extended_preprocessor: renaming files/class and bug fixing

time-shift
Michel Juillard 2013-10-20 14:57:10 +02:00
parent e9cee44de8
commit a18b33ed7e
4 changed files with 757 additions and 12 deletions

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/*
* Copyright (C) 2011-2012 Houtan Bastani, Daniel Waggoner, Tao Zha
*
* This 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.
*
* This code 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.
*
* More information is available at <http://www.gnu.org/licenses/>.
*/
#include <cstdlib>
#include <vector>
#include <string>
#include <iostream>
#include <assert.h>
using namespace std;
#include "dynare_cpp_driver.hh"
DynareInfo::DynareInfo(map<string, int > exo_names_arg,
map<string, int > exo_det_names_arg,
map<string, int > endo_names_arg,
map<string, int > param_names_arg,
vector< double > params_arg,
vector<aux_vars_t> aux_vars_arg,
vector<int> predetermined_variables_arg,
vector<int> varobs_arg,
vector<vector<int > > lead_lag_incidence_arg,
vector<int> NNZDerivatives_arg) :
exo_names(exo_names_arg),
exo_det_names(exo_det_names_arg),
endo_names(endo_names_arg),
param_names(param_names_arg),
params(params_arg),
aux_vars(aux_vars_arg),
predetermined_variables(predetermined_variables_arg),
varobs(varobs_arg),
lead_lag_incidence(lead_lag_incidence_arg),
NNZDerivatives(NNZDerivatives_arg)
{
}
DynareInfo::~DynareInfo()
{
for (vector<MarkovSwitching *>::iterator it = markov_switching_vector.begin();
it < markov_switching_vector.end(); it++ )
delete *it;
for (vector<ModFilePrior *>::iterator it = prior_vector.begin();
it < prior_vector.end(); it++ )
delete *it;
for (vector<ModFileStructuralInnovationPrior *>::iterator it = structural_innovation_prior_vector.begin();
it < structural_innovation_prior_vector.end(); it++ )
delete *it;
for (vector<ModFileMeasurementErrorPrior *>::iterator it = measurement_error_prior_vector.begin();
it < measurement_error_prior_vector.end(); it++ )
delete *it;
for (vector<ModFileStructuralInnovationCorrPrior *>::iterator it = structural_innovation_corr_prior_vector.begin();
it < structural_innovation_corr_prior_vector.end(); it++ )
delete *it;
for (vector<ModFileMeasurementErrorCorrPrior *>::iterator it = measurement_error_corr_prior_vector.begin();
it < measurement_error_corr_prior_vector.end(); it++ )
delete *it;
markov_switching_vector.clear();
prior_vector.clear();
structural_innovation_prior_vector.clear();
measurement_error_prior_vector.clear();
structural_innovation_corr_prior_vector.clear();
measurement_error_corr_prior_vector.clear();
exo_names.clear();
exo_det_names.clear();
endo_names.clear();
param_names.clear();
params.clear();
aux_vars.clear();
predetermined_variables.clear();
varobs.clear();
lead_lag_incidence.clear();
NNZDerivatives.clear();
}
string
DynareInfo::get_exo_name_by_index(int index) throw (ValueNotSetException)
{
for (map<string, int >::iterator it = exo_names.begin();
it != exo_names.end(); it++)
if (it->second == index)
return it->first;
throw ValueNotSetException("get_exo_name_by_index" + index);
}
int
DynareInfo::get_exo_index_by_name(string name) throw (ValueNotSetException)
{
map<string, int >::iterator it = exo_names.find(name);
if (it != exo_names.end())
return it->second;
throw ValueNotSetException("get_exo_name_by_name" + name);
}
string
DynareInfo::get_exo_det_name_by_index(int index) throw (ValueNotSetException)
{
for (map<string, int >::iterator it = exo_det_names.begin();
it != exo_det_names.end(); it++)
if (it->second == index)
return it->first;
throw ValueNotSetException("get_exo_det_name_by_index" + index);
}
int
