143 lines
4.6 KiB
C++
143 lines
4.6 KiB
C++
/*
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* Copyright (C) 2003-2014 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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#ifndef _SHOCKS_HH
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#define _SHOCKS_HH
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using namespace std;
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#include <string>
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#include <vector>
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#include <map>
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#include "Statement.hh"
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#include "SymbolTable.hh"
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#include "ExprNode.hh"
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class AbstractShocksStatement : public Statement
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{
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public:
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struct DetShockElement
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{
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int period1;
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int period2;
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expr_t value;
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};
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//The boolean element indicates if the shock is a surprise (false) or a perfect foresight (true) shock.
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//This boolean is used only in case of conditional forecast with extended path method (simulation_type = deterministic).
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typedef map<int, vector<DetShockElement> > det_shocks_t;
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protected:
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//! Is this statement a "mshocks" statement ? (instead of a "shocks" statement)
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const bool mshocks;
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//! Does this "shocks" statement replace the previous ones?
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const bool overwrite;
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const det_shocks_t det_shocks;
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const SymbolTable &symbol_table;
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void writeDetShocks(ostream &output) const;
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AbstractShocksStatement(bool mshocks_arg, bool overwrite_arg,
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const det_shocks_t &det_shocks_arg,
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const SymbolTable &symbol_table_arg);
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};
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class ShocksStatement : public AbstractShocksStatement
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{
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public:
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typedef map<int, expr_t> var_and_std_shocks_t;
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typedef map<pair<int, int>, expr_t> covar_and_corr_shocks_t;
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private:
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const var_and_std_shocks_t var_shocks, std_shocks;
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const covar_and_corr_shocks_t covar_shocks, corr_shocks;
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void writeVarOrStdShock(ostream &output, var_and_std_shocks_t::const_iterator &it, bool stddev) const;
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void writeVarAndStdShocks(ostream &output) const;
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void writeCovarOrCorrShock(ostream &output, covar_and_corr_shocks_t::const_iterator &it, bool corr) const;
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void writeCovarAndCorrShocks(ostream &output) const;
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bool has_calibrated_measurement_errors() const;
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public:
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ShocksStatement(bool overwrite_arg,
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const det_shocks_t &det_shocks_arg,
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const var_and_std_shocks_t &var_shocks_arg,
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const var_and_std_shocks_t &std_shocks_arg,
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const covar_and_corr_shocks_t &covar_shocks_arg,
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const covar_and_corr_shocks_t &corr_shocks_arg,
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const SymbolTable &symbol_table_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
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};
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class MShocksStatement : public AbstractShocksStatement
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{
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public:
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MShocksStatement(bool overwrite_arg,
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const det_shocks_t &det_shocks_arg,
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const SymbolTable &symbol_table_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class ConditionalForecastPathsStatement : public Statement
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{
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private:
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const AbstractShocksStatement::det_shocks_t paths;
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int path_length;
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public:
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ConditionalForecastPathsStatement(const AbstractShocksStatement::det_shocks_t &paths_arg);
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virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class MomentCalibration : public Statement
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{
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public:
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struct Constraint
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{
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int endo1, endo2;
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string lags;
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string lower_bound, upper_bound;
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};
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typedef vector<Constraint> constraints_t;
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private:
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constraints_t constraints;
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const SymbolTable &symbol_table;
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public:
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MomentCalibration(const constraints_t &constraints_arg,
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const SymbolTable &symbol_table_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class IrfCalibration : public Statement
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{
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public:
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struct Constraint
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{
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int endo;
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int exo;
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string periods, lower_bound, upper_bound;
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};
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typedef vector<Constraint> constraints_t;
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private:
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constraints_t constraints;
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const SymbolTable &symbol_table;
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public:
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IrfCalibration(const constraints_t &constraints_arg,
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const SymbolTable &symbol_table_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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#endif
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