exp(b_{t-1})(y_{t-1}-c_{t-1})+(1-\delta)k_{t-1}\cr
-&a_t=\rho a_{t-1}+\tau b_{t-1}+\epsilon_t\cr
-&b_t=\tau a_{t-1}+\rho b_{t-1}+\nu_t
-\end{align*}
-
-\label{timing}
-The convention is that the timing of a variable reflects when this variable
-is decided. Dynare++ therefore uses a ``stock at the end of the
-period'' notation for predetermined state variables (see the Dynare manual for details).
-
-The timing of this model is that the exogenous shocks $\epsilon_t$,
-and $\nu_t$ are observed by agents in the beginning of period $t$ and
-before the end of period $t$ all endogenous variables with index $t$
-are decided. The expectation operator $E_t$ works over the information
-accumulated just before the end of the period $t$ (this includes
-$\epsilon_t$, $\nu_t$ and all endogenous variables with index $t$).
-
-The exogenous shocks $\epsilon_t$ and $\nu_t$ are supposed to be
-serially uncorrelated with zero means and time-invariant
-variance-covariance matrix. In Dynare++, these variables are called
-exogenous; all other variables are endogenous. Now we are prepared to
-start writing a model file for Dynare++, which is an ordinary text
-file and could be created with any text editor.
-
-The model file starts with a preamble declaring endogenous and
-exogenous variables, parameters, and setting values of the
-parameters. Note that one can put expression on right hand sides. The
-preamble follows:
-
-{\small
-\begin{verbatim}
-var Y, C, K, A, H, B;
-varexo EPS, NU;
-
-parameters beta, rho, alpha, delta, theta, psi, tau;
-alpha = 0.36;
-rho = 0.95;
-tau = 0.025;
-beta = 1/(1.03^0.25);
-delta = 0.025;
-psi = 0;
-theta = 2.95;
-\end{verbatim}
-}
-
-The section setting values of the parameters is terminated by a
-beginning of the {\tt model} section, which states all the dynamic
-equations. A timing convention of a Dynare++ model is the same as the
-timing of our example model, so we may proceed with writing the model
-equations. The time indexes of $c_{t-1}$, $c_t$, and $c_{t+1}$ are
-written as {\tt C(-1)}, {\tt C}, and {\tt C(1)} resp. The {\tt model}
-section looks as follows:
-
-{\small
-\begin{verbatim}
-model;
-C*theta*H^(1+psi) = (1-alpha)*Y;
-beta*exp(B)*C/exp(B(1))/C(1)*
- (exp(B(1))*alpha*Y(1)/K(1)+1-delta) = 1;
-Y = exp(A)*K^alpha*H^(1-alpha);
-K = exp(B(-1))*(Y(-1)-C(-1)) + (1-delta)*K(-1);
-A = rho*A(-1) + tau*B(-1) + EPS;
-B = tau*A(-1) + rho*B(-1) + NU;
-end;
-\end{verbatim}
-}
-
-At this point, almost all information that Dynare++ needs has been
-provided. Only three things remain to be specified: initial values of
-endogenous variables for non-linear solver, variance-covariance matrix
-of the exogenous shocks and order of the Taylor approximation. Since
-the model is very simple, there is a closed form solution for the
-deterministic steady state. We use it as initial values for the
-non-linear solver. Note that the expressions on the right hand-sides in
-{\tt initval} section can reference values previously calculated. The
-remaining portion of the model file looks as follows:
-
-{\small
-\begin{verbatim}
-initval;
-A = 0;
-B = 0;
-H = ((1-alpha)/(theta*(1-(delta*alpha)
- /(1/beta-1+delta))))^(1/(1+psi));
-Y = (alpha/(1/beta-1+delta))^(alpha/(1-alpha))*H;
-K = alpha/(1/beta-1+delta)*Y;
-C = Y - delta*K;
-end;
-
-vcov = [
- 0.0002 0.00005;
- 0.00005 0.0001
-];
-
-order = 7;
-\end{verbatim}
-}
-
-Note that the order of rows/columns of the variance-covariance matrix
-corresponds to the ordering of exogenous variables in the {\tt varexo}
-declaration. Since the {\tt EPS} was declared first, its variance is
-$0.0002$, and the variance of {\tt NU} is $0.0001$.
-
-Let the model file be saved as {\tt example1.mod}. Now we are prepared
-to solve the model. At the operating system command
-prompt\footnote{Under Windows it is a {\tt cmd} program, under Unix it
-is any shell} we issue a command:
-
-{\small
-\begin{verbatim}
-dynare++ example1.mod
-\end{verbatim}
-}
-
-When the program is finished, it produces two output files: a journal
-file {\tt example1.jnl} and a MATLAB MAT-4 {\tt example1.mat}. The
-journal file contains information about time, memory and processor
-resources needed for all steps of solution. The output file is more
-interesting. It contains various simulation results. It can be loaded
-into MATLAB or Octave and examined.
-
-Let us first examine the contents of the MAT file:
-{\small
-\begin{verbatim}
->> load example1.mat
->> who
-
-Your variables are:
-
-dyn_g_1 dyn_i_Y dyn_npred
-dyn_g_2 dyn_irfm_EPS_mean dyn_nstat
-dyn_g_3 dyn_irfm_EPS_var dyn_shocks
-dyn_g_4 dyn_irfm_NU_mean dyn_ss
-dyn_g_5 dyn_irfm_NU_var dyn_state_vars
-dyn_i_A dyn_irfp_EPS_mean dyn_steady_states
-dyn_i_B dyn_irfp_EPS_var dyn_vars
-dyn_i_C dyn_irfp_NU_mean dyn_vcov
-dyn_i_EPS dyn_irfp_NU_var dyn_vcov_exo
-dyn_i_H dyn_mean
-dyn_i_K dyn_nboth
-dyn_i_NU dyn_nforw
-\end{verbatim}
-}
-
-All the variables coming from one MAT file have a common prefix. In
-this case it is {\tt dyn}, which is Dynare++ default. The prefix can
-be changed, so that the multiple results could be loaded into one MATLAB
-session.
-
-In the default setup, Dynare++ solves the Taylor approximation to the
-decision rule and calculates unconditional mean and covariance of the
-endogenous variables, and generates impulse response functions. The
-mean and covariance are stored in {\tt dyn\_mean} and {\tt
-dyn\_vcov}. The ordering of the endogenous variables is given by {\tt
-dyn\_vars}.
-
-In our example, the ordering is
-
-{\small
-\begin{verbatim}
->> dyn_vars
-dyn_vars =
-H
-A
-Y
-C
-K
-B
-\end{verbatim}
-}
-
-and unconditional mean and covariance are
-
-{\small
-\begin{verbatim}
->> dyn_mean
-dyn_mean =
- 0.2924
- 0.0019
- 1.0930
- 0.8095
- 11.2549
- 0.0011
->> dyn_vcov
-dyn_vcov =
- 0.0003 0.0006 0.0016 0.0004 0.0060 0.0004
- 0.0006 0.0024 0.0059 0.0026 0.0504 0.0012
- 0.0016 0.0059 0.0155 0.0069 0.1438 0.0037
- 0.0004 0.0026 0.0069 0.0040 0.0896 0.0016
- 0.0060 0.0504 0.1438 0.0896 2.1209 0.0405
- 0.0004 0.0012 0.0037 0.0016 0.0405 0.0014
-\end{verbatim}
-}
-
-The ordering of the variables is also given by indexes starting with
-{\tt dyn\_i\_}. Thus the mean of capital can be retrieved as
-
-{\small
-\begin{verbatim}
->> dyn_mean(dyn_i_K)
-ans =
- 11.2549
-\end{verbatim}
-}
-
-\noindent and covariance of labor and capital by
-
-{\small
-\begin{verbatim}
->> dyn_vcov(dyn_i_K,dyn_i_H)
-ans =
- 0.0060
-\end{verbatim}
-}
-
-The impulse response functions are stored in matrices as follows
-\begin{center}
-\begin{tabular}{|l|l|}
-\hline
-matrix& response to\\
-\hline
-{\tt dyn\_irfp\_EPS\_mean}& positive impulse to {\tt EPS}\\
-{\tt dyn\_irfm\_EPS\_mean}& negative impulse to {\tt EPS}\\
-{\tt dyn\_irfp\_NU\_mean}& positive impulse to {\tt NU}\\
-{\tt dyn\_irfm\_NU\_mean}& negative impulse to {\tt NU}\\
-\hline
-\end{tabular}
-\end{center}
-All shocks sizes are one standard error. Rows of the matrices
-correspond to endogenous variables, columns correspond to
-periods. Thus capital response to a positive shock to {\tt EPS} can be
-plotted as
-
-{\small
-\begin{verbatim}
-plot(dyn_irfp_EPS_mean(dyn_i_K,:));
-\end{verbatim}
-}
-
-The data is in units of the respective variables, so in order to plot
-the capital response in percentage changes from the decision rule's
-fix point (which is a vector {\tt dyn\_ss}), one has to issue the
-commands:
-
-{\small
-\begin{verbatim}
-Kss=dyn_ss(dyn_i_K);
-plot(100*dyn_irfp_EPS_mean(dyn_i_K,:)/Kss);
-\end{verbatim}
-}
-
-The plotted impulse response shows that the model is pretty persistent
-and that the Dynare++ default for a number of simulated periods is not
-sufficient. In addition, the model persistence puts in doubt also a
-number of simulations. The Dynare++ defaults can be changed when
-calling Dynare++, in operating system's command prompt, we issue a
-command:
-
-{\small
-\begin{verbatim}
-dynare++ --per 300 --sim 150 example1.mod
-\end{verbatim}
-}
-
-\noindent This sets the number of simulations to $150$ and the number
-of periods to $300$ for each simulation giving $45000$ total simulated
-periods.
-
-\section{Sample Optimal Policy Session}
-\label{optim_tut}
-
-Suppose that one wants to solve the following optimal policy problem
-with timeless perspective.\footnote{See \ref{ramsey} on how to solve
-Ramsey optimality problem within this framework} The following
-optimization problem is how to choose capital taxes financing public
-good to maximize agent's utility from consumption good and public
-good. The problem takes the form:
-\begin{align*}
-\max_{\{\tau_t\}_{t_0}^\infty}
-E_{t_0}\sum_{t=t_0}^\infty &\beta^{t-t_0}\left(u(c_t)+av(g_t)\right)\\
-\hbox{subject\ to}&\\
-u'(c_t) &=
-\beta E_t\left[u'(c_{t+1})\left(1-\delta+f'(k_{t+1})(1-\alpha\tau_{t+1})\right)\right]\\
-K_t &= (1-\delta)K_{t-1} + (f(K_{t-1}) - c_{t-1} - g_{t-1})\\
-g_t &= \tau_t\alpha f(K_t),\\
-\hbox{where\ } t & = \ldots,t_0-1,t_0,t_0+1,\ldots
-\end{align*}
-$u(c_t)$ is utility from consuming the consumption good, $v(g_t)$ is
-utility from consuming the public good, $f(K_t)$ is a production
-function $f(K_t) = Z_tK_t^\alpha$. $Z_t$ is a technology shock modeled
-as AR(1) process. The three constraints come from the first order
-conditions of a representative agent. We suppose that it pursues a
-different objective, namely lifetime utility involving only
-consumption $c_t$. The representative agents chooses between
-consumption and investment. It rents the capital to firms and supplies
-constant amount of labour. All output is paid back to consumer in form
-of wage and capital rent. Only the latter is taxed. We suppose that
-the optimal choice has been taking place from infinite past and will
-be taking place for ever. Further we suppose the same about the
-constraints.
-
-Let us choose the following functional forms:
-\begin{eqnarray*}
-u(c_t) &=& \frac{c_t^{1-\eta}}{1-\eta}\\
-v(g_t) &=& \frac{g_t^{1-\phi}}{1-\phi}\\
-f(K_t) &=& K_t^\alpha
-\end{eqnarray*}
-
-Then the problem can be coded into Dynare++ as follows. We start with
-a preamble which states all the variables, shocks and parameters:
-{\small
-\begin{verbatim}
-var C G K TAU Z;
-
-varexo EPS;
-
-parameters eta beta alpha delta phi a rho;
-
-eta = 2;
-beta = 0.99;
-alpha = 0.3;
-delta = 0.10;
-phi = 2.5;
-a = 0.1;
-rho = 0.7;
-\end{verbatim}
-}
-
-Then we specify the planner's objective and the discount factor in the
-objective. The objective is an expression (possibly including also
-variable leads and lags), and the discount factor must be one single
-declared parameter:
-{\small
-\begin{verbatim}
-planner_objective C^(1-eta)/(1-eta) + a*G^(1-phi)/(1-phi);
-
-planner_discount beta;
-\end{verbatim}
-}
-
-The model section will contain only the constraints of the social
-planner. These are capital accumulation, identity for the public
-product, AR(1) process for $Z_t$ and the first order condition of the
-representative agent (with different objective).
-{\small
-\begin{verbatim}
-model;
-K = (1-delta)*K(-1) + (exp(Z(-1))*K(-1)^alpha - C(-1) - G(-1));
-G = TAU*alpha*K^alpha;
-Z = rho*Z(-1) + EPS;
-C^(-eta) = beta*C(+1)^(-eta)*(1-delta +
- exp(Z(+1))*alpha*K(+1)^(alpha-1)*(1-alpha*TAU(+1)));
-end;
-\end{verbatim}
-}
-
-Now we have to provide a good guess for non-linear solver calculating
-the deterministic steady state. The model's steady state has a closed
-form solution if the taxes are known. So we provide a guess for
-taxation {\tt TAU} and then use the closed form solution for capital,
-public good and consumption:\footnote{Initial guess for Lagrange
-multipliers and some auxiliary variables is calculated automatically. See
-\ref{opt_init} for more details.}
-{\small
-\begin{verbatim}
-initval;
-TAU = 0.70;
-K = ((delta+1/beta-1)/(alpha*(1-alpha*TAU)))^(1/(alpha-1));
-G = TAU*alpha*K^alpha;
-C = K^alpha - delta*K - G;
-Z = 0;
-\end{verbatim}
-}
-
-Finally, we have to provide the order of approximation, and the
-variance-covariance matrix of the shocks (in our case we have only one
-shock):
-{\small
-\begin{verbatim}
-order = 4;
-
-vcov = [
- 0.01
-];
-\end{verbatim}
-}
-
-After this model file has been run, we can load the resulting MAT-file
-into the MATLAB and examine its contents:
-{\small
-\begin{verbatim}
->> load kp1980_2.mat
->> who
-
-Your variables are:
-
-dyn_g_1 dyn_i_MULT1 dyn_nforw
-dyn_g_2 dyn_i_MULT2 dyn_npred
-dyn_g_3 dyn_i_MULT3 dyn_nstat
-dyn_g_4 dyn_i_TAU dyn_shocks
-dyn_i_AUX_3_0_1 dyn_i_Z dyn_ss
-dyn_i_AUX_4_0_1 dyn_irfm_EPS_mean dyn_state_vars
-dyn_i_C dyn_irfm_EPS_var dyn_steady_states
-dyn_i_EPS dyn_irfp_EPS_mean dyn_vars
-dyn_i_G dyn_irfp_EPS_var dyn_vcov
-dyn_i_K dyn_mean dyn_vcov_exo
-dyn_i_MULT0 dyn_nboth
-\end{verbatim}
-}
-
-The data dumped into the MAT-file have the same structure as in the
-previous example of this tutorial. The only difference is that
-Dynare++ added a few more variables. Indeed:
-{\small
-\begin{verbatim}
->> dyn_vars
-dyn_vars =
-MULT1
-G
-MULT3
-C
-K
-Z
-TAU
-AUX_3_0_1
-AUX_4_0_1
-MULT0
-MULT2
-\end{verbatim}
-}
-Besides the five variables declared in the model ({\tt C}, {\tt G},
-{\tt K}, {\tt TAU}, and {\tt Z}), Dy\-na\-re++ added 6 more, four as Lagrange
-multipliers of the four constraints, two as auxiliary variables for
-shifting in time. See \ref{aux_var} for more details.
-
-The structure and the logic of the MAT-file is the same as these new 6
-variables were declared in the model file and the file is examined in
-the same way.
-
-For instance, let us examine the Lagrange multiplier of the optimal
-policy associated with the consumption first order condition. Recall
-that the consumers' objective is different from the policy
-objective. Therefore, the constraint will be binding and the
-multiplier will be non-zero. Indeed, its deterministic steady state,
-fix point and mean are as follows:
-{\small
-\begin{verbatim}
->> dyn_steady_states(dyn_i_MULT3,1)
-ans =
- -1.3400
->> dyn_ss(dyn_i_MULT3)
-ans =
- -1.3035
->> dyn_mean(dyn_i_MULT3)
-ans =
- -1.3422
-\end{verbatim}
-}
-
-\section{What Dynare++ Calculates}
-\label{dynpp_calc}
-
-Dynare++ solves first order conditions of a DSGE model in the recursive form:
-\begin{equation}\label{focs}
-E_t[f(y^{**}_{t+1},y_t,y^*_{t-1},u_t)]=0,
-\end{equation}
-where $y$ is a vector of endogenous variables, and $u$ a vector of
-exogenous variables. Some of elements of $y$ can occur at time $t+1$,
-these are $y^{**}$. Elements of $y$ occurring at time $t-1$ are denoted
-$y^*$. The exogenous shocks are supposed to be serially independent
-and normally distributed $u_t\sim N(0,\Sigma)$.
-
-The solution of this dynamic system is a decision rule
-\[
-y_t=g(y^*_{t-1},u_t)
-\]
-Dynare++ calculates a Taylor approximation of this decision rule of a
-given order. The approximation takes into account deterministic
-effects of future volatility, so a point about which the Taylor
-approximation is done will be different from the fix point $y$ of the rule
-yielding $y=g(y^*,0)$.
-
-The fix point of a rule corresponding to a model with $\Sigma=0$ is
-called {\it deterministic steady state} denoted as $\bar y$. In
-contrast to deterministic steady state, there is no consensus in
-literature how to call a fix point of the rule corresponding to a
-model with non-zero $\Sigma$. I am tempted to call it {\it stochastic
- steady state}, however, it might be confused with unconditional mean
-or with steady distribution. So I will use a term {\it fix point} to
-avoid a confusion.
-
-By default, Dynare++ solves the Taylor approximation about the
-deterministic steady state. Alternatively, Dynare++ can split the
-uncertainty to a few steps and take smaller steps when calculating the
-fix points. This is controlled by an option {\tt --steps}. For the
-brief description of the second method, see \ref{multistep_alg}.
-
-\subsection{Decision Rule Form}
-\label{dr_form}
-
-In case of default solution algorithm (approximation about the
-deterministic steady state $\bar y$), Dynare++ calculates the higher
-order derivatives of the equilibrium rule to get a decision rule of
-the following form. In Einstein notation, it is:
-\[
-y_t-\bar y = \sum_{i=0}^k\frac{1}{i!}\left[g_{(y^*u)^i}\right]
-_{\alpha_1\ldots\alpha_i}
-\prod_{j=1}^i\left[\begin{array}{c} y^*_{t-1}-\bar y^*\\ u_t \end{array}\right]
-^{\alpha_j}
-\]
-
-Note that the ergodic mean will be different from the deterministic
-steady state $\bar y$ and thus deviations $y^*_{t-1}-\bar y^*$ will
-not be zero in average. This implies that in average we will commit
-larger round off errors than if we used the decision rule expressed in
-deviations from a point closer to the ergodic mean. Therefore, by
-default, Dynare++ recalculates this rule and expresses it in
-deviations from the stochastic fix point $y$.
-\[
-y_t-y = \sum_{i=1}^k\frac{1}{i!}\left[\tilde g_{(y^*u)^i}\right]
-_{\alpha_1\ldots\alpha_i}
-\prod_{j=1}^i\left[\begin{array}{c} y^*_{t-1}-y^*\\ u_t \end{array}\right]
-^{\alpha_j}
-\]
-Note that since the rule is centralized around its fix point, the
-first term (for $i=0$) drops out.
-
-Also note, that this rule mathematically equivalent to the rule
-expressed in deviations from the deterministic steady state, and still
-it is an approximation about the deterministic steady state. The fact
-that it is expressed in deviations from a different point should not
-be confused with the algorithm in \ref{multistep_alg}.
-
-This centralization can be avoided by invoking {\tt --no-centralize}
-command line option.
-
-\subsection{Taking Steps in Volatility Dimension}
-\label{multistep_alg}
-
-For models, where volatility of the exogenous shocks plays a big
-role, the approximation about deterministic steady state can be poor,
-since the equilibrium dynamics can be very different from the dynamics
-in the vicinity of the perfect foresight (deterministic steady state).
-
-Therefore, Dynare++ has on option {\tt --steps} triggering a multistep
-algorithm. The algorithm splits the volatility to a given number of
-steps. Dynare++ attempts to calculate approximations about fix points
-corresponding to these levels of volatility. The problem is that if we
-want to calculate higher order approximations about fix points
-corresponding to volatilities different from zero (as in the case of
-deterministic steady state), then the derivatives of lower orders
-depend on derivatives of higher orders with respect to forward looking
-variables. The multistep algorithm in each step approximates the
-missing higher order derivatives with extrapolations based on the
-previous step.
-
-In this way, the approximation of the stochastic fix point and the
-derivatives about this fix point are obtained. It is difficult to a
-priori decide whether this algorithm yields a better decision
-rule. Nothing is guaranteed, and the resulted decision rule should be
-checked with a numerical integration. See \ref{checks}.
-
-\subsection{Simulating the Decision Rule}
-
-After some form of a decision rule is calculated, it is simulated to
-obtain draws from ergodic (unconditional) distribution of endogenous
-variables. The mean and the covariance are reported. There are two
-ways how to calculate the mean and the covariance. The first one is to
-store all simulated samples and calculate the sample mean and
-covariance. The second one is to calculate mean and the covariance in
-the real-time not storing the simulated sample. The latter case is
-described below (see \ref{rt_simul}).
-
-The stored simulated samples are then used for impulse response
-function calculations. For each shock, the realized shocks in these
-simulated samples (control simulations) are taken and an impulse is
-added and the new realization of shocks is simulated. Then the control
-simulation is subtracted from the simulation with the impulse. This is
-done for all control simulations and the results are averaged. As the
-result, we get an expectation of difference between paths with impulse
-and without impulse. In addition, the sample variances are
-reported. They might be useful for confidence interval calculations.
-
-For each shock, Dynare++ calculates IRF for two impulses, positive and
-negative. Size of an impulse is one standard error of a respective
-shock.\footnote{Note that if the exogenous shocks are correlated, Dynare++ will
- ignore the correlation when computing the IRFs, and simulate the impulse on
- each shock independently of the others. Note that Dynare behaves differently
- in this case, and computes IRFs after performing an orthogonalization of the
- shocks (via a Cholesky decomposition of the variance-covariance matrix).}
-
-The rest of this subsection is divided to three parts giving account
-on real-time simulations, conditional simulations, and on the way how
-random numbers are generated resp.
-
-\subsubsection{Simulations With Real-Time Statistics}
-\label{rt_simul}
-
-When one needs to simulate large samples to get a good estimate of
-unconditional mean, simulating the decision rule with statistics
-calculated in real-time comes handy. The main reason is that the
-storing of all simulated samples may not fit into the available
-memory.
-
-The real-time statistics proceed as follows: We model the ergodic
-distribution as having normal distribution $y\sim N(\mu,\Sigma)$. Further,
-the parameters $\mu$ and $\Sigma$ are modelled as:
-\begin{eqnarray*}
- \Sigma &\sim& {\rm InvWishart}_\nu(\Lambda)\\
- \mu|\Sigma &\sim& N(\bar\mu,\Sigma/\kappa) \\
-\end{eqnarray*}
-This model of $p(\mu,\Sigma)$ has an advantage of conjugacy, i.e. a
-prior distribution has the same form as posterior. This property is
-used in the calculation of real-time estimates of $\mu$ and $\Sigma$,
-since it suffices to maintain only the parameters of $p(\mu,\Sigma)$
-conditional observed draws so far. The parameters are: $\nu$,
-$\Lambda$, $\kappa$, and $\bar\mu$.
-
-The mean of $\mu,\Sigma|Y$, where $Y$ are all the draws (simulated
-periods) is reported.
-
-\subsubsection{Conditional Distributions}
-\label{cond_dist}
-
-Starting with version 1.3.6, Dynare++ calculates variable
-distributions $y_t$ conditional on $y_0=\bar y$, where $\bar y$ is the
-deterministic steady state. If triggered, Dynare++ simulates a given
-number of samples with a given number of periods all starting at
-the deterministic steady state. Then for each time $t$, mean
-$E[y_t|y_0=\bar y]$ and variances $E[(y_t-E[y_t|y_0=\bar
-y])(y_t-E[y_t|y_0=\bar y])^T|y_0=\bar y]$ are reported.
-
-\subsubsection{Random Numbers}
-\label{random_numbers}
-
-For generating of the pseudo random numbers, Dynare++ uses Mersenne
-twister by Makoto Matsumoto and Takuji Nishimura. Because of the
-parallel nature of Dynare++ simulations, each simulated sample gets
-its own instance of the twister. Each such instance is seeded before
-the simulations are started. This is to prevent additional randomness
-implied by the operating system's thread scheduler to interfere with
-the pseudo random numbers.
-
-For seeding the individual instances of the Mersenne twister assigned
-to each simulated sample the system (C library) random generator is
-used. These random generators do not have usually very good
-properties, but we use them only to seed the Mersenne twister
-instances. The user can set the initial seed of the system random
-generator and in this way deterministically choose the seeds of all
-instances of the Mersenne twister.
-
-In this way, it is guaranteed that two runs of Dynare++
-with the same seed will yield the same results regardless the
-operating system's scheduler. The only difference may be caused by a
-different round-off errors committed when the same set of samples are
-summed in the different order (due to the operating system's scheduler).
-
-\subsection{Numerical Approximation Checks}
-\label{checks}
-
-Optionally, Dynare++ can run three kinds of checks for Taylor
-approximation errors. All three methods numerically calculate
-the residual of the DSGE equations
-\[
-E[f(g^{**}(g^*(y^*,u),u'),g(y^*,u),y^*,u)|y^*,u]
-\]
-which must be ideally zero for all $y^*$ and $u$. This integral is
-evaluated by either product or Smolyak rule applied to one dimensional
-Gauss--Hermite quadrature. The user does not need to care about the
-decision. An algorithm yielding higher quadrature level and less
-number of evaluations less than a user given maximum is selected.
-
-The three methods differ only by a set of $y^*$ and $u$ where the
-residuals are evaluated. These are:
-\begin{itemize}
-\item The first method calculates the residuals along the shocks for
-fixed $y^*$ equal to the fix point. We let all elements of $u$ be
-fixed at $0$ but one element, which varies from $-\mu\sigma$ to
-$\mu\sigma$, where $\sigma$ is a standard error of the element and
-$\mu$ is the user given multiplier. In this way we can see how the
-approximation error grows if the fix point is disturbed by a shock of
-varying size.
-\item The second method calculates the residuals along a simulation
-path. A random simulation is run, and at each point the residuals are
-reported.
-\item The third method calculates the errors on an ellipse of the
-state variables $y^*$. The shocks $u$ are always zero. The ellipse is
-defined as
-\[\{Ax|\; \Vert x\Vert_2=\mu\},\]
-where $\mu$ is a user given multiplier, and $AA^T=V$ for $V$ being a
-covariance of endogenous variables based on the first order
-approximation. The method calculates the residuals at low discrepancy
-sequence of points on the ellipse. Both the residuals and the points
-are reported.
-\end{itemize}
-
-\section{Optimal Policy with Dynare++}
-\label{optim}
-
-Starting with version 1.3.2, Dynare++ is able to automatically
-generate and then solve the first order conditions for a given
-objective and (possibly) forward looking constraints. Since the
-constraints can be forward looking, the use of this feature will
-mainly be in optimal policy or control.
-
-The only extra thing which needs to be added to the model file is a
-specification of the policy's objective. This is done by two keywords,
-placed not before parameter settings. If the objective is to maximize
-$$E_{t_0}\sum_{t=t_0}^\infty\beta^{t-t_0}\left[\frac{c_t^{1-\eta}}{1-\eta}+
-a\frac{g_t^{1-\phi}}{1-\phi}\right],$$
-then the keywords will be:
-{\small
-\begin{verbatim}
-planner_objective C^(1-eta)/(1-eta) + a*G^(1-phi)/(1-phi);
-
-planner_discount beta;
-\end{verbatim}
-}
-
-Dynare++ parses the file and if the two keywords are present, it
-automatically derives the first order conditions for the problem. The
-first order conditions are put to the form \eqref{focs} and solved. In
-this case, the equations in the {\tt model} section are understood as
-the constraints (they might come as the first order conditions from
-optimizations of other agents) and their number must be less than the
-number of endogenous variables.
-
-This section further describes how the optimal policy first order
-conditions look like, then discusses some issues with the initial
-guess for deterministic steady state, and finally describes how to
-simulate Ramsey policy within this framework.
-
-\subsection{First Order Conditions}
-
-Mathematically, the optimization problem looks as follows:
-\begin{align}
-\max_{\left\{y_\tau\right\}^\infty_t}&E_t
-\left[\sum_{\tau=t}^\infty\beta^{\tau-t}b(y_{\tau-1},y_\tau,y_{\tau+1},u_\tau)\right]\notag\\
-&\rm{s.t.}\label{planner_optim}\\
-&\hskip1cm E^I_\tau\left[f(y_{\tau-1},y_\tau,y_{\tau+1},u_\tau)\right]=0\quad\rm{for\ }
-\tau=\ldots,t-1,t,t+1,\ldots\notag
-\end{align}
-where $E^I$ is an expectation operator over an information set including,
-besides all the past, all future realizations of policy's control
-variables and distributions of future shocks $u_t\sim
-N(0,\Sigma)$. The expectation operator $E$ integrates over an
-information including only distributions of $u_t$ (besides the past).
-
-Note that the constraints $f$ take place at all times, and they are
-conditioned at the running $\tau$ since the policy knows that the
-agents at time $\tau$ will use all the information available at
-$\tau$.
-
-The maximization problem can be rewritten using Lagrange multipliers as:
-\begin{align}
-\max_{y_t}E_t&\left[\sum_{\tau=t}^\infty\beta^{\tau-t}b(y_{\tau-1},y_\tau,y_{\tau+1},u_\tau)\right.\notag\\
-&\left.+\sum_{\tau=-\infty}^{\infty}\beta^{\tau-t}\lambda^T_\tau E_\tau^I\left[f(y_{\tau-1},y_\tau,y_{\tau+1},u_\tau)\right]\right],
-\label{planner_optim_l}
-\end{align}
-where $\lambda_t$ is a column vector of Lagrange multipliers.
-
-After some manipulations with compounded expectations over different
-information sets, one gets the following first order conditions:
-\begin{align}
-E_t\left[\vphantom{\frac{\int^(_)}{\int^(\_)}}\right.&\frac{\partial}{\partial y_t}b(y_{t-1},y_t,y_{t+1},u_t)+
-\beta L^{+1}\frac{\partial}{\partial y_{t-1}}b(y_{t-1},y_t,y_{t+1},u_t)\notag\\
-&+\beta^{-1}\lambda_{t-1}^TL^{-1}\frac{\partial}{\partial y_{t+1}}f(y_{t-1},y_t,y_{t+1},u_t)\notag\\
-&+\lambda_t^T\frac{\partial}{\partial y_{t}}f(y_{t-1},y_t,y_{t+1},u_t)\notag\\
-&+\beta\lambda_{t+1}^TE_{t+1}\left[L^{+1}\frac{\partial}{\partial y_{t-1}}f(y_{t-1},y_t,y_{t+1},u_t)\right]
-\left.\vphantom{\frac{\int^(_)}{\int^(\_)}}\right]
- = 0,\label{planner_optim_foc2}
-\end{align}
-where $L^{+1}$ is one period lead operator, and $L^{-1}$ is one period lag operator.
-
-Dynare++ takes input corresponding to \eqref{planner_optim},
-introduces the Lagrange multipliers according to
-\eqref{planner_optim_l}, and using its symbolic derivator it compiles
-\eqref{planner_optim_foc2}. The system \eqref{planner_optim_foc2} with
-the constraints from \eqref{planner_optim_l} is then solved in the
-same way as the normal input \eqref{focs}.
-
-\subsection{Initial Guess for Deterministic Steady State}
-\label{opt_init}
-
-Solving deterministic steady state of non-linear dynamic systems is
-not trivial and the first order conditions for optimal policy add
-significant complexity. The {\tt initval} section allows to input the
-initial guess of the non-linear solver. It requires that all user
-declared endogenous variables be initialized. However, in most cases,
-we have no idea what are good initial guesses for the Lagrange
-multipliers.
-
-For this reason, Dynare++ calculates an initial guess of Lagrange
-multipliers using user provided initial guesses of all other
-endogenous variables. It uses the linearity of the Lagrange
-multipliers in the \eqref{planner_optim_foc2}. In its static form,
-\eqref{planner_optim_foc2} looks as follows:
-\begin{align}
-&\frac{\partial}{\partial y_t}b(y,y,y,0)+
-\beta\frac{\partial}{\partial y_{t-1}}b(y,y,y,0)\notag\\
-&+\lambda^T\left[\beta^{-1}\frac{\partial}{\partial y_{t+1}}f(y,y,y,0)
- +\frac{\partial}{\partial y_{t}}f(y,y,y,0)
- +\beta\frac{\partial}{\partial y_{t-1}}f(y,y,y,0)\right]
- = 0\label{planner_optim_static}
-\end{align}
-
-The user is required to provide an initial guess of all declared
-variables (all $y$). Then \eqref{planner_optim_static} becomes an
-overdetermined linear system in $\lambda$, which is solved by means of
-the least squares. The closer the initial guess of $y$ is to the exact
-solution, the closer are the Lagrange multipliers $\lambda$.
-
-The calculated Lagrange multipliers by the least squares are not used,
-if they are set in the {\tt initval} section. In other words, if a
-multiplier has been given a value in the {\tt initval} section, then
-the value is used, otherwise the calculated value is taken.
-
-For even more difficult problems, Dynare++ generates two MATLAB files
-calculating a residual of the static system and its derivative. These
-can be used in MATLAB's {\tt fsolve} or other algorithm to get an
-exact solution of the deterministic steady state. See
-\ref{output_matlab_scripts} for more details.
-
-Finally, Dynare++ might generate a few auxiliary variables. These are
-simple transformations of other variables. They are initialized
-automatically and the user usually does not need to care about it.
-
-\subsection{Optimal Ramsey Policy}
-\label{ramsey}
-
-Dynare++ solves the optimal policy problem with timeless
-perspective. This means that it assumes that the constraints in
-\eqref{planner_optim} are valid from the infinite past to infinite
-future. Dynare++ calculation of ergodic distribution then assumes that
-the policy has been taking place from infinite past.
-
-If some constraints in \eqref{planner_optim} are forward looking, this
-will result in some backward looking Lagrange multipliers. Such
-multipliers imply possibly time inconsistent policy in the states of
-the ``original'' economy, since these backward looking multipliers add
-new states to the ``optimized'' economy. In this respect, the timeless
-perspective means that there is no fixed initial distribution of such
-multipliers, instead, their ergodic distribution is taken.
-
-In contrast, Ramsey optimal policy is started at $t=0$. This means
-that the first order conditions at $t=0$ are different than the first
-order conditions at $t\geq 1$, which are
-\eqref{planner_optim_foc2}. However, it is not difficult to assert
-that the first order conditions at $t=0$ are in the form of
-\eqref{planner_optim_foc2} if all the backward looking Lagrange
-multipliers are set to zeros at period $-1$, i.e. $\lambda_{-1}=0$.
-
-All in all, the solution of \eqref{planner_optim_foc2} calculated by
-Dynare++ can be used as a Ramsey optimal policy solution provided that
-all the backward looking Lagrange multipliers were set to zeros prior
-to the first simulation period. This can be done by setting the
-initial state of a simulation path in {\tt dynare\_simul.m}. If this
-is applied on the example from \ref{optim_tut}, then we may do the
-following in the command prompt:
-{\small
-\begin{verbatim}
->> load kp1980_2.mat
->> shocks = zeros(1,100);
->> ystart = dyn_ss;
->> ystart(dyn_i_MULT3) = 0;
->> r=dynare_simul('kp1980_2.mat',shocks,ystart);
-\end{verbatim}
-}
-This will simulate the economy if the policy was introduced in the
-beginning and no shocks happened.
-
-More information on custom simulations can be obtained by typing:
-{\small
-\begin{verbatim}
-help dynare_simul
-\end{verbatim}
-}
-
-
-\section{Running Dynare++}
-
-This section deals with Dynare++ input. The first subsection
-\ref{dynpp_opts} provides a list of command line options, next
-subsection \ref{dynpp_mod} deals with a format of Dynare++ model file,
-and the last subsection discusses incompatibilities between Dynare
-and Dynare++.
-
-\subsection{Command Line Options}
-\label{dynpp_opts}
-
-The calling syntax of the Dynare++ is
-
-{\small
-\begin{verbatim}
-dynare++ [--help] [--version] [options] <model file>
-\end{verbatim}
-}
-
-\noindent where the model file must be given as the last token and
-must include its extension. The model file may include path, in this
-case, the path is taken relative to the current directory. Note that
-the current directory can be different from the location of {\tt
-dynare++} binary.
-
-The options are as follows:
-
-\def\desc#1{\rlap{#1}\kern4cm}
-
-\begin{description}
-\item[\desc{\tt --help}] This prints a help message and exits.
-
-\item[\desc{\tt --version}] This prints a version information and
-exits.
-
-\item[\desc{\tt --per \it num}] This sets a number of simulated
-periods to {\it num} in addition to the burn-in periods. This number
-is used when calculating unconditional mean and covariance and for
-IRFs. Default is 100.
-
-\item[\desc{\tt --burn \it num}] This sets a number of initial periods
-which should be ignored from the statistics. The burn-in periods are
-used to eliminate the influence of the starting point when
-calculating ergodic distributions or/and impulse response
-functions. The number of simulated period given by {\tt --per \it
- num} option does not include the number of burn-in
-periods. Default is 0.
-
-\item[\desc{\tt --sim \it num}] This sets a number of stochastic
-simulations. This number is used when calculating unconditional mean
-and covariance and for IRFs. The total sample size for unconditional
-mean and covariance is the number of periods times the number of
-successful simulations. Note that if a simulation results in {\tt NaN}
-or {\tt +-Inf}, then it is thrown away and is not considered for the
-mean nor the variance. The same is valid for IRF. Default is 80.
-
-\item[\desc{\tt --rtsim \it num}] This sets a number of stochastic
-simulations whose statistics are calculated in the real-time. This
-number excludes the burn-in periods set by {\tt --burn \it num}
-option. See \ref{rt_simul} for more details. Default is 0, no
-simulations.
-
-\item[\desc{\tt --rtper \it num}] This sets a number of simulated
-periods per one simulation with real-time statistics to {\it num}. See
-\ref{rt_simul} for more details. Default is 0, no simulations.
-
-\item[\desc{\tt --condsim \it num}] This sets a number of stochastic
-conditional simulations. See \ref{cond_dist} for more details. Default
-is 0, no simulations.
-
-\item[\desc{\tt --condper \it num}] This sets a number of simulated
-periods per one conditional simulation. See \ref{cond_dist} for more
-details. Default is 0, no simulations.
-
-\item[\desc{\tt --steps \it num}] If the number {\it num} is greater
-than 0, this option invokes a multi-step algorithm (see section
-\ref{dynpp_calc}), which in the given number of steps calculates fix
-points and approximations of the decision rule for increasing
-uncertainty. Default is 0, which invokes a standard algorithm for
-approximation about deterministic steady state. For more details,
-see \ref{multistep_alg}.
-
-\item[\desc{\tt --centralize}] This option causes that the resulting
-decision rule is centralized about (in other words: expressed in the
-deviations from) the stochastic fix point. The centralized decision
-rule is mathematically equivalent but has an advantage of yielding
-less numerical errors in average than not centralized decision
-rule. By default, the rule is centralized. For more details, see
-\ref{dr_form}.
-
-\item[\desc{\tt --no-centralize}] This option causes that the
-resulting decision rule is not centralized about (in other words:
-expressed in the deviations from) the stochastic fix point. By
-default, the rule is centralized. For more details, see
-\ref{dr_form}.
-
-This option has no effect if the number of steps given by {\tt
---steps} is greater than 0. In this case, the rule is always
-centralized.
-
-\item[\desc{\tt --prefix \it string}] This sets a common prefix of
-variables in the output MAT file. Default is {\tt dyn}.
-
-\item[\desc{\tt --seed \it num}] This sets an initial seed for the
-random generator providing seed to generators for each sample. See
-\ref{random_numbers} for more details. Default is 934098.
-
-\item[\desc{\tt --order \it num}] This sets the order of approximation
-and overrides the {\tt order} statement in the model file. There is no
-default.
-
-\item[\desc{\tt --threads \it num}] This sets a number of parallel
-threads. Complex evaluations of Faa Di Bruno formulas, simulations and
-numerical integration can be parallelized, Dynare++ exploits this
-advantage. You have to have a hardware support for this, otherwise
-there is no gain from the parallelization. The default value is the number of
-logical processors present on the machine, divided by 2.
-
-\item[\desc{\tt --ss-tol \it float}] This sets the tolerance of the
-non-linear solver of deterministic steady state to {\it float}. It is
-in $\Vert\cdot\Vert_\infty$ norm, i.e. the algorithm is considered as
-converged when a maximum absolute residual is less than the
-tolerance. Default is $10^{-13}$.
-
-\item[\desc{\tt --check \it pPeEsS}] This selects types of residual
-checking to be performed. See section \ref{checks} for details. The
-string consisting of the letters ``pPeEsS'' governs the selection. The
-upper-case letters switch a check on, the lower-case letters
-off. ``P'' stands for checking along a simulation path, ``E'' stands
-for checking on ellipse, and finally ``S'' stands for checking along
-the shocks. It is possible to choose more than one type of check. The
-default behavior is that no checking is performed.
-
-\item[\desc{\tt --check-evals \it num}] This sets a maximum number of
-evaluations per one re\-sidual. The actual value depends on the selected
-algorithm for the integral evaluation. The algorithm can be either
-product or Smolyak quadrature and is chosen so that the actual number
-of evaluations would be minimal with maximal level of
-quadrature. Default is 1000.
-
-\item[\desc{\tt --check-num \it num}] This sets a number of checked
-points in a residual check. One input value $num$ is used for all
-three types of checks in the following way:
-\begin{itemize}
-\item For checks along the simulation, the number of simulated periods
-is $10\cdot num$
-\item For checks on ellipse, the number of points on ellipse is $10\cdot num$
-\item For checks along the shocks, the number of checked points
-corresponding to shocks from $0$ to $\mu\sigma$ (see \ref{checks}) is
-$num$.
-\end{itemize}
-Default is 10.
-
-\item[\desc{\tt --check-scale \it float}] This sets the scaling factor
-$\mu$ for checking on ellipse to $0.5\cdot float$ and scaling factor
-$\mu$ for checking along shocks to $float$. See section
-\ref{checks}. Default is 2.0.
-
-\item[\desc{\tt --no-irfs}] This suppresses IRF calculations. Default
-is to calculate IRFs for all shocks.
-
-\item[\desc{\tt --irfs}] This triggers IRF calculations. If there are
-no shock names following the {\tt --irfs} option, then IRFs for all
-shocks are calculated, otherwise see below. Default is to calculate
-IRFs for all shocks.
-
-\item[\desc{\tt --irfs \it shocklist}] This triggers IRF calculations
-only for the listed shocks. The {\it shocklist} is a space separated
-list of exogenous variables for which the IRFs will be
-calculated. Default is to calculate IRFs for all shocks.
-\end{description}
-
-The following are a few examples:
-{\small
-\begin{verbatim}
-dynare++ --sim 300 --per 50 blah.mod
-dynare++ --check PE --check-num 15 --check-evals 500 blah.dyn
-dynare++ --steps 5 --check S --check-scale 3 blahblah.mod
-\end{verbatim}
-}
-The first one sets the number of periods for IRF to 50, and sets a sample
-size for unconditional mean and covariance calculations to 6000. The
-second one checks the decision rule along a simulation path having 150
-periods and on ellipse at 150 points performing at most 500 evaluations
-per one residual. The third one solves the model in five steps and
-checks the rule along all the shocks from $-3\sigma$ to $3\sigma$ in
-$2*10+1$ steps (10 for negative, 10 for positive and 1 for at zero).
-
-\subsection{Dynare++ Model File}
-\label{dynpp_mod}
-
-In its strictest form, Dynare++ solves the following mathematical problem:
-\begin{equation}\label{basic_form}
-E_t[f(y^{**}_{t+1},y_t,y^*_{t-1},u_t)]=0
-\end{equation}
-This problem is input either directly, or it is an output of Dynare++
-routines calculating first order conditions of the optimal policy
-problem. In either case, Dynare++ performs necessary and
-mathematically correct substitutions to put the user specified problem
-to the \eqref{basic_form} form, which goes to Dynare++ solver. The
-following discusses a few timing issues:
-\begin{itemize}
-\item Endogenous variables can occur, starting from version 1.3.4, at
-times after $t+1$. If so, an equation containing such occurrence is
-broken to non-linear parts, and new equations and new auxiliary
-variables are automatically generated only for the non-linear terms
-containing the occurrence. Note that shifting such terms to time $t+1$
-may add occurrences of some other variables (involved in the terms) at
-times before $t-1$ implying addition of auxiliary variables to bring
-those variables to $t-1$.
-\item Variables declared as shocks may occur also at arbitrary
-times. If before $t$, additional endogenous variables are used to
-bring them to time $t$. If after $t$, then similar method is used as
-for endogenous variables occurring after $t+1$.
-\item There is no constraint on variables occurring at both times
-$t+1$ (or later) and $t-1$ (or earlier). Virtually, all variables can
-occur at arbitrary times.
-\item Endogenous variables can occur at times before $t-1$. If so,
-additional endogenous variables are added for all lags between the
-variable and $t-1$.
-\item Dynare++ applies the operator $E_t$ to all occurrences at time
-$t+1$. The realization of $u_t$ is included in the information set of
-$E_t$. See an explanation of Dynare++ timing on page \pageref{timing}.
-\end{itemize}
-
-The model equations are formulated in the same way as in
-Dynare. The time indexes different from $t$ are put to round
-parenthesis in this way: {\tt C(-1)}, {\tt C}, {\tt C(+1)}.
-
-The mathematical expressions can use the following functions and operators:
-\begin{itemize}
-\item binary {\tt + - * / \verb|^|}
-\item unary plus and minus minus as in {\tt a = -3;} and {\tt a = +3;} resp.
-\item unary mathematical functions: {\tt log exp sin cos tan
-sqrt}, whe\-re the logarithm has a natural base
-\item symbolic differentiation operator {\tt diff(expr,symbol)}, where
-{\tt expr} is a mathematical expression and {\tt symbol} is a unary
-symbol (a variable or a parameter); for example {\tt
- diff(A*K(-1)\verb|^|alpha*L\verb|^|(1-alpha),K(-1))} is internally expanded as
-{\tt A*alpha*K(-1)\verb|^|(alpha-1)*L\verb|^|(1-alpha)}
-\item unary error function and complementary error function: {\tt erf}
-and {\tt erfc} defined as
-\begin{eqnarray*}
-erf(x) &= \frac{2}{\sqrt{\pi}}\int_0^x e^{-t^2}{\rm d}t\\
-erfc(x)&= \frac{2}{\sqrt{\pi}}\int_x^\infty e^{-t^2}{\rm d}t
-\end{eqnarray*}
-\end{itemize}
-
-The model file can contain user comments. Their usage can be
-understood from the following piece of the model file:
-
-{\small
-\begin{verbatim}
-P*C^(-gamma) = // line continues until semicolon
- beta*C(+1)^(-gamma)*(P(+1)+Y(+1)); // asset price
-// choose dividend process: (un)comment what you want
-Y/Y_SS = (Y(-1)/Y_SS)^rho*exp(EPS);
-/*
-Y-Y_SS = rho*(Y(-1)-Y_SS)+EPS;
-*/
-\end{verbatim}
-}
-
-\subsection{Incompatibilities with Dynare}
-
-This section provides a list of incompatibilities between a model file
-for Dy\-na\-re++ and for Dynare. These must be considered when a model
-file for Dynare is being migrated to Dynare++. The list is the
-following:
-\begin{itemize}
-\item There is no {\tt periods} keyword.
-\item The parameters cannot be lagged or leaded; Dynare
-allows it, though the semantics is the same (parameter is a
-constant).
-\item There are no commands like {\tt steady}, {\tt check}, {\tt
-simul}, {\tt stoch\_simul}, etc.
-\item There are no sections like {\tt estimated\_params}, {\tt
-var\_obs}, etc.
-\item The variance-covariance matrix of endogenous shocks is given by
-{\tt vcov} matrix in Dynare++. An example follows. Starting from
-version 1.3.5, it is possible for vcov to be positive semi-definite
-matrix.
-{\small
-\begin{verbatim}
-vcov = [
-0.05 0 0 0;
-0 0.025 0 0;
-0 0 0.05 0;
-0 0 0 0.025
-];
-\end{verbatim}
-}
-
-\end{itemize}
-
-\section{Dynare++ Output}
-
-There are three output files; a data file in MAT-4 format containing
-the output data (\ref{matfile}), a journal text file containing an
-information about the Dynare++ run (\ref{journalfile}), and a dump
-file (\ref{dumpfile}). Further, Dynare++ generates two MATLAB script
-files, which calculate a residual and the first derivative of the
-residual of the static system (\ref{output_matlab_scripts}). These are
-useful when calculating the deterministic steady state outside
-Dynare++.
-
-Note that all output files are created in the current directory of
-the Dynare++ process. This can be different from the directory where
-the Dynare++ binary is located and different from the directory where
-the model file is located.
-
-Before all, we need to understand what variables are automatically
-generated in Dynare++.
-
-\subsection{Auxiliary Variables}
-\label{aux_var}
-
-Besides the endogenous variables declared in {\tt var} section,
-Dynare++ might automatically add the following endogenous variables:
-
-\halign{\vrule width0pt height14pt{\tt #}\hfil & \kern 3mm%
-\vtop{\rightskip=0pt plus 5mm\noindent\hsize=9.5cm #}\cr
-MULT{\it n}& A Lagrange multiplier of the optimal policy problem
-associated with a constraint number {\it n} starting from zero.\cr
-AUX\_{\it n1}\_{\it n2}\_{\it n3}& An auxiliary variable associated
-with the last term in equation \eqref{planner_optim_foc2}. Since the
-term is under $E_{t+k}$, we need the auxiliary variable be put back
-in time. {\it n1} is a variable number starting from 0 in the declared
-order with respect to which the term was differentiated, {\it n2} is a
-number of constraint starting from 0, and finally {\it n3} is $k$
-(time shift of the term).\cr
-{\it endovar}\_p{\it K}& An auxiliary variable for bringing an
-endogenous variable {\it endovar} back in time by $K$ periods. The
-semantics of this variables is {\tt {\it endovar}\_p{\it K} = {\it
-endovar}(+{\it K})}.\cr
-{\it endovar}\_m{\it K}& An auxiliary variable for bringing an
-endogenous variable {\it endovar} forward in time by $K$ periods. The
-semantics of this variables is {\tt {\it endovar}\_m{\it K} = {\it
-endovar}(-{\it K})}.\cr
-{\it exovar}\_e& An auxiliary endogenous variable made equal to the
-exogenous variable to allow for a semantical occurrence of the
-exogenous variable at time other than $t$. The semantics of this
-variables is {\tt {\it exovar}\_e = {\it exovar}}.\cr
-AUXLD\_{\it n1}\_{\it n2}\_{\it n3}& An auxiliary variable for
-bringing a non-linear term containing an occurrence of a variable
-after $t+1$ to time $t+1$. {\it n1} is an equation number starting
-from 0, {\it n2} is the non-linear sub-term number in the equation
-starting from 0. {\it n3} is a time shift. For example, if the first
-equation is the following:
-\begin{verbatim}
-X - Y*W(+1) + W(+2)*Z(+4) = 0;
-\end{verbatim}
-then it will be expanded as:
-\begin{verbatim}
-X - Y*W(+1) + AUXLD_0_2_3(+1) = 0;
-AUXLD_0_2_1 = W(-1)*Z(+1);
-AUXLD_0_2_2 = AUXLD_0_2_1(+1);
-AUXLD_0_2_3 = AUXLD_0_2_2(+1);
-\end{verbatim}
-\cr
-}
-
-\subsection{MAT File}
-\label{matfile}
-
-The contents of the data file is depicted below. We
-assume that the prefix is {\tt dyn}.
-
-\halign{\vrule width0pt height14pt{\tt #}\hfil & \kern 3mm%
-\vtop{\rightskip=0pt plus 5mm\noindent\hsize=7.5cm #}\cr
-dyn\_nstat& Scalar. A number of static variables
-(those occurring only at time $t$).\cr
-dyn\_npred & Scalar. A number of variables occurring
-at time $t-1$ and not at $t+1$.\cr
-dyn\_nboth & Scalar. A number of variables occurring
-at $t+1$ and $t-1$.\cr
-dyn\_nforw & Scalar. A number of variables occurring
-at $t+1$ and not at $t-1$.\cr
-dyn\_vars & Column vector of endogenous variable
-names in Dy\-na\-re++ internal ordering.\cr
-dyn\_i\_{\it endovar} & Scalar. Index of a variable
-named {\it endovar} in the {\tt dyn\_vars}.\cr
-dyn\_shocks & Column vector of exogenous variable
-names.\cr
-dyn\_i\_{\it exovar} & Scalar. Index of a shock
-named {\it exovar} in the {\tt dyn\_shocks}.\cr
-dyn\_state\_vars & Column vector of state variables,
-these are stacked variables counted by {\tt dyn\_\-npred}, {\tt
-dyn\_\-nboth} and shocks.\cr
-dyn\_vcov\_exo & Matrix $nexo\times nexo$. The
-variance-covariance matrix of exogenous shocks as input in the model
-file. The ordering is given by {\tt dyn\_shocks}.\cr
-dyn\_mean & Column vector $nendo\times 1$. The
-unconditional mean of endogenous variables. The ordering is given by
-{\tt dyn\_vars}.\cr
-dyn\_vcov & Matrix $nendo\times nendo$. The
-unconditional covariance of endogenous variables. The ordering is given
-by {\tt dyn\_vars}.\cr
-dyn\_rt\_mean & Column vector $nendo\times 1$. The unconditional mean
-of endogenous variables estimated in real-time. See
-\ref{rt_simul}. The ordering is given by {\tt dyn\_vars}.\cr
-dyn\_rt\_vcov & Matrix $nendo\times nendo$. The unconditional
-covariance of endogenous variables estimated in real-time. See \ref{rt_simul}. The
-ordering is given by {\tt dyn\_vars}.\cr
-dyn\_cond\_mean & Matrix $nendo\times nper$. The rows correspond to
-endogenous variables in the ordering of {\tt dyn\_vars}, the columns
-to periods. If $t$ is a period (starting with 1), then $t$-th column
-is $E[y_t|y_0=\bar y]$. See \ref{cond_dist}.\cr
-dyn\_cond\_variance & Matrix $nendo\times nper$. The rows correspond
-to endogenous variables in the ordering of {\tt dyn\_vars}, the
-columns to periods. If $t$ is a period (starting with 1), then $t$-th
-column are the variances of $y_t|y_0=\bar y$. See \ref{cond_dist}.\cr
-dyn\_ss & Column vector $nendo\times 1$. The fix
-point of the resulting approximation of the decision rule.\cr
-dyn\_g\_{\it order} & Matrix $nendo\times ?$. A
-derivative of the decision rule of the {\it order} multiplied by
-$1/order!$. The rows correspond to endogenous variables in the
-ordering of {\tt dyn\_vars}. The columns correspond to a
-multidimensional index going through {\tt dyn\_state\_vars}. The data
-is folded (all symmetrical derivatives are stored only once).\cr
-dyn\_steady\_states & Matrix $nendo\times
-nsteps+1$. A list of fix points at which the multi-step algorithm
-calculated approximations. The rows correspond to endogenous variables
-and are ordered by {\tt dyn\_vars}, the columns correspond to the
-steps. The first column is always the deterministic steady state.\cr
-dyn\_irfp\_{\it exovar}\_mean & Matrix
-$nendo\times nper$. Positive impulse response to a shock named {\it
-exovar}. The row ordering is given by {\tt dyn\_vars}. The columns
-correspond to periods.\cr
-dyn\_irfp\_{\it exovar}\_var & Matrix
-$nendo\times nper$. The variances of positive impulse response
-functions.\cr
-dyn\_irfm\_{\it exovar}\_mean & Same as {\tt
-dyn\_irfp\_}{\it exovar}{\tt \_mean} but for negative impulse.\cr
-dyn\_irfp\_{\it exovar}\_var & Same as {\tt
-dyn\_irfp\_}{\it exovar}{\tt \_var} but for negative impulse.\cr
-dyn\_simul\_points & A simulation path along which the check was
-done. Rows correspond to endogenous variables, columns to
-periods. Appears only if {\tt --check P}.\cr
-dyn\_simul\_errors & Errors along {\tt
-dyn\_simul\_points}. The rows correspond to equations as stated in the
-model file, the columns to the periods. Appears only if {\tt --check
-P}\cr
-dyn\_ellipse\_points & A set of points on the ellipse at which the
-approximation was checked. Rows correspond to state endogenous
-variables (the upper part of {\tt dyn\_state\_vars}, this means
-without shocks), and columns correspond to periods. Appears only if
-{\tt --check E}.\cr
-dyn\_ellipse\_errors & Errors on the ellipse points {\tt
-dyn\_ellipse\_points}. The rows correspond to the equations as stated
-in the model file, columns to periods. Appears only if {\tt --check
-E}.\cr
-dyn\_shock\_{\it exovar}\_errors& Errors along a shock named {\it
-exovar}. The rows correspond to the equations as stated in the model
-file. There are $2m+1$ columns, the middle column is the error at zero
-shock. The columns to the left correspond to negative values, columns
-to the right to positive. Appears only if {\tt --check S}.\cr
-}
-
-\subsection{Journal File}
-\label{journalfile}
-
-The journal file provides information on resources usage during the
-run and gives some informative messages. The journal file is a text
-file, it is organized in single line records. The format of records is
-documented in a header of the journal file.
-
-The journal file should be consulted in the following circumstances:
-\begin{itemize}
-\item Something goes wrong. For example, if a model is not
-Blanchard--Kahn stable, then the eigenvalues are dumped to the journal
-file.
-
-If the unconditional covariance matrix {\tt dyn\_vcov} is NaN, then
-from the journal file you will know that all the simulations had to be
-thrown away due to occurrence of NaN or Inf. This is caused by
-non-stationarity of the resulting decision rule.
-
-If Dynare++ crashes, the journal file can be helpful for guessing a
-point where it crashed.
-
-\item You are impatient. You might be looking at the journal file
-during the run in order to have a better estimate about the time when
-the calculations are finished. In Unix, I use a command {\tt tail -f
-blah.jnl}.\footnote{This helps to develop one of the three
-programmer's virtues: {\it impatience}. The other two are {\it
-laziness} and {\it hubris}; according to Larry Wall.}
-
-\item Heavy swapping. If the physical memory is not
-sufficient, an operating system starts swapping memory pages with a
-disk. If this is the case, the journal file can be consulted for
-information on memory consumption and swapping activity.
-
-\item Not sure what Dynare++ is doing. If so, read the journal file,
-which contains a detailed record on what was calculated, simulated
-etc.
-\end{itemize}
-
-\subsection{Dump File}
-\label{dumpfile}
-
-The dump file is always created with the suffix {\tt .dump}. It is a
-text file which takes a form of a model file. It sets the parameter
-values which were used, it has the initval section setting the values
-which were finally used, and mainly it has a model section of all
-equations with all substitutions and formed the first order conditions
-of the planner.
-
-The dump file serves for debugging purposes, since it contains the
-mathematical problem which is being solved by dynare++.
-
-\subsection{MATLAB Scripts for Steady State Calculations}
-\label{output_matlab_scripts}
-
-This section describes two MATLAB scripts, which are useful when
-calculating the deterministic steady state outside Dynare++. The
-scripts are created by Dynare++ as soon as an input file is parsed,
-that is before any calculations.
-
-The first MATLAB script having a name {\tt {\it modname}\_f.m} for
-given parameters values and given all endogenous variables $y$
-calculates a residual of the static system. Supposing the model is in
-the form of \eqref{focs}, the script calculates a vector:
-\[
-f(y,y,y,0)
-\]
-
-The second script having a name {\tt {\it modname}\_ff.m} calculates a matrix:
-\[
-\frac{\partial}{\partial y}f(y,y,y,0)
-\]
-
-Both scripts take two arguments. The first is a vector of parameter
-values ordered in the same ordering as declared in the model file. The
-second is a vector of all endogenous variables at which the evaluation
-is performed. These endogenous variables also include auxiliary
-variables automatically added by Dynare++ and Lagrange multipliers if
-an optimal policy problem is solved. If no endogenous variable has not
-been added by Dynare++, then the ordering is the same as the ordering
-in declaration in the model file. If some endogenous variables have
-been added, then the ordering can be read from comments close to the
-top of either two files.
-
-For example, if we want to calculate the deterministic steady state of
-the {\tt kp1980.dyn} model, we need to do the following:
-\begin{enumerate}
-\item Run Dynare++ with {\tt kp1980.dyn}, no matter if the calculation
-has not been finished, important output are the two MATLAB scripts
-created just in the beginning.
-\item Consult file {\tt kp1980\_f.m}\ to get the ordering of parameters
-and all endogenous variables.
-\item Create a vector {\tt p} with the parameter values in the ordering
-\item Create a vector {\tt init\_y} with the initial guess for the
-MATLAB solver {\tt fsolve}
-\item Create a simple MATLAB function called {\tt kp1980\_fsolve.m}\
-returning the residual and Jacobian:
-{\small
-\begin{verbatim}
-function [r, J] = kp1980_fsolve(p, y)
- r = kp1980_f(p, y);
- J = kp1980_ff(p, y);
-\end{verbatim}
-}
-\item In the MATLAB prompt, run the following:
-{\small
-\begin{verbatim}
-opt=optimset('Jacobian','on','Display','iter');
-y=fsolve(@(y) kp1980_fsolve(p,y), init_y, opt);
-\end{verbatim}
-}
-\end{enumerate}
-
-
-\subsection{Custom Simulations}
-\label{custom}
-
-When Dynare++ run is finished it dumps the derivatives of the
-calculated decision rule to the MAT file. The derivatives can be used
-for a construction of the decision rule and custom simulations can be
-run. This is done by {\tt dynare\_simul.m} M-file in MATLAB. It reads
-the derivatives and simulates the decision rule with provided
-realization of shocks.
-
-All the necessary documentation can be viewed by the command:
-{\small
-\begin{verbatim}
-help dynare_simul
-\end{verbatim}
-}
-
-\end{document}
diff --git a/dynare++/dynare_simul/dynare_simul.m b/dynare++/dynare_simul/dynare_simul.m
deleted file mode 100644
index 293d3a73207991edbd9f88927ab3d6fd2d7119f8..0000000000000000000000000000000000000000
--- a/dynare++/dynare_simul/dynare_simul.m
+++ /dev/null
@@ -1,176 +0,0 @@
-%
-% SYNOPSIS
-%
-% r = dynare_simul(name, shocks)
-% r = dynare_simul(name, prefix, shocks)
-% r = dynare_simul(name, shocks, start)
-% r = dynare_simul(name, prefix, shocks, start)
-%
-% name name of MAT-file produced by dynare++
-% prefix prefix of variables in the MAT-file
-% shocks matrix of shocks
-% start zero period value
-%
-% Note that this file requires the dynare_simul_ DLL to be in the path.
-% This DLL is distributed with Dynare, under the mex/matlab or mex/octave
-% subdirectory.
-%
-% SEMANTICS
-%
-% The command reads a decision rule from the MAT-file having the given
-% prefix. Then it starts simulating the decision rule with zero time value
-% equal to the given start. It uses the given shocks for the simulation. If
-% the start is not given, the state about which the decision rule is
-% centralized is taken (called fix point, or stochastic steady state, take
-% your pick).
-%
-% prefix Use the prefix with which you called dynare++, the default
-% prefix in dynare++ is 'dyn'.
-% shocks Number of rows must be a number of exogenous shocks,
-% number of columns gives the number of simulated
-% periods. NaNs and Infs in the matrix are substitued by
-% draws from the normal distribution using the covariance
-% matrix given in the model file.
-% start Vector of endogenous variables in the ordering given by
-% <prefix>_vars.
-%
-% Seed for random generator is derived from calling rand(1,1). Therefore,
-% seeding can be controlled with rand('state') and rand('state',some_seed).
-%
-% EXAMPLES
-%
-% All examples suppose that the prefix is 'dyn' and that your_model.mat
-% has been loaded into Matlab.
-%
-% 1. response to permanent negative shock to the third exo var EPS3 for
-% 100 periods
-%
-% shocks = zeros(4,100); % 4 exogenous variables in the model
-% shocks(dyn_i_EPS3,:) = -0.1; % the permanent shock to EPS3
-% r = dynare_simul('your_model.mat',shocks);
-%
-% 2. one stochastic simulation for 100 periods
-%
-% shocks = zeros(4,100)./0; % put NaNs everywhere
-% r = dynare_simul('your_model.mat',shocks);
-%
-% 3. one stochastic simulation starting at 75% undercapitalized economy
-%
-% shocks = zeros(4,100)./0; % put NaNs everywhere
-% ystart = dyn_ss; % get copy of DR fix point
-% ystart(dyn_i_K) = 0.75*dyn_ss(dyn_i_K); % scale down the capital
-% r = dynare_simul('your_model.mat',shocks,ystart);
-%
-%
-% SEE ALSO
-%
-% "DSGE Models with Dynare++. A Tutorial.", Ondra Kamenik, 2005
-
-% Copyright © 2005-2011, Ondra Kamenik
-% Copyright © 2020, Dynare Team
-
-
-function r = dynare_simul(varargin)
-
-if ~exist('dynare_simul_','file')
- error('Can''t find dynare_simul_ DLL in the path. The simplest way to add it is to run Dynare once in this session.')
-end
-
-% get the file name and load data
-fname = varargin{1};
-load(fname);
-
-% set prefix, shocks, ystart
-if ischar(varargin{2})
- prefix = varargin{2};
- if length(varargin) == 3
- shocks = varargin{3};
- ystart = NaN;
- elseif length(varargin) == 4
- shocks = varargin{3};
- ystart = varargin{4};
- else
- error('Wrong number of parameters.');
- end
-else
- prefix = 'dyn';
- if length(varargin) == 2
- shocks = varargin{2};
- ystart = NaN;
- elseif length(varargin) == 3
- shocks = varargin{2};
- ystart = varargin{3};
- else
- error('Wrong number of parameters.');
- end
-end
-
-% load all needed variables but prefix_g_*
-if exist([prefix '_nstat'],'var')
- nstat = eval([prefix '_nstat']);
-else
- error(['Could not find variable ' prefix '_nstat in workspace']);
-end
-if exist([prefix '_npred'],'var')
- npred = eval([prefix '_npred']);
-else
- error(['Could not find variable ' prefix '_npred in workspace']);
-end
-if exist([prefix '_nboth'],'var')
- nboth = eval([prefix '_nboth']);
-else
- error(['Could not find variable ' prefix '_nboth in workspace']);
-end
-if exist([prefix '_nforw'],'var')
- nforw = eval([prefix '_nforw']);
-else
- error(['Could not find variable ' prefix '_nforw in workspace']);
-end
-if exist([prefix '_ss'],'var')
- ss = eval([prefix '_ss']);
-else
- error(['Could not find variable ' prefix '_ss in workspace']);
-end
-if exist([prefix '_vcov_exo'],'var')
- vcov_exo = eval([prefix '_vcov_exo']);
-else
- error(['Could not find variable ' prefix '_vcov_exo in workspace']);
-end
-nexog = size(vcov_exo,1);
-
-if isnan(ystart)
- ystart = ss;
-end
-
-% newer version of dynare++ doesn't return prefix_g_0, we make it here if
-% it does not exist in workspace
-g_zero = [prefix '_g_0'];
-if ~exist(g_zero,'var')
- dr.g_0=zeros(nstat+npred+nboth+nforw,1);
-else
- dr.g_0=eval(g_zero);
-end
-
-% make derstr a string of comma seperated existing prefix_g_*
-order = 1;
-cont = 1;
-while cont == 1
- g_ord = [prefix '_g_' num2str(order)];
- if exist(g_ord,'var')
- dr.(['g_' num2str(order)])=eval(g_ord);
- order = order + 1;
- else
- cont = 0;
- end
-end
-
-% set seed
-seed = ceil(10000*rand(1,1));
-
-% call dynare_simul_
-[err,r]=dynare_simul_(order-1,nstat,npred,nboth,nforw,...
- nexog,ystart,shocks,vcov_exo,seed,ss,dr);
-
-if err
- error('Simulation failed')
-end
\ No newline at end of file
diff --git a/dynare++/integ/Makefile.am b/dynare++/integ/Makefile.am
deleted file mode 100644
index 24104f1e7664f30ecb971eb22e2ae0a2011a2065..0000000000000000000000000000000000000000
--- a/dynare++/integ/Makefile.am
+++ /dev/null
@@ -1 +0,0 @@
-SUBDIRS = cc src testing
diff --git a/dynare++/integ/cc/Makefile.am b/dynare++/integ/cc/Makefile.am
deleted file mode 100644
index 4e98a764017ca23283a3201d6b00ea228f30bf7c..0000000000000000000000000000000000000000
--- a/dynare++/integ/cc/Makefile.am
+++ /dev/null
@@ -1,15 +0,0 @@
-noinst_LIBRARIES = libinteg.a
-
-libinteg_a_SOURCES = \
- quadrature.cc \
- quadrature.hh \
- quasi_mcarlo.cc \
- quasi_mcarlo.hh \
- product.cc \
- product.hh \
- smolyak.cc \
- smolyak.hh \
- vector_function.cc \
- vector_function.hh \
- precalc_quadrature.hh
-libinteg_a_CPPFLAGS = -I../../sylv/cc -I../../utils/cc -I../../tl/cc -I$(top_srcdir)/mex/sources
diff --git a/dynare++/integ/src/Makefile.am b/dynare++/integ/src/Makefile.am
deleted file mode 100644
index 6eec5e1b4c7757c13550129215a76b31e5be735f..0000000000000000000000000000000000000000
--- a/dynare++/integ/src/Makefile.am
+++ /dev/null
@@ -1,5 +0,0 @@
-noinst_PROGRAMS = quadrature-points
-
-quadrature_points_SOURCES = quadrature-points.cc
-quadrature_points_CPPFLAGS = -I../.. -I../../sylv/cc -I../../integ/cc -I../../tl/cc -I../../utils/cc
-quadrature_points_LDADD = ../cc/libinteg.a ../../tl/cc/libtl.a ../../parser/cc/libparser.a ../../sylv/cc/libsylv.a ../../utils/cc/libutils.a $(LAPACK_LIBS) $(BLAS_LIBS) $(LIBS) $(FLIBS)
diff --git a/dynare++/integ/src/quadrature-points.cc b/dynare++/integ/src/quadrature-points.cc
deleted file mode 100644
index b4ed5206b578f9f40e4ffa2adc38b3b851461c8b..0000000000000000000000000000000000000000
--- a/dynare++/integ/src/quadrature-points.cc
+++ /dev/null
@@ -1,240 +0,0 @@
-/*
- * Copyright © 2008-2011 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#include "parser/cc/matrix_parser.hh"
-#include "utils/cc/exception.hh"
-#include "sylv/cc/GeneralMatrix.hh"
-#include "sylv/cc/Vector.hh"
-#include "sylv/cc/SymSchurDecomp.hh"
-#include "sylv/cc/SylvException.hh"
-#include "integ/cc/quadrature.hh"
-#include "integ/cc/smolyak.hh"
-#include "integ/cc/product.hh"
-
-#include <getopt.h>
-
-#include <cmath>
-#include <cstdlib>
-#include <iostream>
-#include <fstream>
-#include <sstream>
-#include <memory>
-#include <string>
-
-struct QuadParams
-{
- std::string outname;
- std::string vcovname;
- int max_level{3};
- double discard_weight{0.0};
- QuadParams(int argc, char **argv);
- void check_consistency() const;
-private:
- enum class opt { max_level, discard_weight, vcov };
-};
-
-QuadParams::QuadParams(int argc, char **argv)
-{
- if (argc == 1)
- {
- // Print the help and exit
- std::cerr << "Usage: " << argv[0] << " [--max-level INTEGER] [--discard-weight FLOAT] [--vcov FILENAME] OUTPUT_FILENAME" << std::endl;
- std::exit(EXIT_FAILURE);
- }
-
- outname = argv[argc-1];
- argc--;
-
- struct option const opts[] = {
- {"max-level", required_argument, nullptr, static_cast<int>(opt::max_level)},
- {"discard-weight", required_argument, nullptr, static_cast<int>(opt::discard_weight)},
- {"vcov", required_argument, nullptr, static_cast<int>(opt::vcov)},
- {nullptr, 0, nullptr, 0}
- };
-
- int ret;
- int index;
- while (-1 != (ret = getopt_long(argc, argv, "", opts, &index)))
- {
- if (ret == '?')
- {
- std::cerr << "Unknown option, ignored\n";
- continue;
- }
-
- switch (static_cast<opt>(ret))
- {
- case opt::max_level:
- try
- {
- max_level = std::stoi(optarg);
- }
- catch (const std::invalid_argument &e)
- {
- std::cerr << "Couldn't parse integer " << optarg << ", ignored" << std::endl;
- }
- break;
- case opt::discard_weight:
- try
- {
- discard_weight = std::stod(optarg);
- }
- catch (const std::invalid_argument &e)
- {
- std::cerr << "Couldn't parse float " << optarg << ", ignored" << std::endl;
- }
- break;
- case opt::vcov:
- vcovname = optarg;
- break;
- }
- }
-
- check_consistency();
-}
-
-void
-QuadParams::check_consistency() const
-{
- if (outname.empty())
- {
- std::cerr << "Error: output name not set" << std::endl;
- std::exit(EXIT_FAILURE);
- }
-
- if (vcovname.empty())
- {
- std::cerr << "Error: vcov file name not set" << std::endl;
- std::exit(EXIT_FAILURE);
- }
-}
-
-int
-main(int argc, char **argv)
-{
- QuadParams params(argc, argv);
-
- // Open output file for writing
- std::ofstream fout{params.outname, std::ios::out | std::ios::trunc};
- if (fout.fail())
- {
- std::cerr << "Could not open " << params.outname << " for writing" << std::endl;
- std::exit(EXIT_FAILURE);
- }
-
- try
- {
- std::ifstream f{params.vcovname};
- std::ostringstream buffer;
- buffer << f.rdbuf();
- std::string contents{buffer.str()};
-
- // Parse the vcov matrix
- ogp::MatrixParser mp;
- mp.parse(contents);
- if (mp.nrows() != mp.ncols())
- throw ogu::Exception(__FILE__, __LINE__,
- "VCOV matrix not square");
- // And put to the GeneralMatrix
- GeneralMatrix vcov(mp.nrows(), mp.ncols());
- vcov.zeros();
- for (ogp::MPIterator it = mp.begin(); it != mp.end(); ++it)
- vcov.get(it.row(), it.col()) = *it;
-
- // Calculate the factor A of vcov, so that A·Aᵀ=VCOV
- GeneralMatrix A(vcov.nrows(), vcov.nrows());
- SymSchurDecomp ssd(vcov);
- ssd.getFactor(A);
-
- // Construct Gauss-Hermite quadrature
- GaussHermite ghq;
- // Construct Smolyak quadrature
- int level = params.max_level;
- SmolyakQuadrature sq(vcov.nrows(), level, ghq);
-
- std::cout << "Dimension: " << vcov.nrows() << std::endl
- << "Maximum level: " << level << std::endl
- << "Total number of nodes: " << sq.numEvals(level) << std::endl;
-
- // Put the points to the vector
- std::vector<std::unique_ptr<Vector>> points;
- for (smolpit qit = sq.start(level); qit != sq.end(level); ++qit)
- points.push_back(std::make_unique<Vector>(const_cast<const Vector &>(qit.point())));
- // Sort and uniq
- std::sort(points.begin(), points.end(), [](auto &a, auto &b) { return a.get() < b.get(); });
- auto new_end = std::unique(points.begin(), points.end());
- points.erase(new_end, points.end());
-
- std::cout << "Duplicit nodes removed: " << static_cast<unsigned long>(sq.numEvals(level)-points.size())
- << std::endl;
-
- // Calculate weights and mass
- double mass = 0.0;
- std::vector<double> weights;
- for (auto &point : points)
- {
- weights.push_back(std::exp(-point->dot(*point)));
- mass += weights.back();
- }
-
- // Calculate discarded mass
- double discard_mass = 0.0;
- for (double weight : weights)
- if (weight/mass < params.discard_weight)
- discard_mass += weight;
-
- std::cout << "Total mass discarded: " << std::fixed << discard_mass/mass << std::endl;
-
- // Dump the results
- int npoints = 0;
- double upscale_weight = 1/(mass-discard_mass);
- Vector x(vcov.nrows());
- fout << std::setprecision(16);
- for (int i = 0; i < static_cast<int>(weights.size()); i++)
- if (weights[i]/mass >= params.discard_weight)
- {
- // Print the upscaled weight
- fout << std::setw(20) << upscale_weight*weights[i];
- // Multiply point with the factor A and √2
- A.multVec(0.0, x, std::sqrt(2.), *(points[i]));
- // Print the coordinates
- for (int j = 0; j < x.length(); j++)
- fout << ' ' << std::setw(20) << x[j];
- fout << std::endl;
- npoints++;
- }
-
- std::cout << "Final number of points: " << npoints << std::endl;
-
- fout.close();
- }
- catch (const SylvException &e)
- {
- e.printMessage();
- return EXIT_FAILURE;
- }
- catch (const ogu::Exception &e)
- {
- e.print();
- return EXIT_FAILURE;
- }
-
- return EXIT_SUCCESS;
-}
diff --git a/dynare++/kord/Makefile.am b/dynare++/kord/Makefile.am
deleted file mode 100644
index 2779a754428be950e57b45727a90ff555694e291..0000000000000000000000000000000000000000
--- a/dynare++/kord/Makefile.am
+++ /dev/null
@@ -1,40 +0,0 @@
-noinst_LIBRARIES = libkord.a
-
-libkord_a_SOURCES = \
- approximation.cc \
- approximation.hh \
- decision_rule.cc \
- decision_rule.hh \
- dynamic_model.cc \
- dynamic_model.hh \
- faa_di_bruno.cc \
- faa_di_bruno.hh \
- first_order.cc \
- first_order.hh \
- global_check.cc \
- global_check.hh \
- kord_exception.hh \
- korder.cc \
- korder.hh \
- korder_stoch.cc \
- korder_stoch.hh \
- journal.cc \
- journal.hh \
- normal_conjugate.cc \
- normal_conjugate.hh \
- seed_generator.cc \
- seed_generator.hh
-
-libkord_a_CPPFLAGS = -I../sylv/cc -I../tl/cc -I../integ/cc -I../utils/cc -I$(top_srcdir)/mex/sources $(CPPFLAGS_MATIO) -DDYNVERSION=\"$(PACKAGE_VERSION)\"
-
-check_PROGRAMS = tests
-
-tests_SOURCES = tests.cc
-tests_CPPFLAGS = -I../sylv/cc -I../tl/cc -I../integ/cc -I../utils/cc -I$(top_srcdir)/mex/sources
-tests_LDFLAGS = $(AM_LDFLAGS) $(LDFLAGS_MATIO)
-tests_LDADD = libkord.a ../tl/cc/libtl.a ../sylv/cc/libsylv.a ../utils/cc/libutils.a $(LAPACK_LIBS) $(BLAS_LIBS) $(LIBS) $(FLIBS) $(LIBADD_MATIO)
-
-check-local:
- ./tests
-
-CLEANFILES = out.txt
diff --git a/dynare++/parser/cc/Makefile.am b/dynare++/parser/cc/Makefile.am
deleted file mode 100644
index 6294c1cf35a39353f37dc17b0b6d15b28c15f517..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/Makefile.am
+++ /dev/null
@@ -1,43 +0,0 @@
-noinst_LIBRARIES = libparser.a
-
-GENERATED_FILES = assign_tab.cc formula_tab.cc matrix_tab.cc assign_tab.hh formula_tab.hh matrix_tab.hh assign_ll.cc formula_ll.cc matrix_ll.cc
-
-libparser_a_SOURCES = \
- location.hh \
- atom_assignings.cc \
- atom_assignings.hh \
- atom_substitutions.cc \
- atom_substitutions.hh \
- dynamic_atoms.cc \
- dynamic_atoms.hh \
- fine_atoms.cc \
- fine_atoms.hh \
- formula_parser.cc \
- formula_parser.hh \
- matrix_parser.cc \
- matrix_parser.hh \
- parser_exception.cc \
- parser_exception.hh \
- static_atoms.cc \
- static_atoms.hh \
- static_fine_atoms.cc \
- static_fine_atoms.hh \
- tree.cc \
- tree.hh \
- $(GENERATED_FILES)
-
-libparser_a_CPPFLAGS = -I../.. $(BOOST_CPPFLAGS)
-
-BUILT_SOURCES = $(GENERATED_FILES)
-
-EXTRA_DIST = assign.yy formula.yy matrix.yy assign.ll formula.ll matrix.ll
-
-%_tab.cc %_tab.hh: %.yy
- $(YACC) -W -o$*_tab.cc $<
-
-%_tab.$(OBJEXT): CXXFLAGS += -Wno-old-style-cast
-
-%_ll.cc: %.ll
- $(LEX) -i -o$@ $<
-
-%_ll.$(OBJEXT): CXXFLAGS += -Wno-old-style-cast
diff --git a/dynare++/parser/cc/assign.ll b/dynare++/parser/cc/assign.ll
deleted file mode 100644
index 64d756ffef3727743ec66733c7a251741b919b7e..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/assign.ll
+++ /dev/null
@@ -1,74 +0,0 @@
-/* -*- C++ -*- */
-/*
- * Copyright © 2004-2011 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-%{
-#include "location.hh"
-#include "assign_tab.hh"
-
-#define YY_USER_ACTION SET_LLOC(asgn_);
-%}
-
-%option nounput
-%option noyy_top_state
-%option stack
-%option yylineno
-%option prefix="asgn_"
-%option never-interactive
-%x CMT
-
-%%
-
- /* comments */
-<*>"/*" {yy_push_state(CMT);}
-<CMT>[^*\n]*
-<CMT>"*"+[^*/\n]*
-<CMT>"*"+"/" {yy_pop_state();}
-<CMT>[\n]
-"//".*\n
-
- /* spaces */
-[ \t\r\n] {return BLANK;}
-
- /* names */
-[A-Za-z_][A-Za-z0-9_]* {
- asgn_lval.string = asgn_text;
- return NAME;
-}
-
-; {return SEMICOLON;}
-= {return EQUAL_SIGN;}
-. {
- asgn_lval.character = asgn_text[0];
- return CHARACTER;
-}
-
-%%
-
-int
-asgn_wrap()
-{
- return 1;
-}
-
-void
-asgn__destroy_buffer(void* p)
-{
- asgn__delete_buffer(static_cast<YY_BUFFER_STATE>(p));
-}
diff --git a/dynare++/parser/cc/assign.yy b/dynare++/parser/cc/assign.yy
deleted file mode 100644
index 167063c609804d358bfa28783644e56b194f4027..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/assign.yy
+++ /dev/null
@@ -1,76 +0,0 @@
-// -*- C++ -*-
-/*
- * Copyright © 2006-2011 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-%code requires
-{
-#include "location.hh"
-#define ASGN_LTYPE ogp::location_type
-}
-
-%code
-{
-#include "atom_assignings.hh"
-#include <string>
-
-void asgn_error(std::string);
-int asgn_lex();
-extern ogp::AtomAssignings* aparser;
-}
-
-%union
-{
- int integer;
- char *string;
- char character;
-}
-
-%token EQUAL_SIGN SEMICOLON CHARACTER BLANK
-%token <string> NAME;
-
-%define api.prefix {asgn_}
-
-%locations
-%defines
-%define parse.error verbose
-
-%%
-
-root : assignments | %empty;
-
-assignments : assignments BLANK | assignments assignment | assignment | BLANK;
-
-assignment : NAME EQUAL_SIGN material SEMICOLON {
- aparser->add_assignment(@1.off, $1, @1.ll, @3.off-@1.off, @3.ll + @4.ll);}
- | NAME space EQUAL_SIGN material SEMICOLON {
- aparser->add_assignment(@1.off, $1, @1.ll, @4.off-@1.off, @4.ll + @5.ll);}
- ;
-
-material : material CHARACTER | material NAME | material BLANK | NAME | CHARACTER | BLANK;
-
-space : space BLANK | BLANK;
-
-%%
-
-void
-asgn_error(std::string mes)
-{
- aparser->error(std::move(mes));
-}
diff --git a/dynare++/parser/cc/atom_assignings.cc b/dynare++/parser/cc/atom_assignings.cc
deleted file mode 100644
index dc4b995501f4e6710a60ca052a3a96738ac4bfc7..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/atom_assignings.cc
+++ /dev/null
@@ -1,254 +0,0 @@
-/*
- * Copyright © 2006 Ondra Kamenik
- * Copyright © 2019-2022 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 <https://www.gnu.org/licenses/>.
- */
-
-#include "atom_assignings.hh"
-#include "location.hh"
-#include "parser_exception.hh"
-
-#include "utils/cc/exception.hh"
-
-#include <limits>
-#include <iostream>
-#include <sstream>
-#include <iomanip>
-
-using namespace ogp;
-
-AtomAssignings::AtomAssignings(const AtomAssignings &aa, ogp::StaticAtoms &a)
- : atoms(a), expr(aa.expr, atoms), left_names(aa.left_names),
- lname2expr(aa.lname2expr), order(aa.order)
-{
-}
-
-/** A global symbol for passing info to the AtomAssignings from
- * asgn_parse(). */
-AtomAssignings *aparser;
-
-/** The declaration of functions defined in asgn_ll.cc and asgn_tab.cc
- * generated from assign.lex assign.y */
-void *asgn__scan_string(const char *);
-void asgn__destroy_buffer(void *);
-void asgn_parse();
-extern location_type asgn_lloc;
-
-void
-AtomAssignings::parse(const string &stream)
-{
- asgn_lloc.off = 0;
- asgn_lloc.ll = 0;
- void *p = asgn__scan_string(stream.c_str());
- aparser = this;
- asgn_parse();
- asgn__destroy_buffer(p);
-}
-
-void
-AtomAssignings::error(string mes)
-{
- throw ParserException(std::move(mes), asgn_lloc.off);
-}
-
-void
-AtomAssignings::add_assignment_to_double(string name, double val)
-{
- // if left hand side is a registered atom, insert it to tree
- int t;
- try
- {
- if (atoms.check(name))
- t = expr.add_nulary(name);
- else
- t = -1;
- }
- catch (const ParserException &e)
- {
- t = -1;
- }
- // register left hand side in order
- order.push_back(t);
-
- // add the double to the tree
- std::ostringstream buf;
- buf << std::setprecision(std::numeric_limits<double>::max_digits10)
- << val;
- try
- {
- expr.parse(buf.str());
- }
- catch (const ParserException &e)
- {
- // should never happen
- throw ParserException("Error parsing double "+buf.str()+": "+e.message(), 0);
- }
-
- // register name of the left hand side and put to lname2expr
- left_names.insert(name);
- lname2expr.emplace(std::move(name), order.size()-1);
-}
-
-void
-AtomAssignings::add_assignment(int asgn_off, const string &str, int name_len,
- int right_off, int right_len)
-{
- // the order of doing things here is important: since the
- // FormulaParser requires that all references from the i-th tree
- // refere to trees with index lass than i, so to capture also a
- // nulary term for the left hand side, it must be inserted to the
- // expression tree before the expression is parsed.
-
- // find the name in the atoms
- string name = str.substr(0, name_len);
-
- // if left hand side is a registered atom, insert it to tree
- int t;
- try
- {
- t = atoms.check(name);
- if (t == -1)
- t = expr.add_nulary(name);
- }
- catch (const ParserException &e)
- {
- atoms.register_name(name);
- t = expr.add_nulary(name);
- }
- // register left hand side in order
- order.push_back(t);
-
- // parse expression on the right
- try
- {
- expr.parse(str.substr(right_off, right_len));
- }
- catch (const ParserException &e)
- {
- throw ParserException(e, asgn_off+right_off);
- }
-
- // register name of the left hand side and put to lname2expr
- left_names.insert(name);
- if (lname2expr.find(name) != lname2expr.end())
- {
- // Prevent the occurrence of #415
- std::cerr << "Changing the value of " << name << " through a second assignment (e.g. in initval) is not supported. Aborting." << std::endl;
- exit(EXIT_FAILURE);
- }
- lname2expr[name] = order.size()-1;
-}
-
-void
-AtomAssignings::apply_subst(const AtomSubstitutions::Toldnamemap &mm)
-{
- // go through all old variables and see what are their derived new
- // variables
- for (const auto &it : mm)
- {
- const string &oldname = it.first;
- const AtomSubstitutions::Tshiftnameset &sset = it.second;
- if (!sset.empty())
- {
- int told = atoms.index(oldname);
- if (told < 0 && !atoms.get_name_storage().query(oldname))
- atoms.register_name(oldname);
- if (told == -1)
- told = expr.add_nulary(oldname);
- // at least one substitution here, so make an expression
- expr.add_formula(told);
- // say that this expression is not assigned to any atom
- order.push_back(-1);
- // now go through all new names derived from the old name and
- // reference to the newly added formula
- for (const auto &itt : sset)
- {
- const string &newname = itt.first;
- left_names.insert(newname);
- lname2expr.emplace(newname, expr.nformulas()-1);
- }
- }
- }
-}
-
-void
-AtomAssignings::print() const
-{
- std::cout << "Atom Assignings\nExpressions:\n";
- expr.print();
- std::cout << "Left names:\n";
- for (auto it : lname2expr)
- std::cout << it.first << " ⇒ " << expr.formula(it.second) << " (t=" << order[it.second] << ")\n";
-}
-
-void
-AtomAsgnEvaluator::setValues(EvalTree &et) const
-{
- // set values of constants
- aa.atoms.setValues(et);
-
- // set values of variables to NaN or to user set values
- double nan = std::numeric_limits<double>::quiet_NaN();
- for (int i = 0; i < aa.atoms.nvar(); i++)
- {
- const string &ss = aa.atoms.name(i);
- int t = aa.atoms.index(ss);
- if (t >= 0)
- {
- auto it = user_values.find(t);
- if (it == user_values.end())
- et.set_nulary(t, nan);
- else
- et.set_nulary(t, it->second);
- }
- }
-}
-
-void
-AtomAsgnEvaluator::set_user_value(const string &name, double val)
-{
- int t = aa.atoms.index(name);
- if (t >= 0)
- {
- auto it = user_values.find(t);
- if (it == user_values.end())
- user_values.emplace(t, val);
- else
- it->second = val;
- }
-}
-
-void
-AtomAsgnEvaluator::load(int i, double res)
-{
- // set the value
- operator[](i) = res;
- // if i-th expression is atom, set its value to this EvalTree
- int t = aa.order[i];
- if (t >= 0)
- etree.set_nulary(t, res);
-}
-
-double
-AtomAsgnEvaluator::get_value(const string &name) const
-{
- auto it = aa.lname2expr.find(name);
- if (it == aa.lname2expr.end())
- return std::numeric_limits<double>::quiet_NaN();
- else
- return operator[](it->second);
-}
diff --git a/dynare++/parser/cc/atom_assignings.hh b/dynare++/parser/cc/atom_assignings.hh
deleted file mode 100644
index e5a12413544167e298e4ad59546dfd4fd9345692..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/atom_assignings.hh
+++ /dev/null
@@ -1,148 +0,0 @@
-/*
- * Copyright © 2006 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#ifndef OGP_ATOM_ASSIGNINGS_H
-#define OGP_ATOM_ASSIGNINGS_H
-
-#include "static_atoms.hh"
-#include "formula_parser.hh"
-#include "atom_substitutions.hh"
-
-#include <vector>
-#include <map>
-
-namespace ogp
-{
- class AtomAsgnEvaluator;
-
- /** This class represents atom assignments used in parameters
- * settings and initval initialization. It maintains atoms of the
- * all expressions on the right hand side, the parsed formulas of
- * the right hand sides, and the information about the left hand
- * sides. See documentation to the order member below. */
- class AtomAssignings
- {
- friend class AtomAsgnEvaluator;
- protected:
- using Tvarintmap = std::map<string, int>;
- /** All atoms which should be sufficient for formulas at the
- * right hand sides. The atoms should be filled with names
- * (preregistered). This is a responsibility of the caller. */
- StaticAtoms &atoms;
- /** The formulas of right hand sides. */
- FormulaParser expr;
- /** Name storage of the names from left hand sides. */
- NameStorage left_names;
- /** Information on left hand sides. This maps a name to the
- * index of its assigned expression in expr. More than one
- * name may reference to the same expression. */
- Tvarintmap lname2expr;
- /** Information on left hand sides. If order[i] >= 0, then it
- * says that i-th expression in expr is assigned to atom with
- * order[i] tree index. */
- std::vector<int> order;
- public:
- /** Construct the object using the provided static atoms. */
- AtomAssignings(StaticAtoms &a) : atoms(a), expr(atoms)
- {
- }
- /** Make a copy with provided reference to (posibly different)
- * static atoms. */
- AtomAssignings(const AtomAssignings &aa, StaticAtoms &a);
- virtual ~AtomAssignings() = default;
- /** Parse the assignments from the given string. */
- void parse(const string &stream);
- /** Process a syntax error from bison. */
- void error(string mes);
- /** Add an assignment of the given name to the given
- * double. Can be called by a user, anytime. */
- void add_assignment_to_double(string name, double val);
- /** Add an assignment. Called from assign.y. */
- void add_assignment(int asgn_off, const string &str, int name_len,
- int right_off, int right_len);
- /** This applies old2new map (possibly from atom
- * substitutions) to this object. It registers new variables
- * in the atoms, and adds the expressions to expr, and left
- * names to lname2expr. The information about dynamical part
- * of substitutions is ignored, since we are now in the static
- * world. */
- void apply_subst(const AtomSubstitutions::Toldnamemap &mm);
- /** Debug print. */
- void print() const;
- };
-
- /** This class basically evaluates the atom assignments
- * AtomAssignings, so it inherits from ogp::FormulaEvaluator. It
- * is also a storage for the results of the evaluation stored as a
- * vector, so the class inherits from std::vector<double> and
- * ogp::FormulaEvalLoader. As the expressions for atoms are
- * evaluated, the results are values for atoms which will be
- * used in subsequent evaluations. For this reason, the class
- * inherits also from AtomValues. */
- class AtomAsgnEvaluator : public FormulaEvalLoader,
- public AtomValues,
- protected FormulaEvaluator,
- public std::vector<double>
- {
- protected:
- using Tusrvalmap = std::map<int, double>;
- Tusrvalmap user_values;
- const AtomAssignings &aa;
- public:
- AtomAsgnEvaluator(const AtomAssignings &a)
- : FormulaEvaluator(a.expr),
- std::vector<double>(a.expr.nformulas()), aa(a)
- {
- }
- ~AtomAsgnEvaluator() override = default;
- /** This sets all initial values to NaNs, all constants and
- * all values set by user by call set_value. This is called by
- * FormulaEvaluator::eval() method, which is called by eval()
- * method passing this argument as AtomValues. So the
- * ogp::EvalTree will be always this->etree. */
- void setValues(EvalTree &et) const override;
- /** User setting of the values. For example in initval,
- * parameters are known and should be set to their values. In
- * constrast endogenous variables are set initially to NaNs by
- * AtomValues::setValues. */
- void set_user_value(const string &name, double val);
- /** This sets the result of i-th expression in aa to res, and
- * also checks whether the i-th expression is an atom. If so,
- * it sets the value of the atom in ogp::EvalTree
- * this->etree. */
- void load(int i, double res) override;
- /** After the user values have been set, the assignments can
- * be evaluated. For this purpose we have eval() method. The
- * result is that this object as std::vector<double> will
- * contain the values. It is ordered given by formulas in
- * expr. */
- void
- eval()
- {
- FormulaEvaluator::eval(*this, *this);
- }
- /** This returns a value for a given name. If the name is not
- * found among atoms, or there is no assignment for the atom,
- * NaN is returned. */
- double get_value(const string &name) const;
- };
-};
-
-#endif
diff --git a/dynare++/parser/cc/atom_substitutions.cc b/dynare++/parser/cc/atom_substitutions.cc
deleted file mode 100644
index 83d4f42ce637dd8f44e60953d3340088017617a5..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/atom_substitutions.cc
+++ /dev/null
@@ -1,275 +0,0 @@
-/*
- * Copyright © 2006 Ondra Kamenik
- * Copyright © 2019-2022 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 <https://www.gnu.org/licenses/>.