DynareInfo::get_exo_det_index_by_name(string name) throw (ValueNotSetException)
{
map<string, int >::iterator it = exo_det_names.find(name);
if (it != exo_det_names.end())
return it->second;
throw ValueNotSetException("get_exo_det_name_by_name" + name);
}
string
DynareInfo::get_endo_name_by_index(int index) throw (ValueNotSetException)
{
for (map<string, int >::iterator it = endo_names.begin();
it != endo_names.end(); it++)
if (it->second == index)
return it->first;
throw ValueNotSetException("get_endo_name_by_index" + index);
}
int
DynareInfo::get_endo_index_by_name(string name) throw (ValueNotSetException)
{
map<string, int >::iterator it = endo_names.find(name);
if (it != endo_names.end())
return it->second;
throw ValueNotSetException("get_endo_name_by_name" + name);
}
string
DynareInfo::get_param_name_by_index(int index) throw (ValueNotSetException)
{
for (map<string, int >::iterator it = param_names.begin();
it != param_names.end(); it++)
if (it->second == index)
return it->first;
throw ValueNotSetException("get_param_name_by_index" + index);
}
int
DynareInfo::get_param_index_by_name(string name) throw (ValueNotSetException)
{
map<string, int >::iterator it = param_names.find(name);
if (it != param_names.end())
return it->second;
throw ValueNotSetException("get_param_name_by_name" + name);
}
double
DynareInfo::get_param_value_by_index(int index) throw (ValueNotSetException)
{
return params[index];
// map<int, double >::iterator it = params.find(index);
// if (it != params.end())
// return it->second;
// throw ValueNotSetException("get_param_value_by_index" + index);
}
vector<int >
DynareInfo::get_lead_lag_incidence_for_endo_var_by_index(int index) throw (ValueNotSetException)
{
if (index < lead_lag_incidence.size())
return lead_lag_incidence.at(index);
throw ValueNotSetException("get_lead_lag_incidence_for_endo_var_by_index" + index);
}
MarkovSwitching::MarkovSwitching(const int chain_arg,
const int number_of_regimes_arg,
const int number_of_lags_arg,
const bool number_of_lags_was_passed_arg,
const vector<int> parameters_arg,
const vector<double> duration_arg,
const restriction_map_t restriction_map_arg) :
chain(chain_arg),
number_of_regimes(number_of_regimes_arg),
number_of_lags(number_of_lags_arg),
number_of_lags_was_passed(number_of_lags_was_passed_arg),
parameters(parameters_arg),
duration(duration_arg),
restriction_map(restriction_map_arg)
{
assert(chain >= 1);
assert(number_of_regimes > 0);
if (number_of_lags_was_passed)
assert(number_of_lags > 0);
assert(!parameters.empty());
assert(!duration.empty());
}
int
MarkovSwitching::get_number_of_lags() throw (ValueNotSetException)
{
if (number_of_lags_has_val())
return number_of_lags;
throw ValueNotSetException("number_of_lags");
}
restriction_map_t
MarkovSwitching::get_restriction_map() throw (ValueNotSetException)
{
if (restriction_map_has_val())
return restriction_map;
throw ValueNotSetException("restriction_map");
}
BasicModFilePrior::BasicModFilePrior(const int index_arg,
const string shape_arg,
const double mean_arg,
const double mode_arg,
const double stdev_arg,
const double variance_arg,
const vector <double> domain_arg) :
index(index_arg),
shape(shape_arg),
mean(mean_arg),
mode(mode_arg),
stdev(stdev_arg),
variance(variance_arg),
domain(domain_arg)
{
assert(index >= 0);
assert(!shape.empty());
if (stdev_has_val())
assert(stdev >= 0);
if (variance_has_val())
assert(variance >= 0);
if (domain_has_val())
assert(domain.size() == 2);
}
double
BasicModFilePrior::get_mean() throw (ValueNotSetException)
{
if (mean_has_val())
return mean;
throw ValueNotSetException("mean");
};
double
