/* * Copyright (C) 2003-2017 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 . */ #include #include #include #include #include "NumericalInitialization.hh" InitParamStatement::InitParamStatement(int symb_id_arg, const expr_t param_value_arg, const SymbolTable &symbol_table_arg) : symb_id(symb_id_arg), param_value(param_value_arg), symbol_table(symbol_table_arg) { } void InitParamStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { if (symbol_table.getName(symb_id) == "dsge_prior_weight") mod_file_struct.dsge_prior_weight_initialized = true; } void InitParamStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { int id = symbol_table.getTypeSpecificID(symb_id) + 1; output << "M_.params( " << id << " ) = "; param_value->writeOutput(output); output << ";" << endl; if (!minimal_workspace) output << symbol_table.getName(symb_id) << " = M_.params( " << id << " );" << endl; } void InitParamStatement::writeJuliaOutput(ostream &output, const string &basename) { int id = symbol_table.getTypeSpecificID(symb_id) + 1; output << "model_.params[ " << id << " ] = "; param_value->writeOutput(output); output << endl; // Do we really need this? // if (!minimal_workspace) // output << symbol_table.getName(symb_id) << " = model_.params[ " << id << " ]" << endl; } void InitParamStatement::writeJsonOutput(ostream &output) const { deriv_node_temp_terms_t tef_terms; output << "{\"statementName\": \"param_init\", \"name\": \"" << symbol_table.getName(symb_id) << "\", " << "\"value\": \""; param_value->writeJsonOutput(output, temporary_terms_t(), tef_terms); output << "\"}"; } void InitParamStatement::writeCOutput(ostream &output, const string &basename) { int id = symbol_table.getTypeSpecificID(symb_id); output << "params[ " << id << " ] = "; param_value->writeOutput(output); output << ";" << endl; output << "double " << symbol_table.getName(symb_id) << " = params[ " << id << " ];" << endl; } void InitParamStatement::fillEvalContext(eval_context_t &eval_context) const { try { eval_context[symb_id] = param_value->eval(eval_context); } catch (ExprNode::EvalException &e) { // Do nothing } } InitOrEndValStatement::InitOrEndValStatement(const init_values_t &init_values_arg, const SymbolTable &symbol_table_arg, const bool &all_values_required_arg) : init_values(init_values_arg), symbol_table(symbol_table_arg), all_values_required(all_values_required_arg) { } void InitOrEndValStatement::fillEvalContext(eval_context_t &eval_context) const { for (init_values_t::const_iterator it = init_values.begin(); it != init_values.end(); it++) { try { eval_context[it->first] = (it->second)->eval(eval_context); } catch (ExprNode::EvalException &e) { // Do nothing } } } set InitOrEndValStatement::getUninitializedVariables(SymbolType type) { set unused; if (!all_values_required) return unused; if (type == eEndogenous) unused = symbol_table.getEndogenous(); else if (type == eExogenous) unused = symbol_table.getExogenous(); else { cerr << "ERROR: Shouldn't arrive here." << endl; exit(EXIT_FAILURE); } set::iterator sit; for (init_values_t::const_iterator it = init_values.begin(); it != init_values.end(); it++) { sit = unused.find(it->first); if (sit != unused.end()) unused.erase(sit); } return unused; } void InitOrEndValStatement::writeInitValues(ostream &output) const { for (init_values_t::const_iterator it = init_values.begin(); it != init_values.end(); it++) { const int symb_id = it->first; const expr_t expression = it->second; SymbolType type = symbol_table.getType(symb_id); int tsid = symbol_table.getTypeSpecificID(symb_id) + 1; if (type == eEndogenous) output << "oo_.steady_state"; else if (type == eExogenous) output << "oo_.exo_steady_state"; else if (type == eExogenousDet) output << "oo_.exo_det_steady_state"; output << "( " << tsid << " ) = "; expression->writeOutput(output); output << ";" << endl; } } void InitOrEndValStatement::writeJsonInitValues(ostream &output) const { deriv_node_temp_terms_t tef_terms; for (init_values_t::const_iterator