- */
-
-#include "atom_substitutions.hh"
-#include "utils/cc/exception.hh"
-
-using namespace ogp;
-
-AtomSubstitutions::AtomSubstitutions(const AtomSubstitutions &as, const FineAtoms &oa,
- FineAtoms &na)
- : new2old(as.new2old), old2new(as.old2new), old_atoms(oa), new_atoms(na)
-{
-}
-
-void
-AtomSubstitutions::add_substitution(string newname, string oldname, int tshift)
-{
- // insert to new2old map
- new2old.emplace(newname, Tshiftname(oldname, tshift));
- // insert to old2new map
- auto it = old2new.find(oldname);
- if (it != old2new.end())
- it->second.emplace(std::move(newname), -tshift);
- else
- {
- Tshiftnameset snset;
- snset.emplace(std::move(newname), -tshift);
- old2new.emplace(std::move(oldname), snset);
- }
-
- // put to info
- info.num_substs++;
-}
-
-void
-AtomSubstitutions::substitutions_finished(VarOrdering::ord_type ot)
-{
- // create an external ordering of new_atoms from old_atoms
- const vector<string> &oa_ext = old_atoms.get_allvar();
- vector<string> na_ext;
- for (const auto &oname : oa_ext)
- {
- // add the old name itself
- na_ext.push_back(oname);
- // add all new names derived from the old name
- auto it = old2new.find(oname);
- if (it != old2new.end())
- for (const auto &itt : it->second)
- na_ext.push_back(itt.first);
- }
-
- // call parsing finished for the new_atoms
- new_atoms.parsing_finished(ot, na_ext);
-}
-
-string
-AtomSubstitutions::get_new4old(const string &oldname, int tshift) const
-{
- auto it = old2new.find(oldname);
- if (it != old2new.end())
- {
- const Tshiftnameset &sset = it->second;
- for (const auto &itt : sset)
- if (itt.second == -tshift)
- return itt.first;
- }
- return "";
-}
-
-void
-AtomSubstitutions::print() const
-{
- std::cout << "Atom Substitutions:\nOld ⇒ New:\n";
- for (const auto &it : old2new)
- for (const auto &itt : it.second)
- std::cout << " " << it.first << " ⇒ [" << itt.first << ", " << itt.second << "]\n";
-
- std::cout << "Old ⇐ New:\n";
- for (const auto &it : new2old)
- std::cout << " [" << it.second.first << ", " << it.second.second << "] ⇐ " << it.first << '\n';
-}
-
-void
-SAtoms::substituteAllLagsAndLeads(FormulaParser &fp, AtomSubstitutions &as)
-{
- string name;
-
- int mlead, mlag;
- endovarspan(mlead, mlag);
-
- // substitute all endo lagged more than 1
- while (!(name = findEndoWithLeadInInterval(mlag, -2)).empty())
- makeAuxVariables(name, -1, -2, mlag, fp, as);
- // substitute all endo leaded more than 1
- while (!(name = findEndoWithLeadInInterval(2, mlead)).empty())
- makeAuxVariables(name, 1, 2, mlead, fp, as);
-
- exovarspan(mlead, mlag);
-
- // substitute all lagged exo
- while (!(name = findExoWithLeadInInterval(mlag, -1)).empty())
- makeAuxVariables(name, -1, -1, mlag, fp, as);
- // substitute all leaded exo
- while (!(name = findExoWithLeadInInterval(1, mlead)).empty())
- makeAuxVariables(name, 1, 1, mlead, fp, as);
-
- // notify that substitution have been finished
- as.substitutions_finished(order_type);
-}
-
-void
-SAtoms::substituteAllLagsAndExo1Leads(FormulaParser &fp, AtomSubstitutions &as)
-{
- string name;
-
- int mlead, mlag;
- endovarspan(mlead, mlag);
-
- // substitute all endo lagged more than 1
- while (!(name = findEndoWithLeadInInterval(mlag, -2)).empty())
- makeAuxVariables(name, -1, -2, mlag, fp, as);
-
- exovarspan(mlead, mlag);
-
- // substitute all lagged exo
- while (!(name = findExoWithLeadInInterval(mlag, -1)).empty())
- makeAuxVariables(name, -1, -1, mlag, fp, as);
- // substitute all leaded exo by 1
- while (!(name = findExoWithLeadInInterval(1, 1)).empty())
- makeAuxVariables(name, 1, 1, 1, fp, as);
-
- // notify that substitution have been finished
- as.substitutions_finished(order_type);
-}
-
-string
-SAtoms::findNameWithLeadInInterval(const vector<string> &names,
- int ll1, int ll2) const
-{
- for (auto name : names)
- {
- auto it = vars.find(name);
- if (it != vars.end())
- {
- const DynamicAtoms::Tlagmap &lmap = it->second;
- for (auto itt : lmap)
- if (itt.first >= ll1 && itt.first <= ll2)
- return name;
- }
- }
-
- // nothing found
- return "";
-}
-
-void
-SAtoms::attemptAuxName(const string &str, int ll, string &out) const
-{
- char c = (ll >= 0) ? ((ll == 0) ? 'e' : 'p') : 'm';
- string absll = std::to_string(std::abs(ll));
- int iter = 1;
- do
- {
- out = str + '_';
- for (int i = 0; i < iter; i++)
- out += c;
- if (ll != 0)
- out += absll;
- iter++;
- }
- while (varnames.query(out));
-}
-
-void
-SAtoms::makeAuxVariables(const string &name, int step, int start, int limit_lead,
- FormulaParser &fp, AtomSubstitutions &as)
-{
- if (!(step == 1 || step == -1))
- throw ogu::Exception(__FILE__, __LINE__,
- "Wrong value of step in SAtoms::makeAuxVariables");
- if (step*start > step*limit_lead)
- throw ogu::Exception(__FILE__, __LINE__,
- "Wrong value of start in SAtoms::makeAuxVariables");
-
- // make sure that we do not go further than necessary, this is
- // that the limit lead is not behind maxlead or minlag
- int mlead, mlag;
- varspan(name, mlead, mlag);
- if (step == -1)
- limit_lead = std::max(limit_lead, mlag);
- else
- limit_lead = std::min(limit_lead, mlead);
-
- // Comment to comments: name="a"; start=-3; step=-1;
-
- // recover tree index of a previous atom, i.e. set tprev to a tree
- // index of atom "a(-2)"
- int tprev = index(name, start-step);
- if (tprev == -1)
- tprev = fp.add_nulary(name + '(' + std::to_string(start-step) + ')');
-
- int ll = start;
- do
- {
- // either create atom "a_m2(0)" with tree index taux and add
- // equation "a_m2(0)=a(-2)"
- // or
- // check if "a_m2(0)" has not been already created (with
- // different step), in this case do not add equation "a_m2(0)
- // = a(-2)"
- string newname, newname_str;
- int taux;
- if ((newname = as.get_new4old(name, ll-step)).empty())
- {
- attemptAuxName(name, ll-step, newname_str);
- newname = newname_str;
- register_uniq_endo(newname);
- taux = fp.add_nulary(newname + "(0)");
- // add to substitutions
- as.add_substitution(newname, name, ll-step);
-
- // add equation "a_m2(0) = a(-2)", this is taux = tprev
- fp.add_formula(fp.add_binary(code_t::MINUS, taux, tprev));
- }
- else
- {
- // example: exogenous EPS and occurrence at both EPS(-1)
- // EPS(+1)
- // first call makeAuxVariables("EPS",1,1,...) will make endo EPS_p0 = EPS
- // second call makeAuxVariables("EPS",-1,-1,...) will use this EPS_p0
- // to substitute for EPS(-1)
- taux = index(newname, 0);
- if (taux < 0)
- throw ogu::Exception(__FILE__, __LINE__,
- "Couldn't find tree index of previously substituted variable");
- }
-
- // create atom "a_m2(-1)" or turn "a(-3)" if any to "a_m2(-1)"; tree index t
- int t = index(name, ll);
- if (t == -1)
- {
- // no "a(-3)", make t <-> a_m2(-1)
- t = fp.add_nulary(newname + '(' + std::to_string(step) + ')');
- }
- else
- {
- // turn a(-3) to a_m2(-1)
- unassign_variable(name, ll, t);
- assign_variable(newname, step, t);
- }
-
- // next iteration starts with tprev <-> "a_m2(-1)" (this will be made equal to "a_m3(0)")
- tprev = t;
-
- ll += step;
- }
- while (step*ll <= step*limit_lead);
-}
diff --git a/dynare++/parser/cc/atom_substitutions.hh b/dynare++/parser/cc/atom_substitutions.hh
deleted file mode 100644
index 3fbf3e80a40a3951b41cadf7f3542b6e0c3f9c6c..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/atom_substitutions.hh
+++ /dev/null
@@ -1,200 +0,0 @@
-/*
- * Copyright © 2006 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#ifndef OGP_ATOM_SUBSTITUTIONS_H
-#define OGP_ATOM_SUBSTITUTIONS_H
-
-#include "fine_atoms.hh"
-
-#include <string>
-
-namespace ogp
-{
-
- using std::string;
- using std::map;
- using std::pair;
-
- /** This class tracts an information about the performed
- * substitutions. In fact, there is only one number to keep track
- * about, this is a number of substitutions. */
- struct SubstInfo
- {
- int num_substs{0};
- SubstInfo() = default;
- };
-
- /** This class tracks all atom substitutions during the job and
- * then builds structures when all substitutions are finished. */
- class AtomSubstitutions
- {
- public:
- using Tshiftname = pair<string, int>;
- using Tshiftmap = map<string, Tshiftname>;
- using Tshiftnameset = set<Tshiftname>;
- using Toldnamemap = map<string, Tshiftnameset>;
- protected:
- /** This maps a new name to a shifted old name. This is, one
- * entry looks as "a_m3 ==> a(-3)", saying that a variable
- * "a_m3" corresponds to a variable "a" lagged by 3. */
- Tshiftmap new2old;
- /** This is inverse to new2old, which is not unique. For old
- * name, say "a", it says what new names are derived with what
- * shifts from the "a". For example, it can map "a" to a two
- * element set {["a_m3", +3], ["a_p2", -2]}. This says that
- * leading "a_m3" by 3 one gets old "a" and lagging "a_p2" by
- * 2 one gets also old "a". */
- Toldnamemap old2new;
- /** This is a reference to old atoms with multiple leads and
- * lags. They are supposed to be used with parsing finished
- * being had called, so that the external ordering is
- * available. */
- const FineAtoms &old_atoms;
- /** This is a reference to new atoms. All name pointers point
- * to storage of these atoms. */
- FineAtoms &new_atoms;
- /** Substitutions information. */
- SubstInfo info;
- public:
- /** Create the object with reference to the old and new
- * atoms. In the beginning, old atoms are supposed to be with
- * parsing_finished() called, and new atoms a simple copy of
- * old atoms. The new atoms will be an instance of SAtoms. All
- * substitution job is done by a substitution method of the
- * new atoms. */
- AtomSubstitutions(const FineAtoms &oa, FineAtoms &na)
- : old_atoms(oa), new_atoms(na)
- {
- }
- /** Construct a copy of the object using a different instances
- * of old atoms and new atoms, which are supposed to be
- * semantically same as the atoms from as. */
- AtomSubstitutions(const AtomSubstitutions &as, const FineAtoms &oa, FineAtoms &na);
- virtual ~AtomSubstitutions() = default;
- /** This is called during the substitution job from the
- * substitution method of the new atoms. This says that the
- * new name, say "a_m3" is a substitution of old name "a"
- * shifted by -3. */
- void add_substitution(string newname, string oldname, int tshift);
- /** This is called when all substitutions are finished. This
- * forms the new external ordering of the new atoms and calls
- * parsing_finished() for the new atoms with the given ordering type. */
- void substitutions_finished(VarOrdering::ord_type ot);
- /** Returns a new name for old name and given tshift. For "a"
- * and tshift=-3, it returns "a_m3". If there is no such
- * substitution, it returns an empty string. */
- string get_new4old(const string &oldname, int tshift) const;
- /** Return new2old. */
- const Tshiftmap &
- get_new2old() const
- {
- return new2old;
- }
- /** Return old2new. */
- const Toldnamemap &
- get_old2new() const
- {
- return old2new;
- }
- /** Return substitution info. */
- const SubstInfo &
- get_info() const
- {
- return info;
- }
- /** Return old atoms. */
- const FineAtoms &
- get_old_atoms() const
- {
- return old_atoms;
- }
- /** Return new atoms. */
- const FineAtoms &
- get_new_atoms() const
- {
- return new_atoms;
- }
- /** Debug print. */
- void print() const;
- };
-
- class SAtoms : public FineAtoms
- {
- public:
- SAtoms()
- : FineAtoms()
- {
- }
- SAtoms(const SAtoms &sa) = default;
- /** This substitutes all lags and leads for all exogenous and
- * all lags and leads greater than 1 for all endogenous
- * variables. This is useful for perfect foresight problems
- * where we can do that. */
- void substituteAllLagsAndLeads(FormulaParser &fp, AtomSubstitutions &as);
- /** This substitutes all lags of all endo and exo and one step
- * leads of all exo variables. This is useful for stochastic
- * models where we cannot solve leads more than 1. */
- void substituteAllLagsAndExo1Leads(FormulaParser &fp, AtomSubstitutions &as);
- protected:
- /** This finds an endogenous variable name which occurs between
- * ll1 and ll2 included. */
- string
- findEndoWithLeadInInterval(int ll1, int ll2) const
- {
- return findNameWithLeadInInterval(get_endovars(), ll1, ll2);
- }
- /** This finds an exogenous variable name which occurs between
- * ll1 and ll2 included. */
- string
- findExoWithLeadInInterval(int ll1, int ll2) const
- {
- return findNameWithLeadInInterval(get_exovars(), ll1, ll2);
- }
-
- /** This attempts to find a non registered name of the form
- * <str>_m<abs(ll)> or <str>_p<abs(ll)>. A letter 'p' is
- * chosen if ll is positive, 'm' if negative. If a name of
- * such form is already registered, one more character (either
- * 'p' or 'm') is added and the test is performed again. The
- * resulting name is returned in a string out. */
- void attemptAuxName(const string &str, int ll, string &out) const;
-
- /** This makes auxiliary variables to eliminate all leads/lags
- * greater/less than or equal to start up to the limit_lead
- * for a variable with the given name. If the limit_lead is
- * greater/less than the maxlead/minlag of the variable, than
- * maxlead/minlag is used. This process is recorded in
- * AtomSubstitutions. The new auxiliary variables and their
- * atoms are created in this object. The auxiliary equations
- * are created in the given FormulaParser. The value of step
- * is allowed to be either -1 (lags) or +1 (leads). */
- void makeAuxVariables(const string &name, int step, int start, int limit_lead,
- FormulaParser &fp, AtomSubstitutions &as);
- private:
- /** This is a worker routine for findEndoWithLeadInInterval
- * and findExoWithLeadInInterval. */
- string findNameWithLeadInInterval(const vector<string> &names,
- int ll1, int ll2) const;
-
- };
-
-};
-
-#endif
diff --git a/dynare++/parser/cc/dynamic_atoms.cc b/dynare++/parser/cc/dynamic_atoms.cc
deleted file mode 100644
index 580ec70d00bf5ce12e4d53b2f2740f9c99674942..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/dynamic_atoms.cc
+++ /dev/null
@@ -1,617 +0,0 @@
-/*
- * Copyright © 2005 Ondra Kamenik
- * Copyright © 2019-2022 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 <https://www.gnu.org/licenses/>.
- */
-
-#include "utils/cc/exception.hh"
-#include "dynamic_atoms.hh"
-
-using namespace ogp;
-
-void
-NameStorage::insert(string name)
-{
- if (!query(name))
- {
- name_store.push_back(name);
- name_set.insert(std::move(name));
- }
-}
-
-void
-NameStorage::print() const
-{
- for (auto i : name_store)
- std::cout << i << '\n';
-}
-
-void
-Constants::import_constants(const Constants &c, OperationTree &otree, Tintintmap &tmap)
-{
- for (auto it : c.cmap)
- {
- int told = it.first;
- int tnew = otree.add_nulary();
- tmap.emplace(told, tnew);
- add_constant(tnew, it.second);
- }
-}
-
-void
-Constants::setValues(EvalTree &et) const
-{
- for (const auto &it : cmap)
- et.set_nulary(it.first, it.second);
-}
-
-void
-Constants::add_constant(int t, double val)
-{
- cmap.emplace(t, val);
- cinvmap.emplace(val, t);
-}
-
-bool
-Constants::is_constant(int t) const
-{
- if (t < OperationTree::num_constants)
- return true;
- auto it = cmap.find(t);
- return (it != cmap.end());
-}
-
-double
-Constants::get_constant_value(int t) const
-{
- auto it = cmap.find(t);
- if (it != cmap.end())
- return it->second;
- else
- throw ogu::Exception(__FILE__, __LINE__,
- "Tree index is not constant in Constants::get_constant_value");
-}
-
-int
-Constants::check(const string &str) const
-{
- double d = std::stod(str);
- auto it = cinvmap.find(d);
- if (it != cinvmap.end())
- return it->second;
- else
- return -1;
-}
-
-void
-Constants::print() const
-{
- for (const auto &it : cmap)
- std::cout << "$" << it.first << ": " << it.second << "\n";
-}
-
-int
-DynamicAtoms::check(const string &name) const
-{
- if (is_string_constant(name))
- return Constants::check(name);
-
- return check_variable(name);
-}
-
-int
-DynamicAtoms::check_variable(const string &name) const
-{
- string str;
- int ll;
- parse_variable(name, str, ll);
- auto it = vars.find(str);
-
- if (it != vars.end())
- {
- const Tlagmap &lmap = it->second;
- auto itt = lmap.find(ll);
- if (itt != lmap.end())
- return itt->second;
- }
- return -1;
-}
-
-void
-DynamicAtoms::assign(const string &name, int t)
-{
- if (is_string_constant(name))
- assign_constant(name, t);
- else
- assign_variable(name, t);
-}
-
-void
-DynamicAtoms::assign_constant(const string &name, int t)
-{
- double val = std::stod(name);
- add_constant(t, val);
-}
-
-// parse the name and then call assing_variable(varname, ll, t)
-
-void
-DynamicAtoms::assign_variable(const string &name, int t)
-{
- int ll;
- string str;
- parse_variable(name, str, ll);
- // here str is just name without lead/lag
- varnames.insert(str);
-
- assign_variable(str, ll, t);
-}
-
-void
-DynamicAtoms::assign_variable(const string &varname, int ll, int t)
-{
- if (indices.end() != indices.find(t))
- throw ogu::Exception(__FILE__, __LINE__,
- "Attempt to assign already allocated tree index");
-
- auto it = vars.find(varname);
- if (it != vars.end())
- {
- Tlagmap &lmap = it->second;
- if (lmap.end() != lmap.find(ll))
- throw ogu::Exception(__FILE__, __LINE__,
- "Attempt to assign already allocated variable");
- lmap.emplace(ll, t);
- }
- else
- {
- Tlagmap lmap;
- lmap.emplace(ll, t);
- vars.emplace(varname, lmap);
- }
- indices.emplace(t, varname);
-
- nv++;
- minlag = std::min(ll, minlag);
- maxlead = std::max(ll, maxlead);
-}
-
-void
-DynamicAtoms::unassign_variable(const string &varname, int ll, int t)
-{
- auto it = vars.find(varname);
- if (it != vars.end())
- {
- Tlagmap &lmap = it->second;
- auto itt = lmap.find(ll);
- if (itt != lmap.end())
- {
- if (itt->second == t)
- {
- // erase it from the lagmap; if it becomes empty,
- // erase the lagmap from varmap
- lmap.erase(itt);
- if (lmap.size() == 0)
- vars.erase(it);
- // erase it from the indices
- auto ittt = indices.find(t);
- if (ittt != indices.end())
- indices.erase(ittt);
-
- nv--;
- if (ll == minlag || ll == maxlead)
- update_minmaxll();
- }
- else
- throw ogu::Exception(__FILE__, __LINE__,
- "Tree index inconsistent in DynamicAtoms::unassign_variable");
- }
- else
- throw ogu::Exception(__FILE__, __LINE__,
- "Lead/lag of the variable not found in DynamicAtoms::unassign_variable");
- }
- else
- throw ogu::Exception(__FILE__, __LINE__,
- "Variable not found in DynamicAtoms::unassign_variable");
-}
-
-void
-DynamicAtoms::update_minmaxll()
-{
- minlag = std::numeric_limits<int>::max();
- maxlead = std::numeric_limits<int>::min();
- for (const auto &it : vars)
- {
- const Tlagmap &lmap = it.second;
- for (auto itt : lmap)
- {
- int ll = itt.first;
- minlag = std::min(ll, minlag);
- maxlead = std::max(ll, maxlead);
- }
- }
-}
-
-vector<int>
-DynamicAtoms::variables() const
-{
- vector<int> res;
- for (const auto &var : vars)
- {
- const Tlagmap &lmap = var.second;
- for (auto itt : lmap)
- res.push_back(itt.second);
- }
- return res;
-}
-
-void
-DynamicAtoms::varspan(int t, int &mlead, int &mlag) const
-{
- auto it = indices.find(t);
- if (indices.end() == it)
- {
- mlead = std::numeric_limits<int>::min();
- mlag = std::numeric_limits<int>::max();
- return;
- }
- varspan(it->second, mlead, mlag);
-}
-
-void
-DynamicAtoms::varspan(const string &name, int &mlead, int &mlag) const
-{
- auto it = vars.find(name);
- if (vars.end() == it)
- {
- mlead = std::numeric_limits<int>::min();
- mlag = std::numeric_limits<int>::max();
- return;
- }
- const Tlagmap &lmap = it->second;
- auto beg = lmap.begin();
- auto end = lmap.rbegin();
- mlag = beg->first;
- mlead = end->first;
-}
-
-void
-DynamicAtoms::varspan(const vector<string> &names, int &mlead, int &mlag) const
-{
- mlead = std::numeric_limits<int>::min();
- mlag = std::numeric_limits<int>::max();
- for (const auto &name : names)
- {
- int lag, lead;
- varspan(name, lead, lag);
- mlead = std::max(lead, mlead);
- mlag = std::min(lag, mlag);
- }
-}
-
-bool
-DynamicAtoms::is_named_atom(int t) const
-{
- return indices.end() != indices.find(t);
-}
-
-int
-DynamicAtoms::index(const string &name, int ll) const
-{
- auto it = vars.find(name);
- if (vars.end() != it)
- {
- const Tlagmap &lmap = it->second;
- auto itt = lmap.find(ll);
- if (lmap.end() != itt)
- return itt->second;
- }
- return -1;
-}
-
-bool
-DynamicAtoms::is_referenced(const string &name) const
-{
- return vars.find(name) != vars.end();
-}
-
-const DynamicAtoms::Tlagmap &
-DynamicAtoms::lagmap(const string &name) const
-{
- auto it = vars.find(name);
- if (vars.end() == it)
- throw ogu::Exception(__FILE__, __LINE__,
- "Couldn't find the name "
- + name + " in DynamicAtoms::lagmap");
- return it->second;
-}
-
-const string &
-DynamicAtoms::name(int t) const
-{
- auto it = indices.find(t);
- if (indices.end() == it)
- throw ogu::Exception(__FILE__, __LINE__,
- "Couldn't find tree index in DynamicAtoms::name");
- return it->second;
-}
-
-int
-DynamicAtoms::lead(int t) const
-{
- const string &nam = name(t);
- const Tlagmap &lmap = lagmap(nam);
- auto it = lmap.begin();
- while (it != lmap.end() && it->second != t)
- ++it;
- if (lmap.end() == it)
- throw ogu::Exception(__FILE__, __LINE__,
- "Couldn't find the three index in DynamicAtoms::lead");
- return it->first;
-}
-
-void
-DynamicAtoms::print() const
-{
- std::cout << "names:\n";
- varnames.print();
- std::cout << "constants:\n";
- Constants::print();
- std::cout << "variables:\n";
- for (const auto &var : vars)
- {
- const Tlagmap &lmap = var.second;
- for (auto itt : lmap)
- std::cout << "$" << itt.second << ": " << var.first << "(" << itt.first << ")\n";
- }
- std::cout << "indices:\n";
- for (auto indice : indices)
- std::cout << "t=" << indice.first << " ⇒ " << indice.second << "\n";
-}
-
-/** Note that the str has been parsed by the lexicographic
- * analyzer. It can be either a variable or a double. So it is easy to
- * recognize it by the first character. */
-bool
-DynamicAtoms::is_string_constant(const string &str)
-{
- return str[0] == '.' || str[0] == '-' || (str[0] >= '0' && str[0] <= '9');
-}
-
-VarOrdering::VarOrdering(const VarOrdering &vo, const vector<string> &vnames,
- const DynamicAtoms &a)
- : n_stat(vo.n_stat), n_pred(vo.n_pred), n_both(vo.n_both), n_forw(vo.n_forw),
- der_atoms(vo.der_atoms), positions(vo.positions),
- outer2y(vo.outer2y), y2outer(vo.y2outer), varnames(vnames), atoms(a)
-{
-}
-
-bool
-VarOrdering::check(int t) const
-{
- return positions.find(t) != positions.end();
-}
-
-int
-VarOrdering::get_pos_of(int t) const
-{
- auto it = positions.find(t);
- if (it != positions.end())
- return it->second;
- else
- throw ogu::Exception(__FILE__, __LINE__,
- "Couldn't find the tree index in VarOrdering::get_pos_of");
-}
-
-void
-VarOrdering::do_general(ord_type ordering)
-{
- // auxiliary vectors for setting der_atoms and map
- vector<int> pred_minus;
- vector<int> both_minus;
- vector<int> stat;
- vector<int> pred_pad;
- vector<int> both_pad;
- vector<int> forw_pad;
- vector<int> both_plus;
- vector<int> forw_plus;
-
- // auxiliary vectors for setting y2outer and outer2y
- vector<int> y2o_stat;
- vector<int> y2o_pred;
- vector<int> y2o_both;
- vector<int> y2o_forw;
-
- for (unsigned int i = 0; i < varnames.size(); i++)
- {
- const string &ss = varnames[i];
- int lead;
- int lag;
- atoms.varspan(ss, lead, lag);
- if (lag == 0 && lead == 0)
- {
- stat.push_back(atoms.index(ss, 0));
- y2o_stat.push_back(i);
- }
- else if (lag == -1 && lead < 1)
- {
- pred_minus.push_back(atoms.index(ss, -1));
- pred_pad.push_back(atoms.index(ss, 0));
- y2o_pred.push_back(i);
- }
- else if (lag > -1 && lead == 1)
- {
- forw_pad.push_back(atoms.index(ss, 0));
- forw_plus.push_back(atoms.index(ss, 1));
- y2o_forw.push_back(i);
- }
- else if (lag == -1 && lead == 1)
- {
- both_minus.push_back(atoms.index(ss, -1));
- both_pad.push_back(atoms.index(ss, 0));
- both_plus.push_back(atoms.index(ss, 1));
- y2o_both.push_back(i);
- }
- else
- throw ogu::Exception(__FILE__, __LINE__,
- "A wrong lag/lead of a variable in VarOrdering::do_pbspbfbf");
- }
-
- // here we fill ords according to ordering
- vector<int> *ords[8];
- if (ordering == pbspbfbf)
- {
- ords[0] = &pred_minus;
- ords[1] = &both_minus;
- ords[2] = &stat;
- ords[3] = &pred_pad;
- ords[4] = &both_pad;
- ords[5] = &forw_pad;
- ords[6] = &both_plus;
- ords[7] = &forw_plus;
- }
- else if (ordering == bfspbfpb)
- {
- ords[0] = &both_plus;
- ords[1] = &forw_plus;
- ords[2] = &stat;
- ords[3] = &pred_pad;
- ords[4] = &both_pad;
- ords[5] = &forw_pad;
- ords[6] = &pred_minus;
- ords[7] = &both_minus;
- }
- else // BEWARE: when implementing a new ordering, check also the code below setting y2outer
- throw ogu::Exception(__FILE__, __LINE__,
- "Ordering not implemented in VarOrdering::do_general");
-
- // make der_atoms and positions
- int off = 0;
- for (auto &ord : ords)
- for (unsigned int j = 0; j < ord->size(); j++, off++)
- if ((*ord)[j] != -1)
- {
- der_atoms.push_back((*ord)[j]);
- positions.emplace((*ord)[j], off);
- }
-
- // set integer constants
- n_stat = stat.size();
- n_pred = pred_pad.size();
- n_both = both_pad.size();
- n_forw = forw_pad.size();
-
- // make y2outer mapping
- y2outer.insert(y2outer.end(), y2o_stat.begin(), y2o_stat.end());
- y2outer.insert(y2outer.end(), y2o_pred.begin(), y2o_pred.end());
- y2outer.insert(y2outer.end(), y2o_both.begin(), y2o_both.end());
- y2outer.insert(y2outer.end(), y2o_forw.begin(), y2o_forw.end());
- // make outer2y mapping
- outer2y.resize(y2outer.size(), -1);
- for (unsigned int i = 0; i < y2outer.size(); i++)
- outer2y[y2outer[i]] = i;
-}
-
-void
-VarOrdering::do_increasing_time()
-{
- // get maxlead and minlag of the variables
- int mlag, mlead;
- atoms.varspan(varnames, mlead, mlag);
- // setup the matrix of tree indices, if there is no occurrence,
- // the index is set to -1
- vector<int> ll_init(varnames.size(), -1);
- vector<vector<int>> tree_ind(mlead-mlag+1, ll_init);
- for (unsigned int iv = 0; iv < varnames.size(); iv++)
- {
- try
- {
- const DynamicAtoms::Tlagmap &lmap = atoms.lagmap(varnames[iv]);
- for (auto it : lmap)
- {
- int ll = it.first;
- int t = it.second;
- tree_ind[ll-mlag][iv] = t;
- }
- }
- catch (const ogu::Exception &e)
- {
- // ignore the error of not found variable in the tree
- }
- }
-
- // setup der_atoms and positions
- for (int ll = mlag; ll <= mlead; ll++)
- for (unsigned int iv = 0; iv < varnames.size(); iv++)
- {
- int t = tree_ind[ll-mlag][iv];
- if (t != -1)
- {
- der_atoms.push_back(t);
- int pos = (ll-mlag)*varnames.size() + iv;
- positions.emplace(t, pos);
- }
- }
-
- // set outer2y and y2outer to identities
- for (unsigned int iv = 0; iv < varnames.size(); iv++)
- {
- outer2y.push_back(iv);
- y2outer.push_back(iv);
- }
-
- // set n_stat, n_pred, n_both, and n_forw
- for (auto varname : varnames)
- {
- int mmlag, mmlead;
- atoms.varspan(varname, mmlead, mmlag);
- if (mmlead == 0 && mmlag == 0)
- n_stat++;
- else if (mmlead <= 0 && mmlag < 0)
- n_pred++;
- else if (mmlead > 0 && mmlag >= 0)
- n_forw++;
- else if (mmlead > 0 && mmlag < 0)
- n_both++;
- else if (mmlead < mmlag)
- // variable does not occur in the tree, cound as static
- n_stat++;
- else
- throw ogu::Exception(__FILE__, __LINE__,
- "A wrong lag/lead of a variable in VarOrdering::do_increasing_time");
- }
-}
-
-void
-VarOrdering::print() const
-{
- std::cout << "nstat=" << n_stat << ", npred=" << n_pred << ", nboth=" << n_both
- << ", nforw=" << n_forw << "\n"
- << "der_atoms:\n";
- for (int der_atom : der_atoms)
- std::cout << " " << der_atom;
- std::cout << "\nmap:\n";
- for (auto position : positions)
- std::cout << " [" << position.first << "→" << position.second << "]";
- std::cout << "\ny2outer:\n";
- for (int i : y2outer)
- std::cout << " " << i;
- std::cout << "\nouter2y:\n";
- for (int i : outer2y)
- std::cout << " " << i;
- std::cout << "\n";
-}
diff --git a/dynare++/parser/cc/dynamic_atoms.hh b/dynare++/parser/cc/dynamic_atoms.hh
deleted file mode 100644
index f0f1bfaefe4d7ca714c71126bc9059f5dffdeb39..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/dynamic_atoms.hh
+++ /dev/null
@@ -1,470 +0,0 @@
-/*
- * Copyright © 2005 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#ifndef OGP_DYNAMIC_ATOMS_H
-#define OGP_DYNAMIC_ATOMS_H
-
-#include "formula_parser.hh"
-
-#include <vector>
-#include <map>
-#include <set>
-#include <string>
-#include <limits>
-#include <memory>
-
-namespace ogp
-{
- using std::vector;
- using std::map;
- using std::set;
- using std::string;
-
- /** Class storing names. We will keep names of variables in
- * various places, and all these pointers will point to one
- * storage, which will be responsible for allocation and
- * deallocation. The main function of the class is to allocate
- * space for names, and return a pointer of the stored name if
- * required. */
- class NameStorage
- {
- protected:
- /** Vector of names allocated, this is the storage. */
- vector<string> name_store;
- /** Map useful to quickly decide if the name is already
- * allocated or not. */
- set<string> name_set;
- public:
- /** Query for the name. If the name has been stored, it
- * true, otherwise false. */
- bool
- query(const string &name) const
- {
- return name_set.find(name) != name_set.end();
- }
- /** Insert the name if it has not been inserted yet. */
- void insert(string name);
- int
- num() const
- {
- return static_cast<int>(name_store.size());
- }
- const string &
- get_name(int i) const
- {
- return name_store[i];
- }
- /** Debug print. */
- void print() const;
- };
-
- class Constants : public AtomValues
- {
- public:
- /** Type for a map mapping tree indices to double values. */
- using Tconstantmap = map<int, double>;
- using Tintintmap = map<int, int>;
- protected:
- /** Map mapping a tree index of a constant to its double value. */
- Tconstantmap cmap;
- public:
- Constants() = default;
- /** Copy constructor. */
- Constants(const Constants &c)
- : cmap(c.cmap), cinvmap(c.cinvmap)
- {
- }
- /** Copy constructor registering the constants in the given
- * tree. The mapping from old tree indices to new ones is
- * traced in tmap. */
- Constants(const Constants &c, OperationTree &otree, Tintintmap &tmap)
- {
- import_constants(c, otree, tmap);
- }
- /** Import constants registering their tree indices in the
- * given tree. The mapping form old tree indices to new ones
- * is traced in tmap. */
- void import_constants(const Constants &c, OperationTree &otree, Tintintmap &tmap);
- /** Implements AtomValues interface. This sets the values to
- * the evaluation tree EvalTree. */
- void setValues(EvalTree &et) const override;
- /** This adds a constant with the given tree index. The
- * constant must be checked previously and asserted that it
- * does not exist. */
- void add_constant(int t, double val);
- /** Returns true if the tree index is either an hardwired
- * constant (initial number OperationTree:num_constants in
- * OperationTree) or the tree index is a registered constant
- * by add_constant method. */
- bool is_constant(int t) const;
- double get_constant_value(int t) const;
- /** Return -1 if the given string representation of a constant
- * is not among the constants (double represenations). If it
- * is, its tree index is returned. */
- int check(const string &str) const;
- /** Debug print. */
- void print() const;
- const Tconstantmap &
- get_constantmap() const
- {
- return cmap;
- }
- private:
- /** Inverse map to Tconstantmap. */
- using Tconstantinvmap = map<double, int>;
- /** This is an inverse map to cmap. This is only used for fast
- * queries for the existing double constants in check
- * method and add_constant. */
- Tconstantinvmap cinvmap;
- };
-
- /** This class is a parent to Atoms classes which distinguish between
- * constants (numerical literals), and variables with lags and
- * leads. This abstraction does not distinguish between a parameter
- * and a variable without lag or lead. In this sense, everything is a
- * variable.*/
- class DynamicAtoms : public Atoms, public Constants
- {
- public:
- /** Definition of a type mapping lags to the indices of the variables. */
- using Tlagmap = map<int, int>;
- protected:
- /** Definition of a type mapping names of the atoms to Tlagmap. */
- using Tvarmap = map<string, Tlagmap>;
- /** Definition of a type mapping indices of variables to the variable names. */
- using Tindexmap = map<int, string>;
- /** This is just a storage for variable names, since all other
- * instances of a variable name just point to the memory
- * allocated by this object. */
- NameStorage varnames;
- /** This is the map for variables. Each variable name is
- * mapped to the Tlagmap, which maps lags/leads to the nulary
- * term indices in the tree. */
- Tvarmap vars;
- /** This is almost inverse map to the vars. It maps variable
- * indices to the names. A returned name can be in turn used
- * as a key in vars. */
- Tindexmap indices;
-
- /** Number of variables. */
- int nv{0};
- /** Minimum lag, if there is at least one lag, than this is a negative number. */
- int minlag{std::numeric_limits<int>::max()};
- /** Maximum lead, if there is at least one lead, than this is a positive number. */
- int maxlead{std::numeric_limits<int>::min()};
- public:
- /** Construct empty DynamicAtoms. */
- DynamicAtoms() = default;
- /** Check the nulary term identified by its string
- * representation. The nulary term can be either a constant or
- * a variable. If constant, -1 is returned so that it could be
- * assigned regardless if the same constant has already
- * appeared or not. If variable, then -1 is returned only if
- * the variable has not been assigned an index, otherwise the
- * assigned index is returned. */
- int check(const string &name) const override;
- /** Assign the nulary term identified by its string
- * representation. This method should be called when check()
- * returns -1. */
- void assign(const string &name, int t) override;
- /** Return a number of all variables. */
- int
- nvar() const override
- {
- return nv;
- }
- /** Return the vector of variable indices. */
- vector<int> variables() const override;
- /** Return max lead and min lag for a variable given by the
- * index. If a variable cannot be found, the method retursn
- * the smallest integer as maxlead and the largest integer as
- * minlag. */
- void varspan(int t, int &mlead, int &mlag) const;
- /** Return max lead and min lag for a variable given by the
- * name (without lead, lag). The same is valid if the variable
- * name cannot be found. */
- void varspan(const string &name, int &mlead, int &mlag) const;
- /** Return max lead and min lag for a vector of variables given by the names. */
- void varspan(const vector<string> &names, int &mlead, int &mlag) const;
- /** Return true for all tree indices corresponding to a
- * variable in the sense of this class. (This is parameters,
- * exo and endo). Since the semantics of 'variable' will be
- * changed in subclasses, we use name 'named atom'. These are
- * all atoms but constants. */
- bool is_named_atom(int t) const;
- /** Return index of the variable described by the variable
- * name and lag/lead. If it doesn't exist, return -1. */
- int index(const string &name, int ll) const;
- /** Return true if a variable is referenced, i.e. it has lag
- * map. */
- bool is_referenced(const string &name) const;
- /** Return the lag map for the variable name. */
- const Tlagmap &lagmap(const string &name) const;
- /** Return the variable name for the tree index. It throws an
- * exception if the tree index t is not a named atom. */
- const string &name(int t) const;
- /** Return the lead/lag for the tree index. It throws an
- * exception if the tree index t is not a named atom. */
- int lead(int t) const;
- /** Return maximum lead. */
- int
- get_maxlead() const
- {
- return maxlead;
- }
- /** Return minimum lag. */
- int
- get_minlag() const
- {
- return minlag;
- }
- /** Return the name storage to allow querying to other
- * classes. */
- const NameStorage &
- get_name_storage() const
- {
- return varnames;
- }
- /** Assign the variable with a given lead. The varname must be
- * from the varnames storage. The method checks if the
- * variable iwht the given lead/lag is not assigned. If so, an
- * exception is thrown. */
- void assign_variable(const string &varname, int ll, int t);
- /** Unassign the variable with a given lead and given tree
- * index. The tree index is only provided as a check. An
- * exception is thrown if the name, ll, and the tree index t
- * are not consistent. The method also updates nv, indices,
- * maxlead and minlag. The varname must be from the varnames
- * storage. */
- void unassign_variable(const string &varname, int ll, int t);
- /** Debug print. */
- void print() const override;
- protected:
- /** Do the check for the variable. A subclass may need to
- * reimplement this so that it could raise an error if the
- * variable is not among a given list. */
- virtual int check_variable(const string &name) const;
- /** Assign the constant. */
- void assign_constant(const string &name, int t);
- /** Assign the variable. */
- void assign_variable(const string &name, int t);
- /** The method just updates minlag or/and maxlead. Note that
- * when assigning variables, the update is done when inserting
- * to the maps, however, if removing a variable, we need to
- * call this method. */
- void update_minmaxll();
- /** The method parses the string to recover a variable name
- * and lag/lead ll. The variable name doesn't contain a lead/lag. */
- virtual void parse_variable(const string &in, string &out, int &ll) const = 0;
- public:
- /** Return true if the str represents a double.*/
- static bool is_string_constant(const string &str);
- };
-
- /** This class is a parent of all orderings of the dynamic atoms
- * of variables which can appear before t, at t, or after t. It
- * encapsulates the ordering, and the information about the number
- * of static (appearing only at time t) predetermined (appearing
- * before t and possibly at t), both (appearing before t and after
- * t and possibly at t) and forward looking (appearing after t and
- * possibly at t).
- *
- * The constructor takes a list of variable names. The class also
- * provides mapping from the ordering of the variables in the list
- * (outer) to the new ordering (at time t) and back.
- *
- * The user of the subclass must call do_ordering() after
- * initialization.
- *
- * The class contains a few preimplemented methods for
- * ordering. The class is used in this way: Make a subclass, and
- * implement pure virtual do_ordering() by just plugging a
- * preimplemented method, or plugging your own implementation. The
- * method do_ordering() is called by the user after the constructor.
- */
- class VarOrdering
- {
- protected:
- /** Number of static variables. */
- int n_stat;
- /** Number of predetermined variables. */
- int n_pred;
- /** Number of both variables. */
- int n_both;
- /** Number of forward looking variables. */
- int n_forw;
- /** This is a set of tree indices corresponding to the
- * variables at all times as they occur in the formulas. In
- * fact, since this is used only for derivatives, the ordering
- * of this vector is only important for ordering of the
- * derivatives, in other contexts the ordering is not
- * important, so it is rather a set of indices.*/
- vector<int> der_atoms;
- /** This maps tree index of the variable to the position in
- * the row of the ordering. One should be careful with making
- * space in the positions for variables not appearing at time
- * t. For instance in the pred(t-1), both(t-1), stat(t),
- * pred(t), both(t), forw(t), both(t+1), forw(t+1) ordering,
- * the variables x(t-1), y(t-1), x(t+1), z(t-1), z(t), and
- * z(t+1) having tree indices 6,5,4,3,2,1 will be ordered as
- * follows: y(t-1), x(t-1), z(t-1), [y(t)], [x(t)], z(t),
- * x(t+1), where a bracketed expresion means non-existent by
- * occupying a space. The map thus will look as follows:
- * {5→0, 6→1, 3→2, 2→5, 3→6}. Note that nothing is mapped
- * to positions 3 and 4. */
- map<int, int> positions;
- /** This maps an ordering of the list of variables in
- * constructor to the new ordering (at time t). The length is
- * the number of variables. */
- vector<int> outer2y;
- /** This maps a new ordering to the ordering of the list of
- * variables in constructor (at time t). The length is the
- * number of variables. */
- vector<int> y2outer;
- /** This is just a reference for variable names to keep it
- * from constructor to do_ordering() implementations. */
- const vector<string> &varnames;
- /** This is just a reference to atoms to keep it from
- * constructor to do_ordering() implementations. */
- const DynamicAtoms &atoms;
- public:
- /** This is an enum type for an ordering type implemented by
- * do_general. */
- enum ord_type { pbspbfbf, bfspbfpb };
- /** Construct the ordering of the variables given by the names
- * with their dynamic occurrences defined by the atoms. It
- * calls the virtual method do_ordering which can be
- * reimplemented. */
- VarOrdering(const vector<string> &vnames, const DynamicAtoms &a)
- : n_stat(0), n_pred(0), n_both(0), n_forw(0), varnames(vnames), atoms(a)
- {
- }
- VarOrdering(const VarOrdering &vo, const vector<string> &vnames,
- const DynamicAtoms &a);
- VarOrdering(const VarOrdering &vo) = delete;
- virtual std::unique_ptr<VarOrdering> clone(const vector<string> &vnames,
- const DynamicAtoms &a) const = 0;
- /** Destructor does nothing here. */
- virtual ~VarOrdering() = default;
- /** This is the method setting the ordering and the map. A
- * subclass must reimplement it, possibly using a
- * preimplemented ordering. This method must be called by the
- * user after the class has been created. */
- virtual void do_ordering() = 0;
- /** Return number of static. */
- int
- nstat() const
- {
- return n_stat;
- }
- /** Return number of predetermined. */
- int
- npred() const
- {
- return n_pred;
- }
- /** Return number of both. */
- int
- nboth() const
- {
- return n_both;
- }
- /** Return number of forward looking. */
- int
- nforw() const
- {
- return n_forw;
- }
- /** Return the set of tree indices for derivatives. */
- const vector<int> &
- get_der_atoms() const
- {
- return der_atoms;
- }
- /** Return the y2outer. */
- const vector<int> &
- get_y2outer() const
- {
- return y2outer;
- }
- /** Return the outer2y. */
- const vector<int> &
- get_outer2y() const
- {
- return outer2y;
- }
- /** Query the atom given by the tree index. True is returned
- * if the atom is one of the variables in the object. */
- bool check(int t) const;
- /** Return the position of the atom (nulary term) given by a
- * tree index. It is a lookup to the map. If the atom cannot
- * be found, the exception is raised. */
- int get_pos_of(int t) const;
- /** This returns a length of ordered row of atoms. In all
- * cases so far, it does not depend on the ordering and it is
- * as follows. */
- int
- length() const
- {
- return n_stat+2*n_pred+3*n_both+2*n_forw;
- }
- /** Debug print. */
- void print() const;
- protected:
- /** This is a general ordering method which orders the
- * variables by the given ordering ord_type. See documentation
- * for respective do_ methods. */
- void do_general(ord_type ordering);
- /** This is a preimplemented ordering for do_ordering()
- * method. It assumes that the variables appear only at time
- * t-1, t, t+1. It orders the atoms as pred(t-1), both(t-1),
- * stat(t), pred(t), both(t), forw(t), both(t+1),
- * forw(t+1). It builds the der_atoms, the map of positions,
- * as well as y2outer and outer2y. */
- void
- do_pbspbfbf()
- {
- do_general(pbspbfbf);
- }
- /** This is a preimplemented ordering for do_ordering()
- * method. It assumes that the variables appear only at time
- * t-1, t, t+1. It orders the atoms as both(t+1), forw(t+1),
- * stat(t), pred(t), both(t), forw(t), pred(t-1),
- * both(t-1). It builds the der_atoms, the map of positions,
- * as well as y2outer and outer2y. */
- void
- do_bfspbfpb()
- {
- do_general(bfspbfpb);
- }
- /** This is a preimplemented ordering for do_ordering()
- * method. It makes no assumptions about occurences of
- * variables at different times. It orders the atoms with
- * increasing time keeping the given ordering within one
- * time. This implies that y2outer and outer2y will be
- * identities. The der_atoms will be just a sequence of atoms
- * from the least to the most time preserving the order of atoms
- * within one time. */
- void do_increasing_time();
- };
-
-};
-
-#endif
diff --git a/dynare++/parser/cc/fine_atoms.cc b/dynare++/parser/cc/fine_atoms.cc
deleted file mode 100644
index 8143e074e25b910b45c1530860b53d3cb303a807..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/fine_atoms.cc
+++ /dev/null
@@ -1,536 +0,0 @@
-/*
- * Copyright © 2005 Ondra Kamenik
- * Copyright © 2019-2022 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 <https://www.gnu.org/licenses/>.
- */
-
-#include "utils/cc/exception.hh"
-
-#include "parser_exception.hh"
-#include "fine_atoms.hh"
-
-using namespace ogp;
-
-AllvarOuterOrdering::AllvarOuterOrdering(const vector<string> &allvar_outer,
- const FineAtoms &a)
- : atoms(a), allvar(),
- endo2all(a.get_endovars().size(), -1),
- exo2all(a.get_exovars().size(), -1)
-{
- // fill in the allvar from allvar_outer
- for (const auto &s : allvar_outer)
- {
- if (atoms.varnames.query(s))
- allvar.push_back(s);
- else
- throw ogu::Exception(__FILE__, __LINE__,
- "Variable " + s + " is not a declared symbol in AllvarOuterOrdering constructor");
- }
-
- // fill in endo2all and exo2all
- for (unsigned int i = 0; i < allvar.size(); i++)
- {
- auto it = atoms.endo_outer_map.find(allvar[i]);
- if (it != atoms.endo_outer_map.end())
- endo2all[it->second] = i;
- else
- {
- it = atoms.exo_outer_map.find(allvar[i]);
- if (it != atoms.exo_outer_map.end())
- exo2all[it->second] = i;
- else
- throw ogu::Exception(__FILE__, __LINE__,
- "Name " + allvar[i] + " is neither endogenous nor exogenous variable in AllvarOuterOrdering constructor");
- }
- }
-
- // check whether everything has been filled
- unsigned int iendo = 0;
- while (iendo < endo2all.size() && endo2all[iendo] != -1)
- iendo++;
- unsigned int iexo = 0;
- while (iexo < exo2all.size() && exo2all[iexo] != -1)
- iexo++;
- if (iendo < endo2all.size())
- throw ogu::Exception(__FILE__, __LINE__,
- "Endogenous variable " + atoms.get_endovars()[iendo]
- +" not found in outer all ordering in AllvarOuterOrdering constructor");
- if (iexo < exo2all.size())
- throw ogu::Exception(__FILE__, __LINE__,
- "Exogenous variable " + atoms.get_exovars()[iexo]
- +" not found in outer all ordering in AllvarOuterOrdering constructor");
-}
-
-AllvarOuterOrdering::AllvarOuterOrdering(const AllvarOuterOrdering &avo,
- const FineAtoms &a)
- : atoms(a), allvar(avo.allvar),
- endo2all(avo.endo2all),
- exo2all(avo.exo2all)
-{
-}
-
-FineAtoms::FineAtoms(const FineAtoms &fa)
- : DynamicAtoms(fa), params(), endovars(), exovars(),
- der_atoms(fa.der_atoms),
- endo_atoms_map(fa.endo_atoms_map),
- exo_atoms_map(fa.exo_atoms_map)
-{
- // fill in params
- for (const auto ¶m : fa.params)
- {
- if (!varnames.query(param))
- throw ogu::Exception(__FILE__, __LINE__,
- "Parameter " + param + " does not exist in FineAtoms copy cosntructor");
- params.push_back(param);
- param_outer_map.emplace(param, params.size()-1);
- }
- // fill in endovars
- for (const auto &endovar : fa.endovars)
- {
- if (!varnames.query(endovar))
- throw ogu::Exception(__FILE__, __LINE__,
- "Endo variable " + endovar + " does not exist in FineAtoms copy constructor");
- endovars.push_back(endovar);
- endo_outer_map.emplace(endovar, endovars.size()-1);
- }
- // fill in exovars
- for (const auto &exovar : fa.exovars)
- {
- if (!varnames.query(exovar))
- throw ogu::Exception(__FILE__, __LINE__,
- "Exo variable " + exovar + " does not exist in FineAtoms copy cosntructor");
- exovars.push_back(exovar);
- exo_outer_map.emplace(exovar, exovars.size()-1);
- }
-
- if (fa.endo_order)
- endo_order = fa.endo_order->clone(endovars, *this);
-
- if (fa.exo_order)
- exo_order = fa.exo_order->clone(exovars, *this);
-
- if (fa.allvar_order)
- allvar_order = std::make_unique<AllvarOuterOrdering>(*(fa.allvar_order), *this);
-}
-
-int
-FineAtoms::check_variable(const string &name) const
-{
- string str;
- int ll;
- parse_variable(name, str, ll);
- if (varnames.query(str))
- return DynamicAtoms::check_variable(name);
- else
- {
- throw ParserException("Variable <"+str+"> not declared.", 0);
- return -1;
- }
-}
-
-int
-FineAtoms::num_exo_periods() const
-{
- int mlead, mlag;
- exovarspan(mlead, mlag);
- return mlead-mlag+1;
-}
-
-void
-FineAtoms::parsing_finished(VarOrdering::ord_type ot)
-{
- make_internal_orderings(ot);
-
- // by default, concatenate outer endo and outer exo and make it as
- // allvar outer:
- vector<string> allvar_tmp;
- allvar_tmp.insert(allvar_tmp.end(), endovars.begin(), endovars.end());
- allvar_tmp.insert(allvar_tmp.end(), exovars.begin(), exovars.end());
-
- allvar_order = std::make_unique<AllvarOuterOrdering>(allvar_tmp, *this);
-}
-
-void
-FineAtoms::parsing_finished(VarOrdering::ord_type ot,
- const vector<string> &allvar)
-{
- make_internal_orderings(ot);
- allvar_order = std::make_unique<AllvarOuterOrdering>(allvar, *this);
-}
-
-const vector<string> &
-FineAtoms::get_allvar() const
-{
- if (!allvar_order)
- throw ogu::Exception(__FILE__, __LINE__,
- "FineAtoms::get_allvars called before parsing_finished");
-
- return allvar_order->get_allvar();
-}
-
-const vector<int> &
-FineAtoms::outer_endo2all() const
-{
- if (!allvar_order)
- throw ogu::Exception(__FILE__, __LINE__,
- "FineAtoms::outer_endo2all called before parsing_finished");
-
- return allvar_order->get_endo2all();
-}
-
-const vector<int> &
-FineAtoms::outer_exo2all() const
-{
- if (!allvar_order)
- throw ogu::Exception(__FILE__, __LINE__,
- "FineAtoms::outer_exo2all called before parsing_finished");
-
- return allvar_order->get_exo2all();
-}
-
-vector<int>
-FineAtoms::variables() const
-{
- if (endo_order)
- return der_atoms;
- else
- {
- throw ogu::Exception(__FILE__, __LINE__,
- "FineAtoms::variables called before parsing_finished");
- return {};
- }
-}
-
-int
-FineAtoms::nstat() const
-{
- if (endo_order)
- return endo_order->nstat();
- else
- {
- throw ogu::Exception(__FILE__, __LINE__,
- "FineAtoms::nstat called before parsing_finished");
- return -1;
- }
-}
-
-int
-FineAtoms::npred() const
-{
- if (endo_order)
- return endo_order->npred();
- else
- {
- throw ogu::Exception(__FILE__, __LINE__,
- "FineAtoms::npred called before parsing_finished");
- return -1;
- }
-}
-
-int
-FineAtoms::nboth() const
-{
- if (endo_order)
- return endo_order->nboth();
- else
- {
- throw ogu::Exception(__FILE__, __LINE__,
- "FineAtoms::nboth called before parsing_finished");
- return -1;
- }
-}
-
-int
-FineAtoms::nforw() const
-{
- if (endo_order)
- return endo_order->nforw();
- else
- {
- throw ogu::Exception(__FILE__, __LINE__,
- "FineAtoms::nforw called before parsing_finished");
- return -1;
- }
-}
-
-int
-FineAtoms::get_pos_of_endo(int t) const
-{
- if (endo_order)
- return endo_order->get_pos_of(t);
- else
- {
- throw ogu::Exception(__FILE__, __LINE__,
- "FineAtoms::get_pos_of_endo called before parsing_finished");
- return -1;
- }
-}
-
-int
-FineAtoms::get_pos_of_exo(int t) const
-{
- if (exo_order)
- return exo_order->get_pos_of(t);
- else
- {
- throw ogu::Exception(__FILE__, __LINE__,
- "FineAtoms::get_pos_of_exo called before parsing_finished");
- return -1;
- }
-}
-
-int
-FineAtoms::get_pos_of_all(int t) const
-{
- if (endo_order && exo_order)
- {
- if (endo_order->check(t))
- return endo_order->get_pos_of(t);
- else if (exo_order->check(t))
- return endo_order->length() + exo_order->get_pos_of(t);
- else
- {
- throw ogu::Exception(__FILE__, __LINE__,
- "Atom is not endo nor exo in FineAtoms::get_pos_of_all");
- return -1;
- }
- }
- else
- {
- throw ogu::Exception(__FILE__, __LINE__,
- "FineAtoms::get_pos_of_exo called before parsing_finished");
- return -1;
- }
-}
-
-const vector<int> &
-FineAtoms::y2outer_endo() const
-{
- if (!endo_order)
- throw ogu::Exception(__FILE__, __LINE__,
- "FineAtoms::y2outer_endo called before parsing_finished");
- return endo_order->get_y2outer();
-}
-
-const vector<int> &
-FineAtoms::outer2y_endo() const
-{
- if (!endo_order)
- throw ogu::Exception(__FILE__, __LINE__,
- "FineAtoms::outer2y_endo called before parsing_finished");
- return endo_order->get_outer2y();
-}
-
-const vector<int> &
-FineAtoms::y2outer_exo() const
-{
- if (!exo_order)
- throw ogu::Exception(__FILE__, __LINE__,
- "FineAtoms::y2outer_endo called before parsing_finished");
- return exo_order->get_y2outer();
-}
-
-const vector<int> &
-FineAtoms::outer2y_exo() const
-{
- if (!exo_order)
- throw ogu::Exception(__FILE__, __LINE__,
- "FineAtoms::outer2y_exo called before parsing_finished");
- return exo_order->get_outer2y();
-}
-
-const vector<int> &
-FineAtoms::get_endo_atoms_map() const
-{
- if (!endo_order)
- throw ogu::Exception(__FILE__, __LINE__,
- "FineAtoms::get_endo_atoms_map called before parsing_finished");
- return endo_atoms_map;
-}
-
-const vector<int> &
-FineAtoms::get_exo_atoms_map() const
-{
- if (!exo_order)
- throw ogu::Exception(__FILE__, __LINE__,
- "FineAtoms::get_exo_atoms_map called before parsing_finished");
- return exo_atoms_map;
-}
-
-int
-FineAtoms::name2outer_param(const string &name) const
-{
- auto it = param_outer_map.find(name);
- if (it == param_outer_map.end())
- throw ogu::Exception(__FILE__, __LINE__,
- "Name is not a parameter in FineAtoms::name2outer_param");
- return it->second;
-}
-
-int
-FineAtoms::name2outer_endo(const string &name) const
-{
- auto it = endo_outer_map.find(name);
- if (it == endo_outer_map.end())
- throw ogu::Exception(__FILE__, __LINE__,
- "Name is not an endogenous variable in FineAtoms::name2outer_endo");
- return it->second;
-}
-
-int
-FineAtoms::name2outer_exo(const string &name) const
-{
- auto it = exo_outer_map.find(name);
- if (it == exo_outer_map.end())
- throw ogu::Exception(__FILE__, __LINE__,
- "Name is not an exogenous variable in FineAtoms::name2outer_exo");
- return it->second;
-}
-
-int
-FineAtoms::name2outer_allvar(const string &name) const
-{
- if (!allvar_order)
- throw ogu::Exception(__FILE__, __LINE__,
- "FineAtoms::name2outer_allvar called beore parsing_finished");
-
- auto it = endo_outer_map.find(name);
- if (it != endo_outer_map.end())
- return allvar_order->get_endo2all()[it->second];
- else
- {
- it = exo_outer_map.find(name);
- if (it != exo_outer_map.end())
- return allvar_order->get_exo2all()[it->second];
- }
-
- throw ogu::Exception(__FILE__, __LINE__,
- "Name " + name + " is neither endo nor exo variable in FineAtoms::name2outer_allvar");
- return -1;
-}
-
-void
-FineAtoms::register_uniq_endo(string name)
-{
- if (varnames.query(name))
- throw ogp::ParserException("Endogenous variable <"+name+"> is not unique.", 0);
- varnames.insert(name);
- endovars.push_back(name);
- endo_outer_map.emplace(std::move(name), endovars.size()-1);
-}
-
-void
-FineAtoms::register_uniq_exo(string name)
-{
- if (varnames.query(name))
- throw ogp::ParserException("Exogenous variable <"+name+"> is not unique.", 0);
- varnames.insert(name);
- exovars.push_back(name);
- exo_outer_map.emplace(std::move(name), exovars.size()-1);
-}
-
-void
-FineAtoms::register_uniq_param(string name)
-{
- if (varnames.query(name))
- throw ogp::ParserException("Parameter <"+name+"> is not unique.", 0);
- varnames.insert(name);
- params.push_back(name);
- param_outer_map.emplace(std::move(name), params.size()-1);
-}
-
-void
-FineAtoms::make_internal_orderings(VarOrdering::ord_type ot)
-{
- bool endo_ordering_done = false;
- bool exo_ordering_done = false;
-
- order_type = ot;
-
- int mlead, mlag;
- endovarspan(mlead, mlag);
- if (mlag >= -1 && mlead <= 1)
- {
- // make endo ordering
- if (ot == VarOrdering::pbspbfbf)
- endo_order = std::make_unique<EndoVarOrdering1>(endovars, *this);
- else
- endo_order = std::make_unique<EndoVarOrdering2>(endovars, *this);
- endo_order->do_ordering();
- endo_ordering_done = true;
- }
-
- exovarspan(mlead, mlag);
- if (mlag == 0 && mlead == 0)
- {
- // make exo ordering
- exo_order = std::make_unique<ExoVarOrdering>(exovars, *this);
- exo_order->do_ordering();
- exo_ordering_done = true;
- }
-
- if (endo_ordering_done && exo_ordering_done)
- {
- // concatenate der atoms from endo_order and exo_order
- der_atoms.clear();
- der_atoms.insert(der_atoms.end(),
- endo_order->get_der_atoms().begin(),
- endo_order->get_der_atoms().end());
- der_atoms.insert(der_atoms.end(),
- exo_order->get_der_atoms().begin(),
- exo_order->get_der_atoms().end());
-
- // create endo_atoms_map; der_atoms is a concatenation, so it is easy
- int endo_atoms = endo_order->get_der_atoms().size();
- endo_atoms_map.clear();
- for (int i = 0; i < endo_atoms; i++)
- endo_atoms_map.push_back(i);
- // create exo_atoms_map
- int exo_atoms = exo_order->get_der_atoms().size();
- exo_atoms_map.clear();
- for (int i = 0; i < exo_atoms; i++)
- exo_atoms_map.push_back(endo_atoms + i);
- }
-}
-
-void
-FineAtoms::print() const
-{
- DynamicAtoms::print();
- if (endo_order)
- {
- std::cout << "Endo ordering:\n";
- endo_order->print();
- }
- else
- std::cout << "Endo ordering not created.\n";
-
- if (exo_order)
- {
- std::cout << "Exo ordering:\n";
- exo_order->print();
- }
- else
- std::cout << "Exo ordering not created.\n";
-
- std::cout << "endo atoms map:\n";
- for (unsigned int i = 0; i < endo_atoms_map.size(); i++)
- std::cout << i << " → " << endo_atoms_map[i] << "\n";
- std::cout << "exo atoms map:\n";
- for (unsigned int i = 0; i < exo_atoms_map.size(); i++)
- std::cout << i << " → " << exo_atoms_map[i] << "\n";
-}
diff --git a/dynare++/parser/cc/fine_atoms.hh b/dynare++/parser/cc/fine_atoms.hh
deleted file mode 100644
index c463c7c7c3b2a6b34d7365d63263967480604104..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/fine_atoms.hh
+++ /dev/null
@@ -1,431 +0,0 @@
-/*
- * Copyright © 2005 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#ifndef OGP_FINE_ATOMS_H
-#define OGP_FINE_ATOMS_H
-
-#include "dynamic_atoms.hh"
-
-#include <vector>
-#include <string>
-#include <memory>
-
-namespace ogp
-{
- using std::vector;
- using std::string;
-
- /** This is just ordering used for endogenous variables. It
- * assumes that we have only time t-1, t, and t+1, orders them as
- * pred(t-1), both(t-1), stat(t), pred(t), both(t), forw(t),
- * both(t+1), forw(t+1). */
- class EndoVarOrdering1 : public VarOrdering
- {
- public:
- EndoVarOrdering1(const vector<string> &vnames, const DynamicAtoms &a)
- : VarOrdering(vnames, a)
- {
- }
- EndoVarOrdering1(const EndoVarOrdering1 &vo, const vector<string> &vnames,
- const DynamicAtoms &a)
- : VarOrdering(vo, vnames, a)
- {
- }
- std::unique_ptr<VarOrdering>
- clone(const vector<string> &vnames, const DynamicAtoms &a) const override
- {
- return std::make_unique<EndoVarOrdering1>(*this, vnames, a);
- }
- void
- do_ordering() override
- {
- do_pbspbfbf();
- }
- };
-
- /** This is just another ordering used for endogenous
- * variables. It assumes that we have only time t-1, t, and t+1,
- * orders them as both(t+1), forw(t+1), pred(t-1), both(t-1),
- * stat(t), pred(t), both(t), forw(t). */
- class EndoVarOrdering2 : public VarOrdering
- {
- public:
- EndoVarOrdering2(const vector<string> &vnames, const DynamicAtoms &a)
- : VarOrdering(vnames, a)
- {
- }
- EndoVarOrdering2(const EndoVarOrdering2 &vo, const vector<string> &vnames,
- const DynamicAtoms &a)
- : VarOrdering(vo, vnames, a)
- {
- }
- std::unique_ptr<VarOrdering>
- clone(const vector<string> &vnames, const DynamicAtoms &a) const override
- {
- return std::make_unique<EndoVarOrdering2>(*this, vnames, a);
- }
- void
- do_ordering() override
- {
- do_bfspbfpb();
- }
- };
-
- /** This is just ordering used for exogenous variables. It makes
- * no assumptions about their timing. It orders them from the
- * least time to the latest time. */
- class ExoVarOrdering : public VarOrdering
- {
- public:
- ExoVarOrdering(const vector<string> &vnames, const DynamicAtoms &a)
- : VarOrdering(vnames, a)
- {
- }
- ExoVarOrdering(const ExoVarOrdering &vo, const vector<string> &vnames,
- const DynamicAtoms &a)
- : VarOrdering(vo, vnames, a)
- {
- }
- std::unique_ptr<VarOrdering>
- clone(const vector<string> &vnames, const DynamicAtoms &a) const override
- {
- return std::make_unique<ExoVarOrdering>(*this, vnames, a);
- }
- void
- do_ordering() override
- {
- do_increasing_time();
- }
- };
-
- class FineAtoms;
-
- /** This class provides an outer ordering of all variables (endo
- * and exo). It maps the ordering to the particular outer
- * orderings of endo and exo. It works tightly with the FineAtoms
- * class. */
- class AllvarOuterOrdering
- {
- protected:
- /** Type for a map mapping a variable name to an integer. */
- using Tvarintmap = map<string, int>;
- /** Reference to atoms. */
- const FineAtoms &atoms;
- /** The vector of all endo and exo variables in outer
- * ordering. The pointers point to storage in atoms. */
- vector<string> allvar;
- /** The mapping from outer endogenous to outer all. For
- * example endo2all[0] is the order of the first outer
- * endogenous variable in the allvar ordering. */
- vector<int> endo2all;
- /** The mapping from outer exogenous to outer all. For example
- * exo2all[0] is the order of the first outer exogenous
- * variables in the allvar ordering. */
- vector<int> exo2all;
- public:
- /** Construct the allvar outer ordering from the provided
- * sequence of endo and exo names. The names can have an
- * arbitrary storage, the storage is transformed to the atoms
- * storage. An exception is thrown if either the list is not
- * exhaustive, or some string is not a variable. */
- AllvarOuterOrdering(const vector<string> &allvar_outer, const FineAtoms &a);
- /** Copy constructor using the storage of provided atoms. */
- AllvarOuterOrdering(const AllvarOuterOrdering &allvar_outer, const FineAtoms &a);
- /** Return endo2all mapping. */
- const vector<int> &
- get_endo2all() const
- {
- return endo2all;
- }
- /** Return exo2all mapping. */
- const vector<int> &
- get_exo2all() const
- {
- return exo2all;
- }
- /** Return the allvar ordering. */
- const vector<string> &
- get_allvar() const
- {
- return allvar;
- }
- };
-
- /** This class refines the DynamicAtoms by distinguishing among
- * parameters (no lag and leads) and endogenous and exogenous
- * variables (with lags and leads). For parameters, endogenous and
- * exogenous, it defines outer orderings and internal
- * orderings. The internal orderings are created by
- * parsing_finished() method when it is sure that no new variables
- * would be registered. The outer orderings are given by the order
- * of calls of registering methods.
- *
- * In addition, the class also defines outer ordering of
- * endogenous and exogenous variables. This is input as a
- * parameter to parsing_finished(). By default, this whole outer
- * ordering is just a concatenation of outer ordering of
- * endogenous and exogenous variables.
- *
- * The internal ordering of all endo and exo variables is just a
- * concatenation of endo and exo variables in their internal
- * orderings. This is the ordering with respect to which all
- * derivatives are taken. */
- class FineAtoms : public DynamicAtoms
- {
- friend class AllvarOuterOrdering;
- protected:
- using Tvarintmap = map<string, int>;
- private:
- /** The vector of parameters names. The order gives the order
- * the data is communicated with outside world. */
- vector<string> params;
- /** A map mapping a name of a parameter to an index in the outer
- * ordering. */
- Tvarintmap param_outer_map;
- /** The vector of endogenous variables. This defines the order
- * like parameters. */
- vector<string> endovars;
- /** A map mapping a name of an endogenous variable to an index
- * in the outer ordering. */
- Tvarintmap endo_outer_map;
- /** The vector of exogenous variables. Also defines the order
- * like parameters and endovars. */
- vector<string> exovars;
- /** A map mapping a name of an exogenous variable to an index
- * in the outer ordering. */
- Tvarintmap exo_outer_map;
-
- protected:
- /** This is the internal ordering of all atoms corresponding
- * to endogenous variables. It is constructed by
- * parsing_finished() method, which should be called after all
- * parsing jobs have been finished. */
- std::unique_ptr<VarOrdering> endo_order;
- /** This is the internal ordering of all atoms corresponding
- * to exogenous variables. It has the same handling as
- * endo_order. */
- std::unique_ptr<VarOrdering> exo_order;
- /** This is the all variables outer ordering. It is
- * constructed by parsing finished. */
- std::unique_ptr<AllvarOuterOrdering> allvar_order;
- /** This vector defines a set of atoms as tree indices used
- * for differentiation. The order of the atoms in this vector
- * defines ordering of the derivative tensors. The ordering is
- * a concatenation of atoms from endo_order and then
- * exo_order. This vector is setup by parsing_finished() and
- * is returned by variables(). */
- vector<int> der_atoms;
- /** This is a mapping from endogenous atoms to all atoms in
- * der_atoms member. The mapping maps index in endogenous atom
- * ordering to index (not value) in der_atoms. It is useful if
- * one wants to evaluate derivatives wrt only endogenous
- * variables. It is set by parsing_finished(). By definition,
- * it is monotone. */
- vector<int> endo_atoms_map;
- /** This is a mapping from exogenous atoms to all atoms in
- * der_atoms member. It is the same as endo_atoms_map for
- * atoms of exogenous variables. */
- vector<int> exo_atoms_map;
- public:
- FineAtoms() = default;
- FineAtoms(const FineAtoms &fa);
- /** Deletes endo_order and exo_order. */
- ~FineAtoms() override = default;
- /** Overrides DynamicAtoms::check_variable so that the error
- * would be raised if the variable name is not declared. A
- * variable is declared by inserting it to
- * DynamicAtoms::varnames. This is a responsibility of a
- * subclass. */
- int check_variable(const string &name) const override;
- /** This calculates min lag and max lead of endogenous variables. */
- void
- endovarspan(int &mlead, int &mlag) const
- {
- varspan(endovars, mlead, mlag);
- }
- /** This calculates mim lag and max lead of exogenous variables. */
- void
- exovarspan(int &mlead, int &mlag) const
- {
- varspan(exovars, mlead, mlag);
- }
- /** This calculates the number of periods in which at least
- * one exogenous variable occurs. */
- int num_exo_periods() const;
- /** Return an (external) ordering of parameters. */
- const vector<string> &
- get_params() const
- {
- return params;
- }
- /** Return an external ordering of endogenous variables. */
- const vector<string> &
- get_endovars() const
- {
- return endovars;
- }
- /** Return an external ordering of exogenous variables. */
- const vector<string> &
- get_exovars() const
- {
- return exovars;
- }
- /** This constructs internal orderings and makes the indices
- * returned by variables method available. Further it
- * constructs outer ordering of all variables by a simple
- * concatenation of outer endogenous and outer exogenous. In
- * addition, it makes nstat, npred, nboth, nforw available. */
- void parsing_finished(VarOrdering::ord_type ot);
- /** This does the same thing as
- * parsing_finished(VarOrdering::ord_type) plus it allows for
- * inputing a different outer ordering of all variables. The
- * ordering is input as a list of strings, their storage can
- * be arbitrary. */
- void parsing_finished(VarOrdering::ord_type ot, const vector<string> &avo);
- /** Return the external ordering of all variables (endo and
- * exo). This is either the second argument to
- * parsing_finished or the default external ordering. This
- * must be called only after parsing_finished. */
- const vector<string> &get_allvar() const;
- /** Return the map from outer ordering of endo variables to
- * the allvar ordering. This must be called only after
- * parsing_finished. */
- const vector<int> &outer_endo2all() const;
- /** Return the map from outer ordering of exo variables to
- * the allvar ordering. This must be called only after
- * parsing_finished. */
- const vector<int> &outer_exo2all() const;
- /** Return the atoms with respect to which we are going to
- * differentiate. This must be called after
- * parsing_finished. */
- vector<int> variables() const override;
- /** Return the number of static. */
- int nstat() const;
- /** Return the number of predetermined. */
- int npred() const;
- /** Return the number of both. */
- int nboth() const;
- /** Return the number of forward looking. */
- int nforw() const;
- /** Return the index of an endogenous atom given by tree index in
- * the endo ordering. This must be also called only after
- * parsing_finished(). */
- int get_pos_of_endo(int t) const;
- /** Return the index of an exogenous atom given by tree index in
- * the exo ordering. This must be also called only after
- * parsing_finished(). */
- int get_pos_of_exo(int t) const;
- /** Return the index of either endogenous or exogenous atom
- * given by tree index in the concatenated ordering of
- * endogenous and exogenous atoms. This must be also called
- * only after parsing_finished(). */
- int get_pos_of_all(int t) const;
- /** Return the mapping from endogenous at time t to outer
- * ordering of endogenous. */
- const vector<int> &y2outer_endo() const;
- /** Return the mapping from the outer ordering of endogenous to endogenous
- * at time t. */
- const vector<int> &outer2y_endo() const;
- /** Return the mapping from exogenous at time t to outer
- * ordering of exogenous. */
- const vector<int> &y2outer_exo() const;
- /** Return the mapping from the outer ordering of exogenous to exogenous
- * at time t. */
- const vector<int> &outer2y_exo() const;
- /** Return the endo_atoms_map. */
- const vector<int> &get_endo_atoms_map() const;
- /** Return the exo_atoms_map. */
- const vector<int> &get_exo_atoms_map() const;
- /** Return an index in the outer ordering of a given
- * parameter. An exception is thrown if the name is not a
- * parameter. */
- int name2outer_param(const string &name) const;
- /** Return an index in the outer ordering of a given
- * endogenous variable. An exception is thrown if the name is not a
- * and endogenous variable. */
- int name2outer_endo(const string &name) const;
- /** Return an index in the outer ordering of a given
- * exogenous variable. An exception is thrown if the name is not a
- * and exogenous variable. */
- int name2outer_exo(const string &name) const;
- /** Return an index in the outer ordering of all variables
- * (endo and exo) for a given name. An exception is thrown if
- * the name is not a variable. This must be called only after
- * parsing_finished(). */
- int name2outer_allvar(const string &name) const;
- /** Return the number of endogenous variables at time t-1, these are state
- * variables. */
- int
- nys() const
- {
- return npred()+nboth();
- }
- /** Return the number of endogenous variables at time t+1. */
- int
- nyss() const
- {
- return nboth()+nforw();
- }
- /** Return the number of endogenous variables. */
- int
- ny() const
- {
- return endovars.size();
- }
- /** Return the number of exogenous variables. */
- int
- nexo() const
- {
- return static_cast<int>(exovars.size());
- }
- /** Return the number of parameters. */
- int
- np() const
- {
- return static_cast<int>(params.size());
- }
- /** Register unique endogenous variable name. The order of
- * calls defines the endo outer ordering. The method is
- * virtual, since a superclass may want to do some additional
- * action. */
- virtual void register_uniq_endo(string name);
- /** Register unique exogenous variable name. The order of
- * calls defines the exo outer ordering. The method is
- * virtual, since a superclass may want to do somem additional
- * action. */
- virtual void register_uniq_exo(string name);
- /** Register unique parameter name. The order of calls defines
- * the param outer ordering. The method is
- * virtual, since a superclass may want to do somem additional
- * action. */
- virtual void register_uniq_param(string name);
- /** Debug print. */
- void print() const override;
- private:
- /** This performs the common part of parsing_finished(), which
- * is a construction of internal orderings. */
- void make_internal_orderings(VarOrdering::ord_type ot);
- protected:
- /** This remembers the ordering type of the last call make_internal_ordering. */
- VarOrdering::ord_type order_type;
- };
-};
-
-#endif
diff --git a/dynare++/parser/cc/formula.ll b/dynare++/parser/cc/formula.ll
deleted file mode 100644
index 4b5b2aeb2c5bdb9dab3025b4a2341a8b936e25d8..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/formula.ll
+++ /dev/null
@@ -1,92 +0,0 @@
-/* -*- C++ -*- */
-/*
- * Copyright © 2004-2011 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-%{
-#include "location.hh"
-#include "formula_tab.hh"
-
-#define YY_USER_ACTION SET_LLOC(fmla_);
-%}
-
-%option nounput
-%option noyy_top_state
-%option stack
-%option yylineno
-%option prefix="fmla_"
-%option never-interactive
-%x CMT
-
-%%
-
- /* comments */
-<*>"/*" {yy_push_state(CMT);}
-<CMT>[^*\n]*
-<CMT>"*"+[^*/\n]*
-<CMT>"*"+"/" {yy_pop_state();}
-<CMT>[\n]
-"//".*\n
-
- /* initial spaces or tabs are ignored */
-
-[ \t\r\n]
-[+] {return YPLUS;}
-[-] {return YMINUS;}
-[*] {return YTIMES;}
-[/] {return YDIVIDE;}
-[\^] {return YPOWER;}
-exp {return YEXP;}
-log {return YLOG;}
-sin {return YSIN;}
-cos {return YCOS;}
-tan {return YTAN;}
-sqrt {return YSQRT;}
-erf {return YERF;}
-erfc {return YERFC;}
-diff {return YDIFF;}
-
- /* names: parameters, variables (lagged/leaded) */
-[A-Za-z_][A-Za-z0-9_]*([\(\{][+-]?[0-9]+[\)\}])? {
- fmla_lval.string=fmla_text;
- return NAME;
-}
-
- /* floating point numbers */
-(([0-9]*\.?[0-9]+)|([0-9]+\.))([edED][-+]?[0-9]+)? {
- fmla_lval.string=fmla_text;
- return DNUMBER;
-}
-
-= {return EQUAL_SIGN;}
-
-. {return fmla_text[0];}
-
-%%
-
-int
-fmla_wrap()
-{
- return 1;
-}
-
-void
-fmla__destroy_buffer(void* p)
-{
- fmla__delete_buffer(static_cast<YY_BUFFER_STATE>(p));
-}
diff --git a/dynare++/parser/cc/formula.yy b/dynare++/parser/cc/formula.yy
deleted file mode 100644
index 4fc7f934d9c288cd16205c883aed18d289e92927..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/formula.yy
+++ /dev/null
@@ -1,101 +0,0 @@
-// -*- C++ -*-
-/*
- * Copyright © 2006-2011 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-%code requires
-{
-#include "location.hh"
-#define FMLA_LTYPE ogp::location_type
-}
-
-%code
-{
-#include "formula_parser.hh"
-#include <string>
-
-void fmla_error(std::string);
-int fmla_lex();
-extern ogp::FormulaParser* fparser;
-}
-
-%union
-{
- char* string;
- double dvalue;
- int integer;
-}
-
-%token EQUAL_SIGN
-%left YPLUS YMINUS
-%left YTIMES YDIVIDE
-%precedence YUMINUS YUPLUS
-%right YPOWER
-%token YEXP YLOG YSIN YCOS YTAN YSQRT YERF YERFC YDIFF
-%token <string> DNUMBER NAME
-%type <integer> expression
-
-%define api.prefix {fmla_}
-
-%locations
-%defines
-%define parse.error verbose
-
-%%
- root : equation_list
- | expression
- {fparser->add_formula($1);}
- ;
-
- equation_list : equation_list equation | equation ;
-
- equation : expression EQUAL_SIGN expression ';'
- {fparser->add_formula(fparser->add_binary(ogp::code_t::MINUS,$1,$3));}
- | expression ';'
- {fparser->add_formula($1);}
- ;
-
- expression : '(' expression ')' { $$ = $2;}
- | expression YPLUS expression {$$=fparser->add_binary(ogp::code_t::PLUS,$1,$3);}
- | expression YMINUS expression {$$=fparser->add_binary(ogp::code_t::MINUS,$1,$3);}
- | expression YTIMES expression {$$=fparser->add_binary(ogp::code_t::TIMES,$1,$3);}
- | expression YDIVIDE expression {$$=fparser->add_binary(ogp::code_t::DIVIDE,$1,$3);}
- | expression YPOWER expression {$$=fparser->add_binary(ogp::code_t::POWER,$1,$3);}
- | YMINUS expression %prec YUMINUS {$$=fparser->add_unary(ogp::code_t::UMINUS,$2);}
- | YPLUS expression %prec YUPLUS {$$ = $2;}
- | YSIN '(' expression ')' {$$=fparser->add_unary(ogp::code_t::SIN,$3);}
- | YCOS '(' expression ')' {$$=fparser->add_unary(ogp::code_t::COS,$3);}
- | YTAN '(' expression ')' {$$=fparser->add_unary(ogp::code_t::TAN,$3);}
- | YEXP '(' expression ')' {$$=fparser->add_unary(ogp::code_t::EXP,$3);}
- | YLOG '(' expression ')' {$$=fparser->add_unary(ogp::code_t::LOG,$3);}
- | YSQRT '(' expression ')' {$$=fparser->add_unary(ogp::code_t::SQRT,$3);}
- | YERF '(' expression ')' {$$=fparser->add_unary(ogp::code_t::ERF,$3);}
- | YERFC '(' expression ')' {$$=fparser->add_unary(ogp::code_t::ERFC,$3);}
- | YDIFF '(' expression ',' NAME ')' {$$=fparser->add_derivative($3, fparser->add_nulary($5));}
- | NAME {$$=fparser->add_nulary($1);}
- | DNUMBER {$$=fparser->add_nulary($1);}
- ;
-
-%%
-
-void
-fmla_error(std::string s)
-{
- fparser->error(std::move(s));
-}
diff --git a/dynare++/parser/cc/formula_parser.cc b/dynare++/parser/cc/formula_parser.cc
deleted file mode 100644
index e23ca3a0d2e4941612f1ec75bacdcf1ac2bad02f..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/formula_parser.cc
+++ /dev/null
@@ -1,536 +0,0 @@
-/*
- * Copyright © 2005 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#include "utils/cc/pascal_triangle.hh"
-#include "utils/cc/exception.hh"
-
-#include "parser_exception.hh"
-#include "location.hh"
-#include "formula_parser.hh"
-#include "formula_tab.hh"
-
-#include <cmath>
-#include <algorithm>
-
-using namespace ogp;
-
-extern location_type fmla_lloc;
-
-FormulaParser::FormulaParser(const FormulaParser &fp, Atoms &a)
- : otree(fp.otree), atoms(a), formulas(fp.formulas), ders()
-{
- // create derivatives
- for (const auto &der : fp.ders)
- ders.push_back(std::make_unique<FormulaDerivatives>(*der));
-}
-
-void
-FormulaParser::differentiate(int max_order)
-{
- ders.clear();
- vector<int> vars;
- vars = atoms.variables();
- for (int formula : formulas)
- ders.push_back(std::make_unique<FormulaDerivatives>(otree, vars, formula, max_order));
-}
-
-const FormulaDerivatives &
-FormulaParser::derivatives(int i) const
-{
- if (i < static_cast<int>(ders.size()))
- return *(ders[i]);
- else
- throw ogu::Exception(__FILE__, __LINE__,
- "Wrong formula index in FormulaParser::derivatives");
- return *(ders[0]); // just because of compiler
-}
-
-void
-FormulaParser::add_formula(int t)
-{
- formulas.push_back(t);
-}
-
-int
-FormulaParser::add_binary(code_t code, int t1, int t2)
-{
- return otree.add_binary(code, t1, t2);
-}
-
-int
-FormulaParser::add_unary(code_t code, int t)
-{
- return otree.add_unary(code, t);
-}
-
-int
-FormulaParser::add_nulary(const string &str)
-{
- int t = -1;
- try
- {
- t = atoms.check(str);
- }
- catch (const ParserException &e)
- {
- throw ParserException(e, fmla_lloc.off);
- }
- if (t == -1)
- {
- t = otree.add_nulary();
- atoms.assign(str, t);
- }
- return t;
-}
-
-void
-FormulaParser::add_subst_formulas(const map<int, int> &subst, const FormulaParser &fp)
-{
- for (int i = 0; i < fp.nformulas(); i++)
- {
- int f = add_substitution(fp.formula(i), subst, fp);
- add_formula(f);
- }
-}
-
-void
-FormulaParser::substitute_formulas(const map<int, int> &smap)
-{
- for (int i = 0; i < nformulas(); i++)
- {
- // make substitution and replace the formula for it
- int f = add_substitution(formulas[i], smap);
- formulas[i] = f;
- // update the derivatives if any
- if (i < static_cast<int>(ders.size()) && ders[i])
- {
- int order = ders[i]->get_order();
- ders[i] = std::make_unique<FormulaDerivatives>(otree, atoms.variables(), formulas[i], order);
- }
- }
-}
-
-/** Global symbols for passing info to parser. */
-FormulaParser *fparser;
-
-/** The declarations of functions defined in formula_ll.cc and
- * formula_tab.cc generated from formula.lex and formula.y */
-void *fmla__scan_string(const char *);
-void fmla__destroy_buffer(void *);
-int fmla_parse();
-extern location_type fmla_lloc;
-
-/** This makes own copy of provided data, sets the buffer for the
- * parser with fmla_scan_buffer, and launches fmla_parse(). Note that
- * the pointer returned from fmla_scan_buffer must be freed at the
- * end. */
-void
-FormulaParser::parse(const string &stream)
-{
- fmla_lloc.off = 0;
- fmla_lloc.ll = 0;
- void *p = fmla__scan_string(stream.c_str());
- fparser = this;
- fmla_parse();
- fmla__destroy_buffer(p);
-}
-
-void
-FormulaParser::error(string mes) const
-{
- throw ParserException(std::move(mes), fmla_lloc.off);
-}
-
-int
-FormulaParser::last_formula() const
-{
- int res = -1;
- for (int formula : formulas)
- res = std::max(res, formula);
- return std::max(res, otree.get_last_nulary());
-}
-
-int
-FormulaParser::pop_last_formula()
-{
- if (formulas.size() == 0)
- return -1;
- int t = formulas.back();
- if (formulas.size() == ders.size())
- ders.pop_back();
- formulas.pop_back();
- return t;
-}
-
-void
-FormulaParser::print() const
-{
- atoms.print();
- for (int formula : formulas)
- {
- std::cout << "formula " << formula << ":\n";
- otree.print_operation(formula);
- }
- for (unsigned int i = 0; i < ders.size(); i++)
- {
- std::cout << "derivatives for the formula " << formulas[i] << ":\n";
- ders[i]->print(otree);
- }
-}
-
-/** This constructor makes a vector of indices for formulas
- * corresponding to derivatives of the given formula. The formula is
- * supposed to belong to the provided tree, the created derivatives
- * are added to the tree.
- *
- * The algorithm is as follows. todo: update description of the
- * algorithm
- */
-FormulaDerivatives::FormulaDerivatives(OperationTree &otree,
- const vector<int> &vars, int f, int max_order)
- : nvar(vars.size()), order(max_order)
-{
- FoldMultiIndex fmi_zero(nvar);
- tder.push_back(f);
- indices.push_back(fmi_zero);
- unsigned int last_order_beg = 0;
- unsigned int last_order_end = tder.size();
-
- for (int k = 1; k <= order; k++)
- {
- // interval <last_order_beg,last_order_end) is guaranteed
- // here to contain at least one item
- for (unsigned int run = last_order_beg; run < last_order_end; run++)
- {
- // shift one order from the run
- FoldMultiIndex fmi(indices[run], 1);
- // set starting variable from the run, note that if k=1,
- // the shift order ctor of fmi will set it to zero
- int ivar_start = fmi[k-1];
- for (int ivar = ivar_start; ivar < nvar; ivar++, fmi.increment())
- {
- int der = otree.add_derivative(tder[run], vars[ivar]);
- if (der != OperationTree::zero)
- {
- tder.push_back(der);
- indices.push_back(fmi);
- }
- }
- }
-
- // set new last_order_beg and last_order_end
- last_order_beg = last_order_end;
- last_order_end = tder.size();
- // if there was no new derivative, break out from the loop
- if (last_order_beg >= last_order_end)
- break;
- }
-
- // build ind2der map
- for (unsigned int i = 0; i < indices.size(); i++)
- ind2der.emplace(indices[i], i);
-
-}
-
-FormulaDerivatives::FormulaDerivatives(const FormulaDerivatives &fd) = default;
-
-int
-FormulaDerivatives::derivative(const FoldMultiIndex &mi) const
-{
- if (mi.order() > order)
- throw ogu::Exception(__FILE__, __LINE__,
- "Wrong order of multi-index in FormulaDerivatives::derivative");
- if (mi.nv() != nvar)
- throw ogu::Exception(__FILE__, __LINE__,
- "Wrong multi-index variables in FormulaDerivatives::derivative");
-
- auto it = ind2der.find(mi);
- if (it == ind2der.end())
- return OperationTree::zero;
- else
- return tder[it->second];
-}
-
-void
-FormulaDerivatives::print(const OperationTree &otree) const
-{
- for (const auto &it : ind2der)
- {
- std::cout << "derivative ";
- it.first.print();
- std::cout << " is formula " << tder[it.second] << '\n';
- otree.print_operation(tder[it.second]);
- }
-}
-
-void
-FormulaCustomEvaluator::eval(const AtomValues &av, FormulaEvalLoader &loader)
-{
- etree.reset_all();
- av.setValues(etree);
- for (unsigned int i = 0; i < terms.size(); i++)
- {
- double res = etree.eval(terms[i]);
- loader.load(static_cast<int>(i), res);
- }
-}
-
-FoldMultiIndex::FoldMultiIndex(int nv)
- : nvar(nv), ord(0), data(std::make_unique<int[]>(ord))
-{
-}
-
-FoldMultiIndex::FoldMultiIndex(int nv, int ordd, int ii)
- : nvar(nv), ord(ordd), data(std::make_unique<int[]>(ord))
-{
- for (int i = 0; i < ord; i++)
- data[i] = ii;
-}
-
-/** Note that a monotone sequence mapped by monotone mapping yields a
- * monotone sequence. */
-FoldMultiIndex::FoldMultiIndex(int nv, const FoldMultiIndex &mi, const vector<int> &mp)
- : nvar(nv), ord(mi.ord), data(std::make_unique<int[]>(ord))
-{
- for (int i = 0; i < ord; i++)
- {
- if (i < ord-1 && mp[i+1] < mp[i])
- throw ogu::Exception(__FILE__, __LINE__,
- "Mapping not monotone in FoldMultiIndex constructor");
- if (mp[mi[i]] >= nv || mp[mi[i]] < 0)
- throw ogu::Exception(__FILE__, __LINE__,
- "Mapping out of bounds in FoldMultiIndex constructor");
- data[i] = mp[mi[i]];
- }
-}
-
-FoldMultiIndex::FoldMultiIndex(const FoldMultiIndex &fmi, int new_orders)
- : nvar(fmi.nvar),
- ord(fmi.ord+new_orders),
- data(std::make_unique<int[]>(ord))
-{
- std::copy_n(fmi.data.get(), fmi.ord, data.get());
- int new_item = (fmi.ord > 0) ? fmi.data[fmi.ord-1] : 0;
- for (int i = fmi.ord; i < ord; i++)
- data[i] = new_item;
-}
-
-FoldMultiIndex::FoldMultiIndex(const FoldMultiIndex &fmi)
- : nvar(fmi.nvar),
- ord(fmi.ord),
- data(std::make_unique<int[]>(ord))
-{
- std::copy_n(fmi.data.get(), ord, data.get());
-}
-
-const FoldMultiIndex &
-FoldMultiIndex::operator=(const FoldMultiIndex &fmi)
-{
- if (ord != fmi.ord)
- data = std::make_unique<int[]>(fmi.ord);
-
- ord = fmi.ord;
- nvar = fmi.nvar;
- std::copy_n(fmi.data.get(), ord, data.get());
-
- return *this;
-}
-
-bool
-FoldMultiIndex::operator<(const FoldMultiIndex &fmi) const
-{
- if (nvar != fmi.nvar)
- ogu::Exception(__FILE__, __LINE__,
- "Different nvar in FoldMultiIndex::operator<");
-
- if (ord < fmi.ord)
- return true;
- if (ord > fmi.ord)
- return false;
-
- int i = 0;
- while (i < ord && data[i] == fmi.data[i])
- i++;
- if (i == ord)
- return false;
- else
- return data[i] < fmi.data[i];
-}
-
-bool
-FoldMultiIndex::operator==(const FoldMultiIndex &fmi) const
-{
- bool res = true;
- res = res && (nvar == fmi.nvar) && (ord == fmi.ord);
- if (res)
- for (int i = 0; i < ord; i++)
- if (data[i] != fmi.data[i])
- return false;
- return res;
-}
-
-void
-FoldMultiIndex::increment()
-{
- if (ord == 0)
- return;
-
- int k = ord-1;
- data[k]++;
- while (k > 0 && data[k] == nvar)
- {
- data[k] = 0;
- data[--k]++;
- }
- for (int kk = 1; kk < ord; kk++)
- if (data[kk-1] > data[kk])
- data[kk] = data[kk-1];
-}
-
-// For description of an algorithm for calculation of folded offset,
-// see Tensor Library Documentation, Ondra Kamenik, 2005, description
-// of FTensor::getOffsetRecurse().
-int
-FoldMultiIndex::offset() const
-{
- // make copy for the recursions
- auto tmp = std::make_unique<int[]>(ord);
- std::copy_n(data.get(), ord, tmp.get());
- // call the recursive algorithm
- int res = offset_recurse(tmp.get(), ord, nvar);
- return res;
-}
-
-void
-FoldMultiIndex::print() const
-{
- std::cout << "[";
- for (int i = 0; i < ord; i++)
- std::cout << data[i] << ' ';
- std::cout << "]";
-}
-
-int
-FoldMultiIndex::offset_recurse(int *data, int len, int nv)
-{
- if (len == 0)
- return 0;
- // calculate length of initial constant indices
- int prefix = 1;
- while (prefix < len && data[0] == data[prefix])
- prefix++;
-
- int m = data[0];
- int s1 = PascalTriangle::noverk(nv+len-1, len) - PascalTriangle::noverk(nv-m+len-1, len);
-
- // cancel m from the rest of the sequence
- for (int i = prefix; i < len; i++)
- data[i] -= m;
-
- // calculate offset of the remaining sequence
- int s2 = offset_recurse(data+prefix, len-prefix, nv-m);
- // return the sum
- return s1+s2;
-}
-
-bool
-ltfmi::operator()(const FoldMultiIndex &i1, const FoldMultiIndex &i2) const
-{
- return i1 < i2;
-}
-
-FormulaDerEvaluator::FormulaDerEvaluator(const FormulaParser &fp)
- : etree(fp.otree, -1)
-{
- for (const auto &der : fp.ders)
- ders.push_back(der.get());
-
- der_atoms = fp.atoms.variables();
-}
-
-void
-FormulaDerEvaluator::eval(const AtomValues &av, FormulaDerEvalLoader &loader, int order)
-{
- if (ders.size() == 0)
- return;
- int maxorder = ders[0]->order;
-
- if (order > maxorder)
- throw ogu::Exception(__FILE__, __LINE__,
- "Wrong order in FormulaDerEvaluator::eval");
-
- etree.reset_all();
- av.setValues(etree);
-
- auto vars = std::make_unique<int[]>(order);
-
- for (unsigned int i = 0; i < ders.size(); i++)
- {
- for (const auto &it : ders[i]->ind2der)
- {
- const FoldMultiIndex &mi = it.first;
- if (mi.order() == order)
- {
- // set vars from multiindex mi and variables
- for (int k = 0; k < order; k++)
- vars[k] = der_atoms[mi[k]];
- // evaluate
- double res = etree.eval(ders[i]->tder[it.second]);
- // load
- loader.load(i, order, vars.get(), res);
- }
- }
- }
-}
-
-void
-FormulaDerEvaluator::eval(const vector<int> &mp, const AtomValues &av,
- FormulaDerEvalLoader &loader, int order)
-{
- etree.reset_all();
- av.setValues(etree);
-
- int nvar_glob = der_atoms.size();
- int nvar = mp.size();
- auto vars = std::make_unique<int[]>(order);
-
- for (unsigned int i = 0; i < ders.size(); i++)
- {
- FoldMultiIndex mi(nvar, order);
- do
- {
- // find index of the derivative in the tensor
- FoldMultiIndex mi_glob(nvar_glob, mi, mp);
- int der = ders[i]->derivative(mi_glob);
- if (der != OperationTree::zero)
- {
- // set vars from the global multiindex
- for (int k = 0; k < order; k++)
- vars[k] = der_atoms[mi_glob[k]];
- // evaluate derivative
- double res = etree.eval(der);
- // load
- loader.load(i, order, vars.get(), res);
- }
- mi.increment();
- }
- while (!mi.past_the_end());
- }
-}
diff --git a/dynare++/parser/cc/formula_parser.hh b/dynare++/parser/cc/formula_parser.hh
deleted file mode 100644
index 09a9e37d64672c30f360e7ddd501ef0e49090e3a..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/formula_parser.hh
+++ /dev/null
@@ -1,497 +0,0 @@
-/*
- * Copyright © 2005-2011 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#ifndef OGP_FORMULA_PARSER_H
-#define OGP_FORMULA_PARSER_H
-
-#include <utility>
-#include <memory>
-#include <vector>
-
-#include "tree.hh"
-
-namespace ogp
-{
- using std::vector;
-
- /** Pure virtual class defining a minimal interface for
- * representation of nulary terms within FormulaParser. */
- class Atoms
- {
- public:
- Atoms() = default;
- virtual ~Atoms() = default;
- /** This returns previously assigned internal index to the
- * given atom, or returns -1 if the atom has not been assigned
- * yet. The method can raise an exception, if the Atoms
- * implementation is strict and the name is not among
- * prescribed possible values. */
- virtual int check(const std::string &name) const = 0;
- /** This method assigns an internal index to the nulary term
- * described by the name. The internal index is allocated by
- * OperationTree class. */
- virtual void assign(const std::string &name, int t) = 0;
- /** Returns a number of variables which will be used for
- * differentiations. */
- virtual int nvar() const = 0;
- /** Returns a vector of variable's internal indices which will
- * be used for differentiations. */
- virtual vector<int> variables() const = 0;
- /** Debug print. */
- virtual void print() const = 0;
- };
-
- /** Pure virtual class defining interface for all classes able to
- * set nulary terms to evaluation tree EvalTree. The
- * implementations of this class will have to be connected with
- * Atoms to have knowledge about the atoms and their indices in
- * the tree, and will call EvalTree::set_nulary. */
- class AtomValues
- {
- public:
- virtual ~AtomValues() = default;
- virtual void setValues(EvalTree &et) const = 0;
- };
-
- class FormulaDerEvaluator;
- class FoldMultiIndex;
- /** For ordering FoldMultiIndex in the std::map. */
- struct ltfmi
- {
- bool operator()(const FoldMultiIndex &i1, const FoldMultiIndex &i2) const;
- };
-
- /** This class stores derivatives (tree indices) of one formula
- * for all orders upto a given one. It stores the derivatives as a
- * sequence (vector) of these tree indices and sequence of the
- * multidimensional indices of variables wrt which the derivatives
- * were taken. In order to speed up querying for a derivative
- * given the variables, we have a map mapping the multidimensional
- * index to the order of the derivative in the sequence.
- *
- * The only reason we do not have only this map is that the
- * iterators of the map do not survive the insertions to the map,
- * and implementation of the constructor has to be very difficult.
- */
- class FormulaDerivatives
- {
- friend class FormulaDerEvaluator;
- protected:
- /** Vector of derivatives. This is a list of derivatives (tree
- * indices), the ordering is given by the algorithm used to
- * create it. Currently, it starts with zero-th derivative,
- * the formula itself and carries with first order, second,
- * etc. */
- vector<int> tder;
- /** Vector of multiindices corresponding to the vector of
- * derivatives. */
- vector<FoldMultiIndex> indices;
- /** For retrieving derivatives via a multiindex, we have a map
- * mapping a multiindex to a derivative in the tder
- * ordering. This means that indices[ind2der[index]] == index. */
- using Tfmiintmap = map<FoldMultiIndex, int, ltfmi>;
- Tfmiintmap ind2der;
- /** The number of variables. */
- int nvar;
- /** The maximum order of derivatives. */
- int order;
- public:
- /** The constructor allocates and fills the sequence of the
- * indices of derivatives for a formula.
- * @param otree the OperationTree for which all work is done
- * and to which the derivatives are added.
- * @param vars the vector of nulary terms in the tree; the
- * derivatives are taken with respect to these variables in
- * the ordering given by the vector.
- * @param f the index of the formula being differentiated. The
- * zero derivative is set to f.
- * @param max_order the maximum order of differentiation.