BasicModFilePrior::get_mode() throw (ValueNotSetException)
{
if (mode_has_val())
return mode;
throw ValueNotSetException("mode");
};
double
BasicModFilePrior::get_stdev() throw (ValueNotSetException)
{
if (stdev_has_val())
return stdev;
throw ValueNotSetException("stdev");
};
double
BasicModFilePrior::get_variance() throw (ValueNotSetException)
{
if (variance_has_val())
return variance;
throw ValueNotSetException("variance");
};
vector<double>
BasicModFilePrior::get_domain() throw (ValueNotSetException)
{
if (domain_has_val())
return domain;
throw ValueNotSetException("domain");
};
ModFilePrior::ModFilePrior(const int index_arg,
const string shape_arg,
const double mean_arg,
const double mode_arg,
const double stdev_arg,
const double variance_arg,
const vector <double> domain_arg) :
BasicModFilePrior(index_arg,
shape_arg,
mean_arg,
mode_arg,
stdev_arg,
variance_arg,
domain_arg)
{
}
ModFileStructuralInnovationPrior::ModFileStructuralInnovationPrior(const int index_arg,
const string shape_arg,
const double mean_arg,
const double stdev_arg,
const double variance_arg,
const double mode_arg,
const vector <double> domain_arg) :
BasicModFilePrior(index_arg,
shape_arg,
mean_arg,
mode_arg,
stdev_arg,
variance_arg,
domain_arg)
{
}
ModFileMeasurementErrorPrior::ModFileMeasurementErrorPrior(const int index_arg,
const string shape_arg,
const double mean_arg,
const double stdev_arg,
const double variance_arg,
const double mode_arg,
const vector <double> domain_arg) :
BasicModFilePrior(index_arg,
shape_arg,
mean_arg,
mode_arg,
stdev_arg,
variance_arg,
domain_arg)
{
}
ModFileStructuralInnovationCorrPrior::ModFileStructuralInnovationCorrPrior(const int index1_arg,
const int index2_arg,
const string shape_arg,
const double mean_arg,
const double stdev_arg,
const double variance_arg,
const double mode_arg,
const vector <double> domain_arg) :
BasicModFilePrior(index1_arg,
shape_arg,
mean_arg,
mode_arg,
stdev_arg,
variance_arg,
domain_arg),
index2(index2_arg)
{
assert(index2 >= 0);
}
ModFileMeasurementErrorCorrPrior::ModFileMeasurementErrorCorrPrior(const int index1_arg,
const int index2_arg,
const string shape_arg,
const double mean_arg,
const double stdev_arg,
const double variance_arg,
const double mode_arg,
const vector <double> domain_arg) :
BasicModFilePrior(index1_arg,
shape_arg,
mean_arg,
mode_arg,
stdev_arg,
variance_arg,
domain_arg),
index2(index2_arg)
{
assert(index2 >= 0);
}
BasicModFileOption::BasicModFileOption(const int index_arg,
const double init_arg) :
index(index_arg),
init(init_arg)
{
assert(index >= 0);
assert(!isnan(init));
}
ModFileOption::ModFileOption(const int index_arg, const double init_arg) :
BasicModFileOption(index_arg, init_arg)
{
}
ModFileStructuralInnovationOption::ModFileStructuralInnovationOption(const int index_arg, const double init_arg) :
BasicModFileOption(index_arg, init_arg)
{
}
ModFileMeasurementErrorOption::ModFileMeasurementErrorOption(const int index_arg, const double init_arg) :
BasicModFileOption(index_arg, init_arg)
{
}
ModFileStructuralInnovationCorrOption::ModFileStructuralInnovationCorrOption(const int index1_arg, const int index2_arg, const double init_arg) :
BasicModFileOption(index1_arg, init_arg),
index2(index2_arg)
{
assert(index2 >= 0);
}
ModFileMeasurementErrorCorrOption::ModFileMeasurementErrorCorrOption(const int index1_arg, const int index2_arg, const double init_arg) :
BasicModFileOption(index1_arg, init_arg),
index2(index2_arg)
{
assert(index2 >= 0);
}

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/*
* Copyright (C) 2011-2012 Houtan Bastani, Daniel Waggoner, Tao Zha
*
* This 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.