it = init_values.begin(); it != init_values.end(); it++) { if (it != init_values.begin()) output << ", "; output << "{\"name\": \"" << symbol_table.getName(it->first) << "\", " << "\"value\": \""; it->second->writeJsonOutput(output, temporary_terms_t(), tef_terms); output << "\"}"; } } InitValStatement::InitValStatement(const init_values_t &init_values_arg, const SymbolTable &symbol_table_arg, const bool &all_values_required_arg) : InitOrEndValStatement(init_values_arg, symbol_table_arg, all_values_required_arg) { } void InitValStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { set exogs = getUninitializedVariables(eExogenous); set endogs = getUninitializedVariables(eEndogenous); if (endogs.size() > 0) { cerr << "ERROR: You have not set the following endogenous variables in initval:"; for (set::const_iterator it = endogs.begin(); it != endogs.end(); it++) cerr << " " << symbol_table.getName(*it); cerr << endl; } if (exogs.size() > 0) { cerr << "ERROR: You have not set the following exogenous variables in initval:"; for (set::const_iterator it = exogs.begin(); it != exogs.end(); it++) cerr << " " << symbol_table.getName(*it); cerr << endl; } if (endogs.size() > 0 || exogs.size() > 0) exit(EXIT_FAILURE); } void InitValStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "%" << endl << "% INITVAL instructions" << endl << "%" << endl; // Writing initval block to set initial values for variables output << "options_.initval_file = 0;" << endl; writeInitValues(output); } void InitValStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"init_val\", \"vals\": ["; writeJsonInitValues(output); output << "]}"; } void InitValStatement::writeOutputPostInit(ostream &output) const { output << "if M_.exo_nbr > 0" << endl << "\too_.exo_simul = ones(M_.maximum_lag,1)*oo_.exo_steady_state';" << endl <<"end" << endl << "if M_.exo_det_nbr > 0" << endl << "\too_.exo_det_simul = ones(M_.maximum_lag,1)*oo_.exo_det_steady_state';" << endl <<"end" << endl; } EndValStatement::EndValStatement(const init_values_t &init_values_arg, const SymbolTable &symbol_table_arg, const bool &all_values_required_arg) : InitOrEndValStatement(init_values_arg, symbol_table_arg, all_values_required_arg) { } void EndValStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { set exogs = getUninitializedVariables(eExogenous); set endogs = getUninitializedVariables(eEndogenous); if (endogs.size() > 0) { cerr << "ERROR: You have not set the following endogenous variables in endval:"; for (set::const_iterator it = endogs.begin(); it != endogs.end(); it++) cerr << " " << symbol_table.getName(*it); cerr << endl; } if (exogs.size() > 0) { cerr << "ERROR: You have not set the following exogenous variables in endval:"; for (set::const_iterator it = exogs.begin(); it != exogs.end(); it++) cerr << " " << symbol_table.getName(*it); cerr << endl; } if (endogs.size() > 0 || exogs.size() > 0) exit(EXIT_FAILURE); } void EndValStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "%" << endl << "% ENDVAL instructions" << endl << "%" << endl; // Writing endval block to set terminal values for variables output << "ys0_= oo_.steady_state;" << endl << "ex0_ = oo_.exo_steady_state;" << endl; writeInitValues(output); } void EndValStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"end_val\", \"vals\": ["; writeJsonInitValues(output); output << "]}"; } HistValStatement::HistValStatement(const hist_values_t &hist_values_arg, const SymbolTable &symbol_table_arg, const bool &all_values_required_arg) : hist_values(hist_values_arg), symbol_table(symbol_table_arg), all_values_required(all_values_required_arg) { } void HistValStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { if (all_values_required) { set unused_endo = symbol_table.getEndogenous(); set unused_exo = symbol_table.getExogenous(); set::iterator sit; for (hist_values_t::const_iterator it = hist_values.begin(); it != hist_values.end(); it++) { sit = unused_endo.find(it->first.first); if (sit != unused_endo.end()) unused_endo.erase(sit); sit = unused_exo.find(it->first.first); if (sit != unused_exo.end()) unused_exo.erase(sit); } if (unused_endo.size() > 0) { cerr << "ERROR: You have not set the following endogenous variables in histval:"; for (set::const_iterator it = unused_endo.begin(); it != unused_endo.end(); it++) cerr << " " << symbol_table.getName(*it); cerr << endl; } if (unused_exo.size() > 0) { cerr << "ERROR: You have not set the following exogenous variables in endval:"; for (set::const_iterator it = unused_exo.begin(); it != unused_exo.end(); it++) cerr << " " << symbol_table.getName(*it); cerr << endl; } if (unused_endo.size() > 0 || unused_exo.size() > 0) exit(EXIT_FAILURE); } } void HistValStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "%" << endl << "% HISTVAL instructions" << endl << "%" << endl << "M_.endo_histval = zeros(M_.endo_nbr,M_.maximum_lag);" << endl << "M_.exo_histval = zeros(M_.exo_nbr,M_.maximum_lag);" << endl << "M_.exo_det_histval = zeros(M_.exo_det_nbr,M_.maximum_lag);" << endl; for (hist_values_t::const_iterator it = hist_values.begin(); it != hist_values.end(); it++) { int symb_id = it->first.first; int lag = it->first.second; const expr_t expression = it->second; SymbolType type = symbol_table.getType(symb_id); // For a lag greater than 1 on endo, or for any exo, lookup for auxiliary variable if ((type == eEndogenous && lag < 0) || type == eExogenous) { try { // This function call must remain the 1st statement in this block symb_id = symbol_table.searchAuxiliaryVars(symb_id, lag); lag = 0; type = eEndogenous; } catch (SymbolTable::SearchFailedException &e) { if (type == eEndogenous) { cerr << "HISTVAL: internal error of Dynare, please contact the developers"; exit(EXIT_FAILURE); } // We don't fail for exogenous, because they are not replaced by // auxiliary variables in deterministic mode. } } int tsid = symbol_table.getTypeSpecificID(symb_id) + 1; if (type == eEndogenous) output << "M_.endo_histval( " << tsid << ", M_.maximum_lag + " << lag << ") = "; else if (type == eExogenous) output << "M_.exo_histval( " << tsid << ", M_.maximum_lag + " << lag << ") = "; else if (type == eExogenousDet) output << "M_.exo_det_histval( " << tsid << ", M_.maximum_lag + " << lag << ") = "; expression->writeOutput(output); output << ";" << endl; } } void HistValStatement::writeJsonOutput(ostream &output) const { deriv_node_temp_terms_t tef_terms; output << "{\"statementName\": \"hist_val\", \"vals\": ["; for (hist_values_t::const_iterator it = hist_values.begin(); it != hist_values.end(); it++) { if (it != hist_values.begin()) output << ", "; output << "{ \"name\": \"" << symbol_table.getName(it->first.first) << "\"" << ", \"lag\": " << it->first.second << ", \"value\": \""; it->second->writeJsonOutput(output, temporary_terms_t(), tef_terms); output << "\"}"; } output << "]}"; } InitvalFileStatement::InitvalFileStatement(const string &filename_arg) : filename(filename_arg) { } void InitvalFileStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "%" << endl << "% INITVAL_FILE statement" << endl << "%" << endl << "options_.initval_file = 1;" << endl << "initvalf('" << filename << "');" << endl; } void InitvalFileStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"init_val_file\"" << ", \"filename\": \"" << filename << "\"" << "}"; } HistvalFileStatement::HistvalFileStatement(const string &filename_arg) : filename(filename_arg) { } void HistvalFileStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "histvalf('" << filename << "');" << endl; } void HistvalFileStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"hist_val_file\"" << ", \"filename\": \"" << filename << "\"" << "}"; } HomotopyStatement::HomotopyStatement(const homotopy_values_t &homotopy_values_arg, const SymbolTable &symbol_table_arg) : homotopy_values(homotopy_values_arg), symbol_table(symbol_table_arg) { } void HomotopyStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "%" << endl << "% HOMOTOPY_SETUP instructions" << endl << "%" << endl << "options_.homotopy_values = [];" << endl; for (homotopy_values_t::const_iterator it = homotopy_values.begin(); it != homotopy_values.end(); it++) { const int &symb_id = it->first; const expr_t expression1 = it->second.first; const expr_t expression2 = it->second.second; const SymbolType type = symbol_table.getType(symb_id); const int tsid = symbol_table.getTypeSpecificID(symb_id) + 1; output << "options_.homotopy_values = vertcat(options_.homotopy_values, [ " << type << ", " << tsid << ", "; if (expression1 != NULL) expression1->writeOutput(output); else output << "NaN"; output << ", "; expression2->writeOutput(output); output << "]);" << endl; } } void HomotopyStatement::writeJsonOutput(ostream &output) const { deriv_node_temp_terms_t tef_terms; output << "{\"statementName\": \"homotopy\", " << "\"values\": ["; for (homotopy_values_t::const_iterator it = homotopy_values.begin(); it != homotopy_values.end(); it++) { if (it != homotopy_values.begin()) output << ", "; output << "{\"name\": \"" << symbol_table.getName(it->first) << "\"" << ", \"initial_value\": \""; if (it->second.first != NULL) it->second.first->writeJsonOutput(output, temporary_terms_t(), tef_terms); else output << "NaN"; output << "\", \"final_value\": \""; it->second.second->writeJsonOutput(output, temporary_terms_t(), tef_terms); output << "\"}"; } output << "]" << "}"; } SaveParamsAndSteadyStateStatement::SaveParamsAndSteadyStateStatement(const string &filename_arg) : filename(filename_arg) { } void SaveParamsAndSteadyStateStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "save_params_and_steady_state('" << filename << "');" << endl; } void SaveParamsAndSteadyStateStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"save_params_and_steady_state\"" << ", \"filename\": \"" << filename << "\"" << "}"; } LoadParamsAndSteadyStateStatement::LoadParamsAndSteadyStateStatement(const string &filename, const SymbolTable &symbol_table_arg, WarningConsolidation &warnings) : symbol_table(symbol_table_arg) { cout << "Reading " << filename << "." << endl; ifstream f; f.open(filename.c_str(), ios::in); if (f.fail()) { cerr << "ERROR: Can't open " << filename << endl; exit(EXIT_FAILURE); } while (true) { string symb_name, value; f >> symb_name >> value; if (f.eof()) break; try { int symb_id = symbol_table.getID(symb_name); content[symb_id] = value; } catch (SymbolTable::UnknownSymbolNameException &e) { warnings << "WARNING: Unknown symbol " << symb_name << " in " << filename << endl; } } f.close(); } void LoadParamsAndSteadyStateStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { for (map::const_iterator it = content.begin(); it != content.end(); it++) { switch (symbol_table.getType(it->first)) { case eParameter: output << "M_.params"; break; case eEndogenous: output << "oo_.steady_state"; break; case eExogenous: output << "oo_.exo_steady_state"; break; case eExogenousDet: output << "oo_.exo_det_steady_state"; break; default: cerr << "ERROR: Unsupported variable type for " << symbol_table.getName(it->first) << " in load_params_and_steady_state" << endl; exit(EXIT_FAILURE); } int tsid = symbol_table.getTypeSpecificID(it->first) + 1; output << "(" << tsid << ") = " << it->second << ";" << endl; } } void LoadParamsAndSteadyStateStatement::writeJsonOutput(ostream &output) const { deriv_node_temp_terms_t tef_terms; output << "{\"statementName\": \"load_params_and_steady_state\"" << "\"values\": ["; for (map::const_iterator it = content.begin(); it != content.end(); it++) { if (it != content.begin()) output << ", "; output << "{\"name\": \"" << symbol_table.getName(it->first) << "\"" << ", \"value\": \"" << it->second << "\"}"; } output << "]" << "}"; } void LoadParamsAndSteadyStateStatement::fillEvalContext(eval_context_t &eval_context) const { for (map::const_iterator it = content.begin(); it != content.end(); it++) eval_context[it->first] = atof(it->second.c_str()); }