- */
- FormulaDerivatives(OperationTree &otree, const vector<int> &vars, int f, int max_order);
- /** Copy constructor. */
- FormulaDerivatives(const FormulaDerivatives &fd);
- virtual ~FormulaDerivatives() = default;
- /** Random access to the derivatives via multiindex. */
- int derivative(const FoldMultiIndex &mi) const;
- /** Return the order. */
- int
- get_order() const
- {
- return order;
- }
- /** Debug print. */
- void print(const OperationTree &otree) const;
- };
-
- class FormulaEvaluator;
-
- /** This class is able to parse a number of formulas and
- * differentiate them. The life cycle of the object is as follows:
- * After it is created, a few calls to parse will add formulas
- * (zero derivatives) to the object. Then a method differentiate()
- * can be called and a vector of pointers to derivatives for each
- * formula is created. After this, no one should call other
- * parse() or differentiate(). A const reference of the object can
- * be used in constructors of FormulaEvaluator and
- * FormulaDerEvaluator in order to evaluate formulas (zero
- * derivatives) and higher derivatives resp. */
- class FormulaParser
- {
- friend class FormulaCustomEvaluator;
- friend class FormulaDerEvaluator;
- protected:
- /** The OperationTree of all formulas, including derivatives. */
- OperationTree otree;
- /** Reference to Atoms. The Atoms are filled with nulary terms
- * during execution of parse(). */
- Atoms &atoms;
- /** Vector of formulas (zero derivatives) in the order as they
- * have been parsed. */
- vector<int> formulas;
- /** The vector to derivatives, each vector corresponds to a
- * formula in the vector formulas. */
- vector<std::unique_ptr<FormulaDerivatives>> ders;
- public:
- /** Construct an empty formula parser. */
- FormulaParser(Atoms &a)
- : atoms(a)
- {
- }
- FormulaParser(const FormulaParser &fp) = delete;
- /** Copy constructor using a different instance of Atoms. */
- FormulaParser(const FormulaParser &fp, Atoms &a);
- virtual ~FormulaParser() = default;
-
- /** Requires an addition of the formula; called from the
- * parser. */
- void add_formula(int t);
- /** Requires an addition of the binary operation; called from
- * the parser. */
- int add_binary(code_t code, int t1, int t2);
- /** Requires an addition of the unary operation; called from
- * the parser. */
- int add_unary(code_t code, int t);
- /** Requires an addition of the nulary operation given by the
- * string. The Atoms are consulted for uniquness and are given
- * an internal index generated by the OperationTree. This is
- * the channel through which the Atoms are filled. */
- int add_nulary(const std::string &str);
-
- /** Adds a derivative to the tree. This just calls
- * OperationTree::add_derivative. */
- int
- add_derivative(int t, int v)
- {
- return otree.add_derivative(t, v);
- }
- /** Adds a substitution. This just calls
- * OperationTree::add_substitution. */
- int
- add_substitution(int t, const map<int, int> &subst)
- {
- return otree.add_substitution(t, subst);
- }
- /** Add the substitution given by the map where left sides of
- * substitutions come from another parser. The right sides are
- * from this object. The given t is from the given parser fp. */
- int
- add_substitution(int t, const map<int, int> &subst,
- const FormulaParser &fp)
- {
- return otree.add_substitution(t, subst, fp.otree);
- }
- /** This adds formulas from the given parser with (possibly)
- * different atoms applying substitutions from the given map
- * mapping atoms from fp to atoms of the object. */
- void add_subst_formulas(const map<int, int> &subst, const FormulaParser &fp);
- /** Substitute formulas. For each i from 1 through all
- * formulas, it adds a substitution of the i-th formula and
- * make it to be i-th formula.*/
- void substitute_formulas(const std::map<int, int> &subst);
- /** This method turns the given term to nulary operation. It
- * should be used with caution, since this method does not
- * anything do with atoms, but usually some action is also
- * needed (at leat to assign the tree index t to some
- * atom). */
- void
- nularify(int t)
- {
- otree.nularify(t);
- }
- /** Returns a set of nulary terms of the given term. Just
- * calls OperationTree::nulary_of_term. */
- const unordered_set<int> &
- nulary_of_term(int t) const
- {
- return otree.nulary_of_term(t);
- }
-
- /** Parse a given string containing one or more formulas. The
- * formulas are parsed and added to the OperationTree and to
- * the formulas vector. */
- void parse(const std::string &stream);
- /** Processes a syntax error from bison. */
- void error(std::string mes) const;
- /** Differentiate all the formulas up to the given order. The
- * variables with respect to which the derivatives are taken
- * are obtained by Atoms::variables(). If the derivates exist,
- * they are destroyed and created again (with possibly
- * different order). */
- void differentiate(int max_order);
- /** Return i-th formula derivatives. */
- const FormulaDerivatives &derivatives(int i) const;
-
- /** This returns a maximum index of zero derivative formulas
- * including all nulary terms. This is a mimumum length of the
- * tree for which it is safe to evaluate zero derivatives of
- * the formulas. */
- int last_formula() const;
- /** This returns a tree index of the i-th formula in the
- * vector. */
- int
- formula(int i) const
- {
- return formulas[i];
- }
-
- /** This returns a tree index of the last formula and pops its
- * item from the formulas vector. The number of formulas is
- * then less by one. Returns -1 if there is no formula. If
- * there are derivatives of the last formula, they are
- * destroyed and the vector ders is popped from the back. */
- int pop_last_formula();
-
- /** This returns a number of formulas. */
- int
- nformulas() const
- {
- return static_cast<int>(formulas.size());
- }
-
- /** This returns a reference to atoms. */
- const Atoms &
- getAtoms() const
- {
- return atoms;
- }
- Atoms &
- getAtoms()
- {
- return atoms;
- }
- /** This returns the tree. */
- const OperationTree &
- getTree() const
- {
- return otree;
- }
- OperationTree &
- getTree()
- {
- return otree;
- }
-
- /** Debug print. */
- void print() const;
- };
-
- /** This is a pure virtual class defining an interface for all
- * classes which will load the results of formula (zero
- * derivative) evaluations. A primitive implementation of this
- * class can be a vector of doubles. */
- class FormulaEvalLoader
- {
- public:
- virtual ~FormulaEvalLoader() = default;
- /** Set the value res for the given formula. The formula is
- * identified by an index corresponding to the ordering in
- * which the formulas have been parsed (starting from
- * zero). */
- virtual void load(int i, double res) = 0;
- };
-
- /** This class evaluates a selected subset of terms of the
- * tree. In the protected constructor, one can constraint the
- * initialization of the evaluation tree to a given number of
- * terms in the beginning. Using this constructor, one has to make
- * sure, that the terms in the beginning do not refer to terms
- * behind the initial part. */
- class FormulaCustomEvaluator
- {
- protected:
- /** The evaluation tree. */
- EvalTree etree;
- /** The custom tree indices to be evaluated. */
- vector<int> terms;
- public:
- /** Construct from FormulaParser and given list of terms. */
- FormulaCustomEvaluator(const FormulaParser &fp, vector<int> ts)
- : etree(fp.otree), terms(std::move(ts))
- {
- }
- /** Construct from OperationTree and given list of terms. */
- FormulaCustomEvaluator(const OperationTree &ot, vector<int> ts)
- : etree(ot), terms(std::move(ts))
- {
- }
- /** Evaluate the terms using the given AtomValues and load the
- * results using the given loader. The loader is called for
- * each term in the order of the terms. */
- void eval(const AtomValues &av, FormulaEvalLoader &loader);
- protected:
- FormulaCustomEvaluator(const FormulaParser &fp)
- : etree(fp.otree, fp.last_formula()), terms(fp.formulas)
- {
- }
- };
-
- /** This class evaluates zero derivatives of the FormulaParser. */
- class FormulaEvaluator : public FormulaCustomEvaluator
- {
- public:
- /** Construct from FormulaParser. */
- FormulaEvaluator(const FormulaParser &fp)
- : FormulaCustomEvaluator(fp)
- {
- }
- };
-
- /** This is a pure virtual class defining an interface for all
- * classes which will load the results of formula derivative
- * evaluations. */
- class FormulaDerEvalLoader
- {
- public:
- virtual ~FormulaDerEvalLoader() = default;
- /** This loads the result of the derivative of the given
- * order. The semantics of i is the same as in
- * FormulaEvalLoader::load. The indices of variables with
- * respect to which the derivative was taken are stored in
- * memory pointed by vars. These are the tree indices of the
- * variables. */
- virtual void load(int i, int order, const int *vars, double res) = 0;
- };
-
- /** This class is a utility class representing the tensor
- * multindex. It can basically increment itself, and calculate
- * its offset in the folded tensor. */
- class FoldMultiIndex
- {
- /** Number of variables. */
- int nvar;
- /** Dimension. */
- int ord;
- /** The multiindex. */
- std::unique_ptr<int[]> data;
- public:
- /** Initializes to the zero derivative. Order is 0, data is
- * empty. */
- FoldMultiIndex(int nv);
- /** Initializes the multiindex to zeros or given i. */
- FoldMultiIndex(int nv, int order, int i = 0);
- /** Makes a new multiindex of the same order applying a given
- * mapping to the indices. The mapping is supposed to be monotone. */
- FoldMultiIndex(int nv, const FoldMultiIndex &mi, const vector<int> &mp);
- /** Shifting constructor. This adds a given number of orders
- * to the end, copying the last item to the newly added items,
- * keeping the index ordered. If the index was empty (zero-th
- * dimension), then zeros are added. */
- FoldMultiIndex(const FoldMultiIndex &fmi, int new_orders);
- /** Copy constructor. */
- FoldMultiIndex(const FoldMultiIndex &fmi);
- /** Desctructor. */
- virtual ~FoldMultiIndex() = default;
- /** Assignment operator. */
- const FoldMultiIndex &operator=(const FoldMultiIndex &fmi);
- /** Operator < implementing lexicographic ordering within one
- * order, increasing order across orders. */
- bool operator<(const FoldMultiIndex &fmi) const;
- bool operator==(const FoldMultiIndex &fmi) const;
- /** Increment the multiindex. */
- void increment();
- /** Return offset of the multiindex in the folded tensor. */
- int offset() const;
- const int &
- operator[](int i) const
- {
- return data[i];
- }
- /** Return order of the multiindex, i.e. dimension of the
- * tensor. */
- int
- order() const
- {
- return ord;
- }
- /** Return the number of variables. */
- int
- nv() const
- {
- return nvar;
- }
- /** Return the data. */
- const int *
- ind() const
- {
- return data.get();
- }
- /** Return true if the end of the tensor is reached. The
- * result of a subsequent increment should be considered
- * unpredictable. */
- bool
- past_the_end() const
- {
- return (ord == 0) || (data[0] == nvar);
- }
- /** Prints the multiindex in the brackets. */
- void print() const;
- private:
- static int offset_recurse(int *data, int len, int nv);
- };
-
- /** This class evaluates derivatives of the FormulaParser. */
- class FormulaDerEvaluator
- {
- /** Its own instance of EvalTree. */
- EvalTree etree;
- /** The indices of derivatives for each formula. This is a
- * const copy FormulaParser::ders. We do not allocate nor
- * deallocate anything here. */
- vector<const FormulaDerivatives *> ders;
- /** A copy of tree indices corresponding to atoms to with
- * respect the derivatives were taken. */
- vector<int> der_atoms;
- public:
- /** Construct the object from FormulaParser. */
- FormulaDerEvaluator(const FormulaParser &fp);
- /** Evaluate the derivatives from the FormulaParser wrt to all
- * atoms in variables vector at the given AtomValues. The
- * given loader is used for output. */
- void eval(const AtomValues &av, FormulaDerEvalLoader &loader, int order);
- /** Evaluate the derivatives from the FormulaParser wrt to a
- * selection of atoms of the atoms in der_atoms vector at the
- * given AtomValues. The selection is given by a monotone
- * mapping to the indices (not values) of the der_atoms. */
- void eval(const vector<int> &mp, const AtomValues &av, FormulaDerEvalLoader &loader,
- int order);
- };
-};
-
-#endif
diff --git a/dynare++/parser/cc/location.hh b/dynare++/parser/cc/location.hh
deleted file mode 100644
index 43a2839cef8332dae1e6877daa0481c967df9d0f..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/location.hh
+++ /dev/null
@@ -1,42 +0,0 @@
-// Copyright © 2006, Ondra Kamenik
-
-// $Id: location.h 762 2006-05-22 13:00:07Z kamenik $
-
-// Purpose: This file defines macros for lex and bison so that the
-// very primitive location tracking would be enabled. The location of
-// a token is given by offset of its first character. The offset is
-// relative to the number which is (and must be) initialized before
-// parsing. This file is to be included to the top of bison and lex
-// sources.
-
-// How to use: in preamble of bison and flex, you must include this
-// file and declare extern YYLTYPE prefix##lloc. In addition, in flex,
-// you must define int prefix##ll =0; and use macro SET_LLOC(prefix)
-// in EVERY action consuming material (this can be done with #define
-// YY_USER_ACTION) and in bison you must use option %locations.
-
-#ifndef OG_LOCATION_H
-#define OG_LOCATION_H
-
-namespace ogp
-{
- struct location_type
- {
- int off{0}; // offset of the token
- int ll{0}; // length ot the token
- location_type() = default;
- };
-};
-
-// set current off to the first off and add all lengths
-#define YYLLOC_DEFAULT(Current, Rhs, N) \
- { \
- (Current).off = (Rhs)[1].off; \
- (Current).ll = 0; \
- for (int i = 1; i <= N; i++) \
- (Current).ll += (Rhs)[i].ll; \
- }
-
-#define SET_LLOC(prefix) (prefix ## lloc.off += prefix ## lloc.ll, prefix ## lloc.ll = prefix ## leng)
-
-#endif
diff --git a/dynare++/parser/cc/matrix.ll b/dynare++/parser/cc/matrix.ll
deleted file mode 100644
index ca710f25899afb72faea8cdd78d2d21ad8e95acd..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/matrix.ll
+++ /dev/null
@@ -1,82 +0,0 @@
-/* -*- C++ -*- */
-/*
- * Copyright © 2006-2011 Ondra Kamenik
- * Copyright © 2019-2022 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 <https://www.gnu.org/licenses/>.
- */
-
-%{
-#include <string>
-
-#include "location.hh"
-#include "matrix_tab.hh"
-
-extern void matrix_error(std::string);
-
-#define YY_USER_ACTION SET_LLOC(matrix_);
-%}
-
-%option nounput
-%option noyy_top_state
-%option stack
-%option yylineno
-%option prefix="matrix_"
-%option never-interactive
-%x CMT
-
-%%
-
- /* comments */
-<*>"/*" {yy_push_state(CMT);}
-<CMT>[^*\n]*
-<CMT>"*"+[^*/\n]*
-<CMT>"*"+"/" {yy_pop_state();}
-<CMT>[\n]
-"//".*\n
-
- /* ignore spaces and commas */
-[ \t,]
- /* new row */
-\r\n {return NEW_ROW;}
-\n {return NEW_ROW;}
-;[ \t]*\n {return NEW_ROW;}
-;[ \t]*\r\n {return NEW_ROW;}
-; {return NEW_ROW;}
-
-[+-]?(([0-9]*\.?[0-9]+)|([0-9]+\.))([edED][-+]?[0-9]+)? {
- matrix_lval.val = strtod(matrix_text, NULL);
- return DNUMBER;
-}
-
-. {
- using namespace std::string_literals;
- matrix_error("Unrecognized character "s + matrix_text);
-}
-
-%%
-
-int
-matrix_wrap()
-{
- return 1;
-}
-
-void
-matrix__destroy_buffer(void* p)
-{
- matrix__delete_buffer(static_cast<YY_BUFFER_STATE>(p));
-}
diff --git a/dynare++/parser/cc/matrix.yy b/dynare++/parser/cc/matrix.yy
deleted file mode 100644
index b80f3aef7126e2df43a13293b14b116b7a4918ff..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/matrix.yy
+++ /dev/null
@@ -1,89 +0,0 @@
-// -*- C++ -*-
-/*
- * Copyright © 2006-2011 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-%code requires
-{
-#include "location.hh"
-#define MATRIX_LTYPE ogp::location_type
-}
-
-%code
-{
-#include "matrix_parser.hh"
-
-void matrix_error(std::string);
-int matrix_lex();
-extern ogp::MatrixParser* mparser;
-}
-
-%union
-{
- double val;
- int integer;
-}
-
-%token NEW_ROW
-%token <val> DNUMBER
-
-%define api.prefix {matrix_};
-
-%locations
-%defines
-%define parse.error verbose
-
-%%
-
-matrix : first_row other_rows
- | first_row other_rows empty_rows
- | first_row empty_rows other_rows empty_rows
- | first_row empty_rows other_rows
- | empty_rows first_row other_rows
- | empty_rows first_row other_rows empty_rows
- | empty_rows first_row empty_rows other_rows empty_rows
- | empty_rows first_row empty_rows
- | first_row empty_rows
- | empty_rows first_row
- | first_row
- | empty_rows
- ;
-
-empty_rows : empty_rows NEW_ROW | NEW_ROW;
-
-lod : DNUMBER {mparser->add_item($1);}
- | lod DNUMBER {mparser->add_item($2);}
- ;
-
-first_row : lod;
-
-other_rows : other_rows one_row | other_rows empty_rows one_row |one_row ;
-
-one_row : NEW_ROW {mparser->start_row();} lod;
-
-
-%%
-
-void
-matrix_error(std::string s)
-{
- mparser->error(std::move(s));
-}
-
-
diff --git a/dynare++/parser/cc/matrix_parser.cc b/dynare++/parser/cc/matrix_parser.cc
deleted file mode 100644
index 91d90a01f5193c7382106789f778fba9beadce78..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/matrix_parser.cc
+++ /dev/null
@@ -1,123 +0,0 @@
-/*
- * Copyright © 2006 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#include "parser_exception.hh"
-#include "matrix_parser.hh"
-#include "location.hh"
-#include "matrix_tab.hh"
-
-#include <algorithm>
-
-using namespace ogp;
-
-/** A global symbol for passing info to the MatrixParser from
- * matrix_parse(). */
-MatrixParser *mparser;
-
-/** The declaration of functions defined in matrix_ll.cc and
- * matrix_tab.cc generated from matrix.lex and matrix.y. */
-void *matrix__scan_string(const char *);
-void matrix__destroy_buffer(void *);
-int matrix_parse();
-extern ogp::location_type matrix_lloc;
-
-void
-MatrixParser::parse(const string &stream)
-{
- // reinitialize the object
- data.clear();
- row_lengths.clear();
- nc = 0;
- // allocate temporary buffer and parse
- matrix_lloc.off = 0;
- matrix_lloc.ll = 0;
- void *p = matrix__scan_string(stream.c_str());
- mparser = this;
- matrix_parse();
- matrix__destroy_buffer(p);
-}
-
-void
-MatrixParser::add_item(double v)
-{
- data.push_back(v);
- if (row_lengths.size() == 0)
- row_lengths.push_back(0);
- (row_lengths.back())++;
- nc = std::max(nc, row_lengths.back());
-}
-
-void
-MatrixParser::start_row()
-{
- row_lengths.push_back(0);
-}
-
-void
-MatrixParser::error(string mes) const
-{
- throw ParserException(std::move(mes), matrix_lloc.off);
-}
-
-int
-MatrixParser::find_first_non_empty_row(int start) const
-{
- int r = start;
- while (r < static_cast<int>(row_lengths.size()) && row_lengths[r] == 0)
- r++;
- return r;
-}
-
-MPIterator
-MatrixParser::begin() const
-{
- MPIterator it(*this);
- return it;
-}
-
-MPIterator
-MatrixParser::end() const
-{
- MPIterator it(*this, "end");
- return it;
-}
-
-MPIterator::MPIterator(const MatrixParser &mp)
- : p(&mp), i(0), r(mp.find_first_non_empty_row())
-{
-}
-
-MPIterator::MPIterator(const MatrixParser &mp, const char *dummy)
- : p(&mp), i(mp.data.size()), r(mp.row_lengths.size())
-{
-}
-
-MPIterator &
-MPIterator::operator++()
-{
- i++;
- c++;
- if (p->row_lengths[r] <= c)
- {
- c = 0;
- r = p->find_first_non_empty_row(r+1);
- }
- return *this;
-}
diff --git a/dynare++/parser/cc/matrix_parser.hh b/dynare++/parser/cc/matrix_parser.hh
deleted file mode 100644
index 3a7c9c2962b11cdf24fab1996c7a5b366e7d8d16..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/matrix_parser.hh
+++ /dev/null
@@ -1,150 +0,0 @@
-/*
- * Copyright © 2006 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#ifndef OGP_MATRIX_PARSER
-#define OGP_MATRIX_PARSER
-
-#include <vector>
-#include <string>
-
-namespace ogp
-{
- using std::vector;
-
- /** This class reads the given string and parses it as a
- * matrix. The matrix is read row by row. The row delimiter is
- * either a newline character or semicolon (first newline
- * character after the semicolon is ignored), the column delimiter
- * is either blank character or comma. A different number of items
- * in the row is not reconciliated, we do not construct a matrix
- * here. The class provides only an iterator to go through all
- * read items, the iterator provides information on row number and
- * column number of the item. */
- class MPIterator;
- class MatrixParser
- {
- friend class MPIterator;
- protected:
- /** Raw data as they were read. */
- vector<double> data;
- /** Number of items in each row. */
- vector<int> row_lengths;
- /** Maximum number of row lengths. */
- int nc{0};
- public:
- MatrixParser() = default;
- MatrixParser(const MatrixParser &mp) = default;
- virtual ~MatrixParser() = default;
- /** Return a number of read rows. */
- int
- nrows() const
- {
- return static_cast<int>(row_lengths.size());
- }
- /** Return a maximum number of items in the rows. */
- int
- ncols() const
- {
- return nc;
- }
- /** Parses a given data. This initializes the object data. */
- void parse(const std::string &stream);
- /** Adds newly read item. This should be called from bison
- * parser. */
- void add_item(double v);
- /** Starts a new row. This should be called from bison
- * parser. */
- void start_row();
- /** Process a parse error from the parser. */
- void error(std::string mes) const;
- /** Return begin iterator. */
- MPIterator begin() const;
- /** Return end iterator. */
- MPIterator end() const;
- protected:
- /** Returns an index of the first non-empty row starting at
- * start. If the start row is non-empty, returns the start. If
- * there is no other non-empty row, returns
- * row_lengths.size(). */
- int find_first_non_empty_row(int start = 0) const;
- };
-
- /** This is an iterator intended to iterate through a matrix parsed
- * by MatrixParser. The iterator provides only read-only access. */
- class MPIterator
- {
- friend class MatrixParser;
- protected:
- /** Reference to the matrix parser. */
- const MatrixParser *p{nullptr};
- /** The index of the pointed item in the matrix parser. */
- unsigned int i{0};
- /** The column number of the pointed item starting from zero. */
- int c{0};
- /** The row number of the pointed item starting from zero. */
- int r{0};
-
- public:
- MPIterator() = default;
- /** Constructs an iterator pointing to the beginning of the
- * parsed matrix. */
- MPIterator(const MatrixParser &mp);
- /** Constructs an iterator pointing to the past-the-end of the
- * parsed matrix. */
- MPIterator(const MatrixParser &mp, const char *dummy);
- /** Return read-only reference to the pointed item. */
- const double &
- operator*() const
- {
- return p->data[i];
- }
- /** Return a row index of the pointed item. */
- int
- row() const
- {
- return r;
- }
- /** Return a column index of the pointed item. */
- int
- col() const
- {
- return c;
- }
- /** Assignment operator. */
- MPIterator &operator=(const MPIterator &it) = default;
- /** Return true if the iterators are the same, this is if they
- * have the same underlying object and the same item index. */
- bool
- operator==(const MPIterator &it) const
- {
- return it.p == p && it.i == i;
- }
- /** Negative of the operator==. */
- bool
- operator!=(const MPIterator &it) const
- {
- return !(it == *this);
- }
- /** Increment operator. */
- MPIterator &operator++();
- };
-};
-
-#endif
diff --git a/dynare++/parser/cc/parser_exception.cc b/dynare++/parser/cc/parser_exception.cc
deleted file mode 100644
index 8659c33363a81276b839de4d7f27be893b5ca930..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/parser_exception.cc
+++ /dev/null
@@ -1,91 +0,0 @@
-/*
- * Copyright © 2006 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#include "parser_exception.hh"
-
-using namespace ogp;
-
-ParserException::ParserException(string m, int offset)
- : mes(std::move(m)), off(offset),
- aux_i1(-1), aux_i2(-1), aux_i3(-1)
-{
-}
-
-ParserException::ParserException(string m, const char *dum, int i1)
- : mes(std::move(m)), off(0),
- aux_i1(i1), aux_i2(-1), aux_i3(-1)
-{
-}
-
-ParserException::ParserException(string m, const char *dum, int i1, int i2)
- : mes(std::move(m)), off(0),
- aux_i1(i1), aux_i2(i2), aux_i3(-1)
-{
-}
-
-ParserException::ParserException(string m, const char *dum, int i1, int i2, int i3)
- : mes(std::move(m)), off(0),
- aux_i1(i1), aux_i2(i2), aux_i3(i3)
-{
-}
-
-ParserException::ParserException(const ParserException &m, int plus_offset)
- : aux_i1(-1), aux_i2(-1), aux_i3(-1)
-{
- copy(m);
- off += plus_offset;
-}
-
-ParserException::ParserException(const ParserException &m, const char *dum, int i)
- : aux_i1(-1), aux_i2(-1), aux_i3(-1)
-{
- copy(m);
- aux_i3 = m.aux_i2;
- aux_i2 = m.aux_i1;
- aux_i1 = i;
-}
-
-ParserException::ParserException(const ParserException &m, const char *dum, int i1, int i2)
- : aux_i1(-1), aux_i2(-1), aux_i3(-1)
-{
- copy(m);
- aux_i3 = m.aux_i1;
- aux_i2 = i2;
- aux_i1 = i1;
-}
-
-ParserException::ParserException(const ParserException &m, const char *dum, int i1, int i2, int i3)
- : aux_i1(-1), aux_i2(-1), aux_i3(-1)
-{
- copy(m);
- aux_i3 = i3;
- aux_i2 = i2;
- aux_i1 = i1;
-}
-
-void
-ParserException::copy(const ParserException &e)
-{
- mes = e.mes;
- off = e.off;
- aux_i1 = e.aux_i1;
- aux_i2 = e.aux_i2;
- aux_i3 = e.aux_i3;
-}
diff --git a/dynare++/parser/cc/parser_exception.hh b/dynare++/parser/cc/parser_exception.hh
deleted file mode 100644
index d8b69fe1f945f1931689aaa83027504f3aa93061..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/parser_exception.hh
+++ /dev/null
@@ -1,107 +0,0 @@
-/*
- * Copyright © 2006 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#ifndef OG_FORMULA_PARSER_H
-#define OG_FORMULA_PARSER_H
-
-#include <string>
-
-namespace ogp
-{
- using std::string;
-
- /** This is an easy exception, which, besides the message, stores
- * also an offset of the parse error. Since we might need to track
- * the argument number and for example the filed in the argument
- * which caused the error, we add three integers, which have no
- * semantics here. They should be documented in the function which
- * throws an exception and sets them. Their default value is -1,
- * which means they have not been set. */
- class ParserException
- {
- protected:
- string mes;
- int off;
- int aux_i1;
- int aux_i2;
- int aux_i3;
- public:
- ParserException(string m, int offset);
- ParserException(string m, const char *dum, int i1);
- ParserException(string m, const char *dum, int i1, int i2);
- ParserException(string m, const char *dum, int i1, int i2, int i3);
- ParserException(const ParserException &e, int plus_offset);
- /** Makes a copy and pushes given integer to aux_i1 shuffling
- * others and forgetting the last. */
- ParserException(const ParserException &e, const char *dum, int i);
- /** Makes a copy and pushes given two integers to aux_i1 and aux_i2 shuffling
- * others and forgetting the last two. */
- ParserException(const ParserException &e, const char *dum, int i1, int i2);
- /** Makes a copy and pushes given three integers to aux_i1, aux_i2, aus_i3 shuffling
- * others and forgetting the last three. */
- ParserException(const ParserException &e, const char *dum, int i1, int i2, int i3);
- ParserException(const ParserException &e) = default;
- virtual ~ParserException() = default;
- const string &
- message() const
- {
- return mes;
- }
- int
- offset() const
- {
- return off;
- }
- const int &
- i1() const
- {
- return aux_i1;
- }
- int &
- i1()
- {
- return aux_i1;
- }
- const int &
- i2() const
- {
- return aux_i2;
- }
- int &
- i2()
- {
- return aux_i2;
- }
- const int &
- i3() const
- {
- return aux_i3;
- }
- int &
- i3()
- {
- return aux_i3;
- }
- protected:
- void copy(const ParserException &e);
- };
-};
-
-#endif
diff --git a/dynare++/parser/cc/static_atoms.cc b/dynare++/parser/cc/static_atoms.cc
deleted file mode 100644
index cc64d98979d6e8529d401029554955d758567b21..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/static_atoms.cc
+++ /dev/null
@@ -1,110 +0,0 @@
-/*
- * Copyright © 2006 Ondra Kamenik
- * Copyright © 2019-2022 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 <https://www.gnu.org/licenses/>.
- */
-
-#include "static_atoms.hh"
-#include "utils/cc/exception.hh"
-
-using namespace ogp;
-
-void
-StaticAtoms::import_atoms(const DynamicAtoms &da, OperationTree &otree, Tintintmap &tmap)
-{
- Constants::import_constants(da, otree, tmap);
-
- for (int i = 0; i < da.get_name_storage().num(); i++)
- {
- const string &name = da.get_name_storage().get_name(i);
- register_name(name);
- int tnew = otree.add_nulary();
- assign(name, tnew);
- if (da.is_referenced(name))
- {
- const DynamicAtoms::Tlagmap &lmap = da.lagmap(name);
- for (const auto &it : lmap)
- {
- int told = it.second;
- tmap.emplace(told, tnew);
- }
- }
- }
-}
-
-int
-StaticAtoms::check(const string &name) const
-{
- if (DynamicAtoms::is_string_constant(name))
- return Constants::check(name);
- else
- return check_variable(name);
-}
-
-int
-StaticAtoms::index(const string &name) const
-{
- auto it = vars.find(name);
- if (it == vars.end())
- return -1;
- else
- return it->second;
-}
-
-void
-StaticAtoms::assign(const string &name, int t)
-{
- if (DynamicAtoms::is_string_constant(name))
- {
- double val = std::stod(name);
- add_constant(t, val);
- }
- else
- {
- varnames.insert(name);
- vars.emplace(name, t);
- indices.emplace(t, name);
- }
-}
-
-vector<int>
-StaticAtoms::variables() const
-{
- vector<int> res;
- for (const auto &var : vars)
- res.push_back(var.second);
- return res;
-}
-
-void
-StaticAtoms::register_name(string name)
-{
- varnames.insert(name);
- varorder.push_back(std::move(name));
-}
-
-void
-StaticAtoms::print() const
-{
- std::cout << "constants:\n";
- Constants::print();
- std::cout << "variable names:\n";
- varnames.print();
- std::cout << "map to tree indices:\n";
- for (auto var : vars)
- std::cout << var.first << "\t→\t" << var.second << "\n";
-}
diff --git a/dynare++/parser/cc/static_atoms.hh b/dynare++/parser/cc/static_atoms.hh
deleted file mode 100644
index bb2d954fe6001e0e075bff71f69db9c68846cdf2..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/static_atoms.hh
+++ /dev/null
@@ -1,107 +0,0 @@
-/*
- * Copyright © 2006 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#ifndef OGP_STATIC_ATOMS
-#define OGP_STATIC_ATOMS
-
-#include "dynamic_atoms.hh"
-
-namespace ogp
-{
- class StaticAtoms : public Atoms, public Constants
- {
- protected:
- using Tvarmap = map<string, int>;
- using Tinvmap = map<int, string>;
- /** Storage for names. */
- NameStorage varnames;
- /** Outer order of variables. */
- vector<string> varorder;
- /** This is the map mapping a variable name to the tree
- * index. */
- Tvarmap vars;
- /** This is the inverse mapping. It maps a tree index to the
- * variable name. */
- Tinvmap indices;
- public:
- StaticAtoms() = default;
- /** Conversion from DynamicAtoms. This takes all atoms from
- * the DynamicAtoms and adds its static version. The new tree
- * indices are allocated in the passed OperationTree. Whole
- * the process is traced in the map mapping old tree indices
- * to new tree indices. */
- StaticAtoms(const DynamicAtoms &da, OperationTree &otree, Tintintmap &tmap)
- : Atoms(), Constants(), varnames(), varorder(), vars()
- {
- import_atoms(da, otree, tmap);
- }
- /* Destructor. */
- ~StaticAtoms() override = default;
- /** This imports atoms from dynamic atoms inserting the new
- * tree indices to the given tree (including constants). The
- * mapping from old atoms to new atoms is traced in tmap. */
- void import_atoms(const DynamicAtoms &da, OperationTree &otree,
- Tintintmap &tmap);
- /** If the name is constant, it returns its tree index if the
- * constant is registered in Constants, it returns -1
- * otherwise. If the name is not constant, it returns result
- * from check_variable, which is implemented by a subclass. */
- int check(const string &name) const override;
- /** This assigns a given tree index to the variable name. The
- * name should have been checked before the call. */
- void assign(const string &name, int t) override;
- int
- nvar() const override
- {
- return varnames.num();
- }
- /** This returns a vector of all variables. */
- vector<int> variables() const override;
- /** This returns a tree index of the given variable. */
- int index(const string &name) const;
- /** This returns a name in a outer ordering. (There is no other ordering.) */
- const string &
- name(int i) const
- {
- return varorder[i];
- }
- /** Debug print. */
- void print() const override;
- /** This registers a variable. A subclass can reimplement
- * this, for example, to ensure uniqueness of the
- * name. However, this method should be always called in
- * overriding methods to do the registering job. */
- virtual void register_name(string name);
- /** Return the name storage to allow querying to other
- * classes. */
- const NameStorage &
- get_name_storage() const
- {
- return varnames;
- }
- protected:
- /** This checks the variable. The implementing subclass might
- * want to throw an exception if the variable has not been
- * registered. */
- virtual int check_variable(const string &name) const = 0;
- };
-};
-
-#endif
diff --git a/dynare++/parser/cc/static_fine_atoms.cc b/dynare++/parser/cc/static_fine_atoms.cc
deleted file mode 100644
index 4d7406c14e624e0a19079de23aed1763d5fe5f3d..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/static_fine_atoms.cc
+++ /dev/null
@@ -1,216 +0,0 @@
-/*
- * Copyright © 2006 Ondra Kamenik
- * Copyright © 2019-2022 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 <https://www.gnu.org/licenses/>.
- */
-
-#include "utils/cc/exception.hh"
-
-#include "static_fine_atoms.hh"
-#include "parser_exception.hh"
-
-using namespace ogp;
-
-void
-StaticFineAtoms::import_atoms(const FineAtoms &fa, OperationTree &otree, Tintintmap &tmap)
-{
- StaticAtoms::import_atoms(fa, otree, tmap);
-
- // we just need to put parameters, endovars, and exovars to
- // respective vectors, the names are already in the storage
-
- // parameters
- auto &fa_params = fa.get_params();
- for (const auto &fa_param : fa_params)
- register_param(fa_param);
-
- // endogenous
- auto &fa_endovars = fa.get_endovars();
- for (const auto &fa_endovar : fa_endovars)
- register_endo(fa_endovar);
-
- // exogenous
- auto &fa_exovars = fa.get_exovars();
- for (const auto &fa_exovar : fa_exovars)
- register_exo(fa_exovar);
-
- parsing_finished();
-}
-
-void
-StaticFineAtoms::import_atoms(const FineAtoms &fa, OperationTree &otree, Tintintmap &tmap,
- const char *dummy)
-{
- StaticAtoms::import_atoms(fa, otree, tmap);
-
- // we just need to put parameters, endovars, and exovars to
- // respective vectors, the names are already in the storage
-
- // parameters
- auto &fa_params = fa.get_params();
- for (const auto &fa_param : fa_params)
- register_param(fa_param);
-
- // endogenous
- auto &fa_endovars = fa.get_endovars();
- for (unsigned int i = 0; i < fa_endovars.size(); i++)
- register_endo(fa_endovars[fa.y2outer_endo()[i]]);
-
- // exogenous
- auto &fa_exovars = fa.get_exovars();
- for (unsigned int i = 0; i < fa_exovars.size(); i++)
- register_exo(fa_exovars[fa.y2outer_exo()[i]]);
-
- parsing_finished();
-}
-
-int
-StaticFineAtoms::check_variable(const string &name) const
-{
- if (!varnames.query(name))
- throw ParserException("Variable <"+name+"> not declared.", 0);
- return index(name);
-}
-
-void
-StaticFineAtoms::parsing_finished()
-{
- // build der_atoms, and endo_atoms_map and exo_atoms_map
- der_atoms.clear();
- endo_atoms_map.clear();
- exo_atoms_map.clear();
-
- // go through all endo and exo insert tree indices, ignore names
- // whose tree index is -1 (those which are not referenced)
- for (auto &endovar : endovars)
- {
- int t = index(endovar);
- if (t != -1)
- {
- endo_atoms_map.push_back(der_atoms.size());
- der_atoms.push_back(t);
- }
- }
- for (auto &exovar : exovars)
- {
- int t = index(exovar);
- if (t != -1)
- {
- exo_atoms_map.push_back(der_atoms.size());
- der_atoms.push_back(t);
- }
- }
-}
-
-int
-StaticFineAtoms::name2outer_param(const string &name) const
-{
- auto it = param_outer_map.find(name);
- if (it == param_outer_map.end())
- throw ogu::Exception(__FILE__, __LINE__,
- "Name is not a parameter in StaticFineAtoms::name2outer_param");
- return it->second;
-}
-
-int
-StaticFineAtoms::name2outer_endo(const string &name) const
-{
- auto it = endo_outer_map.find(name);
- if (it == endo_outer_map.end())
- throw ogu::Exception(__FILE__, __LINE__,
- "Name is not an endogenous variable in StaticFineAtoms::name2outer_endo");
- return it->second;
-}
-
-int
-StaticFineAtoms::name2outer_exo(const string &name) const
-{
- auto it = exo_outer_map.find(name);
- if (it == exo_outer_map.end())
- throw ogu::Exception(__FILE__, __LINE__,
- "Name is not an exogenous variable in StaticFineAtoms::name2outer_exo");
- return it->second;
-}
-
-void
-StaticFineAtoms::register_uniq_endo(string name)
-{
- if (varnames.query(name))
- throw ogp::ParserException("Endogenous variable <"+name+"> is not unique.", 0);
- varnames.insert(name);
- register_endo(std::move(name));
-}
-
-void
-StaticFineAtoms::register_uniq_exo(string name)
-{
- if (varnames.query(name))
- throw ogp::ParserException("Exogenous variable <"+name+"> is not unique.", 0);
- varnames.insert(name);
- register_exo(std::move(name));
-}
-
-void
-StaticFineAtoms::register_uniq_param(string name)
-{
- if (varnames.query(name))
- throw ogp::ParserException("Parameter <"+name+"> is not unique.", 0);
- varnames.insert(name);
- register_param(std::move(name));
-}
-
-void
-StaticFineAtoms::print() const
-{
- StaticAtoms::print();
- std::cout << "endo atoms map:\n";
- for (unsigned int i = 0; i < endo_atoms_map.size(); i++)
- std::cout << i << " → " << endo_atoms_map[i] << "\n";
- std::cout << "exo atoms map:\n";
- for (unsigned int i = 0; i < exo_atoms_map.size(); i++)
- std::cout << i << " → " << exo_atoms_map[i] << "\n";
- std::cout << "der atoms:\n";
- for (unsigned int i = 0; i < der_atoms.size(); i++)
- std::cout << i << "\t" << der_atoms[i] << "\n";
-}
-
-void
-StaticFineAtoms::register_endo(string name)
-{
- if (!varnames.query(name))
- throw ogp::ParserException("Endogenous variable <"+name+"> not found in storage.", 0);
- endovars.push_back(name);
- endo_outer_map.emplace(std::move(name), endovars.size()-1);
-}
-
-void
-StaticFineAtoms::register_exo(string name)
-{
- if (!varnames.query(name))
- throw ogp::ParserException("Exogenous variable <"+name+"> not found in storage.", 0);
- exovars.push_back(name);
- exo_outer_map.emplace(std::move(name), exovars.size()-1);
-}
-
-void
-StaticFineAtoms::register_param(string name)
-{
- if (!varnames.query(name))
- throw ogp::ParserException("Parameter <"+name+"> not found in storage.", 0);
- params.push_back(name);
- param_outer_map.emplace(std::move(name), params.size()-1);
-}
diff --git a/dynare++/parser/cc/static_fine_atoms.hh b/dynare++/parser/cc/static_fine_atoms.hh
deleted file mode 100644
index 482d5e33d21460612f5228a600892f3fc1c72187..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/static_fine_atoms.hh
+++ /dev/null
@@ -1,218 +0,0 @@
-/*
- * Copyright © 2006 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#ifndef OGP_STATIC_FINE_ATOMS_H
-#define OGP_STATIC_FINE_ATOMS_H
-
-#include "static_atoms.hh"
-#include "fine_atoms.hh"
-
-namespace ogp
-{
- /** This class represents static atoms distinguishing between
- * parameters, endogenous and exogenous variables. The class
- * maintains also ordering of all three categories (referenced as
- * outer or inner, since there is only one ordering). It can be
- * constructed either from scratch, or from fine dynamic atoms. In
- * the latter case, one can decide if the ordering of this static
- * atoms should be internal or external ordering of the original
- * dynamic fine atoms. */
- class StaticFineAtoms : public StaticAtoms
- {
- public:
- using Tintintmap = map<int, int>;
- protected:
- using Tvarintmap = map<string, int>;
- private:
- /** The vector of parameter names, gives the parameter
- * ordering. */
- vector<string> params;
- /** A map mappping a parameter name to an index in the ordering. */
- Tvarintmap param_outer_map;
- /** The vector of endogenous variables. This defines the order
- * like parameters. */
- vector<string> endovars;
- /** A map mapping a name of an endogenous variable to an index
- * in the ordering. */
- Tvarintmap endo_outer_map;
- /** The vector of exogenous variables. Also defines the order
- * like parameters and endovars. */
- vector<string> exovars;
- /** A map mapping a name of an exogenous variable to an index
- * in the outer ordering. */
- Tvarintmap exo_outer_map;
- /** This vector defines a set of atoms as tree indices used
- * for differentiation. The order of the atoms in is the
- * concatenation of the outer ordering of endogenous and
- * exogenous. This vector is setup by parsing_finished() and
- * is returned by variables(). */
- vector<int> der_atoms;
- /** This is a mapping from endogenous atoms to all atoms in
- * der_atoms member. The mapping maps index in endogenous atom
- * ordering to index (not value) in der_atoms. It is useful if
- * one wants to evaluate derivatives wrt only endogenous
- * variables. It is set by parsing_finished(). By definition,
- * it is monotone. */
- vector<int> endo_atoms_map;
- /** This is a mapping from exogenous atoms to all atoms in
- * der_atoms member. It is the same as endo_atoms_map for
- * atoms of exogenous variables. */
- vector<int> exo_atoms_map;
- public:
- StaticFineAtoms() = default;
- /** Conversion from dynamic FineAtoms taking its outer
- * ordering as ordering of parameters, endogenous and
- * exogenous. A biproduct is an integer to integer map mapping
- * tree indices of the dynamic atoms to tree indices of the
- * static atoms. */
- StaticFineAtoms(const FineAtoms &fa, OperationTree &otree, Tintintmap &tmap)
- {
- StaticFineAtoms::import_atoms(fa, otree, tmap);
- }
- /** Conversion from dynamic FineAtoms taking its internal
- * ordering as ordering of parameters, endogenous and
- * exogenous. A biproduct is an integer to integer map mapping
- * tree indices of the dynamic atoms to tree indices of the
- * static atoms. */
- StaticFineAtoms(const FineAtoms &fa, OperationTree &otree, Tintintmap &tmap,
- const char *dummy)
- {
- StaticFineAtoms::import_atoms(fa, otree, tmap, dummy);
- }
- ~StaticFineAtoms() override = default;
- /** This adds atoms from dynamic atoms inserting new tree
- * indices to the given tree and tracing the mapping from old
- * atoms to new atoms in tmap. The ordering of the static
- * atoms is the same as outer ordering of dynamic atoms. */
- void import_atoms(const FineAtoms &fa, OperationTree &otree, Tintintmap &tmap);
- /** This adds atoms from dynamic atoms inserting new tree
- * indices to the given tree and tracing the mapping from old
- * atoms to new atoms in tmap. The ordering of the static
- * atoms is the same as internal ordering of dynamic atoms. */
- void import_atoms(const FineAtoms &fa, OperationTree &otree, Tintintmap &tmap,
- const char *dummy);
- /** Overrides StaticAtoms::check_variable so that the error
- * would be raised if the variable name is not declared. A
- * variable is declared by inserting it to
- * StaticAtoms::varnames, which is done with registering
- * methods. This a responsibility of a subclass. */
- int check_variable(const string &name) const override;
- /** Return an (external) ordering of parameters. */
- const vector<string> &
- get_params() const
- {
- return params;
- }
- /** Return an external ordering of endogenous variables. */
- const vector<string> &
- get_endovars() const
- {
- return endovars;
- }
- /** Return an external ordering of exogenous variables. */
- const vector<string> &
- get_exovars() const
- {
- return exovars;
- }
- /** This constructs der_atoms, and the endo_endoms_map and
- * exo_atoms_map, which can be created only after the parsing
- * is finished. */
- void parsing_finished();
- /** Return the atoms with respect to which we are going to
- * differentiate. */
- vector<int>
- variables() const override
- {
- return der_atoms;
- }
- /** Return the endo_atoms_map. */
- const vector<int> &
- get_endo_atoms_map() const
- {
- return endo_atoms_map;
- }
- /** Return the exo_atoms_map. */
- const vector<int> &
- get_exo_atoms_map() const
- {
- return endo_atoms_map;
- }
- /** Return an index in the outer ordering of a given
- * parameter. An exception is thrown if the name is not a
- * parameter. */
- int name2outer_param(const string &name) const;
- /** Return an index in the outer ordering of a given
- * endogenous variable. An exception is thrown if the name is not a
- * and endogenous variable. */
- int name2outer_endo(const string &name) const;
- /** Return an index in the outer ordering of a given
- * exogenous variable. An exception is thrown if the name is not a
- * and exogenous variable. */
- int name2outer_exo(const string &name) const;
- /** Return the number of endogenous variables. */
- int
- ny() const
- {
- return endovars.size();
- }
- /** Return the number of exogenous variables. */
- int
- nexo() const
- {
- return static_cast<int>(exovars.size());
- }
- /** Return the number of parameters. */
- int
- np() const
- {
- return static_cast<int>(params.size());
- }
- /** Register unique endogenous variable name. The order of
- * calls defines the endo outer ordering. The method is
- * virtual, since a superclass may want to do some additional
- * action. */
- virtual void register_uniq_endo(string name);
- /** Register unique exogenous variable name. The order of
- * calls defines the exo outer ordering. The method is
- * virtual, since a superclass may want to do somem additional
- * action. */
- virtual void register_uniq_exo(string name);
- /** Register unique parameter name. The order of calls defines
- * the param outer ordering. The method is
- * virtual, since a superclass may want to do somem additional
- * action. */
- virtual void register_uniq_param(string name);
- /** Debug print. */
- void print() const override;
- private:
- /** Add endogenous variable name, which is already in the name
- * storage. */
- void register_endo(string name);
- /** Add exogenous variable name, which is already in the name
- * storage. */
- void register_exo(string name);
- /** Add parameter name, which is already in the name
- * storage. */
- void register_param(string name);
- };
-};
-
-#endif
diff --git a/dynare++/parser/cc/tree.cc b/dynare++/parser/cc/tree.cc
deleted file mode 100644
index 7d05a13e3d9074a11a0f09871fc015cb852787dc..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/tree.cc
+++ /dev/null
@@ -1,1011 +0,0 @@
-/*
- * Copyright © 2005-2011 Ondra Kamenik
- * Copyright © 2019-2022 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 <https://www.gnu.org/licenses/>.
- */
-
-#include "utils/cc/exception.hh"
-
-#include "tree.hh"
-
-#include <cmath>
-#include <limits>
-#include <sstream>
-#include <iomanip>
-
-using namespace ogp;
-
-/** Here we initialize OperationTree to contain only zero, one, nan
- * and two_over_pi terms. */
-OperationTree::OperationTree()
-{
- last_nulary = -1;
- // allocate space for the constants
- for (int i = 0; i < num_constants; i++)
- add_nulary();
-}
-
-int
-OperationTree::add_nulary()
-{
- int op = terms.size();
- terms.push_back({});
- _Tintset s;
- s.insert(op);
- nul_incidence.push_back(s);
- derivatives.push_back({});
- last_nulary = op;
- return op;
-}
-
-int
-OperationTree::add_unary(code_t code, int op)
-{
- if (op == zero
- && (code == code_t::UMINUS
- || code == code_t::SIN
- || code == code_t::TAN
- || code == code_t::SQRT
- || code == code_t::ERF))
- return zero;
- if ((op == zero && code == code_t::LOG) || op == nan)
- return nan;
- if (op == zero && (code == code_t::EXP
- || code == code_t::COS
- || code == code_t::ERFC))
- return one;
-
- Operation unary(code, op);
- auto i = opmap.find(unary);
- if (i == opmap.end())
- {
- int newop = terms.size();
- // add to the terms
- terms.push_back(unary);
- // copy incidence of the operand
- nul_incidence.push_back(nul_incidence[op]);
- // insert it to opmap
- opmap.emplace(unary, newop);
- // add empty map of derivatives
- _Tderivmap empty;
- derivatives.push_back(empty);
- return newop;
- }
- return i->second;
-}
-
-int
-OperationTree::add_binary(code_t code, int op1, int op2)
-{
- // quick exits for special values
- if (op1 == nan || op2 == nan)
- return nan;
- // for plus
- if (code == code_t::PLUS)
- {
- if (op1 == zero && op2 == zero)
- return zero;
- else if (op1 == zero)
- return op2;
- else if (op2 == zero)
- return op1;
- }
- // for minus
- if (code == code_t::MINUS)
- {
- if (op1 == zero && op2 == zero)
- return zero;
- else if (op1 == zero)
- return add_unary(code_t::UMINUS, op2);
- else if (op2 == zero)
- return op1;
- }
- // for times
- if (code == code_t::TIMES)
- {
- if (op1 == zero || op2 == zero)
- return zero;
- else if (op1 == one)
- return op2;
- else if (op2 == one)
- return op1;
- }
- // for divide
- if (code == code_t::DIVIDE)
- {
- if (op1 == op2)
- return one;
- else if (op1 == zero)
- return zero;
- else if (op2 == zero)
- return nan;
- }
- // for power
- if (code == code_t::POWER)
- {
- if (op1 == zero && op2 == zero)
- return nan;
- else if (op1 == zero)
- return zero;
- else if (op2 == zero)
- return one;
- else if (op1 == one)
- return one;
- else if (op2 == one)
- return op1;
- }
-
- // order operands of commutative operations
- if (code == code_t::TIMES || code == code_t::PLUS)
- if (op1 > op2)
- {
- int tmp = op1;
- op1 = op2;
- op2 = tmp;
- }
-
- // construct operation and check/add it
- Operation binary(code, op1, op2);
- auto i = opmap.find(binary);
- if (i == opmap.end())
- {
- int newop = terms.size();
- terms.push_back(binary);
- // sum both sets of incidenting nulary operations
- nul_incidence.push_back(nul_incidence[op1]);
- nul_incidence.back().insert(nul_incidence[op2].begin(), nul_incidence[op2].end());
- // add to opmap
- opmap.emplace(binary, newop);
- // add empty map of derivatives
- _Tderivmap empty;
- derivatives.push_back(empty);
- return newop;
- }
- return i->second;
-}
-
-int
-OperationTree::add_derivative(int t, int v)
-{
- if (t < 0 || t >= static_cast<int>(terms.size()))
- throw ogu::Exception(__FILE__, __LINE__,
- "Wrong value for tree index in OperationTree::add_derivative");
-
- // quick returns for nulary terms or empty incidence
- if (terms[t].nary() == 0 && t != v)
- return zero;
-
- if (terms[t].nary() == 0 && t == v)
- return one;
-
- if (nul_incidence[t].end() == nul_incidence[t].find(v))
- return zero;
-
- // quick return if the derivative has been registered
- auto i = derivatives[t].find(v);
- if (i != derivatives[t].end())
- return i->second;
-
- int res = -1;
- switch (terms[t].getCode())
- {
- case code_t::UMINUS:
- {
- int tmp = add_derivative(terms[t].getOp1(), v);
- res = add_unary(code_t::UMINUS, tmp);
- break;
- }
- case code_t::LOG:
- {
- int tmp = add_derivative(terms[t].getOp1(), v);
- res = add_binary(code_t::DIVIDE, tmp, terms[t].getOp1());
- break;
- }
- case code_t::EXP:
- {
- int tmp = add_derivative(terms[t].getOp1(), v);
- res = add_binary(code_t::TIMES, t, tmp);
- break;
- }
- case code_t::SIN:
- {
- int tmp = add_derivative(terms[t].getOp1(), v);
- res = add_binary(code_t::TIMES, add_unary(code_t::COS, terms[t].getOp1()), tmp);
- break;
- }
- case code_t::COS:
- {
- int tmp = add_derivative(terms[t].getOp1(), v);
- res = add_unary(code_t::UMINUS, add_binary(code_t::TIMES, add_unary(code_t::SIN, terms[t].getOp1()), tmp));
- break;
- }
- case code_t::TAN:
- {
- int tmp = add_derivative(terms[t].getOp1(), v);
- int tmp2 = add_unary(code_t::COS, terms[t].getOp1());
- res = add_binary(code_t::DIVIDE, tmp, add_binary(code_t::TIMES, tmp2, tmp2));
- break;
- }
- case code_t::SQRT:
- {
- int tmp = add_derivative(terms[t].getOp1(), v);
- res = add_binary(code_t::DIVIDE, tmp,
- add_binary(code_t::PLUS, t, t));
- break;
- }
- case code_t::ERF:
- {
- int tmp = add_binary(code_t::TIMES, terms[t].getOp1(), terms[t].getOp1());
- tmp = add_unary(code_t::UMINUS, tmp);
- tmp = add_unary(code_t::EXP, tmp);
- int der = add_derivative(terms[t].getOp1(), v);
- tmp = add_binary(code_t::TIMES, tmp, der);
- res = add_binary(code_t::TIMES, two_over_pi, tmp);
- break;
- }
- case code_t::ERFC:
- {
- int tmp = add_binary(code_t::TIMES, terms[t].getOp1(), terms[t].getOp1());
- tmp = add_unary(code_t::UMINUS, tmp);
- tmp = add_unary(code_t::EXP, tmp);
- int der = add_derivative(terms[t].getOp1(), v);
- tmp = add_binary(code_t::TIMES, tmp, der);
- tmp = add_binary(code_t::TIMES, two_over_pi, tmp);
- res = add_unary(code_t::UMINUS, tmp);
- break;
- }
- case code_t::PLUS:
- {
- int tmp1 = add_derivative(terms[t].getOp1(), v);
- int tmp2 = add_derivative(terms[t].getOp2(), v);
- res = add_binary(code_t::PLUS, tmp1, tmp2);
- break;
- }
- case code_t::MINUS:
- {
- int tmp1 = add_derivative(terms[t].getOp1(), v);
- int tmp2 = add_derivative(terms[t].getOp2(), v);
- res = add_binary(code_t::MINUS, tmp1, tmp2);
- break;
- }
- case code_t::TIMES:
- {
- int tmp1 = add_derivative(terms[t].getOp1(), v);
- int tmp2 = add_derivative(terms[t].getOp2(), v);
- int res1 = add_binary(code_t::TIMES, terms[t].getOp1(), tmp2);
- int res2 = add_binary(code_t::TIMES, tmp1, terms[t].getOp2());
- res = add_binary(code_t::PLUS, res1, res2);
- break;
- }
- case code_t::DIVIDE:
- {
- int tmp1 = add_derivative(terms[t].getOp1(), v);
- int tmp2 = add_derivative(terms[t].getOp2(), v);
- if (tmp2 == zero)
- res = add_binary(code_t::DIVIDE, tmp1, terms[t].getOp2());
- else
- {
- int nom = add_binary(code_t::MINUS,
- add_binary(code_t::TIMES, tmp1, terms[t].getOp2()),
- add_binary(code_t::TIMES, tmp2, terms[t].getOp1()));
- int den = add_binary(code_t::TIMES, terms[t].getOp2(), terms[t].getOp2());
- res = add_binary(code_t::DIVIDE, nom, den);
- }
- break;
- }
- case code_t::POWER:
- {
- int tmp1 = add_derivative(terms[t].getOp1(), v);
- int tmp2 = add_derivative(terms[t].getOp2(), v);
- int s1 = add_binary(code_t::TIMES, tmp2,
- add_binary(code_t::TIMES, t,
- add_unary(code_t::LOG, terms[t].getOp1())));
- int s2 = add_binary(code_t::TIMES, tmp1,
- add_binary(code_t::TIMES, terms[t].getOp2(),
- add_binary(code_t::POWER, terms[t].getOp1(),
- add_binary(code_t::MINUS, terms[t].getOp2(), one))));
- res = add_binary(code_t::PLUS, s1, s2);
- break;
- }
- case code_t::NONE:
- break;
- }
-
- if (res == -1)
- throw ogu::Exception(__FILE__, __LINE__,
- "Unknown operation code.");
-
- register_derivative(t, v, res);
-
- return res;
-}
-
-int
-OperationTree::add_substitution(int t, const map<int, int> &subst)
-{
- return add_substitution(t, subst, *this);
-}
-
-int
-OperationTree::add_substitution(int t, const map<int, int> &subst,
- const OperationTree &otree)
-{
- // return substitution of t if it is in the map
- auto it = subst.find(t);
- if (subst.end() != it)
- return it->second;
-
- int nary = otree.terms[t].nary();
- if (nary == 2)
- {
- // return the binary operation of the substituted terms
- int t1 = add_substitution(otree.terms[t].getOp1(), subst, otree);
- int t2 = add_substitution(otree.terms[t].getOp2(), subst, otree);
- return add_binary(otree.terms[t].getCode(), t1, t2);
- }
- else if (nary == 1)
- {
- // return the unary operation of the substituted term
- int t1 = add_substitution(otree.terms[t].getOp1(), subst, otree);
- return add_unary(otree.terms[t].getCode(), t1);
- }
- else
- {
- // if t is not the first num_constants, and otree is not this
- // tree, then raise and exception. Otherwise return t, since
- // it is either a special term (having the same semantics in
- // both trees), or the trees are the same, hence t has the
- // same semantics
- if (t < num_constants || this == &otree)
- return t;
- else
- {
- throw ogu::Exception(__FILE__, __LINE__,
- "Incomplete substitution map in OperationTree::add_substitution");
- return -1;
- }
- }
-}
-
-void
-OperationTree::nularify(int t)
-{
- // remove the original operation from opmap
- auto it = opmap.find(terms[t]);
- if (it != opmap.end())
- opmap.erase(it);
- // turn the operation to nulary
- Operation nulary_op;
- terms[t] = nulary_op;
- // update last nulary
- if (last_nulary < t)
- last_nulary = t;
- // update nul_incidence information for all terms including t
- update_nul_incidence_after_nularify(t);
-}
-
-void
-OperationTree::register_derivative(int t, int v, int tder)
-{
- // todo: might check that the insert inserts a new pair
- derivatives[t].emplace(v, tder);
-}
-
-unordered_set<int>
-OperationTree::select_terms(int t, const opselector &sel) const
-{
- unordered_set<int> subterms;
- select_terms(t, sel, subterms);
- return subterms;
-}
-
-void
-OperationTree::select_terms(int t, const opselector &sel, unordered_set<int> &subterms) const
-{
- const Operation &op = terms[t];
-
- if (sel(t))
- subterms.insert(t);
- else
- if (op.nary() == 2)
- {
- select_terms(op.getOp1(), sel, subterms);
- select_terms(op.getOp2(), sel, subterms);
- }
- else if (op.nary() == 1)
- select_terms(op.getOp1(), sel, subterms);
-}
-
-unordered_set<int>
-OperationTree::select_terms_inv(int t, const opselector &sel) const
-{
- unordered_set<int> subterms;
- select_terms_inv(t, sel, subterms);
- return subterms;
-}
-
-bool
-OperationTree::select_terms_inv(int t, const opselector &sel, unordered_set<int> &subterms) const
-{
- const Operation &op = terms[t];
-
- if (op.nary() == 2)
- {
- bool a1 = select_terms_inv(op.getOp1(), sel, subterms);
- bool a2 = select_terms_inv(op.getOp2(), sel, subterms);
- if (a1 && a2 && sel(t))
- {
- subterms.insert(t);
- return true;
- }
- }
- else if (op.nary() == 1)
- {
- bool a1 = select_terms_inv(op.getOp1(), sel, subterms);
- if (a1 && sel(t))
- {
- subterms.insert(t);
- return true;
- }
- }
- else
- {
- if (sel(t))
- {
- subterms.insert(t);
- return true;
- }
- }
-
- return false;
-}
-
-void
-OperationTree::forget_derivative_maps()
-{
- for (auto &derivative : derivatives)
- derivative.clear();
-}
-
-void
-OperationTree::print_operation_tree(int t, std::ostream &os, OperationFormatter &f) const
-{
- f.format(terms[t], t, os);
-}
-
-void
-OperationTree::print_operation(int t) const
-{
- DefaultOperationFormatter dof(*this);
- print_operation_tree(t, std::cout, dof);
-}
-
-void
-OperationTree::update_nul_incidence_after_nularify(int t)
-{
- unordered_set<int> updated;
- for (int tnode = num_constants; tnode < static_cast<int>(terms.size()); tnode++)
- {
- const Operation &op = terms[tnode];
- if (op.nary() == 2)
- {
- int op1 = op.getOp1();
- int op2 = op.getOp2();
- if (op1 >= tnode || op2 >= tnode)
- throw ogu::Exception(__FILE__, __LINE__,
- "Tree disorder asserted");
- bool updated1 = (updated.end() != updated.find(op1));
- bool updated2 = (updated.end() != updated.find(op2));
- if (updated1 || updated2)
- {
- nul_incidence[tnode] = nul_incidence[op1];
- nul_incidence[tnode].insert(nul_incidence[op2].begin(), nul_incidence[op2].end());
- updated.insert(tnode);
- }
- }
- else if (op.nary() == 1)
- {
- int op1 = op.getOp1();
- if (op1 >= tnode)
- throw ogu::Exception(__FILE__, __LINE__,
- "Tree disorder asserted");
- bool updated1 = (updated.end() != updated.find(op1));
- if (updated1)
- {
- nul_incidence[tnode] = nul_incidence[op1];
- updated.insert(tnode);
- }
- }
- else if (op.nary() == 0)
- {
- if (tnode == t)
- {
- nul_incidence[tnode].clear();
- nul_incidence[tnode].insert(tnode);
- updated.insert(tnode);
- }
- }
- }
-}
-
-EvalTree::EvalTree(const OperationTree &ot, int last)
- : otree(ot),
- values(std::make_unique<double[]>((last == -1) ? ot.terms.size() : last+1)),
- flags(std::make_unique<bool[]>((last == -1) ? ot.terms.size() : last+1)),
- last_operation((last == -1) ? ot.terms.size()-1 : last)
-{
- if (last_operation < OperationTree::num_constants-1
- || last_operation > static_cast<int>(ot.terms.size())-1)
- throw ogu::Exception(__FILE__, __LINE__,
- "Wrong last in EvalTree constructor.");
-
- values[0] = 0.0;
- flags[0] = true;
- values[1] = 1.0;
- flags[1] = true;
- values[2] = std::numeric_limits<double>::quiet_NaN();
- flags[2] = true;
- values[3] = 2.0/std::sqrt(M_PI);
- flags[3] = true;
- // this sets from num_constants on
- reset_all();
-}
-
-void
-EvalTree::reset_all()
-{
- for (int i = OperationTree::num_constants; i <= last_operation; i++)
- flags[i] = false;
-}
-
-void
-EvalTree::set_nulary(int t, double val)
-{
- if (t < 0 || t > last_operation)
- throw ogu::Exception(__FILE__, __LINE__,
- "The tree index out of bounds in EvalTree::set_nulary");
- if (t < OperationTree::num_constants || otree.terms[t].nary() != 0)
- throw ogu::Exception(__FILE__, __LINE__,
- "The term is not nulary assignable in EvalTree::set_nulary");
-
- values[t] = val;
- flags[t] = true;
-}
-
-double
-EvalTree::eval(int t)
-{
- if (t < 0 || t > last_operation)
- throw ogu::Exception(__FILE__, __LINE__,
- "The tree index out of bounds in EvalTree::eval");
- if (otree.terms[t].nary() == 0 && flags[t] == false)
- throw ogu::Exception(__FILE__, __LINE__,
- "Nulary term has not been assigned a value in EvalTree::eval");
-
- if (!flags[t])
- {
- const Operation &op = otree.terms[t];
- if (op.nary() == 1)
- {
- double r1 = eval(op.getOp1());
- double res;
- if (op.getCode() == code_t::UMINUS)
- res = -r1;
- else if (op.getCode() == code_t::LOG)
- res = log(r1);
- else if (op.getCode() == code_t::EXP)
- res = exp(r1);
- else if (op.getCode() == code_t::SIN)
- res = sin(r1);
- else if (op.getCode() == code_t::COS)
- res = cos(r1);
- else if (op.getCode() == code_t::TAN)
- res = tan(r1);
- else if (op.getCode() == code_t::SQRT)
- res = sqrt(r1);
- else if (op.getCode() == code_t::ERF)
- res = erf(r1);
- else if (op.getCode() == code_t::ERFC)
- res = erfc(r1);
- else
- {
- throw ogu::Exception(__FILE__, __LINE__,
- "Unknown unary operation code in EvalTree::eval");
- res = 0.0;
- }
- values[t] = res;
- flags[t] = true;
- }
- else if (op.nary() == 2)
- {
- double res;
- if (op.getCode() == code_t::PLUS)
- {
- double r1 = eval(op.getOp1());
- double r2 = eval(op.getOp2());
- res = r1 + r2;
- }
- else if (op.getCode() == code_t::MINUS)
- {
- double r1 = eval(op.getOp1());
- double r2 = eval(op.getOp2());
- res = r1 - r2;
- }
- else if (op.getCode() == code_t::TIMES)
- {
- // pickup less complex formula first
- unsigned int nul1 = otree.nulary_of_term(op.getOp1()).size();
- unsigned int nul2 = otree.nulary_of_term(op.getOp2()).size();
- if (nul1 < nul2)
- {
- double r1 = eval(op.getOp1());
- if (r1 == 0.0)
- res = 0.0;
- else
- {
- double r2 = eval(op.getOp2());
- res = r1 * r2;
- }
- }
- else
- {
- double r2 = eval(op.getOp2());
- if (r2 == 0)
- res = 0.0;
- else
- {
- double r1 = eval(op.getOp1());
- res = r1*r2;
- }
- }
- }
- else if (op.getCode() == code_t::DIVIDE)
- {
- double r1 = eval(op.getOp1());
- if (r1 == 0)
- res = 0.0;
- else
- {
- double r2 = eval(op.getOp2());
- res = r1 / r2;
- }
- }
- else if (op.getCode() == code_t::POWER)
- {
- // suppose that more complex is the first op in average
- double r2 = eval(op.getOp2());
- if (r2 == 0.0)
- res = 1.0;
- else
- {
- double r1 = eval(op.getOp1());
- res = pow(r1, r2);
- }
- }
- else
- {
- throw ogu::Exception(__FILE__, __LINE__,
- "Unknown binary operation code in EvalTree::eval");
- res = 0.0;
- }
- values[t] = res;
- flags[t] = true;
- }
- return values[t];
- }
-
- return values[t];
-}
-
-void
-EvalTree::print() const
-{
- std::cout << "last_op=" << last_operation << '\n'
- << " 0 1 2 3 4 5 6 7 8 9\n"
- << "────────────────────────────────────────────────────────────────\n";
- for (int i = 0; i <= (last_operation+1)/10; i++)
- {
- std::cout << std::setw(3) << i << "│";
- int j = 0;
- while (j < 10 && 10*i+j < last_operation+1)
- {
- int k = 10*i+j;
- if (flags[k])
- std::cout << " " << std::setw(5) << std::setprecision(1) << values[k];
- else
- std::cout << " ─────";
- j++;
- }
- std::cout << "\n";
- }
-}
-
-void
-DefaultOperationFormatter::format(const Operation &op, int t, std::ostream &os)
-{
- // add to the stop_set
- if (stop_set.end() == stop_set.find(t))
- stop_set.insert(t);
- else
- return;
-
- // call recursively non-nulary terms of the operation
- if (op.nary() == 2)
- {
- int t1 = op.getOp1();
- const Operation &op1 = otree.terms[t1];
- int t2 = op.getOp2();
- const Operation &op2 = otree.terms[t2];
- if (op1.nary() > 0)
- format(op1, t1, os);
- if (op2.nary() > 0)
- format(op2, t2, os);
- }
- if (op.nary() == 1)
- {
- int t1 = op.getOp1();
- const Operation &op1 = otree.terms[t1];
- if (op1.nary() > 0)
- format(op1, t1, os);
- }
-
- // print 'term ='
- format_term(t, os);
- os << " = ";
- if (op.nary() == 0)
- format_nulary(t, os);
- else if (op.nary() == 1)
- {
- int t1 = op.getOp1();
- const Operation &op1 = otree.terms[t1];
- std::string opname = "unknown";
- switch (op.getCode())
- {
- case code_t::UMINUS:
- opname = "-";
- break;
- case code_t::LOG:
- opname = "log";
- break;
- case code_t::EXP:
- opname = "exp";
- break;
- case code_t::SIN:
- opname = "sin";
- break;
- case code_t::COS:
- opname = "cos";
- break;
- case code_t::TAN:
- opname = "tan";
- break;
- case code_t::SQRT:
- opname = "sqrt";
- break;
- case code_t::ERF:
- opname = "erf";
- break;
- case code_t::ERFC:
- opname = "erfc";
- break;
- default:
- break;
- }
- os << opname << '(';
- if (op1.nary() == 0)
- format_nulary(t1, os);
- else
- format_term(t1, os);
- os << ")";
- }
- else
- {
- int t1 = op.getOp1();
- const Operation &op1 = otree.terms[t1];
- int t2 = op.getOp2();
- const Operation &op2 = otree.terms[t2];
- std::string opname = "unknown";
- switch (op.getCode())
- {
- case code_t::PLUS:
- opname = "+";
- break;
- case code_t::MINUS:
- opname = "-";
- break;
- case code_t::TIMES:
- opname = "*";
- break;
- case code_t::DIVIDE:
- opname = "/";
- break;
- case code_t::POWER:
- opname = "^";
- break;
- default:
- break;
- }
- if (op1.nary() == 0)
- format_nulary(t1, os);
- else
- format_term(t1, os);
- os << ' ' << opname << ' ';
- if (op2.nary() == 0)
- format_nulary(t2, os);
- else
- format_term(t2, os);
- }
-
- print_delim(os);
-}
-
-void
-DefaultOperationFormatter::format_term(int t, std::ostream &os) const
-{
- os << '$' << t;
-}
-
-void
-DefaultOperationFormatter::format_nulary(int t, std::ostream &os) const
-{
- if (t == OperationTree::zero)
- os << '0';
- else if (t == OperationTree::one)
- os << '1';
- else if (t == OperationTree::nan)
- os << "NaN";
- else
- os << '$' << t;
-}
-
-void
-DefaultOperationFormatter::print_delim(std::ostream &os) const
-{
- os << ";\n";
-}
-
-std::string
-OperationStringConvertor::convert(const Operation &op, int t) const
-{
- if (op.nary() == 0)
- {
- if (t < OperationTree::num_constants)
- if (t == OperationTree::zero)
- return "0";
- else if (t == OperationTree::one)
- return "1";
- else if (t == OperationTree::nan)
- return "NaN";
- else if (t == OperationTree::two_over_pi)
- {
- std::ostringstream buf;
- buf << std::setprecision(std::numeric_limits<double>::max_digits10)
- << 2.0/std::sqrt(M_PI);
- return buf.str();
- }
- else
- return "error!error";
- else
- return nulsc.convert(t);
- }
- else if (op.nary() == 1)
- {
- int t1 = op.getOp1();
- const Operation &op1 = otree.operation(t1);
- std::string opname = "unknown";
- switch (op.getCode())
- {
- case code_t::UMINUS:
- opname = "-";
- break;
- case code_t::LOG:
- opname = "log";
- break;
- case code_t::EXP:
- opname = "exp";
- break;
- case code_t::SIN:
- opname = "sin";
- break;
- case code_t::COS:
- opname = "cos";
- break;
- case code_t::TAN:
- opname = "tan";
- break;
- case code_t::SQRT:
- opname = "sqrt";
- break;
- case code_t::ERF:
- opname = "erf";
- break;
- case code_t::ERFC:
- opname = "erfc";
- break;
- default:
- break;
- }
- std::string s1 = convert(op1, t1);
- return opname + "(" + s1 + ")";
- }
- else
- {
- int t1 = op.getOp1();
- const Operation &op1 = otree.operation(t1);
- int t2 = op.getOp2();
- const Operation &op2 = otree.operation(t2);
- std::string opname = "unknown";
- switch (op.getCode())
- {
- case code_t::PLUS:
- opname = "+";
- break;
- case code_t::MINUS:
- opname = "-";
- break;
- case code_t::TIMES:
- opname = "*";
- break;
- case code_t::DIVIDE:
- opname = "/";
- break;
- case code_t::POWER:
- opname = "^";
- break;
- default:
- break;
- }
- // decide about parenthesis
- bool op1_par = true;
- bool op2_par = true;
- if (op.getCode() == code_t::PLUS)
- {
- op1_par = false;
- op2_par = false;
- }
- else if (op.getCode() == code_t::MINUS)
- {
- op1_par = false;
- if (op2.getCode() != code_t::MINUS && op2.getCode() != code_t::PLUS)
- op2_par = false;
- }
- else
- {
- if (op1.nary() < 2)
- op1_par = false;
- if (op2.nary() < 2)
- op2_par = false;
- }
-
- std::string res;
- if (op1_par)
- res += "(";
- res += convert(op1, t1);
- if (op1_par)
- res += ")";
- res += " ";
- res += opname;
- res += " ";
- if (op2_par)
- res += "(";
- res += convert(op2, t2);
- if (op2_par)
- res += ")";
-
- return res;
- }
-}
diff --git a/dynare++/parser/cc/tree.hh b/dynare++/parser/cc/tree.hh
deleted file mode 100644
index 88474b369ef51feb9ea29faeed86becc8f4ae064..0000000000000000000000000000000000000000
--- a/dynare++/parser/cc/tree.hh
+++ /dev/null
@@ -1,502 +0,0 @@
-/*
- * Copyright © 2005-2011 Ondra Kamenik
- * Copyright © 2019-2022 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 <https://www.gnu.org/licenses/>.
- */
-
-#ifndef OGP_TREE_H
-#define OGP_TREE_H
-
-#include <vector>
-#include <set>
-#include <map>
-#include <unordered_map>
-#include <unordered_set>
-#include <ostream>
-#include <memory>
-
-namespace ogp
-{
- using std::unordered_set;
- using std::unordered_map;
- using std::vector;
- using std::set;
- using std::map;
-
- /** Enumerator representing nulary, unary and binary operation
- * codes. For nulary, 'none' is used. When one is adding a new
- * codes, he should update the code of #OperationTree::add_unary,
- * #OperationTree::add_binary, and of course
- * #OperationTree::add_derivative. */
- enum class code_t { NONE, UMINUS, LOG, EXP, SIN, COS, TAN, SQRT, ERF,
- ERFC, PLUS, MINUS, TIMES, DIVIDE, POWER };
-
- /** Class representing a nulary, unary, or binary operation. */
- class Operation
- {
- protected:
- /** Code of the operation. */
- code_t code{code_t::NONE};
- /** First operand. If none, then it is -1. */
- int op1{-1};
- /** Second operand. If none, then it is -1. */
- int op2{-1};
-
- public:
- /** Constructs a binary operation. */
- Operation(code_t cd, int oper1, int oper2)
- : code(cd), op1(oper1), op2(oper2)
- {
- }
- /** Constructs a unary operation. */
- Operation(code_t cd, int oper1)
- : code(cd), op1(oper1)
- {
- }
- /** Constructs a nulary operation. */
- Operation() = default;
- /** A copy constructor. */
- Operation(const Operation &op) = default;
-
- /** Operator =. */
- Operation &operator=(const Operation &op) = default;
- /** Operator ==. */
- bool
- operator==(const Operation &op) const
- {
- return code == op.code && op1 == op.op1 && op2 == op.op2;
- }
- /** Operator < implementing lexicographic ordering. */
- bool
- operator<(const Operation &op) const
- {
- return (code < op.code
- || (code == op.code
- && (op1 < op.op1 || (op1 == op.op1 && op2 < op.op2))));
- }
- /** Returns a number of operands. */
- int
- nary() const
- {
- return (op2 == -1) ? ((op1 == -1) ? 0 : 1) : 2;
- }
- /** Returns a hash value of the operation. */
- size_t
- hashval() const
- {
- return (op2+1 + op1+1)^(15 + static_cast<int>(code))^30;
- }
-
- code_t
- getCode() const
- {
- return code;
- }
- int
- getOp1() const
- {
- return op1;
- }
- int
- getOp2() const
- {
- return op2;
- }
- };
-
- /** This struct is a predicate for ordering of the operations in
- * OperationTree class. now obsolete */
- struct ltoper
- {
- bool
- operator()(const Operation &oper1, const Operation &oper2) const
- {
- return oper1 < oper2;
- }
- };
-
- /** Hash function object for Operation. */
- struct ophash
- {
- size_t
- operator()(const Operation &op) const
- {
- return op.hashval();
- }
- };
-
- /** This struct is a function object selecting some
- * operations. The operation is given by a tree index. */
- struct opselector
- {
- virtual bool operator()(int t) const = 0;
- virtual ~opselector() = default;
- };
-
- /** Forward declaration of OperationFormatter. */
- class OperationFormatter;
- class DefaultOperationFormatter;
-
- /** Forward declaration of EvalTree to make it friend of OperationTree. */
- class EvalTree;
-
- /** Class representing a set of trees for terms. Each term is
- * given a unique non-negative integer. The terms are basically
- * operations whose (integer) operands point to another terms in
- * the tree. The terms are stored in the vector. Equivalent unary
- * and binary terms are stored only once. This class guarantees
- * the uniqueness. The uniqueness of nulary terms is guaranteed by
- * the caller, since at this level of Operation abstraction, one
- * cannot discriminate between different nulary operations
- * (constants, variables). The uniqueness is enforced by the
- * unordered_map whose keys are operations and values are integers
- * (indices of the terms).
-
- * This class can also make derivatives of a given term with
- * respect to a given nulary term. I order to be able to quickly
- * recognize zero derivativates, we maintain a list of nulary
- * terms contained in the term. A possible zero derivative is then quickly
- * recognized by looking at the list. The list is implemented as a
- * unordered_set of integers.
- *
- * In addition, many term can be differentiated multiple times wrt
- * one variable since they can be referenced multiple times. To
- * avoid this, for each term we maintain a map mapping variables
- * to the derivatives of the term. As the caller will
- * differentiate wrt more and more variables, these maps will
- * become richer and richer.
- */
- class OperationTree
- {
- friend class EvalTree;
- friend class DefaultOperationFormatter;
- protected:
- /** This is the vector of the terms. An index to this vector
- * uniquelly determines the term. */
- vector<Operation> terms;
-
- /** This defines a type for a map mapping the unary and binary
- * operations to their indices. */
- using _Topmap = unordered_map<Operation, int, ophash>;
-
- /** This is the map mapping the unary and binary operations to
- * the indices of the terms.*/
- _Topmap opmap;
-
- /** This is a type for a set of integers. */
- using _Tintset = unordered_set<int>;
- /** This is a vector of integer sets corresponding to the
- * nulary terms contained in the term. */
- vector<_Tintset> nul_incidence;
-
- /** This is a type of the map from variables (nulary terms) to
- * the terms. */
- using _Tderivmap = unordered_map<int, int>;
- /** This is a vector of derivative mappings. For each term, it
- * maps variables to the derivatives of the term with respect
- * to the variables. */
- vector<_Tderivmap> derivatives;
-
- /** The tree index of the last nulary term. */
- int last_nulary;
- public:
- /** Enumeration for special terms. We need zero, one, nan and
- * 2/pi. These will be always first four terms having indices
- * zero, one and two, three. If adding anything to this
- * enumeration, make sure ‘num_constants’ remains the last one.*/
- enum { zero, one, nan, two_over_pi, num_constants };
-
- /** The unique constructor which initializes the object to
- * contain only zero, one and nan and two_over_pi.*/
- OperationTree();
-
- /** Copy constructor. */
- OperationTree(const OperationTree &ot) = default;
-
- /** Add a nulary operation. The caller is responsible for not
- * inserting two semantically equivalent nulary operations.
- * @return newly allocated index
- */
- int add_nulary();
-
- /** Add a unary operation. The uniqness is checked, if it
- * already exists, then it is not added.
- * @param code the code of the unary operation
- * @param op the index of the operand
- * @return the index of the operation
- */
- int add_unary(code_t code, int op);
-
- /** Add a binary operation. The uniqueness is checked, if it
- * already exists, then it is not added.
- * @param code the code of the binary operation
- * @param op1 the index of the first operand
- * @param op2 the index of the second operand
- * @return the index of the operation
- */
- int add_binary(code_t code, int op1, int op2);
-
- /** Add the derivative of the given term with respect to the
- * given nulary operation.
- * @param t the index of the operation being differentiated
- * @param v the index of the nulary operation
- * @return the index of the derivative
- */
- int add_derivative(int t, int v);
-
- /** Add the substitution given by the map. This adds a new
- * term which is equal to the given term with applied
- * substitutions given by the map replacing each term on the
- * left by a term on the right. We do not check that the terms
- * on the left are not subterms of the terms on the right. If
- * so, the substituted terms are not subject of further
- * substitution. */
- int add_substitution(int t, const map<int, int> &subst);
-
- /** Add the substitution given by the map where left sides of
- * substitutions come from another tree. The right sides are
- * from this tree. The given t is from the given otree. */
- int add_substitution(int t, const map<int, int> &subst,
- const OperationTree &otree);
-
- /** This method turns the given term to a nulary
- * operation. This is an only method, which changes already
- * existing term (all other methods add something new). User
- * should use this with caution and must make sure that
- * something similar has happened for atoms. In addition, it
- * does not do anything with derivatives, so it should not be
- * used after some derivatives were created, and derivatives
- * already created and saved in derivatives mappings should be
- * forgotten with forget_derivative_maps. */
- void nularify(int t);
-
- /** Return the set of nulary terms of the given term. */
- const unordered_set<int> &
- nulary_of_term(int t) const
- {
- return nul_incidence[t];
- }
-
- /** Select subterms of the given term according a given
- * operation selector and return the set of terms that
- * correspond to the compounded operations. The given term is
- * a compound function of the returned subterms and the
- * function consists only from operations which yield false in
- * the selector. */
- unordered_set<int> select_terms(int t, const opselector &sel) const;
-
- /** Select subterms of the given term according a given
- * operation selector and return the set of terms that
- * correspond to the compounded operations. The given term is
- * a compound function of the returned subterms and the
- * subterms are maximal subterms consisting from operations
- * yielding true in the selector. */
- unordered_set<int> select_terms_inv(int t, const opselector &sel) const;
-
- /** This forgets all the derivative mappings. It is used after
- * a term has been nularified, and then the derivative
- * mappings carry wrong information. Note that the derivatives
- * mappings serve only as a tool for quick returns in
- * add_derivative. Resseting the mappings is harmless, all the
- * information is rebuilt in add_derivative without any
- * additional nodes (trees). */
- void forget_derivative_maps();
-
- /** This returns an operation of a given term. */
- const Operation &
- operation(int t) const
- {
- return terms[t];
- }
-
- /** This outputs the operation to the given file descriptor
- * using the given OperationFormatter. */
- void print_operation_tree(int t, std::ostream &os, OperationFormatter &f) const;
-
- /** Debug print of a given operation: */
- void print_operation(int t) const;
-
- /** Return the last tree index of a nulary term. */
- int
- get_last_nulary() const
- {
- return last_nulary;
- }
-
- /** Get the number of all operations. */
- int
- get_num_op() const
- {
- return static_cast<int>(terms.size());
- }
- private:
- /** This registers a calculated derivative of the term in the
- * #derivatives vector.
- * @param t the index of the term for which we register the derivative
- * @param v the index of the nulary term (variable) to which
- * respect the derivative was taken
- * @param tder the index of the resulting derivative
- */
- void register_derivative(int t, int v, int tder);
- /** This does the same job as select_terms with the only
- * difference, that it adds the terms to the given set and
- * hence can be used recursivelly. */
- void select_terms(int t, const opselector &sel, unordered_set<int> &subterms) const;
- /** This does the same job as select_terms_inv with the only
- * difference, that it adds the terms to the given set and
- * hence can be used recursivelly and returns true if the term
- * was selected. */
- bool select_terms_inv(int t, const opselector &sel, unordered_set<int> &subterms) const;
- /** This updates nul_incidence information after the term t
- * was turned to a nulary term in all terms. It goes through
- * the tree from simplest terms to teh more complex ones and
- * changes the nul_incidence information where necesary. It
- * maintains a set where the changes have been made.*/
- void update_nul_incidence_after_nularify(int t);
- };
-
- /** EvalTree class allows for an evaluation of the given tree for
- * a given values of nulary terms. For each term in the
- * OperationTree the class maintains a resulting value and a flag
- * if the value has been calculated or set. The life cycle of the
- * class is the following: After it is initialized, the user must
- * set values for necessary nulary terms. Then the object can be
- * requested to evaluate particular terms. During this process,
- * the number of evaluated terms is increasing. Then the user can
- * request overall reset of evaluation flags, set the nulary terms
- * to new values and evaluate a number of terms.
- *
- * Note that currently the user cannot request a reset of
- * evaluation flags only for those terms depending on a given
- * nulary term. This might be added in future and handeled by a
- * subclasses of OperationTree and EvalTree, since we need a
- * support for this in OperationTree.
- */
- class EvalTree
- {
- protected:
- /** Reference to the OperationTree over which all evaluations
- * are done. */
- const OperationTree &otree;
- /** The array of values. */
- const std::unique_ptr<double[]> values;
- /** The array of evaluation flags. */
- const std::unique_ptr<bool[]> flags;
- /** The index of last operation in the EvalTree. Length of
- * values and flags will be then last_operation+1. */
- int last_operation;
- public:
- /** Initializes the evaluation tree for the given operation
- * tree. If last is greater than -1, that the evaluation tree
- * will contain only formulas up to the given last index
- * (included). */
- EvalTree(const OperationTree &otree, int last = -1);
- EvalTree(const EvalTree &) = delete;
- virtual ~EvalTree() = default;
- /** Set evaluation flag to all terms (besides the first
- * special terms) to false. */
- void reset_all();
- /** Set value for a given nulary term. */
- void set_nulary(int t, double val);
- /** Evaluate the given term with nulary terms set so far. */
- double eval(int t);
- /** Debug print. */
- void print() const;
- /* Return the operation tree. */
- const OperationTree &
- getOperationTree() const
- {
- return otree;
- }
- };
-
- /** This is an interface describing how a given operation is
- * formatted for output. */
- class OperationFormatter
- {
- public:
- /** Empty virtual destructor. */
- virtual ~OperationFormatter() = default;
- /** Print the formatted operation op with a given tree index t
- * to a given descriptor. (See class OperationTree to know
- * what is a tree index.) This prints all the tree. This
- * always writes equation, left hand side is a string
- * represenation (a variable, temporary, whatever) of the
- * term, the right hand side is a string representation of the
- * operation (which will refer to other string representation
- * of subterms). */
- virtual void format(const Operation &op, int t, std::ostream &os) = 0;
- };
-
- /** The default formatter formats the formulas with a usual syntax
- * (for example Matlab). A formatting of atoms and terms might be
- * reimplemented by a subclass. In addition, during its life, the
- * object maintains a set of tree indices which have been output
- * and they are not output any more. */
- class DefaultOperationFormatter : public OperationFormatter
- {
- protected:
- const OperationTree &otree;
- set<int> stop_set;
- public:
- DefaultOperationFormatter(const OperationTree &ot)
- : otree(ot)
- {
- }
- /** Format the operation with the default syntax. */
- void format(const Operation &op, int t, std::ostream &os) override;
- /** This prints a string represenation of the given term, for
- * example 'tmp10' for term 10. In this implementation it
- * prints $10. */
- virtual void format_term(int t, std::ostream &os) const;
- /** Print a string representation of the nulary term. */
- virtual void format_nulary(int t, std::ostream &os) const;
- /** Print a delimiter between two statements. By default it is
- * "\n". */
- virtual void print_delim(std::ostream &os) const;
- };
-
- class NularyStringConvertor
- {
- public:
- virtual ~NularyStringConvertor() = default;
- /** Return the string representation of the atom with the tree
- * index t. */
- virtual std::string convert(int t) const = 0;
- };
-
- /** This class converts the given term to its mathematical string representation. */
- class OperationStringConvertor
- {
- protected:
- const NularyStringConvertor &nulsc;
- const OperationTree &otree;
- public:
- OperationStringConvertor(const NularyStringConvertor &nsc, const OperationTree &ot)
- : nulsc(nsc), otree(ot)
- {
- }
- /** Empty virtual destructor. */
- virtual ~OperationStringConvertor() = default;
- /** Convert the operation to the string mathematical
- * representation. This does not write any equation, just
- * returns a string representation of the formula. */
- std::string convert(const Operation &op, int t) const;
- };
-};
-
-#endif
diff --git a/dynare++/src/Makefile.am b/dynare++/src/Makefile.am
deleted file mode 100644
index 85abffa34b6ab401da47605d90e70a7a37efd177..0000000000000000000000000000000000000000
--- a/dynare++/src/Makefile.am
+++ /dev/null
@@ -1,39 +0,0 @@
-bin_PROGRAMS = dynare++
-
-GENERATED_FILES = dynglob_ll.cc dynglob_tab.cc dynglob_tab.hh
-
-dynare___SOURCES = \
- main.cc \
- dynare3.cc \
- dynare_atoms.hh \
- dynare_model.hh \
- forw_subst_builder.hh \
- planner_builder.cc \
- dynare3.hh \
- dynare_exception.hh \
- dynare_params.cc \
- planner_builder.hh \
- dynare_atoms.cc \
- dynare_model.cc \
- dynare_params.hh \
- forw_subst_builder.cc \
- nlsolve.cc \
- nlsolve.hh \
- $(GENERATED_FILES)
-
-dynare___CPPFLAGS = -I../sylv/cc -I../tl/cc -I../kord -I../integ/cc -I../utils/cc -I.. -I$(top_srcdir)/mex/sources $(BOOST_CPPFLAGS) $(CPPFLAGS_MATIO)
-dynare___LDFLAGS = $(AM_LDFLAGS) $(LDFLAGS_MATIO) $(BOOST_LDFLAGS)
-dynare___LDADD = ../kord/libkord.a ../integ/cc/libinteg.a ../tl/cc/libtl.a ../parser/cc/libparser.a ../utils/cc/libutils.a ../sylv/cc/libsylv.a $(LIBADD_MATIO) $(noinst_LIBRARIES) $(LAPACK_LIBS) $(BLAS_LIBS) $(LIBS) $(FLIBS)
-
-BUILT_SOURCES = $(GENERATED_FILES)
-EXTRA_DIST = dynglob.ll dynglob.yy
-
-dynglob_tab.cc dynglob_tab.hh: dynglob.yy
- $(YACC) -W -odynglob_tab.cc dynglob.yy
-
-dynare__-dynglob_tab.$(OBJEXT): CXXFLAGS += -Wno-old-style-cast
-
-dynglob_ll.cc: dynglob.ll
- $(LEX) -i -odynglob_ll.cc dynglob.ll
-
-dynare__-dynglob_ll.$(OBJEXT): CXXFLAGS += -Wno-old-style-cast
diff --git a/dynare++/src/dynare3.cc b/dynare++/src/dynare3.cc
deleted file mode 100644
index 746cf21ff6136eef1d3dfd110d698ba41589fb79..0000000000000000000000000000000000000000
--- a/dynare++/src/dynare3.cc
+++ /dev/null
@@ -1,383 +0,0 @@
-/*
- * Copyright © 2004-2011 Ondra Kamenik
- * Copyright © 2019-2022 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 <https://www.gnu.org/licenses/>.