*
* This code 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.
*
* More information is available at <http://www.gnu.org/licenses/>.
*/
#ifndef _DYNARE_CPP_DRIVER_HH
#define _DYNARE_CPP_DRIVER_HH
#include <cstdlib>
#include <vector>
#include <string>
#include <map>
#include <limits>
using namespace std;
struct aux_vars_t {
int endo_index, type, orig_index, orig_lead_lag;
} ;
typedef map<pair<int, int >, double> restriction_map_t ;
class ValueNotSetException
{
public:
string name;
ValueNotSetException(const string &name_arg) : name(name_arg)
{
}
};
class MarkovSwitching
{
private:
const int chain, number_of_regimes, number_of_lags;
const bool number_of_lags_was_passed;
const vector<int> parameters;
const vector<double> duration;
const restriction_map_t restriction_map;
public:
MarkovSwitching(const int chain_arg,
const int number_of_regimes_arg,
const int number_of_lags_arg,
const bool number_of_lags_was_passed_arg,
const vector<int> parameters_arg,
const vector<double> duration_arg,
const restriction_map_t restriction_map_arg);
inline bool number_of_lags_has_val() const { return number_of_lags_was_passed; };
inline bool restriction_map_has_val() const { return !restriction_map.empty(); };
inline int get_chain() const { return chain; };
inline int get_number_of_regimes() const { return number_of_regimes; };
int get_number_of_lags() throw (ValueNotSetException);
inline vector<int> get_parameters() { return parameters; };
inline vector<double> get_duration() { return duration; };
restriction_map_t get_restriction_map() throw (ValueNotSetException);
};
class BasicModFilePrior
{
private:
inline bool isnan(double x) const { return (x!=x); };
protected:
const int index;
const string shape;
const double mean, mode, stdev, variance;
const vector <double> domain;
BasicModFilePrior(const int index_arg,
const string shape_arg,
const double mean_arg,
const double mode_arg,
const double stdev_arg,
const double variance_arg,
const vector <double> domain_arg);
public:
inline bool mean_has_val() const { return !isnan(mean); };
inline bool mode_has_val() const { return !isnan(mode); };
inline bool stdev_has_val() const { return !isnan(stdev); };
inline bool variance_has_val() const { return !isnan(variance); };
inline bool domain_has_val() const { return (domain.size() == 2); };
inline int get_index() const { return index; };
inline string get_shape() const { return shape; };
double get_mean() throw (ValueNotSetException);
double get_mode() throw (ValueNotSetException);
double get_stdev() throw (ValueNotSetException);
double get_variance() throw (ValueNotSetException);
vector<double> get_domain() throw (ValueNotSetException);
};
class ModFilePrior : public BasicModFilePrior
{
public:
ModFilePrior(const int index_arg,
const string shape_arg,
const double mean_arg,
const double mode_arg,
const double stdev_arg,
const double variance_arg,
const vector <double> domain_arg);
};
class ModFileStructuralInnovationPrior: public BasicModFilePrior
{
public:
ModFileStructuralInnovationPrior(const int index_arg,
const string shape_arg,
const double mean_arg,
const double mode_arg,
const double stdev_arg,
const double variance_arg,
const vector <double> domain_arg);
};
class ModFileMeasurementErrorPrior : public BasicModFilePrior
{
public:
ModFileMeasurementErrorPrior(const int index_arg,
const string shape_arg,
const double mean_arg,
const double stdev_arg,
const double variance_arg,
const double mode_arg,
const vector <double> domain_arg);
};
class ModFileStructuralInnovationCorrPrior : public BasicModFilePrior
{
private:
const int index2;
public:
ModFileStructuralInnovationCorrPrior(const int index1_arg,
const int index2_arg,
const string shape_arg,
const double mean_arg,
const double stdev_arg,
const double variance_arg,
const double mode_arg,
const vector <double> domain_arg);
};
class ModFileMeasurementErrorCorrPrior : public BasicModFilePrior
{
private:
const int index2;
public:
ModFileMeasurementErrorCorrPrior(const int index1_arg,
const int index2_arg,
const string shape_arg,
