207 lines
5.4 KiB
C++
207 lines
5.4 KiB
C++
/*
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* Copyright © 2008-2019 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 K_ORD_DYNARE3_H
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#define K_ORD_DYNARE3_H
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#include <vector>
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#include <string>
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#include <memory>
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#include "journal.hh"
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#include "Vector.hh"
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#include "twod_matrix.hh"
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#include "t_container.hh"
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#include "sparse_tensor.hh"
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#include "decision_rule.hh"
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#include "dynamic_model.hh"
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#include "dynamic_abstract_class.hh"
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class KordpDynare;
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// Trivial implementation of pure abstract class NameList in dynamic_model.h
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class DynareNameList : public NameList
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{
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std::vector<std::string> names;
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public:
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DynareNameList(std::vector<std::string> names_arg);
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int
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getNum() const override
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{
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return static_cast<int>(names.size());
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}
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const std::string &
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getName(int i) const override
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{
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return names[i];
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}
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};
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class DynareStateNameList : public NameList
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{
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std::vector<std::string> names;
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public:
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DynareStateNameList(const KordpDynare &dynare, const DynareNameList &dnl,
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const DynareNameList &denl);
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int
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getNum() const override
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{
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return static_cast<int>(names.size());
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}
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const std::string &
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getName(int i) const override
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{
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return names[i];
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}
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};
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// The following only implements DynamicModel with help of ogdyn::DynareModel
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// instantiation of pure abstract DynamicModel decl. in dynamic_model.h
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class KordpDynare : public DynamicModel
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{
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public:
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const int nStat;
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const int nBoth;
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const int nPred;
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const int nForw;
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const int nExog;
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const int nPar;
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const int nYs; // = npred + nboth
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const int nYss; // = nboth + nforw
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const int nY; // = nstat + npred + nboth + nforw
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const int nJcols; // nb of jacobian columns = nExog+nY+nYs+nYss
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const ConstVector &NNZD; /* the total number of non-zero derivative elements
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where hessian is 2nd : NNZD(order=2) */
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const int nSteps;
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const int nOrder;
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private:
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Journal &journal;
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Vector &ySteady;
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Vector ¶ms;
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TwoDMatrix &vCov;
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std::vector<TwoDMatrix> dyn_md; // Model derivatives, in Dynare form
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TensorContainer<FSSparseTensor> md; // Model derivatives, in Dynare++ form
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DynareNameList dnl, denl;
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DynareStateNameList dsnl;
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const ConstTwoDMatrix &ll_Incidence;
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std::vector<int> dynppToDyn; // Maps Dynare++ jacobian variable indices to Dynare ones
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std::vector<int> dynToDynpp; // Maps Dynare jacobian variable indices to Dynare++ ones
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std::unique_ptr<DynamicModelAC> dynamicModelFile;
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public:
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KordpDynare(const std::vector<std::string> &endo,
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const std::vector<std::string> &exo, int num_exo, int num_par,
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Vector &ySteady, TwoDMatrix &vCov, Vector ¶ms, int nstat, int nPred,
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int nforw, int nboth, const ConstVector &NNZD,
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int nSteps, int ord,
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Journal &jr, std::unique_ptr<DynamicModelAC> dynamicModelFile_arg,
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const std::vector<int> &varOrder, const ConstTwoDMatrix &ll_Incidence);
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int
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nstat() const override
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{
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return nStat;
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}
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int
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nboth() const override
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{
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return nBoth;
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}
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int
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npred() const override
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{
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return nPred;
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}
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int
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nforw() const override
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{
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return nForw;
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}
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int
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nexog() const override
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{
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return nExog;
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}
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int
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order() const override
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{
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return nOrder;
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}
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const NameList &
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getAllEndoNames() const override
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{
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return dnl;
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}
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const NameList &
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getStateNames() const override
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{
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return dsnl;
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}
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const NameList &
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getExogNames() const override
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{
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return denl;
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}
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const TwoDMatrix &
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getVcov() const override
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{
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return vCov;
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}
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const TensorContainer<FSSparseTensor> &
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getModelDerivatives() const override
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{
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return md;
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}
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const Vector &
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getSteady() const override
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{
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return ySteady;
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}
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Vector &
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getSteady() override
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{
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return ySteady;
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}
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void solveDeterministicSteady() override;
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void evaluateSystem(Vector &out, const ConstVector &yy, const Vector &xx) override;
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void evaluateSystem(Vector &out, const ConstVector &yym, const ConstVector &yy,
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const ConstVector &yyp, const Vector &xx) override;
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void calcDerivativesAtSteady() override;
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std::unique_ptr<DynamicModel>
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clone() const override
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{
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std::cerr << "KordpDynare::clone() not implemented" << std::endl;
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exit(EXIT_FAILURE);
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}
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// Add model derivatives of a given order passed as argument to the MEX
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void push_back_md(const mxArray *m);
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private:
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// Given the steady state in yS, returns in llxSteady the steady state extended with leads and lags
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void LLxSteady(const Vector &yS, Vector &llxSteady);
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/* Computes the permutations mapping back and forth between Dynare and
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Dynare++ orderings of variables */
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void computeJacobianPermutation(const std::vector<int> &var_order);
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// Fills model derivatives in Dynare++ form (at a given order) given the Dynare form
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void populateDerivativesContainer(int ord);
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};
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#endif
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