- */
-
-#include <sstream>
-#include <fstream>
-
-#include "dynare3.hh"
-#include "dynare_exception.hh"
-#include "planner_builder.hh"
-#include "forw_subst_builder.hh"
-
-#include "utils/cc/exception.hh"
-#include "parser/cc/parser_exception.hh"
-#include "parser/cc/atom_substitutions.hh"
-#include "../tl/cc/tl_exception.hh"
-#include "../kord/kord_exception.hh"
-
-/**************************************************************************************/
-/* DynareNameList class */
-/**************************************************************************************/
-std::vector<int>
-DynareNameList::selectIndices(const std::vector<std::string> &ns) const
-{
- std::vector<int> res;
- for (const auto &n : ns)
- {
- int j = 0;
- while (j < getNum() && n != getName(j))
- j++;
- if (j == getNum())
- throw DynareException(__FILE__, __LINE__,
- "Couldn't find name for " + n
- +" in DynareNameList::selectIndices");
- res.push_back(j);
- }
- return res;
-}
-
-/**************************************************************************************/
-/* Dynare class */
-/**************************************************************************************/
-
-Dynare::Dynare(const std::string &modname, int ord, double sstol, Journal &jr)
- : journal(jr), md(1), ss_tol(sstol)
-{
- std::ifstream f{modname};
- if (f.fail())
- throw DynareException(__FILE__, __LINE__, "Could not open model file "+modname);
-
- std::ostringstream buffer;
- buffer << f.rdbuf();
- std::string contents{buffer.str()};
-
- try
- {
- model = std::make_unique<ogdyn::DynareParser>(contents, ord);
- }
- catch (const ogp::ParserException &pe)
- {
- // Compute line and column, given the offset in the file
- int line = 1;
- int col = 0;
- size_t i = 0;
- while (i < contents.length() && i < static_cast<size_t>(pe.offset()))
- {
- if (contents[i] == '\n')
- {
- line++;
- col = 0;
- }
- i++;
- col++;
- }
- throw DynareException(pe.message(), modname, line, col);
- }
- ysteady = std::make_unique<Vector>(model->getAtoms().ny());
- dnl = std::make_unique<DynareNameList>(*this);
- denl = std::make_unique<DynareExogNameList>(*this);
- dsnl = std::make_unique<DynareStateNameList>(*this, *dnl, *denl);
- fe = std::make_unique<ogp::FormulaEvaluator>(model->getParser());
- fde = std::make_unique<ogp::FormulaDerEvaluator>(model->getParser());
- writeModelInfo(journal);
-}
-
-Dynare::Dynare(const std::vector<std::string> &endo,
- const std::vector<std::string> &exo,
- const std::vector<std::string> &par,
- const std::string &equations, int ord,
- double sstol, Journal &jr)
- : journal(jr), md(1), ss_tol(sstol)
-{
- try
- {
- model = std::make_unique<ogdyn::DynareSPModel>(endo, exo, par, equations, ord);
- }
- catch (const ogp::ParserException &pe)
- {
- throw DynareException(pe.message(), pe.offset());
- }
- ysteady = std::make_unique<Vector>(model->getAtoms().ny());
- dnl = std::make_unique<DynareNameList>(*this);
- denl = std::make_unique<DynareExogNameList>(*this);
- dsnl = std::make_unique<DynareStateNameList>(*this, *dnl, *denl);
- fe = std::make_unique<ogp::FormulaEvaluator>(model->getParser());
- fde = std::make_unique<ogp::FormulaDerEvaluator>(model->getParser());
- writeModelInfo(journal);
-}
-
-Dynare::Dynare(const Dynare &dynare)
- : journal(dynare.journal), md(dynare.md), ss_tol(dynare.ss_tol)
-{
- model = dynare.model->clone();
- ysteady = std::make_unique<Vector>(*(dynare.ysteady));
- dnl = std::make_unique<DynareNameList>(*this);
- denl = std::make_unique<DynareExogNameList>(*this);
- dsnl = std::make_unique<DynareStateNameList>(*this, *dnl, *denl);
- fe = std::make_unique<ogp::FormulaEvaluator>(model->getParser());
- fde = std::make_unique<ogp::FormulaDerEvaluator>(model->getParser());
-}
-
-void
-Dynare::writeMat(mat_t *fd, const std::string &prefix) const
-{
- getAllEndoNames().writeMat(fd, prefix + "_vars");
- getAllEndoNames().writeMatIndices(fd, prefix);
- getStateNames().writeMat(fd, prefix + "_state_vars");
- getExogNames().writeMat(fd, prefix + "_shocks");
- getExogNames().writeMatIndices(fd, prefix);
- model->getVcov().writeMat(fd, prefix + "_vcov_exo");
- TwoDMatrix aux(1, 1);
- aux.get(0, 0) = nstat();
- aux.writeMat(fd, prefix + "_nstat");
- aux.get(0, 0) = npred();
- aux.writeMat(fd, prefix + "_npred");
- aux.get(0, 0) = nboth();
- aux.writeMat(fd, prefix + "_nboth");
- aux.get(0, 0) = nforw();
- aux.writeMat(fd, prefix + "_nforw");
-}
-
-void
-Dynare::writeDump(const std::string &basename) const
-{
- std::string fname(basename + ".dump");
- std::ofstream out(fname);
- model->dump_model(out);
- out.close();
-}
-
-void
-Dynare::solveDeterministicSteady(Vector &steady)
-{
- JournalRecordPair pa(journal);
- pa << "Non-linear solver for deterministic steady state" << endrec;
- steady = const_cast<const Vector &>(model->getInit());
- DynareVectorFunction dvf(*this);
- DynareJacobian dj(*this);
- ogu::NLSolver nls(dvf, dj, 500, ss_tol, journal);
- int iter;
- if (!nls.solve(steady, iter))
- throw DynareException(__FILE__, __LINE__,
- "Could not obtain convergence in non-linear solver");
-}
-
-// Evaluate system at given yₜ=yₜ₊₁=yₜ₋₁, and given shocks xₜ
-void
-Dynare::evaluateSystem(Vector &out, const ConstVector &yy, const Vector &xx)
-{
- ConstVector yym(yy, nstat(), nys());
- ConstVector yyp(yy, nstat()+npred(), nyss());
- evaluateSystem(out, yym, yy, yyp, xx);
-}
-
-/* Evaluate system at given y*ₜ₋₁, yₜ, y**ₜ₊₁ and at exogenous xₜ, all three
- vectors yym, yy, and yyp have the respective lengths of y*ₜ₋₁, yₜ, y**ₜ₊₁ */
-void
-Dynare::evaluateSystem(Vector &out, const ConstVector &yym, const ConstVector &yy,
- const ConstVector &yyp, const Vector &xx)
-{
- ogdyn::DynareAtomValues dav(model->getAtoms(), model->getParams(), yym, yy, yyp, xx);
- DynareEvalLoader del(model->getAtoms(), out);
- fe->eval(dav, del);
-}
-
-void
-Dynare::calcDerivatives(const Vector &yy, const Vector &xx)
-{
- ConstVector yym(yy, nstat(), nys());
- ConstVector yyp(yy, nstat()+npred(), nyss());
- ogdyn::DynareAtomValues dav(model->getAtoms(), model->getParams(), yym, yy, yyp, xx);
- DynareDerEvalLoader ddel(model->getAtoms(), md, model->getOrder());
- for (int iord = 1; iord <= model->getOrder(); iord++)
- fde->eval(dav, ddel, iord);
-}
-
-void
-Dynare::calcDerivativesAtSteady()
-{
- Vector xx(nexog());
- xx.zeros();
- calcDerivatives(*ysteady, xx);
-}
-
-void
-Dynare::writeModelInfo(Journal &jr) const
-{
- // write info on variables
- {
- JournalRecordPair rp(journal);
- rp << "Information on variables" << endrec;
- JournalRecord rec1(journal);
- rec1 << "Number of endogenous: " << ny() << endrec;
- JournalRecord rec2(journal);
- rec2 << "Number of exogenous: " << nexog() << endrec;
- JournalRecord rec3(journal);
- rec3 << "Number of static: " << nstat() << endrec;
- JournalRecord rec4(journal);
- rec4 << "Number of predetermined: " << npred()+nboth() << endrec;
- JournalRecord rec5(journal);
- rec5 << "Number of forward looking: " << nforw()+nboth() << endrec;
- JournalRecord rec6(journal);
- rec6 << "Number of both: " << nboth() << endrec;
- }
-
- // write info on planner variables
- const ogdyn::PlannerInfo *pinfo = model->get_planner_info();
- if (pinfo)
- {
- JournalRecordPair rp(journal);
- rp << "Information on planner variables" << endrec;
- JournalRecord rec1(journal);
- rec1 << "Number of Lagrange multipliers: " << pinfo->num_lagrange_mults << endrec;
- JournalRecord rec2(journal);
- rec2 << "Number of auxiliary variables: " << pinfo->num_aux_variables << endrec;
- JournalRecord rec3(journal);
- rec3 << "Number of new terms in the tree: " << pinfo->num_new_terms << endrec;
- }
-
- // write info on forward substitutions
- const ogdyn::ForwSubstInfo *finfo = model->get_forw_subst_info();
- if (finfo)
- {
- JournalRecordPair rp(journal);
- rp << "Information on forward substitutions" << endrec;
- JournalRecord rec1(journal);
- rec1 << "Number of affected equations: " << finfo->num_affected_equations << endrec;
- JournalRecord rec2(journal);
- rec2 << "Number of substituted terms: " << finfo->num_subst_terms << endrec;
- JournalRecord rec3(journal);
- rec3 << "Number of auxiliary variables: " << finfo->num_aux_variables << endrec;
- JournalRecord rec4(journal);
- rec4 << "Number of new terms in the tree: " << finfo->num_new_terms << endrec;
- }
-
- // write info on substitutions
- const ogp::SubstInfo *sinfo = model->get_subst_info();
- if (sinfo)
- {
- JournalRecordPair rp(journal);
- rp << "Information on substitutions" << endrec;
- JournalRecord rec1(journal);
- rec1 << "Number of substitutions: " << sinfo->num_substs << endrec;
- }
-}
-
-DynareNameList::DynareNameList(const Dynare &dynare)
-{
- for (int i = 0; i < dynare.ny(); i++)
- {
- int j = dynare.model->getAtoms().y2outer_endo()[i];
- const std::string &name = dynare.model->getAtoms().get_endovars()[j];
- names.push_back(name);
- }
-}
-
-DynareStateNameList::DynareStateNameList(const Dynare &dynare, const DynareNameList &dnl,
- const DynareExogNameList &denl)
-{
- for (int i = 0; i < dynare.nys(); i++)
- names.push_back(dnl.getName(i+dynare.nstat()));
- for (int i = 0; i < dynare.nexog(); i++)
- names.push_back(denl.getName(i));
-}
-
-DynareExogNameList::DynareExogNameList(const Dynare &dynare)
-{
- for (int i = 0; i < dynare.nexog(); i++)
- {
- int j = dynare.model->getAtoms().y2outer_exo()[i];
- const std::string &name = dynare.model->getAtoms().get_exovars()[j];
- names.push_back(name);
- }
-}
-
-DynareEvalLoader::DynareEvalLoader(const ogp::FineAtoms &a, Vector &out)
- : Vector(out)
-{
- if (a.ny() != out.length())
- throw DynareException(__FILE__, __LINE__, "Wrong length of out vector in DynareEvalLoader constructor");
-}
-
-/* This clears the container of model derivatives and initializes it inserting
- empty sparse tensors up to the given order. */
-DynareDerEvalLoader::DynareDerEvalLoader(const ogp::FineAtoms &a,
- TensorContainer<FSSparseTensor> &mod_ders,
- int order)
- : atoms(a), md(mod_ders)
-{
- md.clear();
- for (int iord = 1; iord <= order; iord++)
- {
- auto t = std::make_unique<FSSparseTensor>(iord, atoms.ny()+atoms.nys()+atoms.nyss()+atoms.nexo(), atoms.ny());
- md.insert(std::move(t));
- }
-}
-
-void
-DynareDerEvalLoader::load(int i, int iord, const int *vars, double res)
-{
- FSSparseTensor &t = md.get(Symmetry{iord});
- IntSequence s(iord, 0);
- for (int j = 0; j < iord; j++)
- s[j] = atoms.get_pos_of_all(vars[j]);
- t.insert(s, i, res);
-}
-
-DynareJacobian::DynareJacobian(Dynare &dyn)
- : Jacobian(dyn.ny()), d(dyn)
-{
- zeros();
-}
-
-void
-DynareJacobian::eval(const Vector &yy)
-{
- ogdyn::DynareSteadyAtomValues
- dav(d.getModel().getAtoms(), d.getModel().getParams(), yy);
- zeros();
- d.fde->eval(dav, *this, 1);
-}
-
-void
-DynareJacobian::load(int i, int iord, const int *vars, double res)
-{
- if (iord != 1)
- throw DynareException(__FILE__, __LINE__,
- "Derivative order different from order=1 in DynareJacobian::load");
-
- int t = vars[0];
- int j = d.getModel().getAtoms().get_pos_of_all(t);
- if (j < d.nyss())
- get(i, j+d.nstat()+d.npred()) += res;
- else if (j < d.nyss()+d.ny())
- get(i, j-d.nyss()) += res;
- else if (j < d.nyss()+d.ny()+d.nys())
- get(i, j-d.nyss()-d.ny()+d.nstat()) += res;
-}
-
-void
-DynareVectorFunction::eval(const ConstVector &in, Vector &out)
-{
- check_for_eval(in, out);
- Vector xx(d.nexog());
- xx.zeros();
- d.evaluateSystem(out, in, xx);
-}
diff --git a/dynare++/src/dynare3.hh b/dynare++/src/dynare3.hh
deleted file mode 100644
index d0c2098725a93d4fe6389ad759d943874136ecfe..0000000000000000000000000000000000000000
--- a/dynare++/src/dynare3.hh
+++ /dev/null
@@ -1,318 +0,0 @@
-/*
- * Copyright © 2005 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#ifndef DYNARE3_H
-#define DYNARE3_H
-
-#include "../tl/cc/t_container.hh"
-#include "../tl/cc/sparse_tensor.hh"
-#include "../kord/decision_rule.hh"
-#include "../kord/dynamic_model.hh"
-
-#include "dynare_model.hh"
-#include "nlsolve.hh"
-
-#include <vector>
-#include <memory>
-
-#include <matio.h>
-
-class Dynare;
-
-class DynareNameList : public NameList
-{
- std::vector<std::string> names;
-public:
- DynareNameList(const Dynare &dynare);
- int
- getNum() const override
- {
- return static_cast<int>(names.size());
- }
- const std::string &
- getName(int i) const override
- {
- return names[i];
- }
- /* This for each string of the input vector calculates its index in the
- names. And returns the resulting vector of indices. If the name cannot be
- found, then an exception is raised. */
- std::vector<int> selectIndices(const std::vector<std::string> &ns) const;
-};
-
-class DynareExogNameList : public NameList
-{
- std::vector<std::string> names;
-public:
- DynareExogNameList(const Dynare &dynare);
- int
- getNum() const override
- {
- return static_cast<int>(names.size());
- }
- const std::string &
- getName(int i) const override
- {
- return names[i];
- }
-};
-
-class DynareStateNameList : public NameList
-{
- std::vector<std::string> names;
-public:
- DynareStateNameList(const Dynare &dynare, const DynareNameList &dnl,
- const DynareExogNameList &denl);
- int
- getNum() const override
- {
- return static_cast<int>(names.size());
- }
- const std::string &
- getName(int i) const override
- {
- return names[i];
- }
-};
-
-// The following only implements DynamicModel with help of ogdyn::DynareModel
-
-class DynareJacobian;
-class Dynare : public DynamicModel
-{
- friend class DynareNameList;
- friend class DynareExogNameList;
- friend class DynareStateNameList;
- friend class DynareJacobian;
- Journal &journal;
- std::unique_ptr<ogdyn::DynareModel> model;
- std::unique_ptr<Vector> ysteady;
- TensorContainer<FSSparseTensor> md;
- std::unique_ptr<DynareNameList> dnl;
- std::unique_ptr<DynareExogNameList> denl;
- std::unique_ptr<DynareStateNameList> dsnl;
- std::unique_ptr<ogp::FormulaEvaluator> fe;
- std::unique_ptr<ogp::FormulaDerEvaluator> fde;
- const double ss_tol;
-public:
- /* Parses the given model file and uses the given order to
- override order from the model file (if it is ≠ −1). */
- Dynare(const std::string &modname, int ord, double sstol, Journal &jr);
- /** Parses the given equations with explicitly given names. */
- Dynare(const std::vector<std::string> &endo,
- const std::vector<std::string> &exo,
- const std::vector<std::string> &par,
- const std::string &equations, int ord,
- double sstol, Journal &jr);
- /* Makes a deep copy of the object. */
- Dynare(const Dynare &dyn);
- Dynare(Dynare &&) = default;
- std::unique_ptr<DynamicModel>
- clone() const override
- {
- return std::make_unique<Dynare>(*this);
- }
-
- ~Dynare() override = default;
- int
- nstat() const override
- {
- return model->getAtoms().nstat();
- }
- int
- nboth() const override
- {
- return model->getAtoms().nboth();
- }
- int
- npred() const override
- {
- return model->getAtoms().npred();
- }
- int
- nforw() const override
- {
- return model->getAtoms().nforw();
- }
- int
- nexog() const override
- {
- return model->getAtoms().nexo();
- }
- int
- nys() const
- {
- return model->getAtoms().nys();
- }
- int
- nyss() const
- {
- return model->getAtoms().nyss();
- }
- int
- ny() const
- {
- return model->getAtoms().ny();
- }
- int
- order() const override
- {
- return model->getOrder();
- }
-
- const NameList &
- getAllEndoNames() const override
- {
- return *dnl;
- }
- const NameList &
- getStateNames() const override
- {
- return *dsnl;
- }
- const NameList &
- getExogNames() const override
- {
- return *denl;
- }
-
- TwoDMatrix &
- getVcov()
- {
- return model->getVcov();
- }
- const TwoDMatrix &
- getVcov() const override
- {
- return model->getVcov();
- }
- Vector &
- getParams()
- {
- return model->getParams();
- }
- const Vector &
- getParams() const
- {
- return model->getParams();
- }
- void
- setInitOuter(const Vector &x)
- {
- model->setInitOuter(x);
- }
-
- const TensorContainer<FSSparseTensor> &
- getModelDerivatives() const override
- {
- return md;
- }
- const Vector &
- getSteady() const override
- {
- return *ysteady;
- }
- Vector &
- getSteady() override
- {
- return *ysteady;
- }
- const ogdyn::DynareModel &
- getModel() const
- {
- return *model;
- }
-
- // here is true public interface
- void solveDeterministicSteady(Vector &steady);
- void
- solveDeterministicSteady() override
- {
- solveDeterministicSteady(*ysteady);
- }
- void evaluateSystem(Vector &out, const ConstVector &yy, const Vector &xx) override;
- void evaluateSystem(Vector &out, const ConstVector &yym, const ConstVector &yy,
- const ConstVector &yyp, const Vector &xx) override;
- void calcDerivatives(const Vector &yy, const Vector &xx);
- void calcDerivativesAtSteady() override;
-
- void writeMat(mat_t *fd, const std::string &prefix) const;
- void writeDump(const std::string &basename) const;
-private:
- void writeModelInfo(Journal &jr) const;
-};
-
-class DynareEvalLoader : public ogp::FormulaEvalLoader, public Vector
-{
-public:
- DynareEvalLoader(const ogp::FineAtoms &a, Vector &out);
- void
- load(int i, double res) override
- {
- operator[](i) = res;
- }
-};
-
-class DynareDerEvalLoader : public ogp::FormulaDerEvalLoader
-{
-protected:
- const ogp::FineAtoms &atoms;
- TensorContainer<FSSparseTensor> &md;
-public:
- DynareDerEvalLoader(const ogp::FineAtoms &a, TensorContainer<FSSparseTensor> &mod_ders,
- int order);
- void load(int i, int iord, const int *vars, double res) override;
-};
-
-class DynareJacobian : public ogu::Jacobian, public ogp::FormulaDerEvalLoader
-{
-protected:
- Dynare &d;
-public:
- DynareJacobian(Dynare &dyn);
- ~DynareJacobian() override = default;
- void load(int i, int iord, const int *vars, double res) override;
- void eval(const Vector &in) override;
-};
-
-class DynareVectorFunction : public ogu::VectorFunction
-{
-protected:
- Dynare &d;
-public:
- DynareVectorFunction(Dynare &dyn)
- : d(dyn)
- {
- }
- ~DynareVectorFunction() override = default;
- int
- inDim() const override
- {
- return d.ny();
- }
- int
- outDim() const override
- {
- return d.ny();
- }
- void eval(const ConstVector &in, Vector &out) override;
-};
-
-#endif
diff --git a/dynare++/src/dynare_atoms.cc b/dynare++/src/dynare_atoms.cc
deleted file mode 100644
index 567dcb28f4d0d80250948edfe559e73c8b0bb513..0000000000000000000000000000000000000000
--- a/dynare++/src/dynare_atoms.cc
+++ /dev/null
@@ -1,293 +0,0 @@
-/*
- * Copyright © 2006 Ondra Kamenik
- * Copyright © 2019-2022 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 <https://www.gnu.org/licenses/>.
- */
-
-#include "parser/cc/parser_exception.hh"
-#include "utils/cc/exception.hh"
-
-#include "dynare_atoms.hh"
-
-#include <string>
-#include <cmath>
-#include <limits>
-#include <sstream>
-#include <iomanip>
-
-using namespace ogdyn;
-using std::string;
-
-void
-DynareStaticAtoms::register_name(string name)
-{
- if (varnames.query(name))
- throw ogp::ParserException("The name "+name+" is not unique.", 0);
- StaticAtoms::register_name(std::move(name));
-}
-
-int
-DynareStaticAtoms::check_variable(const string &name) const
-{
- if (!varnames.query(name))
- throw ogp::ParserException("Unknown name <"+name+">", 0);
- auto it = vars.find(name);
- if (it == vars.end())
- return -1;
- else
- return it->second;
-}
-
-void
-DynareDynamicAtoms::parse_variable(const string &in, std::string &out, int &ll) const
-{
- ll = 0;
- auto left = in.find_first_of("({");
- if (left != string::npos)
- {
- out = in.substr(0, left);
- left++;
- auto right = in.find_first_of(")}", left);
- if (string::npos == right)
- throw ogp::ParserException("Syntax error when parsing Dynare atom <"+in+">.", 0);
- ll = std::stoi(in.substr(left, right-left));
- }
- else
- out = in;
-}
-
-void
-DynareDynamicAtoms::register_uniq_endo(string name)
-{
- FineAtoms::register_uniq_endo(name);
- atom_type.emplace(std::move(name), atype::endovar);
-}
-
-void
-DynareDynamicAtoms::register_uniq_exo(string name)
-{
- FineAtoms::register_uniq_exo(name);
- atom_type.emplace(std::move(name), atype::exovar);
-}
-
-void
-DynareDynamicAtoms::register_uniq_param(string name)
-{
- FineAtoms::register_uniq_param(name);
- atom_type.emplace(std::move(name), atype::param);
-}
-
-bool
-DynareDynamicAtoms::is_type(const string &name, atype tp) const
-{
- auto it = atom_type.find(name);
- if (it != atom_type.end() && it->second == tp)
- return true;
- else
- return false;
-}
-
-void
-DynareDynamicAtoms::print() const
-{
- SAtoms::print();
- std::cout << "Name types:\n";
- for (auto it : atom_type)
- std::cout << "name=" << it.first << " type="
- << (it.second == atype::endovar ? "endovar" : it.second == atype::exovar ? "exovar" : "param")
- << '\n';
-}
-
-std::string
-DynareDynamicAtoms::convert(int t) const
-{
- if (t < ogp::OperationTree::num_constants)
- {
- throw ogu::Exception(__FILE__, __LINE__,
- "Tree index is a built-in constant in DynareDynamicAtoms::convert");
- return {};
- }
- if (is_constant(t))
- {
- double v = get_constant_value(t);
- std::ostringstream buf;
- buf << std::setprecision(std::numeric_limits<double>::max_digits10)
- << v;
- return buf.str();
- }
-
- const string &s = name(t);
- if (is_type(s, atype::endovar))
- {
- int ll = lead(t);
- if (ll)
- return s + '(' + std::to_string(ll) + ')';
- }
-
- return s;
-}
-
-void
-DynareAtomValues::setValues(ogp::EvalTree &et) const
-{
- // set constants
- atoms.setValues(et);
-
- // set parameteres
- for (unsigned int i = 0; i < atoms.get_params().size(); i++)
- if (atoms.is_referenced(atoms.get_params()[i]))
- {
- const ogp::DynamicAtoms::Tlagmap &lmap = atoms.lagmap(atoms.get_params()[i]);
- for (auto it : lmap)
- {
- int t = it.second;
- et.set_nulary(t, paramvals[i]);
- }
- }
-
- // set endogenous
- for (unsigned int outer_i = 0; outer_i < atoms.get_endovars().size(); outer_i++)
- if (atoms.is_referenced(atoms.get_endovars()[outer_i]))
- {
- const ogp::DynamicAtoms::Tlagmap &lmap = atoms.lagmap(atoms.get_endovars()[outer_i]);
- for (auto it : lmap)
- {
- int ll = it.first;
- int t = it.second;
- int i = atoms.outer2y_endo()[outer_i];
- if (ll == -1)
- et.set_nulary(t, yym[i-atoms.nstat()]);
- else if (ll == 0)
- et.set_nulary(t, yy[i]);
- else
- et.set_nulary(t, yyp[i-atoms.nstat()-atoms.npred()]);
- }
- }
-
- // set exogenous
- for (unsigned int outer_i = 0; outer_i < atoms.get_exovars().size(); outer_i++)
- if (atoms.is_referenced(atoms.get_exovars()[outer_i]))
- {
- const ogp::DynamicAtoms::Tlagmap &lmap = atoms.lagmap(atoms.get_exovars()[outer_i]);
- for (auto it : lmap)
- {
- int ll = it.first;
- if (ll == 0) // this is always true because of checks
- {
- int t = it.second;
- int i = atoms.outer2y_exo()[outer_i];
- et.set_nulary(t, xx[i]);
- }
- }
- }
-}
-
-void
-DynareStaticSteadyAtomValues::setValues(ogp::EvalTree &et) const
-{
- // set constants
- atoms_static.setValues(et);
-
- // set parameters
- for (auto name : atoms_static.get_params())
- {
- int t = atoms_static.index(name);
- if (t != -1)
- {
- int idyn = atoms.name2outer_param(name);
- et.set_nulary(t, paramvals[idyn]);
- }
- }
-
- // set endogenous
- for (auto name : atoms_static.get_endovars())
- {
- int t = atoms_static.index(name);
- if (t != -1)
- {
- int idyn = atoms.outer2y_endo()[atoms.name2outer_endo(name)];
- et.set_nulary(t, yy[idyn]);
- }
- }
-
- // set exogenous
- for (auto name : atoms_static.get_exovars())
- {
- int t = atoms_static.index(name);
- if (t != -1)
- et.set_nulary(t, 0.0);
- }
-}
-
-DynareSteadySubstitutions::DynareSteadySubstitutions(const ogp::FineAtoms &a,
- const ogp::OperationTree &tree,
- const Tsubstmap &subst,
- const Vector &pvals, Vector &yy)
- : atoms(a), y(yy)
-{
- // fill the vector of left and right hand sides
- for (auto it : subst)
- {
- left_hand_sides.push_back(it.first);
- right_hand_sides.push_back(it.second);
- }
-
- // evaluate right hand sides
- DynareSteadyAtomValues dsav(atoms, pvals, y);
- ogp::FormulaCustomEvaluator fe(tree, right_hand_sides);
- fe.eval(dsav, *this);
-}
-
-void
-DynareSteadySubstitutions::load(int i, double res)
-{
- const string &name = left_hand_sides[i];
- int iouter = atoms.name2outer_endo(name);
- int iy = atoms.outer2y_endo()[iouter];
- if (!std::isfinite(y[iy]))
- y[iy] = res;
-}
-
-DynareStaticSteadySubstitutions::
-DynareStaticSteadySubstitutions(const ogp::FineAtoms &a, const ogp::StaticFineAtoms &sa,
- const ogp::OperationTree &tree,
- const Tsubstmap &subst,
- const Vector &pvals, Vector &yy)
- : atoms(a), atoms_static(sa), y(yy)
-{
- // fill the vector of left and right hand sides
- for (const auto &it : subst)
- {
- left_hand_sides.push_back(it.first);
- right_hand_sides.push_back(it.second);
- }
-
- // evaluate right hand sides
- DynareStaticSteadyAtomValues dsav(atoms, atoms_static, pvals, y);
- ogp::FormulaCustomEvaluator fe(tree, right_hand_sides);
- fe.eval(dsav, *this);
-}
-
-void
-DynareStaticSteadySubstitutions::load(int i, double res)
-{
- const string &name = left_hand_sides[i];
- int iouter = atoms.name2outer_endo(name);
- int iy = atoms.outer2y_endo()[iouter];
- if (!std::isfinite(y[iy]))
- y[iy] = res;
-}
diff --git a/dynare++/src/dynare_atoms.hh b/dynare++/src/dynare_atoms.hh
deleted file mode 100644
index 60d8244910c9e52946b46d0585acee4a3dee1494..0000000000000000000000000000000000000000
--- a/dynare++/src/dynare_atoms.hh
+++ /dev/null
@@ -1,234 +0,0 @@
-/*
- * Copyright © 2006 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#ifndef OGDYN_DYNARE_ATOMS_H
-#define OGDYN_DYNARE_ATOMS_H
-
-#include "sylv/cc/Vector.hh"
-
-#include "parser/cc/static_atoms.hh"
-#include "parser/cc/static_fine_atoms.hh"
-#include "parser/cc/atom_substitutions.hh"
-#include "parser/cc/tree.hh"
-
-#include <map>
-#include <vector>
-
-namespace ogdyn
-{
- using std::map;
- using std::vector;
- using std::string;
-
- /* A definition of a type mapping a string to an integer. Used as a
- substitution map, saying what names are substituted for what expressions
- represented by tree indices. */
- using Tsubstmap = map<string, int>;
-
- class DynareStaticAtoms : public ogp::StaticAtoms
- {
- public:
- DynareStaticAtoms()
- : StaticAtoms()
- {
- }
- DynareStaticAtoms(const DynareStaticAtoms &a) = default;
- ~DynareStaticAtoms() override = default;
- /* This registers a unique varname identifier. It throws an exception if
- the variable name is duplicate. It checks the uniqueness and then it
- calls StaticAtoms::register_name. */
- void register_name(string name) override;
- protected:
- /* This returns a tree index of the given variable, and if the variable has
- not been registered, it throws an exception. */
- int check_variable(const string &name) const override;
- };
-
- class DynareDynamicAtoms : public ogp::SAtoms, public ogp::NularyStringConvertor
- {
- public:
- enum class atype { endovar, exovar, param };
- protected:
- using Tatypemap = map<string, atype>;
- /* The map assigining a type to each name. */
- Tatypemap atom_type;
- public:
- DynareDynamicAtoms()
- : ogp::SAtoms()
- {
- }
- /* This parses a variable of the forms: varname(+3), varname(3), varname,
- varname(-3), varname(0), varname(+0), varname(-0). */
- void parse_variable(const string &in, std::string &out, int &ll) const override;
- /* Registers unique name of endogenous variable. */
- void register_uniq_endo(string name) override;
- /* Registers unique name of exogenous variable. */
- void register_uniq_exo(string name) override;
- /* Registers unique name of parameter. */
- void register_uniq_param(string name) override;
- /* Return true if the name is a given type. */
- bool is_type(const string &name, atype tp) const;
- /* Debug print. */
- void print() const override;
- /* Implement NularyStringConvertor::convert. */
- std::string convert(int t) const override;
- };
-
- /* This class represents the atom values for dynare, where exogenous
- variables can occur only at time t, and endogenous at times t−1, t, and
- t+1. */
- class DynareAtomValues : public ogp::AtomValues
- {
- protected:
- /* Reference to the atoms (we suppose that they are only at t−1,t,t+1. */
- const ogp::FineAtoms &atoms;
- /* De facto reference to the values of parameters. */
- const ConstVector paramvals;
- /* De facto reference to the values of endogenous at time t−1. Only
- predetermined and both part. */
- const ConstVector yym;
- /* De facto reference to the values of endogenous at time t. Ordering given
- by the atoms. */
- const ConstVector yy;
- /* De facto reference to the values of endogenous at time t+1. Only both
- and forward looking part. */
- const ConstVector yyp;
- /* De facto reference to the values of exogenous at time t. */
- const ConstVector xx;
- public:
- DynareAtomValues(const ogp::FineAtoms &a, const Vector &pvals, const Vector &ym,
- const Vector &y, const Vector &yp, const Vector &x)
- : atoms(a), paramvals(pvals), yym(ym), yy(y), yyp(yp), xx(x)
- {
- }
- DynareAtomValues(const ogp::FineAtoms &a, const Vector &pvals, const ConstVector &ym,
- const ConstVector &y, const ConstVector &yp, const Vector &x)
- : atoms(a), paramvals(pvals), yym(ym), yy(y), yyp(yp), xx(x)
- {
- }
- void setValues(ogp::EvalTree &et) const override;
- };
-
- /* This class represents the atom values at the steady state. It makes only
- appropriate subvector yym and yyp of the y vector, makes a vector of zero
- exogenous variables and uses DynareAtomValues with more general
- interface. */
- class DynareSteadyAtomValues : public ogp::AtomValues
- {
- protected:
- /* Subvector of yy. */
- const ConstVector yym;
- /* Subvector of yy. */
- const ConstVector yyp;
- /* Vector of zeros for exogenous variables. */
- Vector xx;
- /* Atom values using this yym, yyp and xx. */
- DynareAtomValues av;
- public:
- DynareSteadyAtomValues(const ogp::FineAtoms &a, const Vector &pvals, const Vector &y)
- : yym(y, a.nstat(), a.nys()),
- yyp(y, a.nstat()+a.npred(), a.nyss()),
- xx(a.nexo()),
- av(a, pvals, yym, y, yyp, xx)
- {
- xx.zeros();
- }
- void
- setValues(ogp::EvalTree &et) const override
- {
- av.setValues(et);
- }
- };
-
- class DynareStaticSteadyAtomValues : public ogp::AtomValues
- {
- protected:
- /* Reference to static atoms over which the tree, where the values go, is
- defined. */
- const ogp::StaticFineAtoms &atoms_static;
- /* Reference to dynamic atoms for which the class gets input data. */
- const ogp::FineAtoms &atoms;
- /* De facto reference to input data, this is a vector of endogenous
- variables in internal ordering of the dynamic atoms. */
- ConstVector yy;
- /* De facto reference to input parameters corresponding to ordering defined
- by the dynamic atoms. */
- ConstVector paramvals;
- public:
- /* Construct the object. */
- DynareStaticSteadyAtomValues(const ogp::FineAtoms &a, const ogp::StaticFineAtoms &sa,
- const Vector &pvals, const Vector &yyy)
- : atoms_static(sa),
- atoms(a),
- yy(yyy),
- paramvals(pvals)
- {
- }
- /* Set the values to the tree defined over the static atoms. */
- void setValues(ogp::EvalTree &et) const override;
- };
-
- /* This class takes a vector of endogenous variables and a substitution map.
- It supposes that variables at the right hand sides of the substitutions
- are set in the endogenous vector. It evaluates the substitutions and if
- the variables corresponding to left hand sides are not set in the
- endogenous vector it sets them to calculated values. If a variable is
- already set, it does not override its value. It has no methods, everything
- is done in the constructor. */
- class DynareSteadySubstitutions : public ogp::FormulaEvalLoader
- {
- protected:
- const ogp::FineAtoms &atoms;
- public:
- DynareSteadySubstitutions(const ogp::FineAtoms &a, const ogp::OperationTree &tree,
- const Tsubstmap &subst,
- const Vector &pvals, Vector &yy);
- void load(int i, double res) override;
- protected:
- Vector &y;
- vector<string> left_hand_sides;
- vector<int> right_hand_sides;
- };
-
- /* This class is a static version of DynareSteadySustitutions. It works for
- static atoms and static tree and substitution map over the static tree. It
- also needs dynamic version of the atoms, since it defines ordering of the
- vectors pvals, and yy. */
- class DynareStaticSteadySubstitutions : public ogp::FormulaEvalLoader
- {
- protected:
- const ogp::FineAtoms &atoms;
- const ogp::StaticFineAtoms &atoms_static;
- public:
- DynareStaticSteadySubstitutions(const ogp::FineAtoms &a,
- const ogp::StaticFineAtoms &sa,
- const ogp::OperationTree &tree,
- const Tsubstmap &subst,
- const Vector &pvals, Vector &yy);
- void load(int i, double res) override;
- protected:
- Vector &y;
- vector<string> left_hand_sides;
- vector<int> right_hand_sides;
- };
-
-};
-
-#endif
diff --git a/dynare++/src/dynare_model.cc b/dynare++/src/dynare_model.cc
deleted file mode 100644
index ce9e48dcb61485cb30e0e76de5b92918f4795eaa..0000000000000000000000000000000000000000
--- a/dynare++/src/dynare_model.cc
+++ /dev/null
@@ -1,968 +0,0 @@
-/*
- * Copyright © 2006-2011 Ondra Kamenik
- * Copyright © 2019-2022 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 <https://www.gnu.org/licenses/>.
- */
-
-#include "parser/cc/parser_exception.hh"
-#include "parser/cc/location.hh"
-#include "utils/cc/exception.hh"
-#include "dynare_model.hh"
-#include "dynare_exception.hh"
-#include "planner_builder.hh"
-#include "forw_subst_builder.hh"
-
-#include <string>
-#include <cmath>
-#include <limits>
-#include <ostream>
-#include <memory>
-#include <algorithm>
-#include <iomanip>
-
-using namespace ogdyn;
-
-ParsedMatrix::ParsedMatrix(const ogp::MatrixParser &mp)
- : TwoDMatrix(mp.nrows(), mp.ncols())
-{
- zeros();
- for (ogp::MPIterator it = mp.begin(); it != mp.end(); ++it)
- get(it.row(), it.col()) = *it;
-}
-
-DynareModel::DynareModel()
- : atoms(), eqs(atoms)
-{
-}
-
-DynareModel::DynareModel(const DynareModel &dm)
- : atoms(dm.atoms), eqs(dm.eqs, atoms), order(dm.order),
- t_plobjective(dm.t_plobjective),
- t_pldiscount(dm.t_pldiscount)
-{
- if (dm.param_vals)
- param_vals = std::make_unique<Vector>(const_cast<const Vector &>(*dm.param_vals));
- if (dm.init_vals)
- init_vals = std::make_unique<Vector>(const_cast<const Vector &>(*dm.init_vals));
- if (dm.vcov_mat)
- vcov_mat = std::make_unique<TwoDMatrix>(const_cast<const TwoDMatrix &>(*dm.vcov_mat));
- if (dm.old_atoms)
- old_atoms = std::make_unique<DynareDynamicAtoms>(static_cast<const DynareDynamicAtoms &>(*dm.old_atoms));
- if (dm.atom_substs)
- atom_substs = std::make_unique<ogp::AtomSubstitutions>(*dm.atom_substs, *old_atoms, atoms);
- if (dm.pbuilder)
- pbuilder = std::make_unique<PlannerBuilder>(*dm.pbuilder, *this);
- if (dm.fbuilder)
- fbuilder = std::make_unique<ForwSubstBuilder>(*dm.fbuilder, *this);
-}
-
-const PlannerInfo *
-DynareModel::get_planner_info() const
-{
- if (pbuilder)
- return &(pbuilder->get_info());
- return nullptr;
-}
-
-const ForwSubstInfo *
-DynareModel::get_forw_subst_info() const
-{
- if (fbuilder)
- return &(fbuilder->get_info());
- return nullptr;
-}
-
-const ogp::SubstInfo *
-DynareModel::get_subst_info() const
-{
- if (atom_substs)
- return &(atom_substs->get_info());
- return nullptr;
-}
-
-void
-DynareModel::setInitOuter(const Vector &x)
-{
- if (x.length() != atoms.ny())
- throw DynareException(__FILE__, __LINE__,
- "Wrong length of vector in DynareModel::setInitOuter");
- for (int i = 0; i < atoms.ny(); i++)
- (*init_vals)[i] = x[atoms.y2outer_endo()[i]];
-}
-
-void
-DynareModel::print() const
-{
- std::cout << "all atoms:\n";
- atoms.print();
- std::cout << "formulas:\n";
- DebugOperationFormatter dof(*this);
- for (int i = 0; i < eqs.nformulas(); i++)
- {
- int tf = eqs.formula(i);
- std::cout << "formula " << tf << "%d:\n";
- eqs.getTree().print_operation_tree(tf, std::cout, dof);
- }
-}
-
-void
-DynareModel::dump_model(std::ostream &os) const
-{
- // endogenous variable declaration
- os << "var";
- for (auto i : atoms.get_endovars())
- os << " " << i;
- os << ";\n\n";
-
- // exogenous variables
- os << "varexo";
- for (auto i : atoms.get_exovars())
- os << " " << i;
- os << ";\n\n";
-
- // parameters
- os << "parameters";
- for (auto i : atoms.get_params())
- os << " " << i;
- os << ";\n\n";
-
- // parameter values
- os.precision(16);
- for (int i = 0; i < static_cast<int>(atoms.get_params().size()); i++)
- os << atoms.get_params()[i] << "=" << getParams()[i] << ";\n";
- os << "\n\n";
-
- // model section
- ogp::OperationStringConvertor osc(atoms, getParser().getTree());
- os << "model;\n";
- for (int i = 0; i < getParser().nformulas(); i++)
- {
- os << "// Equation " << i << "\n0 = ";
- int t = getParser().formula(i);
- os << osc.convert(getParser().getTree().operation(t), t);
- os << ";\n";
- }
- os << "end;\n";
-
- // initval as steady state
- os << "initval;\n";
- for (int i = 0; i < static_cast<int>(atoms.get_endovars().size()); i++)
- os << atoms.get_endovars()[atoms.y2outer_endo()[i]] << "=" << getInit()[i] << ";\n";
- os << "end;\n";
-}
-
-void
-DynareModel::add_name(std::string name, int flag)
-{
- if (flag == 1)
- // endogenous
- atoms.register_uniq_endo(name);
- else if (flag == 2)
- // exogenous
- atoms.register_uniq_exo(name);
- else if (flag == 3)
- // parameter
- atoms.register_uniq_param(name);
- else
- throw DynareException(__FILE__, __LINE__, "Unrecognized flag value.");
-}
-
-void
-DynareModel::check_model() const
-{
- if (order == -1)
- throw DynareException(__FILE__, __LINE__,
- "Order of approximation not set in DynareModel::check_model");
-
- if (atoms.ny() != eqs.nformulas())
- throw DynareException(__FILE__, __LINE__, "Model has " + std::to_string(eqs.nformulas())
- + " equations for " + std::to_string(atoms.ny()) + " endogenous variables");
-
- /* check whether all nulary terms of all formulas in eqs are either constant
- or assigned to a name */
- for (int i = 0; i < eqs.nformulas(); i++)
- {
- int ft = eqs.formula(i);
- const unordered_set<int> &nuls = eqs.nulary_of_term(ft);
- for (int nul : nuls)
- if (!atoms.is_constant(nul) && !atoms.is_named_atom(nul))
- throw DynareException(__FILE__, __LINE__,
- "Dangling nulary term found, internal error.");
- }
-
- int mlag, mlead;
- atoms.exovarspan(mlead, mlag);
- if (atoms.nexo() > 0 && (mlead != 0 || mlag != 0))
- throw DynareException(__FILE__, __LINE__,
- "The model contains occurrences of lagged/leaded exogenous variables");
-
- atoms.endovarspan(mlead, mlag);
- if (mlead > 1 || mlag < -1)
- throw DynareException(__FILE__, __LINE__,
- "The model contains occurrences of too lagged/leaded endogenous variables");
-
- // check the dimension of vcov matrix
- if (getAtoms().nexo() != getVcov().nrows())
- throw DynareException(__FILE__, __LINE__,
- "Dimension of VCOV matrix does not correspond to the shocks");
-}
-
-int
-DynareModel::variable_shift(int t, int tshift)
-{
- const string &name = atoms.name(t);
- if (atoms.is_type(name, DynareDynamicAtoms::atype::param)
- || atoms.is_constant(t))
- throw DynareException(__FILE__, __LINE__,
- "The tree index is not a variable in DynareModel::variable_shift");
- int ll = atoms.lead(t) + tshift;
- int res = atoms.index(name, ll);
- if (res == -1)
- res = eqs.add_nulary(name + '(' + std::to_string(ll) + ')');
- return res;
-}
-
-void
-DynareModel::variable_shift_map(const unordered_set<int> &a_set, int tshift,
- map<int, int> &s_map)
-{
- s_map.clear();
- for (int t : a_set)
- // make shift map only for non-constants and non-parameters
- if (!atoms.is_constant(t))
- {
- const string &name = atoms.name(t);
- if (atoms.is_type(name, DynareDynamicAtoms::atype::endovar)
- || atoms.is_type(name, DynareDynamicAtoms::atype::exovar))
- {
- int tt = variable_shift(t, tshift);
- s_map.emplace(t, tt);
- }
- }
-}
-
-void
-DynareModel::termspan(int t, int &mlead, int &mlag) const
-{
- mlead = std::numeric_limits<int>::min();
- mlag = std::numeric_limits<int>::max();
- const unordered_set<int> &nul_terms = eqs.nulary_of_term(t);
- for (int nul_term : nul_terms)
- {
- if (!atoms.is_constant(nul_term)
- && (atoms.is_type(atoms.name(nul_term), DynareDynamicAtoms::atype::endovar)
- || atoms.is_type(atoms.name(nul_term), DynareDynamicAtoms::atype::exovar)))
- {
- int ll = atoms.lead(nul_term);
- mlag = std::min(ll, mlag);
- mlead = std::max(ll, mlead);
- }
- }
-}
-
-bool
-DynareModel::is_constant_term(int t) const
-{
- const unordered_set<int> &nul_terms = eqs.nulary_of_term(t);
- for (int nul_term : nul_terms)
- if (!atoms.is_constant(nul_term)
- && !atoms.is_type(atoms.name(nul_term), DynareDynamicAtoms::atype::param))
- return false;
- return true;
-}
-
-unordered_set<int>
-DynareModel::get_nonlinear_subterms(int t) const
-{
- NLSelector nls(*this);
- return eqs.getTree().select_terms(t, nls);
-}
-
-void
-DynareModel::substitute_atom_for_term(const string &name, int ll, int t)
-{
- /* if the term t is itself a named atom (parameter, exo, endo), then we have
- to unassign it first */
- if (atoms.is_named_atom(t))
- atoms.unassign_variable(atoms.name(t), atoms.lead(t), t);
- /* assign allocated tree index for the term now to name(ll) */
- atoms.assign_variable(name, ll, t);
- // make operation t nulary in operation tree
- eqs.nularify(t);
-}
-
-void
-DynareModel::final_job()
-{
- if (t_plobjective != -1 && t_pldiscount != -1)
- {
- /* at this moment include all equations and all variables; in future we
- will exclude purely exogenous processes; TODO */
- PlannerBuilder::Tvarset vset;
- for (int i = 0; i < atoms.ny(); i++)
- vset.insert(atoms.get_endovars()[i]);
- PlannerBuilder::Teqset eset;
- for (int i = 0; i < eqs.nformulas(); i++)
- eset.push_back(i);
-
- // construct the planner builder, this adds a lot of stuff to the model
- pbuilder = std::make_unique<PlannerBuilder>(*this, vset, eset);
- }
-
- // construct ForwSubstBuilder
- fbuilder = std::make_unique<ForwSubstBuilder>(*this);
-
- // call parsing_finished (this will define an outer ordering of all variables)
- atoms.parsing_finished(ogp::VarOrdering::bfspbfpb);
- // make a copy of atoms and name it old_atoms
- old_atoms = std::make_unique<DynareDynamicAtoms>(atoms);
- // construct empty substitutions from old_atoms to atoms
- atom_substs = std::make_unique<ogp::AtomSubstitutions>(*old_atoms, atoms);
- /* do the actual substitution, it will also call parsing_finished for atoms
- which creates internal orderings */
- atoms.substituteAllLagsAndExo1Leads(eqs, *atom_substs);
-}
-
-extern ogp::location_type dynglob_lloc;
-
-DynareParser::DynareParser(const string &stream, int ord)
- : DynareModel(),
- pa_atoms(), paramset(pa_atoms),
- ia_atoms(), initval(ia_atoms), vcov(),
- model_beg(0), model_end(-1),
- paramset_beg(0), paramset_end(-1),
- initval_beg(0), initval_end(-1),
- vcov_beg(0), vcov_end(-1),
- order_beg(0), order_end(-1),
- plobjective_beg(0), plobjective_end(-1),
- pldiscount_beg(0), pldiscount_end(-1)
-{
- // global parse
- try
- {
- parse_glob(stream);
- }
- catch (const ogp::ParserException &e)
- {
- throw ogp::ParserException(e, dynglob_lloc.off);
- }
- // setting parameters parse
- try
- {
- if (paramset_end > paramset_beg)
- paramset.parse(stream.substr(paramset_beg, paramset_end-paramset_beg));
- }
- catch (const ogp::ParserException &e)
- {
- throw ogp::ParserException(e, paramset_beg);
- }
- // model parse
- try
- {
- if (model_end > model_beg)
- eqs.parse(stream.substr(model_beg, model_end-model_beg));
- else
- throw ogp::ParserException("Model section not found.", 0);
- }
- catch (const ogp::ParserException &e)
- {
- throw ogp::ParserException(e, model_beg);
- }
- // initval setting parse
- try
- {
- if (initval_end > initval_beg)
- initval.parse(stream.substr(initval_beg, initval_end-initval_beg));
- }
- catch (const ogp::ParserException &e)
- {
- throw ogp::ParserException(e, initval_beg);
- }
- // vcov parse
- try
- {
- if (vcov_end > vcov_beg)
- vcov.parse(stream.substr(vcov_beg, vcov_end-vcov_beg));
- }
- catch (const ogp::ParserException &e)
- {
- throw ogp::ParserException(e, vcov_beg);
- }
- // planner objective parse
- try
- {
- if (plobjective_end > plobjective_beg)
- {
- eqs.parse(stream.substr(plobjective_beg, plobjective_end-plobjective_beg));
- t_plobjective = eqs.pop_last_formula();
- }
- }
- catch (const ogp::ParserException &e)
- {
- throw ogp::ParserException(e, plobjective_beg);
- }
- // planner discount parse
- try
- {
- if (pldiscount_end > pldiscount_beg)
- t_pldiscount = parse_pldiscount(stream.substr(pldiscount_beg, pldiscount_end - pldiscount_beg));
- }
- catch (const ogp::ParserException &e)
- {
- throw ogp::ParserException(e, pldiscount_beg);
- }
- // order parse
- try
- {
- if (order_end > order_beg)
- order = parse_order(stream.substr(order_beg, order_end - order_beg));
- }
- catch (const ogp::ParserException &e)
- {
- throw ogp::ParserException(e, order_beg);
- }
-
- // check the overridden order
- if (ord != -1)
- order = ord;
-
- // end parsing job, add planner's FOCs, make substitutions
- DynareModel::final_job();
-
- // calculate parameters
- calc_params();
- // calculate initial values
- calc_init();
-
- if (vcov_end > vcov_beg)
- vcov_mat = std::make_unique<ParsedMatrix>(vcov);
- else
- {
- // vcov has not been asserted, set it to unit matrix
- vcov_mat = std::make_unique<TwoDMatrix>(atoms.nexo(), atoms.nexo());
- vcov_mat->unit();
- }
-
- // check the model
- check_model();
-
- // differentiate
- if (order >= 1)
- eqs.differentiate(order);
-}
-
-DynareParser::DynareParser(const DynareParser &dp)
- : DynareModel(dp),
- pa_atoms(dp.pa_atoms), paramset(dp.paramset, pa_atoms),
- ia_atoms(dp.ia_atoms), initval(dp.initval, ia_atoms), vcov(dp.vcov),
- model_beg(dp.model_beg), model_end(dp.model_end),
- paramset_beg(dp.paramset_beg), paramset_end(dp.paramset_end),
- initval_beg(dp.initval_beg), initval_end(dp.initval_end),
- vcov_beg(dp.vcov_beg), vcov_end(dp.vcov_end),
- order_beg(dp.order_beg), order_end(dp.order_end),
- plobjective_beg(dp.plobjective_beg), plobjective_end(dp.plobjective_end),
- pldiscount_beg(dp.pldiscount_beg), pldiscount_end(dp.pldiscount_end)
-{
-}
-
-void
-DynareParser::add_name(string name, int flag)
-{
- DynareModel::add_name(name, flag);
- // register with static atoms used for atom assignements
- if (flag == 1)
- // endogenous
- ia_atoms.register_name(std::move(name));
- else if (flag == 2)
- // exogenous
- ia_atoms.register_name(std::move(name));
- else if (flag == 3)
- {
- // parameter
- pa_atoms.register_name(name);
- ia_atoms.register_name(std::move(name));
- }
- else
- throw DynareException(__FILE__, __LINE__, "Unrecognized flag value.");
-}
-
-void
-DynareParser::error(string mes)
-{
- // throwing zero offset since this exception will be caugth at constructor
- throw ogp::ParserException(std::move(mes), 0);
-}
-
-void
-DynareParser::print() const
-{
- DynareModel::print();
- std::cout << "parameter atoms:\n";
- paramset.print();
- std::cout << "initval atoms:\n";
- initval.print();
- std::cout << "model position: " << model_beg << ' ' << model_end << '\n'
- << "paramset position: " << paramset_beg << ' ' << paramset_end << '\n'
- << "initval position: " << initval_beg << ' ' << initval_end << '\n';
-}
-
-/* A global symbol for passing info to the DynareParser from parser. */
-DynareParser *dynare_parser;
-
-/* The declarations of functions defined in dynglob_ll.cc and dynglob_tab.cc
- generated from dynglob.lex and dynglob.y */
-void *dynglob__scan_string(const char *);
-void dynglob__destroy_buffer(void *);
-void dynglob_parse();
-extern ogp::location_type dynglob_lloc;
-
-void
-DynareParser::parse_glob(const string &stream)
-{
- void *p = dynglob__scan_string(stream.c_str());
- dynare_parser = this;
- dynglob_parse();
- dynglob__destroy_buffer(p);
-}
-
-int
-DynareParser::parse_order(const string &str)
-{
- return std::stoi(str);
-}
-
-int
-DynareParser::parse_pldiscount(const string &str)
-{
- if (!atoms.is_type(str, DynareDynamicAtoms::atype::param))
- throw ogp::ParserException("Name " + str + " is not a parameter", 0);
-
- int t = atoms.index(str, 0);
- if (t == -1)
- t = eqs.add_nulary(str);
-
- return t;
-}
-
-void
-DynareParser::calc_params()
-{
- param_vals = std::make_unique<Vector>(atoms.np());
- ogp::AtomAsgnEvaluator aae(paramset);
- aae.eval();
- for (int i = 0; i < atoms.np(); i++)
- (*param_vals)[i] = aae.get_value(atoms.get_params()[i]);
-
- for (unsigned int i = 0; i < atoms.get_params().size(); i++)
- if (!std::isfinite((*param_vals)[i]))
- std::cout << "dynare++: warning: value for parameter " << atoms.get_params()[i] << " is not finite\n";
-}
-
-void
-DynareParser::calc_init()
-{
- // update initval atoms assignings according to substitutions
- if (atom_substs)
- initval.apply_subst(atom_substs->get_old2new());
-
- // calculate the vector of initial values
- init_vals = std::make_unique<Vector>(atoms.ny());
- ogp::AtomAsgnEvaluator aae(initval);
- // set parameters
- for (int ip = 0; ip < atoms.np(); ip++)
- aae.set_user_value(atoms.get_params()[ip], (*param_vals)[ip]);
- // set exogenous to zeros
- for (int ie = 0; ie < atoms.nexo(); ie++)
- aae.set_user_value(atoms.get_exovars()[ie], 0.0);
- // evaluate
- aae.eval();
- // set results to internally ordered vector init_vals
- for (int outer = 0; outer < atoms.ny(); outer++)
- {
- int i = atoms.outer2y_endo()[outer];
- (*init_vals)[i] = aae.get_value(atoms.get_endovars()[outer]);
- }
-
- /* if the planner's FOCs have been added, then add estimate of Lagrange
- multipliers to the vector */
- if (pbuilder)
- MultInitSS mis(*pbuilder, *param_vals, *init_vals);
-
- /* if forward substitution builder has been created, we have to its
- substitutions and evaluate them */
- if (fbuilder)
- ogdyn::DynareSteadySubstitutions dss(atoms, eqs.getTree(),
- fbuilder->get_aux_map(), *param_vals, *init_vals);
-
- for (unsigned int i = 0; i < atoms.get_endovars().size(); i++)
- if (!std::isfinite((*init_vals)[i]))
- std::cout << "dynare++: warning: initval for <" << atoms.get_endovars()[atoms.y2outer_endo()[i]] << "> is not finite\n";
-}
-
-// this returns false for linear functions
-bool
-NLSelector::operator()(int t) const
-{
- const ogp::Operation &op = model.getParser().getTree().operation(t);
- const DynareDynamicAtoms &atoms = model.getAtoms();
- // if the term is constant, return false
- if (model.is_constant_term(t))
- return false;
- int nary = op.nary();
- if (nary == 0)
- {
- if (atoms.is_type(atoms.name(t), DynareDynamicAtoms::atype::endovar)
- || atoms.is_type(atoms.name(t), DynareDynamicAtoms::atype::exovar))
- return true;
- else
- return false;
- }
- else if (nary == 1)
- {
- if (op.getCode() == ogp::code_t::UMINUS)
- return false;
- else
- return true;
- }
- else
- {
- if (op.getCode() == ogp::code_t::TIMES)
- // if at least one operand is constant, than the TIMES is linear
- if (model.is_constant_term(op.getOp1())
- || model.is_constant_term(op.getOp2()))
- return false;
- else
- return true;
- // both PLUS and MINUS are linear
- if (op.getCode() == ogp::code_t::PLUS
- || op.getCode() == ogp::code_t::MINUS)
- return false;
- // POWER is linear if exponent or base is 0 or one
- if (op.getCode() == ogp::code_t::POWER
- && (op.getOp1() == ogp::OperationTree::zero
- || op.getOp1() == ogp::OperationTree::one
- || op.getOp2() == ogp::OperationTree::zero
- || op.getOp2() == ogp::OperationTree::one))
- return false;
- else
- return true;
- /* DIVIDE is linear if the denominator is constant, or if the nominator
- is zero */
- if (op.getCode() == ogp::code_t::DIVIDE
- && (op.getOp1() == ogp::OperationTree::zero
- || model.is_constant_term(op.getOp2())))
- return false;
- else
- return true;
- }
-
- throw DynareException(__FILE__, __LINE__,
- "Wrong operation in operation tree");
- return false;
-}
-
-DynareSPModel::DynareSPModel(const std::vector<std::string> &endo,
- const std::vector<std::string> &exo,
- const std::vector<std::string> &par,
- const string &equations,
- int ord)
- : DynareModel()
-{
- // set the order
- order = ord;
-
- // add names
- for (const auto &it : endo)
- add_name(it, 1);
- for (const auto &it : exo)
- add_name(it, 2);
- for (const auto &it : par)
- add_name(it, 3);
-
- // parse the equations
- eqs.parse(equations);
-
- // parsing finished
- atoms.parsing_finished(ogp::VarOrdering::bfspbfpb);
-
- // create what has to be created from DynareModel
- param_vals = std::make_unique<Vector>(atoms.np());
- init_vals = std::make_unique<Vector>(atoms.ny());
- vcov_mat = std::make_unique<TwoDMatrix>(atoms.nexo(), atoms.nexo());
-
- // check the model
- check_model();
-
- // differentiate
- if (order >= 1)
- eqs.differentiate(order);
-}
-
-void
-ModelSSWriter::write_der0(std::ostream &os)
-{
- write_der0_preamble(os);
- write_atom_assignment(os);
-
- stop_set.clear();
- for (int fi = 0; fi < model.eqs.nformulas(); fi++)
- otree.print_operation_tree(model.eqs.formula(fi), os, *this);
-
- write_der0_assignment(os);
-}
-
-void
-ModelSSWriter::write_der1(std::ostream &os)
-{
- write_der1_preamble(os);
- write_atom_assignment(os);
-
- stop_set.clear();
-
- const vector<int> &variables = model.getAtoms().variables();
- const vector<int> &eam = model.getAtoms().get_endo_atoms_map();
- for (int i = 0; i < model.getParser().nformulas(); i++)
- {
- const ogp::FormulaDerivatives &fder = model.getParser().derivatives(i);
- for (int j : eam)
- {
- int t = fder.derivative(ogp::FoldMultiIndex(variables.size(), 1, j));
- if (t > 0)
- otree.print_operation_tree(t, os, *this);
- }
- }
-
- write_der1_assignment(os);
-}
-
-MatlabSSWriter::MatlabSSWriter(const DynareModel &dm, std::string id_arg)
- : ModelSSWriter(dm), id(std::move(id_arg))
-{
-}
-
-void
-MatlabSSWriter::write_der0_preamble(std::ostream &os) const
-{
- os << "% Usage:\n"
- << "% out = " << id << "_f(params, y)\n"
- << "% where\n"
- << "% out is a (" << model.getAtoms().ny() << ",1) column vector of the residuals\n"
- << "% of the static system\n";
- write_common1_preamble(os);
- os << "function out = " << id << "_f(params, y)\n";
- write_common2_preamble(os);
-}
-
-void
-MatlabSSWriter::write_der1_preamble(std::ostream &os) const
-{
- os << "% Usage:\n"
- << "% out = " << id << "_ff(params, y)\n"
- << "% where\n"
- << "% out is a (" << model.getAtoms().ny() << "," << model.getAtoms().ny() << ") matrix of the first order\n"
- << "% derivatives of the static system residuals\n"
- << "% columns correspond to endo variables in\n"
- << "% the ordering as declared\n";
- write_common1_preamble(os);
- os << "function out = " << id << "_ff(params, y)\n";
- write_common2_preamble(os);
-}
-
-void
-MatlabSSWriter::write_common1_preamble(std::ostream &os) const
-{
- os << "% params is a (" << model.getAtoms().np() << ",1) vector of parameter values\n"
- << "% in the ordering as declared\n"
- << "% y is a (" << model.getAtoms().ny() << ",1) vector of endogenous variables\n"
- << "% in the ordering as declared\n"
- << "%\n"
- << "% Created by Dynare++ v. " << VERSION << "\n";
- // write ordering of parameters
- os << "\n% params ordering\n% =====================\n";
- for (auto parname : model.getAtoms().get_params())
- os << "% " << parname << "\n";
-
- // write endogenous variables
- os << "%\n% y ordering\n% =====================\n";
- for (auto endoname : model.getAtoms().get_endovars())
- os << "% " << endoname << "\n";
- os << "\n";
-}
-
-void
-MatlabSSWriter::write_common2_preamble(std::ostream &os) const
-{
- os << "if size(y) ~= [" << model.getAtoms().ny() << ",1]\n"
- << "\terror('Wrong size of y, must be [" << model.getAtoms().ny() << ",1]');\nend\n"
- << "if size(params) ~= [" << model.getAtoms().np() << ",1]\n"
- << "\terror('Wrong size of params, must be [" << model.getAtoms().np() << ",1]');\nend\n\n";
-}
-
-void
-MatlabSSWriter::write_atom_assignment(std::ostream &os) const
-{
- // write OperationTree::num_constants
- os << "% hardwired constants\n";
- ogp::EvalTree etree(model.getParser().getTree(), ogp::OperationTree::num_constants-1);
- for (int i = 0; i < ogp::OperationTree::num_constants; i++)
- {
- format_nulary(i, os);
- double g = etree.eval(i);
- if (std::isnan(g))
- os << " = NaN;\n";
- else
- os << " = " << std::defaultfloat << std::setprecision(8) << etree.eval(i) << ";\n";
- }
- // write numerical constants
- os << "% numerical constants\n";
- const ogp::Constants::Tconstantmap &cmap = model.getAtoms().get_constantmap();
- for (auto it : cmap)
- {
- format_nulary(it.first, os);
- os << " = " << std::defaultfloat << std::setprecision(8) << it.second << ";\n";
- }
- // write parameters
- os << "% parameter values\n";
- for (unsigned int ip = 0; ip < model.getAtoms().get_params().size(); ip++)
- {
- const string &parname = model.getAtoms().get_params()[ip];
- int t = model.getAtoms().index(parname, 0);
- if (t == -1)
- os << "% " << parname << " not used in the model\n";
- else
- {
- format_nulary(t, os);
- os << " = params(" << ip+1 << "); % " << parname << "\n";
- }
- }
- // write exogenous variables
- os << "% exogenous variables to zeros\n";
- for (unsigned int ie = 0; ie < model.getAtoms().get_exovars().size(); ie++)
- {
- const string &exoname = model.getAtoms().get_exovars()[ie];
- try
- {
- const ogp::DynamicAtoms::Tlagmap &lmap = model.getAtoms().lagmap(exoname);
- for (auto it : lmap)
- {
- format_nulary(it.second, os);
- os << " = 0.0; % " << exoname << "\n";
- }
- }
- catch (const ogu::Exception &e)
- {
- // ignore the error of not found variable in the tree
- }
- }
- // write endogenous variables
- os << "% endogenous variables to y\n";
- for (unsigned int ie = 0; ie < model.getAtoms().get_endovars().size(); ie++)
- {
- const string &endoname = model.getAtoms().get_endovars()[ie];
- const ogp::DynamicAtoms::Tlagmap &lmap = model.getAtoms().lagmap(endoname);
- for (auto it : lmap)
- {
- format_nulary(it.second, os);
- os << " = y(" << ie+1 << "); % " << endoname << "\n";
- }
- }
- os << "\n";
-}
-
-void
-MatlabSSWriter::write_der0_assignment(std::ostream &os) const
-{
-
- // initialize out variable
- os << "% setting the output variable\n"
- << "out = zeros(" << model.getParser().nformulas() << ", 1);\n";
-
- // fill out with the terms
- for (int i = 0; i < model.getParser().nformulas(); i++)
- {
- os << "out(" << i+1 << ") = ";
- format_term(model.getParser().formula(i), os);
- os << ";\n";
- }
-}
-
-void
-MatlabSSWriter::write_der1_assignment(std::ostream &os) const
-{
- // initialize out variable
- os << "% setting the output variable\n";
- os << "out = zeros(" << model.getParser().nformulas() << ", " << model.getAtoms().ny() << ");\n";
-
- // fill out with the terms
- const vector<int> &variables = model.getAtoms().variables();
- const vector<int> &eam = model.getAtoms().get_endo_atoms_map();
- for (int i = 0; i < model.getParser().nformulas(); i++)
- {
- const ogp::FormulaDerivatives &fder = model.getParser().derivatives(i);
- for (int j : eam)
- {
- int tvar = variables[j];
- const string &name = model.getAtoms().name(tvar);
- int yi = model.getAtoms().name2outer_endo(name);
- int t = fder.derivative(ogp::FoldMultiIndex(variables.size(), 1, j));
- if (t != ogp::OperationTree::zero)
- {
- os << "out(" << i+1 << "," << yi+1 << ") = out("<< i+1 << "," << yi+1 << ") + ";
- format_term(t, os);
- os << "; % " << name << "(" << model.getAtoms().lead(tvar) << ")\n";
- }
- }
- }
-}
-
-void
-MatlabSSWriter::format_term(int t, std::ostream &os) const
-{
- os << 't' << t;
-}
-
-void
-MatlabSSWriter::format_nulary(int t, std::ostream &os) const
-{
- os << 'a' << t;
-}
-
-void
-DebugOperationFormatter::format_nulary(int t, std::ostream &os) const
-{
- const DynareDynamicAtoms &a = model.getAtoms();
-
- if (t == ogp::OperationTree::zero)
- os << '0';
- else if (t == ogp::OperationTree::one)
- os << '1';
- else if (t == ogp::OperationTree::nan)
- os << "NaN";
- else if (t == ogp::OperationTree::two_over_pi)
- os << "2/sqrt(PI)";
- else if (a.is_constant(t))
- os << a.get_constant_value(t);
- else
- {
- int ll = a.lead(t);
- const std::string &name = a.name(t);
- if (ll == 0)
- os << name;
- else
- os << name << '(' << ll << ')';
- }
-}
diff --git a/dynare++/src/dynare_model.hh b/dynare++/src/dynare_model.hh
deleted file mode 100644
index a4498d9dea8dd735280bc5589fe0ba4a46ea633d..0000000000000000000000000000000000000000
--- a/dynare++/src/dynare_model.hh
+++ /dev/null
@@ -1,463 +0,0 @@
-/*
- * Copyright © 2005-2011 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#ifndef OGDYN_DYNARE_MODEL
-#define OGDYN_DYNARE_MODEL
-
-#include "parser/cc/matrix_parser.hh"
-#include "parser/cc/atom_assignings.hh"
-
-#include "dynare_atoms.hh"
-#include "twod_matrix.hh"
-#include "planner_builder.hh"
-#include "forw_subst_builder.hh"
-
-#include "Vector.hh"
-#include "GeneralMatrix.hh"
-
-#include <map>
-#include <unordered_set>
-#include <ostream>
-#include <memory>
-#include <iostream>
-
-namespace ogdyn
-{
- using std::unordered_set;
- using std::map;
-
- /* This represents an interval in a string by the pair of positions
- (including the first, excluding the second). A position is given by the
- line and the column within the line (both starting from 1). */
- struct PosInterval
- {
- int fl;
- int fc;
- int ll;
- int lc;
- PosInterval() = default;
- PosInterval(int ifl, int ifc, int ill, int ilc)
- : fl(ifl), fc(ifc), ll(ill), lc(ilc)
- {
- }
- PosInterval &operator=(const PosInterval &pi) = default;
- /* Debug print. */
- void
- print() const
- {
- std::cout << "fl=" << fl << " fc=" << fc << " ll=" << ll << " lc=" << lc << '\n';
- }
- };
-
- /* This class is basically a GeneralMatrix but is created from parsed matrix
- data. */
- class ParsedMatrix : public TwoDMatrix
- {
- public:
- /* Construct the object from the parsed data of ogp::MatrixParser. */
- ParsedMatrix(const ogp::MatrixParser &mp);
- };
-
- class PlannerBuilder;
- class PlannerInfo;
- class ForwSubstBuilder;
- class ForwSubstInfo;
- class MultInitSS;
- class ModelSSWriter;
-
- /* A subclass is responsible for creating param_vals, init_vals, and
- vcov_mat. */
- class DynareModel
- {
- friend class PlannerBuilder;
- friend class ForwSubstBuilder;
- friend class MultInitSS;
- friend class ModelSSWriter;
- protected:
- /* All atoms for whole model. */
- DynareDynamicAtoms atoms;
- /* Parsed model equations. */
- ogp::FormulaParser eqs;
- /* Order of approximation. */
- int order{-1};
- /* A vector of parameters values created by a subclass. It is stored with
- natural ordering (outer) of the parameters given by atoms. */
- std::unique_ptr<Vector> param_vals;
- /* A vector of initial values created by a subclass. It is stored with
- internal ordering given by atoms. */
- std::unique_ptr<Vector> init_vals;
- /* A matrix for vcov. It is created by a subclass. */
- std::unique_ptr<TwoDMatrix> vcov_mat;
- /* Tree index of the planner objective. If there was no planner objective
- keyword, the value is set to −1. */
- int t_plobjective{-1};
- /* Tree index of the planner discount. If there was no planner discount
- keyword, the value is set to −1. */
- int t_pldiscount{-1};
- /* Pointer to PlannerBuilder, which is created only if the planner's FOC
- are added to the model. */
- std::unique_ptr<PlannerBuilder> pbuilder;
- /* Pointer to an object which builds auxiliary variables and equations to
- rewrite a model containing multiple leads to an equivalent model having
- only +1 leads. */
- std::unique_ptr<ForwSubstBuilder> fbuilder;
- /* Pointer to AtomSubstitutions which are created when the atoms are being
- substituted because of multiple lags etc. It uses also an old copy of
- atoms, which is created. */
- std::unique_ptr<ogp::AtomSubstitutions> atom_substs;
- /* Pointer to a copy of original atoms before substitutions took place. */
- std::unique_ptr<ogp::SAtoms> old_atoms;
- public:
- /* Initializes the object to an empty state. */
- DynareModel();
- /* Construct a new deep copy. */
- DynareModel(const DynareModel &dm);
- virtual ~DynareModel() = default;
- virtual std::unique_ptr<DynareModel> clone() const = 0;
- const DynareDynamicAtoms &
- getAtoms() const
- {
- return atoms;
- }
- const ogp::FormulaParser &
- getParser() const
- {
- return eqs;
- }
- int
- getOrder() const
- {
- return order;
- }
- /* Return the vector of parameter values. */
- const Vector &
- getParams() const
- {
- return *param_vals;
- }
- Vector &
- getParams()
- {
- return *param_vals;
- }
- /* Return the vector of initial values of endo variables. */
- const Vector &
- getInit() const
- {
- return *init_vals;
- }
- Vector &
- getInit()
- {
- return *init_vals;
- }
- /* Return the vcov matrix. */
- const TwoDMatrix &
- getVcov() const
- {
- return *vcov_mat;
- }
- TwoDMatrix &
- getVcov()
- {
- return *vcov_mat;
- }
- /* Return planner info. */
- const PlannerInfo *get_planner_info() const;
- /* Return forward substitutions info. */
- const ForwSubstInfo *get_forw_subst_info() const;
- /* Return substitutions info. */
- const ogp::SubstInfo *get_subst_info() const;
- /* This sets initial values given in outer ordering. */
- void setInitOuter(const Vector &x);
- /* This returns true if the given term is a function of hardwired
- constants, numerical constants and parameters. */
- bool is_constant_term(int t) const;
- /* Debug print. */
- void print() const;
- /* Dump the model to the output stream. This includes variable
- declarations, parameter values, model code, initval, vcov and order. */
- void dump_model(std::ostream &os) const;
- protected:
- /* Adds a name of endogenous, exogenous or a parameter. The sort is
- governed by the flag. See dynglob.yy for values of the flag. This is
- used by a subclass when declaring the names. */
- void add_name(std::string name, int flag);
- /* This checks the model consistency. Thus includes: number of endo
- variables and number of equations, min and max lag of endogenous
- variables and occurrrences of exogenous variables. It throws an
- exception, if there is a problem. */
- void check_model() const;
- /* This shifts the given variable identified by the tree index in time. So
- if the given tree index represents a(+3) and the tshift is −4, the
- method returns tree index of the a(-1). If a(-1) doesn't exist, it is
- added to the tree. If it exists, its tree index is returned. If the tree
- index doesn't correspond to an endogenous nor exogenous variable, an
- exception is thrown. */
- int variable_shift(int t, int tshift);
- /* For the given set of atoms identified by tree indices and given time
- shift, this method returns a map mapping each variable in the given set
- to its time shifted variable. The map is passed through the reference
- and is cleared in the beginning. */
- void variable_shift_map(const unordered_set<int> &a_set, int tshift,
- map<int, int> &s_map);
- /* This returns maximum lead and minimum lag of an endogenous or exogenous
- variable in the given term. If there are no endo or exo variables, than
- it returns the least integer as max lead and the greatest integer as min
- lag. */
- void termspan(int t, int &mlead, int &mlag) const;
- /* This function returns a set of non-linear subterms of the given term,
- these are terms whose linear combination constitutes the given term. */
- unordered_set<int> get_nonlinear_subterms(int t) const;
- /* This method assigns already used tree index of some term to the not-yet
- used atom name with the given lead/lag. In this way, all occurrences of
- term t are substituted with the atom name(ll). The method handles also
- rewriting operation tree including derivatives of the term t. */
- void substitute_atom_for_term(const string &name, int ll, int t);
- /* This performs a final job after the model is parsed. It creates the
- PlannerBuilder object if the planner's FOC are needed, then it creates
- ForwSubstBuilder handling multiple leads and finally it creates the
- substitution object saving old atoms and performs the substitutions. */
- void final_job();
- };
-
- /* This class constructs DynareModel from dynare++ model file. It parses
- variable declarations, model equations, parameter assignments, initval
- assignments, vcov matrix and order of approximation. */
- class DynareParser : public DynareModel
- {
- protected:
- /* Static atoms for parameter assignments. */
- DynareStaticAtoms pa_atoms;
- /* Assignments for the parameters. */
- ogp::AtomAssignings paramset;
- /* Static atoms for initval assignments. */
- DynareStaticAtoms ia_atoms;
- /* Assignments for the initval. */
- ogp::AtomAssignings initval;
- /* Matrix parser for vcov. */
- ogp::MatrixParser vcov;
- public:
- /* This, in fact, creates DynareModel from the given string of the given
- length corresponding to the Dynare++ model file. If the given ord is not
- −1, then it overrides setting in the model file. */
- DynareParser(const string &str, int ord);
- DynareParser(const DynareParser &dp);
- std::unique_ptr<DynareModel>
- clone() const override
- {
- return std::make_unique<DynareParser>(*this);
- }
- /* Adds a name of endogenous, exogenous or a parameter. This addss the name
- to the parent class DynareModel and also registers the name to either
- paramset, or initval. */
- void add_name(string name, int flag);
- /* Sets position of the model section. Called from dynglob.yy. */
- void
- set_model_pos(int off1, int off2)
- {
- model_beg = off1;
- model_end = off2;
- }
- /* Sets position of the section setting parameters. Called from
- dynglob.yy. */
- void
- set_paramset_pos(int off1, int off2)
- {
- paramset_beg = off1;
- paramset_end = off2;
- }
- /* Sets position of the initval section. Called from dynglob.yy. */
- void
- set_initval_pos(int off1, int off2)
- {
- initval_beg = off1;
- initval_end = off2;
- }
- /* Sets position of the vcov section. Called from dynglob.yy. */
- void
- set_vcov_pos(int off1, int off2)
- {
- vcov_beg = off1;
- vcov_end = off2;
- }
- /* Parser the given string as integer and set to as the order. */
- void
- set_order_pos(int off1, int off2)
- {
- order_beg = off1;
- order_end = off2;
- }
- /* Sets position of the planner_objective section. Called from
- dynglob.yy. */
- void
- set_pl_objective_pos(int off1, int off2)
- {
- plobjective_beg = off1;
- plobjective_end = off2;
- }
- /* Sets position of the planner_discount section. Called from
- dynglob.yy. */
- void
- set_pl_discount_pos(int off1, int off2)
- {
- pldiscount_beg = off1;
- pldiscount_end = off2;
- }
- /* Processes a syntax error from bison. */
- void error(string mes);
- /* Debug print. */
- void print() const;
- protected:
- void parse_glob(const string &stream);
- int parse_order(const string &stream);
- int parse_pldiscount(const string &stream);
- /* Evaluate paramset assignings and set param_vals. */
- void calc_params();
- /* Evaluate initval assignings and set init_vals. */
- void calc_init();
- /* Do the final job. This includes building the planner problem (if any)
- and substituting for multiple lags, and one period leads of exogenous
- variables, and calculating initial guess of lagrange multipliers in the
- social planner problem. Precondtion: everything parsed and calculated
- parameters, postcondition: calculated initvals vector and
- parsing_finished for expanded vectors. */
- void final_job();
- private:
- int model_beg, model_end;
- int paramset_beg, paramset_end;
- int initval_beg, initval_end;
- int vcov_beg, vcov_end;
- int order_beg, order_end;
- int plobjective_beg, plobjective_end;
- int pldiscount_beg, pldiscount_end;
- };
-
- /* Semiparsed model. The equations are given by a string, everything other by
- C++ objects. The initial values are set manually after the creation of
- this object. This implies that no automatic substitutions cannot be done
- here, which in turn implies that we cannot do here a social planner nor
- substitutions of multiple lags. */
- class DynareSPModel : public DynareModel
- {
- public:
- DynareSPModel(const std::vector<std::string> &endo,
- const std::vector<std::string> &exo,
- const std::vector<std::string> &par,
- const string &equations, int ord);
- DynareSPModel(const DynareSPModel &dm) = default;
- ~DynareSPModel() override = default;
- std::unique_ptr<DynareModel>
- clone() const override
- {
- return std::make_unique<DynareSPModel>(*this);
- }
- };
-
- /* This class implements a selector of operations which correspond to
- non-linear functions. This inherits from ogp::opselector and is used to
- calculate non-linear subterms in DynareModel::get_nonlinear_subterms(). */
- class NLSelector : public ogp::opselector
- {
- private:
- const DynareModel &model;
- public:
- NLSelector(const DynareModel &m) : model(m)
- {
- }
- bool operator()(int t) const override;
- };
-
- /* This class writes a mathematical code evaluating the system of equations
- and the first derivatives at zero shocks and at the given (static) state.
- Static means that lags and leads are ignored. */
- class ModelSSWriter : public ogp::DefaultOperationFormatter
- {
- protected:
- const DynareModel &model;
- public:
- ModelSSWriter(const DynareModel &m)
- : DefaultOperationFormatter(m.eqs.getTree()),
- model(m)
- {
- }
- /* This writes the evaluation of the system. It calls pure virtual methods
- for writing a preamble, then assignment of atoms, and then assignment
- for resulting object. These are language dependent and are implemented
- in the subclass. */
- void write_der0(std::ostream &os);
- /* This writes the evaluation of the first order derivative of the system.
- It calls pure virtual methods for writing a preamble, assignment, and
- assignemnt of the resulting objects. */
- void write_der1(std::ostream &os);
- protected:
- virtual void write_der0_preamble(std::ostream &os) const = 0;
- virtual void write_der1_preamble(std::ostream &os) const = 0;
- virtual void write_atom_assignment(std::ostream &os) const = 0;
- virtual void write_der0_assignment(std::ostream &os) const = 0;
- virtual void write_der1_assignment(std::ostream &os) const = 0;
- };
-
- class MatlabSSWriter : public ModelSSWriter
- {
- protected:
- /* Identifier used in function names. */
- std::string id;
- public:
- MatlabSSWriter(const DynareModel &dm, std::string id_arg);
- protected:
- // from ModelSSWriter
- void write_der0_preamble(std::ostream &os) const override;
- void write_der1_preamble(std::ostream &os) const override;
- /* This writes atom assignments. We have four kinds of atoms set here:
- endogenous vars coming from one parameter, parameter values given by the
- second parameter, constants, and the OperationTree::num_constants
- hardwired constants in ogp::OperationTree. */
- void write_atom_assignment(std::ostream &os) const override;
- void write_der0_assignment(std::ostream &os) const override;
- void write_der1_assignment(std::ostream &os) const override;
- /* This prints t10 for t=10. */
- void format_term(int t, std::ostream &os) const override;
- /* This prints a10 for t=10. The atoms a10 are supposed to be set by
- write_atom_assignments(). */
- void format_nulary(int t, std::ostream &os) const override;
- private:
- void write_common1_preamble(std::ostream &os) const;
- void write_common2_preamble(std::ostream &os) const;
- };
-
- /* This class implements OperationFormatter for debugging purposes. It
- renders atoms in a more friendly way than the
- ogp::DefaulOperationFormatter. */
- class DebugOperationFormatter : public ogp::DefaultOperationFormatter
- {
- protected:
- const DynareModel &model;
- public:
- DebugOperationFormatter(const DynareModel &m)
- : DefaultOperationFormatter(m.getParser().getTree()),
- model(m)
- {
- }
- void format_nulary(int t, std::ostream &os) const override;
- };
-};
-
-#endif
diff --git a/dynare++/src/dynare_params.cc b/dynare++/src/dynare_params.cc
deleted file mode 100644
index 3679ecf381404ec6e513389790c44ca50726971d..0000000000000000000000000000000000000000
--- a/dynare++/src/dynare_params.cc
+++ /dev/null
@@ -1,279 +0,0 @@
-/*
- * Copyright © 2004-2011 Ondra Kamenik
- * Copyright © 2019-2022 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 <https://www.gnu.org/licenses/>.
- */
-
-#include "dynare_params.hh"
-
-#include "sthread.hh"
-
-#include <getopt.h>
-#include <string>
-#include <iostream>
-
-DynareParams::DynareParams(int argc, char **argv)
- : num_per(100), num_burn(0), num_sim(80),
- num_rtper(0), num_rtsim(0),
- num_condper(0), num_condsim(0),
- num_threads(sthread::default_threads_number()), num_steps(0),
- prefix("dyn"), seed(934098), order(-1), ss_tol(1.e-13),
- check_along_path(false), check_along_shocks(false),
- check_on_ellipse(false), check_evals(1000), check_num(10), check_scale(2.0),
- do_irfs_all(true), do_centralize(true), qz_criterium(1.0+1e-6),
- help(false), version(false)
-{
- using namespace std::string_literals;
- if (argc == 1 || argv[1] == "--help"s)
- {
- help = true;
- return;
- }
- if (argc == 1 || argv[1] == "--version"s)
- {
- version = true;
- return;
- }
-
- modname = argv[argc-1];
- argc--;
-
- struct option const opts[] =
- {
- {"periods", required_argument, nullptr, static_cast<int>(opt::per)},
- {"per", required_argument, nullptr, static_cast<int>(opt::per)},
- {"burn", required_argument, nullptr, static_cast<int>(opt::burn)},
- {"simulations", required_argument, nullptr, static_cast<int>(opt::sim)},
- {"sim", required_argument, nullptr, static_cast<int>(opt::sim)},
- {"rtperiods", required_argument, nullptr, static_cast<int>(opt::rtper)},
- {"rtper", required_argument, nullptr, static_cast<int>(opt::rtper)},
- {"rtsimulations", required_argument, nullptr, static_cast<int>(opt::rtsim)},
- {"rtsim", required_argument, nullptr, static_cast<int>(opt::rtsim)},
- {"condperiods", required_argument, nullptr, static_cast<int>(opt::condper)},
- {"condper", required_argument, nullptr, static_cast<int>(opt::condper)},
- {"condsimulations", required_argument, nullptr, static_cast<int>(opt::condsim)},
- {"condsim", required_argument, nullptr, static_cast<int>(opt::condsim)},
- {"prefix", required_argument, nullptr, static_cast<int>(opt::prefix)},
- {"threads", required_argument, nullptr, static_cast<int>(opt::threads)},
- {"steps", required_argument, nullptr, static_cast<int>(opt::steps)},
- {"seed", required_argument, nullptr, static_cast<int>(opt::seed)},
- {"order", required_argument, nullptr, static_cast<int>(opt::order)},
- {"ss-tol", required_argument, nullptr, static_cast<int>(opt::ss_tol)},
- {"check", required_argument, nullptr, static_cast<int>(opt::check)},
- {"check-scale", required_argument, nullptr, static_cast<int>(opt::check_scale)},
- {"check-evals", required_argument, nullptr, static_cast<int>(opt::check_evals)},
- {"check-num", required_argument, nullptr, static_cast<int>(opt::check_num)},
- {"qz-criterium", required_argument, nullptr, static_cast<int>(opt::qz_criterium)},
- {"no-irfs", no_argument, nullptr, static_cast<int>(opt::noirfs)},
- {"irfs", no_argument, nullptr, static_cast<int>(opt::irfs)},
- {"centralize", no_argument, nullptr, static_cast<int>(opt::centralize)},
- {"no-centralize", no_argument, nullptr, static_cast<int>(opt::no_centralize)},
- {"help", no_argument, nullptr, static_cast<int>(opt::help)},
- {"version", no_argument, nullptr, static_cast<int>(opt::version)},
- {nullptr, 0, nullptr, 0}
- };
-
- int ret;
- int index;
- while (-1 != (ret = getopt_long(argc, argv, "", opts, &index)))
- {
- if (ret == '?')
- {
- std::cerr << "Unknown option, ignored\n";
- continue;
- }
-
- try
- {
- switch (static_cast<opt>(ret))
- {
- case opt::per:
- num_per = std::stoi(optarg);
- break;
- case opt::burn:
- num_burn = std::stoi(optarg);
- break;
- case opt::sim:
- num_sim = std::stoi(optarg);
- break;
- case opt::rtper:
- num_rtper = std::stoi(optarg);
- break;
- case opt::rtsim:
- num_rtsim = std::stoi(optarg);
- break;
- case opt::condper:
- num_condper = std::stoi(optarg);
- break;
- case opt::condsim:
- num_condsim = std::stoi(optarg);
- break;
- case opt::prefix:
- prefix = optarg;
- break;
- case opt::threads:
- num_threads = std::stoi(optarg);
- break;
- case opt::steps:
- num_steps = std::stoi(optarg);
- break;
- case opt::seed:
- seed = std::stoi(optarg);
- break;
- case opt::order:
- order = std::stoi(optarg);
- break;
- case opt::ss_tol:
- ss_tol = std::stod(optarg);
- break;
- case opt::check:
- processCheckFlags(optarg);
- break;
- case opt::check_scale:
- check_scale = std::stod(optarg);
- break;
- case opt::check_evals:
- check_evals = std::stoi(optarg);
- break;
- case opt::check_num:
- check_num = std::stoi(optarg);
- break;
- case opt::noirfs:
- irf_list.clear();
- do_irfs_all = false;
- break;
- case opt::irfs:
- processIRFList(argc, argv);
- if (irf_list.empty())
- do_irfs_all = true;
- else
- do_irfs_all = false;
- break;
- case opt::centralize:
- do_centralize = true;
- break;
- case opt::no_centralize:
- do_centralize = false;
- break;
- case opt::qz_criterium:
- qz_criterium = std::stod(optarg);
- break;
- case opt::help:
- help = true;
- break;
- case opt::version:
- version = true;
- break;
- }
- }
- catch (std::invalid_argument &)
- {
- std::cerr << "Couldn't parse option " << optarg << ", ignored\n";
- }
- catch (std::out_of_range &)
- {
- std::cerr << "Out-of-range value " << optarg << ", ignored\n";
- }
- }
-
- // make basename (get rid of the directory and the extension)
- basename = modname;
- auto pos = basename.find_last_of(R"(/\)");
- if (pos != std::string::npos)
- basename = basename.substr(pos+1);
- pos = basename.find_last_of('.');
- if (pos != std::string::npos)
- basename.erase(pos);
-}
-
-void
-DynareParams::printHelp() const
-{
- std::cout << "usage: dynare++ [--help] [--version] [options] <model file>\n"
- "\n"
- " --help print this message and return\n"
- " --version print version and return\n"
- "\n"
- "options:\n"
- " --per <num> number of periods simulated after burnt [100]\n"
- " --burn <num> number of periods burnt [0]\n"
- " --sim <num> number of simulations [80]\n"
- " --rtper <num> number of RT periods simulated after burnt [0]\n"
- " --rtsim <num> number of RT simulations [0]\n"
- " --condper <num> number of periods in cond. simulations [0]\n"
- " --condsim <num> number of conditional simulations [0]\n"
- " --steps <num> steps towards stoch. SS [0=deter.]\n"
- " --centralize centralize the rule [do centralize]\n"
- " --no-centralize do not centralize the rule [do centralize]\n"
- " --prefix <string> prefix of variables in Mat-4 file [\"dyn\"]\n"
- " --seed <num> random number generator seed [934098]\n"
- " --order <num> order of approximation [no default]\n"
- " --threads <num> number of max parallel threads [1/2 * nb. of logical CPUs]\n"
- " --ss-tol <num> steady state calcs tolerance [1.e-13]\n"
- " --check pesPES check model residuals [no checks]\n"
- " lower/upper case switches off/on\n"
- " pP checking along simulation path\n"
- " eE checking on ellipse\n"
- " sS checking along shocks\n"
- " --check-evals <num> max number of evals per residual [1000]\n"
- " --check-num <num> number of checked points [10]\n"
- " --check-scale <num> scaling of checked points [2.0]\n"
- " --no-irfs shuts down IRF simulations [do IRFs]\n"
- " --irfs performs IRF simulations [do IRFs]\n"
- " --qz-criterium <num> threshold for stable eigenvalues [1.000001]\n"
- "\n\n";
-}
-
-void
-DynareParams::processCheckFlags(const std::string &flags)
-{
- for (char c : flags)
- switch (c)
- {
- case 'p':
- check_along_path = false;
- break;
- case 'P':
- check_along_path = true;
- break;
- case 'e':
- check_on_ellipse = false;
- break;
- case 'E':
- check_on_ellipse = true;
- break;
- case 's':
- check_along_shocks = false;
- break;
- case 'S':
- check_along_shocks = true;
- break;
- default:
- std::cerr << "Unknown check type selection character <" << c << ">, ignored.\n";
- }
-}
-
-void
-DynareParams::processIRFList(int argc, char **argv)
-{
- irf_list.clear();
- while (optind < argc && *(argv[optind]) != '-')
- {
- irf_list.push_back(argv[optind]);
- optind++;
- }
-}
diff --git a/dynare++/src/dynare_params.hh b/dynare++/src/dynare_params.hh
deleted file mode 100644
index 91363356ec5c5eb7eda786b230f813ae3074c8b0..0000000000000000000000000000000000000000
--- a/dynare++/src/dynare_params.hh
+++ /dev/null
@@ -1,102 +0,0 @@
-/*
- * Copyright © 2004 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-/*
- along shocks: m mult max_evals
- ellipse: m mult max_evals (10·m) (0.5·mult)
- simul: m max_evals (10·m)
-
- --check-scale 2.0 --check-evals 1000 --check-num 10 --check PES
-*/
-
-#include <vector>
-#include <string>
-
-struct DynareParams
-{
- std::string modname;
- std::string basename;
- int num_per;
- int num_burn;
- int num_sim;
- int num_rtper;
- int num_rtsim;
- int num_condper;
- int num_condsim;
- int num_threads;
- int num_steps;
- std::string prefix;
- int seed;
- int order;
- /* Tolerance used for steady state calcs. */
- double ss_tol;
- bool check_along_path;
- bool check_along_shocks;
- bool check_on_ellipse;
- int check_evals;
- int check_num;
- double check_scale;
- /* Flag for doing IRFs even if the irf_list is empty. */
- bool do_irfs_all;
- /* List of shocks for which IRF will be calculated. */
- std::vector<std::string> irf_list;
- bool do_centralize;
- double qz_criterium;
- bool help;
- bool version;
- DynareParams(int argc, char **argv);
- void printHelp() const;
- int
- getCheckShockPoints() const
- {
- return check_num;
- }
- double
- getCheckShockScale() const
- {
- return check_scale;
- }
- int
- getCheckEllipsePoints() const
- {
- return 10*check_num;
- }
- double
- getCheckEllipseScale() const
- {
- return 0.5*check_scale;
- }
- int
- getCheckPathPoints() const
- {
- return 10*check_num;
- }
-private:
- enum class opt { per, burn, sim, rtper, rtsim, condper, condsim,
- prefix, threads,
- steps, seed, order, ss_tol, check,
- check_evals, check_scale, check_num, noirfs, irfs,
- help, version, centralize, no_centralize, qz_criterium };
- void processCheckFlags(const std::string &flags);
- /* This gathers strings from argv[optind] and on not starting with '-' to the
- irf_list. It stops one item before the end, since this is the model
- file. */
- void processIRFList(int argc, char **argv);
-};
diff --git a/dynare++/src/dynglob.ll b/dynare++/src/dynglob.ll
deleted file mode 100644
index cbb0341b9f56ebb82c2e1b3b051961908551e0ea..0000000000000000000000000000000000000000
--- a/dynare++/src/dynglob.ll
+++ /dev/null
@@ -1,88 +0,0 @@
-/* -*- C++ -*- */
-/*
- * Copyright © 2004-2011 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-%{
-#include "parser/cc/location.hh"
-#include "dynglob_tab.hh"
-
-#define YY_USER_ACTION SET_LLOC(dynglob_);
-%}
-
-%option nounput
-%option noyy_top_state
-%option stack
-%option yylineno
-%option prefix="dynglob_"
-%option never-interactive
-%x CMT
-
-%%
-
- /* comments */
-<*>"/*" {yy_push_state(CMT);}
-<CMT>[^*\n]*
-<CMT>"*"+[^*/\n]*
-<CMT>"*"+"/" {yy_pop_state();}
-<CMT>[\n]
-"//".*\n
-
- /* initial spaces or tabs are ignored */
-
-[ \t\r\n\0]
-var {return VAR;}
-varexo {return VAREXO;}
-parameters {return PARAMETERS;}
-model {return MODEL;}
-end {return END;}
-initval {return INITVAL;}
-order {return ORDER;}
-vcov {return VCOV;}
-planner_objective {return PLANNEROBJECTIVE;}
-planner_discount {return PLANNERDISCOUNT;}
-
- /* names */
-[A-Za-z_][A-Za-z0-9_]* {
- dynglob_lval.string = dynglob_text;
- return NAME;
-}
-
-; {return SEMICOLON;}
-, {return COMMA;}
-= {return EQUAL_SIGN;}
-\[ {return LEFT_BRACKET;}
-\] {return RIGHT_BRACKET;}
-. {
- dynglob_lval.character = dynglob_text[0];
- return CHARACTER;
-}
-
-%%
-
-int
-dynglob_wrap()
-{
- return 1;
-}
-
-void
-dynglob__destroy_buffer(void* p)
-{
- dynglob__delete_buffer(static_cast<YY_BUFFER_STATE>(p));
-}
diff --git a/dynare++/src/dynglob.yy b/dynare++/src/dynglob.yy
deleted file mode 100644
index dac74dc8c980af795ec3d7805109b545300a6acb..0000000000000000000000000000000000000000
--- a/dynare++/src/dynglob.yy
+++ /dev/null
@@ -1,135 +0,0 @@
-// -*- C++ -*-
-/*
- * Copyright © 2006-2011 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-%code requires
-{
-#include "parser/cc/location.hh"
-#define DYNGLOB_LTYPE ogp::location_type
-}
-
-%code
-{
-#include <string>
-
-#include "dynare_model.hh"
-
-void dynglob_error(std::string);
-int dynglob_lex();
-extern ogdyn::DynareParser* dynare_parser;
-int symblist_flag;
-}
-
-%union
-{
- int integer;
- char *string;
- char character;
-}
-
-%token END INITVAL MODEL PARAMETERS VAR VAREXO SEMICOLON COMMA EQUAL_SIGN CHARACTER
-%token VCOV LEFT_BRACKET RIGHT_BRACKET ORDER PLANNEROBJECTIVE PLANNERDISCOUNT
-%token <string> NAME;
-
-%define api.prefix {dynglob_}
-
-%locations
-%defines
-%define parse.error verbose
-
-%%
-
-dynare_file : preamble paramset model rest {
- dynare_parser->set_paramset_pos(@2.off, @3.off);}
- | preamble model rest {
- dynare_parser->set_paramset_pos(0, 0);}
- | preamble paramset planner model rest {
- dynare_parser->set_paramset_pos(@2.off, @3.off);}
- ;
-
-preamble : preamble preamble_statement | preamble_statement;
-
-preamble_statement : var | varexo | parameters;
-
-var : VAR {symblist_flag=1;} symblist SEMICOLON;
-
-varexo : VAREXO {symblist_flag=2;} symblist SEMICOLON;
-
-parameters : PARAMETERS {symblist_flag=3;} symblist SEMICOLON;
-
-
-symblist : symblist NAME {dynare_parser->add_name($2,symblist_flag);}
- | symblist COMMA NAME {dynare_parser->add_name($3,symblist_flag);}
- | NAME {dynare_parser->add_name($1,symblist_flag);}
- ;
-
-paramset : recnameset;
-
-recnameset : recnameset onenameset | onenameset;
-
-onenameset : NAME EQUAL_SIGN material SEMICOLON;
-
-material : material CHARACTER | material NAME | NAME | CHARACTER;
-
-model : MODEL SEMICOLON equations END SEMICOLON {
- dynare_parser->set_model_pos(@3.off, @4.off);
-};
-
-equations : equations equation | equation;
-
-equation : material EQUAL_SIGN material SEMICOLON | material SEMICOLON;
-
-rest : rest_statement | rest rest_statement;
-
-rest_statement : initval | vcov | order | planner;
-
-initval : INITVAL SEMICOLON recnameset END SEMICOLON {
- dynare_parser->set_initval_pos(@3.off, @4.off);
-};
-
-vcov : VCOV EQUAL_SIGN LEFT_BRACKET m_material RIGHT_BRACKET SEMICOLON {
- dynare_parser->set_vcov_pos(@4.off, @5.off);
-};
-
-m_material : m_material CHARACTER | m_material NAME | m_material SEMICOLON | m_material COMMA | CHARACTER | NAME | SEMICOLON | COMMA;
-
-order : ORDER EQUAL_SIGN material SEMICOLON {
- dynare_parser->set_order_pos(@3.off, @4.off);
-};
-
-planner : planner_objective planner_discount
- | planner_discount planner_objective
-;
-
-planner_objective : PLANNEROBJECTIVE material SEMICOLON {
- dynare_parser->set_pl_objective_pos(@2.off, @3.off);
-};
-
-planner_discount : PLANNERDISCOUNT NAME SEMICOLON {
- dynare_parser->set_pl_discount_pos(@2.off, @3.off);
-};
-
-%%
-
-void
-dynglob_error(std::string mes)
-{
- dynare_parser->error(mes);
-}
diff --git a/dynare++/src/forw_subst_builder.cc b/dynare++/src/forw_subst_builder.cc
deleted file mode 100644
index 08ebd8a1e921c155141747e347882ce17de27dff..0000000000000000000000000000000000000000
--- a/dynare++/src/forw_subst_builder.cc
+++ /dev/null
@@ -1,141 +0,0 @@
-/*
- * Copyright © 2006-2011 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#include "forw_subst_builder.hh"
-
-#include "dynare_model.hh"
-
-using namespace ogdyn;
-
-ForwSubstBuilder::ForwSubstBuilder(DynareModel &m)
- : model(m)
-{
- info.num_new_terms -= model.getParser().getTree().get_num_op();
-
- // go through all equations
- int neq = model.eqs.nformulas();
- for (int i = 0; i < neq; i++)
- {
- int ft = model.eqs.formula(i);
- int mlead, mlag;
- model.termspan(ft, mlead, mlag);
- // if equation is too forward looking
- if (mlead > 1)
- {
- info.num_affected_equations++;
- // break it to non-linear terms
- unordered_set<int> nlt = model.get_nonlinear_subterms(ft);
- int j = 0; // indexes subterms
- // and make substitutions for all these non-linear subterms
- for (const auto &it : nlt)
- substitute_for_term(it, i, j++);
- }
- }
- // unassign all variables with lead greater than 1
- unassign_gt_1_leads();
-
- /* Forget the derivatives in the tree because some variables could have been
- unassigned */
- model.eqs.getTree().forget_derivative_maps();
-
- info.num_new_terms += model.getParser().getTree().get_num_op();
-}
-
-void
-ForwSubstBuilder::substitute_for_term(int t, int i, int j)
-{
- int mlead, mlag;
- model.termspan(t, mlead, mlag);
- if (mlead > 1)
- {
- info.num_subst_terms++;
- // Example for comments: let t = f(x(+4))
- // first make lagsubst be substitution setting f(x(+4)) to f(x(+1))
- // this is lag = -3 (1-mlead)
- map<int, int> lagsubst;
- unordered_set<int> nult = model.eqs.nulary_of_term(t); // make copy of nult!
- model.variable_shift_map(nult, 1-mlead, lagsubst);
- int lagt = model.eqs.add_substitution(t, lagsubst);
-
- // now maxlead of lagt is +1
- // add AUXLD_*_*_1 = f(x(+1)) to the model
- std::string name = "AUXLD_" + std::to_string(i) + '_' + std::to_string(j) + "_1";
- model.atoms.register_uniq_endo(name);
- info.num_aux_variables++;
- int auxt = model.eqs.add_nulary(name);
- model.eqs.add_formula(model.eqs.add_binary(ogp::code_t::MINUS, auxt, lagt));
- aux_map.emplace(name, lagt);
- // now add variables and equations
- // AUXLD_*_*_2 = AUXLD_*_*_1(+1) through
- // AUXLD_*_*_{mlead-1} = AUXLD_*_*_{mlead-2}(+1)
- for (int ll = 1; ll <= mlead-2; ll++)
- {
- // create AUXLD_*_*_{ll}(+1)
- name = "AUXLD_" + std::to_string(i) + '_' + std::to_string(j) + '_' + std::to_string(ll) + "(+1)";
- int lastauxt_lead = model.eqs.add_nulary(name);
- // create AUXLD_*_*{ll+1}
- name = "AUXLD_" + std::to_string(i) + '_' + std::to_string(j) + '_' + std::to_string(ll+1);
- model.atoms.register_uniq_endo(name);
- info.num_aux_variables++;
- auxt = model.eqs.add_nulary(name);
- // add AUXLD_*_*_{ll+1} = AUXLD_*_*_{ll}(+1)
- model.eqs.add_formula(model.eqs.add_binary(ogp::code_t::MINUS, auxt, lastauxt_lead));
- /* add substitution to the map; TODO: this works well because in the
- context where aux_map is used the timing doesn't matter, however,
- it is misleading, needs to be changed */
- aux_map.emplace(name, lagt);
- }
-
- // now we have to substitute AUXLD_*_*{mlead-1}(+1) for t
- name = "AUXLD_" + std::to_string(i) + '_' + std::to_string(j) + '_' + std::to_string(mlead-1);
- model.substitute_atom_for_term(name, +1, t);
- }
-}
-
-void
-ForwSubstBuilder::unassign_gt_1_leads(const string &name)
-{
- int mlead, mlag;
- model.atoms.varspan(name, mlead, mlag);
- for (int ll = 2; ll <= mlead; ll++)
- {
- int t = model.atoms.index(name, ll);
- if (t != -1)
- model.atoms.unassign_variable(name, ll, t);
- }
-}
-
-void
-ForwSubstBuilder::unassign_gt_1_leads()
-{
- auto &endovars = model.atoms.get_endovars();
- for (const auto &endovar : endovars)
- unassign_gt_1_leads(endovar);
- auto &exovars = model.atoms.get_exovars();
- for (const auto &exovar : exovars)
- unassign_gt_1_leads(exovar);
-}
-
-ForwSubstBuilder::ForwSubstBuilder(const ForwSubstBuilder &b, DynareModel &m)
- : model(m)
-{
- for (auto it : b.aux_map)
- aux_map.insert(it);
-}
diff --git a/dynare++/src/forw_subst_builder.hh b/dynare++/src/forw_subst_builder.hh
deleted file mode 100644
index 7bf12f1e7673ba301f9fe4461150b00b308e8142..0000000000000000000000000000000000000000
--- a/dynare++/src/forw_subst_builder.hh
+++ /dev/null
@@ -1,97 +0,0 @@
-/*
- * Copyright © 2006 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#ifndef FORW_SUBST_BUILDER_H
-#define FORW_SUBST_BUILDER_H
-
-#include <map>
-
-#include "dynare_atoms.hh"
-
-namespace ogdyn
-{
- /* This struct encapsulates information about the process of forward
- substitutions. */
- struct ForwSubstInfo
- {
- int num_affected_equations{0};
- int num_subst_terms{0};
- int num_aux_variables{0};
- int num_new_terms{0};
- };
-
- class DynareModel;
-
- class ForwSubstBuilder
- {
- using Ttermauxmap = map<int, string>;
- protected:
- /* Reference to the model, to which we will add equations and change some
- equations. */
- DynareModel &model;
- /* A map mapping new auxiliary variables to the terms in the tree in the
- DynareModel. */
- Tsubstmap aux_map;
- /* Information about the substitutions. */
- ForwSubstInfo info;
- public:
- /* Do all the jobs needed. This scans all equations in the model, and for
- equations containing forward looking variables greater than 1 lead, it
- makes corresponding substitutions. Basically, it breaks each equation to
- its non-linear components and creates substitutions for these
- components, not for whole equation. This is because the expectation
- operator can go through the linear part of the function. This will save
- us many occurrences of other variables involved in the equation. */
- ForwSubstBuilder(DynareModel &m);
- ForwSubstBuilder(const ForwSubstBuilder &b) = delete;
- /* Copy constructor with a new instance of the model. */
- ForwSubstBuilder(const ForwSubstBuilder &b, DynareModel &m);
- /* Return the auxiliary variable mapping. */
- const Tsubstmap &
- get_aux_map() const
- {
- return aux_map;
- }
- /* Return the information. */
- const ForwSubstInfo &
- get_info() const
- {
- return info;
- }
- private:
- /* This method takes a nonlinear term t, and if it has leads of greater
- than 1, then it substitutes the term for the new variable (or string of
- variables). Note that the substitution is done by
- DynamicAtoms::assign_variable. This means that the substitution is made
- for all other ocurrences of t in the model. So there is no need of
- tracking already substituted terms. The other two parameters are just
- for identification of the new auxiliary variables. When called from the
- constructor, i is an equation number, j is an order of the non-linear
- term in the equation. */
- void substitute_for_term(int t, int i, int j);
- /* This is called just at the end of the job. It unassigns all nulary terms
- with a lead greater than 1. */
- void unassign_gt_1_leads();
- /* This unassigns all leads greater than 1 of the given name. */
- void unassign_gt_1_leads(const string &name);
- };
-};
-
-#endif
diff --git a/dynare++/src/main.cc b/dynare++/src/main.cc
deleted file mode 100644
index 3d46230ffa78652715358748e8d9d2cc9f2251b1..0000000000000000000000000000000000000000
--- a/dynare++/src/main.cc
+++ /dev/null
@@ -1,229 +0,0 @@
-/*
- * Copyright © 2004-2011 Ondra Kamenik
- * Copyright © 2019-2022 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 <https://www.gnu.org/licenses/>.