const double mean_arg,
const double stdev_arg,
const double variance_arg,
const double mode_arg,
const vector <double> domain_arg);
};
class BasicModFileOption
{
private:
inline bool isnan(double x) const { return (x!=x); };
protected:
const int index;
const double init;
BasicModFileOption(const int index_arg,
const double init_arg);
public:
inline int get_index() const { return index; };
inline double get_init() const { return init; };
};
class ModFileOption : public BasicModFileOption
{
public:
ModFileOption(const int index_arg,
const double init_arg);
};
class ModFileStructuralInnovationOption: public BasicModFileOption
{
public:
ModFileStructuralInnovationOption(const int index_arg,
const double init_arg);
};
class ModFileMeasurementErrorOption : public BasicModFileOption
{
public:
ModFileMeasurementErrorOption(const int index_arg,
const double init_arg);
};
class ModFileStructuralInnovationCorrOption : public BasicModFileOption
{
private:
const int index2;
public:
ModFileStructuralInnovationCorrOption(const int index1_arg,
const int index2_arg,
const double init_arg);
};
class ModFileMeasurementErrorCorrOption : public BasicModFileOption
{
private:
const int index2;
public:
ModFileMeasurementErrorCorrOption(const int index1_arg,
const int index2_arg,
const double init_arg);
};
class DynareInfo
{
private:
vector<MarkovSwitching *> markov_switching_vector;
vector<ModFilePrior *> prior_vector;
vector<ModFileStructuralInnovationPrior *> structural_innovation_prior_vector;
vector<ModFileMeasurementErrorPrior *> measurement_error_prior_vector;
vector<ModFileStructuralInnovationCorrPrior *> structural_innovation_corr_prior_vector;
vector<ModFileMeasurementErrorCorrPrior *> measurement_error_corr_prior_vector;
vector<ModFileOption *> option_vector;
vector<ModFileStructuralInnovationOption *> structural_innovation_option_vector;
vector<ModFileMeasurementErrorOption *> measurement_error_option_vector;
vector<ModFileStructuralInnovationCorrOption *> structural_innovation_corr_option_vector;
vector<ModFileMeasurementErrorCorrOption *> measurement_error_corr_option_vector;
map<string, int > exo_names, exo_det_names, endo_names, param_names;
vector< double > params;
vector<aux_vars_t> aux_vars;
vector<int> predetermined_variables;
vector<int> varobs;
vector<vector<int > >lead_lag_incidence;
vector<int> NNZDerivatives;
public:
DynareInfo(map<string, int > exo_names_arg,
map<string, int > exo_det_names_arg,
map<string, int > endo_names_arg,
map<string, int > param_names_arg,
vector< double > params_arg,
vector<aux_vars_t> aux_vars_arg,
vector<int> predetermined_variables_arg,
vector<int> varobs_arg,
vector< vector<int > > lead_lag_incidence_arg,
vector<int> NNZDerivatives_arg);
~DynareInfo();
inline void addMarkovSwitching(MarkovSwitching *ms) { markov_switching_vector.push_back(ms); };
inline void addPrior(ModFilePrior *p) { prior_vector.push_back(p); };
inline void addStructuralInnovationPrior(ModFileStructuralInnovationPrior *sip) { structural_innovation_prior_vector.push_back(sip); };
inline void addMeasurementErrorPrior(ModFileMeasurementErrorPrior *mep) { measurement_error_prior_vector.push_back(mep); };
inline void addStructuralInnovationCorrPrior(ModFileStructuralInnovationCorrPrior *sicp) { structural_innovation_corr_prior_vector.push_back(sicp); };
inline void addMeasurementErrorCorrPrior(ModFileMeasurementErrorCorrPrior *mecp) { measurement_error_corr_prior_vector.push_back(mecp); };
inline void addOption(ModFileOption *o) { option_vector.push_back(o); };
inline void addStructuralInnovationOption(ModFileStructuralInnovationOption *sio) { structural_innovation_option_vector.push_back(sio); };
inline void addMeasurementErrorOption(ModFileMeasurementErrorOption *meo) { measurement_error_option_vector.push_back(meo); };
inline void addStructuralInnovationCorrOption(ModFileStructuralInnovationCorrOption *sico) { structural_innovation_corr_option_vector.push_back(sico); };
