70 lines
1.7 KiB
C++
70 lines
1.7 KiB
C++
/*
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* Copyright © 2021 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 <https://www.gnu.org/licenses/>.
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*/
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#ifndef APPROXIMATION_WELFARE_H
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#define APPROXIMATION_WELFARE_H
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#include "k_ord_objective.hh"
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#include "journal.hh"
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#include <memory>
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class ApproximationWelfare
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{
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KordwDynare &welfare;
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double discount_factor;
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std::unique_ptr<FGSContainer> rule_ders;
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std::unique_ptr<FGSContainer> rule_ders_s;
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std::unique_ptr<FGSContainer> cond_ders;
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std::unique_ptr<FoldDecisionRule> cond_fdr;
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IntSequence nvs;
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Journal &journal;
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public:
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ApproximationWelfare(KordwDynare &w, double discount_factor, const FGSContainer &rule_ders, const FGSContainer &rule_ders_s, Journal &j);
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const KordwDynare &
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getWelfare() const
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{
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return welfare;
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}
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const FGSContainer &
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get_rule_ders() const
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{
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return *rule_ders;
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}
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const FGSContainer &
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get_rule_ders_s() const
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{
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return *rule_ders_s;
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}
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const FGSContainer &
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get_cond_ders() const
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{
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return *cond_ders;
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}
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const FoldDecisionRule & getFoldCondWel() const;
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void approxAtSteady();
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protected:
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void saveRuleDerivs(const FGSContainer &W);
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};
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#endif
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