- */
-
-#include "dynare3.hh"
-#include "dynare_exception.hh"
-#include "dynare_params.hh"
-
-#include "utils/cc/exception.hh"
-#include "parser/cc/parser_exception.hh"
-#include "../sylv/cc/SylvException.hh"
-#include "../kord/seed_generator.hh"
-#include "../kord/global_check.hh"
-#include "../kord/approximation.hh"
-
-#include <fstream>
-#include <iostream>
-#include <cstdlib>
-
-int
-main(int argc, char **argv)
-{
- DynareParams params(argc, argv);
- if (params.help)
- {
- params.printHelp();
- return EXIT_SUCCESS;
- }
- if (params.version)
- {
- std::cout << "Dynare++ v. " << VERSION << '\n'
- << '\n'
- << "Copyright © 2004-2011 Ondra Kamenik\n"
- << "Copyright © 2019-2020 Dynare Team\n"
- << "Dynare++ comes with ABSOLUTELY NO WARRANTY and is distributed under the GNU GPL,\n"
- << "version 3 or later (see https://www.gnu.org/licenses/gpl.html)\n";
- return EXIT_SUCCESS;
- }
- sthread::detach_thread_group::max_parallel_threads = params.num_threads;
-
- try
- {
- // make journal
- Journal journal(params.basename + ".jnl");
-
- // make dynare object
- Dynare dynare(params.modname, params.order, params.ss_tol, journal);
- // make list of shocks for which we will do IRFs
- std::vector<int> irf_list_ind;
- if (params.do_irfs_all)
- for (int i = 0; i < dynare.nexog(); i++)
- irf_list_ind.push_back(i);
- else
- irf_list_ind = static_cast<const DynareNameList &>(dynare.getExogNames()).selectIndices(params.irf_list);
-
- // write matlab files
- std::string mfile1(params.basename + "_f.m");
- std::ofstream mfd{mfile1, std::ios::out | std::ios::trunc};
- if (mfd.fail())
- {
- std::cerr << "Couldn't open " << mfile1 << " for writing.\n";
- std::exit(EXIT_FAILURE);
- }
- ogdyn::MatlabSSWriter writer0(dynare.getModel(), params.basename);
- writer0.write_der0(mfd);
- mfd.close();
-
- std::string mfile2(params.basename + "_ff.m");
- mfd.open(mfile2, std::ios::out | std::ios::trunc);
- if (mfd.fail())
- {
- std::cerr << "Couldn't open " << mfile2 << " for writing.\n";
- std::exit(EXIT_FAILURE);
- }
- ogdyn::MatlabSSWriter writer1(dynare.getModel(), params.basename);
- writer1.write_der1(mfd);
- mfd.close();
-
- // open mat file
- std::string matfile(params.basename + ".mat");
- mat_t *matfd = Mat_Create(matfile.c_str(), nullptr);
- if (!matfd)
- {
- std::cerr << "Couldn't open " << matfile << " for writing.\n";
- std::exit(EXIT_FAILURE);
- }
-
- // write info about the model (dimensions and variables)
- dynare.writeMat(matfd, params.prefix);
- // write the dump file corresponding to the input
- dynare.writeDump(params.basename);
-
- seed_generator::set_meta_seed(static_cast<std::mt19937::result_type>(params.seed));
-
- TLStatic::init(dynare.order(),
- dynare.nstat()+2*dynare.npred()+3*dynare.nboth()
- +2*dynare.nforw()+dynare.nexog());
-
- Approximation app(dynare, journal, params.num_steps, params.do_centralize, params.qz_criterium);
- try
- {
- app.walkStochSteady();
- }
- catch (const KordException &e)
- {
- // tell about the exception and continue
- std::cout << "Caught (not yet fatal) Kord exception: ";
- e.print();
- JournalRecord rec(journal);
- rec << "Solution routine not finished (" << e.get_message()
- << "), see what happens" << endrec;
- }
-
- std::string ss_matrix_name(params.prefix + "_steady_states");
- ConstTwoDMatrix(app.getSS()).writeMat(matfd, ss_matrix_name);
-
- // check the approximation
- if (params.check_along_path || params.check_along_shocks
- || params.check_on_ellipse)
- {
- GlobalChecker gcheck(app, sthread::detach_thread_group::max_parallel_threads, journal);
- if (params.check_along_shocks)
- gcheck.checkAlongShocksAndSave(matfd, params.prefix,
- params.getCheckShockPoints(),
- params.getCheckShockScale(),
- params.check_evals);
- if (params.check_on_ellipse)
- gcheck.checkOnEllipseAndSave(matfd, params.prefix,
- params.getCheckEllipsePoints(),
- params.getCheckEllipseScale(),
- params.check_evals);
- if (params.check_along_path)
- gcheck.checkAlongSimulationAndSave(matfd, params.prefix,
- params.getCheckPathPoints(),
- params.check_evals);
- }
-
- // write the folded decision rule to the Mat-4 file
- app.getFoldDecisionRule().writeMat(matfd, params.prefix);
-
- // simulate conditional
- if (params.num_condper > 0 && params.num_condsim > 0)
- {
- SimResultsDynamicStats rescond(dynare.numeq(), params.num_condper, 0);
- Vector det_ss{app.getSS().getCol(0)};
- rescond.simulate(params.num_condsim, app.getFoldDecisionRule(), det_ss, dynare.getVcov(), journal);
- rescond.writeMat(matfd, params.prefix);
- }
-
- // simulate unconditional
- //const DecisionRule& dr = app.getUnfoldDecisionRule();
- const DecisionRule &dr = app.getFoldDecisionRule();
- if (params.num_per > 0 && params.num_sim > 0)
- {
- SimResultsStats res(dynare.numeq(), params.num_per, params.num_burn);
- res.simulate(params.num_sim, dr, dynare.getSteady(), dynare.getVcov(), journal);
- res.writeMat(matfd, params.prefix);
-
- // impulse response functions
- if (!irf_list_ind.empty())
- {
- IRFResults irf(dynare, dr, res, irf_list_ind, journal);
- irf.writeMat(matfd, params.prefix);
- }
- }
-
- // simulate with real-time statistics
- if (params.num_rtper > 0 && params.num_rtsim > 0)
- {
- RTSimResultsStats rtres(dynare.numeq(), params.num_rtper, params.num_burn);
- rtres.simulate(params.num_rtsim, dr, dynare.getSteady(), dynare.getVcov(), journal);
- rtres.writeMat(matfd, params.prefix);
- }
-
- Mat_Close(matfd);
- }
- catch (const KordException &e)
- {
- std::cout << "Caught Kord exception: ";
- e.print();
- return e.code();
- }
- catch (const TLException &e)
- {
- std::cout << "Caught TL exception: ";
- e.print();
- return 255;
- }
- catch (SylvException &e)
- {
- std::cout << "Caught Sylv exception: ";
- e.printMessage();
- return 255;
- }
- catch (const DynareException &e)
- {
- std::cout << "Caught Dynare exception: " << e.message() << '\n';
- return 255;
- }
- catch (const ogu::Exception &e)
- {
- std::cout << "Caught ogu::Exception: ";
- e.print();
- return 255;
- }
- catch (const ogp::ParserException &e)
- {
- std::cout << "Caught parser exception: " << e.message() << '\n';
- return 255;
- }
-
- return EXIT_SUCCESS;
-}
diff --git a/dynare++/src/planner_builder.cc b/dynare++/src/planner_builder.cc
deleted file mode 100644
index 41bb6f91da2ae31a8c6d9da1c3316181415820a7..0000000000000000000000000000000000000000
--- a/dynare++/src/planner_builder.cc
+++ /dev/null
@@ -1,419 +0,0 @@
-/*
- * Copyright © 2006 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#include "planner_builder.hh"
-#include "dynare_exception.hh"
-#include "dynare_model.hh"
-
-#include <cmath>
-#include <utility>
-
-using namespace ogdyn;
-
-const IntegerMatrix &
-IntegerMatrix::operator=(const IntegerMatrix &im)
-{
- if (nr != im.nr || nc != im.nc)
- throw DynareException(__FILE__, __LINE__,
- "Matrices have different dimensions in IntegerMatrix::operator=");
- std::copy_n(im.data.get(), nr*nc, data.get());
- return *this;
-}
-
-const IntegerArray3 &
-IntegerArray3::operator=(const IntegerArray3 &ia3)
-{
- if (n1 != ia3.n1 || n2 != ia3.n2 || n3 != ia3.n3)
- throw DynareException(__FILE__, __LINE__,
- "Arrays have different dimensions in IntegerArray3::operator=");
- std::copy_n(ia3.data.get(), n1*n2*n3, data.get());
- return *this;
-}
-
-PlannerBuilder::PlannerBuilder(DynareModel &m, const Tvarset &yyset,
- Teqset ffset)
- : yset(), fset(std::move(ffset)), model(m),
- tb(model.t_plobjective), tbeta(model.t_pldiscount),
- maxlead(model.atoms.get_maxlead()),
- minlag(model.atoms.get_minlag()),
- diff_b(yyset.size(), 1-minlag),
- diff_f(yyset.size(), fset.size(), 1+maxlead-minlag),
- static_atoms(),
- static_tree(),
- diff_b_static(yyset.size(), 1-minlag),
- diff_f_static(yyset.size(), fset.size(), 1+maxlead-minlag)
-{
- info.num_new_terms -= model.getParser().getTree().get_num_op();
-
- fill_yset(m.atoms.get_name_storage(), yyset);
-
- add_derivatives_of_b();
- add_derivatives_of_f();
- shift_derivatives_of_b();
- shift_derivatives_of_f();
- beta_multiply_b();
- beta_multiply_f();
- make_static_version();
- lagrange_mult_f();
- form_equations();
-
- info.num_new_terms += model.getParser().getTree().get_num_op();
-}
-
-PlannerBuilder::PlannerBuilder(const PlannerBuilder &pb, ogdyn::DynareModel &m)
- : yset(), fset(pb.fset), model(m),
- tb(pb.tb), tbeta(pb.tbeta),
- maxlead(pb.maxlead), minlag(pb.minlag),
- diff_b(pb.diff_b), diff_f(pb.diff_f),
- static_atoms(pb.static_atoms),
- static_tree(pb.static_tree),
- diff_b_static(pb.diff_b_static),
- diff_f_static(pb.diff_f_static),
- aux_map(), static_aux_map()
-{
- fill_yset(m.atoms.get_name_storage(), pb.yset);
- fill_aux_map(m.atoms.get_name_storage(), pb.aux_map, pb.static_aux_map);
-}
-
-void
-PlannerBuilder::add_derivatives_of_b()
-{
- int yi = 0;
- for (auto yname = yset.begin(); yname != yset.end(); ++yname, yi++)
- for (int ll = minlag; ll <= 0; ll++)
- {
- int yt = model.atoms.index(*yname, ll);
- if (yt != -1)
- diff_b(yi, ll-minlag) = model.eqs.add_derivative(tb, yt);
- else
- diff_b(yi, ll-minlag) = ogp::OperationTree::zero;
- }
-}
-
-void
-PlannerBuilder::add_derivatives_of_f()
-{
- int yi = 0;
- for (auto yname = yset.begin(); yname != yset.end(); ++yname, yi++)
- for (unsigned int fi = 0; fi < fset.size(); fi++)
- for (int ll = minlag; ll <= maxlead; ll++)
- {
- int yt = model.atoms.index(*yname, ll);
- if (yt != -1)
- diff_f(yi, fi, ll-minlag)
- = model.eqs.add_derivative(model.eqs.formula(fset[fi]), yt);
- else
- diff_f(yi, fi, ll-minlag) = ogp::OperationTree::zero;
- }
-}
-
-void
-PlannerBuilder::shift_derivatives_of_b()
-{
- map<int, int> subst;
- for (int yi = 0; yi < diff_b.nrows(); yi++)
- for (int ll = minlag; ll < 0; ll++)
- if (diff_b(yi, ll-minlag) != ogp::OperationTree::zero)
- {
- model.variable_shift_map(model.eqs.nulary_of_term(diff_b(yi, ll-minlag)),
- -ll, subst);
- diff_b(yi, ll-minlag) = model.eqs.add_substitution(diff_b(yi, ll-minlag), subst);
- }
-}
-
-void
-PlannerBuilder::shift_derivatives_of_f()
-{
- map<int, int> subst;
- for (int yi = 0; yi < diff_f.dim1(); yi++)
- for (int fi = 0; fi < diff_f.dim2(); fi++)
- {
- // first do it leads which are put under expectation before t: no problem
- for (int ll = 0; ll <= maxlead; ll++)
- if (diff_f(yi, fi, ll-minlag) != ogp::OperationTree::zero)
- {
- model.variable_shift_map(model.eqs.nulary_of_term(diff_f(yi, fi, ll-minlag)),
- -ll, subst);
- diff_f(yi, fi, ll-minlag)
- = model.eqs.add_substitution(diff_f(yi, fi, ll-minlag), subst);
- }
- /* now do it for lags, these are put as leads under expectations after
- time t, so we have to introduce auxiliary variables at time t, and
- make leads of them here */
- for (int ll = minlag; ll < 0; ll++)
- {
- int ft = diff_f(yi, fi, ll-minlag);
- if (ft != ogp::OperationTree::zero)
- {
- /* if the ft term has a lead, than we need to introduce an
- auxiliary variable zₜ, define it as 𝔼ₜ[ft] and put z_{t-ll}
- to the equation. Otherwise, we just put leaded ft to the
- equation directly. */
- int ft_maxlead, ft_minlag;
- model.termspan(ft, ft_maxlead, ft_minlag);
- if (ft_maxlead > 0)
- {
- // make an auxiliary variable
- std::string name;
- name = "AUX_" + std::to_string(yi) + '_' + std::to_string(fset[fi]) + '_' + std::to_string(-ll);
- model.atoms.register_uniq_endo(name);
- info.num_aux_variables++;
- int taux = model.eqs.add_nulary(name);
- name = "AUX_" + std::to_string(yi) + '_' + std::to_string(fset[fi]) + '_' + std::to_string(-ll) + '(' + std::to_string(-ll) + ')';
- int taux_leaded = model.eqs.add_nulary(name);
- // put aux_leaded to the equation
- diff_f(yi, fi, ll-minlag) = taux_leaded;
- // save auxiliary variable and the term
- aux_map.emplace(model.atoms.name(taux), ft);
- }
- else
- {
- /* no auxiliary variable is needed and the term ft can be
- leaded in place */
- model.variable_shift_map(model.eqs.nulary_of_term(ft), -ll, subst);
- diff_f(yi, fi, ll-minlag) = model.eqs.add_substitution(ft, subst);
- }
- }
- }
- }
-}
-
-void
-PlannerBuilder::beta_multiply_b()
-{
- int beta_pow = ogp::OperationTree::one;
- for (int ll = 0; ll >= minlag; ll--,
- beta_pow = model.eqs.add_binary(ogp::code_t::TIMES, beta_pow, tbeta))
- for (int yi = 0; yi < diff_b.nrows(); yi++)
- if (diff_b(yi, ll-minlag) != ogp::OperationTree::zero)
- diff_b(yi, ll-minlag)
- = model.eqs.add_binary(ogp::code_t::TIMES, beta_pow, diff_b(yi, ll-minlag));
-}
-
-void
-PlannerBuilder::beta_multiply_f()
-{
- int beta_pow = ogp::OperationTree::one;
- for (int ll = 0; ll <= maxlead; ll++,
- beta_pow = model.eqs.add_binary(ogp::code_t::DIVIDE, beta_pow, tbeta))
- for (int yi = 0; yi < diff_f.dim1(); yi++)
- for (int fi = 0; fi < diff_f.dim2(); fi++)
- if (diff_f(yi, fi, ll-minlag) != ogp::OperationTree::zero)
- diff_f(yi, fi, ll-minlag)
- = model.eqs.add_binary(ogp::code_t::TIMES, beta_pow, diff_f(yi, fi, ll-minlag));
-
- beta_pow = ogp::OperationTree::one;
- for (int ll = 0; ll >= minlag; ll--,
- beta_pow = model.eqs.add_binary(ogp::code_t::TIMES, beta_pow, tbeta))
- for (int yi = 0; yi < diff_f.dim1(); yi++)
- for (int fi = 0; fi < diff_f.dim2(); fi++)
- if (diff_f(yi, fi, ll-minlag) != ogp::OperationTree::zero)
- diff_f(yi, fi, ll-minlag)
- = model.eqs.add_binary(ogp::code_t::TIMES, beta_pow, diff_f(yi, fi, ll-minlag));
-}
-
-void
-PlannerBuilder::make_static_version()
-{
- // map holding substitutions from dynamic to static
- ogp::StaticFineAtoms::Tintintmap tmap;
-
- // fill static atoms with outer ordering
- static_atoms.import_atoms(model.atoms, static_tree, tmap);
-
- // go through diff_b and fill diff_b_static
- for (int ll = minlag; ll <= 0; ll++)
- for (int yi = 0; yi < diff_b.nrows(); yi++)
- diff_b_static(yi, ll-minlag)
- = static_tree.add_substitution(diff_b(yi, ll-minlag),
- tmap, model.eqs.getTree());
-
- // go through diff_f and fill diff_f_static
- for (int ll = minlag; ll <= maxlead; ll++)
- for (int yi = 0; yi < diff_f.dim1(); yi++)
- for (int fi = 0; fi < diff_f.dim2(); fi++)
- diff_f_static(yi, fi, ll-minlag)
- = static_tree.add_substitution(diff_f(yi, fi, ll-minlag),
- tmap, model.eqs.getTree());
-
- // go through aux_map and fill static_aux_map
- for (const auto &it : aux_map)
- {
- int tstatic = static_tree.add_substitution(it.second, tmap, model.eqs.getTree());
- static_aux_map.emplace(it.first, tstatic);
- }
-}
-
-void
-PlannerBuilder::lagrange_mult_f()
-{
- // register multipliers
- std::string mult_name;
- for (int fi = 0; fi < diff_f.dim2(); fi++)
- {
- mult_name = "MULT" + std::to_string(fset[fi]);
- model.atoms.register_uniq_endo(mult_name);
- info.num_lagrange_mults++;
- }
- // multiply with the multipliers
- for (int yi = 0; yi < diff_f.dim1(); yi++)
- for (int fi = 0; fi < diff_f.dim2(); fi++)
- for (int ll = minlag; ll <= maxlead; ll++)
- if (diff_f(yi, fi, ll-minlag) != ogp::OperationTree::zero)
- {
- mult_name = "MULT" + std::to_string(fset[fi]) + '(' + std::to_string(-ll) + ')';
- int tm = model.eqs.add_nulary(mult_name);
- diff_f(yi, fi, ll-minlag)
- = model.eqs.add_binary(ogp::code_t::TIMES, tm, diff_f(yi, fi, ll-minlag));
- }
-}
-
-void
-PlannerBuilder::form_equations()
-{
- // add planner’s FOCs
- for (int yi = 0; yi < diff_f.dim1(); yi++)
- {
- int eq = ogp::OperationTree::zero;
- for (int ll = minlag; ll <= 0; ll++)
- eq = model.eqs.add_binary(ogp::code_t::PLUS, eq, diff_b(yi, ll-minlag));
- for (int fi = 0; fi < diff_f.dim2(); fi++)
- for (int ll = minlag; ll <= maxlead; ll++)
- eq = model.eqs.add_binary(ogp::code_t::PLUS, eq, diff_f(yi, fi, ll-minlag));
- model.eqs.add_formula(eq);
- }
-
- // add equations for auxiliary variables
- for (const auto &it : aux_map)
- {
- int t = model.atoms.index(it.first, 0);
- model.eqs.add_formula(model.eqs.add_binary(ogp::code_t::MINUS, t, it.second));
- }
-}
-
-void
-PlannerBuilder::fill_yset(const ogp::NameStorage &ns,
- const PlannerBuilder::Tvarset &yyset)
-{
- for (auto it : yyset)
- yset.insert(it);
-}
-
-void
-PlannerBuilder::fill_aux_map(const ogp::NameStorage &ns, const Tsubstmap &aaux_map,
- const Tsubstmap &astatic_aux_map)
-{
- // fill aux_map
- for (auto it : aaux_map)
- aux_map.insert(it);
-
- // fill static_aux_map
- for (auto it : astatic_aux_map)
- static_aux_map.insert(it);
-}
-
-MultInitSS::MultInitSS(const PlannerBuilder &pb, const Vector &pvals, Vector &yy)
- : builder(pb), b(builder.diff_b_static.nrows()),
- F(builder.diff_f_static.dim1(), builder.diff_f_static.dim2())
-{
- b.zeros();
- F.zeros();
-
- // first evaluate substitutions (auxiliary variables) from the builder
- ogdyn::DynareStaticSteadySubstitutions dss(builder.model.atoms, builder.static_atoms,
- builder.static_tree,
- builder.static_aux_map, pvals, yy);
-
- /* gather all the terms from builder.diff_b_static and builder.diff_f_static
- to the vector, the ordering is important, since the index of this vector
- will have to be decoded to the position in b and F. */
- vector<int> terms;
- for (int yi = 0; yi < builder.diff_b_static.nrows(); yi++)
- for (int l = 0; l < builder.diff_b_static.ncols(); l++)
- terms.push_back(builder.diff_b_static(yi, l));
- for (int yi = 0; yi < builder.diff_f_static.dim1(); yi++)
- for (int fi = 0; fi < builder.diff_f_static.dim2(); fi++)
- for (int l = 0; l < builder.diff_f_static.dim3(); l++)
- terms.push_back(builder.diff_f_static(yi, fi, l));
-
- /* evaluate the terms, it will call a series of load(i,res), which sum the
- results through lags/leads to b and F */
- DynareStaticSteadyAtomValues dssav(builder.model.atoms, builder.static_atoms, pvals, yy);
- ogp::FormulaCustomEvaluator fe(builder.static_tree, terms);
- fe.eval(dssav, *this);
-
- // solve overdetermined system b+F*lambda=0 using SVD decomposition
- SVDDecomp decomp(F);
- Vector lambda(builder.diff_f_static.dim2());
- decomp.solve(b, lambda);
- lambda.mult(-1);
-
- // take values of lambda and put it to yy
- for (int fi = 0; fi < builder.diff_f_static.dim2(); fi++)
- {
- std::string mult_name = "MULT" + std::to_string(builder.fset[fi]);
- int iouter = builder.model.atoms.name2outer_endo(mult_name);
- int iy = builder.model.atoms.outer2y_endo()[iouter];
- if (!std::isfinite(yy[iy]))
- yy[iy] = lambda[fi];
-
- /* go through all substitutions of the multiplier and set them as well */
- if (builder.model.atom_substs)
- {
- const ogp::AtomSubstitutions::Toldnamemap &old2new
- = builder.model.atom_substs->get_old2new();
- auto it = old2new.find(mult_name);
- if (it != old2new.end())
- {
- const ogp::AtomSubstitutions::Tshiftnameset &sset = it->second;
- for (const auto &itt : sset)
- {
- const std::string &newname = itt.first;
- int iouter = builder.model.atoms.name2outer_endo(newname);
- int iy = builder.model.atoms.outer2y_endo()[iouter];
- if (!std::isfinite(yy[iy]))
- yy[iy] = lambda[fi];
- }
- }
- }
- }
-}
-
-void
-MultInitSS::load(int i, double res)
-{
- /* we can afford it, since the evaluator sets res to exact zero if the term
- is zero */
- if (res == 0)
- return;
- // decode i and add to either b or F
- if (i < builder.diff_b_static.nrows()*builder.diff_b_static.ncols())
- // add to b
- b[i / builder.diff_b_static.ncols()] += res;
- else
- {
- // add to F
- i -= builder.diff_b_static.nrows()*builder.diff_b_static.ncols();
- int yifi = i / builder.diff_f_static.dim3();
- int yi = yifi / builder.diff_f_static.dim2();
- int fi = yifi % builder.diff_f_static.dim2();
- F.get(yi, fi) += res;
- }
-}
diff --git a/dynare++/src/planner_builder.hh b/dynare++/src/planner_builder.hh
deleted file mode 100644
index 206df7da767dd53cd1274ad40a3a536db48c6be4..0000000000000000000000000000000000000000
--- a/dynare++/src/planner_builder.hh
+++ /dev/null
@@ -1,336 +0,0 @@
-/*
- * Copyright © 2006-2011 Ondra Kamenik
- * Copyright © 2019 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 <https://www.gnu.org/licenses/>.
- */
-
-#ifndef PLANNER_BUILDER_H
-#define PLANNER_BUILDER_H
-
-#include <unordered_set>
-#include <map>
-#include <vector>
-#include <memory>
-#include <algorithm>
-
-#include "parser/cc/static_fine_atoms.hh"
-#include "dynare_atoms.hh"
-#include "GeneralMatrix.hh"
-
-namespace ogdyn
-{
- using std::unordered_set;
- using std::map;
- using std::vector;
-
- /** This is a two dimensional array of integers. Nothing
- * difficult. */
- class IntegerMatrix
- {
- protected:
- /** Number of rows. */
- int nr;
- /** Number of columns. */
- int nc;
- /** The pointer to the data. */
- std::unique_ptr<int[]> data;
- public:
- /** Construct uninitialized array. */
- IntegerMatrix(int nrr, int ncc)
- : nr(nrr), nc(ncc), data(std::make_unique<int[]>(nr*nc))
- {
- }
- /** Copy constructor. */
- IntegerMatrix(const IntegerMatrix &im)
- : nr(im.nr), nc(im.nc), data(std::make_unique<int[]>(nr*nc))
- {
- std::copy_n(im.data.get(), nr*nc, data.get());
- }
- /** Assignment operator. It can only assing array with the
- * same dimensions. */
- const IntegerMatrix &operator=(const IntegerMatrix &im);
- int &
- operator()(int i, int j)
- {
- return data[i+j*nr];
- }
- const int &
- operator()(int i, int j) const
- {
- return data[i+j*nr];
- }
- int
- nrows() const
- {
- return nr;
- }
- int
- ncols() const
- {
- return nc;
- }
- };
-
- /** The three dimensional array of integers. Nothing difficult. */
- class IntegerArray3
- {
- protected:
- /** First dimension. */
- int n1;
- /** Second dimension. */
- int n2;
- /** Third dimension. */
- int n3;
- /** The data. */
- std::unique_ptr<int[]> data;
- public:
- /** Constrcut unitialized array. */
- IntegerArray3(int nn1, int nn2, int nn3)
- : n1(nn1), n2(nn2), n3(nn3), data(std::make_unique<int[]>(n1*n2*n3))
- {
- }
- /** Copy constructor. */
- IntegerArray3(const IntegerArray3 &ia3)
- : n1(ia3.n1), n2(ia3.n2), n3(ia3.n3), data(std::make_unique<int[]>(n1*n2*n3))
- {
- std::copy_n(ia3.data.get(), n1*n2*n3, data.get());
- }
- /** Assignment operator assigning the arrays with the same dimensions. */
- const IntegerArray3 &operator=(const IntegerArray3 &ia3);
- int &
- operator()(int i, int j, int k)
- {
- return data[i+j*n1+k*n1*n2];
- }
- const int &
- operator()(int i, int j, int k) const
- {
- return data[i+j*n1+k*n1*n2];
- }
- int
- dim1() const
- {
- return n1;
- }
- int
- dim2() const
- {
- return n2;
- }
- int
- dim3() const
- {
- return n3;
- }
- };
-
- /** This struct encapsulates information about the building of a
- * planner's problem. */
- struct PlannerInfo
- {
- int num_lagrange_mults{0};
- int num_aux_variables{0};
- int num_new_terms{0};
- };
-
- class MultInitSS;
- class DynareModel;
-
- /** This class builds the first order conditions of the social
- * planner problem with constraints being the equations in the
- * model. The model is non-const parameter to the constructor
- * which adds appropriate FOCs to the system. It also allows for
- * an estimation of the lagrange multipliers given all other
- * endogenous variables of the static system. For this purpose we
- * need to create static atoms and static versions of all the tree
- * index matrices. The algorithm and algebra are documented in
- * dynare++-ramsey.pdf. */
- class PlannerBuilder
- {
- friend class MultInitSS;
- public:
- /** Type for a set of variable names. */
- using Tvarset = unordered_set<string>;
- /** Type for a set of equations. An equation is identified by
- * an index to an equation in the equation vector given by
- * DynareModel::eqs. The tree index of the i-th formula is
- * retrieved as DynareModel::egs.formula(i). */
- using Teqset = vector<int>;
- protected:
- /** This is a set of variables wrt which the planner
- * optimizes. These could be all endogenous variables, but it
- * is beneficial to exclude all variables which are
- * deterministic transformations of past exogenous variables,
- * since the planner cannot influence them. This could save a
- * few equations. This is not changed after it is constructed,
- * but it is constructed manually, so it cannot be declared as
- * const. */
- Tvarset yset;
- /** These are the equation indices constituing the constraints
- * for the planner. Again, it is beneficial to exclude all
- * equations defining exogenous variables excluded from
- * yset. */
- const Teqset fset;
- /** Reference to the model. */
- ogdyn::DynareModel &model;
- /** Tree index of the planner objective. */
- int tb;
- /** Tree index of the planner discount parameter. */
- int tbeta;
- /** The maximum lead in the model including the planner's
- * objective before building the planner's FOCs. */
- const int maxlead;
- /** The minimum lag in the model including the planner's objective
- * before building the planner's FOCs. */
- const int minlag;
- /** Tree indices of formulas in the planner FOCs involving
- * derivatives of the planner's objective. Rows correspond to the
- * endogenous variables, columns correspond to lags in the
- * objective function. The contents of the matrix will evolve as
- * the algorithm proceeds. */
- IntegerMatrix diff_b;
- /** Tree indices of formulas in the planner FOCs involving
- * derivatives of the model equations (constraints). The first
- * dimension corresponds to endogenous variables, the second to
- * the constraints, the third to lags or leads of endogenous
- * variables in the constraints. The contents of the array will
- * evolve as the algorithm proceeds.*/
- IntegerArray3 diff_f;
- /** Static version of the model atoms. It is needed to build
- * static version of diff_b and diff_f. */
- ogp::StaticFineAtoms static_atoms;
- /** Static version of all the trees of diff_b and diff_f build
- * over static_atoms. */
- ogp::OperationTree static_tree;
- /** Tree indices of static version of diff_b over static_atoms and static_tree. */
- IntegerMatrix diff_b_static;
- /** Tree indices of static version of diff_f over static_atoms
- * and static_tree. This member is created before calling
- * lagrange_mult_f(), so it does not contain the
- * multiplication with the lagrange multipliers. */
- IntegerArray3 diff_f_static;
- /** Auxiliary variables mapping. During the algorithm, some
- * auxiliary variables for the terms might be created, so we
- * remember their names and tree indices of the terms. This
- * maps a name to the tree index of an expression equal to the
- * auxiliary variable at time zero. The auxiliary variables
- * names point to the dynamic atoms storage, tree inidices to
- * the dynamic model tree. */
- Tsubstmap aux_map;
- /** Static version of aux_map. The names point to static_atoms
- * storage, the tree indices to the static_tree. */
- Tsubstmap static_aux_map;
- /** Information about the number of various things. */
- PlannerInfo info;
- public:
- /** Build the planner problem for the given model optimizing
- * through the given endogenous variables with the given
- * constraints. We allow for a selection of a subset of
- * equations and variables in order to eliminate exogenous
- * predetermined process which cannot be influenced by the
- * social planner. */
- PlannerBuilder(ogdyn::DynareModel &m, const Tvarset &yyset,
- Teqset ffset);
- /** Construct a copy of the builder with provided model, which
- * is supposed to be the copy of the model in the builder. */
- PlannerBuilder(const PlannerBuilder &pb, ogdyn::DynareModel &m);
- /** Avoid copying from only PlannerBuilder. */
- PlannerBuilder(const PlannerBuilder &pb) = delete;
- /** Return the information. */
- const PlannerInfo &
- get_info() const
- {
- return info;
- }
- protected:
- /** Differentiate the planner objective wrt endogenous
- * variables with different lags. */
- void add_derivatives_of_b();
- /** Differentiate the constraints wrt endogenous variables
- * with different lags and leads. */
- void add_derivatives_of_f();
- /** Shift derivatives of diff_b. */
- void shift_derivatives_of_b();
- /** Shift derivatives of diff_ff. */
- void shift_derivatives_of_f();
- /** Multiply with the discount factor terms in diff_b. */
- void beta_multiply_b();
- /** Multiply with the discount factor terms in diff_f. */
- void beta_multiply_f();
- /** Fill static_atoms and static_tree and build diff_b_static,
- * diff_f_static and aux_map_static with static versions of diff_b,
- * diff_f and aux_map. */
- void make_static_version();
- /** Multiply diff_f with Langrange multipliers. */
- void lagrange_mult_f();
- /** Add the equations to the mode, including equation for auxiliary variables. */
- void form_equations();
- private:
- /** Fill yset for a given yyset and given name storage. */
- void fill_yset(const ogp::NameStorage &ns, const Tvarset &yyset);
- /** Fill aux_map and aux_map_static for a given aaux_map and
- * aaux_map_static for a given storage of dynamic atoms (used
- * for aux_map) and static atoms storage from this object for
- * aux_map_static. */
- void fill_aux_map(const ogp::NameStorage &ns, const Tsubstmap &aaux_map,
- const Tsubstmap &astatic_aux_map);
- };
-
- /** This class only calculates for the given initial guess of
- * endogenous variables, initial guess of the Langrange
- * multipliers of the social planner problem yielding the least
- * square error. It is used by just calling its constructor. The
- * constructor takes non-const reference to the vector of
- * endogenous variables, calculates lambdas and put the values of
- * lambdas to the vector. The algbera is found in
- * dynare++-ramsey.pdf.
- *
- * The code can be run only after the parsing has been finished in
- * atoms. */
- class MultInitSS : public ogp::FormulaEvalLoader
- {
- protected:
- /** The constant reference to the builder. */
- const PlannerBuilder &builder;
- /** The constant term of the problem. Its length is the number
- * of endogenous variable wrt the planner optimizes. */
- Vector b;
- /** The matrix of the overdetermined problem. The number of
- * rows is equal to the number of endogenous variables wrt
- * which the planner optimizes, the number of columns is equal
- * to the number of Langrange multipliers which is equal to
- * the number of constraints which is smaller than the number
- * of endogenous variables. Hence the system b+F*lambda=0 is
- * overdetermined. */
- GeneralMatrix F;
- public:
- /** The constructor of the object which does everything. Its
- * main goal is to update yy. Note that if an item of yy
- * corresponding to a lagrange multiplier is already set, it
- * is not reset. */
- MultInitSS(const PlannerBuilder &pb, const Vector &pvals, Vector &yy);
- /** This loads evaluated parts of b or F and decodes i and
- * advances b or F depending on the decoded i. The decoding is
- * dependent on the way how the terms of builder.diff_b and
- * builder.diff_f_save have been put the the
- * ogp::FormulaCustomEvaluator. This is documented in the code
- * of the constructor. */
- void load(int i, double res) override;
- };
-};
-
-#endif
diff --git a/dynare++/sylv/Makefile.am b/dynare++/sylv/Makefile.am
deleted file mode 100644
index ffebab6fe3641d3346316761575936e56f4be6f5..0000000000000000000000000000000000000000
--- a/dynare++/sylv/Makefile.am
+++ /dev/null
@@ -1 +0,0 @@
-SUBDIRS = cc testing
diff --git a/dynare++/sylv/cc/Makefile.am b/dynare++/sylv/cc/Makefile.am
deleted file mode 100644
index d1e88bbc3272b8155fe00818f0d19baa038f0069..0000000000000000000000000000000000000000
--- a/dynare++/sylv/cc/Makefile.am
+++ /dev/null
@@ -1,41 +0,0 @@
-noinst_LIBRARIES = libsylv.a
-
-# For dynblas.h and dynlapack.h
-libsylv_a_CPPFLAGS = -I$(top_srcdir)/mex/sources -I../../utils/cc
-
-libsylv_a_SOURCES = \
- BlockDiagonal.cc \
- BlockDiagonal.hh \
- GeneralMatrix.cc \
- GeneralMatrix.hh \
- GeneralSylvester.cc \
- GeneralSylvester.hh \
- IterativeSylvester.cc \
- IterativeSylvester.hh \
- KronUtils.cc \
- KronUtils.hh \
- KronVector.cc \
- KronVector.hh \
- QuasiTriangular.cc \
- QuasiTriangular.hh \
- QuasiTriangularZero.cc \
- QuasiTriangularZero.hh \
- SchurDecomp.cc \
- SchurDecomp.hh \
- SchurDecompEig.cc \
- SchurDecompEig.hh \
- SimilarityDecomp.cc \
- SimilarityDecomp.hh \
- SylvException.cc \
- SylvException.hh \
- SylvMatrix.cc \
- SylvMatrix.hh \
- SylvParams.cc \
- SylvParams.hh \
- SylvesterSolver.hh \
- SymSchurDecomp.cc \
- SymSchurDecomp.hh \
- TriangularSylvester.cc \
- TriangularSylvester.hh \
- Vector.cc \
- Vector.hh
diff --git a/dynare++/tests/Makefile.am b/dynare++/tests/Makefile.am
deleted file mode 100644
index e98e408637a5ee497d19c07d1c0f2bd0e6eca6f8..0000000000000000000000000000000000000000
--- a/dynare++/tests/Makefile.am
+++ /dev/null
@@ -1,46 +0,0 @@
-MODFILES = \
- asset.mod \
- c20.mod \
- czech2.mod \
- dm7.mod \
- example1.mod \
- example1_optim.mod \
- gentay1a.mod \
- judd.mod \
- judd_norm.mod \
- kp1980_1.mod \
- kp1980_2.mod \
- kp1980_3.mod \
- lucas78.mod \
- m_0_3_0_0_0_0_0_0.mod \
- m_1_3_0_0_0_0_0_0.mod \
- m_1_3_0_0_0_0_0_1.mod \
- or0a.mod \
- portfolio4.mod \
- portfolio4_norm.mod \
- portfolio.mod \
- psd_exo3.mod \
- q3a2.mod \
- q3a50.mod \
- sedmodel1.mod \
- swma_pie.mod \
- test1.mod \
- test2a.mod \
- test2.mod \
- test3.mod \
- test4.mod \
- test5.mod \
- test6.mod \
- test7.mod \
- test.mod
-
-EXTRA_DIST = $(MODFILES) \
- sw_euro.mod # This one crashes at steady state computation
-
-check-local: $(MODFILES:%.mod=%.jnl)
-
-%.jnl: %.mod
- ../src/dynare++ --sim 2 $<
-
-clean-local:
- rm -f *.jnl *_f.m *_ff.m *.dump
diff --git a/dynare++/tests/asset.mod b/dynare++/tests/asset.mod
deleted file mode 100644
index c9a5b9e2877ac6ec4b5ad3de84e35513582c315a..0000000000000000000000000000000000000000
--- a/dynare++/tests/asset.mod
+++ /dev/null
@@ -1,28 +0,0 @@
-var y, x;
-varexo e;
-
-parameters theta, rho, bet, xbar;
-
-xbar = 0.0179;
-rho = -0.139;
-theta = -10;
-bet = 0.95;
-
-model;
-y = bet*exp(theta*x(+1))*(1+y(+1));
-x = (1-rho)*xbar + rho*x(-1) + e;
-end;
-
-initval;
-x = 0.0179;
-y = 0.3;
-e = 0;
-end;
-
-vcov = [ 0.0012110];
-
-order = 6;
-
-
-
-
diff --git a/dynare++/tests/c20.mod b/dynare++/tests/c20.mod
deleted file mode 100644
index a3b7bd1fabfa3dd28c68daaa7a51bac15898811f..0000000000000000000000000000000000000000
--- a/dynare++/tests/c20.mod
+++ /dev/null
@@ -1,497 +0,0 @@
-var C10_PIE C10_RR C10_RS C10_Y C11_PIE C11_RR C11_RS C11_Y C12_PIE C12_RR C12_RS C12_Y C13_PIE C13_RR C13_RS C13_Y C14_PIE C14_RR C14_RS C14_Y C15_PIE C15_RR C15_RS C15_Y C16_PIE C16_RR C16_RS C16_Y C17_PIE C17_RR C17_RS C17_Y C18_PIE C18_RR C18_RS C18_Y C19_PIE C19_RR C19_RS C19_Y C1_PIE C1_RR C1_RS C1_Y C20_PIE C20_RR C20_RS C20_Y C2_PIE C2_RR C2_RS C2_Y C3_PIE C3_RR C3_RS C3_Y C4_PIE C4_RR C4_RS C4_Y C5_PIE C5_RR C5_RS C5_Y C6_PIE C6_RR C6_RS C6_Y C7_PIE C7_RR C7_RS C7_Y C8_PIE C8_RR C8_RS C8_Y C9_PIE C9_RR C9_RS C9_Y;
-
-varexo C1_EPIE C1_EY C1_ERS C2_EPIE C2_EY C2_ERS C3_EPIE C3_EY C3_ERS C4_EPIE C4_EY C4_ERS C5_EPIE C5_EY C5_ERS C6_EPIE C6_EY C6_ERS C7_EPIE C7_EY C7_ERS C8_EPIE C8_EY C8_ERS C9_EPIE C9_EY C9_ERS C10_EPIE C10_EY C10_ERS C11_EPIE C11_EY C11_ERS C12_EPIE C12_EY C12_ERS C13_EPIE C13_EY C13_ERS C14_EPIE C14_EY C14_ERS C15_EPIE C15_EY C15_ERS C16_EPIE C16_EY C16_ERS C17_EPIE C17_EY C17_ERS C18_EPIE C18_EY C18_ERS C19_EPIE C19_EY C19_ERS C20_EPIE C20_EY C20_ERS;
-
-parameters C10_CALFA1 C10_CALFA2 C10_CALFA3 C10_CALFA4 C10_CALFA5 C10_CALFA6 C10_CALFA7 C10_CALFA8 C10_CALFA9 C11_CALFA1 C11_CALFA2 C11_CALFA3 C11_CALFA4 C11_CALFA5 C11_CALFA6 C11_CALFA7 C11_CALFA8 C11_CALFA9 C12_CALFA1 C12_CALFA2 C12_CALFA3 C12_CALFA4 C12_CALFA5 C12_CALFA6 C12_CALFA7 C12_CALFA8 C12_CALFA9 C13_CALFA1 C13_CALFA2 C13_CALFA3 C13_CALFA4 C13_CALFA5 C13_CALFA6 C13_CALFA7 C13_CALFA8 C13_CALFA9 C14_CALFA1 C14_CALFA2 C14_CALFA3 C14_CALFA4 C14_CALFA5 C14_CALFA6 C14_CALFA7 C14_CALFA8 C14_CALFA9 C15_CALFA1 C15_CALFA2 C15_CALFA3 C15_CALFA4 C15_CALFA5 C15_CALFA6 C15_CALFA7 C15_CALFA8 C15_CALFA9 C16_CALFA1 C16_CALFA2 C16_CALFA3 C16_CALFA4 C16_CALFA5 C16_CALFA6 C16_CALFA7 C16_CALFA8 C16_CALFA9 C17_CALFA1 C17_CALFA2 C17_CALFA3 C17_CALFA4 C17_CALFA5 C17_CALFA6 C17_CALFA7 C17_CALFA8 C17_CALFA9 C18_CALFA1 C18_CALFA2 C18_CALFA3 C18_CALFA4 C18_CALFA5 C18_CALFA6 C18_CALFA7 C18_CALFA8 C18_CALFA9 C19_CALFA1 C19_CALFA2 C19_CALFA3 C19_CALFA4 C19_CALFA5 C19_CALFA6 C19_CALFA7 C19_CALFA8 C19_CALFA9 C1_CALFA1 C1_CALFA2 C1_CALFA3 C1_CALFA4 C1_CALFA5 C1_CALFA6 C1_CALFA7 C1_CALFA8 C1_CALFA9 C20_CALFA1 C20_CALFA2 C20_CALFA3 C20_CALFA4 C20_CALFA5 C20_CALFA6 C20_CALFA7 C20_CALFA8 C20_CALFA9 C2_CALFA1 C2_CALFA2 C2_CALFA3 C2_CALFA4 C2_CALFA5 C2_CALFA6 C2_CALFA7 C2_CALFA8 C2_CALFA9 C3_CALFA1 C3_CALFA2 C3_CALFA3 C3_CALFA4 C3_CALFA5 C3_CALFA6 C3_CALFA7 C3_CALFA8 C3_CALFA9 C4_CALFA1 C4_CALFA2 C4_CALFA3 C4_CALFA4 C4_CALFA5 C4_CALFA6 C4_CALFA7 C4_CALFA8 C4_CALFA9 C5_CALFA1 C5_CALFA2 C5_CALFA3 C5_CALFA4 C5_CALFA5 C5_CALFA6 C5_CALFA7 C5_CALFA8 C5_CALFA9 C6_CALFA1 C6_CALFA2 C6_CALFA3 C6_CALFA4 C6_CALFA5 C6_CALFA6 C6_CALFA7 C6_CALFA8 C6_CALFA9 C7_CALFA1 C7_CALFA2 C7_CALFA3 C7_CALFA4 C7_CALFA5 C7_CALFA6 C7_CALFA7 C7_CALFA8 C7_CALFA9 C8_CALFA1 C8_CALFA2 C8_CALFA3 C8_CALFA4 C8_CALFA5 C8_CALFA6 C8_CALFA7 C8_CALFA8 C8_CALFA9 C9_CALFA1 C9_CALFA2 C9_CALFA3 C9_CALFA4 C9_CALFA5 C9_CALFA6 C9_CALFA7 C9_CALFA8 C9_CALFA9 C10_PIESTAR C11_PIESTAR C12_PIESTAR C13_PIESTAR C14_PIESTAR C15_PIESTAR C16_PIESTAR C17_PIESTAR C18_PIESTAR C19_PIESTAR C1_PIESTAR C20_PIESTAR C2_PIESTAR C3_PIESTAR C4_PIESTAR C5_PIESTAR C6_PIESTAR C7_PIESTAR C8_PIESTAR C9_PIESTAR;
-C10_CALFA1=0.5;
-C10_CALFA2=0.5;
-C10_CALFA3=0.5;
-C10_CALFA4=0;
-C10_CALFA5=0.75;
-C10_CALFA6=-0.25;
-C10_CALFA7=0.1;
-C10_CALFA8=0.5;
-C10_CALFA9=0.5;
-C11_CALFA1=0.5;
-C11_CALFA2=0.5;
-C11_CALFA3=0.5;
-C11_CALFA4=0;
-C11_CALFA5=0.75;
-C11_CALFA6=-0.25;
-C11_CALFA7=0.1;
-C11_CALFA8=0.5;
-C11_CALFA9=0.5;
-C12_CALFA1=0.5;
-C12_CALFA2=0.5;
-C12_CALFA3=0.5;
-C12_CALFA4=0;
-C12_CALFA5=0.75;
-C12_CALFA6=-0.25;
-C12_CALFA7=0.1;
-C12_CALFA8=0.5;
-C12_CALFA9=0.5;
-C13_CALFA1=0.5;
-C13_CALFA2=0.5;
-C13_CALFA3=0.5;
-C13_CALFA4=0;
-C13_CALFA5=0.75;
-C13_CALFA6=-0.25;
-C13_CALFA7=0.1;
-C13_CALFA8=0.5;
-C13_CALFA9=0.5;
-C14_CALFA1=0.5;
-C14_CALFA2=0.5;
-C14_CALFA3=0.5;
-C14_CALFA4=0;
-C14_CALFA5=0.75;
-C14_CALFA6=-0.25;
-C14_CALFA7=0.1;
-C14_CALFA8=0.5;
-C14_CALFA9=0.5;
-C15_CALFA1=0.5;
-C15_CALFA2=0.5;
-C15_CALFA3=0.5;
-C15_CALFA4=0;
-C15_CALFA5=0.75;
-C15_CALFA6=-0.25;
-C15_CALFA7=0.1;
-C15_CALFA8=0.5;
-C15_CALFA9=0.5;
-C16_CALFA1=0.5;
-C16_CALFA2=0.5;
-C16_CALFA3=0.5;
-C16_CALFA4=0;
-C16_CALFA5=0.75;
-C16_CALFA6=-0.25;
-C16_CALFA7=0.1;
-C16_CALFA8=0.5;
-C16_CALFA9=0.5;
-C17_CALFA1=0.5;
-C17_CALFA2=0.5;
-C17_CALFA3=0.5;
-C17_CALFA4=0;
-C17_CALFA5=0.75;
-C17_CALFA6=-0.25;
-C17_CALFA7=0.1;
-C17_CALFA8=0.5;
-C17_CALFA9=0.5;
-C18_CALFA1=0.5;
-C18_CALFA2=0.5;
-C18_CALFA3=0.5;
-C18_CALFA4=0;
-C18_CALFA5=0.75;
-C18_CALFA6=-0.25;
-C18_CALFA7=0.1;
-C18_CALFA8=0.5;
-C18_CALFA9=0.5;
-C19_CALFA1=0.5;
-C19_CALFA2=0.5;
-C19_CALFA3=0.5;
-C19_CALFA4=0;
-C19_CALFA5=0.75;
-C19_CALFA6=-0.25;
-C19_CALFA7=0.1;
-C19_CALFA8=0.5;
-C19_CALFA9=0.5;
-C1_CALFA1=0.5;
-C1_CALFA2=0.5;
-C1_CALFA3=0.5;
-C1_CALFA4=0;
-C1_CALFA5=0.75;
-C1_CALFA6=-0.25;
-C1_CALFA7=0.1;
-C1_CALFA8=0.5;
-C1_CALFA9=0.5;
-C20_CALFA1=0.5;
-C20_CALFA2=0.5;
-C20_CALFA3=0.5;
-C20_CALFA4=0;
-C20_CALFA5=0.75;
-C20_CALFA6=-0.25;
-C20_CALFA7=0.1;
-C20_CALFA8=0.5;
-C20_CALFA9=0.5;
-C2_CALFA1=0.5;
-C2_CALFA2=0.5;
-C2_CALFA3=0.5;
-C2_CALFA4=0;
-C2_CALFA5=0.75;
-C2_CALFA6=-0.25;
-C2_CALFA7=0.1;
-C2_CALFA8=0.5;
-C2_CALFA9=0.5;
-C3_CALFA1=0.5;
-C3_CALFA2=0.5;
-C3_CALFA3=0.5;
-C3_CALFA4=0;
-C3_CALFA5=0.75;
-C3_CALFA6=-0.25;
-C3_CALFA7=0.1;
-C3_CALFA8=0.5;
-C3_CALFA9=0.5;
-C4_CALFA1=0.5;
-C4_CALFA2=0.5;
-C4_CALFA3=0.5;
-C4_CALFA4=0;
-C4_CALFA5=0.75;
-C4_CALFA6=-0.25;
-C4_CALFA7=0.1;
-C4_CALFA8=0.5;
-C4_CALFA9=0.5;
-C5_CALFA1=0.5;
-C5_CALFA2=0.5;
-C5_CALFA3=0.5;
-C5_CALFA4=0;
-C5_CALFA5=0.75;
-C5_CALFA6=-0.25;
-C5_CALFA7=0.1;
-C5_CALFA8=0.5;
-C5_CALFA9=0.5;
-C6_CALFA1=0.5;
-C6_CALFA2=0.5;
-C6_CALFA3=0.5;
-C6_CALFA4=0;
-C6_CALFA5=0.75;
-C6_CALFA6=-0.25;
-C6_CALFA7=0.1;
-C6_CALFA8=0.5;
-C6_CALFA9=0.5;
-C7_CALFA1=0.5;
-C7_CALFA2=0.5;
-C7_CALFA3=0.5;
-C7_CALFA4=0;
-C7_CALFA5=0.75;
-C7_CALFA6=-0.25;
-C7_CALFA7=0.1;
-C7_CALFA8=0.5;
-C7_CALFA9=0.5;
-C8_CALFA1=0.5;
-C8_CALFA2=0.5;
-C8_CALFA3=0.5;
-C8_CALFA4=0;
-C8_CALFA5=0.75;
-C8_CALFA6=-0.25;
-C8_CALFA7=0.1;
-C8_CALFA8=0.5;
-C8_CALFA9=0.5;
-C9_CALFA1=0.5;
-C9_CALFA2=0.5;
-C9_CALFA3=0.5;
-C9_CALFA4=0;
-C9_CALFA5=0.75;
-C9_CALFA6=-0.25;
-C9_CALFA7=0.1;
-C9_CALFA8=0.5;
-C9_CALFA9=0.5;
-C10_PIESTAR=2.5;
-C11_PIESTAR=2.5;
-C12_PIESTAR=2.5;
-C13_PIESTAR=2.5;
-C14_PIESTAR=2.5;
-C15_PIESTAR=2.5;
-C16_PIESTAR=2.5;
-C17_PIESTAR=2.5;
-C18_PIESTAR=2.5;
-C19_PIESTAR=2.5;
-C1_PIESTAR=2.5;
-C20_PIESTAR=2.5;
-C2_PIESTAR=2.5;
-C3_PIESTAR=2.5;
-C4_PIESTAR=2.5;
-C5_PIESTAR=2.5;
-C6_PIESTAR=2.5;
-C7_PIESTAR=2.5;
-C8_PIESTAR=2.5;
-C9_PIESTAR=2.5;
-
-model;
- C1_PIE = C1_CALFA1*C1_PIE(1)+(1-C1_CALFA1)*C1_PIE(-1)+C1_CALFA2*(C1_Y+0.1)+C1_CALFA3*(C1_Y+0.1)^2/2+C1_EPIE ;
- C1_Y = C1_CALFA4*C1_Y(1)+C1_CALFA5*C1_Y(-1)+C1_CALFA6*C1_RR+C1_EY+C1_CALFA7*(0+C2_Y+C3_Y+C4_Y+C5_Y+C6_Y+C7_Y+C8_Y+C9_Y+C10_Y+C11_Y+C12_Y+C13_Y+C14_Y+C15_Y+C16_Y+C17_Y+C18_Y+C19_Y+C20_Y)/19 ;
- C1_RR = C1_RS-C1_PIE(1) ;
- C1_RS = C1_PIE(1)+C1_CALFA8*(C1_PIE-C1_PIESTAR)+C1_CALFA9*C1_Y+C1_ERS ;
- C2_PIE = C2_CALFA1*C2_PIE(1)+(1-C2_CALFA1)*C2_PIE(-1)+C2_CALFA2*(C2_Y+0.1)+C2_CALFA3*(C2_Y+0.1)^2/2+C2_EPIE ;
- C2_Y = C2_CALFA4*C2_Y(1)+C2_CALFA5*C2_Y(-1)+C2_CALFA6*C2_RR+C2_EY+C2_CALFA7*(0+C1_Y+C3_Y+C4_Y+C5_Y+C6_Y+C7_Y+C8_Y+C9_Y+C10_Y+C11_Y+C12_Y+C13_Y+C14_Y+C15_Y+C16_Y+C17_Y+C18_Y+C19_Y+C20_Y)/19 ;
- C2_RR = C2_RS-C2_PIE(1) ;
- C2_RS = C2_PIE(1)+C2_CALFA8*(C2_PIE-C2_PIESTAR)+C2_CALFA9*C2_Y+C2_ERS ;
- C3_PIE = C3_CALFA1*C3_PIE(1)+(1-C3_CALFA1)*C3_PIE(-1)+C3_CALFA2*(C3_Y+0.1)+C3_CALFA3*(C3_Y+0.1)^2/2+C3_EPIE ;
- C3_Y = C3_CALFA4*C3_Y(1)+C3_CALFA5*C3_Y(-1)+C3_CALFA6*C3_RR+C3_EY+C3_CALFA7*(0+C1_Y+C2_Y+C4_Y+C5_Y+C6_Y+C7_Y+C8_Y+C9_Y+C10_Y+C11_Y+C12_Y+C13_Y+C14_Y+C15_Y+C16_Y+C17_Y+C18_Y+C19_Y+C20_Y)/19 ;
- C3_RR = C3_RS-C3_PIE(1) ;
- C3_RS = C3_PIE(1)+C3_CALFA8*(C3_PIE-C3_PIESTAR)+C3_CALFA9*C3_Y+C3_ERS ;
- C4_PIE = C4_CALFA1*C4_PIE(1)+(1-C4_CALFA1)*C4_PIE(-1)+C4_CALFA2*(C4_Y+0.1)+C4_CALFA3*(C4_Y+0.1)^2/2+C4_EPIE ;
- C4_Y = C4_CALFA4*C4_Y(1)+C4_CALFA5*C4_Y(-1)+C4_CALFA6*C4_RR+C4_EY+C4_CALFA7*(0+C1_Y+C2_Y+C3_Y+C5_Y+C6_Y+C7_Y+C8_Y+C9_Y+C10_Y+C11_Y+C12_Y+C13_Y+C14_Y+C15_Y+C16_Y+C17_Y+C18_Y+C19_Y+C20_Y)/19 ;
- C4_RR = C4_RS-C4_PIE(1) ;
- C4_RS = C4_PIE(1)+C4_CALFA8*(C4_PIE-C4_PIESTAR)+C4_CALFA9*C4_Y+C4_ERS ;
- C5_PIE = C5_CALFA1*C5_PIE(1)+(1-C5_CALFA1)*C5_PIE(-1)+C5_CALFA2*(C5_Y+0.1)+C5_CALFA3*(C5_Y+0.1)^2/2+C5_EPIE ;
- C5_Y = C5_CALFA4*C5_Y(1)+C5_CALFA5*C5_Y(-1)+C5_CALFA6*C5_RR+C5_EY+C5_CALFA7*(0+C1_Y+C2_Y+C3_Y+C4_Y+C6_Y+C7_Y+C8_Y+C9_Y+C10_Y+C11_Y+C12_Y+C13_Y+C14_Y+C15_Y+C16_Y+C17_Y+C18_Y+C19_Y+C20_Y)/19 ;
- C5_RR = C5_RS-C5_PIE(1) ;
- C5_RS = C5_PIE(1)+C5_CALFA8*(C5_PIE-C5_PIESTAR)+C5_CALFA9*C5_Y+C5_ERS ;
- C6_PIE = C6_CALFA1*C6_PIE(1)+(1-C6_CALFA1)*C6_PIE(-1)+C6_CALFA2*(C6_Y+0.1)+C6_CALFA3*(C6_Y+0.1)^2/2+C6_EPIE ;
- C6_Y = C6_CALFA4*C6_Y(1)+C6_CALFA5*C6_Y(-1)+C6_CALFA6*C6_RR+C6_EY+C6_CALFA7*(0+C1_Y+C2_Y+C3_Y+C4_Y+C5_Y+C7_Y+C8_Y+C9_Y+C10_Y+C11_Y+C12_Y+C13_Y+C14_Y+C15_Y+C16_Y+C17_Y+C18_Y+C19_Y+C20_Y)/19 ;
- C6_RR = C6_RS-C6_PIE(1) ;
- C6_RS = C6_PIE(1)+C6_CALFA8*(C6_PIE-C6_PIESTAR)+C6_CALFA9*C6_Y+C6_ERS ;
- C7_PIE = C7_CALFA1*C7_PIE(1)+(1-C7_CALFA1)*C7_PIE(-1)+C7_CALFA2*(C7_Y+0.1)+C7_CALFA3*(C7_Y+0.1)^2/2+C7_EPIE ;
- C7_Y = C7_CALFA4*C7_Y(1)+C7_CALFA5*C7_Y(-1)+C7_CALFA6*C7_RR+C7_EY+C7_CALFA7*(0+C1_Y+C2_Y+C3_Y+C4_Y+C5_Y+C6_Y+C8_Y+C9_Y+C10_Y+C11_Y+C12_Y+C13_Y+C14_Y+C15_Y+C16_Y+C17_Y+C18_Y+C19_Y+C20_Y)/19 ;
- C7_RR = C7_RS-C7_PIE(1) ;
- C7_RS = C7_PIE(1)+C7_CALFA8*(C7_PIE-C7_PIESTAR)+C7_CALFA9*C7_Y+C7_ERS ;
- C8_PIE = C8_CALFA1*C8_PIE(1)+(1-C8_CALFA1)*C8_PIE(-1)+C8_CALFA2*(C8_Y+0.1)+C8_CALFA3*(C8_Y+0.1)^2/2+C8_EPIE ;
- C8_Y = C8_CALFA4*C8_Y(1)+C8_CALFA5*C8_Y(-1)+C8_CALFA6*C8_RR+C8_EY+C8_CALFA7*(0+C1_Y+C2_Y+C3_Y+C4_Y+C5_Y+C6_Y+C7_Y+C9_Y+C10_Y+C11_Y+C12_Y+C13_Y+C14_Y+C15_Y+C16_Y+C17_Y+C18_Y+C19_Y+C20_Y)/19 ;
- C8_RR = C8_RS-C8_PIE(1) ;
- C8_RS = C8_PIE(1)+C8_CALFA8*(C8_PIE-C8_PIESTAR)+C8_CALFA9*C8_Y+C8_ERS ;
- C9_PIE = C9_CALFA1*C9_PIE(1)+(1-C9_CALFA1)*C9_PIE(-1)+C9_CALFA2*(C9_Y+0.1)+C9_CALFA3*(C9_Y+0.1)^2/2+C9_EPIE ;
- C9_Y = C9_CALFA4*C9_Y(1)+C9_CALFA5*C9_Y(-1)+C9_CALFA6*C9_RR+C9_EY+C9_CALFA7*(0+C1_Y+C2_Y+C3_Y+C4_Y+C5_Y+C6_Y+C7_Y+C8_Y+C10_Y+C11_Y+C12_Y+C13_Y+C14_Y+C15_Y+C16_Y+C17_Y+C18_Y+C19_Y+C20_Y)/19 ;
- C9_RR = C9_RS-C9_PIE(1) ;
- C9_RS = C9_PIE(1)+C9_CALFA8*(C9_PIE-C9_PIESTAR)+C9_CALFA9*C9_Y+C9_ERS ;
- C10_PIE = C10_CALFA1*C10_PIE(1)+(1-C10_CALFA1)*C10_PIE(-1)+C10_CALFA2*(C10_Y+0.1)+C10_CALFA3*(C10_Y+0.1)^2/2+C10_EPIE ;
- C10_Y = C10_CALFA4*C10_Y(1)+C10_CALFA5*C10_Y(-1)+C10_CALFA6*C10_RR+C10_EY+C10_CALFA7*(0+C1_Y+C2_Y+C3_Y+C4_Y+C5_Y+C6_Y+C7_Y+C8_Y+C9_Y+C11_Y+C12_Y+C13_Y+C14_Y+C15_Y+C16_Y+C17_Y+C18_Y+C19_Y+C20_Y)/19 ;
- C10_RR = C10_RS-C10_PIE(1) ;
- C10_RS = C10_PIE(1)+C10_CALFA8*(C10_PIE-C10_PIESTAR)+C10_CALFA9*C10_Y+C10_ERS ;
- C11_PIE = C11_CALFA1*C11_PIE(1)+(1-C11_CALFA1)*C11_PIE(-1)+C11_CALFA2*(C11_Y+0.1)+C11_CALFA3*(C11_Y+0.1)^2/2+C11_EPIE ;
- C11_Y = C11_CALFA4*C11_Y(1)+C11_CALFA5*C11_Y(-1)+C11_CALFA6*C11_RR+C11_EY+C11_CALFA7*(0+C1_Y+C2_Y+C3_Y+C4_Y+C5_Y+C6_Y+C7_Y+C8_Y+C9_Y+C10_Y+C12_Y+C13_Y+C14_Y+C15_Y+C16_Y+C17_Y+C18_Y+C19_Y+C20_Y)/19 ;
- C11_RR = C11_RS-C11_PIE(1) ;
- C11_RS = C11_PIE(1)+C11_CALFA8*(C11_PIE-C11_PIESTAR)+C11_CALFA9*C11_Y+C11_ERS ;
- C12_PIE = C12_CALFA1*C12_PIE(1)+(1-C12_CALFA1)*C12_PIE(-1)+C12_CALFA2*(C12_Y+0.1)+C12_CALFA3*(C12_Y+0.1)^2/2+C12_EPIE ;
- C12_Y = C12_CALFA4*C12_Y(1)+C12_CALFA5*C12_Y(-1)+C12_CALFA6*C12_RR+C12_EY+C12_CALFA7*(0+C1_Y+C2_Y+C3_Y+C4_Y+C5_Y+C6_Y+C7_Y+C8_Y+C9_Y+C10_Y+C11_Y+C13_Y+C14_Y+C15_Y+C16_Y+C17_Y+C18_Y+C19_Y+C20_Y)/19 ;
- C12_RR = C12_RS-C12_PIE(1) ;
- C12_RS = C12_PIE(1)+C12_CALFA8*(C12_PIE-C12_PIESTAR)+C12_CALFA9*C12_Y+C12_ERS ;
- C13_PIE = C13_CALFA1*C13_PIE(1)+(1-C13_CALFA1)*C13_PIE(-1)+C13_CALFA2*(C13_Y+0.1)+C13_CALFA3*(C13_Y+0.1)^2/2+C13_EPIE ;
- C13_Y = C13_CALFA4*C13_Y(1)+C13_CALFA5*C13_Y(-1)+C13_CALFA6*C13_RR+C13_EY+C13_CALFA7*(0+C1_Y+C2_Y+C3_Y+C4_Y+C5_Y+C6_Y+C7_Y+C8_Y+C9_Y+C10_Y+C11_Y+C12_Y+C14_Y+C15_Y+C16_Y+C17_Y+C18_Y+C19_Y+C20_Y)/19 ;
- C13_RR = C13_RS-C13_PIE(1) ;
- C13_RS = C13_PIE(1)+C13_CALFA8*(C13_PIE-C13_PIESTAR)+C13_CALFA9*C13_Y+C13_ERS ;
- C14_PIE = C14_CALFA1*C14_PIE(1)+(1-C14_CALFA1)*C14_PIE(-1)+C14_CALFA2*(C14_Y+0.1)+C14_CALFA3*(C14_Y+0.1)^2/2+C14_EPIE ;
- C14_Y = C14_CALFA4*C14_Y(1)+C14_CALFA5*C14_Y(-1)+C14_CALFA6*C14_RR+C14_EY+C14_CALFA7*(0+C1_Y+C2_Y+C3_Y+C4_Y+C5_Y+C6_Y+C7_Y+C8_Y+C9_Y+C10_Y+C11_Y+C12_Y+C13_Y+C15_Y+C16_Y+C17_Y+C18_Y+C19_Y+C20_Y)/19 ;
- C14_RR = C14_RS-C14_PIE(1) ;
- C14_RS = C14_PIE(1)+C14_CALFA8*(C14_PIE-C14_PIESTAR)+C14_CALFA9*C14_Y+C14_ERS ;
- C15_PIE = C15_CALFA1*C15_PIE(1)+(1-C15_CALFA1)*C15_PIE(-1)+C15_CALFA2*(C15_Y+0.1)+C15_CALFA3*(C15_Y+0.1)^2/2+C15_EPIE ;
- C15_Y = C15_CALFA4*C15_Y(1)+C15_CALFA5*C15_Y(-1)+C15_CALFA6*C15_RR+C15_EY+C15_CALFA7*(0+C1_Y+C2_Y+C3_Y+C4_Y+C5_Y+C6_Y+C7_Y+C8_Y+C9_Y+C10_Y+C11_Y+C12_Y+C13_Y+C14_Y+C16_Y+C17_Y+C18_Y+C19_Y+C20_Y)/19 ;
- C15_RR = C15_RS-C15_PIE(1) ;
- C15_RS = C15_PIE(1)+C15_CALFA8*(C15_PIE-C15_PIESTAR)+C15_CALFA9*C15_Y+C15_ERS ;
- C16_PIE = C16_CALFA1*C16_PIE(1)+(1-C16_CALFA1)*C16_PIE(-1)+C16_CALFA2*(C16_Y+0.1)+C16_CALFA3*(C16_Y+0.1)^2/2+C16_EPIE ;
- C16_Y = C16_CALFA4*C16_Y(1)+C16_CALFA5*C16_Y(-1)+C16_CALFA6*C16_RR+C16_EY+C16_CALFA7*(0+C1_Y+C2_Y+C3_Y+C4_Y+C5_Y+C6_Y+C7_Y+C8_Y+C9_Y+C10_Y+C11_Y+C12_Y+C13_Y+C14_Y+C15_Y+C17_Y+C18_Y+C19_Y+C20_Y)/19 ;
- C16_RR = C16_RS-C16_PIE(1) ;
- C16_RS = C16_PIE(1)+C16_CALFA8*(C16_PIE-C16_PIESTAR)+C16_CALFA9*C16_Y+C16_ERS ;
- C17_PIE = C17_CALFA1*C17_PIE(1)+(1-C17_CALFA1)*C17_PIE(-1)+C17_CALFA2*(C17_Y+0.1)+C17_CALFA3*(C17_Y+0.1)^2/2+C17_EPIE ;
- C17_Y = C17_CALFA4*C17_Y(1)+C17_CALFA5*C17_Y(-1)+C17_CALFA6*C17_RR+C17_EY+C17_CALFA7*(0+C1_Y+C2_Y+C3_Y+C4_Y+C5_Y+C6_Y+C7_Y+C8_Y+C9_Y+C10_Y+C11_Y+C12_Y+C13_Y+C14_Y+C15_Y+C16_Y+C18_Y+C19_Y+C20_Y)/19 ;
- C17_RR = C17_RS-C17_PIE(1) ;
- C17_RS = C17_PIE(1)+C17_CALFA8*(C17_PIE-C17_PIESTAR)+C17_CALFA9*C17_Y+C17_ERS ;
- C18_PIE = C18_CALFA1*C18_PIE(1)+(1-C18_CALFA1)*C18_PIE(-1)+C18_CALFA2*(C18_Y+0.1)+C18_CALFA3*(C18_Y+0.1)^2/2+C18_EPIE ;
- C18_Y = C18_CALFA4*C18_Y(1)+C18_CALFA5*C18_Y(-1)+C18_CALFA6*C18_RR+C18_EY+C18_CALFA7*(0+C1_Y+C2_Y+C3_Y+C4_Y+C5_Y+C6_Y+C7_Y+C8_Y+C9_Y+C10_Y+C11_Y+C12_Y+C13_Y+C14_Y+C15_Y+C16_Y+C17_Y+C19_Y+C20_Y)/19 ;
- C18_RR = C18_RS-C18_PIE(1) ;
- C18_RS = C18_PIE(1)+C18_CALFA8*(C18_PIE-C18_PIESTAR)+C18_CALFA9*C18_Y+C18_ERS ;
- C19_PIE = C19_CALFA1*C19_PIE(1)+(1-C19_CALFA1)*C19_PIE(-1)+C19_CALFA2*(C19_Y+0.1)+C19_CALFA3*(C19_Y+0.1)^2/2+C19_EPIE ;
- C19_Y = C19_CALFA4*C19_Y(1)+C19_CALFA5*C19_Y(-1)+C19_CALFA6*C19_RR+C19_EY+C19_CALFA7*(0+C1_Y+C2_Y+C3_Y+C4_Y+C5_Y+C6_Y+C7_Y+C8_Y+C9_Y+C10_Y+C11_Y+C12_Y+C13_Y+C14_Y+C15_Y+C16_Y+C17_Y+C18_Y+C20_Y)/19 ;
- C19_RR = C19_RS-C19_PIE(1) ;
- C19_RS = C19_PIE(1)+C19_CALFA8*(C19_PIE-C19_PIESTAR)+C19_CALFA9*C19_Y+C19_ERS ;
- C20_PIE = C20_CALFA1*C20_PIE(1)+(1-C20_CALFA1)*C20_PIE(-1)+C20_CALFA2*(C20_Y+0.1)+C20_CALFA3*(C20_Y+0.1)^2/2+C20_EPIE ;
- C20_Y = C20_CALFA4*C20_Y(1)+C20_CALFA5*C20_Y(-1)+C20_CALFA6*C20_RR+C20_EY+C20_CALFA7*(0+C1_Y+C2_Y+C3_Y+C4_Y+C5_Y+C6_Y+C7_Y+C8_Y+C9_Y+C10_Y+C11_Y+C12_Y+C13_Y+C14_Y+C15_Y+C16_Y+C17_Y+C18_Y+C19_Y)/19 ;
- C20_RR = C20_RS-C20_PIE(1) ;
- C20_RS = C20_PIE(1)+C20_CALFA8*(C20_PIE-C20_PIESTAR)+C20_CALFA9*C20_Y+C20_ERS ;
-end;
-
-initval;
-C10_PIE=2.5;
-C10_RR=0;
-C10_RS=2.5;
-C10_Y=0;
-C11_PIE=2.5;
-C11_RR=0;
-C11_RS=2.5;
-C11_Y=0;
-C12_PIE=2.5;
-C12_RR=0;
-C12_RS=2.5;
-C12_Y=0;
-C13_PIE=2.5;
-C13_RR=0;
-C13_RS=2.5;
-C13_Y=0;
-C14_PIE=2.5;
-C14_RR=0;
-C14_RS=2.5;
-C14_Y=0;
-C15_PIE=2.5;
-C15_RR=0;
-C15_RS=2.5;
-C15_Y=0;
-C16_PIE=2.5;
-C16_RR=0;
-C16_RS=2.5;
-C16_Y=0;
-C17_PIE=2.5;
-C17_RR=0;
-C17_RS=2.5;
-C17_Y=0;
-C18_PIE=2.5;
-C18_RR=0;
-C18_RS=2.5;
-C18_Y=0;
-C19_PIE=2.5;
-C19_RR=0;
-C19_RS=2.5;
-C19_Y=0;
-C1_PIE=2.5;
-C1_RR=0;
-C1_RS=2.5;
-C1_Y=0;
-C20_PIE=2.5;
-C20_RR=0;
-C20_RS=2.5;
-C20_Y=0;
-C2_PIE=2.5;
-C2_RR=0;
-C2_RS=2.5;
-C2_Y=0;
-C3_PIE=2.5;
-C3_RR=0;
-C3_RS=2.5;
-C3_Y=0;
-C4_PIE=2.5;
-C4_RR=0;
-C4_RS=2.5;
-C4_Y=0;
-C5_PIE=2.5;
-C5_RR=0;
-C5_RS=2.5;
-C5_Y=0;
-C6_PIE=2.5;
-C6_RR=0;
-C6_RS=2.5;
-C6_Y=0;
-C7_PIE=2.5;
-C7_RR=0;
-C7_RS=2.5;
-C7_Y=0;
-C8_PIE=2.5;
-C8_RR=0;
-C8_RS=2.5;
-C8_Y=0;
-C9_PIE=2.5;
-C9_RR=0;
-C9_RS=2.5;
-C9_Y=0;
-C1_EPIE=0;
-C1_EY=0;
-C1_ERS=0;
-C2_EPIE=0;
-C2_EY=0;
-C2_ERS=0;
-C3_EPIE=0;
-C3_EY=0;
-C3_ERS=0;
-C4_EPIE=0;
-C4_EY=0;
-C4_ERS=0;
-C5_EPIE=0;
-C5_EY=0;
-C5_ERS=0;
-C6_EPIE=0;
-C6_EY=0;
-C6_ERS=0;
-C7_EPIE=0;
-C7_EY=0;
-C7_ERS=0;
-C8_EPIE=0;
-C8_EY=0;
-C8_ERS=0;
-C9_EPIE=0;
-C9_EY=0;
-C9_ERS=0;
-C10_EPIE=0;
-C10_EY=0;
-C10_ERS=0;
-C11_EPIE=0;
-C11_EY=0;
-C11_ERS=0;
-C12_EPIE=0;
-C12_EY=0;
-C12_ERS=0;
-C13_EPIE=0;
-C13_EY=0;
-C13_ERS=0;
-C14_EPIE=0;
-C14_EY=0;
-C14_ERS=0;
-C15_EPIE=0;
-C15_EY=0;
-C15_ERS=0;
-C16_EPIE=0;
-C16_EY=0;
-C16_ERS=0;
-C17_EPIE=0;
-C17_EY=0;
-C17_ERS=0;
-C18_EPIE=0;
-C18_EY=0;
-C18_ERS=0;
-C19_EPIE=0;
-C19_EY=0;
-C19_ERS=0;
-C20_EPIE=0;
-C20_EY=0;
-C20_ERS=0;
-end;
-
-vcov = [
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-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
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-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1
-];
-
-order = 1;
-
diff --git a/dynare++/tests/czech2.mod b/dynare++/tests/czech2.mod
deleted file mode 100644
index 2e7adeb785fc5b17f19408c2226f34b086cec925..0000000000000000000000000000000000000000
--- a/dynare++/tests/czech2.mod
+++ /dev/null
@@ -1,712 +0,0 @@
-var PIE4EU ZZ_PIE4EU ZZ_RNOMEU GDPGAPEU ZZ_DRNOMEU AF AH BIGGAMF BIGGAMH BIGGAMIMPF BIGGAMIMPH BIGGAMMF BIGGAMMH BIGGAMNF BIGGAMNH BIGGAMQF BIGGAMQH BIGGAM_MONF BIGGAM_MONH BIGGAM_MOTF BIGGAM_MOTH BIGGAM_O_NF BIGGAM_O_NH BIGGAM_O_TF BIGGAM_O_TH CAPAF CAPAH CF CF_NAT CH CH_NAT CURBALF_RAT CURBALH_RAT DEEF DEEH DEPEX EXPORTSF EXPORTSF_NAT EXPORTSH EXPORTSH_NAT EYEF EYEH GAF GAH GAMMAF GAMMAH GDPF GDPF_NAT GDPGAPF GDPGAPH GDPH GDPH_NAT GF_NAT GH_NAT GNF GNH HF HH IMPORTSF IMPORTSF_NAT IMPORTSH IMPORTSH_NAT KF KH KNF KNF_RAT KNH KNH_RAT KTF KTF_RAT KTH KTH_RAT K_OF K_OF_RAT K_OH K_OH_RAT LANDF LANDH LF LH LNF LNH LTF LTH L_OF L_OH MARGUTF MARGUTH MF MF_NAT MH MH_NAT M_ONF M_ONH M_OTF M_OTH NF NH NNF NNH O_NF O_NH O_TF O_TH PIE4F PIE4H PIE4TARF PIE4TARH PIEBARMF PIEBARMH PIEBARQF PIEBARQH PIEF PIEH PIENF PIENH PIEWF PIEWH PSIF PSIH PSIPRIMEF PSIPRIMEH QF QH Q_ONF Q_ONH Q_OTF Q_OTH REALBF REALBH REALEX REALEXF REALEXH REALFINH REALMCNF REALMCNH REALMCTF REALMCTH REALMONEYF REALMONEYH REALPBARMF REALPBARMH REALPBARQF REALPBARQH REALPLANDF REALPLANDH REALPMF REALPMH REALPNF REALPNH REALPQF REALPQH REALPXF REALPXH REALP_MOF REALP_MOH REALP_ONF REALP_ONH REALP_OTF REALP_OTH REALP_QOF REALP_QOH REALRF REALRH REALTBALF REALTBALH REALWF REALWH RNOMF RNOMH SHOPF SHOPH SHOPPRIMEF SHOPPRIMEH TF TH T_OF T_OH VELOF VELOH VPRIMEF VPRIMEH XF_NAT XH_NAT XI ZBF ZBH ZEYEF ZEYEH ZNF ZNH ZTF ZTH ZUF ZUH ZZ_CF ZZ_CH ZZ_CURBALF_RAT ZZ_CURBALH_RAT ZZ_C_SHARF ZZ_C_SHARH ZZ_DPIE4F ZZ_DPIE4H ZZ_DRNOMF ZZ_DRNOMH ZZ_EXPORTSF ZZ_EXPORTSH ZZ_EYEF ZZ_EYEH ZZ_EYE_SHARF ZZ_EYE_SHARH ZZ_GDPF ZZ_GDPH ZZ_GDP_PPP_RATH ZZ_GF ZZ_GH ZZ_IMPORTSF ZZ_IMPORTSH ZZ_M_ON_SHARF ZZ_M_ON_SHARH ZZ_M_OT_SHARF ZZ_M_OT_SHARH ZZ_M_O_SHARF ZZ_M_O_SHARH ZZ_M_SHARF ZZ_M_SHARH ZZ_N_SHARF ZZ_N_SHARH ZZ_PIE4F ZZ_PIE4H ZZ_REALEX ZZ_RNOMF ZZ_RNOMH ZZ_UTILITYF ZZ_UTILITYH ZZ_XBALF_TOT_RAT ZZ_XBALH_TOT_RAT Z_OF Z_OH PIEH_1 PIEH_2 PIEF_1 PIEF_2 REALBH_1 VALUE VALUE2;
-
-varexo E_ZBH E_ZUH E_ZUF E_ZEYEH E_ZEYEF E_GAMMAH E_GAMMAF E_LANDH E_LANDF E_GAH E_GAF E_CAPAH E_CAPAF;
-
-parameters COSTLF COSTLH EPSF EPSH EPSQMF EPSQMH GLAMBDAF GLAMBDAH SIGMAF SIGMAH SSF SSH XR1F XR1H XR2F XR2H XR3F XR3H XR4F XR4H ALPHANF ALPHANH ALPHATF ALPHATH ALPHA_OF ALPHA_OH A_ONEF A_ONEH A_ZEROF A_ZEROH B0F B0H B1F B1H B2F B2H BET CAPAF_SS CAPAH_SS CHI0 CHI1 CHI2 CHI3 COSTF COSTH COST_MONF COST_MONH COST_MOTF COST_MOTH COST_O_NF COST_O_NH COST_O_TF COST_O_TH DELTAF DELTAH EPS_ONF EPS_ONH EPS_OTF EPS_OTH ETAF ETAH E_PIE4TARF E_PIE4TARH E_ZBF GAMA_NF GAMA_NH GAMA_TF GAMA_TH GAMMAF_SS GAMMAH_SS GAMMA_LANDF GAMMA_LANDH GA_RATF GA_RATH GDPF_EXOG GDPH_EXOG GN_RATF GN_RATH LANDF_SS LANDH_SS LILCAPPA1F LILCAPPA1H LILCAPPA2F LILCAPPA2H LILCAPPA3F LILCAPPA3H LILCAPPA4F LILCAPPA4H LILCAPPA5F LILCAPPA5H LILCAPPA6F LILCAPPA6H LILCAPPA7F LILCAPPA7H LILCAPPA8F LILCAPPA8H NYF NYH NY_NF NY_NH NY_TF NY_TH OMEGA0F OMEGA0H OMEGAF OMEGAH PHIF PHIH PIE4TARF_SS PIE4TARH_SS REALEX_EXOG REALPBARMF_EXOG REALPBARMH_EXOG REALPNF_EXOG REALPNH_EXOG REALP_MOF_EXOG REALP_MOH_EXOG RNOM_EXOGF RNOM_EXOGH THETAF THETAH XDUMF XDUMH XIXI_NF XIXI_NH XIXI_OF XIXI_OH XIXI_TF XIXI_TH ZBF_SS ZBH_SS ZEDF ZEDH ZEYEF_SS ZEYEH_SS ZNF_SS ZNH_SS ZTF_SS ZTH_SS ZUF_SS ZUH_SS Z_OF_SS Z_OH_SS;
-
-COSTLF=5;
-COSTLH=5;
-EPSF=1.1;
-EPSH=1.1;
-EPSQMF=4;
-EPSQMH=1.1;
-GLAMBDAF=0;
-GLAMBDAH=0;
-SIGMAF=0.333333333333333;
-SIGMAH=0.333333333333333;
-SSF=0.95;
-SSH=0.05;
-XR1F=1;
-XR1H=1;
-XR2F=0;
-XR2H=0;
-XR3F=0.5;
-XR3H=0.5;
-XR4F=0;
-XR4H=0;
-ALPHANF=0.33;
-ALPHANH=0.4;
-ALPHATF=0.33;
-ALPHATH=0.4;
-ALPHA_OF=0.2;
-ALPHA_OH=0.2;
-A_ONEF=0.075;
-A_ONEH=0.075;
-A_ZEROF=0.011;
-A_ZEROH=0.011;
-B0F=1;
-B0H=1;
-B1F=0.95;
-B1H=0.95;
-B2F=1;
-B2H=1;
-BET=0.99263753614514;
-CAPAF_SS=11;
-CAPAH_SS=11;
-CHI0=0.05;
-CHI1=.1;
-CHI2=0;
-CHI3=0;
-COSTF=5;
-COSTH=5;
-COST_MONF=5;
-COST_MONH=5;
-COST_MOTF=5;
-COST_MOTH=5;
-COST_O_NF=5;
-COST_O_NH=5;
-COST_O_TF=5;
-COST_O_TH=5;
-DELTAF=0.025;
-DELTAH=0.025;
-EPS_ONF=3;
-EPS_ONH=3;
-EPS_OTF=3;
-EPS_OTH=3;
-ETAF=0.35;
-ETAH=0.2;
-E_PIE4TARF=0;
-E_PIE4TARH=0;
-E_ZBF=0;
-GAMA_NF=0.3;
-GAMA_NH=0.1;
-GAMA_TF=0.3;
-GAMA_TH=0.5;
-GAMMAF_SS=0.5;
-GAMMAH_SS=0.25;
-GAMMA_LANDF=0.1;
-GAMMA_LANDH=0.1;
-GA_RATF=0.05;
-GA_RATH=0.05;
-GDPF_EXOG=2.41500497257461;
-GDPH_EXOG=2.90512477822209;
-GN_RATF=0.1;
-GN_RATH=0.1;
-LANDF_SS=0.1;
-LANDH_SS=0.1;
-LILCAPPA1F=0;
-LILCAPPA1H=0;
-LILCAPPA2F=800;
-LILCAPPA2H=400;
-LILCAPPA3F=0;
-LILCAPPA3H=0;
-LILCAPPA4F=800;
-LILCAPPA4H=400;
-LILCAPPA5F=0;
-LILCAPPA5H=0;
-LILCAPPA6F=800;
-LILCAPPA6H=400;
-LILCAPPA7F=0;
-LILCAPPA7H=0;
-LILCAPPA8F=0;
-LILCAPPA8H=0;
-NYF=0.98;
-NYH=0.0499999999999999;
-NY_NF=0.98;
-NY_NH=0.0499999999999999;
-NY_TF=0.98;
-NY_TH=0.02;
-OMEGA0F=60;
-OMEGA0H=60;
-OMEGAF=5;
-OMEGAH=5;
-PHIF=3;
-PHIH=3;
-PIE4TARF_SS=1.125;
-PIE4TARH_SS=1.125;
-REALEX_EXOG=1.3734519289908;
-REALPBARMF_EXOG=0.87146958398196;
-REALPBARMH_EXOG=1.19072687148694;
-REALPNF_EXOG=0.840675522925242;
-REALPNH_EXOG=0.902486321747893;
-REALP_MOF_EXOG=0.966533486000563;
-REALP_MOH_EXOG=1.63690883121281;
-RNOM_EXOGF=1.00741707177773;
-RNOM_EXOGH=1.00741707177773;
-THETAF=6;
-THETAH=6;
-XDUMF=1;
-XDUMH=1;
-XIXI_NF=0.75;
-XIXI_NH=0.75;
-XIXI_OF=0.75;
-XIXI_OH=0.75;
-XIXI_TF=0.75;
-XIXI_TH=0.75;
-ZBF_SS=0;
-ZBH_SS=0;
-ZEDF=2.5;
-ZEDH=2.5;
-ZEYEF_SS=0;
-ZEYEH_SS=0;
-ZNF_SS=1;
-ZNH_SS=1;
-ZTF_SS=1;
-ZTH_SS=0.6;
-ZUF_SS=1;
-ZUH_SS=1;
-Z_OF_SS=1;
-Z_OH_SS=1;
-
-model;
-PIE4EU = SSH*PIE4H+(1-SSH)*PIE4F;
-ZZ_PIE4EU = SSH*ZZ_PIE4H+(1-SSH)*ZZ_PIE4F;
-ZZ_RNOMEU = SSH*ZZ_RNOMH+(1-SSH)*ZZ_RNOMF;
-
-ZZ_DRNOMEU = SSH*ZZ_DRNOMH+(1-SSH)*ZZ_DRNOMF;
-GDPGAPEU = SSH*GDPGAPH+(1-SSH)*GDPGAPF;
-
- ZZ_UTILITYH = (ZUH*(CH-HH)^(1-SIGMAH)-1)/(1-SIGMAH)-CAPAH*LH^(1+ZEDH)/(1+ZEDH) ;
- ZZ_GH = 100*log(GH_NAT) ;
- ZZ_CURBALH_RAT = CURBALH_RAT*100 ;
- ZZ_M_SHARH = REALPBARMH*MH/AH ;
- ZZ_M_O_SHARH = (REALP_MOH*M_ONH+REALP_MOH*M_OTH)/AH ;
- ZZ_M_ON_SHARH = REALP_MOH*M_ONH/AH ;
- ZZ_M_OT_SHARH = REALP_MOH*M_OTH/AH ;
- ZZ_N_SHARH = NH*REALPNH/AH ;
- ZZ_EYE_SHARH = EYEH/GDPH ;
- ZZ_C_SHARH = CH/GDPH ;
- ZZ_GDPH = 100*log(GDPH_NAT) ;
- ZZ_CH = 100*log(CH_NAT) ;
- ZZ_EYEH = 100*log(EYEH) ;
- ZZ_EXPORTSH = 100*log(EXPORTSH_NAT) ;
- ZZ_IMPORTSH = 100*log(IMPORTSH_NAT) ;
- ZZ_XBALH_TOT_RAT = 100*(EXPORTSH_NAT-IMPORTSH_NAT)/GDPH_NAT ;
- ZZ_PIE4H = 100*(PIE4H-1) ;
- ZZ_DPIE4H = ZZ_PIE4H-ZZ_PIE4H(-1) ;
- ZZ_RNOMH = 100*(RNOMH^4-1) ;
- ZZ_DRNOMH = ZZ_RNOMH-ZZ_RNOMH(-1) ;
- 100*(PIE4TARH-1) = 1*100*(PIE4TARH_SS-1)+(1-1)*100*(PIE4TARH(-1)-1)+E_PIE4TARH ;
- log(ZUH) = 0.3*log(ZUH_SS)+0.7*log(ZUH(-1))+E_ZUH ;
- ZBH = 0.3*ZBH_SS+0.7*ZBH(-1)+E_ZBH ;
- log(LANDH) = 0.05*log(LANDH_SS)+0.95*log(LANDH(-1))+E_LANDH ;
- log(ZTH) = 0.05*log(ZTH_SS)+0.95*log(ZTH(-1))+E_LANDH ;
- log(ZNH) = 0.05*log(ZNH_SS)+0.95*log(ZNH(-1))+E_LANDH ;
- log(Z_OH) = 0.05*log(Z_OH_SS)+0.95*log(Z_OH(-1))+E_LANDH ;
- ZEYEH = 0.05*ZEYEH_SS+0.95*ZEYEH(-1)+E_ZEYEH ;
- CAPAH = 0.05*CAPAH_SS+0.95*CAPAH(-1)+E_CAPAH ;
- log(GAMMAH) = 0.05*log(GAMMAH_SS)+0.95*log(GAMMAH(-1))+E_GAMMAH ;
- BIGGAM_O_NH = 1-COST_O_NH/2*(O_NH/NH/(O_NH(-1)/NH(-1))-1)^2 ;
- BIGGAM_O_TH = 1-COST_O_TH/2*(O_TH/TH/(O_TH(-1)/TH(-1))-1)^2 ;
- O_NH = GAMA_NH*NH/ZNH*(REALP_ONH/(REALMCNH*ZNH))^(-XIXI_NH)*(BIGGAM_O_NH-COST_O_NH*(O_NH/NH/(O_NH(-1)/NH(-1))-1)*O_NH/NH/(O_NH(-1)/NH(-1)))^XIXI_NH/BIGGAM_O_NH ;
- O_TH = GAMA_TH*TH/ZTH*(REALP_OTH/(REALMCTH*ZTH))^(-XIXI_TH)*(BIGGAM_O_TH-COST_O_TH*(O_TH/TH/(O_TH(-1)/TH(-1))-1)*O_TH/TH/(O_TH(-1)/TH(-1)))^XIXI_NH/BIGGAM_O_TH ;
- NH = ZNH*((1-ALPHANH-GAMA_NH)^(1/XIXI_NH)*LNH^(1-1/XIXI_NH)+ALPHANH^(1/XIXI_NH)*KNH^(1-1/XIXI_NH)+GAMA_NH^(1/XIXI_NH)*(BIGGAM_O_NH*O_NH)^(1-1/XIXI_NH))^(XIXI_NH/(XIXI_NH-1)) ;
- TH = ZTH*((1-ALPHATH-GAMA_TH)^(1/XIXI_TH)*LTH^(1-1/XIXI_TH)+ALPHATH^(1/XIXI_TH)*KTH^(1-1/XIXI_TH)+GAMA_TH^(1/XIXI_TH)*(BIGGAM_O_TH*O_TH)^(1-1/XIXI_TH))^(XIXI_TH/(XIXI_TH-1)) ;
- REALMCNH = 1/ZNH*((1-ALPHANH-GAMA_NH)*REALWH^(1-XIXI_NH)+ALPHANH*REALRH^(1-XIXI_NH)+GAMA_NH*REALP_ONH^(1-XIXI_NH)*(BIGGAM_O_NH-COST_O_NH*(O_NH/NH/(O_NH(-1)/NH(-1))-1)*O_NH/NH/(O_NH(-1)/NH(-1)))^(XIXI_NH-1))^(1/(1-XIXI_NH)) ;
- REALMCTH = 1/ZTH*((1-ALPHATH-GAMA_TH)*REALWH^(1-XIXI_TH)+ALPHATH*REALRH^(1-XIXI_TH)+GAMA_TH*REALP_OTH^(1-XIXI_TH)*(BIGGAM_O_TH-COST_O_TH*(O_TH/TH/(O_TH(-1)/TH(-1))-1)*O_TH/TH/(O_TH(-1)/TH(-1)))^(XIXI_TH-1))^(1/(1-XIXI_TH)) ;
- MARGUTH = (CH-B2H*HH)^(-SIGMAH)*ZUH ;
- HH = (1-B0H)*HH(-1)+B0H*B1H*CH(-1) ;
- VPRIMEH = CAPAH*LH^ZEDH ;
- AH^(1-1/EPSH) = GAMMAH^(1/EPSH)*(NYH^(1/EPSQMH)*QH^(1-1/EPSQMH)+(1-NYH)^(1/EPSQMH)*(MH*BIGGAMIMPH)^(1-1/EPSQMH))^(EPSQMH/(EPSQMH-1)*(1-1/EPSH))+(1-GAMMAH)^(1/EPSH)*NNH^(1-1/EPSH) ;
- QH = GAMMAH*NYH*REALPQH^(-EPSQMH)*AH*REALPXH^(EPSQMH-EPSH) ;
- MH = GAMMAH*(1-NYH)*REALPMH^(-EPSQMH)*AH*REALPXH^(EPSQMH-EPSH)*1/BIGGAMIMPH*(BIGGAMIMPH-COSTH*(MH/AH/(MH(-1)/AH(-1))-1)*MH/AH/(MH(-1)/AH(-1)))^EPSQMH ;
- REALPXH = (NYH*REALPQH^(1-EPSQMH)+(1-NYH)*REALPMH^(1-EPSQMH)*(BIGGAMIMPH-COSTH*(MH/AH/(MH(-1)/AH(-1))-1)*MH/AH/(MH(-1)/AH(-1)))^(EPSQMH-1))^(1/(1-EPSQMH)) ;
- BIGGAMIMPH = 1-COSTH/2*(MH/AH/(MH(-1)/AH(-1))-1)^2 ;
- NNH = (1-GAMMAH)*REALPNH^(-EPSH)*AH ;
- NH = NNH+ETAH*MH+ETAH*QH+GNH ;
- PIENH = REALPNH/REALPNH(-1)*PIEH ;
- BIGGAMNH = LILCAPPA3H/2*(PIENH/PIE4TARH^0.25-1)^2+LILCAPPA4H/2*(PIENH/PIENH(-1)-1)^2 ;
- -(1-BIGGAMNH)*(REALPNH*(1-THETAH)+THETAH*REALMCNH) = -(REALPNH-REALMCNH)*(LILCAPPA3H*PIENH/PIE4TARH^0.25*(PIENH/PIE4TARH^0.25-1)+LILCAPPA4H*PIENH/PIENH(-1)*(PIENH/PIENH(-1)-1))+DEEH*PIEH(+1)*(REALPNH(+1)-REALMCNH(+1))*NH(+1)/NH*(LILCAPPA3H*PIENH(+1)/PIE4TARH^0.25*(PIENH(+1)/PIE4TARH^0.25-1)+LILCAPPA4H*PIENH(+1)/PIENH*(PIENH(+1)/PIENH-1)) ;
- PIEBARQH = PIEH*REALPBARQH/REALPBARQH(-1) ;
- BIGGAMQH = LILCAPPA5H/2*(PIEBARQH/PIE4TARH^0.25-1)^2+LILCAPPA6H/2*(PIEBARQH/PIEBARQH(-1)-1)^2 ;