inline void addMeasurementErrorCorrOption(ModFileMeasurementErrorCorrOption *meco) { measurement_error_corr_option_vector.push_back(meco); };
inline bool markov_switching_has_val() { return !markov_switching_vector.empty(); };
inline bool prior_has_val() { return !prior_vector.empty(); };
inline bool structural_innovation_prior_has_val() { return !structural_innovation_prior_vector.empty(); };
inline bool measurement_error_prior_has_val() { return !measurement_error_prior_vector.empty(); };
inline bool structural_innovation_corr_prior_has_val() { return !structural_innovation_corr_prior_vector.empty(); };
inline bool measurement_error_corr_prior_has_val() { return !measurement_error_corr_prior_vector.empty(); };
inline bool option_has_val() { return !option_vector.empty(); };
inline bool structural_innovation_option_has_val() { return !structural_innovation_option_vector.empty(); };
inline bool measurement_error_option_has_val() { return !measurement_error_option_vector.empty(); };
inline bool structural_innovation_corr_option_has_val() { return !structural_innovation_corr_option_vector.empty(); };
inline bool measurement_error_corr_option_has_val() { return !measurement_error_corr_option_vector.empty(); };
inline vector<MarkovSwitching *>get_markov_switching() { return markov_switching_vector; };
inline vector<ModFilePrior *> get_prior() { return prior_vector; };
inline vector<ModFileStructuralInnovationPrior *> get_structural_innovation_prior() { return structural_innovation_prior_vector; };
inline vector<ModFileMeasurementErrorPrior *> get_measurement_error_prior() { return measurement_error_prior_vector; };
inline vector<ModFileStructuralInnovationCorrPrior *> get_structural_innovation_corr_prior() { return structural_innovation_corr_prior_vector; };
inline vector<ModFileMeasurementErrorCorrPrior *> get_measurement_error_corr_prior() { return measurement_error_corr_prior_vector; };
inline vector<ModFileOption *> get_option() { return option_vector; };
inline vector<ModFileStructuralInnovationOption *> get_structural_innovation_option() { return structural_innovation_option_vector; };
inline vector<ModFileMeasurementErrorOption *> get_measurement_error_option() { return measurement_error_option_vector; };
inline vector<ModFileStructuralInnovationCorrOption *> get_structural_innovation_corr_option() { return structural_innovation_corr_option_vector; };
inline vector<ModFileMeasurementErrorCorrOption *> get_measurement_error_corr_option() { return measurement_error_corr_option_vector; };
inline map<string, int > get_exo_names() { return exo_names; };
inline map<string, int > get_exo_det_names() { return exo_det_names; };
inline map<string, int > get_endo_names() { return endo_names; };
inline map<string, int > get_param_names() { return param_names; };
inline vector<double> get_params() { return params; };
inline vector <aux_vars_t> get_aux_vars() { return aux_vars; };
inline vector <int> get_predetermined_variables() { return predetermined_variables; };
inline vector <int> get_varobs() { return varobs; };
inline vector<vector<int > > get_lead_lag_incidence() { return lead_lag_incidence; };
inline vector<int> get_NNZDerivatives() { return NNZDerivatives; };
string get_exo_name_by_index(int index) throw (ValueNotSetException);
int get_exo_index_by_name(string name) throw (ValueNotSetException);
string get_exo_det_name_by_index(int index) throw (ValueNotSetException);
int get_exo_det_index_by_name(string name) throw (ValueNotSetException);
string get_endo_name_by_index(int index) throw (ValueNotSetException);
int get_endo_index_by_name(string name) throw (ValueNotSetException);
string get_param_name_by_index(int index) throw (ValueNotSetException);
int get_param_index_by_name(string name) throw (ValueNotSetException);
double get_param_value_by_index(int index) throw (ValueNotSetException);
vector<int >get_lead_lag_incidence_for_endo_var_by_index(int index) throw (ValueNotSetException);
};
#endif // ! _DYNARE_CPP_DRIVER_HH

View File

@ -14,8 +14,8 @@
* More information is available at <http://www.gnu.org/licenses/>.
