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ms-dsge: add options statement 

Conflicts:
	preprocessor/ComputingTasks.cc
	preprocessor/ComputingTasks.hh
	preprocessor/ParsingDriver.cc
time-shift
Houtan Bastani 2013-08-06 15:44:04 -04:00 committed by Michel Juillard
parent b37e3850e5
commit bb0045a892
5 changed files with 202 additions and 2 deletions
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37
cpp/ms_dsge_c_driver.cc
View File

@ -379,3 +379,40 @@ ModFileMeasurementErrorCorrPrior::ModFileMeasurementErrorCorrPrior(const int ind
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);
}

81
cpp/ms_dsge_c_driver.hh
View File

@ -167,6 +167,62 @@ public:
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 MsDsgeInfo
{
private:
@ -176,6 +232,11 @@ private:
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;
map<int, double > params;
vector<aux_vars_t> aux_vars;
@ -197,12 +258,19 @@ public:
~MsDsgeInfo();
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(); };
@ -210,12 +278,25 @@ public:
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; };

75
preprocessor/ComputingTasks.cc
View File

@ -2166,7 +2166,6 @@ PriorStatement::writeCOutput(ostream &output, const string &basename)
output << "msdsgeinfo->addPrior(new ModFilePrior(" << endl
<< " index, shape, mean, mode, stdev, variance, domain));" << endl;
}
StdPriorStatement::StdPriorStatement(const string &name_arg,
@ -2415,6 +2414,14 @@ BasicOptionsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConso
{
}
bool
BasicOptionsStatement::is_structural_innovation(const SymbolType symb_type) const
{
if (symb_type == eExogenous || symb_type == eExogenousDet)
return true;
return false;
}
void
BasicOptionsStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
@ -2442,6 +2449,16 @@ BasicOptionsStatement::writeCommonOutputHelper(ostream &output, const string &fi
output << lhs_field << "." << field << " = " << itn->second << ";" << endl;
}
void
BasicOptionsStatement::writeCOutputHelper(ostream &output, const string &field) const
{
OptionsList::num_options_t::const_iterator itn = options_list.num_options.find(field);
if (itn != options_list.num_options.end())
output << field << " = " << itn->second << ";" << endl;
else
output << field << " = " << "numeric_limits<double>::quiet_NaN();" << endl;
}
void
BasicOptionsStatement::writeOptionsOutput(ostream &output, string &lhs_field, const string &name2) const
{
@ -2473,6 +2490,15 @@ OptionsStatement::writeOutput(ostream &output, const string &basename) const
writeOptionsOutput(output, lhs_field, "");
}
void
OptionsStatement::writeCOutput(ostream &output, const string &basename)
{
output << endl
<< "index = param_names[\""<< name << "\"];" << endl;
writeCOutputHelper(output, "init");
output << "msdsgeinfo->addOption(new ModFileOption(index, init));" << endl;
}
StdOptionsStatement::StdOptionsStatement(const string &name_arg,
const string &subsample_name_arg,
const OptionsList &options_list_arg,
@ -2495,6 +2521,26 @@ StdOptionsStatement::writeOutput(ostream &output, const string &basename) const
writeOptionsOutput(output, lhs_field, "");
}
void
StdOptionsStatement::writeCOutput(ostream &output, const string &basename)
{
output << endl
<< "index = ";
if (is_structural_innovation(symbol_table.getType(name)))
output << "exo_names";
else
output << "endo_names";
output << "[\""<< name << "\"];" << endl;
writeCOutputHelper(output, "init");
if (is_structural_innovation(symbol_table.getType(name)))
output << "msdsgeinfo->addStructuralInnovationOption(new ModFileStructuralInnovationOption(";
else
output << "msdsgeinfo->addMeasurementErrorOption(new ModFileMeasurementErrorOption(";
output << "index, init));" << endl;
}
CorrOptionsStatement::CorrOptionsStatement(const string &name_arg1, const string &name_arg2,
const string &subsample_name_arg,
const OptionsList &options_list_arg,
@ -2698,3 +2744,30 @@ ModelDiagnosticsStatement::writeOutput(ostream &output, const string &basename)
{
output << "model_diagnostics(M_,options_,oo_);" << endl;
}
void
CorrOptionsStatement::writeCOutput(ostream &output, const string &basename)
{
output << endl
<< "index = ";
if (is_structural_innovation(symbol_table.getType(name)))
output << "exo_names";
else
output << "endo_names";
output << "[\""<< name << "\"];" << endl;
output << "index1 = ";
if (is_structural_innovation(symbol_table.getType(name1)))
output << "exo_names";
else
output << "endo_names";
output << "[\""<< name1 << "\"];" << endl;
writeCOutputHelper(output, "init");
if (is_structural_innovation(symbol_table.getType(name)))
output << "msdsgeinfo->addStructuralInnovationCorrOption(new ModFileStructuralInnovationCorrOption(";
else
output << "msdsgeinfo->addMeasurementErrorCorrOption(new ModFileMeasurementErrorCorrOption(";
output << "index, index1, init));" << endl;
}

7
preprocessor/ComputingTasks.hh
View File

@ -758,6 +758,10 @@ protected:
void writeOptionsOutput(ostream &output, string &lhs_field, const string &name2) const;
void writeCommonOutput(ostream &output, const string &lhs_field) const;
void writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const;
bool is_structural_innovation(const SymbolType symb_type) const;
void writeOptionsIndex(ostream &output, const string &lhs_field) const;
void writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const;
void writeCOutputHelper(ostream &output, const string &field) const;
};
class OptionsStatement : public BasicOptionsStatement
@ -765,6 +769,7 @@ class OptionsStatement : public BasicOptionsStatement
public:
OptionsStatement(const string &name_arg, const string &subsample_name_arg, const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output, const string &basename) const;
virtual void writeCOutput(ostream &output, const string &basename);
};
class StdOptionsStatement : public BasicOptionsStatement
@ -777,6 +782,7 @@ public:
const OptionsList &options_list_arg,
const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output, const string &basename) const;
virtual void writeCOutput(ostream &output, const string &basename);
};
class CorrOptionsStatement : public BasicOptionsStatement
@ -825,6 +831,7 @@ class ModelDiagnosticsStatement : public Statement
public:
ModelDiagnosticsStatement();
virtual void writeOutput(ostream &output, const string &basename) const;
virtual void writeCOutput(ostream &output, const string &basename);
};
#endif

4
preprocessor/ModFile.cc
View File

@ -865,7 +865,9 @@ ModFile::writeCOutputFiles(const string &basename) const
<< "int chain, number_of_regimes, number_of_lags, number_of_lags_was_passed;" << endl
<< "vector<int> parameters;" << endl
<< "vector<double> duration;" << endl
<< "restriction_map_t restriction_map;" << endl << endl;
<< "restriction_map_t restriction_map;" << endl
<< "/* options args*/" << endl
<< "double init;" << endl << endl;
// Print statements
for (vector<Statement *>::const_iterator it = statements.begin();