- -(1-BIGGAMQH)*REALPBARQH/REALPQH*(REALPBARQH*(1-THETAH)+ETAH*REALPNH+THETAH*REALMCTH) = -(REALPBARQH-REALMCTH)*(LILCAPPA5H*PIEBARQH/PIE4TARH^0.25*(PIEBARQH/PIE4TARH^0.25-1)+LILCAPPA6H*PIEBARQH/PIEBARQH(-1)*(PIEBARQH/PIEBARQH(-1)-1))+DEEH*PIEH(+1)*(REALPBARQH(+1)-REALMCTH(+1))*QH(+1)/QH*(LILCAPPA5H*PIEBARQH(+1)/PIE4TARH^0.25*(PIEBARQH(+1)/PIE4TARH^0.25-1)+LILCAPPA6H*PIEBARQH(+1)/PIEBARQH*(PIEBARQH(+1)/PIEBARQH-1)) ;
- REALPQH = REALPBARQH+ETAH*REALPNH ;
- KH = KH(-1)*(1-DELTAH)+PSIH(-1)*KH(-1) ;
- PSIH = EYEH/KH-OMEGAH/2*(EYEH/KH-DELTAH*(1+ZEYEH))^2-OMEGA0H/2*(EYEH/KH-EYEH(-1)/KH(-1))^2 ;
- PSIPRIMEH = 1-OMEGAH*(EYEH/KH-DELTAH*(1+ZEYEH))-OMEGA0H*(EYEH/KH-EYEH(-1)/KH(-1)) ;
- 1/PSIPRIMEH = DEEH*PIEH(+1)*(REALRH(+1)+1/PSIPRIMEH(+1)*(1-DELTAH+PSIH(+1)*(1-PSIPRIMEH(+1)*EYEH(+1)/(PSIH(+1)*KH(+1))))) ;
- BIGGAMH = LILCAPPA1H/2*(PIEWH/PIE4TARH^0.25-1)^2+LILCAPPA2H/2*(PIEWH/PIEWH(-1)-1)^2 ;
- PIEH*REALWH/REALWH(-1) = PIEWH ;
- REALWH = PHIH*VPRIMEH/MARGUTH*((PHIH-1)*(1-BIGGAMH)+PIEWH*LILCAPPA1H/PIE4TARH^0.25*(PIEWH/PIE4TARH^0.25-1)+PIEWH/PIEWH(-1)*LILCAPPA2H*(PIEWH/PIEWH(-1)-1)-DEEH*PIEWH(+1)*LH(+1)/LH*LILCAPPA1H*PIEWH(+1)/PIE4TARH^0.25*(PIEWH(+1)/PIE4TARH^0.25-1)-DEEH*PIEWH(+1)*LH(+1)/LH*LILCAPPA2H*PIEWH(+1)/(REALWH/REALWH(-1))*(PIEWH(+1)/PIEWH-1))^(-1) ;
- DEEH = BET*MARGUTH(+1)/PIEH(+1)/MARGUTH*(1+SHOPH+SHOPPRIMEH*VELOH)/(1+SHOPH(+1)+SHOPPRIMEH(+1)*VELOH(+1)) ;
- SHOPH = A_ZEROH*VELOH+A_ONEH/VELOH-2*(A_ZEROH*A_ONEH)^0.5 ;
- SHOPPRIMEH = A_ZEROH-A_ONEH*VELOH^(-2) ;
- VELOH = CH/REALMONEYH ;
- DEEH = 1-SHOPPRIMEH*VELOH^2 ;
- 1 = RNOMH*DEEH ;
-/*
- 100*(RNOMH^4-1) = (1-XDUMH)*100*(RNOM_EXOGH^4-1)+XDUMH*(XR3H*100*(RNOMH(-1)^4-1)+(1-XR3H)*(100*((1/BET*PIE4H^0.25)^4-1))+XR1H*(100*(PIE4H-1)-100*(PIE4TARH-1))+XR4H*100*(DEPEX^4-1)+XR2H*GDPGAPH) ;
-*/
- 100*(RNOMH^4-1) = 100*(RNOMH(-1)^4-1)+1000*100*(DEPEX^4-1);
- GDPGAPH = 100*(GDPH_NAT-GDPH_EXOG)/GDPH_EXOG ;
- PIE4H = PIEH*PIEH(-1)*PIEH_1(-1)*PIEH_2(-1) ;
- AH = CH*(1+SHOPH)+EYEH+GAH ;
- GAH = .05*(GA_RATH*(GLAMBDAH*GDPH_NAT+(1-GLAMBDAH)*GDPH_EXOG))+.95*GAH(-1)+E_GAH;
- GNH = GN_RATH*(GLAMBDAH*GDPH_NAT+(1-GLAMBDAH)*GDPH_EXOG)/REALPNH_EXOG ;
- PIEBARMH = PIEH*REALPBARMH/REALPBARMH(-1) ;
- BIGGAMMH = LILCAPPA7H/2*(PIEBARMH/PIE4TARH^0.25-1)^2+LILCAPPA8H/2*(PIEBARMH/PIEBARMH(-1)-1)^2 ;
- REALPMH = REALPBARMH+ETAH*REALPNH ;
- KNH_RAT = ALPHANH/(1-ALPHANH-GAMA_NH)*(REALWH/REALRH)^XIXI_NH ;
- KTH_RAT = ALPHATH/(1-ALPHATH-GAMA_TH)*(REALWH/REALRH)^XIXI_TH ;
- KNH_RAT = KNH/LNH ;
- KTH_RAT = KTH/LTH ;
- KH = KTH+KNH+K_OH ;
- LH = (LNH+LTH+L_OH)*(1-COSTLH/2*(LNH/(LTH+L_OH)/(LNH(-1)/(LTH(-1)+L_OH(-1)))-1)^2) ;
- T_OH = Z_OH*((1-ALPHA_OH-GAMMA_LANDH)^(1/XIXI_OH)*L_OH^(1-1/XIXI_OH)+ALPHA_OH^(1/XIXI_OH)*K_OH^(1-1/XIXI_OH)+GAMMA_LANDH^(1/XIXI_OH)*LANDH^(1-1/XIXI_OH))^(XIXI_OH/(XIXI_OH-1)) ;
- Q_ONH = NY_NH*(REALP_QOH/REALP_ONH)^(-EPS_ONH)*O_NH ;
- Q_OTH = NY_TH*(REALP_QOH/REALP_OTH)^(-EPS_OTH)*O_TH ;
- M_ONH = (1-NY_NH)*(REALP_MOH/REALP_ONH)^(-EPS_ONH)*O_NH*(BIGGAM_MONH-COST_MONH*(M_ONH/O_NH/(M_ONH(-1)/O_NH(-1))-1)*M_ONH/O_NH/(M_ONH(-1)/O_NH(-1)))^EPS_ONH/BIGGAM_MONH ;
- M_OTH = (1-NY_TH)*(REALP_MOH/REALP_OTH)^(-EPS_OTH)*O_TH*(BIGGAM_MOTH-COST_MOTH*(M_OTH/O_TH/(M_OTH(-1)/O_TH(-1))-1)*M_OTH/O_TH/(M_OTH(-1)/O_TH(-1)))^EPS_OTH/BIGGAM_MOTH ;
- BIGGAM_MONH = 1-COST_MONH/2*(M_ONH/O_NH/(M_ONH(-1)/O_NH(-1))-1)^2 ;
- BIGGAM_MOTH = 1-COST_MOTH/2*(M_OTH/O_TH/(M_OTH(-1)/O_TH(-1))-1)^2 ;
- K_OH_RAT = ALPHA_OH/(1-ALPHA_OH-GAMMA_LANDH)*(REALWH/REALRH)^XIXI_OH ;
- K_OH_RAT = K_OH/L_OH ;
- REALP_QOH = 1/Z_OH*((1-ALPHA_OH-GAMMA_LANDH)*REALWH^(1-XIXI_OH)+ALPHA_OH*REALRH^(1-XIXI_OH)+GAMMA_LANDH*REALPLANDH^(1-XIXI_OH))^(1/(1-XIXI_OH)) ;
- LANDH = GAMMA_LANDH*(REALPLANDH/(REALP_QOH*Z_OH))^(-XIXI_OH)*T_OH/Z_OH ;
- REALP_ONH = (NY_NH*REALP_QOH^(1-EPS_ONH)+(1-NY_NH)*REALP_MOH^(1-EPS_ONH)*(BIGGAM_MONH-COST_MONH*(M_ONH/O_NH/(M_ONH(-1)/O_NH(-1))-1)*M_ONH/O_NH/(M_ONH(-1)/O_NH(-1)))^(EPS_ONH-1))^(1/(1-EPS_ONH)) ;
- REALP_OTH = (NY_TH*REALP_QOH^(1-EPS_OTH)+(1-NY_TH)*REALP_MOH^(1-EPS_OTH)*(BIGGAM_MOTH-COST_MOTH*(M_OTH/O_TH/(M_OTH(-1)/O_TH(-1))-1)*M_OTH/O_TH/(M_OTH(-1)/O_TH(-1)))^(EPS_OTH-1))^(1/(1-EPS_OTH)) ;
- SSH*TH = SSH*QH+SSF*MF ;
- SSH*T_OH = SSH*Q_ONH+SSH*Q_OTH+SSF*M_ONF+SSF*M_OTF ;
- REALP_MOH = REALP_QOF*REALEXH ;
- ZZ_GDP_PPP_RATH = GDPH/REALEX/GDPF ;
- XI = CHI0*(exp(CHI1*REALEX*REALBH)+CHI2*(REALEX*(REALBH-REALBH(-1)/PIEF)/GDPH)^2+CHI3*(REALEX*(REALBH-REALBH(-1)/PIEF)/GDPH-REALEX(-1)*(REALBH(-1)-REALBH_1(-1)/PIEF(-1))/GDPH(-1))^2-1)/(exp(CHI1*REALEX*REALBH)+CHI2*(REALEX*(REALBH-REALBH(-1)/PIEF)/GDPH)^2+CHI3*(REALEX*(REALBH-REALBH(-1)/PIEF)/GDPH-REALEX(-1)*(REALBH(-1)-REALBH_1(-1)/PIEF(-1))/GDPH(-1))^2+1)+ZBH ;
- 1 = RNOMF*(1-XI)*DEEH*DEPEX(+1) ;
- DEPEX = PIEH/PIEF*REALEX/REALEX(-1) ;
- REALFINH = RNOMF(-1)*(1-XI(-1))*REALEX*REALBH(-1)/PIEF ;
- SSH*DEEH*PIEH(+1)*REALFINH(+1) = SSH*REALFINH+SSH*RNOMF(-1)*XI(-1)*REALEX*REALBH(-1)/PIEF+REALTBALH ;
- REALEXH = REALEX ;
- REALEXF = 1/REALEXH ;
- ZZ_REALEX = 100*log(REALEX) ;
- -(1-BIGGAMMH)*REALPBARMH/REALPMH*(REALPBARMH/REALEX*(1-THETAF)+ETAH*REALPNH/REALEX+THETAF*REALMCTF) = -(REALPBARMH/REALEX-REALMCTF)*(LILCAPPA7H*PIEBARMH/PIE4TARH^0.25*(PIEBARMH/PIE4TARH^0.25-1)+LILCAPPA8H*PIEBARMH/PIEBARMH(-1)*(PIEBARMH/PIEBARMH(-1)-1))+DEEF*PIEF(+1)*(REALPBARMH(+1)/REALEX(+1)-REALMCTF(+1))*MH(+1)/MH*(LILCAPPA7H*PIEBARMH(+1)/PIE4TARH^0.25*(PIEBARMH(+1)/PIE4TARH^0.25-1)+LILCAPPA8H*PIEBARMH(+1)/PIEBARMH*(PIEBARMH(+1)/PIEBARMH-1)) ;
- GDPH = AH+REALPNH*GNH+EXPORTSH-IMPORTSH+(RNOMF(-1)-1)*REALEX*REALBH(-1)/PIEF ;
- GDPH_NAT = AH+REALPNH_EXOG*GNH+EXPORTSH_NAT-IMPORTSH_NAT ;
- CH_NAT = CH*(1+SHOPH) ;
- GH_NAT = GAH+REALPNH_EXOG*GNH ;
- XH_NAT = SSF/SSH*REALEX_EXOG*REALPBARMF_EXOG*MF ;
- MH_NAT = REALPBARMH_EXOG*MH ;
- CURBALH_RAT = REALEX*(REALBH-REALBH(-1)/PIEF)/GDPH ;
- REALTBALH = SSF*(REALPBARMF*MF+REALP_MOF*M_ONF+REALP_MOF*M_OTF)*REALEX-SSH*(REALPBARMH*MH+REALP_MOH*M_ONH+REALP_MOH*M_OTH) ;
- EXPORTSH = SSF/SSH*(REALPBARMF*MF+REALP_MOF*M_ONF+REALP_MOF*M_OTF)*REALEX ;
- IMPORTSH = REALPBARMH*MH+REALP_MOH*M_ONH+REALP_MOH*M_OTH ;
- EXPORTSH_NAT = SSF/SSH*(REALPBARMF_EXOG*MF+REALP_MOF_EXOG*M_ONF+REALP_MOF_EXOG*M_OTF)*REALEX_EXOG ;
- IMPORTSH_NAT = REALPBARMH_EXOG*MH+REALP_MOH_EXOG*M_ONH+REALP_MOH_EXOG*M_OTH ;
- ZZ_UTILITYF = (ZUF*(CF-HF)^(1-SIGMAF)-1)/(1-SIGMAF)-CAPAF*LF^(1+ZEDF)/(1+ZEDF) ;
- ZZ_GF = 100*log(GF_NAT) ;
- ZZ_CURBALF_RAT = CURBALF_RAT*100 ;
- ZZ_M_SHARF = REALPBARMF*MF/AF ;
- ZZ_M_O_SHARF = (REALP_MOF*M_ONF+REALP_MOF*M_OTF)/AF ;
- ZZ_M_ON_SHARF = REALP_MOF*M_ONF/AF ;
- ZZ_M_OT_SHARF = REALP_MOF*M_OTF/AF ;
- ZZ_N_SHARF = NF*REALPNF/AF ;
- ZZ_EYE_SHARF = EYEF/GDPF ;
- ZZ_C_SHARF = CF/GDPF ;
- ZZ_GDPF = 100*log(GDPF_NAT) ;
- ZZ_CF = 100*log(CF_NAT) ;
- ZZ_EYEF = 100*log(EYEF) ;
- ZZ_EXPORTSF = 100*log(EXPORTSF_NAT) ;
- ZZ_IMPORTSF = 100*log(IMPORTSF_NAT) ;
- ZZ_XBALF_TOT_RAT = 100*(EXPORTSF_NAT-IMPORTSF_NAT)/GDPF_NAT ;
- ZZ_PIE4F = 100*(PIE4F-1) ;
- ZZ_DPIE4F = ZZ_PIE4F-ZZ_PIE4F(-1) ;
- ZZ_RNOMF = 100*(RNOMF^4-1) ;
- ZZ_DRNOMF = ZZ_RNOMF-ZZ_RNOMF(-1) ;
- 100*(PIE4TARF-1) = 1*100*(PIE4TARF_SS-1)+(1-1)*100*(PIE4TARF(-1)-1)+E_PIE4TARF ;
- log(ZUF) = 0.3*log(ZUF_SS)+0.7*log(ZUF(-1))+E_ZUF ;
- ZBF = 0.3*ZBF_SS+0.7*ZBF(-1)+E_ZBF ;
- log(LANDF) = 0.05*log(LANDF_SS)+0.95*log(LANDF(-1))+E_LANDF ;
- log(ZTF) = 0.05*log(ZTF_SS)+0.95*log(ZTF(-1))+E_LANDF ;
- log(ZNF) = 0.05*log(ZNF_SS)+0.95*log(ZNF(-1))+E_LANDF ;
- log(Z_OF) = 0.05*log(Z_OF_SS)+0.95*log(Z_OF(-1))+E_LANDF ;
- ZEYEF = 0.05*ZEYEF_SS+0.95*ZEYEF(-1)+E_ZEYEF ;
- CAPAF = 0.05*CAPAF_SS+0.95*CAPAF(-1)+E_CAPAF ;
- log(GAMMAF) = 0.05*log(GAMMAF_SS)+0.95*log(GAMMAF(-1))+E_GAMMAF ;
- BIGGAM_O_NF = 1-COST_O_NF/2*(O_NF/NF/(O_NF(-1)/NF(-1))-1)^2 ;
- BIGGAM_O_TF = 1-COST_O_TF/2*(O_TF/TF/(O_TF(-1)/TF(-1))-1)^2 ;
- O_NF = GAMA_NF*NF/ZNF*(REALP_ONF/(REALMCNF*ZNF))^(-XIXI_NF)*(BIGGAM_O_NF-COST_O_NF*(O_NF/NF/(O_NF(-1)/NF(-1))-1)*O_NF/NF/(O_NF(-1)/NF(-1)))^XIXI_NF/BIGGAM_O_NF ;
- O_TF = GAMA_TF*TF/ZTF*(REALP_OTF/(REALMCTF*ZTF))^(-XIXI_TF)*(BIGGAM_O_TF-COST_O_TF*(O_TF/TF/(O_TF(-1)/TF(-1))-1)*O_TF/TF/(O_TF(-1)/TF(-1)))^XIXI_NF/BIGGAM_O_TF ;
- NF = ZNF*((1-ALPHANF-GAMA_NF)^(1/XIXI_NF)*LNF^(1-1/XIXI_NF)+ALPHANF^(1/XIXI_NF)*KNF^(1-1/XIXI_NF)+GAMA_NF^(1/XIXI_NF)*(BIGGAM_O_NF*O_NF)^(1-1/XIXI_NF))^(XIXI_NF/(XIXI_NF-1)) ;
- TF = ZTF*((1-ALPHATF-GAMA_TF)^(1/XIXI_TF)*LTF^(1-1/XIXI_TF)+ALPHATF^(1/XIXI_TF)*KTF^(1-1/XIXI_TF)+GAMA_TF^(1/XIXI_TF)*(BIGGAM_O_TF*O_TF)^(1-1/XIXI_TF))^(XIXI_TF/(XIXI_TF-1)) ;
- REALMCNF = 1/ZNF*((1-ALPHANF-GAMA_NF)*REALWF^(1-XIXI_NF)+ALPHANF*REALRF^(1-XIXI_NF)+GAMA_NF*REALP_ONF^(1-XIXI_NF)*(BIGGAM_O_NF-COST_O_NF*(O_NF/NF/(O_NF(-1)/NF(-1))-1)*O_NF/NF/(O_NF(-1)/NF(-1)))^(XIXI_NF-1))^(1/(1-XIXI_NF)) ;
- REALMCTF = 1/ZTF*((1-ALPHATF-GAMA_TF)*REALWF^(1-XIXI_TF)+ALPHATF*REALRF^(1-XIXI_TF)+GAMA_TF*REALP_OTF^(1-XIXI_TF)*(BIGGAM_O_TF-COST_O_TF*(O_TF/TF/(O_TF(-1)/TF(-1))-1)*O_TF/TF/(O_TF(-1)/TF(-1)))^(XIXI_TF-1))^(1/(1-XIXI_TF)) ;
- MARGUTF = (CF-B2F*HF)^(-SIGMAF)*ZUF ;
- HF = (1-B0F)*HF(-1)+B0F*B1F*CF(-1) ;
- VPRIMEF = CAPAF*LF^ZEDF ;
- AF^(1-1/EPSF) = GAMMAF^(1/EPSF)*(NYF^(1/EPSQMF)*QF^(1-1/EPSQMF)+(1-NYF)^(1/EPSQMF)*(MF*BIGGAMIMPF)^(1-1/EPSQMF))^(EPSQMF/(EPSQMF-1)*(1-1/EPSF))+(1-GAMMAF)^(1/EPSF)*NNF^(1-1/EPSF) ;
- QF = GAMMAF*NYF*REALPQF^(-EPSQMF)*AF*REALPXF^(EPSQMF-EPSF) ;
- MF = GAMMAF*(1-NYF)*REALPMF^(-EPSQMF)*AF*REALPXF^(EPSQMF-EPSF)*1/BIGGAMIMPF*(BIGGAMIMPF-COSTF*(MF/AF/(MF(-1)/AF(-1))-1)*MF/AF/(MF(-1)/AF(-1)))^EPSQMF ;
- REALPXF = (NYF*REALPQF^(1-EPSQMF)+(1-NYF)*REALPMF^(1-EPSQMF)*(BIGGAMIMPF-COSTF*(MF/AF/(MF(-1)/AF(-1))-1)*MF/AF/(MF(-1)/AF(-1)))^(EPSQMF-1))^(1/(1-EPSQMF)) ;
- BIGGAMIMPF = 1-COSTF/2*(MF/AF/(MF(-1)/AF(-1))-1)^2 ;
- NNF = (1-GAMMAF)*REALPNF^(-EPSF)*AF ;
- NF = NNF+ETAF*MF+ETAF*QF+GNF ;
- PIENF = REALPNF/REALPNF(-1)*PIEF ;
- BIGGAMNF = LILCAPPA3F/2*(PIENF/PIE4TARF^0.25-1)^2+LILCAPPA4F/2*(PIENF/PIENF(-1)-1)^2 ;
- -(1-BIGGAMNF)*(REALPNF*(1-THETAF)+THETAF*REALMCNF) = -(REALPNF-REALMCNF)*(LILCAPPA3F*PIENF/PIE4TARF^0.25*(PIENF/PIE4TARF^0.25-1)+LILCAPPA4F*PIENF/PIENF(-1)*(PIENF/PIENF(-1)-1))+DEEF*PIEF(+1)*(REALPNF(+1)-REALMCNF(+1))*NF(+1)/NF*(LILCAPPA3F*PIENF(+1)/PIE4TARF^0.25*(PIENF(+1)/PIE4TARF^0.25-1)+LILCAPPA4F*PIENF(+1)/PIENF*(PIENF(+1)/PIENF-1)) ;
- PIEBARQF = PIEF*REALPBARQF/REALPBARQF(-1) ;
- BIGGAMQF = LILCAPPA5F/2*(PIEBARQF/PIE4TARF^0.25-1)^2+LILCAPPA6F/2*(PIEBARQF/PIEBARQF(-1)-1)^2 ;
- -(1-BIGGAMQF)*REALPBARQF/REALPQF*(REALPBARQF*(1-THETAF)+ETAF*REALPNF+THETAF*REALMCTF) = -(REALPBARQF-REALMCTF)*(LILCAPPA5F*PIEBARQF/PIE4TARF^0.25*(PIEBARQF/PIE4TARF^0.25-1)+LILCAPPA6F*PIEBARQF/PIEBARQF(-1)*(PIEBARQF/PIEBARQF(-1)-1))+DEEF*PIEF(+1)*(REALPBARQF(+1)-REALMCTF(+1))*QF(+1)/QF*(LILCAPPA5F*PIEBARQF(+1)/PIE4TARF^0.25*(PIEBARQF(+1)/PIE4TARF^0.25-1)+LILCAPPA6F*PIEBARQF(+1)/PIEBARQF*(PIEBARQF(+1)/PIEBARQF-1)) ;
- REALPQF = REALPBARQF+ETAF*REALPNF ;
- KF = KF(-1)*(1-DELTAF)+PSIF(-1)*KF(-1) ;
- PSIF = EYEF/KF-OMEGAF/2*(EYEF/KF-DELTAF*(1+ZEYEF))^2-OMEGA0F/2*(EYEF/KF-EYEF(-1)/KF(-1))^2 ;
- PSIPRIMEF = 1-OMEGAF*(EYEF/KF-DELTAF*(1+ZEYEF))-OMEGA0F*(EYEF/KF-EYEF(-1)/KF(-1)) ;
- 1/PSIPRIMEF = DEEF*PIEF(+1)*(REALRF(+1)+1/PSIPRIMEF(+1)*(1-DELTAF+PSIF(+1)*(1-PSIPRIMEF(+1)*EYEF(+1)/(PSIF(+1)*KF(+1))))) ;
- BIGGAMF = LILCAPPA1F/2*(PIEWF/PIE4TARF^0.25-1)^2+LILCAPPA2F/2*(PIEWF/PIEWF(-1)-1)^2 ;
- PIEF*REALWF/REALWF(-1) = PIEWF ;
- REALWF = PHIF*VPRIMEF/MARGUTF*((PHIF-1)*(1-BIGGAMF)+PIEWF*LILCAPPA1F/PIE4TARF^0.25*(PIEWF/PIE4TARF^0.25-1)+PIEWF/PIEWF(-1)*LILCAPPA2F*(PIEWF/PIEWF(-1)-1)-DEEF*PIEWF(+1)*LF(+1)/LF*LILCAPPA1F*PIEWF(+1)/PIE4TARF^0.25*(PIEWF(+1)/PIE4TARF^0.25-1)-DEEF*PIEWF(+1)*LF(+1)/LF*LILCAPPA2F*PIEWF(+1)/(REALWF/REALWF(-1))*(PIEWF(+1)/PIEWF-1))^(-1) ;
- DEEF = BET*MARGUTF(+1)/PIEF(+1)/MARGUTF*(1+SHOPF+SHOPPRIMEF*VELOF)/(1+SHOPF(+1)+SHOPPRIMEF(+1)*VELOF(+1)) ;
- SHOPF = A_ZEROF*VELOF+A_ONEF/VELOF-2*(A_ZEROF*A_ONEF)^0.5 ;
- SHOPPRIMEF = A_ZEROF-A_ONEF*VELOF^(-2) ;
- VELOF = CF/REALMONEYF ;
- DEEF = 1-SHOPPRIMEF*VELOF^2 ;
- 1 = RNOMF*DEEF ;
-
- 100*(RNOMF^4-1) = (1-XDUMF)*100*(RNOM_EXOGF^4-1)
- +XDUMF*(XR3F*100*(RNOMF(-1)^4-1)+
- (1-XR3F)*(100*((1/BET*PIE4EU^0.25)^4-1))
- +XR1F*(100*(PIE4EU-1)-100*(PIE4TARF-1))+XR4F*100*(DEPEX^4-1)+XR2F*GDPGAPEU) ;
-
-
-
- GDPGAPF = 100*(GDPF_NAT-GDPF_EXOG)/GDPF_EXOG ;
- PIE4F = PIEF*PIEF(-1)*PIEF_1(-1)*PIEF_2(-1) ;
- AF = CF*(1+SHOPF)+EYEF+GAF ;
- GAF = .05*(GA_RATF*(GLAMBDAF*GDPF_NAT+(1-GLAMBDAF)*GDPF_EXOG))+.95*GAF(-1)+E_GAF;
- GNF = GN_RATF*(GLAMBDAF*GDPF_NAT+(1-GLAMBDAF)*GDPF_EXOG)/REALPNF_EXOG ;
- PIEBARMF = PIEF*REALPBARMF/REALPBARMF(-1) ;
- BIGGAMMF = LILCAPPA7F/2*(PIEBARMF/PIE4TARF^0.25-1)^2+LILCAPPA8F/2*(PIEBARMF/PIEBARMF(-1)-1)^2 ;
- REALPMF = REALPBARMF+ETAF*REALPNF ;
- KNF_RAT = ALPHANF/(1-ALPHANF-GAMA_NF)*(REALWF/REALRF)^XIXI_NF ;
- KTF_RAT = ALPHATF/(1-ALPHATF-GAMA_TF)*(REALWF/REALRF)^XIXI_TF ;
- KNF_RAT = KNF/LNF ;
- KTF_RAT = KTF/LTF ;
- KF = KTF+KNF+K_OF ;
- LF = (LNF+LTF+L_OF)*(1-COSTLF/2*(LNF/(LTF+L_OF)/(LNF(-1)/(LTF(-1)+L_OF(-1)))-1)^2) ;
- T_OF = Z_OF*((1-ALPHA_OF-GAMMA_LANDF)^(1/XIXI_OF)*L_OF^(1-1/XIXI_OF)+ALPHA_OF^(1/XIXI_OF)*K_OF^(1-1/XIXI_OF)+GAMMA_LANDF^(1/XIXI_OF)*LANDF^(1-1/XIXI_OF))^(XIXI_OF/(XIXI_OF-1)) ;
- Q_ONF = NY_NF*(REALP_QOF/REALP_ONF)^(-EPS_ONF)*O_NF ;
- Q_OTF = NY_TF*(REALP_QOF/REALP_OTF)^(-EPS_OTF)*O_TF ;
- M_ONF = (1-NY_NF)*(REALP_MOF/REALP_ONF)^(-EPS_ONF)*O_NF*(BIGGAM_MONF-COST_MONF*(M_ONF/O_NF/(M_ONF(-1)/O_NF(-1))-1)*M_ONF/O_NF/(M_ONF(-1)/O_NF(-1)))^EPS_ONF/BIGGAM_MONF ;
- M_OTF = (1-NY_TF)*(REALP_MOF/REALP_OTF)^(-EPS_OTF)*O_TF*(BIGGAM_MOTF-COST_MOTF*(M_OTF/O_TF/(M_OTF(-1)/O_TF(-1))-1)*M_OTF/O_TF/(M_OTF(-1)/O_TF(-1)))^EPS_OTF/BIGGAM_MOTF ;
- BIGGAM_MONF = 1-COST_MONF/2*(M_ONF/O_NF/(M_ONF(-1)/O_NF(-1))-1)^2 ;
- BIGGAM_MOTF = 1-COST_MOTF/2*(M_OTF/O_TF/(M_OTF(-1)/O_TF(-1))-1)^2 ;
- K_OF_RAT = ALPHA_OF/(1-ALPHA_OF-GAMMA_LANDF)*(REALWF/REALRF)^XIXI_OF ;
- K_OF_RAT = K_OF/L_OF ;
- REALP_QOF = 1/Z_OF*((1-ALPHA_OF-GAMMA_LANDF)*REALWF^(1-XIXI_OF)+ALPHA_OF*REALRF^(1-XIXI_OF)+GAMMA_LANDF*REALPLANDF^(1-XIXI_OF))^(1/(1-XIXI_OF)) ;
- LANDF = GAMMA_LANDF*(REALPLANDF/(REALP_QOF*Z_OF))^(-XIXI_OF)*T_OF/Z_OF ;
- REALP_ONF = (NY_NF*REALP_QOF^(1-EPS_ONF)+(1-NY_NF)*REALP_MOF^(1-EPS_ONF)*(BIGGAM_MONF-COST_MONF*(M_ONF/O_NF/(M_ONF(-1)/O_NF(-1))-1)*M_ONF/O_NF/(M_ONF(-1)/O_NF(-1)))^(EPS_ONF-1))^(1/(1-EPS_ONF)) ;
- REALP_OTF = (NY_TF*REALP_QOF^(1-EPS_OTF)+(1-NY_TF)*REALP_MOF^(1-EPS_OTF)*(BIGGAM_MOTF-COST_MOTF*(M_OTF/O_TF/(M_OTF(-1)/O_TF(-1))-1)*M_OTF/O_TF/(M_OTF(-1)/O_TF(-1)))^(EPS_OTF-1))^(1/(1-EPS_OTF)) ;
- SSF*TF = SSF*QF+SSH*MH ;
- SSF*T_OF = SSF*Q_ONF+SSF*Q_OTF+SSH*M_ONH+SSH*M_OTH ;
- REALP_MOF = REALP_QOH*REALEXF ;
- SSH*REALBH+SSF*REALBF = 0 ;
- REALTBALF = SSF*(REALPBARMF*MF+REALP_MOF*M_ONF+REALP_MOF*M_OTF)-SSH*(REALPBARMH*MH+REALP_MOH*M_ONH+REALP_MOH*M_OTH)*1/REALEX ;
- EXPORTSF = SSH/SSF*(REALPBARMH*MH+REALP_MOH*M_ONH+REALP_MOH*M_OTH)*1/REALEX ;
- IMPORTSF = REALPBARMF*MF+REALP_MOF*M_ONF+REALP_MOF*M_OTF ;
- EXPORTSF_NAT = SSH/SSF*(REALPBARMH_EXOG*MH+REALP_MOH_EXOG*M_ONH+REALP_MOH_EXOG*M_OTH)*1/REALEX_EXOG ;
- IMPORTSF_NAT = REALPBARMF_EXOG*MF+REALP_MOF_EXOG*M_ONF+REALP_MOF_EXOG*M_OTF ;
- -(1-BIGGAMMF)*REALPBARMF/REALPMF*(REALPBARMF*REALEX*(1-THETAH)+ETAF*REALPNF*REALEX+THETAH*REALMCTH) = -(REALPBARMF*REALEX-REALMCTH)*(LILCAPPA7F*PIEBARMF/PIE4TARF^0.25*(PIEBARMF/PIE4TARF^0.25-1)+LILCAPPA8F*PIEBARMF/PIEBARMF(-1)*(PIEBARMF/PIEBARMF(-1)-1))+DEEH*PIEH(+1)*(REALPBARMF(+1)*REALEX(+1)-REALMCTH(+1))*MF(+1)/MF*(LILCAPPA7F*PIEBARMF(+1)/PIE4TARF^0.25*(PIEBARMF(+1)/PIE4TARF^0.25-1)+LILCAPPA8F*PIEBARMF(+1)/PIEBARMF*(PIEBARMF(+1)/PIEBARMF-1)) ;
- GDPF = AF+REALPNF*GNF+EXPORTSF-IMPORTSF+(RNOMF(-1)-1)*REALBF(-1)/PIEF ;
- GDPF_NAT = AF+REALPNF_EXOG*GNF+EXPORTSF_NAT-IMPORTSF_NAT ;
- CF_NAT = CF*(1+SHOPF) ;
- GF_NAT = GAF+REALPNF_EXOG*GNF ;
- XF_NAT = SSH/SSF*1/REALEX_EXOG*REALPBARMH_EXOG*MH ;
- MF_NAT = REALPBARMF_EXOG*MF ;
- CURBALF_RAT = -(REALTBALH/REALEX/SSF/GDPF)+(RNOMF(-1)-1)*REALBF(-1)/PIEF/GDPF ;
-PIEH_1 = PIEH(-1);
-PIEH_2 = PIEH_1(-1);
-PIEF_1 = PIEF(-1);
-PIEF_2 = PIEF_1(-1);
-REALBH_1 = REALBH(-1);
-
-VALUE = ZZ_UTILITYH + BET*VALUE(+1);
-VALUE2 = ZUH*CH^(1-SIGMAH)/(1-SIGMAH)-CAPAH*LH^(1+ZEDH)/(1+ZEDH) + BET*VALUE2(+1);
-end;
-
-initval;
-AF=2.17350447531715;
-AH=2.61461230039988;
-BIGGAMF=0;
-BIGGAMH=0;
-BIGGAMIMPF=1;
-BIGGAMIMPH=1;
-BIGGAMMF=0;
-BIGGAMMH=0;
-BIGGAMNF=0;
-BIGGAMNH=0;
-BIGGAMQF=0;
-BIGGAMQH=0;
-BIGGAM_MONF=1;
-BIGGAM_MONH=1;
-BIGGAM_MOTF=1;
-BIGGAM_MOTH=1;
-BIGGAM_O_NF=1;
-BIGGAM_O_NH=1;
-BIGGAM_O_TF=1;
-BIGGAM_O_TH=1;
-CAPAF=11;
-CAPAH=11;
-CF=1.77599320017707;
-CF_NAT=1.77797456682707;
-CH=2.10139281352027;
-CH_NAT=2.10373720855446;
-CURBALF_RAT=2.20209042676066e-018;
-CURBALH_RAT=0;
-DEEF=0.963834712172592;
-DEEH=0.963834712172592;
-DEPEX=1;
-EXPORTSF=0.0374229290542059;
-EXPORTSF_NAT=0.0374229290542059;
-EXPORTSH=0.976573287861717;
-EXPORTSH_NAT=0.976573287861717;
-EYEF=0.27477965986135;
-EYEH=0.365618852934316;
-GAF=0.12075024862873;
-GAH=0.145256238911104;
-GAMMAF=0.5;
-GAMMAH=0.25;
-GDPF=2.41500497257461;
-GDPF_NAT=2.41500497257461;
-GDPGAPF=0;
-GDPGAPH=0;
-GDPH=2.90512477822209;
-GDPH_NAT=2.90512477822209;
-GF_NAT=0.362250745886191;
-GH_NAT=0.435768716733313;
-GNF=0.287269571519256;
-GNH=0.321902361090147;
-HF=1.68719354016822;
-HH=1.99632317284426;
-IMPORTSF=0.0374229290542059;
-IMPORTSF_NAT=0.0374229290542059;
-IMPORTSH=0.976573287861718;
-IMPORTSH_NAT=0.976573287861718;
-KF=10.991186394454;
-KH=14.6247541173726;
-KNF=6.33686501417153;
-KNF_RAT=22.6981730731029;
-KNH=11.034700665508;
-KNH_RAT=22.8755992006951;
-KTF=2.97137434524903;
-KTF_RAT=22.6981730731029;
-KTH=2.23720856941572;
-KTH_RAT=114.377996003476;
-K_OF=1.68294703503345;
-K_OF_RAT=7.27127622255245;
-K_OH=1.35284488244891;
-K_OH_RAT=8.16985685739111;
-LANDF=0.1;
-LANDH=0.1;
-LF=0.64153899810027;
-LH=0.667528221502678;
-LNF=0.279179517830034;
-LNH=0.482378650224502;
-LTF=0.130908083909629;
-LTH=0.019559781143112;
-L_OF=0.231451396360608;
-L_OH=0.165589790135064;
-MARGUTF=2.24145263303312;
-MARGUTH=2.11921125101343;
-MF=0.0196445696804563;
-MF_NAT=0.0171196449669319;
-MH=0.438784845846124;
-MH_NAT=0.522472906750236;
-M_ONF=0.0143006671963624;
-M_ONH=0.134410532365428;
-M_OTF=0.00670562423725087;
-M_OTH=0.143002828997546;
-NF=1.91582345366461;
-NH=2.609674642079;
-NNF=1.31534385473198;
-NNH=2.19524942542191;
-O_NF=0.387338325509274;
-O_NH=0.147043832240678;
-O_TF=0.18162406186278;
-O_TH=0.148205762233076;
-PIE4F=1.125;
-PIE4H=1.125;
-PIE4TARF=1.125;
-PIE4TARH=1.125;
-PIEBARMF=1.02988357195356;
-PIEBARMH=1.02988357195356;
-PIEBARQF=1.02988357195356;
-PIEBARQH=1.02988357195356;
-PIEF=1.02988357195356;
-PIEF_1=1.02988357195356;
-PIEF_2=1.02988357195356;
-PIEH=1.02988357195356;
-PIEH_1=1.02988357195356;
-PIEH_2=1.02988357195356;
-PIENF=1.02988357195356;
-PIENH=1.02988357195356;
-PIEWF=1.02988357195356;
-PIEWH=1.02988357195356;
-PSIF=0.025;
-PSIH=0.025;
-PSIPRIMEF=1;
-PSIPRIMEH=1;
-QF=0.875241222929181;
-QH=0.0238294319885835;
-Q_ONF=0.373740369418894;
-Q_ONH=0.0132636199615755;
-Q_OTF=0.175247940896905;
-Q_OTH=0.00547180886242481;
-REALBF=0;
-REALBH=0;
-REALBH_1=0;
-REALEX=1.3734519289908;
-REALEXF=0.728092464608345;
-REALEXH=1.3734519289908;
-REALFINH=0;
-REALMCNF=0.700562935771035;
-REALMCNH=0.752071934789911;
-REALMCTF=0.700562935771035;
-REALMCTH=0.930081384894704;
-REALMONEYF=0.558667031035572;
-REALMONEYH=0.661026677383566;
-REALPBARMF=0.87146958398196;
-REALPBARMH=1.19072687148694;
-REALPBARQF=0.899522809530009;
-REALPBARQH=1.15219711474356;
-REALPLANDF=0.554831427212494;
-REALPLANDH=0.414697221827051;
-REALPMF=1.16570601700579;
-REALPMH=1.37122413583652;
-REALPNF=0.840675522925242;
-REALPNH=0.902486321747893;
-REALPQF=1.19375924255384;
-REALPQH=1.33269437909314;
-REALPXF=1.19317131724075;
-REALPXH=1.36926881180313;
-REALP_MOF=0.966533486000563;
-REALP_MOH=1.63690883121281;
-REALP_ONF=1.18566549908199;
-REALP_ONH=1.61601524261254;
-REALP_OTF=1.18566549908199;
-REALP_OTH=1.62845456685201;
-REALP_QOF=1.1918209852569;
-REALP_QOH=1.32748728078168;
-REALRF=0.0324170717777328;
-REALRH=0.0324170717777329;
-REALTBALF=-6.93889390390723e-018;
-REALTBALH=-6.93889390390723e-018;
-REALWF=2.42667732699502;
-REALWH=2.83454771236558;
-RNOMF=1.03752229232945;
-RNOMH=1.03752229232945;
-SHOPF=0.00111563864647424;
-SHOPH=0.00111563864647424;
-SHOPPRIMEF=0.00357861859467432;
-SHOPPRIMEH=0.00357861859467432;
-TF=0.89833516218424;
-TH=0.397076255917254;
-T_OF=0.563589013545429;
-T_OH=0.417854966062653;
-VALUE=-2.621110285550203e+02;
-VALUE2=2.305114066037580e+02;
-VELOF=3.17898336847443;
-VELOH=3.17898336847443;
-VPRIMEF=3.62618818940983;
-VPRIMEH=4.00467026905301;
-XF_NAT=0.0200215045456245;
-XH_NAT=0.446747178665936;
-XI=0;
-ZBF=0;
-ZBH=0;
-ZEYEF=0;
-ZEYEH=0;
-ZNF=1;
-ZNH=1;
-ZTF=1;
-ZTH=0.6;
-ZUF=1;
-ZUH=1;
-ZZ_CF=57.5474832617676;
-ZZ_CH=74.3715386197541;
-ZZ_CURBALF_RAT=2.20209042676066e-016;
-ZZ_CURBALH_RAT=0;
-ZZ_C_SHARF=0.735399396831762;
-ZZ_C_SHARH=0.723339950584259;
-ZZ_DPIE4F=0;
-ZZ_DPIE4H=0;
-ZZ_DRNOMF=0;
-ZZ_DRNOMH=0;
-ZZ_EXPORTSF=-328.547168610049;
-ZZ_EXPORTSH=-2.37054799079326;
-ZZ_EYEF=-129.17857393452;
-ZZ_EYEH=-100.616387362469;
-ZZ_EYE_SHARF=0.113780163180538;
-ZZ_EYE_SHARH=0.12585306341233;
-ZZ_GDPF=88.1701346139521;
-ZZ_GDPH=106.647634229781;
-ZZ_GDP_PPP_RATH=0.875857186130553;
-ZZ_GF=-101.541863874636;
-ZZ_GH=-83.0643642588075;
-ZZ_IMPORTSF=-328.547168610049;
-ZZ_IMPORTSH=-2.37054799079323;
-ZZ_M_ON_SHARF=0.0063593490946998;
-ZZ_M_ON_SHARH=0.084149297164759;
-ZZ_M_OT_SHARF=0.00298191719568198;
-ZZ_M_OT_SHARH=0.0895286056899133;
-ZZ_M_O_SHARF=0.00934126629038178;
-ZZ_M_O_SHARH=0.173677902854672;
-ZZ_M_SHARF=0.00787651700806085;
-ZZ_M_SHARH=0.19982806118916;
-ZZ_N_SHARF=0.741008772713445;
-ZZ_N_SHARH=0.90078198910348;
-ZZ_PIE4F=12.5;
-ZZ_PIE4H=12.5;
-ZZ_REALEX=31.7327227026121;
-ZZ_RNOMF=15.8749999999999;
-ZZ_RNOMH=15.8749999999999;
-ZZ_UTILITYF=-1.86610854895021;
-ZZ_UTILITYH=-1.9297829736965;
-ZZ_XBALF_TOT_RAT=0;
-ZZ_XBALH_TOT_RAT=-7.6432037132987e-015;
-Z_OF=1;
-Z_OH=1;
-
-E_ZBH=0;
-
-E_ZUH=0;
-E_ZUF=0;
-
-E_ZEYEH=0;
-E_ZEYEF=0;
-
-E_GAMMAH=0;
-E_GAMMAF=0;
-
-E_LANDH=0;
-E_LANDF=0;
-
-E_GAH = 0;
-E_GAF = 0;
-
-E_CAPAH=0;
-E_CAPAF=0;
-
-ZZ_PIE4EU= 12.5;
-ZZ_RNOMEU=15.8749999999999;
-GDPGAPEU= 0;
-ZZ_DRNOMEU=0;
-PIE4EU = 1.125;
-end;
-
-vcov = [
-/* E_ZBH 0.000289 */
- 0.000289 0 0 0 0 0 0 0 0 0 0 0 0;
-/* E_ZUH */
-0 0.000016 0 0 0 0 0 0 0 0 0 0 0;
-/* E_ZUF */
-0 0 0.000001 0 0 0 0 0 0 0 0 0 0;
-/* E_ZEYEH */
-0 0 0 0.0049 0 0 0 0 0 0 0 0 0;
-/* E_ZEYEF */
-0 0 0 0 0.000025 0 0 0 0 0 0 0 0;
-/* E_GAMMAH */
-0 0 0 0 0 0.0004 0 0 0 0 0 0 0;
-/* E_GAMMAF */
-0 0 0 0 0 0 0.000324 0 0 0 0 0 0;
-/* E_LANDH */
-0 0 0 0 0 0 0 0.000004 0 0 0 0 0;
-/* E_LANDF */
-0 0 0 0 0 0 0 0 0.00000001 0 0 0 0;
-/* E_GAH */
-0 0 0 0 0 0 0 0 0 0.00001225 0 0 0;
-/* E_GAF */
-0 0 0 0 0 0 0 0 0 0 0.0000005625 0 0;
-/* E_CAPAH */
-0 0 0 0 0 0 0 0 0 0 0 0.1 0;
-/* E_CAPAF */
-0 0 0 0 0 0 0 0 0 0 0 0 0.0001
-];
-
-order = 2;
\ No newline at end of file
diff --git a/dynare++/tests/dm7.mod b/dynare++/tests/dm7.mod
deleted file mode 100644
index 0a31faf4b466af0f07cca1cbaefe6759f46cc103..0000000000000000000000000000000000000000
--- a/dynare++/tests/dm7.mod
+++ /dev/null
@@ -1,40 +0,0 @@
-var C K r w N tau I;
-varexo e;
-
-parameters alph bet delt thet tau_m rho;
-alph = 0.3;
-bet = 0.96;
-thet = 0.3;
-delt = 0.05;
-tau_m = 0.35;
-rho = 0.8;
-
-model;
-C = C(+1)/(bet*(r(+1)+1-delt));
-I = K(-1)^alph*N^(1-alph)-C;
-K = I+(1-delt)*K(-1);
-N = 1-(1-thet)*C/(thet*w);
-r = (1-tau)*alph*(K(-1)/N)^(alph-1);
-w = (1-tau)*(1-alph)*(K(-1)/N)^alph;
-tau = (1-rho)*tau_m + rho*tau(-1)+e;
-end;
-
-initval;
-C=0.2;
-I=0.02;
-K=0.5;
-N=0.18;
-r=0.09;
-w=0.6;
-tau=0.35;
-e=0;
-end;
-
-vcov = [0.007208];
-
-order=7;
-
-
-
-
-
diff --git a/dynare++/tests/example1.mod b/dynare++/tests/example1.mod
deleted file mode 100644
index ca528c0d9a6aaa7652fcb3fb9dc845c00926374f..0000000000000000000000000000000000000000
--- a/dynare++/tests/example1.mod
+++ /dev/null
@@ -1,41 +0,0 @@
-// this is an example from the tutorial
-
-var Y, C, K, A, H, B;
-
-varexo EPS, NU;
-
-parameters rho, beta, alpha, delta, theta, psi, tau;
-alpha = 0.36;
-rho = 0.95;
-tau = 0.025;
-beta = 1/(1.03^0.25);
-delta = 0.025;
-psi = 0;
-theta = 2.95;
-
-
-model;
-C*theta*H^(1+psi) = (1-alpha)*Y;
-beta*exp(B)*C/exp(B(1))/C(1)*
- (exp(B(1))*alpha*Y(1)/K(1)+1-delta) = 1;
-Y = exp(A)*K^alpha*H^(1-alpha);
-K = exp(B(-1))*(Y(-1)-C(-1)) + (1-delta)*K(-1);
-A = rho*A(-1) + tau*B(-1) + EPS;
-B = tau*A(-1) + rho*B(-1) + NU;
-end;
-
-initval;
-A = 0;
-B = 0;
-H = ((1-alpha)/(theta*(1-(delta*alpha)/(1/beta-1+delta))))^(1/(1+psi));
-Y = (alpha/(1/beta-1+delta))^(alpha/(1-alpha))*H;
-K = alpha/(1/beta-1+delta)*Y;
-C = Y - delta*K;
-end;
-
-vcov = [
- 0.0002 0.00005;
- 0.00005 0.0001
-];
-
-order = 7;
diff --git a/dynare++/tests/example1_optim.mod b/dynare++/tests/example1_optim.mod
deleted file mode 100644
index 0bd57477c7b3dbfb2f36058406daba905729a9d2..0000000000000000000000000000000000000000
--- a/dynare++/tests/example1_optim.mod
+++ /dev/null
@@ -1,43 +0,0 @@
-// this is a file trying to replicate example1.mod as optimization of a social planner
-// it serves also as an example combining +2 lead and optimal policy
-
-var Y, C, K, A, H, B;
-
-varexo EPS, NU;
-
-parameters rho, beta, alpha, delta, theta, psi, tau;
-alpha = 0.36;
-rho = 0.95;
-tau = 0.025;
-beta = 1/(1.03^0.25);
-delta = 0.025;
-psi = 0;
-theta = 2.95;
-
-planner_objective log(C)-theta*H^(1+psi)/(1+psi);
-
-planner_discount beta;
-
-model;
-//Y = exp(A)*K^alpha*H^(1-alpha);
-Y = exp(A)*exp(A(+1))*exp(A(+2))*K^alpha*H^(1-alpha);
-K = exp(B(-1))*(Y(-1)-C(-1)) + (1-delta)*K(-1);
-A = rho*A(-1) + tau*B(-1) + EPS;
-B = tau*A(-1) + rho*B(-1) + NU;
-end;
-
-initval;
-A = 0;
-B = 0;
-H = ((1-alpha)/(theta*(1-(delta*alpha)/(1/beta-1+delta))))^(1/(1+psi));
-Y = (alpha/(1/beta-1+delta))^(alpha/(1-alpha))*H;
-K = alpha/(1/beta-1+delta)*Y;
-C = Y - delta*K;
-end;
-
-vcov = [
- 0.0002 0.00005;
- 0.00005 0.0001
-];
-
-order = 2;
diff --git a/dynare++/tests/gentay1a.mod b/dynare++/tests/gentay1a.mod
deleted file mode 100644
index 8c2a9566d6104daba72f1a09268667ff889056c2..0000000000000000000000000000000000000000
--- a/dynare++/tests/gentay1a.mod
+++ /dev/null
@@ -1,671 +0,0 @@
-var AF AH BIGGAMF BIGGAMH BIGGAMIMPF BIGGAMIMPH BIGGAMMF BIGGAMMH BIGGAMNF BIGGAMNH BIGGAMQF BIGGAMQH BIGGAM_MONF BIGGAM_MONH BIGGAM_MOTF BIGGAM_MOTH BIGGAM_O_NF BIGGAM_O_NH BIGGAM_O_TF BIGGAM_O_TH CAPAF CAPAH CF CF_NAT CH CH_NAT CURBALF_RAT CURBALH_RAT DEEF DEEH DEPEX EXPORTSF EXPORTSF_NAT EXPORTSH EXPORTSH_NAT EYEF EYEH GAF GAH GAMMAF GAMMAH GDPF GDPF_NAT GDPGAPF GDPGAPH GDPH GDPH_NAT GF_NAT GH_NAT GNF GNH HF HH IMPORTSF IMPORTSF_NAT IMPORTSH IMPORTSH_NAT KF KH KNF KNF_RAT KNH KNH_RAT KTF KTF_RAT KTH KTH_RAT K_OF K_OF_RAT K_OH K_OH_RAT LANDF LANDH LF LH LNF LNH LTF LTH L_OF L_OH MARGUTF MARGUTH MF MF_NAT MH MH_NAT M_ONF M_ONH M_OTF M_OTH NF NH NNF NNH O_NF O_NH O_TF O_TH PIE4F PIE4H PIE4TARF PIE4TARH PIEBARMF PIEBARMH PIEBARQF PIEBARQH PIEF PIEH PIENF PIENH PIEWF PIEWH PSIF PSIH PSIPRIMEF PSIPRIMEH QF QH Q_ONF Q_ONH Q_OTF Q_OTH REALBF REALBH REALEX REALEXF REALEXH REALFINH REALMCNF REALMCNH REALMCTF REALMCTH REALMONEYF REALMONEYH REALPBARMF REALPBARMH REALPBARQF REALPBARQH REALPLANDF REALPLANDH REALPMF REALPMH REALPNF REALPNH REALPQF REALPQH REALPXF REALPXH REALP_MOF REALP_MOH REALP_ONF REALP_ONH REALP_OTF REALP_OTH REALP_QOF REALP_QOH REALRF REALRH REALTBALF REALTBALH REALWF REALWH RNOMF RNOMH SHOPF SHOPH SHOPPRIMEF SHOPPRIMEH TF TH T_OF T_OH VELOF VELOH VPRIMEF VPRIMEH XF_NAT XH_NAT XI ZBF ZBH ZEYEF ZEYEH ZNF ZNH ZTF ZTH ZUF ZUH ZZ_CF ZZ_CH ZZ_CURBALF_RAT ZZ_CURBALH_RAT ZZ_C_SHARF ZZ_C_SHARH ZZ_DPIE4F ZZ_DPIE4H ZZ_DRNOMF ZZ_DRNOMH ZZ_EXPORTSF ZZ_EXPORTSH ZZ_EYEF ZZ_EYEH ZZ_EYE_SHARF ZZ_EYE_SHARH ZZ_GDPF ZZ_GDPH ZZ_GDP_PPP_RATH ZZ_GF ZZ_GH ZZ_IMPORTSF ZZ_IMPORTSH ZZ_M_ON_SHARF ZZ_M_ON_SHARH ZZ_M_OT_SHARF ZZ_M_OT_SHARH ZZ_M_O_SHARF ZZ_M_O_SHARH ZZ_M_SHARF ZZ_M_SHARH ZZ_N_SHARF ZZ_N_SHARH ZZ_PIE4F ZZ_PIE4H ZZ_REALEX ZZ_RNOMF ZZ_RNOMH ZZ_UTILITYF ZZ_UTILITYH ZZ_XBALF_TOT_RAT ZZ_XBALH_TOT_RAT Z_OF Z_OH PIEF1 PIEF2 PIEH1 PIEH2 REALBH1;
-
-varexo E_ZBH E_ZUH E_ZUF E_ZEYEH E_ZEYEF E_GAMMAH E_GAMMAF E_LANDH E_LANDF E_GAH E_GAF E_CAPAH E_CAPAF;
-
-parameters COSTLF COSTLH EPSF EPSH EPSQMF EPSQMH GLAMBDAF GLAMBDAH SIGMAF SIGMAH SSF SSH XR1F XR1H XR2F XR2H XR3F XR3H XR4F XR4H ALPHANF ALPHANH ALPHATF ALPHATH ALPHA_OF ALPHA_OH A_ONEF A_ONEH A_ZEROF A_ZEROH B0F B0H B1F B1H B2F B2H BET CAPAF_SS CAPAH_SS CHI0 CHI1 CHI2 CHI3 COSTF COSTH COST_MONF COST_MONH COST_MOTF COST_MOTH COST_O_NF COST_O_NH COST_O_TF COST_O_TH DELTAF DELTAH EPS_ONF EPS_ONH EPS_OTF EPS_OTH ETAF ETAH E_PIE4TARF E_PIE4TARH E_ZBF GAMA_NF GAMA_NH GAMA_TF GAMA_TH GAMMAF_SS GAMMAH_SS GAMMA_LANDF GAMMA_LANDH GA_RATF GA_RATH GDPF_EXOG GDPH_EXOG GN_RATF GN_RATH LANDF_SS LANDH_SS LILCAPPA1F LILCAPPA1H LILCAPPA2F LILCAPPA2H LILCAPPA3F LILCAPPA3H LILCAPPA4F LILCAPPA4H LILCAPPA5F LILCAPPA5H LILCAPPA6F LILCAPPA6H LILCAPPA7F LILCAPPA7H LILCAPPA8F LILCAPPA8H NYF NYH NY_NF NY_NH NY_TF NY_TH OMEGA0F OMEGA0H OMEGAF OMEGAH PHIF PHIH PIE4TARF_SS PIE4TARH_SS REALEX_EXOG REALPBARMF_EXOG REALPBARMH_EXOG REALPNF_EXOG REALPNH_EXOG REALP_MOF_EXOG REALP_MOH_EXOG RNOM_EXOGF RNOM_EXOGH THETAF THETAH XDUMF XDUMH XIXI_NF XIXI_NH XIXI_OF XIXI_OH XIXI_TF XIXI_TH ZBF_SS ZBH_SS ZEDF ZEDH ZEYEF_SS ZEYEH_SS ZNF_SS ZNH_SS ZTF_SS ZTH_SS ZUF_SS ZUH_SS Z_OF_SS Z_OH_SS;
-
-COSTLF=5;
-COSTLH=5;
-EPSF=1.1;
-EPSH=1.1;
-EPSQMF=4;
-EPSQMH=1.1;
-GLAMBDAF=0;
-GLAMBDAH=0;
-SIGMAF=0.333333333333333;
-SIGMAH=0.333333333333333;
-SSF=0.95;
-SSH=0.05;
-XR1F=1;
-XR1H=0.40;
-XR2F=0;
-XR2H=0.1;
-XR3F=0.5;
-XR3H=0.84;
-XR4F=0;
-XR4H=0;
-ALPHANF=0.33;
-ALPHANH=0.4;
-ALPHATF=0.33;
-ALPHATH=0.4;
-ALPHA_OF=0.2;
-ALPHA_OH=0.2;
-A_ONEF=0.075;
-A_ONEH=0.075;
-A_ZEROF=0.011;
-A_ZEROH=0.011;
-B0F=1;
-B0H=1;
-B1F=0.95;
-B1H=0.95;
-B2F=1;
-B2H=1;
-BET=0.99263753614514;
-CAPAF_SS=11;
-CAPAH_SS=11;
-CHI0=0.05;
-CHI1=.1;
-CHI2=0;
-CHI3=0;
-COSTF=5;
-COSTH=5;
-COST_MONF=5;
-COST_MONH=5;
-COST_MOTF=5;
-COST_MOTH=5;
-COST_O_NF=5;
-COST_O_NH=5;
-COST_O_TF=5;
-COST_O_TH=5;
-DELTAF=0.025;
-DELTAH=0.025;
-EPS_ONF=3;
-EPS_ONH=3;
-EPS_OTF=3;
-EPS_OTH=3;
-ETAF=0.35;
-ETAH=0.2;
-E_PIE4TARF=0;
-E_PIE4TARH=0;
-E_ZBF=0;
-GAMA_NF=0.3;
-GAMA_NH=0.1;
-GAMA_TF=0.3;
-GAMA_TH=0.5;
-GAMMAF_SS=0.5;
-GAMMAH_SS=0.25;
-GAMMA_LANDF=0.1;
-GAMMA_LANDH=0.1;
-GA_RATF=0.05;
-GA_RATH=0.05;
-GDPF_EXOG=2.41500497257461;
-GDPH_EXOG=2.90512477822209;
-GN_RATF=0.1;
-GN_RATH=0.1;
-LANDF_SS=0.1;
-LANDH_SS=0.1;
-LILCAPPA1F=0;
-LILCAPPA1H=0;
-LILCAPPA2F=800;
-LILCAPPA2H=400;
-LILCAPPA3F=0;
-LILCAPPA3H=0;
-LILCAPPA4F=800;
-LILCAPPA4H=400;
-LILCAPPA5F=0;
-LILCAPPA5H=0;
-LILCAPPA6F=800;
-LILCAPPA6H=400;
-LILCAPPA7F=0;
-LILCAPPA7H=0;
-LILCAPPA8F=0;
-LILCAPPA8H=0;
-NYF=0.98;
-NYH=0.0499999999999999;
-NY_NF=0.98;
-NY_NH=0.0499999999999999;
-NY_TF=0.98;
-NY_TH=0.02;
-OMEGA0F=60;
-OMEGA0H=60;
-OMEGAF=5;
-OMEGAH=5;
-PHIF=3;
-PHIH=3;
-PIE4TARF_SS=1.125;
-PIE4TARH_SS=1.125;
-REALEX_EXOG=1.3734519289908;
-REALPBARMF_EXOG=0.87146958398196;
-REALPBARMH_EXOG=1.19072687148694;
-REALPNF_EXOG=0.840675522925242;
-REALPNH_EXOG=0.902486321747893;
-REALP_MOF_EXOG=0.966533486000563;
-REALP_MOH_EXOG=1.63690883121281;
-RNOM_EXOGF=1.00741707177773;
-RNOM_EXOGH=1.00741707177773;
-THETAF=6;
-THETAH=6;
-XDUMF=1;
-XDUMH=1;
-XIXI_NF=0.75;
-XIXI_NH=0.75;
-XIXI_OF=0.75;
-XIXI_OH=0.75;
-XIXI_TF=0.75;
-XIXI_TH=0.75;
-ZBF_SS=0;
-ZBH_SS=0;
-ZEDF=2.5;
-ZEDH=2.5;
-ZEYEF_SS=0;
-ZEYEH_SS=0;
-ZNF_SS=1;
-ZNH_SS=1;
-ZTF_SS=1;
-ZTH_SS=0.6;
-ZUF_SS=1;
-ZUH_SS=1;
-Z_OF_SS=1;
-Z_OH_SS=1;
-
-model;
- ZZ_UTILITYH = (ZUH*(CH-HH)^(1-SIGMAH)-1)/(1-SIGMAH)-CAPAH*LH^(1+ZEDH)/(1+ZEDH) ;
- ZZ_GH = 100*log(GH_NAT) ;
- ZZ_CURBALH_RAT = CURBALH_RAT*100 ;
- ZZ_M_SHARH = REALPBARMH*MH/AH ;
- ZZ_M_O_SHARH = (REALP_MOH*M_ONH+REALP_MOH*M_OTH)/AH ;
- ZZ_M_ON_SHARH = REALP_MOH*M_ONH/AH ;
- ZZ_M_OT_SHARH = REALP_MOH*M_OTH/AH ;
- ZZ_N_SHARH = NH*REALPNH/AH ;
- ZZ_EYE_SHARH = EYEH/GDPH ;
- ZZ_C_SHARH = CH/GDPH ;
- ZZ_GDPH = 100*log(GDPH_NAT) ;
- ZZ_CH = 100*log(CH_NAT) ;
- ZZ_EYEH = 100*log(EYEH) ;
- ZZ_EXPORTSH = 100*log(EXPORTSH_NAT) ;
- ZZ_IMPORTSH = 100*log(IMPORTSH_NAT) ;
- ZZ_XBALH_TOT_RAT = 100*(EXPORTSH_NAT-IMPORTSH_NAT)/GDPH_NAT ;
- ZZ_PIE4H = 100*(PIE4H-1) ;
- ZZ_DPIE4H = ZZ_PIE4H-ZZ_PIE4H(-1) ;
- ZZ_RNOMH = 100*(RNOMH^4-1) ;
- ZZ_DRNOMH = ZZ_RNOMH-ZZ_RNOMH(-1) ;
- 100*(PIE4TARH-1) = 1*100*(PIE4TARH_SS-1)+(1-1)*100*(PIE4TARH(-1)-1)+E_PIE4TARH ;
- log(ZUH) = 0.3*log(ZUH_SS)+0.7*log(ZUH(-1))+E_ZUH ;
- ZBH = 0.3*ZBH_SS+0.7*ZBH(-1)+E_ZBH ;
- log(LANDH) = 0.05*log(LANDH_SS)+0.95*log(LANDH(-1))+E_LANDH ;
- log(ZTH) = 0.05*log(ZTH_SS)+0.95*log(ZTH(-1))+E_LANDH ;
- log(ZNH) = 0.05*log(ZNH_SS)+0.95*log(ZNH(-1))+E_LANDH ;
- log(Z_OH) = 0.05*log(Z_OH_SS)+0.95*log(Z_OH(-1))+E_LANDH ;
- ZEYEH = 0.05*ZEYEH_SS+0.95*ZEYEH(-1)+E_ZEYEH ;
- CAPAH = 0.05*CAPAH_SS+0.95*CAPAH(-1)+E_CAPAH ;
- log(GAMMAH) = 0.05*log(GAMMAH_SS)+0.95*log(GAMMAH(-1))+E_GAMMAH ;
- BIGGAM_O_NH = 1-COST_O_NH/2*(O_NH/NH/(O_NH(-1)/NH(-1))-1)^2 ;
- BIGGAM_O_TH = 1-COST_O_TH/2*(O_TH/TH/(O_TH(-1)/TH(-1))-1)^2 ;
- O_NH = GAMA_NH*NH/ZNH*(REALP_ONH/(REALMCNH*ZNH))^(-XIXI_NH)*(BIGGAM_O_NH-COST_O_NH*(O_NH/NH/(O_NH(-1)/NH(-1))-1)*O_NH/NH/(O_NH(-1)/NH(-1)))^XIXI_NH/BIGGAM_O_NH ;
- O_TH = GAMA_TH*TH/ZTH*(REALP_OTH/(REALMCTH*ZTH))^(-XIXI_TH)*(BIGGAM_O_TH-COST_O_TH*(O_TH/TH/(O_TH(-1)/TH(-1))-1)*O_TH/TH/(O_TH(-1)/TH(-1)))^XIXI_NH/BIGGAM_O_TH ;
- NH = ZNH*((1-ALPHANH-GAMA_NH)^(1/XIXI_NH)*LNH^(1-1/XIXI_NH)+ALPHANH^(1/XIXI_NH)*KNH^(1-1/XIXI_NH)+GAMA_NH^(1/XIXI_NH)*(BIGGAM_O_NH*O_NH)^(1-1/XIXI_NH))^(XIXI_NH/(XIXI_NH-1)) ;
- TH = ZTH*((1-ALPHATH-GAMA_TH)^(1/XIXI_TH)*LTH^(1-1/XIXI_TH)+ALPHATH^(1/XIXI_TH)*KTH^(1-1/XIXI_TH)+GAMA_TH^(1/XIXI_TH)*(BIGGAM_O_TH*O_TH)^(1-1/XIXI_TH))^(XIXI_TH/(XIXI_TH-1)) ;
- REALMCNH = 1/ZNH*((1-ALPHANH-GAMA_NH)*REALWH^(1-XIXI_NH)+ALPHANH*REALRH^(1-XIXI_NH)+GAMA_NH*REALP_ONH^(1-XIXI_NH)*(BIGGAM_O_NH-COST_O_NH*(O_NH/NH/(O_NH(-1)/NH(-1))-1)*O_NH/NH/(O_NH(-1)/NH(-1)))^(XIXI_NH-1))^(1/(1-XIXI_NH)) ;
- REALMCTH = 1/ZTH*((1-ALPHATH-GAMA_TH)*REALWH^(1-XIXI_TH)+ALPHATH*REALRH^(1-XIXI_TH)+GAMA_TH*REALP_OTH^(1-XIXI_TH)*(BIGGAM_O_TH-COST_O_TH*(O_TH/TH/(O_TH(-1)/TH(-1))-1)*O_TH/TH/(O_TH(-1)/TH(-1)))^(XIXI_TH-1))^(1/(1-XIXI_TH)) ;
- MARGUTH = (CH-B2H*HH)^(-SIGMAH)*ZUH ;
- HH = (1-B0H)*HH(-1)+B0H*B1H*CH(-1) ;
- VPRIMEH = CAPAH*LH^ZEDH ;
- AH^(1-1/EPSH) = GAMMAH^(1/EPSH)*(NYH^(1/EPSQMH)*QH^(1-1/EPSQMH)+(1-NYH)^(1/EPSQMH)*(MH*BIGGAMIMPH)^(1-1/EPSQMH))^(EPSQMH/(EPSQMH-1)*(1-1/EPSH))+(1-GAMMAH)^(1/EPSH)*NNH^(1-1/EPSH) ;
- QH = GAMMAH*NYH*REALPQH^(-EPSQMH)*AH*REALPXH^(EPSQMH-EPSH) ;
- MH = GAMMAH*(1-NYH)*REALPMH^(-EPSQMH)*AH*REALPXH^(EPSQMH-EPSH)*1/BIGGAMIMPH*(BIGGAMIMPH-COSTH*(MH/AH/(MH(-1)/AH(-1))-1)*MH/AH/(MH(-1)/AH(-1)))^EPSQMH ;
- REALPXH = (NYH*REALPQH^(1-EPSQMH)+(1-NYH)*REALPMH^(1-EPSQMH)*(BIGGAMIMPH-COSTH*(MH/AH/(MH(-1)/AH(-1))-1)*MH/AH/(MH(-1)/AH(-1)))^(EPSQMH-1))^(1/(1-EPSQMH)) ;
- BIGGAMIMPH = 1-COSTH/2*(MH/AH/(MH(-1)/AH(-1))-1)^2 ;
- NNH = (1-GAMMAH)*REALPNH^(-EPSH)*AH ;
- NH = NNH+ETAH*MH+ETAH*QH+GNH ;
- PIENH = REALPNH/REALPNH(-1)*PIEH ;
- BIGGAMNH = LILCAPPA3H/2*(PIENH/PIE4TARH^0.25-1)^2+LILCAPPA4H/2*(PIENH/PIENH(-1)-1)^2 ;
- -(1-BIGGAMNH)*(REALPNH*(1-THETAH)+THETAH*REALMCNH) = -(REALPNH-REALMCNH)*(LILCAPPA3H*PIENH/PIE4TARH^0.25*(PIENH/PIE4TARH^0.25-1)+LILCAPPA4H*PIENH/PIENH(-1)*(PIENH/PIENH(-1)-1))+DEEH*PIEH(+1)*(REALPNH(+1)-REALMCNH(+1))*NH(+1)/NH*(LILCAPPA3H*PIENH(+1)/PIE4TARH^0.25*(PIENH(+1)/PIE4TARH^0.25-1)+LILCAPPA4H*PIENH(+1)/PIENH*(PIENH(+1)/PIENH-1)) ;
- PIEBARQH = PIEH*REALPBARQH/REALPBARQH(-1) ;
- BIGGAMQH = LILCAPPA5H/2*(PIEBARQH/PIE4TARH^0.25-1)^2+LILCAPPA6H/2*(PIEBARQH/PIEBARQH(-1)-1)^2 ;
- -(1-BIGGAMQH)*REALPBARQH/REALPQH*(REALPBARQH*(1-THETAH)+ETAH*REALPNH+THETAH*REALMCTH) = -(REALPBARQH-REALMCTH)*(LILCAPPA5H*PIEBARQH/PIE4TARH^0.25*(PIEBARQH/PIE4TARH^0.25-1)+LILCAPPA6H*PIEBARQH/PIEBARQH(-1)*(PIEBARQH/PIEBARQH(-1)-1))+DEEH*PIEH(+1)*(REALPBARQH(+1)-REALMCTH(+1))*QH(+1)/QH*(LILCAPPA5H*PIEBARQH(+1)/PIE4TARH^0.25*(PIEBARQH(+1)/PIE4TARH^0.25-1)+LILCAPPA6H*PIEBARQH(+1)/PIEBARQH*(PIEBARQH(+1)/PIEBARQH-1)) ;
- REALPQH = REALPBARQH+ETAH*REALPNH ;
- KH = KH(-1)*(1-DELTAH)+PSIH(-1)*KH(-1) ;
- PSIH = EYEH/KH-OMEGAH/2*(EYEH/KH-DELTAH*(1+ZEYEH))^2-OMEGA0H/2*(EYEH/KH-EYEH(-1)/KH(-1))^2 ;
- PSIPRIMEH = 1-OMEGAH*(EYEH/KH-DELTAH*(1+ZEYEH))-OMEGA0H*(EYEH/KH-EYEH(-1)/KH(-1)) ;
- 1/PSIPRIMEH = DEEH*PIEH(+1)*(REALRH(+1)+1/PSIPRIMEH(+1)*(1-DELTAH+PSIH(+1)*(1-PSIPRIMEH(+1)*EYEH(+1)/(PSIH(+1)*KH(+1))))) ;
- BIGGAMH = LILCAPPA1H/2*(PIEWH/PIE4TARH^0.25-1)^2+LILCAPPA2H/2*(PIEWH/PIEWH(-1)-1)^2 ;
- PIEH*REALWH/REALWH(-1) = PIEWH ;
- REALWH = PHIH*VPRIMEH/MARGUTH*((PHIH-1)*(1-BIGGAMH)+PIEWH*LILCAPPA1H/PIE4TARH^0.25*(PIEWH/PIE4TARH^0.25-1)+PIEWH/PIEWH(-1)*LILCAPPA2H*(PIEWH/PIEWH(-1)-1)-DEEH*PIEWH(+1)*LH(+1)/LH*LILCAPPA1H*PIEWH(+1)/PIE4TARH^0.25*(PIEWH(+1)/PIE4TARH^0.25-1)-DEEH*PIEWH(+1)*LH(+1)/LH*LILCAPPA2H*PIEWH(+1)/(REALWH/REALWH(-1))*(PIEWH(+1)/PIEWH-1))^(-1) ;
- DEEH = BET*MARGUTH(+1)/PIEH(+1)/MARGUTH*(1+SHOPH+SHOPPRIMEH*VELOH)/(1+SHOPH(+1)+SHOPPRIMEH(+1)*VELOH(+1)) ;
- SHOPH = A_ZEROH*VELOH+A_ONEH/VELOH-2*(A_ZEROH*A_ONEH)^0.5 ;
- SHOPPRIMEH = A_ZEROH-A_ONEH*VELOH^(-2) ;
- VELOH = CH/REALMONEYH ;
- DEEH = 1-SHOPPRIMEH*VELOH^2 ;
- 1 = RNOMH*DEEH ;
- 100*(RNOMH^4-1) = (1-XDUMH)*100*(RNOM_EXOGH^4-1)+XDUMH*(XR3H*100*(RNOMH(-1)^4-1)+(1-XR3H)*(100*((1/BET*PIE4H^0.25)^4-1))+XR1H*(100*(PIE4H-1)-100*(PIE4TARH-1))+XR4H*100*(DEPEX^4-1)+XR2H*GDPGAPH) ;
- GDPGAPH = 100*(GDPH_NAT-GDPH_EXOG)/GDPH_EXOG ;
- PIE4H = PIEH*PIEH(-1)*PIEH1(-1)*PIEH2(-1) ;
- AH = CH*(1+SHOPH)+EYEH+GAH ;
- GAH = .05*(GA_RATH*(GLAMBDAH*GDPH_NAT+(1-GLAMBDAH)*GDPH_EXOG))+.95*GAH(-1)+E_GAH;
- GNH = GN_RATH*(GLAMBDAH*GDPH_NAT+(1-GLAMBDAH)*GDPH_EXOG)/REALPNH_EXOG ;
- PIEBARMH = PIEH*REALPBARMH/REALPBARMH(-1) ;
- BIGGAMMH = LILCAPPA7H/2*(PIEBARMH/PIE4TARH^0.25-1)^2+LILCAPPA8H/2*(PIEBARMH/PIEBARMH(-1)-1)^2 ;
- REALPMH = REALPBARMH+ETAH*REALPNH ;
- KNH_RAT = ALPHANH/(1-ALPHANH-GAMA_NH)*(REALWH/REALRH)^XIXI_NH ;
- KTH_RAT = ALPHATH/(1-ALPHATH-GAMA_TH)*(REALWH/REALRH)^XIXI_TH ;
- KNH_RAT = KNH/LNH ;
- KTH_RAT = KTH/LTH ;
- KH = KTH+KNH+K_OH ;
- LH = (LNH+LTH+L_OH)*(1-COSTLH/2*(LNH/(LTH+L_OH)/(LNH(-1)/(LTH(-1)+L_OH(-1)))-1)^2) ;
- T_OH = Z_OH*((1-ALPHA_OH-GAMMA_LANDH)^(1/XIXI_OH)*L_OH^(1-1/XIXI_OH)+ALPHA_OH^(1/XIXI_OH)*K_OH^(1-1/XIXI_OH)+GAMMA_LANDH^(1/XIXI_OH)*LANDH^(1-1/XIXI_OH))^(XIXI_OH/(XIXI_OH-1)) ;
- Q_ONH = NY_NH*(REALP_QOH/REALP_ONH)^(-EPS_ONH)*O_NH ;
- Q_OTH = NY_TH*(REALP_QOH/REALP_OTH)^(-EPS_OTH)*O_TH ;
- M_ONH = (1-NY_NH)*(REALP_MOH/REALP_ONH)^(-EPS_ONH)*O_NH*(BIGGAM_MONH-COST_MONH*(M_ONH/O_NH/(M_ONH(-1)/O_NH(-1))-1)*M_ONH/O_NH/(M_ONH(-1)/O_NH(-1)))^EPS_ONH/BIGGAM_MONH ;
- M_OTH = (1-NY_TH)*(REALP_MOH/REALP_OTH)^(-EPS_OTH)*O_TH*(BIGGAM_MOTH-COST_MOTH*(M_OTH/O_TH/(M_OTH(-1)/O_TH(-1))-1)*M_OTH/O_TH/(M_OTH(-1)/O_TH(-1)))^EPS_OTH/BIGGAM_MOTH ;
- BIGGAM_MONH = 1-COST_MONH/2*(M_ONH/O_NH/(M_ONH(-1)/O_NH(-1))-1)^2 ;
- BIGGAM_MOTH = 1-COST_MOTH/2*(M_OTH/O_TH/(M_OTH(-1)/O_TH(-1))-1)^2 ;
- K_OH_RAT = ALPHA_OH/(1-ALPHA_OH-GAMMA_LANDH)*(REALWH/REALRH)^XIXI_OH ;
- K_OH_RAT = K_OH/L_OH ;
- REALP_QOH = 1/Z_OH*((1-ALPHA_OH-GAMMA_LANDH)*REALWH^(1-XIXI_OH)+ALPHA_OH*REALRH^(1-XIXI_OH)+GAMMA_LANDH*REALPLANDH^(1-XIXI_OH))^(1/(1-XIXI_OH)) ;
- LANDH = GAMMA_LANDH*(REALPLANDH/(REALP_QOH*Z_OH))^(-XIXI_OH)*T_OH/Z_OH ;
- REALP_ONH = (NY_NH*REALP_QOH^(1-EPS_ONH)+(1-NY_NH)*REALP_MOH^(1-EPS_ONH)*(BIGGAM_MONH-COST_MONH*(M_ONH/O_NH/(M_ONH(-1)/O_NH(-1))-1)*M_ONH/O_NH/(M_ONH(-1)/O_NH(-1)))^(EPS_ONH-1))^(1/(1-EPS_ONH)) ;
- REALP_OTH = (NY_TH*REALP_QOH^(1-EPS_OTH)+(1-NY_TH)*REALP_MOH^(1-EPS_OTH)*(BIGGAM_MOTH-COST_MOTH*(M_OTH/O_TH/(M_OTH(-1)/O_TH(-1))-1)*M_OTH/O_TH/(M_OTH(-1)/O_TH(-1)))^(EPS_OTH-1))^(1/(1-EPS_OTH)) ;
- SSH*TH = SSH*QH+SSF*MF ;
- SSH*T_OH = SSH*Q_ONH+SSH*Q_OTH+SSF*M_ONF+SSF*M_OTF ;
- REALP_MOH = REALP_QOF*REALEXH ;
- ZZ_GDP_PPP_RATH = GDPH/REALEX/GDPF ;
- XI = CHI0*(exp(CHI1*REALEX*REALBH)+CHI2*(REALEX*(REALBH-REALBH(-1)/PIEF)/GDPH)^2+CHI3*(REALEX*(REALBH-REALBH(-1)/PIEF)/GDPH-REALEX(-1)*(REALBH(-1)-REALBH1(-1)/PIEF(-1))/GDPH(-1))^2-1)/(exp(CHI1*REALEX*REALBH)+CHI2*(REALEX*(REALBH-REALBH(-1)/PIEF)/GDPH)^2+CHI3*(REALEX*(REALBH-REALBH(-1)/PIEF)/GDPH-REALEX(-1)*(REALBH(-1)-REALBH1(-1)/PIEF(-1))/GDPH(-1))^2+1)+ZBH ;
- 1 = RNOMF*(1-XI)*DEEH*DEPEX(+1) ;
- DEPEX = PIEH/PIEF*REALEX/REALEX(-1) ;
- REALFINH = RNOMF(-1)*(1-XI(-1))*REALEX*REALBH(-1)/PIEF ;
- SSH*DEEH*PIEH(+1)*REALFINH(+1) = SSH*REALFINH+SSH*RNOMF(-1)*XI(-1)*REALEX*REALBH(-1)/PIEF+REALTBALH ;
- REALEXH = REALEX ;
- REALEXF = 1/REALEXH ;
- ZZ_REALEX = 100*log(REALEX) ;
- -(1-BIGGAMMH)*REALPBARMH/REALPMH*(REALPBARMH/REALEX*(1-THETAF)+ETAH*REALPNH/REALEX+THETAF*REALMCTF) = -(REALPBARMH/REALEX-REALMCTF)*(LILCAPPA7H*PIEBARMH/PIE4TARH^0.25*(PIEBARMH/PIE4TARH^0.25-1)+LILCAPPA8H*PIEBARMH/PIEBARMH(-1)*(PIEBARMH/PIEBARMH(-1)-1))+DEEF*PIEF(+1)*(REALPBARMH(+1)/REALEX(+1)-REALMCTF(+1))*MH(+1)/MH*(LILCAPPA7H*PIEBARMH(+1)/PIE4TARH^0.25*(PIEBARMH(+1)/PIE4TARH^0.25-1)+LILCAPPA8H*PIEBARMH(+1)/PIEBARMH*(PIEBARMH(+1)/PIEBARMH-1)) ;
- GDPH = AH+REALPNH*GNH+EXPORTSH-IMPORTSH+(RNOMF(-1)-1)*REALEX*REALBH(-1)/PIEF ;
- GDPH_NAT = AH+REALPNH_EXOG*GNH+EXPORTSH_NAT-IMPORTSH_NAT ;
- CH_NAT = CH*(1+SHOPH) ;
- GH_NAT = GAH+REALPNH_EXOG*GNH ;
- XH_NAT = SSF/SSH*REALEX_EXOG*REALPBARMF_EXOG*MF ;
- MH_NAT = REALPBARMH_EXOG*MH ;
- CURBALH_RAT = REALEX*(REALBH-REALBH(-1)/PIEF)/GDPH ;
- REALTBALH = SSF*(REALPBARMF*MF+REALP_MOF*M_ONF+REALP_MOF*M_OTF)*REALEX-SSH*(REALPBARMH*MH+REALP_MOH*M_ONH+REALP_MOH*M_OTH) ;
- EXPORTSH = SSF/SSH*(REALPBARMF*MF+REALP_MOF*M_ONF+REALP_MOF*M_OTF)*REALEX ;
- IMPORTSH = REALPBARMH*MH+REALP_MOH*M_ONH+REALP_MOH*M_OTH ;
- EXPORTSH_NAT = SSF/SSH*(REALPBARMF_EXOG*MF+REALP_MOF_EXOG*M_ONF+REALP_MOF_EXOG*M_OTF)*REALEX_EXOG ;
- IMPORTSH_NAT = REALPBARMH_EXOG*MH+REALP_MOH_EXOG*M_ONH+REALP_MOH_EXOG*M_OTH ;
- ZZ_UTILITYF = (ZUF*(CF-HF)^(1-SIGMAF)-1)/(1-SIGMAF)-CAPAF*LF^(1+ZEDF)/(1+ZEDF) ;
- ZZ_GF = 100*log(GF_NAT) ;
- ZZ_CURBALF_RAT = CURBALF_RAT*100 ;
- ZZ_M_SHARF = REALPBARMF*MF/AF ;
- ZZ_M_O_SHARF = (REALP_MOF*M_ONF+REALP_MOF*M_OTF)/AF ;
- ZZ_M_ON_SHARF = REALP_MOF*M_ONF/AF ;
- ZZ_M_OT_SHARF = REALP_MOF*M_OTF/AF ;
- ZZ_N_SHARF = NF*REALPNF/AF ;
- ZZ_EYE_SHARF = EYEF/GDPF ;
- ZZ_C_SHARF = CF/GDPF ;
- ZZ_GDPF = 100*log(GDPF_NAT) ;
- ZZ_CF = 100*log(CF_NAT) ;
- ZZ_EYEF = 100*log(EYEF) ;
- ZZ_EXPORTSF = 100*log(EXPORTSF_NAT) ;
- ZZ_IMPORTSF = 100*log(IMPORTSF_NAT) ;
- ZZ_XBALF_TOT_RAT = 100*(EXPORTSF_NAT-IMPORTSF_NAT)/GDPF_NAT ;
- ZZ_PIE4F = 100*(PIE4F-1) ;
- ZZ_DPIE4F = ZZ_PIE4F-ZZ_PIE4F(-1) ;
- ZZ_RNOMF = 100*(RNOMF^4-1) ;
- ZZ_DRNOMF = ZZ_RNOMF-ZZ_RNOMF(-1) ;
- 100*(PIE4TARF-1) = 1*100*(PIE4TARF_SS-1)+(1-1)*100*(PIE4TARF(-1)-1)+E_PIE4TARF ;
- log(ZUF) = 0.3*log(ZUF_SS)+0.7*log(ZUF(-1))+E_ZUF ;
- ZBF = 0.3*ZBF_SS+0.7*ZBF(-1)+E_ZBF ;
- log(LANDF) = 0.05*log(LANDF_SS)+0.95*log(LANDF(-1))+E_LANDF ;
- log(ZTF) = 0.05*log(ZTF_SS)+0.95*log(ZTF(-1))+E_LANDF ;
- log(ZNF) = 0.05*log(ZNF_SS)+0.95*log(ZNF(-1))+E_LANDF ;
- log(Z_OF) = 0.05*log(Z_OF_SS)+0.95*log(Z_OF(-1))+E_LANDF ;
- ZEYEF = 0.05*ZEYEF_SS+0.95*ZEYEF(-1)+E_ZEYEF ;
- CAPAF = 0.05*CAPAF_SS+0.95*CAPAF(-1)+E_CAPAF ;
- log(GAMMAF) = 0.05*log(GAMMAF_SS)+0.95*log(GAMMAF(-1))+E_GAMMAF ;
- BIGGAM_O_NF = 1-COST_O_NF/2*(O_NF/NF/(O_NF(-1)/NF(-1))-1)^2 ;
- BIGGAM_O_TF = 1-COST_O_TF/2*(O_TF/TF/(O_TF(-1)/TF(-1))-1)^2 ;
- O_NF = GAMA_NF*NF/ZNF*(REALP_ONF/(REALMCNF*ZNF))^(-XIXI_NF)*(BIGGAM_O_NF-COST_O_NF*(O_NF/NF/(O_NF(-1)/NF(-1))-1)*O_NF/NF/(O_NF(-1)/NF(-1)))^XIXI_NF/BIGGAM_O_NF ;
- O_TF = GAMA_TF*TF/ZTF*(REALP_OTF/(REALMCTF*ZTF))^(-XIXI_TF)*(BIGGAM_O_TF-COST_O_TF*(O_TF/TF/(O_TF(-1)/TF(-1))-1)*O_TF/TF/(O_TF(-1)/TF(-1)))^XIXI_NF/BIGGAM_O_TF ;
- NF = ZNF*((1-ALPHANF-GAMA_NF)^(1/XIXI_NF)*LNF^(1-1/XIXI_NF)+ALPHANF^(1/XIXI_NF)*KNF^(1-1/XIXI_NF)+GAMA_NF^(1/XIXI_NF)*(BIGGAM_O_NF*O_NF)^(1-1/XIXI_NF))^(XIXI_NF/(XIXI_NF-1)) ;
- TF = ZTF*((1-ALPHATF-GAMA_TF)^(1/XIXI_TF)*LTF^(1-1/XIXI_TF)+ALPHATF^(1/XIXI_TF)*KTF^(1-1/XIXI_TF)+GAMA_TF^(1/XIXI_TF)*(BIGGAM_O_TF*O_TF)^(1-1/XIXI_TF))^(XIXI_TF/(XIXI_TF-1)) ;
- REALMCNF = 1/ZNF*((1-ALPHANF-GAMA_NF)*REALWF^(1-XIXI_NF)+ALPHANF*REALRF^(1-XIXI_NF)+GAMA_NF*REALP_ONF^(1-XIXI_NF)*(BIGGAM_O_NF-COST_O_NF*(O_NF/NF/(O_NF(-1)/NF(-1))-1)*O_NF/NF/(O_NF(-1)/NF(-1)))^(XIXI_NF-1))^(1/(1-XIXI_NF)) ;
- REALMCTF = 1/ZTF*((1-ALPHATF-GAMA_TF)*REALWF^(1-XIXI_TF)+ALPHATF*REALRF^(1-XIXI_TF)+GAMA_TF*REALP_OTF^(1-XIXI_TF)*(BIGGAM_O_TF-COST_O_TF*(O_TF/TF/(O_TF(-1)/TF(-1))-1)*O_TF/TF/(O_TF(-1)/TF(-1)))^(XIXI_TF-1))^(1/(1-XIXI_TF)) ;
- MARGUTF = (CF-B2F*HF)^(-SIGMAF)*ZUF ;
- HF = (1-B0F)*HF(-1)+B0F*B1F*CF(-1) ;
- VPRIMEF = CAPAF*LF^ZEDF ;
- AF^(1-1/EPSF) = GAMMAF^(1/EPSF)*(NYF^(1/EPSQMF)*QF^(1-1/EPSQMF)+(1-NYF)^(1/EPSQMF)*(MF*BIGGAMIMPF)^(1-1/EPSQMF))^(EPSQMF/(EPSQMF-1)*(1-1/EPSF))+(1-GAMMAF)^(1/EPSF)*NNF^(1-1/EPSF) ;
- QF = GAMMAF*NYF*REALPQF^(-EPSQMF)*AF*REALPXF^(EPSQMF-EPSF) ;
- MF = GAMMAF*(1-NYF)*REALPMF^(-EPSQMF)*AF*REALPXF^(EPSQMF-EPSF)*1/BIGGAMIMPF*(BIGGAMIMPF-COSTF*(MF/AF/(MF(-1)/AF(-1))-1)*MF/AF/(MF(-1)/AF(-1)))^EPSQMF ;
- REALPXF = (NYF*REALPQF^(1-EPSQMF)+(1-NYF)*REALPMF^(1-EPSQMF)*(BIGGAMIMPF-COSTF*(MF/AF/(MF(-1)/AF(-1))-1)*MF/AF/(MF(-1)/AF(-1)))^(EPSQMF-1))^(1/(1-EPSQMF)) ;
- BIGGAMIMPF = 1-COSTF/2*(MF/AF/(MF(-1)/AF(-1))-1)^2 ;
- NNF = (1-GAMMAF)*REALPNF^(-EPSF)*AF ;
- NF = NNF+ETAF*MF+ETAF*QF+GNF ;
- PIENF = REALPNF/REALPNF(-1)*PIEF ;
- BIGGAMNF = LILCAPPA3F/2*(PIENF/PIE4TARF^0.25-1)^2+LILCAPPA4F/2*(PIENF/PIENF(-1)-1)^2 ;
- -(1-BIGGAMNF)*(REALPNF*(1-THETAF)+THETAF*REALMCNF) = -(REALPNF-REALMCNF)*(LILCAPPA3F*PIENF/PIE4TARF^0.25*(PIENF/PIE4TARF^0.25-1)+LILCAPPA4F*PIENF/PIENF(-1)*(PIENF/PIENF(-1)-1))+DEEF*PIEF(+1)*(REALPNF(+1)-REALMCNF(+1))*NF(+1)/NF*(LILCAPPA3F*PIENF(+1)/PIE4TARF^0.25*(PIENF(+1)/PIE4TARF^0.25-1)+LILCAPPA4F*PIENF(+1)/PIENF*(PIENF(+1)/PIENF-1)) ;
- PIEBARQF = PIEF*REALPBARQF/REALPBARQF(-1) ;
- BIGGAMQF = LILCAPPA5F/2*(PIEBARQF/PIE4TARF^0.25-1)^2+LILCAPPA6F/2*(PIEBARQF/PIEBARQF(-1)-1)^2 ;
- -(1-BIGGAMQF)*REALPBARQF/REALPQF*(REALPBARQF*(1-THETAF)+ETAF*REALPNF+THETAF*REALMCTF) = -(REALPBARQF-REALMCTF)*(LILCAPPA5F*PIEBARQF/PIE4TARF^0.25*(PIEBARQF/PIE4TARF^0.25-1)+LILCAPPA6F*PIEBARQF/PIEBARQF(-1)*(PIEBARQF/PIEBARQF(-1)-1))+DEEF*PIEF(+1)*(REALPBARQF(+1)-REALMCTF(+1))*QF(+1)/QF*(LILCAPPA5F*PIEBARQF(+1)/PIE4TARF^0.25*(PIEBARQF(+1)/PIE4TARF^0.25-1)+LILCAPPA6F*PIEBARQF(+1)/PIEBARQF*(PIEBARQF(+1)/PIEBARQF-1)) ;
- REALPQF = REALPBARQF+ETAF*REALPNF ;
- KF = KF(-1)*(1-DELTAF)+PSIF(-1)*KF(-1) ;
- PSIF = EYEF/KF-OMEGAF/2*(EYEF/KF-DELTAF*(1+ZEYEF))^2-OMEGA0F/2*(EYEF/KF-EYEF(-1)/KF(-1))^2 ;
- PSIPRIMEF = 1-OMEGAF*(EYEF/KF-DELTAF*(1+ZEYEF))-OMEGA0F*(EYEF/KF-EYEF(-1)/KF(-1)) ;
- 1/PSIPRIMEF = DEEF*PIEF(+1)*(REALRF(+1)+1/PSIPRIMEF(+1)*(1-DELTAF+PSIF(+1)*(1-PSIPRIMEF(+1)*EYEF(+1)/(PSIF(+1)*KF(+1))))) ;
- BIGGAMF = LILCAPPA1F/2*(PIEWF/PIE4TARF^0.25-1)^2+LILCAPPA2F/2*(PIEWF/PIEWF(-1)-1)^2 ;
- PIEF*REALWF/REALWF(-1) = PIEWF ;
- REALWF = PHIF*VPRIMEF/MARGUTF*((PHIF-1)*(1-BIGGAMF)+PIEWF*LILCAPPA1F/PIE4TARF^0.25*(PIEWF/PIE4TARF^0.25-1)+PIEWF/PIEWF(-1)*LILCAPPA2F*(PIEWF/PIEWF(-1)-1)-DEEF*PIEWF(+1)*LF(+1)/LF*LILCAPPA1F*PIEWF(+1)/PIE4TARF^0.25*(PIEWF(+1)/PIE4TARF^0.25-1)-DEEF*PIEWF(+1)*LF(+1)/LF*LILCAPPA2F*PIEWF(+1)/(REALWF/REALWF(-1))*(PIEWF(+1)/PIEWF-1))^(-1) ;
- DEEF = BET*MARGUTF(+1)/PIEF(+1)/MARGUTF*(1+SHOPF+SHOPPRIMEF*VELOF)/(1+SHOPF(+1)+SHOPPRIMEF(+1)*VELOF(+1)) ;
- SHOPF = A_ZEROF*VELOF+A_ONEF/VELOF-2*(A_ZEROF*A_ONEF)^0.5 ;
- SHOPPRIMEF = A_ZEROF-A_ONEF*VELOF^(-2) ;
- VELOF = CF/REALMONEYF ;
- DEEF = 1-SHOPPRIMEF*VELOF^2 ;
- 1 = RNOMF*DEEF ;
- 100*(RNOMF^4-1) = (1-XDUMF)*100*(RNOM_EXOGF^4-1)+XDUMF*(XR3F*100*(RNOMF(-1)^4-1)+(1-XR3F)*(100*((1/BET*PIE4F^0.25)^4-1)+XR1F*(100*(PIE4F-1)-100*(PIE4TARF-1))+XR4F*100*(DEPEX^4-1)+XR2F*GDPGAPF)) ;
- GDPGAPF = 100*(GDPF_NAT-GDPF_EXOG)/GDPF_EXOG ;
- PIE4F = PIEF*PIEF(-1)*PIEF1(-1)*PIEF2(-1) ;
- AF = CF*(1+SHOPF)+EYEF+GAF ;
- GAF = .05*(GA_RATF*(GLAMBDAF*GDPF_NAT+(1-GLAMBDAF)*GDPF_EXOG))+.95*GAF(-1)+E_GAF;
- GNF = GN_RATF*(GLAMBDAF*GDPF_NAT+(1-GLAMBDAF)*GDPF_EXOG)/REALPNF_EXOG ;
- PIEBARMF = PIEF*REALPBARMF/REALPBARMF(-1) ;
- BIGGAMMF = LILCAPPA7F/2*(PIEBARMF/PIE4TARF^0.25-1)^2+LILCAPPA8F/2*(PIEBARMF/PIEBARMF(-1)-1)^2 ;
- REALPMF = REALPBARMF+ETAF*REALPNF ;
- KNF_RAT = ALPHANF/(1-ALPHANF-GAMA_NF)*(REALWF/REALRF)^XIXI_NF ;
- KTF_RAT = ALPHATF/(1-ALPHATF-GAMA_TF)*(REALWF/REALRF)^XIXI_TF ;
- KNF_RAT = KNF/LNF ;
- KTF_RAT = KTF/LTF ;
- KF = KTF+KNF+K_OF ;
- LF = (LNF+LTF+L_OF)*(1-COSTLF/2*(LNF/(LTF+L_OF)/(LNF(-1)/(LTF(-1)+L_OF(-1)))-1)^2) ;
- T_OF = Z_OF*((1-ALPHA_OF-GAMMA_LANDF)^(1/XIXI_OF)*L_OF^(1-1/XIXI_OF)+ALPHA_OF^(1/XIXI_OF)*K_OF^(1-1/XIXI_OF)+GAMMA_LANDF^(1/XIXI_OF)*LANDF^(1-1/XIXI_OF))^(XIXI_OF/(XIXI_OF-1)) ;
- Q_ONF = NY_NF*(REALP_QOF/REALP_ONF)^(-EPS_ONF)*O_NF ;
- Q_OTF = NY_TF*(REALP_QOF/REALP_OTF)^(-EPS_OTF)*O_TF ;
- M_ONF = (1-NY_NF)*(REALP_MOF/REALP_ONF)^(-EPS_ONF)*O_NF*(BIGGAM_MONF-COST_MONF*(M_ONF/O_NF/(M_ONF(-1)/O_NF(-1))-1)*M_ONF/O_NF/(M_ONF(-1)/O_NF(-1)))^EPS_ONF/BIGGAM_MONF ;
- M_OTF = (1-NY_TF)*(REALP_MOF/REALP_OTF)^(-EPS_OTF)*O_TF*(BIGGAM_MOTF-COST_MOTF*(M_OTF/O_TF/(M_OTF(-1)/O_TF(-1))-1)*M_OTF/O_TF/(M_OTF(-1)/O_TF(-1)))^EPS_OTF/BIGGAM_MOTF ;
- BIGGAM_MONF = 1-COST_MONF/2*(M_ONF/O_NF/(M_ONF(-1)/O_NF(-1))-1)^2 ;
- BIGGAM_MOTF = 1-COST_MOTF/2*(M_OTF/O_TF/(M_OTF(-1)/O_TF(-1))-1)^2 ;
- K_OF_RAT = ALPHA_OF/(1-ALPHA_OF-GAMMA_LANDF)*(REALWF/REALRF)^XIXI_OF ;
- K_OF_RAT = K_OF/L_OF ;
- REALP_QOF = 1/Z_OF*((1-ALPHA_OF-GAMMA_LANDF)*REALWF^(1-XIXI_OF)+ALPHA_OF*REALRF^(1-XIXI_OF)+GAMMA_LANDF*REALPLANDF^(1-XIXI_OF))^(1/(1-XIXI_OF)) ;
- LANDF = GAMMA_LANDF*(REALPLANDF/(REALP_QOF*Z_OF))^(-XIXI_OF)*T_OF/Z_OF ;
- REALP_ONF = (NY_NF*REALP_QOF^(1-EPS_ONF)+(1-NY_NF)*REALP_MOF^(1-EPS_ONF)*(BIGGAM_MONF-COST_MONF*(M_ONF/O_NF/(M_ONF(-1)/O_NF(-1))-1)*M_ONF/O_NF/(M_ONF(-1)/O_NF(-1)))^(EPS_ONF-1))^(1/(1-EPS_ONF)) ;
- REALP_OTF = (NY_TF*REALP_QOF^(1-EPS_OTF)+(1-NY_TF)*REALP_MOF^(1-EPS_OTF)*(BIGGAM_MOTF-COST_MOTF*(M_OTF/O_TF/(M_OTF(-1)/O_TF(-1))-1)*M_OTF/O_TF/(M_OTF(-1)/O_TF(-1)))^(EPS_OTF-1))^(1/(1-EPS_OTF)) ;
- SSF*TF = SSF*QF+SSH*MH ;
- SSF*T_OF = SSF*Q_ONF+SSF*Q_OTF+SSH*M_ONH+SSH*M_OTH ;
- REALP_MOF = REALP_QOH*REALEXF ;
- SSH*REALBH+SSF*REALBF = 0 ;
- REALTBALF = SSF*(REALPBARMF*MF+REALP_MOF*M_ONF+REALP_MOF*M_OTF)-SSH*(REALPBARMH*MH+REALP_MOH*M_ONH+REALP_MOH*M_OTH)*1/REALEX ;
- EXPORTSF = SSH/SSF*(REALPBARMH*MH+REALP_MOH*M_ONH+REALP_MOH*M_OTH)*1/REALEX ;
- IMPORTSF = REALPBARMF*MF+REALP_MOF*M_ONF+REALP_MOF*M_OTF ;
- EXPORTSF_NAT = SSH/SSF*(REALPBARMH_EXOG*MH+REALP_MOH_EXOG*M_ONH+REALP_MOH_EXOG*M_OTH)*1/REALEX_EXOG ;
- IMPORTSF_NAT = REALPBARMF_EXOG*MF+REALP_MOF_EXOG*M_ONF+REALP_MOF_EXOG*M_OTF ;
- -(1-BIGGAMMF)*REALPBARMF/REALPMF*(REALPBARMF*REALEX*(1-THETAH)+ETAF*REALPNF*REALEX+THETAH*REALMCTH) = -(REALPBARMF*REALEX-REALMCTH)*(LILCAPPA7F*PIEBARMF/PIE4TARF^0.25*(PIEBARMF/PIE4TARF^0.25-1)+LILCAPPA8F*PIEBARMF/PIEBARMF(-1)*(PIEBARMF/PIEBARMF(-1)-1))+DEEH*PIEH(+1)*(REALPBARMF(+1)*REALEX(+1)-REALMCTH(+1))*MF(+1)/MF*(LILCAPPA7F*PIEBARMF(+1)/PIE4TARF^0.25*(PIEBARMF(+1)/PIE4TARF^0.25-1)+LILCAPPA8F*PIEBARMF(+1)/PIEBARMF*(PIEBARMF(+1)/PIEBARMF-1)) ;
- GDPF = AF+REALPNF*GNF+EXPORTSF-IMPORTSF+(RNOMF(-1)-1)*REALBF(-1)/PIEF ;
- GDPF_NAT = AF+REALPNF_EXOG*GNF+EXPORTSF_NAT-IMPORTSF_NAT ;
- CF_NAT = CF*(1+SHOPF) ;
- GF_NAT = GAF+REALPNF_EXOG*GNF ;
- XF_NAT = SSH/SSF*1/REALEX_EXOG*REALPBARMH_EXOG*MH ;
- MF_NAT = REALPBARMF_EXOG*MF ;
- CURBALF_RAT = -(REALTBALH/REALEX/SSF/GDPF)+(RNOMF(-1)-1)*REALBF(-1)/PIEF/GDPF ;
- PIEF1 = PIEF(-1);
- PIEF2 = PIEF1(-1);
- PIEH1 = PIEH(-1);
- PIEH2 = PIEH1(-1);
- REALBH1 = REALBH(-1);
-end;
-
-initval;
-AF=2.17350447531715;
-AH=2.61461230039988;
-BIGGAMF=0;
-BIGGAMH=0;
-BIGGAMIMPF=1;
-BIGGAMIMPH=1;
-BIGGAMMF=0;
-BIGGAMMH=0;
-BIGGAMNF=0;
-BIGGAMNH=0;
-BIGGAMQF=0;
-BIGGAMQH=0;
-BIGGAM_MONF=1;
-BIGGAM_MONH=1;
-BIGGAM_MOTF=1;
-BIGGAM_MOTH=1;
-BIGGAM_O_NF=1;
-BIGGAM_O_NH=1;
-BIGGAM_O_TF=1;
-BIGGAM_O_TH=1;
-CAPAF=11;
-CAPAH=11;
-CF=1.77599320017707;
-CF_NAT=1.77797456682707;
-CH=2.10139281352027;
-CH_NAT=2.10373720855446;
-CURBALF_RAT=2.20209042676066e-018;
-CURBALH_RAT=0;
-DEEF=0.963834712172592;
-DEEH=0.963834712172592;
-DEPEX=1;
-EXPORTSF=0.0374229290542059;
-EXPORTSF_NAT=0.0374229290542059;
-EXPORTSH=0.976573287861717;
-EXPORTSH_NAT=0.976573287861717;
-EYEF=0.27477965986135;
-EYEH=0.365618852934316;
-GAF=0.12075024862873;
-GAH=0.145256238911104;
-GAMMAF=0.5;
-GAMMAH=0.25;
-GDPF=2.41500497257461;
-GDPF_NAT=2.41500497257461;
-GDPGAPF=0;
-GDPGAPH=0;
-GDPH=2.90512477822209;
-GDPH_NAT=2.90512477822209;
-GF_NAT=0.362250745886191;
-GH_NAT=0.435768716733313;
-GNF=0.287269571519256;
-GNH=0.321902361090147;
-HF=1.68719354016822;
-HH=1.99632317284426;
-IMPORTSF=0.0374229290542059;
-IMPORTSF_NAT=0.0374229290542059;
-IMPORTSH=0.976573287861718;
-IMPORTSH_NAT=0.976573287861718;
-KF=10.991186394454;
-KH=14.6247541173726;
-KNF=6.33686501417153;
-KNF_RAT=22.6981730731029;
-KNH=11.034700665508;
-KNH_RAT=22.8755992006951;
-KTF=2.97137434524903;
-KTF_RAT=22.6981730731029;
-KTH=2.23720856941572;
-KTH_RAT=114.377996003476;
-K_OF=1.68294703503345;
-K_OF_RAT=7.27127622255245;
-K_OH=1.35284488244891;
-K_OH_RAT=8.16985685739111;
-LANDF=0.1;
-LANDH=0.1;
-LF=0.64153899810027;
-LH=0.667528221502678;
-LNF=0.279179517830034;
-LNH=0.482378650224502;
-LTF=0.130908083909629;
-LTH=0.019559781143112;
-L_OF=0.231451396360608;
-L_OH=0.165589790135064;
-MARGUTF=2.24145263303312;
-MARGUTH=2.11921125101343;
-MF=0.0196445696804563;
-MF_NAT=0.0171196449669319;
-MH=0.438784845846124;
-MH_NAT=0.522472906750236;
-M_ONF=0.0143006671963624;
-M_ONH=0.134410532365428;
-M_OTF=0.00670562423725087;
-M_OTH=0.143002828997546;
-NF=1.91582345366461;
-NH=2.609674642079;
-NNF=1.31534385473198;
-NNH=2.19524942542191;
-O_NF=0.387338325509274;
-O_NH=0.147043832240678;
-O_TF=0.18162406186278;
-O_TH=0.148205762233076;
-PIE4F=1.125;
-PIE4H=1.125;
-PIE4TARF=1.125;
-PIE4TARH=1.125;
-PIEBARMF=1.02988357195356;
-PIEBARMH=1.02988357195356;
-PIEBARQF=1.02988357195356;
-PIEBARQH=1.02988357195356;
-PIEF=1.02988357195356;
-PIEF1=1.02988357195356;
-PIEF2=1.02988357195356;
-PIEH=1.02988357195356;
-PIEH1=1.02988357195356;
-PIEH2=1.02988357195356;
-PIENF=1.02988357195356;
-PIENH=1.02988357195356;
-PIEWF=1.02988357195356;
-PIEWH=1.02988357195356;
-PSIF=0.025;
-PSIH=0.025;
-PSIPRIMEF=1;
-PSIPRIMEH=1;
-QF=0.875241222929181;
-QH=0.0238294319885835;
-Q_ONF=0.373740369418894;
-Q_ONH=0.0132636199615755;
-Q_OTF=0.175247940896905;
-Q_OTH=0.00547180886242481;
-REALBF=0;
-REALBH=0;
-REALBH1=0;
-REALEX=1.3734519289908;
-REALEXF=0.728092464608345;
-REALEXH=1.3734519289908;
-REALFINH=0;
-REALMCNF=0.700562935771035;
-REALMCNH=0.752071934789911;
-REALMCTF=0.700562935771035;
-REALMCTH=0.930081384894704;
-REALMONEYF=0.558667031035572;
-REALMONEYH=0.661026677383566;
-REALPBARMF=0.87146958398196;
-REALPBARMH=1.19072687148694;
-REALPBARQF=0.899522809530009;
-REALPBARQH=1.15219711474356;
-REALPLANDF=0.554831427212494;
-REALPLANDH=0.414697221827051;
-REALPMF=1.16570601700579;
-REALPMH=1.37122413583652;
-REALPNF=0.840675522925242;
-REALPNH=0.902486321747893;
-REALPQF=1.19375924255384;
-REALPQH=1.33269437909314;
-REALPXF=1.19317131724075;
-REALPXH=1.36926881180313;
-REALP_MOF=0.966533486000563;
-REALP_MOH=1.63690883121281;
-REALP_ONF=1.18566549908199;
-REALP_ONH=1.61601524261254;
-REALP_OTF=1.18566549908199;
-REALP_OTH=1.62845456685201;
-REALP_QOF=1.1918209852569;
-REALP_QOH=1.32748728078168;
-REALRF=0.0324170717777328;
-REALRH=0.0324170717777329;
-REALTBALF=-6.93889390390723e-018;
-REALTBALH=-6.93889390390723e-018;
-REALWF=2.42667732699502;
-REALWH=2.83454771236558;
-RNOMF=1.03752229232945;
-RNOMH=1.03752229232945;
-SHOPF=0.00111563864647424;
-SHOPH=0.00111563864647424;
-SHOPPRIMEF=0.00357861859467432;
-SHOPPRIMEH=0.00357861859467432;
-TF=0.89833516218424;
-TH=0.397076255917254;
-T_OF=0.563589013545429;
-T_OH=0.417854966062653;
-VELOF=3.17898336847443;
-VELOH=3.17898336847443;
-VPRIMEF=3.62618818940983;
-VPRIMEH=4.00467026905301;
-XF_NAT=0.0200215045456245;
-XH_NAT=0.446747178665936;
-XI=0;
-ZBF=0;
-ZBH=0;
-ZEYEF=0;
-ZEYEH=0;
-ZNF=1;
-ZNH=1;
-ZTF=1;
-ZTH=0.6;
-ZUF=1;
-ZUH=1;
-ZZ_CF=57.5474832617676;
-ZZ_CH=74.3715386197541;
-ZZ_CURBALF_RAT=2.20209042676066e-016;
-ZZ_CURBALH_RAT=0;
-ZZ_C_SHARF=0.735399396831762;
-ZZ_C_SHARH=0.723339950584259;
-ZZ_DPIE4F=0;
-ZZ_DPIE4H=0;
-ZZ_DRNOMF=0;
-ZZ_DRNOMH=0;
-ZZ_EXPORTSF=-328.547168610049;
-ZZ_EXPORTSH=-2.37054799079326;
-ZZ_EYEF=-129.17857393452;
-ZZ_EYEH=-100.616387362469;
-ZZ_EYE_SHARF=0.113780163180538;
-ZZ_EYE_SHARH=0.12585306341233;
-ZZ_GDPF=88.1701346139521;
-ZZ_GDPH=106.647634229781;
-ZZ_GDP_PPP_RATH=0.875857186130553;
-ZZ_GF=-101.541863874636;
-ZZ_GH=-83.0643642588075;
-ZZ_IMPORTSF=-328.547168610049;
-ZZ_IMPORTSH=-2.37054799079323;
-ZZ_M_ON_SHARF=0.0063593490946998;
-ZZ_M_ON_SHARH=0.084149297164759;
-ZZ_M_OT_SHARF=0.00298191719568198;
-ZZ_M_OT_SHARH=0.0895286056899133;
-ZZ_M_O_SHARF=0.00934126629038178;
-ZZ_M_O_SHARH=0.173677902854672;
-ZZ_M_SHARF=0.00787651700806085;
-ZZ_M_SHARH=0.19982806118916;
-ZZ_N_SHARF=0.741008772713445;
-ZZ_N_SHARH=0.90078198910348;
-ZZ_PIE4F=12.5;
-ZZ_PIE4H=12.5;
-ZZ_REALEX=31.7327227026121;
-ZZ_RNOMF=15.8749999999999;
-ZZ_RNOMH=15.8749999999999;
-ZZ_UTILITYF=-1.86610854895021;
-ZZ_UTILITYH=-1.9297829736965;
-ZZ_XBALF_TOT_RAT=0;
-ZZ_XBALH_TOT_RAT=-7.6432037132987e-015;
-Z_OF=1;
-Z_OH=1;
-
-E_ZBH=0;
-
-E_ZUH=0;
-E_ZUF=0;
-
-E_ZEYEH=0;
-E_ZEYEF=0;
-
-E_GAMMAH=0;
-E_GAMMAF=0;
-
-E_LANDH=0;
-E_LANDF=0;
-
-E_GAH = 0;
-E_GAF = 0;
-
-E_CAPAH=0;
-E_CAPAF=0;
-end;
-
-vcov = [
-0.000324 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0.0004 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0.00000001 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0.000004 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0.000289 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0.000025 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0.0049 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0.000001 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0.000016 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0.00001225 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0.0000005625 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0.01 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0.0001
-];
-
-order=2;
\ No newline at end of file
diff --git a/dynare++/tests/judd.mod b/dynare++/tests/judd.mod
deleted file mode 100644
index 7acfb1218c13241bc31235bd23956faa1e940b9f..0000000000000000000000000000000000000000
--- a/dynare++/tests/judd.mod
+++ /dev/null
@@ -1,50 +0,0 @@
-var C K1 K2 L S1 S2 THETA V V1 V2;
-
-varexo KSI;
-
-parameters theta_ss lambda delta1 delta2 alpha1 alpha2 eta beta gamma depr1 depr2;
-
-theta_ss=1;
-lambda=0.8;
-delta1=0.1;
-delta2=0.05;
-alpha1=0.3;
-alpha2=0.15;
-eta=3;
-beta=0.95;
-gamma=0.5;
-depr1=0.1;
-depr2=0.05;
-
-model;
-C = THETA*K1^alpha1*K2^alpha2*L^(1-alpha1-alpha2)-S1*K1-S2*K2;
-K1 = (1-depr1+(1-0.5*delta1*S1)*S1)*K1(-1);
-K2 = (1-depr2+(1-0.5*delta2*S2)*S2)*K2(-1);
-THETA = THETA(-1)^lambda*theta_ss^(1-lambda)*exp(KSI);
-/*
-THETA = THETA(-1)*lambda+theta_ss*(1-lambda)+KSI;
-*/
-C^(-gamma)*THETA*K1^alpha1*K2^alpha2*L^(-alpha1-alpha2)*(1-alpha1-alpha2) = L^eta;
-C^(-gamma) = beta*V1(+1)*(1-delta1*S1);
-C^(-gamma) = beta*V2(+1)*(1-delta2*S2);
-V1 = C^(-gamma)*(alpha1*THETA*K1^(alpha1-1)*K2^alpha2*L^(1-alpha1-alpha2)-S1)+beta*V1(+1)*(1-depr1+(1-0.5*delta1*S1)*S1);
-V2 = C^(-gamma)*(alpha2*THETA*K1^alpha1*K2^(alpha2-1)*L^(1-alpha1-alpha2)-S2)+beta*V2(+1)*(1-depr2+(1-0.5*delta2*S2)*S2);
-V = (C^(1-gamma)/(1-gamma)-L^(1+eta)/(1+eta)) + beta*V(+1);
-end;
-
-initval;
-C= 1.33341818203972;
-K1= 3.80023995548668;
-K2= 3.80023995563911;
-L= 0.85120255261552;
-S1= 0;
-S2= 0;
-THETA= 1.00000000000000;
-V1= 0.59202988402399;
-V2= 0.59202988402399;
-V= -17.6239;
-end;
-
-vcov = [ 0.001 ];
-
-order = 6;
diff --git a/dynare++/tests/judd_norm.mod b/dynare++/tests/judd_norm.mod
deleted file mode 100644
index 30a74af3e6c4a8c2ae99c24d89cc2c99a5d83cc3..0000000000000000000000000000000000000000
--- a/dynare++/tests/judd_norm.mod
+++ /dev/null
@@ -1,50 +0,0 @@
-var C K1 K2 L S1 S2 THETA V V1 V2;
-
-varexo KSI;
-
-parameters theta_ss lambda delta1 delta2 alpha1 alpha2 eta beta gamma depr1 depr2;
-
-theta_ss=1;
-lambda=0.5;
-delta1=0.05;
-delta2=0.2;
-alpha1=0.3;
-alpha2=0.3;
-eta=3;
-beta=0.95;
-gamma=0.5;
-depr1=0.1;
-depr2=0.05;
-
-model;
-1 = (THETA*K1^alpha1*K2^alpha2*L^(1-alpha1-alpha2)-S1*K1-S2*K2)/C;
-1 = (1-depr1+(1-0.5*delta1*S1)*S1)*K1(-1)/K1;
-1 = (1-depr2+(1-0.5*delta2*S2)*S2)*K2(-1)/K2;
-1 = THETA(-1)^lambda/THETA*theta_ss^(1-lambda)*exp(KSI);
-/*
-1 = (THETA(-1)*lambda+theta_ss*(1-lambda)+KSI)/THETA;
-*/
-C^(-gamma)*THETA*K1^alpha1*K2^alpha2*L^(-alpha1-alpha2)*(1-alpha1-alpha2)*L^(-eta)=1;
-1 = beta*V1(+1)*(1-delta1*S1)*C^gamma;
-1 = beta*V2(+1)*(1-delta2*S2)*C^gamma;
-1 = (C^(-gamma)*(alpha1*THETA*K1^(alpha1-1)*K2^alpha2*L^(1-alpha1-alpha2)-S1)+beta*V1(+1)*(1-depr1+(1-0.5*delta1*S1)*S1))/V1;
-1 = (C^(-gamma)*(alpha2*THETA*K1^alpha1*K2^(alpha2-1)*L^(1-alpha1-alpha2)-S2)+beta*V2(+1)*(1-depr2+(1-0.5*delta2*S2)*S2))/V2;
-1 = (C^(1-gamma)/(1-gamma)-L^(1+eta)/(1+eta) + beta*V(+1))/V;
-end;
-
-initval;
-C =1.0997055 ;
-L =0.9425540 ;
-S1 =0.1005051 ;
-S2 =0.0500627 ;
-K1 =2.9378521 ;
-K2 =2.1952681 ;
-THETA =1. ;
-V =38.000392 ;
-V1 =1.0139701 ;
-V2 =1.0062981 ;
-end;
-
-vcov = [ 0.05 ];
-
-order = 5;
diff --git a/dynare++/tests/kp1980_1.mod b/dynare++/tests/kp1980_1.mod
deleted file mode 100644
index 8083544a1b34753dcc8bdf69c9699c29d522a769..0000000000000000000000000000000000000000
--- a/dynare++/tests/kp1980_1.mod