*/
#ifndef _MS_DSGE_C_DRIVER_HH
#define _MS_DSGE_C_DRIVER_HH
#ifndef _DYNARE_CPP_DRIVER_HH
#define _DYNARE_CPP_DRIVER_HH
#include <cstdlib>
#include <vector>
@ -223,7 +223,7 @@ public:
const double init_arg);
};
class MsDsgeInfo
class DynareInfo
{
private:
vector<MarkovSwitching *> markov_switching_vector;
@ -245,7 +245,7 @@ private:
vector<vector<int > >lead_lag_incidence;
vector<double> NNZDerivatives;
public:
MsDsgeInfo(map<string, int > exo_names_arg,
DynareInfo(map<string, int > exo_names_arg,
map<string, int > exo_det_names_arg,
map<string, int > endo_names_arg,
map<string, int > param_names_arg,
@ -255,7 +255,7 @@ public:
vector<int> varobs_arg,
vector<vector<int > > lead_lag_incidence_arg,
vector<double> NNZDerivatives_arg);
~MsDsgeInfo();
~DynareInfo();
inline void addMarkovSwitching(MarkovSwitching *ms) { markov_switching_vector.push_back(ms); };
@ -320,4 +320,4 @@ public:
vector<int >get_lead_lag_incidence_for_endo_var_by_index(int index) throw (ValueNotSetException);
};
#endif // ! _MS_DSGE_C_DRIVER_HH
#endif // ! _DYNARE_CPP_DRIVER_HH

View File

@ -824,9 +824,9 @@ ModFile::writeModelCC(const string &basename, bool cuda) const
<< " * from model file (.mod)" << endl
<< " */" << endl
<< endl
<< "#include \"ms_dsge_c_driver.hh\"" << endl
<< "#include \"dynare_cpp_driver.hh\"" << endl
<< endl
<< "MsDsgeInfo *" << endl
<< "DynareInfo *" << endl
<< "preprocessorOutput()" << endl
<< "{" << endl;
@ -837,7 +837,6 @@ ModFile::writeModelCC(const string &basename, bool cuda) const
<< " * Writing statements" << endl
<< " */" << endl
<< "/* prior args*/" << endl
<< "MsDsgeInfo *msdsgeinfo = new MsDsgeInfo(exo_names, exo_det_names, endo_names, param_names, params, aux_vars, predetermined_variables, varobs, lead_lag_incidence, NNZDerivatives);" << endl
<< "int index, index1;" << endl
<< "string shape;" << endl
<< "double mean, mode, stdev, variance;" << endl
@ -848,15 +847,19 @@ ModFile::writeModelCC(const string &basename, bool cuda) const
<< "vector<double> duration;" << endl
<< "restriction_map_t restriction_map;" << endl
<< "/* options args*/" << endl
<< "double init;" << endl << endl;
<< "double init;" << endl
<< "vector< vector<int> > lead_lag_incidence;" << endl
<< "vector<int> NNZDerivatives;" << endl
<< "vector<double> params(param_nbr);" << endl << endl;
// Print statements
for (vector<Statement *>::const_iterator it = statements.begin();
it != statements.end(); it++)
(*it)->writeCOutput(mDriverCFile, basename);
mDriverCFile << "return msdsgeinfo;" << endl;
mDriverCFile << "}" << endl;
mDriverCFile << "DynareInfo *model_info = new DynareInfo(exo_names, exo_det_names, endo_names, param_names, params, aux_vars, predetermined_variables, varobs, lead_lag_incidence, NNZDerivatives);" << endl
<< "return model_info;" << endl
<< "}" << endl;
mDriverCFile.close();
// Write informational m file