+++ /dev/null
@@ -1,41 +0,0 @@
-// Model from Kydland & Prescott JEDC 1980
-
-// case 1: optimal policy, in fact, optimal control
-
-var C G K TAU Z;
-
-varexo EPS;
-
-parameters eta beta alpha delta phi a rho;
-
-eta = 2;
-beta = 0.99;
-alpha = 0.3;
-delta = 0.10;
-phi = 2.5;
-a = 0.1;
-rho = 0.7;
-
-planner_objective C^(1-eta)/(1-eta) + a*G^(1-phi)/(1-phi);
-
-planner_discount beta;
-
-model;
-K = (1-delta)*K(-1) + (exp(Z(-1))*K(-1)^alpha - C(-1) - G(-1));
-G = TAU*alpha*K^alpha;
-Z = rho*Z(-1) + EPS;
-end;
-
-initval;
-TAU = 0.70;
-K = ((delta+1/beta-1)/alpha)^(1/(alpha-1));
-G = TAU*alpha*K^alpha;
-C = K^alpha - delta*K - G;
-Z = 0;
-end;
-
-order = 4;
-
-vcov = [
- 0.01
-];
diff --git a/dynare++/tests/kp1980_2.mod b/dynare++/tests/kp1980_2.mod
deleted file mode 100644
index 6d9d58f73396f30744ea9dde4d043195a0ae84c9..0000000000000000000000000000000000000000
--- a/dynare++/tests/kp1980_2.mod
+++ /dev/null
@@ -1,42 +0,0 @@
-// Model from Kydland & Prescott JEDC 1980
-
-// case 2: time inconsistent optimal policy with different policy and consumer objectives
-
-var C G K TAU Z;
-
-varexo EPS;
-
-parameters eta beta alpha delta phi a rho;
-
-eta = 2;
-beta = 0.99;
-alpha = 0.3;
-delta = 0.10;
-phi = 2.5;
-a = 0.1;
-rho = 0.7;
-
-planner_objective C^(1-eta)/(1-eta) + a*G^(1-phi)/(1-phi);
-
-planner_discount beta;
-
-model;
-K = (1-delta)*K(-1) + (exp(Z(-1))*K(-1)^alpha - C(-1) - G(-1));
-G = TAU*alpha*K^alpha;
-Z = rho*Z(-1) + EPS;
-C^(-eta) = beta*C(+1)^(-eta)*(1-delta+exp(Z(+1))*alpha*K(+1)^(alpha-1)*(1-alpha*TAU(+1)));
-end;
-
-initval;
-TAU = 0.70;
-K = ((delta+1/beta-1)/(alpha*(1-alpha*TAU)))^(1/(alpha-1));
-G = TAU*alpha*K^alpha;
-C = K^alpha - delta*K - G;
-Z = 0;
-end;
-
-order = 4;
-
-vcov = [
- 0.01
-];
diff --git a/dynare++/tests/kp1980_3.mod b/dynare++/tests/kp1980_3.mod
deleted file mode 100644
index 9bb36f12680c72698c289166966747c8dde9a43f..0000000000000000000000000000000000000000
--- a/dynare++/tests/kp1980_3.mod
+++ /dev/null
@@ -1,42 +0,0 @@
-// Model from Kydland & Prescott JEDC 1980
-
-// case 3: optimal policy with consistent objective (equivalent to kp1980_1.dyn)
-
-var C G K TAU Z;
-
-varexo EPS;
-
-parameters eta beta alpha delta phi a rho;
-
-eta = 2;
-beta = 0.99;
-alpha = 0.3;
-delta = 0.10;
-phi = 2.5;
-a = 0.1;
-rho = 0.7;
-
-planner_objective C^(1-eta)/(1-eta) + a*G^(1-phi)/(1-phi);
-
-planner_discount beta;
-
-model;
-K = (1-delta)*K(-1) + (exp(Z(-1))*K(-1)^alpha - C(-1) - G(-1));
-G = TAU*alpha*K^alpha;
-Z = rho*Z(-1) + EPS;
-C^(-eta) = beta*C(+1)^(-eta)*(1-delta+exp(Z(+1))*alpha*K(+1)^(alpha-1)*(1-alpha*TAU(+1))) + beta*a*G(+1)^(-phi)*TAU(+1)*exp(Z(+1))*alpha^2*K(+1)^(alpha-1);
-end;
-
-initval;
-TAU = 0.70;
-K = ((delta+1/beta-1)/alpha)^(1/(alpha-1));
-G = TAU*alpha*K^alpha;
-C = K^alpha - delta*K - G;
-Z = 0;
-end;
-
-order = 4;
-
-vcov = [
- 0.01
-];
diff --git a/dynare++/tests/lucas78.mod b/dynare++/tests/lucas78.mod
deleted file mode 100644
index c4c1a8ae1836db2bbeaed62a50ff76ac9c67dbaf..0000000000000000000000000000000000000000
--- a/dynare++/tests/lucas78.mod
+++ /dev/null
@@ -1,26 +0,0 @@
-var Y P;
-
-varexo EXO_Y;
-
-parameters beta gamma rho y_ss;
-
-beta = 0.95;
-gamma= 0.5;
-rho = 0.9;
-y_ss = 2;
-
-model;
-Y-y_ss = rho*(Y(-1)-y_ss) + EXO_Y;
-Y^(-gamma)*P = beta*Y(+1)^(-gamma)*(P(+1) + Y(+1));
-end;
-
-initval;
-Y = 2;
-P = 38;
-end;
-
-vcov = [
-10
-];
-
-order = 7;
diff --git a/dynare++/tests/m_0_3_0_0_0_0_0_0.mod b/dynare++/tests/m_0_3_0_0_0_0_0_0.mod
deleted file mode 100644
index 1d7c522b441eceb1bc99c7aa561dc7645488287e..0000000000000000000000000000000000000000
--- a/dynare++/tests/m_0_3_0_0_0_0_0_0.mod
+++ /dev/null
@@ -1,47 +0,0 @@
-var lambda a1 a2 k1 k2 i1 i2 c1 c2 l1 l2;
-varexo e e1 e2;
-parameters beta delta rho sigma phi AA alpha gamma mu chi b Le tau;
-beta = 0.99;
-delta = 0.025;
-rho = 0.95;
-sigma = 0.001;
-phi = 0.5;
-alpha = 0.36;
-AA = 0.028058361;
-tau = 6.36522e-11;
-gamma = 0.25;
-mu = -0.2;
-chi = 0.83;
-b = 2.16872693993;
-Le = 2.5;
-
-model;
-log(a1) = rho*log(a1(-1))+sigma*(e+e1);
-log(a2) = rho*log(a2(-1))+sigma*(e+e2);
-lambda = tau*c1^(-1/chi)*(c1^(1-1/chi)+b*(Le-l1)^(1-1/chi))^((1-1/gamma)/(1-1/chi)-1);
-lambda = tau*c2^(-1/chi)*(c2^(1-1/chi)+b*(Le-l2)^(1-1/chi))^((1-1/gamma)/(1-1/chi)-1);
-tau*(-b)*(Le-l1)^(-1/chi)*(c1^(1-1/chi)+b*(Le-l1)^(1-1/chi))^((1-1/gamma)/(1-1/chi)-1) = -lambda*a1*AA*(1-alpha)*l1^(mu-1)*(alpha*k1(-1)^mu+(1-alpha)*l1^mu)^(1/mu-1);
-tau*(-b)*(Le-l2)^(-1/chi)*(c2^(1-1/chi)+b*(Le-l2)^(1-1/chi))^((1-1/gamma)/(1-1/chi)-1) = -lambda*a2*AA*(1-alpha)*l2^(mu-1)*(alpha*k2(-1)^mu+(1-alpha)*l2^mu)^(1/mu-1);
-lambda*(1+phi*(i1/k1(-1)-delta)) =beta*lambda(+1)*(1+a1(+1)*AA*alpha*k1^(mu-1)*(alpha*k1^mu+(1-alpha)*l1(+1)^mu)^(1/mu-1)+phi*(1-delta+i1(+1)/k1-0.5*(i1(+1)/k1-delta))*(i1(+1)/k1-delta));
-lambda*(1+phi*(i2/k2(-1)-delta)) =beta*lambda(+1)*(1+a2(+1)*AA*alpha*k2^(mu-1)*(alpha*k2^mu+(1-alpha)*l2(+1)^mu)^(1/mu-1)+phi*(1-delta+i2(+1)/k2-0.5*(i2(+1)/k2-delta))*(i2(+1)/k2-delta));
-k1 = i1 + (1-delta)*k1(-1);
-k2 = i2 + (1-delta)*k2(-1);
-c1+i1-delta*k1(-1) + c2+i2-delta*k2(-1) = a1*AA*(alpha*k1(-1)^mu+(1-alpha)*l1^mu)^(1/mu)-(phi/2)*k1(-1)*(i1/k1(-1)-delta)^2 + a2*AA*(alpha*k2(-1)^mu+(1-alpha)*l2^mu)^(1/mu)-(phi/2)*k2(-1)*(i2/k2(-1)-delta)^2;
-end;
-initval;
-a1 = 1;
-a2 = 1;
-k1 = 1;
-k2 = 1;
-c1 = 0.028058361;
-c2 = 0.028058361;
-i1 = 0.025;
-i2 = 0.025;
-l1 = 1;
-l2 = 1;
-lambda = 1;
-end;
-
-vcov = [1 0 0; 0 1 0; 0 0 1];
-
-order = 4;
\ No newline at end of file
diff --git a/dynare++/tests/m_1_3_0_0_0_0_0_0.mod b/dynare++/tests/m_1_3_0_0_0_0_0_0.mod
deleted file mode 100644
index a95e8137d9c3ef1d0e7d6665a2ec1c9b6af4efa6..0000000000000000000000000000000000000000
--- a/dynare++/tests/m_1_3_0_0_0_0_0_0.mod
+++ /dev/null
@@ -1,53 +0,0 @@
-var lambda a1 a2 k1 k2 i1 i2 c1 c2 l1 l2;
-varexo e e1 e2;
-parameters beta delta rho sigma phi AA alpha Le gamma1 gamma2 mu1 mu2 chi1 chi2 b1 b2 tau1 tau2;
-beta = 0.99;
-delta = 0.025;
-rho = 0.95;
-sigma = 0.01;
-phi = 0.5;
-alpha = 0.36;
-AA = 0.028058361;
-tau1 = 1.0604611e-11;
-tau2 = 2.9305887e-08;
-Le = 2.5;
-gamma1 = 0.2;
-gamma2 = 0.4;
-chi1 = 0.75;
-chi2 = 0.9;
-mu1 = -0.3;
-mu2 = 0.3;
-b1 = 3.6164368;
-b2 = 1.4937381;
-
-model;
-log(a1) = rho*log(a1(-1))+sigma*(e+e1);
-log(a2) = rho*log(a2(-1))+sigma*(e+e2);
-lambda = tau1*c1^(-1/chi1)*(c1^(1-1/chi1)+b1*(Le-l1)^(1-1/chi1))^((1-1/gamma1)/(1-1/chi1)-1);
-lambda = tau2*c2^(-1/chi2)*(c2^(1-1/chi2)+b2*(Le-l2)^(1-1/chi2))^((1-1/gamma2)/(1-1/chi2)-1);
-tau1*(-b1)*(Le-l1)^(-1/chi1)*(c1^(1-1/chi1)+b1*(Le-l1)^(1-1/chi1))^((1-1/gamma1)/(1-1/chi1)-1) = -lambda*a1*AA*(1-alpha)*l1^(mu1-1)*(alpha*k1(-1)^mu1+(1-alpha)*l1^mu1)^(1/mu1-1);
-tau2*(-b2)*(Le-l2)^(-1/chi2)*(c2^(1-1/chi2)+b2*(Le-l2)^(1-1/chi2))^((1-1/gamma2)/(1-1/chi2)-1) = -lambda*a2*AA*(1-alpha)*l2^(mu2-1)*(alpha*k2(-1)^mu2+(1-alpha)*l2^mu2)^(1/mu2-1);
-lambda*(1+phi*(i1/k1(-1)-delta)) =beta*lambda(+1)*(1+a1(+1)*AA*alpha*k1^(mu1-1)*(alpha*k1^mu1+(1-alpha)*l1(+1)^mu1)^(1/mu1-1)+phi*(1-delta+i1(+1)/k1-0.5*(i1(+1)/k1-delta))*(i1(+1)/k1-delta));
-lambda*(1+phi*(i2/k2(-1)-delta)) =beta*lambda(+1)*(1+a2(+1)*AA*alpha*k2^(mu2-1)*(alpha*k2^mu2+(1-alpha)*l2(+1)^mu2)^(1/mu2-1)+phi*(1-delta+i2(+1)/k2-0.5*(i2(+1)/k2-delta))*(i2(+1)/k2-delta));
-k1 = i1 + (1-delta)*k1(-1);
-k2 = i2 + (1-delta)*k2(-1);
-c1+i1-delta*k1(-1) + c2+i2-delta*k2(-1) = a1*AA*(alpha*k1(-1)^mu1+(1-alpha)*l1^mu1)^(1/mu1)-(phi/2)*k1(-1)*(i1/k1(-1)-delta)^2 + a2*AA*(alpha*k2(-1)^mu2+(1-alpha)*l2^mu2)^(1/mu2)-(phi/2)*k2(-1)*(i2/k2(-1)-delta)^2;
-end;
-
-initval;
-a1 = 1;
-a2 = 1;
-k1 = 1;
-k2 = 1;
-c1 = 0.028058361;
-c2 = 0.028058361;
-i1 = 0.025;
-i2 = 0.025;
-l1 = 1;
-l2 = 1;
-lambda = 1;
-end;
-
-vcov = [1 0 0; 0 1 0; 0 0 1];
-
-order = 4;
diff --git a/dynare++/tests/m_1_3_0_0_0_0_0_1.mod b/dynare++/tests/m_1_3_0_0_0_0_0_1.mod
deleted file mode 100644
index 05e29ffd81f6b96b239692f63fa69323e1361d95..0000000000000000000000000000000000000000
--- a/dynare++/tests/m_1_3_0_0_0_0_0_1.mod
+++ /dev/null
@@ -1,82 +0,0 @@
-var lambda a1 a2 a3 a4 k1 k2 k3 k4 i1 i2 i3 i4 c1 c2 c3 c4 l1 l2 l3 l4;
-varexo e e1 e2 e3 e4;
-parameters beta delta rho sigma phi AA alpha Le gamma1 gamma2 gamma3 gamma4 mu1 mu2 mu3 mu4 chi1 chi2 chi3 chi4 b1 b2 b3 b4 tau1 tau2 tau3 tau4;
-beta = 0.99;
-delta = 0.025;
-rho = 0.95;
-sigma = 0.001;
-phi = 0.5;
-alpha = 0.36;
-AA = 0.028058361;
-tau1 = 1.0604611e-11;
-tau2 = 1.8099765e-09;
-tau3 = 2.1096359e-08;
-tau4 = 2.9305887e-08;
-Le = 2.5;
-gamma1 = 0.2;
-gamma2 = 0.266666666667;
-gamma3 = 0.333333333333;
-gamma4 = 0.4;
-chi1 = 0.75;
-chi2 = 0.8;
-chi3 = 0.85;
-chi4 = 0.9;
-mu1 = -0.3;
-mu2 = -0.1;
-mu3 = 0.1;
-mu4 = 0.3;
-b1 = 3.6164368;
-b2 = 2.5958433;
-b3 = 1.9373921;
-b4 = 1.4937381;
-
-model;
-log(a1) = rho*log(a1(-1))+sigma*(e+e1);
-log(a2) = rho*log(a2(-1))+sigma*(e+e2);
-log(a3) = rho*log(a3(-1))+sigma*(e+e3);
-log(a4) = rho*log(a4(-1))+sigma*(e+e4);
-lambda = tau1*c1^(-1/chi1)*(c1^(1-1/chi1)+b1*(Le-l1)^(1-1/chi1))^((1-1/gamma1)/(1-1/chi1)-1);
-lambda = tau2*c2^(-1/chi2)*(c2^(1-1/chi2)+b2*(Le-l2)^(1-1/chi2))^((1-1/gamma2)/(1-1/chi2)-1);
-lambda = tau3*c3^(-1/chi3)*(c3^(1-1/chi3)+b3*(Le-l3)^(1-1/chi3))^((1-1/gamma3)/(1-1/chi3)-1);
-lambda = tau4*c4^(-1/chi4)*(c4^(1-1/chi4)+b4*(Le-l4)^(1-1/chi4))^((1-1/gamma4)/(1-1/chi4)-1);
-tau1*(-b1)*(Le-l1)^(-1/chi1)*(c1^(1-1/chi1)+b1*(Le-l1)^(1-1/chi1))^((1-1/gamma1)/(1-1/chi1)-1) = -lambda*a1*AA*(1-alpha)*l1^(mu1-1)*(alpha*k1(-1)^mu1+(1-alpha)*l1^mu1)^(1/mu1-1);
-tau2*(-b2)*(Le-l2)^(-1/chi2)*(c2^(1-1/chi2)+b2*(Le-l2)^(1-1/chi2))^((1-1/gamma2)/(1-1/chi2)-1) = -lambda*a2*AA*(1-alpha)*l2^(mu2-1)*(alpha*k2(-1)^mu2+(1-alpha)*l2^mu2)^(1/mu2-1);
-tau3*(-b3)*(Le-l3)^(-1/chi3)*(c3^(1-1/chi3)+b3*(Le-l3)^(1-1/chi3))^((1-1/gamma3)/(1-1/chi3)-1) = -lambda*a3*AA*(1-alpha)*l3^(mu3-1)*(alpha*k3(-1)^mu3+(1-alpha)*l3^mu3)^(1/mu3-1);
-tau4*(-b4)*(Le-l4)^(-1/chi4)*(c4^(1-1/chi4)+b4*(Le-l4)^(1-1/chi4))^((1-1/gamma4)/(1-1/chi4)-1) = -lambda*a4*AA*(1-alpha)*l4^(mu4-1)*(alpha*k4(-1)^mu4+(1-alpha)*l4^mu4)^(1/mu4-1);
-lambda*(1+phi*(i1/k1(-1)-delta)) =beta*lambda(+1)*(1+a1(+1)*AA*alpha*k1^(mu1-1)*(alpha*k1^mu1+(1-alpha)*l1(+1)^mu1)^(1/mu1-1)+phi*(1-delta+i1(+1)/k1-0.5*(i1(+1)/k1-delta))*(i1(+1)/k1-delta));
-lambda*(1+phi*(i2/k2(-1)-delta)) =beta*lambda(+1)*(1+a2(+1)*AA*alpha*k2^(mu2-1)*(alpha*k2^mu2+(1-alpha)*l2(+1)^mu2)^(1/mu2-1)+phi*(1-delta+i2(+1)/k2-0.5*(i2(+1)/k2-delta))*(i2(+1)/k2-delta));
-lambda*(1+phi*(i3/k3(-1)-delta)) =beta*lambda(+1)*(1+a3(+1)*AA*alpha*k3^(mu3-1)*(alpha*k3^mu3+(1-alpha)*l3(+1)^mu3)^(1/mu3-1)+phi*(1-delta+i3(+1)/k3-0.5*(i3(+1)/k3-delta))*(i3(+1)/k3-delta));
-lambda*(1+phi*(i4/k4(-1)-delta)) =beta*lambda(+1)*(1+a4(+1)*AA*alpha*k4^(mu4-1)*(alpha*k4^mu4+(1-alpha)*l4(+1)^mu4)^(1/mu4-1)+phi*(1-delta+i4(+1)/k4-0.5*(i4(+1)/k4-delta))*(i4(+1)/k4-delta));
-k1 = i1 + (1-delta)*k1(-1);
-k2 = i2 + (1-delta)*k2(-1);
-k3 = i3 + (1-delta)*k3(-1);
-k4 = i4 + (1-delta)*k4(-1);
-c1+i1-delta*k1(-1) + c2+i2-delta*k2(-1) + c3+i3-delta*k3(-1) + c4+i4-delta*k4(-1) = a1*AA*(alpha*k1(-1)^mu1+(1-alpha)*l1^mu1)^(1/mu1)-(phi/2)*k1(-1)*(i1/k1(-1)-delta)^2 + a2*AA*(alpha*k2(-1)^mu2+(1-alpha)*l2^mu2)^(1/mu2)-(phi/2)*k2(-1)*(i2/k2(-1)-delta)^2 + a3*AA*(alpha*k3(-1)^mu3+(1-alpha)*l3^mu3)^(1/mu3)-(phi/2)*k3(-1)*(i3/k3(-1)-delta)^2 + a4*AA*(alpha*k4(-1)^mu4+(1-alpha)*l4^mu4)^(1/mu4)-(phi/2)*k4(-1)*(i4/k4(-1)-delta)^2;
-end;
-initval;
-a1 = 1;
-a2 = 1;
-a3 = 1;
-a4 = 1;
-k1 = 1;
-k2 = 1;
-k3 = 1;
-k4 = 1;
-c1 = 0.028058361;
-c2 = 0.028058361;
-c3 = 0.028058361;
-c4 = 0.028058361;
-i1 = 0.025;
-i2 = 0.025;
-i3 = 0.025;
-i4 = 0.025;
-l1 = 1;
-l2 = 1;
-l3 = 1;
-l4 = 1;
-lambda = 1;
-end;
-
-vcov = [1.0 0 0 0 0; 0 1.0 0 0 0; 0 0 1.0 0 0; 0 0 0 1.0 0; 0 0 0 0 1.0];
-
-order = 4;
diff --git a/dynare++/tests/or0a.mod b/dynare++/tests/or0a.mod
deleted file mode 100644
index 20b962e284c71e5743eb4f2595d19e45d8ac9dce..0000000000000000000000000000000000000000
--- a/dynare++/tests/or0a.mod
+++ /dev/null
@@ -1,119 +0,0 @@
-var
-C
-CF
-CF_STAR
-CH
-CH_STAR
-CN
-CN_STAR
-CT
-CT_STAR
-C_STAR
-E
-KE
-KE_STAR
-L
-L_STAR
-P
-PF
-PF_STAR
-PH
-PH_STAR
-PN
-PN_STAR
-PT
-PT_STAR
-P_STAR
-W
-W_STAR
-Y
-Y_STAR
-;
-
-varexo k k_star m m_star;
-
-parameters epsi chi thet nu phi gam;
-
-epsi = 0.5;
-nu = 3;
-chi = 1.2;
-phi = 4;
-thet = 3;
-gam = 0.5;
-
-model;
-C = (1/chi)*(exp(m)/P)^epsi;
-C_STAR = (1/chi)*(exp(m_star)/P_STAR)^epsi;
-CN = (1-gam)*(P/PN)*C;
-CN_STAR = (1-gam)*(P_STAR/PN_STAR)*C_STAR;
-CT = gam*(P/PT)*C;
-CT_STAR = gam*(P_STAR/PT_STAR)*C_STAR;
-CH = 0.5*(PT/PH)*CT;
-CH_STAR = 0.5*(PT_STAR/PH_STAR)*CT_STAR;
-CF = 0.5*(PT/PF)*CT;
-CF_STAR = 0.5*(PT_STAR/PF_STAR)*CT_STAR;
-P = PT^gam*PN^(1-gam);
-P_STAR = PT_STAR^gam*PN_STAR^(1-gam);
-PT = sqrt(PH*PF);
-PT_STAR = sqrt(PH_STAR*PF_STAR);
-PH = (thet/(thet-1))*W(-1);
-PF_STAR = (thet/(thet-1))*W_STAR(-1);
-PN = PH;
-PN_STAR = PF_STAR;
-L = Y;
-L_STAR = Y_STAR;
-(L(+1)/(P(+1)*C(+1)))*W = (phi/(phi-1))*KE(+1)*L(+1)^nu;
-(L_STAR(+1)/(P_STAR(+1)*C_STAR(+1)))*W_STAR = (phi/(phi-1))*KE_STAR(+1)*L_STAR(+1)^nu;
-P*C = Y*PH;
-P_STAR*C_STAR = Y_STAR*PF_STAR;
-Y = CH + CH_STAR + CN;
-Y_STAR = CF + CF_STAR + CN_STAR;
-PT = E*PT_STAR;
-KE = exp(k);
-KE_STAR = exp(k_star);
-end;
-
-initval;
-C = 1;
-PH = 1;
-P = 1;
-PN = 1;
-PT = 1;
-L = 1;
-Y = 1;
-W = 1;
-CF = 0.25;
-CH = 0.25;
-CT = 0.5;
-CN = 0.5;
-PF = 1;
-C_STAR = 1;
-PH_STAR = 1;
-P_STAR = 1;
-PN_STAR = 1;
-PT_STAR = 1;
-L_STAR = 1;
-Y_STAR = 1;
-W_STAR = 1;
-CF_STAR = 0.25;
-CH_STAR = 0.25;
-CT_STAR = 0.5;
-CN_STAR = 0.5;
-PF_STAR = 1;
-KE = 1;
-KE_STAR = 1;
-E = 1;
-k = 0;
-k_star = 0;
-m = 0;
-m_star = 0;
-end;
-
-vcov = [
-0.01 0 -0.01 0;
-0 0.01 0 -0.01;
--0.01 0 0.01 0;
-0 -0.01 0 0.01
-];
-
-order=4;
diff --git a/dynare++/tests/portfolio.mod b/dynare++/tests/portfolio.mod
deleted file mode 100644
index 5309dce0bf15dad4f40bbf6e0a8abd70ba18e772..0000000000000000000000000000000000000000
--- a/dynare++/tests/portfolio.mod
+++ /dev/null
@@ -1,52 +0,0 @@
-var DOTQ Q1 Q2 X1 X2 C D1 D2;
-
-varexo E_D1 E_D2;
-
-parameters beta, r1, r2, gamma, d, rho1, rho2;
-
-beta = 0.95;
-r1 = 0.2;
-r2 = 0.05;
-
-gamma = 0.78;
-d = 0.10;
-
-rho1 = 0.8;
-rho2 = 0.2;
-
-model;
-C + X1 + X2 = D1*Q1 + D2*Q2;
-Q1+Q2 = 1;
-C^(-gamma)/(1-2*r1*X1) = beta*DOTQ(+1)^(-gamma)*C(+1)^(-gamma)/(1-2*r1*X1(+1))*(D1(+1)*(1-2*r1*X1(+1))+1);
-C^(-gamma)/(1-2*r2*X2) = beta*DOTQ(+1)^(-gamma)*C(+1)^(-gamma)/(1-2*r2*X2(+1))*(D2(+1)*(1-2*r2*X2(+1))+1);
-DOTQ*Q1 = Q1(-1) + X1(-1) - r1*X1(-1)^2;
-DOTQ*Q2 = Q2(-1) + X2(-1) - r2*X2(-1)^2;
-
-D1/d = D1(-1)^rho1/(d^rho1)*exp(E_D1);
-D2/d = D2(-1)^rho2/(d^rho2)*exp(E_D2);
-
-/*
-D1-d = rho1*(D1(-1)-d) + E_D1;
-D2-d = rho2*(D2(-1)-d) + E_D2;
-*/
-end;
-
-initval;
-C =0.0441234;
-D1 =0.1000000000000;
-D2 =0.1000000000000;
-
-DOTQ =1.05567;
-Q1 =0.333333;
-Q2 =0.666667;
-
-X1 =0.0186255;
-X2 =0.0372511;
-end;
-
-vcov = [
-0.04 0;
-0 0.01
-];
-
-order=5;
diff --git a/dynare++/tests/portfolio4.mod b/dynare++/tests/portfolio4.mod
deleted file mode 100644
index 4413aa5ed72ab702c97f0c4c3a14e62f081104d3..0000000000000000000000000000000000000000
--- a/dynare++/tests/portfolio4.mod
+++ /dev/null
@@ -1,86 +0,0 @@
-var DOTQ Q1 Q2 Q3 Q4 X1 X2 X3 X4 C D1 D2 D3 D4 V;
-
-varexo E_D1 E_D2 E_D3 E_D4;
-
-parameters beta, r1, r2, r3, r4, gamma, ed1, ed2, ed3, ed4, rho1, rho2, rho3, rho4;
-
-beta = 0.95;
-r1 = 0.2;
-r2 = 0.1;
-r3 = 0.06;
-r4 = 0.03;
-
-gamma = 0.7;
-ed1 = 0.1;
-ed2 = 0.1;
-ed3 = 0.1;
-ed4 = 0.1;
-
-rho1 = 0.3;
-rho2 = 0.01;
-rho3 = 0.6;
-rho4 = 0.6;
-
-model;
-Q1+Q2+Q3+Q4 = 1;
-C + X1 + X2 + X3 + X4 = D1*Q1 + D2*Q2 + D3*Q3 + D4*Q4;
-DOTQ*Q1 = Q1(-1) + X1(-1) - r1*X1(-1)*X1(-1);
-DOTQ*Q2 = Q2(-1) + X2(-1) - r2*X2(-1)*X2(-1);
-DOTQ*Q3 = Q3(-1) + X3(-1) - r3*X3(-1)*X3(-1);
-DOTQ*Q4 = Q4(-1) + X4(-1) - r4*X4(-1)*X4(-1);
-C^(-gamma)/(1-2*r1*X1) = beta*DOTQ(+1)^(-gamma)*C(+1)^(-gamma)/(1-2*r1*X1(+1))*(D1(+1)*(1-2*r1*X1(+1))+1);
-C^(-gamma)/(1-2*r2*X2) = beta*DOTQ(+1)^(-gamma)*C(+1)^(-gamma)/(1-2*r2*X2(+1))*(D2(+1)*(1-2*r2*X2(+1))+1);
-C^(-gamma)/(1-2*r3*X3) = beta*DOTQ(+1)^(-gamma)*C(+1)^(-gamma)/(1-2*r3*X3(+1))*(D3(+1)*(1-2*r3*X3(+1))+1);
-C^(-gamma)/(1-2*r4*X4) = beta*DOTQ(+1)^(-gamma)*C(+1)^(-gamma)/(1-2*r4*X4(+1))*(D4(+1)*(1-2*r4*X4(+1))+1);
-
-V = C^(1-gamma)/(1-gamma) + beta*V(+1);
-
-D1/ed1 = D1(-1)^rho1/(ed1^rho1)*exp(E_D1);
-D2/ed2 = D2(-1)^rho2/(ed2^rho2)*exp(E_D2);
-D3/ed3 = D3(-1)^rho3/(ed3^rho3)*exp(E_D3);
-D4/ed4 = D4(-1)^rho4/(ed4^rho4)*exp(E_D4);
-
-/*
-D1-ed1 = rho1*(D1(-1)-ed1) + E_D1;
-D2-ed2 = rho2*(D2(-1)-ed2) + E_D2;
-D3-ed3 = rho3*(D3(-1)-ed3) + E_D3;
-D4-ed4 = rho4*(D4(-1)-ed4) + E_D4;
-*/
-
-end;
-
-initval;
-D1 = ed1;
-D2 = ed2;
-D3 = ed3;
-D4 = ed4;
-DOTQ = 1.05; // provide a guess not larger than the true value
-X1 = 1/2/r1*(1-1/D1*(1/beta*DOTQ^gamma - 1));
-X2 = 1/2/r2*(1-1/D2*(1/beta*DOTQ^gamma - 1));
-X3 = 1/2/r3*(1-1/D3*(1/beta*DOTQ^gamma - 1));
-X4 = 1/2/r4*(1-1/D4*(1/beta*DOTQ^gamma - 1));
-Q1 = 1/(DOTQ-1)*(X1 - r1*X1*X1);
-Q2 = 1/(DOTQ-1)*(X2 - r2*X2*X2);
-Q3 = 1/(DOTQ-1)*(X3 - r3*X3*X3);
-Q4 = 1/(DOTQ-1)*(X4 - r4*X4*X4);
-C = ed1*Q1 + ed2*Q2 + ed3*Q3 + ed4*Q4 - X1 - X2 - X3 - X4;
-V = 1/(1-beta)*C^(1-gamma)/(1-gamma);
-end;
-
-/*
-vcov = [
-0.0005 0 0 0;
-0 0.00025 0 0;
-0 0 0.0005 0;
-0 0 0 0.00025
-];
-*/
-
-vcov = [
-0.05 0 0 0;
-0 0.025 0 0;
-0 0 0.05 0;
-0 0 0 0.025
-];
-
-order=5;
diff --git a/dynare++/tests/portfolio4_norm.mod b/dynare++/tests/portfolio4_norm.mod
deleted file mode 100644
index fdedaaa5a2278b640863e4f71964102f86761692..0000000000000000000000000000000000000000
--- a/dynare++/tests/portfolio4_norm.mod
+++ /dev/null
@@ -1,86 +0,0 @@
-var DOTQ Q1 Q2 Q3 Q4 X1 X2 X3 X4 C D1 D2 D3 D4 V;
-
-varexo E_D1 E_D2 E_D3 E_D4;
-
-parameters beta, r1, r2, r3, r4, gamma, ed1, ed2, ed3, ed4, rho1, rho2, rho3, rho4;
-
-beta = 0.95;
-r1 = 0.2;
-r2 = 0.1;
-r3 = 0.06;
-r4 = 0.03;
-
-gamma = 0.7;
-ed1 = 0.1;
-ed2 = 0.1;
-ed3 = 0.1;
-ed4 = 0.1;
-
-rho1 = 0.3;
-rho2 = 0.01;
-rho3 = 0.6;
-rho4 = 0.6;
-
-model;
-1 = (C + X1 + X2 + X3 + X4)/ (D1*Q1 + D2*Q2 + D3*Q3 + D4*Q4);
-1 = (Q1(-1) + X1(-1) - r1*X1(-1)*X1(-1))/(DOTQ*Q1);
-1 = (Q2(-1) + X2(-1) - r2*X2(-1)*X2(-1))/(DOTQ*Q2);
-1 = (Q3(-1) + X3(-1) - r3*X3(-1)*X3(-1))/(DOTQ*Q3);
-1 = (Q4(-1) + X4(-1) - r4*X4(-1)*X4(-1))/(DOTQ*Q4);
-Q1+Q2+Q3+Q4 = 1;
-1 = beta*DOTQ(+1)^(-gamma)*C(+1)^(-gamma)/(1-2*r1*X1(+1))*(D1(+1)*(1-2*r1*X1(+1))+1)/(C^(-gamma)/(1-2*r1*X1));
-1 = beta*DOTQ(+1)^(-gamma)*C(+1)^(-gamma)/(1-2*r2*X2(+1))*(D2(+1)*(1-2*r2*X2(+1))+1)/(C^(-gamma)/(1-2*r2*X2));
-1 = beta*DOTQ(+1)^(-gamma)*C(+1)^(-gamma)/(1-2*r3*X3(+1))*(D3(+1)*(1-2*r3*X3(+1))+1)/(C^(-gamma)/(1-2*r3*X3));
-1 = beta*DOTQ(+1)^(-gamma)*C(+1)^(-gamma)/(1-2*r4*X4(+1))*(D4(+1)*(1-2*r4*X4(+1))+1)/(C^(-gamma)/(1-2*r4*X4));
-
-
-1 = D1(-1)^rho1/D1*ed1^(1-rho1)*exp(E_D1);
-1 = D2(-1)^rho2/D2*ed2^(1-rho2)*exp(E_D2);
-1 = D3(-1)^rho3/D3*ed3^(1-rho3)*exp(E_D3);
-1 = D4(-1)^rho4/D4*ed4^(1-rho4)*exp(E_D4);
-
-/*
-D1-ed1 = rho1*(D1(-1)-ed1) + E_D1;
-D2-ed2 = rho2*(D2(-1)-ed2) + E_D2;
-D3-ed3 = rho3*(D3(-1)-ed3) + E_D3;
-D4-ed4 = rho4*(D4(-1)-ed4) + E_D4;
-*/
-
-V/(C^(1-gamma)/(1-gamma) + beta*V(+1)) = 1;
-end;
-
-initval;
-Q1 =0.0769231;
-Q2 =0.1538462;
-Q3 =0.2564103;
-Q4 =0.5128205;
-X1 =0.0049761;
-X2 =0.0099522;
-X3 =0.0165871;
-X4 =0.0331741;
-D1 =0.1;
-D2 =0.1;
-D3 =0.1;
-D4 =0.1;
-DOTQ =1.0646251;
-C =0.0353105;
-V =24.450057;
-end;
-
-/*
-vcov = [
-0.0005 0 0 0;
-0 0.00025 0 0;
-0 0 0.0005 0;
-0 0 0 0.00025
-];
-*/
-
-vcov = [
-0.05 0 0 0;
-0 0.025 0 0;
-0 0 0.05 0;
-0 0 0 0.025
-];
-
-order=4;
diff --git a/dynare++/tests/psd_exo3.mod b/dynare++/tests/psd_exo3.mod
deleted file mode 100644
index ff59dab3604e5d162bb7830ae17481d01902d49e..0000000000000000000000000000000000000000
--- a/dynare++/tests/psd_exo3.mod
+++ /dev/null
@@ -1,26 +0,0 @@
-var c k x;
-varexo rho;
-
-parameters a alph gam bet lamb;
-alph = 0.7;
-bet = 0.95;
-gam = 2;
-a = 1.052632;
-lamb = 0.9;
-
-model;
-c^(-gam) = bet*c(+1)^(-gam)*a*exp(x(+1))*k^(-alph);
-k = a*exp(x)*k(-1)^(1-alph)/(1-alph)-c;
-x = lamb*x(-1)+rho;
-end;
-
-initval;
-k = 1;
-c = 2.508;
-x = 0;
-rho = 0;
-end;
-
-vcov=[0.0001];
-
-order=6;
\ No newline at end of file
diff --git a/dynare++/tests/q3a2.mod b/dynare++/tests/q3a2.mod
deleted file mode 100644
index 650b27d3f92d2d3ce54612012fc2e2d1b20cc7ab..0000000000000000000000000000000000000000
--- a/dynare++/tests/q3a2.mod
+++ /dev/null
@@ -1,33 +0,0 @@
-var c,a1,k1,a2,k2;
-varexo e,e1,e2;
-parameters beta, gamma, phi, delta, alpha, rho, zeta, sigma, N;
-alpha = 0.36;
-delta = 0.025;
-phi = 2;
-gamma = 1;
-beta = 0.99;
-rho = 0.95;
-zeta = 2;
-sigma = 0.005;
-N = 2;
-model;
-c^(-gamma)*(1+phi*zeta*(k1-k1(-1))^(zeta-1)/(2*k1(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k1-k1(-1))^(zeta-1)/(2*k1(-1))+phi*(k1-k1(-1))^zeta/(2*k1(-1)^2)-delta+alpha*a1(+1)*k1^(alpha-1));
-log(a1) = rho*log(a1(-1))+sigma*(e+e1);
-c^(-gamma)*(1+phi*zeta*(k2-k2(-1))^(zeta-1)/(2*k2(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k2-k2(-1))^(zeta-1)/(2*k2(-1))+phi*(k2-k2(-1))^zeta/(2*k2(-1)^2)-delta+alpha*a2(+1)*k2^(alpha-1));
-log(a2) = rho*log(a2(-1))+sigma*(e+e2);
-N*c+k1+phi*(k1-k1(-1))^zeta/(2*k1)-(1-delta)*k1(-1)+k2+phi*(k2-k2(-1))^zeta/(2*k2)-(1-delta)*k2(-1)= a1*k1(-1)^alpha+a2*k2(-1)^alpha;
-end;
-initval;
-c=1;
-e=0;
-a1=1;
-e1=0;
-k1=10;
-a2=1;
-e2=0;
-k2=10;
-end;
-
-vcov=[1 0 0; 0 1 0; 0 0 1];
-
-order = 4;
\ No newline at end of file
diff --git a/dynare++/tests/q3a50.mod b/dynare++/tests/q3a50.mod
deleted file mode 100644
index df2fe4c6ef9e1f93d0afa25ec11c9ddd63acbccb..0000000000000000000000000000000000000000
--- a/dynare++/tests/q3a50.mod
+++ /dev/null
@@ -1,324 +0,0 @@
-var c,a1,k1,a2,k2,a3,k3,a4,k4,a5,k5,a6,k6,a7,k7,a8,k8,a9,k9,a10,k10,a11,k11,a12,k12,a13,k13,a14,k14,a15,k15,a16,k16,a17,k17,a18,k18,a19,k19,a20,k20,a21,k21,a22,k22,a23,k23,a24,k24,a25,k25,a26,k26,a27,k27,a28,k28,a29,k29,a30,k30,a31,k31,a32,k32,a33,k33,a34,k34,a35,k35,a36,k36,a37,k37,a38,k38,a39,k39,a40,k40,a41,k41,a42,k42,a43,k43,a44,k44,a45,k45,a46,k46,a47,k47,a48,k48,a49,k49,a50,k50;
-varexo e,e1,e2,e3,e4,e5,e6,e7,e8,e9,e10,e11,e12,e13,e14,e15,e16,e17,e18,e19,e20,e21,e22,e23,e24,e25,e26,e27,e28,e29,e30,e31,e32,e33,e34,e35,e36,e37,e38,e39,e40,e41,e42,e43,e44,e45,e46,e47,e48,e49,e50;
-parameters beta, gamma, phi, delta, alpha, rho, zeta, sigma, N;
-alpha = 0.36;
-delta = 0.1;
-phi = 2;
-gamma = 1;
-beta = 0.99;
-rho = 0.95;
-zeta = 2;
-sigma = 2;
-N = 50;
-model;
-c^(-gamma)*(1+phi*zeta*(k1-k1(-1))^(zeta-1)/(2*k1(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k1-k1(-1))^(zeta-1)/(2*k1(-1))+phi*(k1-k1(-1))^zeta/(2*k1(-1)^2)-delta+alpha*a1(+1)*k1^(alpha-1));
-log(a1) = rho*log(a1(-1))+sigma*(e+e1);
-c^(-gamma)*(1+phi*zeta*(k2-k2(-1))^(zeta-1)/(2*k2(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k2-k2(-1))^(zeta-1)/(2*k2(-1))+phi*(k2-k2(-1))^zeta/(2*k2(-1)^2)-delta+alpha*a2(+1)*k2^(alpha-1));
-log(a2) = rho*log(a2(-1))+sigma*(e+e2);
-c^(-gamma)*(1+phi*zeta*(k3-k3(-1))^(zeta-1)/(2*k3(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k3-k3(-1))^(zeta-1)/(2*k3(-1))+phi*(k3-k3(-1))^zeta/(2*k3(-1)^2)-delta+alpha*a3(+1)*k3^(alpha-1));
-log(a3) = rho*log(a3(-1))+sigma*(e+e3);
-c^(-gamma)*(1+phi*zeta*(k4-k4(-1))^(zeta-1)/(2*k4(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k4-k4(-1))^(zeta-1)/(2*k4(-1))+phi*(k4-k4(-1))^zeta/(2*k4(-1)^2)-delta+alpha*a4(+1)*k4^(alpha-1));
-log(a4) = rho*log(a4(-1))+sigma*(e+e4);
-c^(-gamma)*(1+phi*zeta*(k5-k5(-1))^(zeta-1)/(2*k5(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k5-k5(-1))^(zeta-1)/(2*k5(-1))+phi*(k5-k5(-1))^zeta/(2*k5(-1)^2)-delta+alpha*a5(+1)*k5^(alpha-1));
-log(a5) = rho*log(a5(-1))+sigma*(e+e5);
-c^(-gamma)*(1+phi*zeta*(k6-k6(-1))^(zeta-1)/(2*k6(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k6-k6(-1))^(zeta-1)/(2*k6(-1))+phi*(k6-k6(-1))^zeta/(2*k6(-1)^2)-delta+alpha*a6(+1)*k6^(alpha-1));
-log(a6) = rho*log(a6(-1))+sigma*(e+e6);
-c^(-gamma)*(1+phi*zeta*(k7-k7(-1))^(zeta-1)/(2*k7(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k7-k7(-1))^(zeta-1)/(2*k7(-1))+phi*(k7-k7(-1))^zeta/(2*k7(-1)^2)-delta+alpha*a7(+1)*k7^(alpha-1));
-log(a7) = rho*log(a7(-1))+sigma*(e+e7);
-c^(-gamma)*(1+phi*zeta*(k8-k8(-1))^(zeta-1)/(2*k8(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k8-k8(-1))^(zeta-1)/(2*k8(-1))+phi*(k8-k8(-1))^zeta/(2*k8(-1)^2)-delta+alpha*a8(+1)*k8^(alpha-1));
-log(a8) = rho*log(a8(-1))+sigma*(e+e8);
-c^(-gamma)*(1+phi*zeta*(k9-k9(-1))^(zeta-1)/(2*k9(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k9-k9(-1))^(zeta-1)/(2*k9(-1))+phi*(k9-k9(-1))^zeta/(2*k9(-1)^2)-delta+alpha*a9(+1)*k9^(alpha-1));
-log(a9) = rho*log(a9(-1))+sigma*(e+e9);
-c^(-gamma)*(1+phi*zeta*(k10-k10(-1))^(zeta-1)/(2*k10(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k10-k10(-1))^(zeta-1)/(2*k10(-1))+phi*(k10-k10(-1))^zeta/(2*k10(-1)^2)-delta+alpha*a10(+1)*k10^(alpha-1));
-log(a10) = rho*log(a10(-1))+sigma*(e+e10);
-c^(-gamma)*(1+phi*zeta*(k11-k11(-1))^(zeta-1)/(2*k11(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k11-k11(-1))^(zeta-1)/(2*k11(-1))+phi*(k11-k11(-1))^zeta/(2*k11(-1)^2)-delta+alpha*a11(+1)*k11^(alpha-1));
-log(a11) = rho*log(a11(-1))+sigma*(e+e11);
-c^(-gamma)*(1+phi*zeta*(k12-k12(-1))^(zeta-1)/(2*k12(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k12-k12(-1))^(zeta-1)/(2*k12(-1))+phi*(k12-k12(-1))^zeta/(2*k12(-1)^2)-delta+alpha*a12(+1)*k12^(alpha-1));
-log(a12) = rho*log(a12(-1))+sigma*(e+e12);
-c^(-gamma)*(1+phi*zeta*(k13-k13(-1))^(zeta-1)/(2*k13(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k13-k13(-1))^(zeta-1)/(2*k13(-1))+phi*(k13-k13(-1))^zeta/(2*k13(-1)^2)-delta+alpha*a13(+1)*k13^(alpha-1));
-log(a13) = rho*log(a13(-1))+sigma*(e+e13);
-c^(-gamma)*(1+phi*zeta*(k14-k14(-1))^(zeta-1)/(2*k14(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k14-k14(-1))^(zeta-1)/(2*k14(-1))+phi*(k14-k14(-1))^zeta/(2*k14(-1)^2)-delta+alpha*a14(+1)*k14^(alpha-1));
-log(a14) = rho*log(a14(-1))+sigma*(e+e14);
-c^(-gamma)*(1+phi*zeta*(k15-k15(-1))^(zeta-1)/(2*k15(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k15-k15(-1))^(zeta-1)/(2*k15(-1))+phi*(k15-k15(-1))^zeta/(2*k15(-1)^2)-delta+alpha*a15(+1)*k15^(alpha-1));
-log(a15) = rho*log(a15(-1))+sigma*(e+e15);
-c^(-gamma)*(1+phi*zeta*(k16-k16(-1))^(zeta-1)/(2*k16(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k16-k16(-1))^(zeta-1)/(2*k16(-1))+phi*(k16-k16(-1))^zeta/(2*k16(-1)^2)-delta+alpha*a16(+1)*k16^(alpha-1));
-log(a16) = rho*log(a16(-1))+sigma*(e+e16);
-c^(-gamma)*(1+phi*zeta*(k17-k17(-1))^(zeta-1)/(2*k17(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k17-k17(-1))^(zeta-1)/(2*k17(-1))+phi*(k17-k17(-1))^zeta/(2*k17(-1)^2)-delta+alpha*a17(+1)*k17^(alpha-1));
-log(a17) = rho*log(a17(-1))+sigma*(e+e17);
-c^(-gamma)*(1+phi*zeta*(k18-k18(-1))^(zeta-1)/(2*k18(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k18-k18(-1))^(zeta-1)/(2*k18(-1))+phi*(k18-k18(-1))^zeta/(2*k18(-1)^2)-delta+alpha*a18(+1)*k18^(alpha-1));
-log(a18) = rho*log(a18(-1))+sigma*(e+e18);
-c^(-gamma)*(1+phi*zeta*(k19-k19(-1))^(zeta-1)/(2*k19(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k19-k19(-1))^(zeta-1)/(2*k19(-1))+phi*(k19-k19(-1))^zeta/(2*k19(-1)^2)-delta+alpha*a19(+1)*k19^(alpha-1));
-log(a19) = rho*log(a19(-1))+sigma*(e+e19);
-c^(-gamma)*(1+phi*zeta*(k20-k20(-1))^(zeta-1)/(2*k20(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k20-k20(-1))^(zeta-1)/(2*k20(-1))+phi*(k20-k20(-1))^zeta/(2*k20(-1)^2)-delta+alpha*a20(+1)*k20^(alpha-1));
-log(a20) = rho*log(a20(-1))+sigma*(e+e20);
-c^(-gamma)*(1+phi*zeta*(k21-k21(-1))^(zeta-1)/(2*k21(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k21-k21(-1))^(zeta-1)/(2*k21(-1))+phi*(k21-k21(-1))^zeta/(2*k21(-1)^2)-delta+alpha*a21(+1)*k21^(alpha-1));
-log(a21) = rho*log(a21(-1))+sigma*(e+e21);
-c^(-gamma)*(1+phi*zeta*(k22-k22(-1))^(zeta-1)/(2*k22(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k22-k22(-1))^(zeta-1)/(2*k22(-1))+phi*(k22-k22(-1))^zeta/(2*k22(-1)^2)-delta+alpha*a22(+1)*k22^(alpha-1));
-log(a22) = rho*log(a22(-1))+sigma*(e+e22);
-c^(-gamma)*(1+phi*zeta*(k23-k23(-1))^(zeta-1)/(2*k23(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k23-k23(-1))^(zeta-1)/(2*k23(-1))+phi*(k23-k23(-1))^zeta/(2*k23(-1)^2)-delta+alpha*a23(+1)*k23^(alpha-1));
-log(a23) = rho*log(a23(-1))+sigma*(e+e23);
-c^(-gamma)*(1+phi*zeta*(k24-k24(-1))^(zeta-1)/(2*k24(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k24-k24(-1))^(zeta-1)/(2*k24(-1))+phi*(k24-k24(-1))^zeta/(2*k24(-1)^2)-delta+alpha*a24(+1)*k24^(alpha-1));
-log(a24) = rho*log(a24(-1))+sigma*(e+e24);
-c^(-gamma)*(1+phi*zeta*(k25-k25(-1))^(zeta-1)/(2*k25(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k25-k25(-1))^(zeta-1)/(2*k25(-1))+phi*(k25-k25(-1))^zeta/(2*k25(-1)^2)-delta+alpha*a25(+1)*k25^(alpha-1));
-log(a25) = rho*log(a25(-1))+sigma*(e+e25);
-c^(-gamma)*(1+phi*zeta*(k26-k26(-1))^(zeta-1)/(2*k26(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k26-k26(-1))^(zeta-1)/(2*k26(-1))+phi*(k26-k26(-1))^zeta/(2*k26(-1)^2)-delta+alpha*a26(+1)*k26^(alpha-1));
-log(a26) = rho*log(a26(-1))+sigma*(e+e26);
-c^(-gamma)*(1+phi*zeta*(k27-k27(-1))^(zeta-1)/(2*k27(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k27-k27(-1))^(zeta-1)/(2*k27(-1))+phi*(k27-k27(-1))^zeta/(2*k27(-1)^2)-delta+alpha*a27(+1)*k27^(alpha-1));
-log(a27) = rho*log(a27(-1))+sigma*(e+e27);
-c^(-gamma)*(1+phi*zeta*(k28-k28(-1))^(zeta-1)/(2*k28(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k28-k28(-1))^(zeta-1)/(2*k28(-1))+phi*(k28-k28(-1))^zeta/(2*k28(-1)^2)-delta+alpha*a28(+1)*k28^(alpha-1));
-log(a28) = rho*log(a28(-1))+sigma*(e+e28);
-c^(-gamma)*(1+phi*zeta*(k29-k29(-1))^(zeta-1)/(2*k29(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k29-k29(-1))^(zeta-1)/(2*k29(-1))+phi*(k29-k29(-1))^zeta/(2*k29(-1)^2)-delta+alpha*a29(+1)*k29^(alpha-1));
-log(a29) = rho*log(a29(-1))+sigma*(e+e29);
-c^(-gamma)*(1+phi*zeta*(k30-k30(-1))^(zeta-1)/(2*k30(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k30-k30(-1))^(zeta-1)/(2*k30(-1))+phi*(k30-k30(-1))^zeta/(2*k30(-1)^2)-delta+alpha*a30(+1)*k30^(alpha-1));
-log(a30) = rho*log(a30(-1))+sigma*(e+e30);
-c^(-gamma)*(1+phi*zeta*(k31-k31(-1))^(zeta-1)/(2*k31(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k31-k31(-1))^(zeta-1)/(2*k31(-1))+phi*(k31-k31(-1))^zeta/(2*k31(-1)^2)-delta+alpha*a31(+1)*k31^(alpha-1));
-log(a31) = rho*log(a31(-1))+sigma*(e+e31);
-c^(-gamma)*(1+phi*zeta*(k32-k32(-1))^(zeta-1)/(2*k32(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k32-k32(-1))^(zeta-1)/(2*k32(-1))+phi*(k32-k32(-1))^zeta/(2*k32(-1)^2)-delta+alpha*a32(+1)*k32^(alpha-1));
-log(a32) = rho*log(a32(-1))+sigma*(e+e32);
-c^(-gamma)*(1+phi*zeta*(k33-k33(-1))^(zeta-1)/(2*k33(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k33-k33(-1))^(zeta-1)/(2*k33(-1))+phi*(k33-k33(-1))^zeta/(2*k33(-1)^2)-delta+alpha*a33(+1)*k33^(alpha-1));
-log(a33) = rho*log(a33(-1))+sigma*(e+e33);
-c^(-gamma)*(1+phi*zeta*(k34-k34(-1))^(zeta-1)/(2*k34(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k34-k34(-1))^(zeta-1)/(2*k34(-1))+phi*(k34-k34(-1))^zeta/(2*k34(-1)^2)-delta+alpha*a34(+1)*k34^(alpha-1));
-log(a34) = rho*log(a34(-1))+sigma*(e+e34);
-c^(-gamma)*(1+phi*zeta*(k35-k35(-1))^(zeta-1)/(2*k35(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k35-k35(-1))^(zeta-1)/(2*k35(-1))+phi*(k35-k35(-1))^zeta/(2*k35(-1)^2)-delta+alpha*a35(+1)*k35^(alpha-1));
-log(a35) = rho*log(a35(-1))+sigma*(e+e35);
-c^(-gamma)*(1+phi*zeta*(k36-k36(-1))^(zeta-1)/(2*k36(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k36-k36(-1))^(zeta-1)/(2*k36(-1))+phi*(k36-k36(-1))^zeta/(2*k36(-1)^2)-delta+alpha*a36(+1)*k36^(alpha-1));
-log(a36) = rho*log(a36(-1))+sigma*(e+e36);
-c^(-gamma)*(1+phi*zeta*(k37-k37(-1))^(zeta-1)/(2*k37(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k37-k37(-1))^(zeta-1)/(2*k37(-1))+phi*(k37-k37(-1))^zeta/(2*k37(-1)^2)-delta+alpha*a37(+1)*k37^(alpha-1));
-log(a37) = rho*log(a37(-1))+sigma*(e+e37);
-c^(-gamma)*(1+phi*zeta*(k38-k38(-1))^(zeta-1)/(2*k38(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k38-k38(-1))^(zeta-1)/(2*k38(-1))+phi*(k38-k38(-1))^zeta/(2*k38(-1)^2)-delta+alpha*a38(+1)*k38^(alpha-1));
-log(a38) = rho*log(a38(-1))+sigma*(e+e38);
-c^(-gamma)*(1+phi*zeta*(k39-k39(-1))^(zeta-1)/(2*k39(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k39-k39(-1))^(zeta-1)/(2*k39(-1))+phi*(k39-k39(-1))^zeta/(2*k39(-1)^2)-delta+alpha*a39(+1)*k39^(alpha-1));
-log(a39) = rho*log(a39(-1))+sigma*(e+e39);
-c^(-gamma)*(1+phi*zeta*(k40-k40(-1))^(zeta-1)/(2*k40(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k40-k40(-1))^(zeta-1)/(2*k40(-1))+phi*(k40-k40(-1))^zeta/(2*k40(-1)^2)-delta+alpha*a40(+1)*k40^(alpha-1));
-log(a40) = rho*log(a40(-1))+sigma*(e+e40);
-c^(-gamma)*(1+phi*zeta*(k41-k41(-1))^(zeta-1)/(2*k41(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k41-k41(-1))^(zeta-1)/(2*k41(-1))+phi*(k41-k41(-1))^zeta/(2*k41(-1)^2)-delta+alpha*a41(+1)*k41^(alpha-1));
-log(a41) = rho*log(a41(-1))+sigma*(e+e41);
-c^(-gamma)*(1+phi*zeta*(k42-k42(-1))^(zeta-1)/(2*k42(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k42-k42(-1))^(zeta-1)/(2*k42(-1))+phi*(k42-k42(-1))^zeta/(2*k42(-1)^2)-delta+alpha*a42(+1)*k42^(alpha-1));
-log(a42) = rho*log(a42(-1))+sigma*(e+e42);
-c^(-gamma)*(1+phi*zeta*(k43-k43(-1))^(zeta-1)/(2*k43(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k43-k43(-1))^(zeta-1)/(2*k43(-1))+phi*(k43-k43(-1))^zeta/(2*k43(-1)^2)-delta+alpha*a43(+1)*k43^(alpha-1));
-log(a43) = rho*log(a43(-1))+sigma*(e+e43);
-c^(-gamma)*(1+phi*zeta*(k44-k44(-1))^(zeta-1)/(2*k44(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k44-k44(-1))^(zeta-1)/(2*k44(-1))+phi*(k44-k44(-1))^zeta/(2*k44(-1)^2)-delta+alpha*a44(+1)*k44^(alpha-1));
-log(a44) = rho*log(a44(-1))+sigma*(e+e44);
-c^(-gamma)*(1+phi*zeta*(k45-k45(-1))^(zeta-1)/(2*k45(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k45-k45(-1))^(zeta-1)/(2*k45(-1))+phi*(k45-k45(-1))^zeta/(2*k45(-1)^2)-delta+alpha*a45(+1)*k45^(alpha-1));
-log(a45) = rho*log(a45(-1))+sigma*(e+e45);
-c^(-gamma)*(1+phi*zeta*(k46-k46(-1))^(zeta-1)/(2*k46(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k46-k46(-1))^(zeta-1)/(2*k46(-1))+phi*(k46-k46(-1))^zeta/(2*k46(-1)^2)-delta+alpha*a46(+1)*k46^(alpha-1));
-log(a46) = rho*log(a46(-1))+sigma*(e+e46);
-c^(-gamma)*(1+phi*zeta*(k47-k47(-1))^(zeta-1)/(2*k47(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k47-k47(-1))^(zeta-1)/(2*k47(-1))+phi*(k47-k47(-1))^zeta/(2*k47(-1)^2)-delta+alpha*a47(+1)*k47^(alpha-1));
-log(a47) = rho*log(a47(-1))+sigma*(e+e47);
-c^(-gamma)*(1+phi*zeta*(k48-k48(-1))^(zeta-1)/(2*k48(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k48-k48(-1))^(zeta-1)/(2*k48(-1))+phi*(k48-k48(-1))^zeta/(2*k48(-1)^2)-delta+alpha*a48(+1)*k48^(alpha-1));
-log(a48) = rho*log(a48(-1))+sigma*(e+e48);
-c^(-gamma)*(1+phi*zeta*(k49-k49(-1))^(zeta-1)/(2*k49(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k49-k49(-1))^(zeta-1)/(2*k49(-1))+phi*(k49-k49(-1))^zeta/(2*k49(-1)^2)-delta+alpha*a49(+1)*k49^(alpha-1));
-log(a49) = rho*log(a49(-1))+sigma*(e+e49);
-c^(-gamma)*(1+phi*zeta*(k50-k50(-1))^(zeta-1)/(2*k50(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k50-k50(-1))^(zeta-1)/(2*k50(-1))+phi*(k50-k50(-1))^zeta/(2*k50(-1)^2)-delta+alpha*a50(+1)*k50^(alpha-1));
-log(a50) = rho*log(a50(-1))+sigma*(e+e50);
-N*c+k1+phi*(k1-k1(-1))^zeta/(2*k1)-(1-delta)*k1(-1)+k2+phi*(k2-k2(-1))^zeta/(2*k2)-(1-delta)*k2(-1)+k3+phi*(k3-k3(-1))^zeta/(2*k3)-(1-delta)*k3(-1)+k4+phi*(k4-k4(-1))^zeta/(2*k4)-(1-delta)*k4(-1)+k5+phi*(k5-k5(-1))^zeta/(2*k5)-(1-delta)*k5(-1)+k6+phi*(k6-k6(-1))^zeta/(2*k6)-(1-delta)*k6(-1)+k7+phi*(k7-k7(-1))^zeta/(2*k7)-(1-delta)*k7(-1)+k8+phi*(k8-k8(-1))^zeta/(2*k8)-(1-delta)*k8(-1)+k9+phi*(k9-k9(-1))^zeta/(2*k9)-(1-delta)*k9(-1)+k10+phi*(k10-k10(-1))^zeta/(2*k10)-(1-delta)*k10(-1)+k11+phi*(k11-k11(-1))^zeta/(2*k11)-(1-delta)*k11(-1)+k12+phi*(k12-k12(-1))^zeta/(2*k12)-(1-delta)*k12(-1)+k13+phi*(k13-k13(-1))^zeta/(2*k13)-(1-delta)*k13(-1)+k14+phi*(k14-k14(-1))^zeta/(2*k14)-(1-delta)*k14(-1)+k15+phi*(k15-k15(-1))^zeta/(2*k15)-(1-delta)*k15(-1)+k16+phi*(k16-k16(-1))^zeta/(2*k16)-(1-delta)*k16(-1)+k17+phi*(k17-k17(-1))^zeta/(2*k17)-(1-delta)*k17(-1)+k18+phi*(k18-k18(-1))^zeta/(2*k18)-(1-delta)*k18(-1)+k19+phi*(k19-k19(-1))^zeta/(2*k19)-(1-delta)*k19(-1)+k20+phi*(k20-k20(-1))^zeta/(2*k20)-(1-delta)*k20(-1)+k21+phi*(k21-k21(-1))^zeta/(2*k21)-(1-delta)*k21(-1)+k22+phi*(k22-k22(-1))^zeta/(2*k22)-(1-delta)*k22(-1)+k23+phi*(k23-k23(-1))^zeta/(2*k23)-(1-delta)*k23(-1)+k24+phi*(k24-k24(-1))^zeta/(2*k24)-(1-delta)*k24(-1)+k25+phi*(k25-k25(-1))^zeta/(2*k25)-(1-delta)*k25(-1)+k26+phi*(k26-k26(-1))^zeta/(2*k26)-(1-delta)*k26(-1)+k27+phi*(k27-k27(-1))^zeta/(2*k27)-(1-delta)*k27(-1)+k28+phi*(k28-k28(-1))^zeta/(2*k28)-(1-delta)*k28(-1)+k29+phi*(k29-k29(-1))^zeta/(2*k29)-(1-delta)*k29(-1)+k30+phi*(k30-k30(-1))^zeta/(2*k30)-(1-delta)*k30(-1)+k31+phi*(k31-k31(-1))^zeta/(2*k31)-(1-delta)*k31(-1)+k32+phi*(k32-k32(-1))^zeta/(2*k32)-(1-delta)*k32(-1)+k33+phi*(k33-k33(-1))^zeta/(2*k33)-(1-delta)*k33(-1)+k34+phi*(k34-k34(-1))^zeta/(2*k34)-(1-delta)*k34(-1)+k35+phi*(k35-k35(-1))^zeta/(2*k35)-(1-delta)*k35(-1)+k36+phi*(k36-k36(-1))^zeta/(2*k36)-(1-delta)*k36(-1)+k37+phi*(k37-k37(-1))^zeta/(2*k37)-(1-delta)*k37(-1)+k38+phi*(k38-k38(-1))^zeta/(2*k38)-(1-delta)*k38(-1)+k39+phi*(k39-k39(-1))^zeta/(2*k39)-(1-delta)*k39(-1)+k40+phi*(k40-k40(-1))^zeta/(2*k40)-(1-delta)*k40(-1)+k41+phi*(k41-k41(-1))^zeta/(2*k41)-(1-delta)*k41(-1)+k42+phi*(k42-k42(-1))^zeta/(2*k42)-(1-delta)*k42(-1)+k43+phi*(k43-k43(-1))^zeta/(2*k43)-(1-delta)*k43(-1)+k44+phi*(k44-k44(-1))^zeta/(2*k44)-(1-delta)*k44(-1)+k45+phi*(k45-k45(-1))^zeta/(2*k45)-(1-delta)*k45(-1)+k46+phi*(k46-k46(-1))^zeta/(2*k46)-(1-delta)*k46(-1)+k47+phi*(k47-k47(-1))^zeta/(2*k47)-(1-delta)*k47(-1)+k48+phi*(k48-k48(-1))^zeta/(2*k48)-(1-delta)*k48(-1)+k49+phi*(k49-k49(-1))^zeta/(2*k49)-(1-delta)*k49(-1)+k50+phi*(k50-k50(-1))^zeta/(2*k50)-(1-delta)*k50(-1)= a1*k1(-1)^alpha+a2*k2(-1)^alpha+a3*k3(-1)^alpha+a4*k4(-1)^alpha+a5*k5(-1)^alpha+a6*k6(-1)^alpha+a7*k7(-1)^alpha+a8*k8(-1)^alpha+a9*k9(-1)^alpha+a10*k10(-1)^alpha+a11*k11(-1)^alpha+a12*k12(-1)^alpha+a13*k13(-1)^alpha+a14*k14(-1)^alpha+a15*k15(-1)^alpha+a16*k16(-1)^alpha+a17*k17(-1)^alpha+a18*k18(-1)^alpha+a19*k19(-1)^alpha+a20*k20(-1)^alpha+a21*k21(-1)^alpha+a22*k22(-1)^alpha+a23*k23(-1)^alpha+a24*k24(-1)^alpha+a25*k25(-1)^alpha+a26*k26(-1)^alpha+a27*k27(-1)^alpha+a28*k28(-1)^alpha+a29*k29(-1)^alpha+a30*k30(-1)^alpha+a31*k31(-1)^alpha+a32*k32(-1)^alpha+a33*k33(-1)^alpha+a34*k34(-1)^alpha+a35*k35(-1)^alpha+a36*k36(-1)^alpha+a37*k37(-1)^alpha+a38*k38(-1)^alpha+a39*k39(-1)^alpha+a40*k40(-1)^alpha+a41*k41(-1)^alpha+a42*k42(-1)^alpha+a43*k43(-1)^alpha+a44*k44(-1)^alpha+a45*k45(-1)^alpha+a46*k46(-1)^alpha+a47*k47(-1)^alpha+a48*k48(-1)^alpha+a49*k49(-1)^alpha+a50*k50(-1)^alpha;
-end;
-initval;
-c=1;
-e=0;
-a1=1;
-e1=0;
-k1=10;
-a2=1;
-e2=0;
-k2=10;
-a3=1;
-e3=0;
-k3=10;
-a4=1;
-e4=0;
-k4=10;
-a5=1;
-e5=0;
-k5=10;
-a6=1;
-e6=0;
-k6=10;
-a7=1;
-e7=0;
-k7=10;
-a8=1;
-e8=0;
-k8=10;
-a9=1;
-e9=0;
-k9=10;
-a10=1;
-e10=0;
-k10=10;
-a11=1;
-e11=0;
-k11=10;
-a12=1;
-e12=0;
-k12=10;
-a13=1;
-e13=0;
-k13=10;
-a14=1;
-e14=0;
-k14=10;
-a15=1;
-e15=0;
-k15=10;
-a16=1;
-e16=0;
-k16=10;
-a17=1;
-e17=0;
-k17=10;
-a18=1;
-e18=0;
-k18=10;
-a19=1;
-e19=0;
-k19=10;
-a20=1;
-e20=0;
-k20=10;
-a21=1;
-e21=0;
-k21=10;
-a22=1;
-e22=0;
-k22=10;
-a23=1;
-e23=0;
-k23=10;
-a24=1;
-e24=0;
-k24=10;
-a25=1;
-e25=0;
-k25=10;
-a26=1;
-e26=0;
-k26=10;
-a27=1;
-e27=0;
-k27=10;
-a28=1;
-e28=0;
-k28=10;
-a29=1;
-e29=0;
-k29=10;
-a30=1;
-e30=0;
-k30=10;
-a31=1;
-e31=0;
-k31=10;
-a32=1;
-e32=0;
-k32=10;
-a33=1;
-e33=0;
-k33=10;
-a34=1;
-e34=0;
-k34=10;
-a35=1;
-e35=0;
-k35=10;
-a36=1;
-e36=0;
-k36=10;
-a37=1;
-e37=0;
-k37=10;
-a38=1;
-e38=0;
-k38=10;
-a39=1;
-e39=0;
-k39=10;
-a40=1;
-e40=0;
-k40=10;
-a41=1;
-e41=0;
-k41=10;
-a42=1;
-e42=0;
-k42=10;
-a43=1;
-e43=0;
-k43=10;
-a44=1;
-e44=0;
-k44=10;
-a45=1;
-e45=0;
-k45=10;
-a46=1;
-e46=0;
-k46=10;
-a47=1;
-e47=0;
-k47=10;
-a48=1;
-e48=0;
-k48=10;
-a49=1;
-e49=0;
-k49=10;
-a50=1;
-e50=0;
-k50=10;
-end;
-
-vcov = [
-1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0;
-0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1];
-
-order = 2;
diff --git a/dynare++/tests/sedmodel1.mod b/dynare++/tests/sedmodel1.mod
deleted file mode 100644
index a8ad536980ec01c971da60d570cc4d31c964ddf8..0000000000000000000000000000000000000000
--- a/dynare++/tests/sedmodel1.mod
+++ /dev/null
@@ -1,77 +0,0 @@
-var A, Disp, G, Int, L,
- LStar, pi, Welf, WelfStar, x0,
- Y, YGap, YStar, z1, z2, Cbar, Cequiv;
-varexo eps1 eps2 eps3;
-
-parameters alpha beta gamma rhoa rhog rho phi chi chi0 theta xi
-ABar GBar KBar ZBar piBar Istar;
-alpha = 0.3;
- beta = 0.99;
- gamma = 15;
- rhoa = 0.8;
- rhog = 0.7;
- phi = 1.5;
- chi = 1.5;
- chi0 = 1;
- theta = 0.333333333333;
- xi = 0.75;
- ABar = 4.0266;
- GBar = 0.3163;
- KBar = 9.489;
- ZBar = .03;
- piBar = 1;
- rho=.8;
- Istar=1.01010101010101;
-
-
-model;
-z1 - ((Y-G)^(1-phi) + beta *xi *piBar *pi(+1)^(1/theta) *z1(+1));
-z2 - (Y *chi0 *(1-L-ZBar)^(-chi) / ((1-alpha) *A *KBar^alpha
- *L^(-alpha)) + beta *xi *pi(+1)^((1+theta)/theta) *z2(+1));
-x0 - (1+theta)*z2 /z1;
-pi^(-1/theta) - ((1-xi) *(x0*pi)^(-1/theta) + xi *piBar^(-1/theta));
-Y - (Disp^(-1) *A *KBar^alpha *L^(1-alpha));
-Disp - ((1-xi) *x0^(-(1+theta)/theta)
- + xi *(piBar/pi)^(-(1+theta)/theta) *Disp(-1));
-log(A/ABar) - (rhoa *log(A(-1)/ABar) + eps1);
-log(G/GBar) - (rhog *log(G(-1)/GBar) + eps2);
-(Y-G)^(-phi) - (beta *(Int/pi(+1)) *(Y(+1)-G(+1))^(-phi));
-Welf - ((Y-G)^(1-phi) /(1-phi)
- + chi0*(1-L-ZBar)^(1-chi) /(1-chi) + beta *Welf(+1));
-Cequiv = (((1-beta)*Welf-chi0*(1-LStar-ZBar)^(1-chi) /(1-chi))*(1-phi))^(1/(1-phi));
-(1-alpha) *A *KBar^alpha *LStar^(-alpha)
- - (1+theta) *YStar *(YStar-G)^(phi-1) *chi0
- *(1-LStar-ZBar)^(-chi);
-YStar - A *KBar^alpha *LStar^(1-alpha);
-YGap - (log(Y/YStar));
-WelfStar - ((YStar-G)^(1-phi) /(1-phi)
- + chi0*(1-LStar-ZBar)^(1-chi) /(1-chi) + beta *WelfStar(+1));
-Int = (Int(-1)^rho)*((Istar*(pi/piBar)^gamma)^(1-rho))*exp(eps3);
-Cbar=(1/100)*((1-phi)*((1-beta)*WelfStar-chi0*(1-LStar-ZBar)^(1-chi)/(1-chi)))^(1/(1-phi));
-end;
-
-initval;
-A= 4.022;
-Disp= 1;
-G= 0.3;
-Int= 1.0101;
-L= 0.22;
-LStar= 0.22;
-pi= 1;
-Welf= -359;
-WelfStar= -359;
-x0= 1;
-Y= 2.8;
-YGap= 0;
-YStar= 2.8;
-z1= 2.5;
-z2= 1.8;
-Cbar= 0.024;
-Cequiv = 0.024;
-end;
-
-vcov = [0.001 0 0 ; 0 0.001 0; 0 0 0.001];
-
-order=4;
-
-
diff --git a/dynare++/tests/sw_euro.mod b/dynare++/tests/sw_euro.mod
deleted file mode 100644
index fc6da21fb7221781489394a8607b86f65370c782..0000000000000000000000000000000000000000
--- a/dynare++/tests/sw_euro.mod
+++ /dev/null
@@ -1,98 +0,0 @@
-var MC EH EF R_KF QF CF IF YF LF PIEF WF RF R_KH QH CH IH YH LH PIEH WH RH EE_A PIE_BAR EE_B EE_G EE_L EE_I KF KH ONE;
-
-varexo E_A E_B E_G E_L E_I ETA_R E_PIE_BAR ETA_Q ETA_P ETA_W ;
-
-parameters xi_e lambda_w alpha czcap beta phi_i tau sig_c hab ccs cinvs phi_y gamma_w xi_w gamma_p xi_p sig_l r_dpi r_pie r_dy r_y rho rho_a rho_pb rho_b rho_g rho_l rho_i ;
-alpha=.30;
-beta=0.99;
-tau=0.025;
-ccs=0.6;
-cinvs=.22;
-lambda_w = 0.5;
-phi_i= 6.771;
-sig_c= 1.353;
-hab= 0.573;
-xi_w= 0.737;
-sig_l= 2.400;
-xi_p= 0.908;
-xi_e= 0.599;
-gamma_w= 0.763;
-gamma_p= 0.469;
-czcap= 0.169;
-phi_y= 1.408;
-r_pie= 1.684;
-r_dpi= 0.14;
-rho= 0.961;
-r_y= 0.099;
-r_dy= 0.159;
-rho_a= 0.823;
-rho_b= 0.855;
-rho_g= 0.949;
-rho_l= 0.889;
-rho_i= 0.927;
-rho_pb= 0.924;
-
-
-model;
- CF = (1/(1+hab))*(CF(1)+hab*CF(-1))-((1-hab)/((1+hab)*sig_c))*(RF-PIEF(1)-EE_B) ;
- 0 = alpha*R_KF+(1-alpha)*WF -EE_A ;
- PIEF = 0*ONE;
- IF = (1/(1+beta))* (( IF(-1) + beta*(IF(1)))+(1/phi_i)*QF)+0*ETA_Q+EE_I ;
- QF = -(RF-PIEF(1))+(1-beta*(1-tau))*((1+czcap)/czcap)*R_KF(1)+beta*(1-tau)*QF(1) +0*EE_I ;
- KF = (1-tau)*KF(-1)+tau*IF(-1) ;
- YF = (ccs*CF+cinvs*IF)+EE_G ;
- YF = 1*phi_y*( alpha*KF+alpha*(1/czcap)*R_KF+(1-alpha)*LF+EE_A ) ;
- WF = (sig_c/(1-hab))*(CF-hab*CF(-1)) + sig_l*LF - EE_L ;
- LF = R_KF*((1+czcap)/czcap)-WF+KF ;
- EF = EF(-1)+EF(1)-EF+(LF-EF)*((1-xi_e)*(1-xi_e*beta)/(xi_e));
-
- CH = (hab/(1+hab))*CH(-1)+(1/(1+hab))*CH(1)-((1-hab)/((1+hab)*sig_c))*(RH-PIEH(1)-EE_B) ;
- IH = (1/(1+beta))* (( IH(-1) + beta*(IH(1)))+(1/phi_i)*QH )+1*ETA_Q+1*EE_I ;
- QH = -(RH-PIEH(1))+(1-beta*(1-tau))*((1+czcap)/czcap)*R_KH(1)+beta*(1-tau)*QH(1) +EE_I*0+0*ETA_Q ;
- KH = (1-tau)*KH(-1)+tau*IH(-1) ;
- YH = (ccs*CH+cinvs*IH)+ EE_G ;
- YH = phi_y*( alpha*KH+alpha*(1/czcap)*R_KH+(1-alpha)*LH ) +phi_y*EE_A ;
- PIEH = (1/(1+beta*gamma_p))*
- (
- (beta)*(PIEH(1)) +(gamma_p)*(PIEH(-1))
- +((1-xi_p)*(1-beta*xi_p)/(xi_p))*(MC)
- ) + ETA_P ;
-
- MC = alpha*R_KH+(1-alpha)*WH -EE_A;
- WH = (1/(1+beta))*(beta*WH(+1)+WH(-1))
- +(beta/(1+beta))*(PIEH(+1))
- -((1+beta*gamma_w)/(1+beta))*(PIEH)
- +(gamma_w/(1+beta))*(PIEH(-1))
- -(1/(1+beta))*(((1-beta*xi_w)*(1-xi_w))/(((1+(((1+lambda_w)*sig_l)/(lambda_w))))*xi_w))*(WH-sig_l*LH-(sig_c/(1-hab))*(CH-hab*CH(-1))+EE_L)
- +ETA_W;
- LH = R_KH*((1+czcap)/czcap)-WH+KH ;
- RH = r_dpi*(PIEH-PIEH(-1))
- +(1-rho)*(r_pie*(PIEH(-1)-PIE_BAR)+r_y*(YH-YF))
- +r_dy*(YH-YF-(YH(-1)-YF(-1)))
- +rho*(RH(-1)-PIE_BAR)
- +PIE_BAR
- +ETA_R;
- EH = EH(-1)+EH(1)-EH+(LH-EH)*((1-xi_e)*(1-xi_e*beta)/(xi_e));
-
-
- EE_A = (rho_a)*EE_A(-1) + E_A;
- PIE_BAR = rho_pb*PIE_BAR(-1)+ E_PIE_BAR ;
- EE_B = rho_b*EE_B(-1) + E_B ;
- EE_G = rho_g*EE_G(-1) + E_G ;
- EE_L = rho_l*EE_L(-1) + E_L ;
- EE_I = rho_i*EE_I(-1) + E_I ;
- ONE = 0*ONE(-1) ;
-end;
-
-vcov = [0.357604 0 0 0 0 0 0 0 0 0;
- 0 0.112896 0 0 0 0 0 0 0 0;
- 0 0 0.105625 0 0 0 0 0 0 0;
- 0 0 0 12.39040 0 0 0 0 0 0;
- 0 0 0 0 0.722500 0 0 0 0 0;
- 0 0 0 0 0 0.656100 0 0 0 0;
- 0 0 0 0 0 0 0.000289 0 0 0;
- 0 0 0 0 0 0 0 0.364816 0 0;
- 0 0 0 0 0 0 0 0 0.025600 0;
- 0 0 0 0 0 0 0 0 0 0.083521];
-
-order = 1;
diff --git a/dynare++/tests/swma_pie.mod b/dynare++/tests/swma_pie.mod
deleted file mode 100644
index bf6183ba6dcb57c623a82749e9074a7676e39060..0000000000000000000000000000000000000000
--- a/dynare++/tests/swma_pie.mod
+++ /dev/null
@@ -1,187 +0,0 @@
-// this model has sticky wages and adjustment costs in
-// investment, consumer goods sector is perfectly competitive, thus MC=1
-// with money and transaction costs based on money velocity
-// and it has a financial accelerator
-// wage is indexed to past consumer price inflation
-
-// LAMBDA Lagrange multiplier on household's budget constraint (divided by price level)
-// PIE inflation of CPI
-// PIETILDE to what inflation new wage setters index (here PIE(-1) but could be PIEW(-1))
-// INT nominal interest rate
-// C real consumption
-// I real investment
-// K real capital
-// R real rental rate of capital
-// W real wage
-// L labour
-// Y real output
-// PIEW nominal wage inflation
-// VW wage front loading term for newly set wages
-// BBD, BBE, BBF, BBG terms in nominator and denominator in wage FOC
-// G government
-// SL process for labor shock
-// SC process for consumption shock
-// SY process for technology shock
-// RM real money balances hold
-// Q real price of capital
-// Q_M1 lagged Q
-// RK nominal return of capital for enterpreneurs
-// OMEGABAR threshold value for idiosyncratic shock
-// N real net worth of borrowers
-// WF lifetime utility
-
-var LAMBDA PIE PIETILDE INT C I K R W L Y PIEW VW BBD BBE BBF BBG G SL SC SY RM
- Q Q_M1 RK OMEGABAR N ACAL ACALPRIME BCAL BCALPRIME WF;
-
-varexo E_C E_L E_Y E_GOV E_INT;
-
-parameters dep beta gamma eta biga alpha sigmaw phiw deltaw sg pietar h psi nu osigma mu tc1 tc2 ksi1 ksi2 c_weight rho_g rho_l rho_c rho_y;
-dep = 0.025;
-beta = 0.99;
-gamma = 1;
-eta = 2;
-alpha = 0.30;
-biga = alpha^(-alpha)*(1-alpha)^(alpha-1);
-sigmaw = 11;
-phiw = 2;
-deltaw = 0.75;
-sg = 0.18;
-pietar = 1.03^0.25;
-h = 0.8;
-// investment adjustment costs
-psi = 12;
-// enterpreneur saving rate
-nu = 0.94;
-// stderr of enterpreneur's idiosyncratic shocks
-osigma = 0.5;
-// monitoring cost for lender
-mu = 0.2;
-// consumption transaction costs
-tc1 = 0.05;
-tc2 = 0.5;
-// Taylor rule
-ksi1 = 0.106;
-ksi2 = 3;
-rho_g = 0.90;
-rho_l = 0.90;
-rho_c = 0.90;
-rho_y = 0.90;
-// weight of consumption utility
-c_weight = 1;
-
-model;
-// capital accumulation
-K = (1 - dep - psi/2*(I(-1)/K(-1)-dep)^2)*K(-1) + I(-1);
-// FOC bonds
-LAMBDA = beta*INT*LAMBDA(+1)/PIE(+1);
-// FOC consumption (right hand side is equal to LAMBDA*(1+TC+TCPRIME*C/RM))
-SC*c_weight*(C-h*C(-1))^(-eta) = LAMBDA*(1+2*tc1*C/RM-2*sqrt(tc1*tc2));
-// FOC money (right hand side is equal to 1 - TCPRIME*C*C/RM/RM)
-beta*LAMBDA(+1)/LAMBDA/PIE(+1) = 1 - tc1*C*C/RM/RM + tc2;
-// FOC investment removed
-// FOC capital(+1) removed
-// real price of capital
-Q = (1-psi*(I/K-dep))^(-1);
-// nominal return on capital
-RK = PIE*(R + Q*(1 - dep + psi*(I/K-dep)*I/K -psi/2*(I/K-dep)^2))/Q(-1);
-// FOC in optimal contract for K(+1)
-RK(+1)*(BCAL(+1)*ACALPRIME(+1)/BCALPRIME(+1)-ACAL(+1)) = INT(+1)*ACALPRIME(+1)/BCALPRIME(+1);
-// Participation constraint
-//RK(+1)*BCAL(+1) = INT(+1)*(1-N(+1)*PIE(+1)/Q/K(+1));
-RK*BCAL = INT*(1-N*PIE/Q(-1)/K);
-// evolution of net worth (real)
-N*PIE*PIE(-1) = nu*(ACAL(-1)+BCAL(-1))*RK(-1)*Q_M1(-1)*K(-1) - nu*INT(-1)*(Q_M1(-1)*K(-1)-N(-1)*PIE);
-// marginal cost is 1
-1 = biga*(W/SY)^(1-alpha)*R^alpha;
-// labor attaining minimal MC
-L = (1-alpha)/W*Y;
-// capital attaining minimal MC
-K = alpha/R*Y;
-// FOC for newly set wages
-W*VW = sigmaw/(sigmaw-1)*(BBD*VW^(-sigmaw*gamma) + phiw*BBE*VW^(-sigmaw) - phiw*BBF)/BBG;
-// definition of BBD
-BBD = SL*L^(1+gamma) + deltaw*beta*(PIETILDE(+1)/PIEW(+1))^(-sigmaw*(1+gamma))*BBD(+1);
-// definition of BBE
-BBE = LAMBDA*L*W + deltaw*beta*(PIETILDE(+1)/PIEW(+1))^(-2*sigmaw)*BBE(+1);
-// definition of BBF
-BBF = LAMBDA*L*W + deltaw*beta*(PIETILDE(+1)/PIEW(+1))^(-sigmaw)*BBF(+1);
-// definition of BBG
-BBG = LAMBDA*L + deltaw*beta*(PIETILDE(+1)/PIEW(+1))^(-sigmaw)*PIETILDE(+1)/PIE(+1)*BBG(+1);
-// price index
-1 = (1-deltaw)*VW^(1-sigmaw) + deltaw*(PIETILDE/PIEW)^(1-sigmaw);
-// definition of ACAL
-ACAL = 0.5*erfc((log(OMEGABAR) - 0.5*osigma^2)/osigma/sqrt(2.0)) - OMEGABAR/2*erfc((log(OMEGABAR) + 0.5*osigma^2)/osigma/sqrt(2.0));
-// definition of BCAL
-BCAL = OMEGABAR/2*erfc((log(OMEGABAR) + 0.5*osigma^2)/osigma/sqrt(2.0)) + (1-mu)/2*(1+erf((log(OMEGABAR) - 0.5*osigma^2)/osigma/sqrt(2.0)));
-// definition of ACALPRIME
-ACALPRIME = -0.5*erfc((log(OMEGABAR) + 0.5*osigma^2)/osigma/sqrt(2.0));
-// definition of BCALPRIME
-BCALPRIME = -ACALPRIME - mu/osigma/2.506628274631*exp(-((log(OMEGABAR) + 0.5*osigma)^2)/2/osigma/osigma);
-// identity for PIEW
-PIEW = PIE*W/W(-1);
-// welfare identity
-WF = SC*c_weight*(C-h*C(-1))^(1-eta)/(1-eta) - SL*L^(1+gamma)/(1+gamma) + beta*WF(+1);
-// interest rate rule
-INT = INT(-1)^ksi1*((PIE/beta)*(PIE/pietar)^ksi2)^(1-ksi1)*exp(E_INT);
-// aggregate constraint
-Y = C + I + G + (1-ACAL-BCAL)*RK*Q(-1)*K;
-//Y = C + I + G;
-// process for government
-G/Y = (G(-1)/Y(-1))^rho_g*sg^(1-rho_g)*exp(E_GOV/sg);
-// to what do they index (pietar, past inflation, past indexed inflation)
-PIETILDE = PIE(-1);
-//PIETILDE = pietar;
-// exo processes
-SL = SL(-1)^rho_l*exp(E_L);
-SC = SC(-1)^rho_c*exp(E_C);
-SY = SY(-1)^rho_y*exp(E_Y);
-// lagged Q
-Q_M1 = Q(-1);
-end;
-
-initval;
-RM = 0.1;
-INT = pietar/beta;
-PIE = pietar;
-PIEW = pietar;
-PIETILDE = pietar;
-//R = dep/beta;
-R = 0.1;
-W = (1/biga/(R)^alpha)^(1/(1-alpha));
-LAMBDA = ((1-dep*alpha/R-sg)*(1-h)*c_weight/(1-alpha)*W^(1/gamma+1)*((sigmaw-1)/sigmaw)^(1/gamma))^(-1/(1/eta+1/gamma));
-L = (W*LAMBDA*(sigmaw-1)/sigmaw)^(1/gamma);
-Y = W*L/(1-alpha);
-K = alpha/R*Y;
-I = dep*K;
-G = sg*Y;
-VW = 1;
-BBD = L^(1+gamma)/(1-deltaw*beta);
-BBE = LAMBDA*L*W/(1-deltaw*beta);
-BBF = LAMBDA*L*W/(1-deltaw*beta);
-BBG = LAMBDA*L/(1-deltaw*beta);
-Q = 1;
-Q_M1 = Q;
-RK = 1/Q*PIE*(R+(1-dep)*Q);
-OMEGABAR = 0.5;
-ACAL = 0.5*erfc((log(OMEGABAR) - 0.5*osigma^2)/osigma/sqrt(2.0)) - OMEGABAR/2*erfc((log(OMEGABAR) + 0.5*osigma^2)/osigma/sqrt(2.0));
-BCAL = OMEGABAR/2*erfc((log(OMEGABAR) + 0.5*osigma^2)/osigma/sqrt(2.0)) + (1-mu)/2*(1+erf((log(OMEGABAR) - 0.5*osigma^2)/osigma/sqrt(2.0)));
-ACALPRIME = -0.5*erfc((log(OMEGABAR) + 0.5*osigma^2)/osigma/sqrt(2.0));
-BCALPRIME = -ACALPRIME - mu/osigma/2.506628274631*exp(-((log(OMEGABAR) + 0.5*osigma)^2)/2/osigma/osigma);
-N = (nu*(ACAL+BCAL)*RK*Q*K-nu*INT*Q*K)/(PIE*PIE-nu*INT*PIE);
-C = Y - I - G - (1-ACAL-BCAL)*RK*Q*K;
-SL = 1;
-SC = 1;
-SY = 1;
-WF = 1/(1-beta)*(SC*c_weight*((1-h)*C)^(1-eta)/(1-eta) - SL*L^(1+gamma)/(1+gamma));
-end;
-
-vcov = [
-0.0001 0 0 0 0;
-0 0.0001 0 0 0;
-0 0 0.0001 0 0;
-0 0 0 0.0001 0;
-0 0 0 0 0.0001
-];
-
-order = 4;
-
diff --git a/dynare++/tests/test.mod b/dynare++/tests/test.mod
deleted file mode 100644
index 98b7158a7071436211d4fbdfb22034be78559db9..0000000000000000000000000000000000000000
--- a/dynare++/tests/test.mod
+++ /dev/null
@@ -1,39 +0,0 @@
-var a, b, c, h, k, y;
-varexo e,u;
-
-parameters beta, rho, alpha, delta, theta, psi, tau, phi;
-
-alpha = 0.36;
-rho = 0.95;
-tau = 0.025;
-beta = 0.99;
-delta = 0.025;
-psi = 0;
-theta = 2.95;
-
-phi = 0.1;
-
-model;
-c*theta*h^(1+psi)=(1-alpha)*y;
-k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
-y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
-k = exp(b)*(y-c)+(1-delta)*k(-1);
-a = rho*a(-1)+tau*b(-1) + e;
-b = tau*a(-1)+rho*b(-1) + u;
-end;
-
-initval;
-y = 1;
-c = 0.7;
-h = 0.1;
-k = 11;
-a = 0;
-b = 0;
-e = 0;
-u = 0;
-end;
-
-vcov = [ 0.000081 0.000008;0.000008 0.000081];
-
-order = 2;
-
diff --git a/dynare++/tests/test1.mod b/dynare++/tests/test1.mod
deleted file mode 100644
index 04e7f6196ebccf4fbf3dfab1c22f595803ab073b..0000000000000000000000000000000000000000
--- a/dynare++/tests/test1.mod
+++ /dev/null
@@ -1,42 +0,0 @@
-var y, c, k, a, h, b;
-varexo e,u;
-
-parameters beta, rho, alpha, delta, theta, psi, tau, phi;
-
-alpha = 0.36;
-rho = 0.95;
-tau = 0.025;
-beta = 0.99;
-delta = 0.025;
-psi = 0;
-theta = 2.95;
-
-phi = 0.1;
-
-model;
-c*theta*h^(1+psi)=(1-alpha)*y;
-k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
-y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
-k = exp(b)*(y-c)+(1-delta)*k(-1);
-a = rho*a(-1)+tau*b(-1) + e;
-b = tau*a(-1)+rho*b(-1) + u;
-end;
-
-initval;
-y = 1;
-c = 0.7;
-h = 0.1;
-k = 11;
-a = 0;
-b = 0;
-e = 0;
-u = 0;
-end;
-
-vcov = [ 0.000081 0.0000081; 0.0000081 0.000081];
-
-order = 1;
-
-
-
-
diff --git a/dynare++/tests/test2.mod b/dynare++/tests/test2.mod
deleted file mode 100644
index 0abc1dfa559b6c28d29feb90a09d220fb26f5f17..0000000000000000000000000000000000000000
--- a/dynare++/tests/test2.mod
+++ /dev/null
@@ -1,39 +0,0 @@
-var y, c, k, a, h, b;
-varexo e,u;
-
-parameters beta, rho, alpha, delta, theta, psi, tau, phi;
-
-alpha = 0.36;
-rho = 0.95;
-tau = 0.025;
-beta = 0.99;
-delta = 0.025;
-psi = 0;
-theta = 2.95;
-
-phi = 0.1;
-
-model;
-c*theta*h^(1+psi)=(1-alpha)*y;
-k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
-y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
-k = exp(b)*(y-c)+(1-delta)*k(-1);
-a = rho*a(-1)+tau*b(-1) - rho*a(-2) - tau*b(-3) + e;
-b = tau*a(-1)+rho*b(-1) - rho*b(-2) - tau*a(-3) + u;
-end;
-
-initval;
-y = 1.08;
-c = 0.8;
-h = 0.29;
-k = 11.08;
-a = 0;
-b = 0;
-e = 0;
-u = 0;
-end;
-
-vcov = [ 0.01 0.005; 0.005 0.01];
-
-order = 1;
-
diff --git a/dynare++/tests/test2a.mod b/dynare++/tests/test2a.mod
deleted file mode 100644
index f0b0441816bf1fbe7b755dc8c3da2194a6a8cd05..0000000000000000000000000000000000000000
--- a/dynare++/tests/test2a.mod
+++ /dev/null
@@ -1,39 +0,0 @@
-var y, c, k, a, h, b;
-varexo e,u;
-
-parameters beta, rho, alpha, delta, theta, psi, tau, phi;
-
-alpha = 0.36;
-rho = 0.95;
-tau = 0.025;
-beta = 0.99;
-delta = 0.025;
-psi = 0;
-theta = 2.95;
-
-phi = 0.1;
-
-model;
-c*theta*h^(1+psi)=(1-alpha)*y;
-k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
-y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
-k = exp(b)*(y-c)+(1-delta)*k(-1);
-a = rho*a(-1)+tau*b(-1) - rho*a(-2) - tau*b(-3) + e;
-b = tau*a(-1)+rho*b(-1) - rho*b(-2) - tau*a(-3) + u;
-end;
-
-initval;
-y = 1.08;
-c = 0.8;
-h = 0.29;
-k = 11.08;
-a = 0;
-b = 0;
-e = 0;
-u = 0;
-end;
-
-vcov = [ 0.01 0.005; 0.005 0.01];
-
-order = 2;
-
diff --git a/dynare++/tests/test3.mod b/dynare++/tests/test3.mod
deleted file mode 100644
index 7f386f2a87fa9aa6a64f931760ac90bb916ca1fe..0000000000000000000000000000000000000000
--- a/dynare++/tests/test3.mod
+++ /dev/null
@@ -1,30 +0,0 @@
-var y,x;
-varexo u,v;
-parameters a, b, c, d, e, f, g, h, j;
-
-a=0.8;
-b=0.9;
-c=0.9;
-d=1;
-e=-0.556875;
-f=-0.172125;
-g=-0.9;
-h=-0.2754;
-j=-1.8;
-
-
-model;
-x=a*x(-1)+u;
-c*y(+1)^2+d*y^2+e*x^2+f*u^2-d*v^2+g+h*x(-1)*u+j*x(-1)*v=0;
-end;
-
-initval;
-x=0;
-y=0.7237469;
-u=0;
-v=0;
-end;
-
-vcov=[1 0; 0 1];
-
-order = 2;
\ No newline at end of file
diff --git a/dynare++/tests/test4.mod b/dynare++/tests/test4.mod
deleted file mode 100644
index 4250ac3a04f38f525c72f7563c1aefcffd0c76b6..0000000000000000000000000000000000000000
--- a/dynare++/tests/test4.mod
+++ /dev/null
@@ -1,27 +0,0 @@
-var y,x;
-varexo u,v;
-parameters a, b, c, d, e, f, m;
-
-a=0.8;
-b=0.9;
-c=0.9;
-d=1;
-e=1;
-m=50;
-f = 1;
-
-model;
-x = a*x(-1)+u;
-c*y(+1)^2+d*y^2+e*x^2-(c+d)*m^2-(c*b*b*a*a+d*b*b+e*a*a)*x(-1)^2-(c*b*b+e)*u^2-2*(c*m*b*a+d*m*b)*x(-1)-2*c*m*b*u-2*(c*b*b*a+e*a)*x(-1)*u-d*f^2*v^2-2*d*m*f*v-2*d*b*f*x(-1)*v=0;
-end;
-
-initval;
-x=1;
-y=21;
-u=0;
-v=0;
-end;
-
-vcov=[1 0; 0 1];
-
-order = 2;
diff --git a/dynare++/tests/test5.mod b/dynare++/tests/test5.mod
deleted file mode 100644
index 4e2e5938a31f9307ada72a28af6e61900d116e23..0000000000000000000000000000000000000000
--- a/dynare++/tests/test5.mod
+++ /dev/null
@@ -1,27 +0,0 @@
-var y,x;
-varexo u,v;
-parameters a, b, c, d, e, m, n;
-
-a=-0.8;
-b=0.9;
-c=0.9;
-d=1;
-e=1;
-m=50;
-n=0.2;
-
-model;
-x=b*x(-1)+u;
-a*y(+1)+y-(a*b^2+1)*x(-1)^2-2*a*b*x(-1)*u-a*u^2-a-2*x(-1)*v-v^2;
-end;
-
-initval;
-x=0;
-y=0;
-u=0;
-v=0;
-end;
-
-vcov=[1 0; 0 1];
-
-order = 3;
diff --git a/dynare++/tests/test6.mod b/dynare++/tests/test6.mod
deleted file mode 100644
index 53f4e826c21b7f4c09e05ad5a41f1cf64494ee80..0000000000000000000000000000000000000000
--- a/dynare++/tests/test6.mod
+++ /dev/null
@@ -1,27 +0,0 @@
-var y,x;
-varexo u,v;
-parameters a, b, c, d, e, m, n;
-
-a=-0.8;
-b=0.9;
-c=0.9;
-d=1;
-e=1;
-m=50;
-n=0.2;
-
-model;
-x=b*x(-1)+u;
-a*y(+1)+y-(a*b^3+1)*x(-1)^3-3*a*b*x(-1)*u^2-3*a*b^2*x(-1)^2*u-a*u^3-a-v^2;
-end;
-
-initval;
-x=0;
-y=0;
-u=0;
-v=0;
-end;
-
-vcov=[1 0; 0 1];
-
-order = 3;
diff --git a/dynare++/tests/test7.mod b/dynare++/tests/test7.mod
deleted file mode 100644
index f520b9453622794c5e2971f2be137e2c074cdd3c..0000000000000000000000000000000000000000
--- a/dynare++/tests/test7.mod
+++ /dev/null
@@ -1,27 +0,0 @@
-var y,x;
-varexo u,v;
-parameters a, b, c, d, e, m, n;
-
-a=-0.8;
-b=0.9;
-c=0.9;
-d=1;
-e=1;
-m=50;
-n=0.2;
-
-model;
-x=b*x(-1)+u;
-a*y(+1)+y-(a*b^4+1)*x(-1)^4-4*a*b*x(-1)*u^3-4*a*b^3*x(-1)^3*u-6*a*(b*x(-1)*u)^2-a*u^4-v;
-end;
-
-initval;
-x=0;
-y=0;
-u=0;
-v=0;
-end;
-
-vcov=[1 0; 0 1];
-
-order = 4;
diff --git a/dynare++/tl/Makefile.am b/dynare++/tl/Makefile.am
deleted file mode 100644
index ffebab6fe3641d3346316761575936e56f4be6f5..0000000000000000000000000000000000000000
--- a/dynare++/tl/Makefile.am
+++ /dev/null
@@ -1 +0,0 @@
-SUBDIRS = cc testing
diff --git a/dynare++/tl/cc/Makefile.am b/dynare++/tl/cc/Makefile.am
deleted file mode 100644
index 026cb13f1df9b6dd5faa7c5478e241798405ef8a..0000000000000000000000000000000000000000
--- a/dynare++/tl/cc/Makefile.am
+++ /dev/null
@@ -1,45 +0,0 @@
-noinst_LIBRARIES = libtl.a
-
-libtl_a_SOURCES = \
- equivalence.cc \
- equivalence.hh \
- fine_container.cc \
- fine_container.hh \
- fs_tensor.cc \
- fs_tensor.hh \
- gs_tensor.cc \
- gs_tensor.hh \
- int_sequence.cc \
- int_sequence.hh \
- kron_prod.cc \
- kron_prod.hh \
- normal_moments.cc \
- normal_moments.hh \
- permutation.cc \
- permutation.hh \
- ps_tensor.cc \
- ps_tensor.hh \
- pyramid_prod.cc \
- pyramid_prod.hh \
- pyramid_prod2.cc \
- pyramid_prod2.hh \
- rfs_tensor.cc \
- rfs_tensor.hh \
- sparse_tensor.cc \
- sparse_tensor.hh \
- stack_container.cc \
- stack_container.hh \
- symmetry.cc \
- symmetry.hh \
- t_container.cc \
- t_container.hh \
- t_polynomial.cc \
- t_polynomial.hh \
- tensor.cc \
- tensor.hh \
- tl_exception.hh \
- tl_static.cc \
- tl_static.hh \
- twod_matrix.cc \
- twod_matrix.hh
-libtl_a_CPPFLAGS = -I../../sylv/cc -I../../utils/cc $(CPPFLAGS_MATIO)
diff --git a/dynare++/utils/cc/Makefile.am b/dynare++/utils/cc/Makefile.am
deleted file mode 100644
index 93410c9b707c2ff1067fb9ad0ef26133b04c27d8..0000000000000000000000000000000000000000
--- a/dynare++/utils/cc/Makefile.am
+++ /dev/null
@@ -1,10 +0,0 @@
-noinst_LIBRARIES = libutils.a
-
-libutils_a_SOURCES = \
- exception.hh \
- pascal_triangle.cc \
- pascal_triangle.hh \
- int_power.hh \
- int_power.cc \
- sthread.hh \
- sthread.cc
diff --git a/license.txt b/license.txt
index 1996d6c0a8b52e54fe37b50f6bbffbb0064e528e..34140b637c0a5c1a142687b74115f966f754ab8b 100644
--- a/license.txt
+++ b/license.txt
@@ -278,9 +278,8 @@ Copyright: 2007-2017 Sébastien Villemot
2016-2017 Johannes Pfeifer
License: GFDL-NIV-1.3+
-Files: dynare++/*
+Files: doc/sylvester.tex doc/tl.tex
Copyright: 2004-2011 Ondra Kamenik
- 2019-2023 Dynare Team
License: GPL-3+
Files: m4/ax_compare_version.m4
@@ -303,8 +302,11 @@ Copyright: 2010 Yannick Kalantzis
License: GPL-3+
Files: mex/sources/gensylv/gensylv.cc
-Copyright: 2005-2011 Ondra Kamenik
- 2019-2020 Dynare Team
+ mex/sources/libkorder/kord/* mex/sources/libkorder/integ/*
+ mex/sources/libkorder/sylv/* mex/sources/libkorder/tl/*
+ mex/sources/libkorder/utils/*
+Copyright: 2004-2011 Ondra Kamenik
+ 2019-2023 Dynare Team
License: GPL-3+
Files: mex/sources/sobol/sobol.f08
diff --git a/mex/build/gensylv.am b/mex/build/gensylv.am
index b664759aa953422e0a58a06bbd2b0310e9506b12..9ac05d7d1978f1909e80e4dc46a473a43592fcc0 100644
--- a/mex/build/gensylv.am
+++ b/mex/build/gensylv.am
@@ -1,8 +1,10 @@
mex_PROGRAMS = gensylv
-gensylv_CPPFLAGS = $(AM_CPPFLAGS) -I$(top_srcdir)/../../../dynare++/sylv/cc -I$(top_srcdir)/../../../dynare++/utils/cc
+LIBKORDER_DIR = $(top_srcdir)/../../sources/libkorder
-gensylv_LDADD = ../libdynare++/libdynare++.a
+gensylv_CPPFLAGS = $(AM_CPPFLAGS) -I$(LIBKORDER_DIR)/sylv -I$(LIBKORDER_DIR)/utils
+
+gensylv_LDADD = ../libkorder/libkorder.a
nodist_gensylv_SOURCES = gensylv.cc
diff --git a/mex/build/k_order_perturbation.am b/mex/build/k_order_perturbation.am
index 5da9f5c79148118b4f0f610997aa74040a0de0fc..7102bc77e0e4add348366b9fa570a4b1c318c8c1 100644
--- a/mex/build/k_order_perturbation.am
+++ b/mex/build/k_order_perturbation.am
@@ -1,11 +1,12 @@
mex_PROGRAMS = k_order_perturbation
TOPDIR = $(top_srcdir)/../../sources/k_order_perturbation
+LIBKORDER_DIR = $(top_srcdir)/../../sources/libkorder
-k_order_perturbation_CPPFLAGS = $(AM_CPPFLAGS) -I$(top_srcdir)/../../../dynare++/src -I$(top_srcdir)/../../../dynare++/kord -I$(top_srcdir)/../../../dynare++/tl/cc -I$(top_srcdir)/../../../dynare++/utils/cc -I$(top_srcdir)/../../../dynare++/sylv/cc -I$(top_srcdir)/../../../dynare++/integ/cc -I$(TOPDIR) $(CPPFLAGS_MATIO)
+k_order_perturbation_CPPFLAGS = $(AM_CPPFLAGS) -I$(LIBKORDER_DIR) -I$(LIBKORDER_DIR)/kord -I$(LIBKORDER_DIR)/tl -I$(LIBKORDER_DIR)/utils -I$(LIBKORDER_DIR)/sylv -I$(LIBKORDER_DIR)/integ -I$(TOPDIR) $(CPPFLAGS_MATIO)
k_order_perturbation_LDFLAGS = $(AM_LDFLAGS) $(LDFLAGS_MATIO)
-k_order_perturbation_LDADD = ../libdynare++/libdynare++.a ../libkorder/libkorder.a $(LIBADD_DLOPEN) $(LIBADD_MATIO)
+k_order_perturbation_LDADD = ../libkorder/libkorder.a $(LIBADD_DLOPEN) $(LIBADD_MATIO)
nodist_k_order_perturbation_SOURCES = k_order_perturbation.cc
diff --git a/mex/build/k_order_welfare.am b/mex/build/k_order_welfare.am
index f927020359d241fbd1cf9b9b864a3be273a13bf2..26f24226ab5ab633468df791e07fa3a0ee0edaf7 100644
--- a/mex/build/k_order_welfare.am
+++ b/mex/build/k_order_welfare.am
@@ -1,11 +1,12 @@
mex_PROGRAMS = k_order_welfare
TOPDIR = $(top_srcdir)/../../sources/k_order_welfare
+LIBKORDER_DIR = $(top_srcdir)/../../sources/libkorder
-k_order_welfare_CPPFLAGS = $(AM_CPPFLAGS) -I$(TOPDIR) -I$(TOPDIR)/../k_order_perturbation -I$(top_srcdir)/../../../dynare++/tl/cc -I$(top_srcdir)/../../../dynare++/kord -I$(top_srcdir)/../../../dynare++/src -I$(top_srcdir)/../../../dynare++/sylv/cc -I$(top_srcdir)/../../../dynare++/utils/cc $(CPPFLAGS_MATIO)
+k_order_welfare_CPPFLAGS = $(AM_CPPFLAGS) -I$(TOPDIR) -I$(LIBKORDER_DIR) -I$(LIBKORDER_DIR)/tl -I$(LIBKORDER_DIR)/kord -I$(LIBKORDER_DIR)/sylv -I$(LIBKORDER_DIR)/utils $(CPPFLAGS_MATIO)
k_order_welfare_LDFLAGS = $(AM_LDFLAGS) $(LDFLAGS_MATIO)
-k_order_welfare_LDADD = ../libdynare++/libdynare++.a ../libkorder/libkorder.a $(LIBADD_DLOPEN) $(LIBADD_MATIO)
+k_order_welfare_LDADD = ../libkorder/libkorder.a $(LIBADD_DLOPEN) $(LIBADD_MATIO)
nodist_k_order_welfare_SOURCES = \
k_order_welfare.cc \
diff --git a/mex/build/libdynare++.am b/mex/build/libdynare++.am
deleted file mode 100644
index bb062275bedf0fa57a92fae24228fcf808dbb98b..0000000000000000000000000000000000000000
--- a/mex/build/libdynare++.am
+++ /dev/null
@@ -1,101 +0,0 @@
-noinst_LIBRARIES = libdynare++.a
-
-TOPDIR = $(top_srcdir)/../../../dynare++
-
-libdynare___a_CPPFLAGS = $(AM_CPPFLAGS) -I$(TOPDIR)/src -I$(TOPDIR)/kord -I$(TOPDIR)/tl/cc -I$(TOPDIR)/utils/cc -I$(TOPDIR)/sylv/cc -I$(TOPDIR)/integ/cc $(CPPFLAGS_MATIO)
-
-# TODO: fix the codebase so that the following line is no longer needed
-libdynare___a_CXXFLAGS = $(AM_CXXFLAGS) -Wno-unused-parameter
-
-KORD_SRCS = \
- approximation.cc \
- decision_rule.cc \
- dynamic_model.cc \
- faa_di_bruno.cc \
- first_order.cc \
- global_check.cc \
- korder.cc \
- korder_stoch.cc \
- journal.cc \
- normal_conjugate.cc \
- seed_generator.cc
-
-SYLV_SRCS = \
- BlockDiagonal.cc \
- GeneralMatrix.cc \
- GeneralSylvester.cc \
- IterativeSylvester.cc \
- KronUtils.cc \
- KronVector.cc \
- QuasiTriangular.cc \
- QuasiTriangularZero.cc \
- SchurDecomp.cc \
- SchurDecompEig.cc \
- SimilarityDecomp.cc \
- SylvException.cc \
- SylvMatrix.cc \
- SylvParams.cc \
- SymSchurDecomp.cc \
- TriangularSylvester.cc \
- Vector.cc
-
-TL_SRCS = \
- equivalence.cc \
- fine_container.cc \
- fs_tensor.cc \
- gs_tensor.cc \
- int_sequence.cc \
- kron_prod.cc \
- normal_moments.cc \
- permutation.cc \
- ps_tensor.cc \
- pyramid_prod.cc \
- pyramid_prod2.cc \
- rfs_tensor.cc \
- sparse_tensor.cc \
- stack_container.cc \
- symmetry.cc \
- t_container.cc \
- t_polynomial.cc \
- tensor.cc \
- tl_static.cc \
- twod_matrix.cc
-
-INTEG_SRCS = \
- quadrature.cc \
- quasi_mcarlo.cc \
- product.cc \
- smolyak.cc \
- vector_function.cc
-
-UTILS_SRCS = \
- pascal_triangle.cc \
- int_power.cc \
- sthread.cc
-
-OTHER_SRCS = \
- nlsolve.cc
-
-nodist_libdynare___a_SOURCES = \
- $(KORD_SRCS) \
- $(TL_SRCS) \
- $(SYLV_SRCS) \
- $(INTEG_SRCS) \
- $(UTILS_SRCS) \
- $(OTHER_SRCS)
-
-BUILT_SOURCES = $(nodist_libdynare___a_SOURCES)
-CLEANFILES = $(nodist_libdynare___a_SOURCES)
-
-$(KORD_SRCS): %.cc: $(TOPDIR)/kord/%.cc
- $(LN_S) -f $< $@
-$(TL_SRCS): %.cc: $(TOPDIR)/tl/cc/%.cc
- $(LN_S) -f $< $@
-$(SYLV_SRCS): %.cc: $(TOPDIR)/sylv/cc/%.cc
- $(LN_S) -f $< $@
-$(INTEG_SRCS): %.cc: $(TOPDIR)/integ/cc/%.cc
- $(LN_S) -f $< $@
-$(UTILS_SRCS): %.cc: $(TOPDIR)/utils/cc/%.cc
- $(LN_S) -f $< $@
-$(OTHER_SRCS): %.cc: $(TOPDIR)/src/%.cc
- $(LN_S) -f $< $@
diff --git a/mex/build/libkorder.am b/mex/build/libkorder.am
index 093b68819c52d4c69108a06287b27f776183fefa..954ce022645dd8264c7a31461315c5dabcb14f64 100644
--- a/mex/build/libkorder.am
+++ b/mex/build/libkorder.am
@@ -1,16 +1,104 @@
noinst_LIBRARIES = libkorder.a
-TOPDIR = $(top_srcdir)/../../sources/k_order_perturbation
+TOPDIR = $(top_srcdir)/../../sources/libkorder
-libkorder_a_CPPFLAGS = $(AM_CPPFLAGS) -I$(TOPDIR) -I$(top_srcdir)/../../../dynare++/tl/cc -I$(top_srcdir)/../../../dynare++/sylv/cc -I$(top_srcdir)/../../../dynare++/src -I$(top_srcdir)/../../../dynare++/kord -I$(top_srcdir)/../../../dynare++/utils/cc $(CPPFLAGS_MATIO)
+libkorder_a_CPPFLAGS = $(AM_CPPFLAGS) -I$(TOPDIR) -I$(TOPDIR)/tl -I$(TOPDIR)/sylv -I$(TOPDIR)/integ -I$(TOPDIR)/kord -I$(TOPDIR)/utils $(CPPFLAGS_MATIO)
-nodist_libkorder_a_SOURCES = \
+# TODO: fix the codebase so that the following line is no longer needed
+libkorder_a_CXXFLAGS = $(AM_CXXFLAGS) -Wno-unused-parameter
+
+KORD_SRCS = \
+ approximation.cc \
+ decision_rule.cc \
+ dynamic_model.cc \
+ faa_di_bruno.cc \
+ first_order.cc \
+ global_check.cc \
+ korder.cc \
+ korder_stoch.cc \
+ journal.cc \
+ normal_conjugate.cc \
+ seed_generator.cc
+
+SYLV_SRCS = \
+ BlockDiagonal.cc \
+ GeneralMatrix.cc \
+ GeneralSylvester.cc \
+ IterativeSylvester.cc \
+ KronUtils.cc \
+ KronVector.cc \
+ QuasiTriangular.cc \
+ QuasiTriangularZero.cc \
+ SchurDecomp.cc \
+ SchurDecompEig.cc \
+ SimilarityDecomp.cc \
+ SylvException.cc \
+ SylvMatrix.cc \
+ SylvParams.cc \
+ SymSchurDecomp.cc \
+ TriangularSylvester.cc \
+ Vector.cc
+
+TL_SRCS = \
+ equivalence.cc \
+ fine_container.cc \
+ fs_tensor.cc \
+ gs_tensor.cc \
+ int_sequence.cc \
+ kron_prod.cc \
+ normal_moments.cc \
+ permutation.cc \
+ ps_tensor.cc \
+ pyramid_prod.cc \
+ pyramid_prod2.cc \
+ rfs_tensor.cc \
+ sparse_tensor.cc \
+ stack_container.cc \
+ symmetry.cc \
+ t_container.cc \
+ t_polynomial.cc \
+ tensor.cc \
+ tl_static.cc \
+ twod_matrix.cc
+
+INTEG_SRCS = \
+ quadrature.cc \
+ quasi_mcarlo.cc \
+ product.cc \
+ smolyak.cc \
+ vector_function.cc
+
+UTILS_SRCS = \
+ pascal_triangle.cc \
+ int_power.cc \
+ sthread.cc \
+ nlsolve.cc
+
+TOPDIR_SRCS = \
k_ord_dynare.cc \
dynamic_dll.cc \
dynamic_m.cc
+nodist_libkorder_a_SOURCES = \
+ $(KORD_SRCS) \
+ $(TL_SRCS) \
+ $(SYLV_SRCS) \
+ $(INTEG_SRCS) \
+ $(UTILS_SRCS) \
+ $(TOPDIR_SRCS)
+
BUILT_SOURCES = $(nodist_libkorder_a_SOURCES)
CLEANFILES = $(nodist_libkorder_a_SOURCES)
-%.cc: $(TOPDIR)/%.cc
+$(TOPDIR_SRCS): %.cc: $(TOPDIR)/%.cc
+ $(LN_S) -f $< $@
+$(KORD_SRCS): %.cc: $(TOPDIR)/kord/%.cc
+ $(LN_S) -f $< $@
+$(TL_SRCS): %.cc: $(TOPDIR)/tl/%.cc
+ $(LN_S) -f $< $@
+$(SYLV_SRCS): %.cc: $(TOPDIR)/sylv/%.cc
+ $(LN_S) -f $< $@
+$(INTEG_SRCS): %.cc: $(TOPDIR)/integ/%.cc
+ $(LN_S) -f $< $@
+$(UTILS_SRCS): %.cc: $(TOPDIR)/utils/%.cc
$(LN_S) -f $< $@
diff --git a/mex/build/matlab/Makefile.am b/mex/build/matlab/Makefile.am
index 54a7dc1f6d965c7ca1943dc1b0dee125d190a099..d822bc07b1df3de4e9b1215b035ab28493ada249 100644
--- a/mex/build/matlab/Makefile.am
+++ b/mex/build/matlab/Makefile.am
@@ -2,9 +2,9 @@ ACLOCAL_AMFLAGS = -I ../../../m4
SUBDIRS = mjdgges kronecker bytecode sobol perfect_foresight_problem num_procs block_trust_region disclyap_fast libkordersim local_state_space_iterations folded_to_unfolded_dr k_order_simul k_order_mean cycle_reduction logarithmic_reduction riccati_update
-# libdynare++ must come before gensylv and k_order_perturbation
-if ENABLE_MEX_DYNAREPLUSPLUS
-SUBDIRS += libdynare++ gensylv libkorder k_order_perturbation k_order_welfare
+# libkorder must come first
+if ENABLE_MEX_GENSYLV_KORDER
+SUBDIRS += libkorder gensylv k_order_perturbation k_order_welfare
endif
if ENABLE_MEX_MS_SBVAR
diff --git a/mex/build/matlab/configure.ac b/mex/build/matlab/configure.ac
index 67fa9913e854d79722c89b6e4a34cc1e30a6544c..db678163c55585b848335dc1945204d9a44413f0 100644
--- a/mex/build/matlab/configure.ac
+++ b/mex/build/matlab/configure.ac
@@ -64,8 +64,8 @@ AC_SUBST([LIBADD_DLOPEN])
AC_ARG_ENABLE([mex-ms-sbvar], AS_HELP_STRING([--disable-mex-ms-sbvar], [disable compilation of the MS-SBVAR MEX]), [], [enable_mex_ms_sbvar=yes])
AM_CONDITIONAL([ENABLE_MEX_MS_SBVAR], [test "$enable_mex_ms_sbvar" = yes])
-AC_ARG_ENABLE([mex-dynare++], AS_HELP_STRING([--disable-mex-dynare++], [disable compilation of MEX based on Dynare++]), [], [enable_mex_dynareplusplus=yes])
-AM_CONDITIONAL([ENABLE_MEX_DYNAREPLUSPLUS], [test "$enable_mex_dynareplusplus" = yes])
+AC_ARG_ENABLE([mex-gensylv-korder], AS_HELP_STRING([--disable-mex-gensylv-korder], [disable compilation of gensylv and k-order MEX]), [], [enable_mex_gensylv_korder=yes])
+AM_CONDITIONAL([ENABLE_MEX_GENSYLV_KORDER], [test "$enable_mex_gensylv_korder" = yes])
AC_ARG_ENABLE([mex-kalman-steady-state], AS_HELP_STRING([--disable-mex-kalman-steady-state], [disable compilation of the kalman_steady_state MEX]), [], [enable_mex_kalman_steady_state=yes])
AM_CONDITIONAL([ENABLE_MEX_KALMAN_STEADY_STATE], [test "$enable_mex_kalman_steady_state" = yes])
@@ -77,9 +77,9 @@ if test "$enable_mex_ms_sbvar" = yes; then
fi
# Check for libmatio, needed by MEX files using Dynare++ code
-if test "$enable_mex_dynareplusplus" = yes; then
+if test "$enable_mex_gensylv_korder" = yes; then
AX_MATIO
- test "$has_matio" != yes && AC_MSG_ERROR([libmatio cannot be found. If you want to skip the compilation of MEX files based Dynare++, pass the --disable-mex-dynare++ flag.])
+ test "$has_matio" != yes && AC_MSG_ERROR([libmatio cannot be found. If you want to skip the compilation of gensylv and k-order MEX, pass the --disable-mex-gensylv-korder flag.])
fi
# Check for libslicot, needed by kalman_steady_state
@@ -115,10 +115,10 @@ AC_SUBST([M2HTML])
AM_CONDITIONAL([HAVE_M2HTML], [test "x$M2HTML" != "x"])
# Construct final output message
-if test "$enable_mex_dynareplusplus" = yes; then
- BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_MATLAB="yes"
+if test "$enable_mex_gensylv_korder" = yes; then
+ BUILD_GENSYLV_KORDER_MEX_MATLAB="yes"
else
- BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_MATLAB="no"
+ BUILD_GENSYLV_KORDER_MEX_MATLAB="no"
fi
if test "$enable_mex_kalman_steady_state" = yes; then
@@ -139,7 +139,7 @@ Dynare is now configured for building the following components...
Binaries (with "make"):
MEX files for MATLAB (except those listed below): yes
- Gensylv, k-order and dynare_simul MEX files for MATLAB: $BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_MATLAB
+ Gensylv and k-order MEX files for MATLAB: $BUILD_GENSYLV_KORDER_MEX_MATLAB
MS-SBVAR MEX files for MATLAB: $BUILD_MS_SBVAR_MEX_MATLAB
Kalman Steady State MEX file for MATLAB: $BUILD_KALMAN_STEADY_STATE_MATLAB
M2HTML documentation: $BUILD_M2HTML
@@ -150,7 +150,6 @@ AC_CONFIG_FILES([Makefile
mjdgges/Makefile
kronecker/Makefile
bytecode/Makefile
- libdynare++/Makefile
gensylv/Makefile
libkorder/Makefile
k_order_perturbation/Makefile
diff --git a/mex/build/matlab/libdynare++/Makefile.am b/mex/build/matlab/libdynare++/Makefile.am
deleted file mode 100644
index c1283b13cdd77e87a6a1704503b546e05a267a65..0000000000000000000000000000000000000000
--- a/mex/build/matlab/libdynare++/Makefile.am
+++ /dev/null
@@ -1,2 +0,0 @@
-include ../mex.am
-include ../../libdynare++.am
diff --git a/mex/build/octave/Makefile.am b/mex/build/octave/Makefile.am
index c89c9de0bf84933a506e9072fd98c15b6116e0bc..7c47da953054ef577390e38a4c03916f105a736b 100644
--- a/mex/build/octave/Makefile.am
+++ b/mex/build/octave/Makefile.am
@@ -2,9 +2,9 @@ ACLOCAL_AMFLAGS = -I ../../../m4
SUBDIRS = mjdgges kronecker bytecode sobol perfect_foresight_problem num_procs block_trust_region disclyap_fast libkordersim local_state_space_iterations folded_to_unfolded_dr k_order_simul k_order_mean cycle_reduction logarithmic_reduction riccati_update
-# libdynare++ must come before gensylv and k_order_perturbation
-if ENABLE_MEX_DYNAREPLUSPLUS
-SUBDIRS += libdynare++ gensylv libkorder k_order_perturbation k_order_welfare
+# libkorder must come first
+if ENABLE_MEX_GENSYLV_KORDER
+SUBDIRS += libkorder gensylv k_order_perturbation k_order_welfare
endif
if ENABLE_MEX_MS_SBVAR
diff --git a/mex/build/octave/configure.ac b/mex/build/octave/configure.ac
index 001f6facdc7af4b323ebf2b15a215a283a0a41b7..2b0f46f48b6454512d6af94fd7661dafa70d0a30 100644
--- a/mex/build/octave/configure.ac
+++ b/mex/build/octave/configure.ac
@@ -66,8 +66,8 @@ AC_SUBST([LIBADD_DLOPEN])
AC_ARG_ENABLE([mex-ms-sbvar], AS_HELP_STRING([--disable-mex-ms-sbvar], [disable compilation of the MS-SBVAR MEX]), [], [enable_mex_ms_sbvar=yes])
AM_CONDITIONAL([ENABLE_MEX_MS_SBVAR], [test "$enable_mex_ms_sbvar" = yes])
-AC_ARG_ENABLE([mex-dynare++], AS_HELP_STRING([--disable-mex-dynare++], [disable compilation of MEX based on Dynare++]), [], [enable_mex_dynareplusplus=yes])
-AM_CONDITIONAL([ENABLE_MEX_DYNAREPLUSPLUS], [test "$enable_mex_dynareplusplus" = yes])
+AC_ARG_ENABLE([mex-gensylv-korder], AS_HELP_STRING([--disable-mex-gensylv-korder], [disable compilation of gensylv and k-order MEX]), [], [enable_mex_gensylv_korder=yes])
+AM_CONDITIONAL([ENABLE_MEX_GENSYLV_KORDER], [test "$enable_mex_gensylv_korder" = yes])
AC_ARG_ENABLE([mex-kalman-steady-state], AS_HELP_STRING([--disable-mex-kalman-steady-state], [disable compilation of the kalman_steady_state MEX]), [], [enable_mex_kalman_steady_state=yes])
AM_CONDITIONAL([ENABLE_MEX_KALMAN_STEADY_STATE], [test "$enable_mex_kalman_steady_state" = yes])
@@ -79,9 +79,9 @@ if test "$enable_mex_ms_sbvar" = yes; then
fi
# Check for libmatio, needed by MEX files using Dynare++ code, and by ms-sbvar (the latter only under Octave, as an alternative to MATLAB's libmat)
-if test "$enable_mex_dynareplusplus" = yes -o "$enable_mex_ms_sbvar" = yes; then
+if test "$enable_mex_gensylv_korder" = yes -o "$enable_mex_ms_sbvar" = yes; then
AX_MATIO
- test "$has_matio" != yes && AC_MSG_ERROR([libmatio cannot be found. If you want to skip the compilation of MS-SBVAR MEX and MEX files based Dynare++, pass the --disable-mex-dynare++ and --disable-mex-ms-sbvar flags.])
+ test "$has_matio" != yes && AC_MSG_ERROR([libmatio cannot be found. If you want to skip the compilation of MS-SBVAR, gensylv and k-order MEX, pass the --disable-mex-gensylv-korder and --disable-mex-ms-sbvar flags.])
fi
# Check for libslicot, needed by kalman_steady_state
@@ -127,10 +127,10 @@ esac
AM_CONDITIONAL([LINK_OCTAVE_LIBS], [test ${link_octave_libs} = yes])
# Construct final output message
-if test "$enable_mex_dynareplusplus" = yes; then
- BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_OCTAVE="yes"
+if test "$enable_mex_gensylv_korder" = yes; then
+ BUILD_GENSYLV_KORDER_MEX_OCTAVE="yes"
else
- BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_OCTAVE="no"
+ BUILD_GENSYLV_KORDER_MEX_OCTAVE="no"
fi
if test "$enable_mex_kalman_steady_state" = yes; then
@@ -151,7 +151,7 @@ Dynare is now configured for building the following components...
Binaries (with "make"):
MEX files for Octave (except those listed below): yes
- Gensylv, k-order and dynare_simul MEX for Octave: $BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_OCTAVE
+ Gensylv and k-order MEX for Octave: $BUILD_GENSYLV_KORDER_MEX_OCTAVE
MS-SBVAR MEX files for Octave: $BUILD_MS_SBVAR_MEX_OCTAVE
Kalman Steady State MEX file for Octave: $BUILD_KALMAN_STEADY_STATE_OCTAVE
@@ -161,7 +161,6 @@ AC_CONFIG_FILES([Makefile
mjdgges/Makefile
kronecker/Makefile
bytecode/Makefile
- libdynare++/Makefile
gensylv/Makefile
libkorder/Makefile
k_order_perturbation/Makefile
diff --git a/mex/build/octave/libdynare++/Makefile.am b/mex/build/octave/libdynare++/Makefile.am
deleted file mode 100644
index 6ab9e430a68704c91d3beabb29f78f14f67371b7..0000000000000000000000000000000000000000
--- a/mex/build/octave/libdynare++/Makefile.am
+++ /dev/null
@@ -1,3 +0,0 @@
-EXEEXT = .mex
-include ../mex.am
-include ../../libdynare++.am
diff --git a/mex/sources/k_order_perturbation/dynamic_abstract_class.hh b/mex/sources/libkorder/dynamic_abstract_class.hh
similarity index 100%
rename from mex/sources/k_order_perturbation/dynamic_abstract_class.hh
rename to mex/sources/libkorder/dynamic_abstract_class.hh
diff --git a/mex/sources/k_order_perturbation/dynamic_dll.cc b/mex/sources/libkorder/dynamic_dll.cc
similarity index 100%
rename from mex/sources/k_order_perturbation/dynamic_dll.cc
rename to mex/sources/libkorder/dynamic_dll.cc
diff --git a/mex/sources/k_order_perturbation/dynamic_dll.hh b/mex/sources/libkorder/dynamic_dll.hh
similarity index 100%
rename from mex/sources/k_order_perturbation/dynamic_dll.hh
rename to mex/sources/libkorder/dynamic_dll.hh
diff --git a/mex/sources/k_order_perturbation/dynamic_m.cc b/mex/sources/libkorder/dynamic_m.cc
similarity index 100%
rename from mex/sources/k_order_perturbation/dynamic_m.cc
rename to mex/sources/libkorder/dynamic_m.cc
diff --git a/mex/sources/k_order_perturbation/dynamic_m.hh b/mex/sources/libkorder/dynamic_m.hh
similarity index 100%
rename from mex/sources/k_order_perturbation/dynamic_m.hh
rename to mex/sources/libkorder/dynamic_m.hh
diff --git a/dynare++/integ/cc/precalc_quadrature.hh b/mex/sources/libkorder/integ/precalc_quadrature.hh
similarity index 100%
rename from dynare++/integ/cc/precalc_quadrature.hh
rename to mex/sources/libkorder/integ/precalc_quadrature.hh
diff --git a/dynare++/integ/cc/product.cc b/mex/sources/libkorder/integ/product.cc
similarity index 100%
rename from dynare++/integ/cc/product.cc
rename to mex/sources/libkorder/integ/product.cc
diff --git a/dynare++/integ/cc/product.hh b/mex/sources/libkorder/integ/product.hh
similarity index 100%
rename from dynare++/integ/cc/product.hh
rename to mex/sources/libkorder/integ/product.hh
diff --git a/dynare++/integ/cc/quadrature.cc b/mex/sources/libkorder/integ/quadrature.cc
similarity index 100%
rename from dynare++/integ/cc/quadrature.cc
rename to mex/sources/libkorder/integ/quadrature.cc
diff --git a/dynare++/integ/cc/quadrature.hh b/mex/sources/libkorder/integ/quadrature.hh
similarity index 100%
rename from dynare++/integ/cc/quadrature.hh
rename to mex/sources/libkorder/integ/quadrature.hh
diff --git a/dynare++/integ/cc/quasi_mcarlo.cc b/mex/sources/libkorder/integ/quasi_mcarlo.cc
similarity index 100%
rename from dynare++/integ/cc/quasi_mcarlo.cc
rename to mex/sources/libkorder/integ/quasi_mcarlo.cc
diff --git a/dynare++/integ/cc/quasi_mcarlo.hh b/mex/sources/libkorder/integ/quasi_mcarlo.hh
similarity index 100%
rename from dynare++/integ/cc/quasi_mcarlo.hh
rename to mex/sources/libkorder/integ/quasi_mcarlo.hh
diff --git a/dynare++/integ/cc/smolyak.cc b/mex/sources/libkorder/integ/smolyak.cc
similarity index 100%
rename from dynare++/integ/cc/smolyak.cc
rename to mex/sources/libkorder/integ/smolyak.cc
diff --git a/dynare++/integ/cc/smolyak.hh b/mex/sources/libkorder/integ/smolyak.hh
similarity index 100%
rename from dynare++/integ/cc/smolyak.hh
rename to mex/sources/libkorder/integ/smolyak.hh
diff --git a/dynare++/integ/testing/Makefile.am b/mex/sources/libkorder/integ/tests/Makefile.am
similarity index 100%
rename from dynare++/integ/testing/Makefile.am
rename to mex/sources/libkorder/integ/tests/Makefile.am
diff --git a/dynare++/integ/testing/tests.cc b/mex/sources/libkorder/integ/tests/tests.cc
similarity index 100%
rename from dynare++/integ/testing/tests.cc
rename to mex/sources/libkorder/integ/tests/tests.cc
diff --git a/dynare++/integ/cc/vector_function.cc b/mex/sources/libkorder/integ/vector_function.cc
similarity index 100%
rename from dynare++/integ/cc/vector_function.cc
rename to mex/sources/libkorder/integ/vector_function.cc
diff --git a/dynare++/integ/cc/vector_function.hh b/mex/sources/libkorder/integ/vector_function.hh
similarity index 100%
rename from dynare++/integ/cc/vector_function.hh
rename to mex/sources/libkorder/integ/vector_function.hh
diff --git a/mex/sources/k_order_perturbation/k_ord_dynare.cc b/mex/sources/libkorder/k_ord_dynare.cc
similarity index 100%
rename from mex/sources/k_order_perturbation/k_ord_dynare.cc
rename to mex/sources/libkorder/k_ord_dynare.cc
diff --git a/mex/sources/k_order_perturbation/k_ord_dynare.hh b/mex/sources/libkorder/k_ord_dynare.hh
similarity index 100%
rename from mex/sources/k_order_perturbation/k_ord_dynare.hh
rename to mex/sources/libkorder/k_ord_dynare.hh
diff --git a/dynare++/kord/approximation.cc b/mex/sources/libkorder/kord/approximation.cc
similarity index 100%
rename from dynare++/kord/approximation.cc
rename to mex/sources/libkorder/kord/approximation.cc
diff --git a/dynare++/kord/approximation.hh b/mex/sources/libkorder/kord/approximation.hh
similarity index 100%
rename from dynare++/kord/approximation.hh
rename to mex/sources/libkorder/kord/approximation.hh
diff --git a/dynare++/kord/decision_rule.cc b/mex/sources/libkorder/kord/decision_rule.cc
similarity index 100%
rename from dynare++/kord/decision_rule.cc
rename to mex/sources/libkorder/kord/decision_rule.cc
diff --git a/dynare++/kord/decision_rule.hh b/mex/sources/libkorder/kord/decision_rule.hh
similarity index 100%
rename from dynare++/kord/decision_rule.hh
rename to mex/sources/libkorder/kord/decision_rule.hh
diff --git a/dynare++/kord/dynamic_model.cc b/mex/sources/libkorder/kord/dynamic_model.cc
similarity index 100%
rename from dynare++/kord/dynamic_model.cc
rename to mex/sources/libkorder/kord/dynamic_model.cc
diff --git a/dynare++/kord/dynamic_model.hh b/mex/sources/libkorder/kord/dynamic_model.hh
similarity index 100%
rename from dynare++/kord/dynamic_model.hh
rename to mex/sources/libkorder/kord/dynamic_model.hh
diff --git a/dynare++/kord/faa_di_bruno.cc b/mex/sources/libkorder/kord/faa_di_bruno.cc
similarity index 100%
rename from dynare++/kord/faa_di_bruno.cc
rename to mex/sources/libkorder/kord/faa_di_bruno.cc
diff --git a/dynare++/kord/faa_di_bruno.hh b/mex/sources/libkorder/kord/faa_di_bruno.hh
similarity index 100%
rename from dynare++/kord/faa_di_bruno.hh
rename to mex/sources/libkorder/kord/faa_di_bruno.hh
diff --git a/dynare++/kord/first_order.cc b/mex/sources/libkorder/kord/first_order.cc
similarity index 100%
rename from dynare++/kord/first_order.cc
rename to mex/sources/libkorder/kord/first_order.cc
diff --git a/dynare++/kord/first_order.hh b/mex/sources/libkorder/kord/first_order.hh
similarity index 100%
rename from dynare++/kord/first_order.hh
rename to mex/sources/libkorder/kord/first_order.hh
diff --git a/dynare++/kord/global_check.cc b/mex/sources/libkorder/kord/global_check.cc
similarity index 100%
rename from dynare++/kord/global_check.cc
rename to mex/sources/libkorder/kord/global_check.cc
diff --git a/dynare++/kord/global_check.hh b/mex/sources/libkorder/kord/global_check.hh
similarity index 100%
rename from dynare++/kord/global_check.hh
rename to mex/sources/libkorder/kord/global_check.hh
diff --git a/dynare++/kord/journal.cc b/mex/sources/libkorder/kord/journal.cc
similarity index 100%
rename from dynare++/kord/journal.cc
rename to mex/sources/libkorder/kord/journal.cc
diff --git a/dynare++/kord/journal.hh b/mex/sources/libkorder/kord/journal.hh
similarity index 100%
rename from dynare++/kord/journal.hh
rename to mex/sources/libkorder/kord/journal.hh
diff --git a/dynare++/kord/kord_exception.hh b/mex/sources/libkorder/kord/kord_exception.hh
similarity index 100%
rename from dynare++/kord/kord_exception.hh
rename to mex/sources/libkorder/kord/kord_exception.hh
diff --git a/dynare++/kord/korder.cc b/mex/sources/libkorder/kord/korder.cc
similarity index 100%
rename from dynare++/kord/korder.cc
rename to mex/sources/libkorder/kord/korder.cc
diff --git a/dynare++/kord/korder.hh b/mex/sources/libkorder/kord/korder.hh
similarity index 100%
rename from dynare++/kord/korder.hh
rename to mex/sources/libkorder/kord/korder.hh
diff --git a/dynare++/kord/korder_stoch.cc b/mex/sources/libkorder/kord/korder_stoch.cc
similarity index 100%
rename from dynare++/kord/korder_stoch.cc
rename to mex/sources/libkorder/kord/korder_stoch.cc
diff --git a/dynare++/kord/korder_stoch.hh b/mex/sources/libkorder/kord/korder_stoch.hh
similarity index 100%
rename from dynare++/kord/korder_stoch.hh
rename to mex/sources/libkorder/kord/korder_stoch.hh
diff --git a/dynare++/kord/normal_conjugate.cc b/mex/sources/libkorder/kord/normal_conjugate.cc
similarity index 100%
rename from dynare++/kord/normal_conjugate.cc
rename to mex/sources/libkorder/kord/normal_conjugate.cc
diff --git a/dynare++/kord/normal_conjugate.hh b/mex/sources/libkorder/kord/normal_conjugate.hh
similarity index 100%
rename from dynare++/kord/normal_conjugate.hh
rename to mex/sources/libkorder/kord/normal_conjugate.hh
diff --git a/dynare++/kord/seed_generator.cc b/mex/sources/libkorder/kord/seed_generator.cc
similarity index 100%
rename from dynare++/kord/seed_generator.cc
rename to mex/sources/libkorder/kord/seed_generator.cc
diff --git a/dynare++/kord/seed_generator.hh b/mex/sources/libkorder/kord/seed_generator.hh
similarity index 100%
rename from dynare++/kord/seed_generator.hh
rename to mex/sources/libkorder/kord/seed_generator.hh
diff --git a/mex/sources/libkorder/kord/tests/Makefile.am b/mex/sources/libkorder/kord/tests/Makefile.am
new file mode 100644
index 0000000000000000000000000000000000000000..14d4022280a3b1ce0c8fa65ad0491b7e945a3e12
--- /dev/null
+++ b/mex/sources/libkorder/kord/tests/Makefile.am
@@ -0,0 +1,11 @@
+check_PROGRAMS = tests
+
+tests_SOURCES = tests.cc
+tests_CPPFLAGS = -I../sylv/cc -I../tl/cc -I../integ/cc -I../utils/cc -I$(top_srcdir)/mex/sources
+tests_LDFLAGS = $(AM_LDFLAGS) $(LDFLAGS_MATIO)
+tests_LDADD = libkord.a ../tl/cc/libtl.a ../sylv/cc/libsylv.a ../utils/cc/libutils.a $(LAPACK_LIBS) $(BLAS_LIBS) $(LIBS) $(FLIBS) $(LIBADD_MATIO)
+
+check-local:
+ ./tests
+
+CLEANFILES = out.txt
diff --git a/dynare++/kord/tests.cc b/mex/sources/libkorder/kord/tests/tests.cc
similarity index 100%
rename from dynare++/kord/tests.cc
rename to mex/sources/libkorder/kord/tests/tests.cc
diff --git a/dynare++/sylv/cc/BlockDiagonal.cc b/mex/sources/libkorder/sylv/BlockDiagonal.cc
similarity index 100%
rename from dynare++/sylv/cc/BlockDiagonal.cc
rename to mex/sources/libkorder/sylv/BlockDiagonal.cc
diff --git a/dynare++/sylv/cc/BlockDiagonal.hh b/mex/sources/libkorder/sylv/BlockDiagonal.hh
similarity index 100%
rename from dynare++/sylv/cc/BlockDiagonal.hh
rename to mex/sources/libkorder/sylv/BlockDiagonal.hh
diff --git a/dynare++/sylv/cc/GeneralMatrix.cc b/mex/sources/libkorder/sylv/GeneralMatrix.cc
similarity index 100%
rename from dynare++/sylv/cc/GeneralMatrix.cc
rename to mex/sources/libkorder/sylv/GeneralMatrix.cc
diff --git a/dynare++/sylv/cc/GeneralMatrix.hh b/mex/sources/libkorder/sylv/GeneralMatrix.hh
similarity index 100%
rename from dynare++/sylv/cc/GeneralMatrix.hh
rename to mex/sources/libkorder/sylv/GeneralMatrix.hh
diff --git a/dynare++/sylv/cc/GeneralSylvester.cc b/mex/sources/libkorder/sylv/GeneralSylvester.cc
similarity index 100%
rename from dynare++/sylv/cc/GeneralSylvester.cc
rename to mex/sources/libkorder/sylv/GeneralSylvester.cc
diff --git a/dynare++/sylv/cc/GeneralSylvester.hh b/mex/sources/libkorder/sylv/GeneralSylvester.hh
similarity index 100%
rename from dynare++/sylv/cc/GeneralSylvester.hh
rename to mex/sources/libkorder/sylv/GeneralSylvester.hh
diff --git a/dynare++/sylv/cc/IterativeSylvester.cc b/mex/sources/libkorder/sylv/IterativeSylvester.cc
similarity index 100%
rename from dynare++/sylv/cc/IterativeSylvester.cc
rename to mex/sources/libkorder/sylv/IterativeSylvester.cc
diff --git a/dynare++/sylv/cc/IterativeSylvester.hh b/mex/sources/libkorder/sylv/IterativeSylvester.hh
similarity index 100%
rename from dynare++/sylv/cc/IterativeSylvester.hh
rename to mex/sources/libkorder/sylv/IterativeSylvester.hh
diff --git a/dynare++/sylv/cc/KronUtils.cc b/mex/sources/libkorder/sylv/KronUtils.cc
similarity index 100%
rename from dynare++/sylv/cc/KronUtils.cc
rename to mex/sources/libkorder/sylv/KronUtils.cc
diff --git a/dynare++/sylv/cc/KronUtils.hh b/mex/sources/libkorder/sylv/KronUtils.hh
similarity index 100%
rename from dynare++/sylv/cc/KronUtils.hh
rename to mex/sources/libkorder/sylv/KronUtils.hh
diff --git a/dynare++/sylv/cc/KronVector.cc b/mex/sources/libkorder/sylv/KronVector.cc
similarity index 100%
rename from dynare++/sylv/cc/KronVector.cc
rename to mex/sources/libkorder/sylv/KronVector.cc
diff --git a/dynare++/sylv/cc/KronVector.hh b/mex/sources/libkorder/sylv/KronVector.hh
similarity index 100%
rename from dynare++/sylv/cc/KronVector.hh
rename to mex/sources/libkorder/sylv/KronVector.hh
diff --git a/dynare++/sylv/cc/QuasiTriangular.cc b/mex/sources/libkorder/sylv/QuasiTriangular.cc
similarity index 100%
rename from dynare++/sylv/cc/QuasiTriangular.cc
rename to mex/sources/libkorder/sylv/QuasiTriangular.cc
diff --git a/dynare++/sylv/cc/QuasiTriangular.hh b/mex/sources/libkorder/sylv/QuasiTriangular.hh
similarity index 100%
rename from dynare++/sylv/cc/QuasiTriangular.hh
rename to mex/sources/libkorder/sylv/QuasiTriangular.hh
diff --git a/dynare++/sylv/cc/QuasiTriangularZero.cc b/mex/sources/libkorder/sylv/QuasiTriangularZero.cc
similarity index 100%
rename from dynare++/sylv/cc/QuasiTriangularZero.cc
rename to mex/sources/libkorder/sylv/QuasiTriangularZero.cc
diff --git a/dynare++/sylv/cc/QuasiTriangularZero.hh b/mex/sources/libkorder/sylv/QuasiTriangularZero.hh
similarity index 100%
rename from dynare++/sylv/cc/QuasiTriangularZero.hh
rename to mex/sources/libkorder/sylv/QuasiTriangularZero.hh
diff --git a/dynare++/sylv/cc/SchurDecomp.cc b/mex/sources/libkorder/sylv/SchurDecomp.cc
similarity index 100%
rename from dynare++/sylv/cc/SchurDecomp.cc
rename to mex/sources/libkorder/sylv/SchurDecomp.cc
diff --git a/dynare++/sylv/cc/SchurDecomp.hh b/mex/sources/libkorder/sylv/SchurDecomp.hh
similarity index 100%
rename from dynare++/sylv/cc/SchurDecomp.hh
rename to mex/sources/libkorder/sylv/SchurDecomp.hh
diff --git a/dynare++/sylv/cc/SchurDecompEig.cc b/mex/sources/libkorder/sylv/SchurDecompEig.cc
similarity index 100%
rename from dynare++/sylv/cc/SchurDecompEig.cc
rename to mex/sources/libkorder/sylv/SchurDecompEig.cc
diff --git a/dynare++/sylv/cc/SchurDecompEig.hh b/mex/sources/libkorder/sylv/SchurDecompEig.hh
similarity index 100%
rename from dynare++/sylv/cc/SchurDecompEig.hh
rename to mex/sources/libkorder/sylv/SchurDecompEig.hh
diff --git a/dynare++/sylv/cc/SimilarityDecomp.cc b/mex/sources/libkorder/sylv/SimilarityDecomp.cc
similarity index 100%
rename from dynare++/sylv/cc/SimilarityDecomp.cc
rename to mex/sources/libkorder/sylv/SimilarityDecomp.cc
diff --git a/dynare++/sylv/cc/SimilarityDecomp.hh b/mex/sources/libkorder/sylv/SimilarityDecomp.hh
similarity index 100%
rename from dynare++/sylv/cc/SimilarityDecomp.hh
rename to mex/sources/libkorder/sylv/SimilarityDecomp.hh
diff --git a/dynare++/sylv/cc/SylvException.cc b/mex/sources/libkorder/sylv/SylvException.cc
similarity index 100%
rename from dynare++/sylv/cc/SylvException.cc
rename to mex/sources/libkorder/sylv/SylvException.cc
diff --git a/dynare++/sylv/cc/SylvException.hh b/mex/sources/libkorder/sylv/SylvException.hh
similarity index 100%
rename from dynare++/sylv/cc/SylvException.hh
rename to mex/sources/libkorder/sylv/SylvException.hh
diff --git a/dynare++/sylv/cc/SylvMatrix.cc b/mex/sources/libkorder/sylv/SylvMatrix.cc
similarity index 100%
rename from dynare++/sylv/cc/SylvMatrix.cc
rename to mex/sources/libkorder/sylv/SylvMatrix.cc
diff --git a/dynare++/sylv/cc/SylvMatrix.hh b/mex/sources/libkorder/sylv/SylvMatrix.hh
similarity index 100%
rename from dynare++/sylv/cc/SylvMatrix.hh
rename to mex/sources/libkorder/sylv/SylvMatrix.hh
diff --git a/dynare++/sylv/cc/SylvParams.cc b/mex/sources/libkorder/sylv/SylvParams.cc
similarity index 100%
rename from dynare++/sylv/cc/SylvParams.cc
rename to mex/sources/libkorder/sylv/SylvParams.cc
diff --git a/dynare++/sylv/cc/SylvParams.hh b/mex/sources/libkorder/sylv/SylvParams.hh
similarity index 100%
rename from dynare++/sylv/cc/SylvParams.hh
rename to mex/sources/libkorder/sylv/SylvParams.hh
diff --git a/dynare++/sylv/cc/SylvesterSolver.hh b/mex/sources/libkorder/sylv/SylvesterSolver.hh
similarity index 100%
rename from dynare++/sylv/cc/SylvesterSolver.hh
rename to mex/sources/libkorder/sylv/SylvesterSolver.hh
diff --git a/dynare++/sylv/cc/SymSchurDecomp.cc b/mex/sources/libkorder/sylv/SymSchurDecomp.cc
similarity index 100%
rename from dynare++/sylv/cc/SymSchurDecomp.cc
rename to mex/sources/libkorder/sylv/SymSchurDecomp.cc
diff --git a/dynare++/sylv/cc/SymSchurDecomp.hh b/mex/sources/libkorder/sylv/SymSchurDecomp.hh
similarity index 100%
rename from dynare++/sylv/cc/SymSchurDecomp.hh
rename to mex/sources/libkorder/sylv/SymSchurDecomp.hh
diff --git a/dynare++/sylv/cc/TriangularSylvester.cc b/mex/sources/libkorder/sylv/TriangularSylvester.cc
similarity index 100%
rename from dynare++/sylv/cc/TriangularSylvester.cc
rename to mex/sources/libkorder/sylv/TriangularSylvester.cc
diff --git a/dynare++/sylv/cc/TriangularSylvester.hh b/mex/sources/libkorder/sylv/TriangularSylvester.hh
similarity index 100%
rename from dynare++/sylv/cc/TriangularSylvester.hh
rename to mex/sources/libkorder/sylv/TriangularSylvester.hh
diff --git a/dynare++/sylv/cc/Vector.cc b/mex/sources/libkorder/sylv/Vector.cc
similarity index 100%
rename from dynare++/sylv/cc/Vector.cc
rename to mex/sources/libkorder/sylv/Vector.cc
diff --git a/dynare++/sylv/cc/Vector.hh b/mex/sources/libkorder/sylv/Vector.hh
similarity index 100%
rename from dynare++/sylv/cc/Vector.hh
rename to mex/sources/libkorder/sylv/Vector.hh
diff --git a/dynare++/sylv/testing/MMMatrix.cc b/mex/sources/libkorder/sylv/tests/MMMatrix.cc
similarity index 100%
rename from dynare++/sylv/testing/MMMatrix.cc
rename to mex/sources/libkorder/sylv/tests/MMMatrix.cc
diff --git a/dynare++/sylv/testing/MMMatrix.hh b/mex/sources/libkorder/sylv/tests/MMMatrix.hh
similarity index 100%
rename from dynare++/sylv/testing/MMMatrix.hh
rename to mex/sources/libkorder/sylv/tests/MMMatrix.hh
diff --git a/dynare++/sylv/testing/Makefile.am b/mex/sources/libkorder/sylv/tests/Makefile.am
similarity index 100%
rename from dynare++/sylv/testing/Makefile.am
rename to mex/sources/libkorder/sylv/tests/Makefile.am
diff --git a/dynare++/sylv/testing/a20x20.mm b/mex/sources/libkorder/sylv/tests/a20x20.mm
similarity index 100%
rename from dynare++/sylv/testing/a20x20.mm
rename to mex/sources/libkorder/sylv/tests/a20x20.mm
diff --git a/dynare++/sylv/testing/a2x2.mm b/mex/sources/libkorder/sylv/tests/a2x2.mm
similarity index 100%
rename from dynare++/sylv/testing/a2x2.mm
rename to mex/sources/libkorder/sylv/tests/a2x2.mm
diff --git a/dynare++/sylv/testing/a30x30.mm b/mex/sources/libkorder/sylv/tests/a30x30.mm
similarity index 100%
rename from dynare++/sylv/testing/a30x30.mm
rename to mex/sources/libkorder/sylv/tests/a30x30.mm
diff --git a/dynare++/sylv/testing/b20x15.mm b/mex/sources/libkorder/sylv/tests/b20x15.mm
similarity index 100%
rename from dynare++/sylv/testing/b20x15.mm
rename to mex/sources/libkorder/sylv/tests/b20x15.mm
diff --git a/dynare++/sylv/testing/b20x4.mm b/mex/sources/libkorder/sylv/tests/b20x4.mm
similarity index 100%
rename from dynare++/sylv/testing/b20x4.mm
rename to mex/sources/libkorder/sylv/tests/b20x4.mm
diff --git a/dynare++/sylv/testing/b2x1.mm b/mex/sources/libkorder/sylv/tests/b2x1.mm
similarity index 100%
rename from dynare++/sylv/testing/b2x1.mm
rename to mex/sources/libkorder/sylv/tests/b2x1.mm
diff --git a/dynare++/sylv/testing/b30x25.mm b/mex/sources/libkorder/sylv/tests/b30x25.mm
similarity index 100%
rename from dynare++/sylv/testing/b30x25.mm
rename to mex/sources/libkorder/sylv/tests/b30x25.mm
diff --git a/dynare++/sylv/testing/c20x20.mm b/mex/sources/libkorder/sylv/tests/c20x20.mm
similarity index 100%
rename from dynare++/sylv/testing/c20x20.mm
rename to mex/sources/libkorder/sylv/tests/c20x20.mm
diff --git a/dynare++/sylv/testing/c3x3.mm b/mex/sources/libkorder/sylv/tests/c3x3.mm
similarity index 100%
rename from dynare++/sylv/testing/c3x3.mm
rename to mex/sources/libkorder/sylv/tests/c3x3.mm
diff --git a/dynare++/sylv/testing/c50x50.mm b/mex/sources/libkorder/sylv/tests/c50x50.mm
similarity index 100%
rename from dynare++/sylv/testing/c50x50.mm
rename to mex/sources/libkorder/sylv/tests/c50x50.mm
diff --git a/dynare++/sylv/testing/c50x50sing.mm b/mex/sources/libkorder/sylv/tests/c50x50sing.mm
similarity index 100%
rename from dynare++/sylv/testing/c50x50sing.mm
rename to mex/sources/libkorder/sylv/tests/c50x50sing.mm
diff --git a/dynare++/sylv/testing/d20x125000.mm b/mex/sources/libkorder/sylv/tests/d20x125000.mm
similarity index 100%
rename from dynare++/sylv/testing/d20x125000.mm
rename to mex/sources/libkorder/sylv/tests/d20x125000.mm
diff --git a/dynare++/sylv/testing/d2x9.mm b/mex/sources/libkorder/sylv/tests/d2x9.mm
similarity index 100%
rename from dynare++/sylv/testing/d2x9.mm
rename to mex/sources/libkorder/sylv/tests/d2x9.mm
diff --git a/dynare++/sylv/testing/d30x400.mm b/mex/sources/libkorder/sylv/tests/d30x400.mm
similarity index 100%
rename from dynare++/sylv/testing/d30x400.mm
rename to mex/sources/libkorder/sylv/tests/d30x400.mm
diff --git a/dynare++/sylv/testing/ill_cond15x15.mm b/mex/sources/libkorder/sylv/tests/ill_cond15x15.mm
similarity index 100%
rename from dynare++/sylv/testing/ill_cond15x15.mm
rename to mex/sources/libkorder/sylv/tests/ill_cond15x15.mm
diff --git a/dynare++/sylv/testing/qt250x250.mm b/mex/sources/libkorder/sylv/tests/qt250x250.mm
similarity index 100%
rename from dynare++/sylv/testing/qt250x250.mm
rename to mex/sources/libkorder/sylv/tests/qt250x250.mm
diff --git a/dynare++/sylv/testing/qt2x2.mm b/mex/sources/libkorder/sylv/tests/qt2x2.mm
similarity index 100%
rename from dynare++/sylv/testing/qt2x2.mm
rename to mex/sources/libkorder/sylv/tests/qt2x2.mm
diff --git a/dynare++/sylv/testing/qt30x30.mm b/mex/sources/libkorder/sylv/tests/qt30x30.mm
similarity index 100%
rename from dynare++/sylv/testing/qt30x30.mm
rename to mex/sources/libkorder/sylv/tests/qt30x30.mm
diff --git a/dynare++/sylv/testing/qt30x30eig011-095.mm b/mex/sources/libkorder/sylv/tests/qt30x30eig011-095.mm
similarity index 100%
rename from dynare++/sylv/testing/qt30x30eig011-095.mm
rename to mex/sources/libkorder/sylv/tests/qt30x30eig011-095.mm
diff --git a/dynare++/sylv/testing/qt3x3.mm b/mex/sources/libkorder/sylv/tests/qt3x3.mm
similarity index 100%
rename from dynare++/sylv/testing/qt3x3.mm
rename to mex/sources/libkorder/sylv/tests/qt3x3.mm
diff --git a/dynare++/sylv/testing/qt40x40.mm b/mex/sources/libkorder/sylv/tests/qt40x40.mm
similarity index 100%
rename from dynare++/sylv/testing/qt40x40.mm
rename to mex/sources/libkorder/sylv/tests/qt40x40.mm
diff --git a/dynare++/sylv/testing/qt5x5.mm b/mex/sources/libkorder/sylv/tests/qt5x5.mm
similarity index 100%
rename from dynare++/sylv/testing/qt5x5.mm
rename to mex/sources/libkorder/sylv/tests/qt5x5.mm
diff --git a/dynare++/sylv/testing/qt7x7.mm b/mex/sources/libkorder/sylv/tests/qt7x7.mm
similarity index 100%
rename from dynare++/sylv/testing/qt7x7.mm
rename to mex/sources/libkorder/sylv/tests/qt7x7.mm
diff --git a/dynare++/sylv/testing/qt7x7eig06-09.mm b/mex/sources/libkorder/sylv/tests/qt7x7eig06-09.mm
similarity index 100%
rename from dynare++/sylv/testing/qt7x7eig06-09.mm
rename to mex/sources/libkorder/sylv/tests/qt7x7eig06-09.mm
diff --git a/dynare++/sylv/testing/qt_eps3x3.mm b/mex/sources/libkorder/sylv/tests/qt_eps3x3.mm
similarity index 100%
rename from dynare++/sylv/testing/qt_eps3x3.mm
rename to mex/sources/libkorder/sylv/tests/qt_eps3x3.mm
diff --git a/dynare++/sylv/testing/qt_frank12x12.mm b/mex/sources/libkorder/sylv/tests/qt_frank12x12.mm
similarity index 100%
rename from dynare++/sylv/testing/qt_frank12x12.mm
rename to mex/sources/libkorder/sylv/tests/qt_frank12x12.mm
diff --git a/dynare++/sylv/testing/tests.cc b/mex/sources/libkorder/sylv/tests/tests.cc
similarity index 100%
rename from dynare++/sylv/testing/tests.cc
rename to mex/sources/libkorder/sylv/tests/tests.cc
diff --git a/dynare++/sylv/testing/tr2x2.mm b/mex/sources/libkorder/sylv/tests/tr2x2.mm
similarity index 100%
rename from dynare++/sylv/testing/tr2x2.mm
rename to mex/sources/libkorder/sylv/tests/tr2x2.mm
diff --git a/dynare++/sylv/testing/tr300x300.mm b/mex/sources/libkorder/sylv/tests/tr300x300.mm
similarity index 100%
rename from dynare++/sylv/testing/tr300x300.mm
rename to mex/sources/libkorder/sylv/tests/tr300x300.mm
diff --git a/dynare++/sylv/testing/tr5x5.mm b/mex/sources/libkorder/sylv/tests/tr5x5.mm
similarity index 100%
rename from dynare++/sylv/testing/tr5x5.mm
rename to mex/sources/libkorder/sylv/tests/tr5x5.mm
diff --git a/dynare++/sylv/testing/v12r.mm b/mex/sources/libkorder/sylv/tests/v12r.mm
similarity index 100%
rename from dynare++/sylv/testing/v12r.mm
rename to mex/sources/libkorder/sylv/tests/v12r.mm
diff --git a/dynare++/sylv/testing/v1715.mm b/mex/sources/libkorder/sylv/tests/v1715.mm
similarity index 100%
rename from dynare++/sylv/testing/v1715.mm
rename to mex/sources/libkorder/sylv/tests/v1715.mm
diff --git a/dynare++/sylv/testing/v1920000.mm b/mex/sources/libkorder/sylv/tests/v1920000.mm
similarity index 100%
rename from dynare++/sylv/testing/v1920000.mm
rename to mex/sources/libkorder/sylv/tests/v1920000.mm
diff --git a/dynare++/sylv/testing/v2.mm b/mex/sources/libkorder/sylv/tests/v2.mm
similarity index 100%
rename from dynare++/sylv/testing/v2.mm
rename to mex/sources/libkorder/sylv/tests/v2.mm
diff --git a/dynare++/sylv/testing/v24.mm b/mex/sources/libkorder/sylv/tests/v24.mm
similarity index 100%
rename from dynare++/sylv/testing/v24.mm
rename to mex/sources/libkorder/sylv/tests/v24.mm
diff --git a/dynare++/sylv/testing/v245.mm b/mex/sources/libkorder/sylv/tests/v245.mm
similarity index 100%
rename from dynare++/sylv/testing/v245.mm
rename to mex/sources/libkorder/sylv/tests/v245.mm
diff --git a/dynare++/sylv/testing/v245r.mm b/mex/sources/libkorder/sylv/tests/v245r.mm
similarity index 100%
rename from dynare++/sylv/testing/v245r.mm
rename to mex/sources/libkorder/sylv/tests/v245r.mm
diff --git a/dynare++/sylv/testing/v250.mm b/mex/sources/libkorder/sylv/tests/v250.mm
similarity index 100%
rename from dynare++/sylv/testing/v250.mm
rename to mex/sources/libkorder/sylv/tests/v250.mm
diff --git a/dynare++/sylv/testing/v300.mm b/mex/sources/libkorder/sylv/tests/v300.mm
similarity index 100%
rename from dynare++/sylv/testing/v300.mm
rename to mex/sources/libkorder/sylv/tests/v300.mm
diff --git a/dynare++/sylv/testing/v48000.mm b/mex/sources/libkorder/sylv/tests/v48000.mm
similarity index 100%
rename from dynare++/sylv/testing/v48000.mm
rename to mex/sources/libkorder/sylv/tests/v48000.mm
diff --git a/dynare++/sylv/testing/v490.mm b/mex/sources/libkorder/sylv/tests/v490.mm
similarity index 100%
rename from dynare++/sylv/testing/v490.mm
rename to mex/sources/libkorder/sylv/tests/v490.mm
diff --git a/dynare++/sylv/testing/v5.mm b/mex/sources/libkorder/sylv/tests/v5.mm
similarity index 100%
rename from dynare++/sylv/testing/v5.mm
rename to mex/sources/libkorder/sylv/tests/v5.mm
diff --git a/dynare++/sylv/testing/v7.mm b/mex/sources/libkorder/sylv/tests/v7.mm
similarity index 100%
rename from dynare++/sylv/testing/v7.mm
rename to mex/sources/libkorder/sylv/tests/v7.mm
diff --git a/dynare++/sylv/testing/vcheck1715.mm b/mex/sources/libkorder/sylv/tests/vcheck1715.mm
similarity index 100%
rename from dynare++/sylv/testing/vcheck1715.mm
rename to mex/sources/libkorder/sylv/tests/vcheck1715.mm
diff --git a/dynare++/sylv/testing/vcheck1715a.mm b/mex/sources/libkorder/sylv/tests/vcheck1715a.mm
similarity index 100%
rename from dynare++/sylv/testing/vcheck1715a.mm
rename to mex/sources/libkorder/sylv/tests/vcheck1715a.mm
diff --git a/dynare++/sylv/testing/vcheck1715b.mm b/mex/sources/libkorder/sylv/tests/vcheck1715b.mm
similarity index 100%
rename from dynare++/sylv/testing/vcheck1715b.mm
rename to mex/sources/libkorder/sylv/tests/vcheck1715b.mm
diff --git a/dynare++/sylv/testing/vcheck1715c.mm b/mex/sources/libkorder/sylv/tests/vcheck1715c.mm
similarity index 100%
rename from dynare++/sylv/testing/vcheck1715c.mm
rename to mex/sources/libkorder/sylv/tests/vcheck1715c.mm
diff --git a/dynare++/sylv/testing/vcheck1715d.mm b/mex/sources/libkorder/sylv/tests/vcheck1715d.mm
similarity index 100%
rename from dynare++/sylv/testing/vcheck1715d.mm
rename to mex/sources/libkorder/sylv/tests/vcheck1715d.mm
diff --git a/dynare++/sylv/testing/vcheck2.mm b/mex/sources/libkorder/sylv/tests/vcheck2.mm
similarity index 100%
rename from dynare++/sylv/testing/vcheck2.mm
rename to mex/sources/libkorder/sylv/tests/vcheck2.mm
diff --git a/dynare++/sylv/testing/vcheck24.mm b/mex/sources/libkorder/sylv/tests/vcheck24.mm
similarity index 100%
rename from dynare++/sylv/testing/vcheck24.mm
rename to mex/sources/libkorder/sylv/tests/vcheck24.mm
diff --git a/dynare++/sylv/testing/vcheck245.mm b/mex/sources/libkorder/sylv/tests/vcheck245.mm
similarity index 100%
rename from dynare++/sylv/testing/vcheck245.mm
rename to mex/sources/libkorder/sylv/tests/vcheck245.mm
diff --git a/dynare++/sylv/testing/vcheck245a.mm b/mex/sources/libkorder/sylv/tests/vcheck245a.mm
similarity index 100%
rename from dynare++/sylv/testing/vcheck245a.mm
rename to mex/sources/libkorder/sylv/tests/vcheck245a.mm
diff --git a/dynare++/sylv/testing/vcheck24q.mm b/mex/sources/libkorder/sylv/tests/vcheck24q.mm
similarity index 100%
rename from dynare++/sylv/testing/vcheck24q.mm
rename to mex/sources/libkorder/sylv/tests/vcheck24q.mm
diff --git a/dynare++/sylv/testing/vcheck2a.mm b/mex/sources/libkorder/sylv/tests/vcheck2a.mm
similarity index 100%
rename from dynare++/sylv/testing/vcheck2a.mm
rename to mex/sources/libkorder/sylv/tests/vcheck2a.mm
diff --git a/dynare++/sylv/testing/vcheck490.mm b/mex/sources/libkorder/sylv/tests/vcheck490.mm
similarity index 100%
rename from dynare++/sylv/testing/vcheck490.mm
rename to mex/sources/libkorder/sylv/tests/vcheck490.mm
diff --git a/dynare++/sylv/testing/vcheck490q.mm b/mex/sources/libkorder/sylv/tests/vcheck490q.mm
similarity index 100%
rename from dynare++/sylv/testing/vcheck490q.mm
rename to mex/sources/libkorder/sylv/tests/vcheck490q.mm
diff --git a/dynare++/tl/cc/equivalence.cc b/mex/sources/libkorder/tl/equivalence.cc
similarity index 100%
rename from dynare++/tl/cc/equivalence.cc
rename to mex/sources/libkorder/tl/equivalence.cc
diff --git a/dynare++/tl/cc/equivalence.hh b/mex/sources/libkorder/tl/equivalence.hh
similarity index 100%
rename from dynare++/tl/cc/equivalence.hh
rename to mex/sources/libkorder/tl/equivalence.hh
diff --git a/dynare++/tl/cc/fine_container.cc b/mex/sources/libkorder/tl/fine_container.cc
similarity index 100%
rename from dynare++/tl/cc/fine_container.cc
rename to mex/sources/libkorder/tl/fine_container.cc
diff --git a/dynare++/tl/cc/fine_container.hh b/mex/sources/libkorder/tl/fine_container.hh
similarity index 100%
rename from dynare++/tl/cc/fine_container.hh
rename to mex/sources/libkorder/tl/fine_container.hh
diff --git a/dynare++/tl/cc/fs_tensor.cc b/mex/sources/libkorder/tl/fs_tensor.cc
similarity index 100%
rename from dynare++/tl/cc/fs_tensor.cc
rename to mex/sources/libkorder/tl/fs_tensor.cc
diff --git a/dynare++/tl/cc/fs_tensor.hh b/mex/sources/libkorder/tl/fs_tensor.hh
similarity index 100%
rename from dynare++/tl/cc/fs_tensor.hh
rename to mex/sources/libkorder/tl/fs_tensor.hh
diff --git a/dynare++/tl/cc/gs_tensor.cc b/mex/sources/libkorder/tl/gs_tensor.cc
similarity index 100%
rename from dynare++/tl/cc/gs_tensor.cc
rename to mex/sources/libkorder/tl/gs_tensor.cc
diff --git a/dynare++/tl/cc/gs_tensor.hh b/mex/sources/libkorder/tl/gs_tensor.hh
similarity index 100%
rename from dynare++/tl/cc/gs_tensor.hh
rename to mex/sources/libkorder/tl/gs_tensor.hh
diff --git a/dynare++/tl/cc/int_sequence.cc b/mex/sources/libkorder/tl/int_sequence.cc
similarity index 100%
rename from dynare++/tl/cc/int_sequence.cc
rename to mex/sources/libkorder/tl/int_sequence.cc
diff --git a/dynare++/tl/cc/int_sequence.hh b/mex/sources/libkorder/tl/int_sequence.hh
similarity index 100%
rename from dynare++/tl/cc/int_sequence.hh
rename to mex/sources/libkorder/tl/int_sequence.hh
diff --git a/dynare++/tl/cc/kron_prod.cc b/mex/sources/libkorder/tl/kron_prod.cc
similarity index 100%
rename from dynare++/tl/cc/kron_prod.cc
rename to mex/sources/libkorder/tl/kron_prod.cc
diff --git a/dynare++/tl/cc/kron_prod.hh b/mex/sources/libkorder/tl/kron_prod.hh
similarity index 100%
rename from dynare++/tl/cc/kron_prod.hh
rename to mex/sources/libkorder/tl/kron_prod.hh
diff --git a/dynare++/tl/cc/normal_moments.cc b/mex/sources/libkorder/tl/normal_moments.cc
similarity index 100%
rename from dynare++/tl/cc/normal_moments.cc
rename to mex/sources/libkorder/tl/normal_moments.cc
diff --git a/dynare++/tl/cc/normal_moments.hh b/mex/sources/libkorder/tl/normal_moments.hh
similarity index 100%
rename from dynare++/tl/cc/normal_moments.hh
rename to mex/sources/libkorder/tl/normal_moments.hh
diff --git a/dynare++/tl/cc/permutation.cc b/mex/sources/libkorder/tl/permutation.cc
similarity index 100%
rename from dynare++/tl/cc/permutation.cc
rename to mex/sources/libkorder/tl/permutation.cc
diff --git a/dynare++/tl/cc/permutation.hh b/mex/sources/libkorder/tl/permutation.hh
similarity index 100%
rename from dynare++/tl/cc/permutation.hh
rename to mex/sources/libkorder/tl/permutation.hh
diff --git a/dynare++/tl/cc/ps_tensor.cc b/mex/sources/libkorder/tl/ps_tensor.cc
similarity index 100%
rename from dynare++/tl/cc/ps_tensor.cc
rename to mex/sources/libkorder/tl/ps_tensor.cc
diff --git a/dynare++/tl/cc/ps_tensor.hh b/mex/sources/libkorder/tl/ps_tensor.hh
similarity index 100%
rename from dynare++/tl/cc/ps_tensor.hh
rename to mex/sources/libkorder/tl/ps_tensor.hh
diff --git a/dynare++/tl/cc/pyramid_prod.cc b/mex/sources/libkorder/tl/pyramid_prod.cc
similarity index 100%
rename from dynare++/tl/cc/pyramid_prod.cc
rename to mex/sources/libkorder/tl/pyramid_prod.cc
diff --git a/dynare++/tl/cc/pyramid_prod.hh b/mex/sources/libkorder/tl/pyramid_prod.hh
similarity index 100%
rename from dynare++/tl/cc/pyramid_prod.hh
rename to mex/sources/libkorder/tl/pyramid_prod.hh
diff --git a/dynare++/tl/cc/pyramid_prod2.cc b/mex/sources/libkorder/tl/pyramid_prod2.cc
similarity index 100%
rename from dynare++/tl/cc/pyramid_prod2.cc
rename to mex/sources/libkorder/tl/pyramid_prod2.cc
diff --git a/dynare++/tl/cc/pyramid_prod2.hh b/mex/sources/libkorder/tl/pyramid_prod2.hh
similarity index 100%
rename from dynare++/tl/cc/pyramid_prod2.hh
rename to mex/sources/libkorder/tl/pyramid_prod2.hh
diff --git a/dynare++/tl/cc/rfs_tensor.cc b/mex/sources/libkorder/tl/rfs_tensor.cc
similarity index 100%
rename from dynare++/tl/cc/rfs_tensor.cc
rename to mex/sources/libkorder/tl/rfs_tensor.cc
diff --git a/dynare++/tl/cc/rfs_tensor.hh b/mex/sources/libkorder/tl/rfs_tensor.hh
similarity index 100%
rename from dynare++/tl/cc/rfs_tensor.hh
rename to mex/sources/libkorder/tl/rfs_tensor.hh
diff --git a/dynare++/tl/cc/sparse_tensor.cc b/mex/sources/libkorder/tl/sparse_tensor.cc
similarity index 100%
rename from dynare++/tl/cc/sparse_tensor.cc
rename to mex/sources/libkorder/tl/sparse_tensor.cc
diff --git a/dynare++/tl/cc/sparse_tensor.hh b/mex/sources/libkorder/tl/sparse_tensor.hh
similarity index 100%
rename from dynare++/tl/cc/sparse_tensor.hh
rename to mex/sources/libkorder/tl/sparse_tensor.hh
diff --git a/dynare++/tl/cc/stack_container.cc b/mex/sources/libkorder/tl/stack_container.cc
similarity index 100%
rename from dynare++/tl/cc/stack_container.cc
rename to mex/sources/libkorder/tl/stack_container.cc
diff --git a/dynare++/tl/cc/stack_container.hh b/mex/sources/libkorder/tl/stack_container.hh
similarity index 100%
rename from dynare++/tl/cc/stack_container.hh
rename to mex/sources/libkorder/tl/stack_container.hh
diff --git a/dynare++/tl/cc/symmetry.cc b/mex/sources/libkorder/tl/symmetry.cc
similarity index 100%
rename from dynare++/tl/cc/symmetry.cc
rename to mex/sources/libkorder/tl/symmetry.cc
diff --git a/dynare++/tl/cc/symmetry.hh b/mex/sources/libkorder/tl/symmetry.hh
similarity index 100%
rename from dynare++/tl/cc/symmetry.hh
rename to mex/sources/libkorder/tl/symmetry.hh
diff --git a/dynare++/tl/cc/t_container.cc b/mex/sources/libkorder/tl/t_container.cc
similarity index 100%
rename from dynare++/tl/cc/t_container.cc
rename to mex/sources/libkorder/tl/t_container.cc
diff --git a/dynare++/tl/cc/t_container.hh b/mex/sources/libkorder/tl/t_container.hh
similarity index 100%
rename from dynare++/tl/cc/t_container.hh
rename to mex/sources/libkorder/tl/t_container.hh
diff --git a/dynare++/tl/cc/t_polynomial.cc b/mex/sources/libkorder/tl/t_polynomial.cc
similarity index 100%
rename from dynare++/tl/cc/t_polynomial.cc
rename to mex/sources/libkorder/tl/t_polynomial.cc
diff --git a/dynare++/tl/cc/t_polynomial.hh b/mex/sources/libkorder/tl/t_polynomial.hh
similarity index 100%
rename from dynare++/tl/cc/t_polynomial.hh
rename to mex/sources/libkorder/tl/t_polynomial.hh
diff --git a/dynare++/tl/cc/tensor.cc b/mex/sources/libkorder/tl/tensor.cc
similarity index 100%
rename from dynare++/tl/cc/tensor.cc
rename to mex/sources/libkorder/tl/tensor.cc
diff --git a/dynare++/tl/cc/tensor.hh b/mex/sources/libkorder/tl/tensor.hh
similarity index 100%
rename from dynare++/tl/cc/tensor.hh
rename to mex/sources/libkorder/tl/tensor.hh
diff --git a/dynare++/tl/testing/Makefile.am b/mex/sources/libkorder/tl/tests/Makefile.am
similarity index 100%
rename from dynare++/tl/testing/Makefile.am
rename to mex/sources/libkorder/tl/tests/Makefile.am
diff --git a/dynare++/tl/testing/factory.cc b/mex/sources/libkorder/tl/tests/factory.cc
similarity index 100%
rename from dynare++/tl/testing/factory.cc
rename to mex/sources/libkorder/tl/tests/factory.cc
diff --git a/dynare++/tl/testing/factory.hh b/mex/sources/libkorder/tl/tests/factory.hh
similarity index 100%
rename from dynare++/tl/testing/factory.hh
rename to mex/sources/libkorder/tl/tests/factory.hh
diff --git a/dynare++/tl/testing/monoms.cc b/mex/sources/libkorder/tl/tests/monoms.cc
similarity index 100%
rename from dynare++/tl/testing/monoms.cc
rename to mex/sources/libkorder/tl/tests/monoms.cc
diff --git a/dynare++/tl/testing/monoms.hh b/mex/sources/libkorder/tl/tests/monoms.hh
similarity index 100%
rename from dynare++/tl/testing/monoms.hh
rename to mex/sources/libkorder/tl/tests/monoms.hh
diff --git a/dynare++/tl/testing/tests.cc b/mex/sources/libkorder/tl/tests/tests.cc
similarity index 100%
rename from dynare++/tl/testing/tests.cc
rename to mex/sources/libkorder/tl/tests/tests.cc
diff --git a/dynare++/tl/cc/tl_exception.hh b/mex/sources/libkorder/tl/tl_exception.hh
similarity index 100%
rename from dynare++/tl/cc/tl_exception.hh
rename to mex/sources/libkorder/tl/tl_exception.hh
diff --git a/dynare++/tl/cc/tl_static.cc b/mex/sources/libkorder/tl/tl_static.cc
similarity index 100%
rename from dynare++/tl/cc/tl_static.cc
rename to mex/sources/libkorder/tl/tl_static.cc
diff --git a/dynare++/tl/cc/tl_static.hh b/mex/sources/libkorder/tl/tl_static.hh
similarity index 100%
rename from dynare++/tl/cc/tl_static.hh
rename to mex/sources/libkorder/tl/tl_static.hh
diff --git a/dynare++/tl/cc/twod_matrix.cc b/mex/sources/libkorder/tl/twod_matrix.cc
similarity index 100%
rename from dynare++/tl/cc/twod_matrix.cc
rename to mex/sources/libkorder/tl/twod_matrix.cc
diff --git a/dynare++/tl/cc/twod_matrix.hh b/mex/sources/libkorder/tl/twod_matrix.hh
similarity index 100%
rename from dynare++/tl/cc/twod_matrix.hh
rename to mex/sources/libkorder/tl/twod_matrix.hh
diff --git a/dynare++/src/dynare_exception.hh b/mex/sources/libkorder/utils/dynare_exception.hh
similarity index 100%
rename from dynare++/src/dynare_exception.hh
rename to mex/sources/libkorder/utils/dynare_exception.hh
diff --git a/dynare++/utils/cc/exception.hh b/mex/sources/libkorder/utils/exception.hh
similarity index 100%
rename from dynare++/utils/cc/exception.hh
rename to mex/sources/libkorder/utils/exception.hh
diff --git a/dynare++/utils/cc/int_power.cc b/mex/sources/libkorder/utils/int_power.cc
similarity index 100%
rename from dynare++/utils/cc/int_power.cc
rename to mex/sources/libkorder/utils/int_power.cc
diff --git a/dynare++/utils/cc/int_power.hh b/mex/sources/libkorder/utils/int_power.hh
similarity index 100%
rename from dynare++/utils/cc/int_power.hh
rename to mex/sources/libkorder/utils/int_power.hh
diff --git a/dynare++/src/nlsolve.cc b/mex/sources/libkorder/utils/nlsolve.cc
similarity index 100%
rename from dynare++/src/nlsolve.cc
rename to mex/sources/libkorder/utils/nlsolve.cc
diff --git a/dynare++/src/nlsolve.hh b/mex/sources/libkorder/utils/nlsolve.hh
similarity index 100%
rename from dynare++/src/nlsolve.hh
rename to mex/sources/libkorder/utils/nlsolve.hh
diff --git a/dynare++/utils/cc/pascal_triangle.cc b/mex/sources/libkorder/utils/pascal_triangle.cc
similarity index 100%
rename from dynare++/utils/cc/pascal_triangle.cc
rename to mex/sources/libkorder/utils/pascal_triangle.cc
diff --git a/dynare++/utils/cc/pascal_triangle.hh b/mex/sources/libkorder/utils/pascal_triangle.hh
similarity index 100%
rename from dynare++/utils/cc/pascal_triangle.hh
rename to mex/sources/libkorder/utils/pascal_triangle.hh
diff --git a/dynare++/utils/cc/sthread.cc b/mex/sources/libkorder/utils/sthread.cc
similarity index 100%
rename from dynare++/utils/cc/sthread.cc
rename to mex/sources/libkorder/utils/sthread.cc
diff --git a/dynare++/utils/cc/sthread.hh b/mex/sources/libkorder/utils/sthread.hh
similarity index 100%
rename from dynare++/utils/cc/sthread.hh
rename to mex/sources/libkorder/utils/sthread.hh
diff --git a/windows/dynare.nsi b/windows/dynare.nsi
index bf297bd26c2850a5f978c1ebe68cbd1b2084f4d2..a9f8d9b0b1f128c1ae6bc84343670e34aa3f45d3 100644
--- a/windows/dynare.nsi
+++ b/windows/dynare.nsi
@@ -112,7 +112,7 @@ SectionEnd
Section "Documentation and examples"
SetOutPath $INSTDIR\doc
- File ..\doc\manual\build\latex\dynare-manual.pdf ..\doc\guide.pdf ..\doc\bvar-a-la-sims.pdf ..\doc\dr.pdf ..\preprocessor\doc\macroprocessor\macroprocessor.pdf ..\preprocessor\doc\preprocessor\preprocessor.pdf ..\doc\parallel\parallel.pdf ..\doc\gsa\gsa.pdf ..\doc\dseries-and-reporting\dseriesReporting.pdf
+ File ..\doc\manual\build\latex\dynare-manual.pdf ..\doc\guide.pdf ..\doc\bvar-a-la-sims.pdf ..\doc\dr.pdf ..\doc\sylvester.pdf ..\doc\tl.pdf ..\preprocessor\doc\macroprocessor\macroprocessor.pdf ..\preprocessor\doc\preprocessor\preprocessor.pdf ..\doc\parallel\parallel.pdf ..\doc\gsa\gsa.pdf ..\doc\dseries-and-reporting\dseriesReporting.pdf
SetOutPath $INSTDIR\doc\dynare-manual.html
File /r ..\doc\manual\build\html\*