dynare/dynare++/src/dynare_atoms.cc

294 lines
7.8 KiB
C++

/*
* Copyright © 2006 Ondra Kamenik
* Copyright © 2019 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 <https://www.gnu.org/licenses/>.
*/
#include "parser/cc/parser_exception.hh"
#include "utils/cc/exception.hh"
#include "dynare_atoms.hh"
#include <string>
#include <cmath>
#include <limits>
#include <sstream>
#include <iomanip>
using namespace ogdyn;
using std::string;
void
DynareStaticAtoms::register_name(string name)
{
if (varnames.query(name))
throw ogp::ParserException(string("The name ")+name+" is not unique.", 0);
StaticAtoms::register_name(std::move(name));
}
int
DynareStaticAtoms::check_variable(const string &name) const
{
if (!varnames.query(name))
throw ogp::ParserException(std::string("Unknown name <")+name+">", 0);
auto it = vars.find(name);
if (it == vars.end())
return -1;
else
return it->second;
}
void
DynareDynamicAtoms::parse_variable(const string &in, std::string &out, int &ll) const
{
ll = 0;
auto left = in.find_first_of("({");
if (left != string::npos)
{
out = in.substr(0, left);
left++;
auto right = in.find_first_of(")}", left);
if (string::npos == right)
throw ogp::ParserException(string("Syntax error when parsing Dynare atom <")+in+">.", 0);
ll = std::stoi(in.substr(left, right-left));
}
else
out = in;
}
void
DynareDynamicAtoms::register_uniq_endo(string name)
{
FineAtoms::register_uniq_endo(name);
atom_type.emplace(std::move(name), atype::endovar);
}
void
DynareDynamicAtoms::register_uniq_exo(string name)
{
FineAtoms::register_uniq_exo(name);
atom_type.emplace(std::move(name), atype::exovar);
}
void
DynareDynamicAtoms::register_uniq_param(string name)
{
FineAtoms::register_uniq_param(name);
atom_type.emplace(std::move(name), atype::param);
}
bool
DynareDynamicAtoms::is_type(const string &name, atype tp) const
{
auto it = atom_type.find(name);
if (it != atom_type.end() && it->second == tp)
return true;
else
return false;
}
void
DynareDynamicAtoms::print() const
{
SAtoms::print();
std::cout << "Name types:\n";
for (auto it : atom_type)
std::cout << "name=" << it.first << " type="
<< (it.second == atype::endovar ? "endovar" : it.second == atype::exovar ? "exovar" : "param")
<< '\n';
}
std::string
DynareDynamicAtoms::convert(int t) const
{
if (t < ogp::OperationTree::num_constants)
{
throw ogu::Exception(__FILE__, __LINE__,
"Tree index is a built-in constant in DynareDynamicAtoms::convert");
return {};
}
if (is_constant(t))
{
double v = get_constant_value(t);
std::ostringstream buf;
buf << std::setprecision(std::numeric_limits<double>::max_digits10)
<< v;
return buf.str();
}
const string &s = name(t);
if (is_type(s, atype::endovar))
{
int ll = lead(t);
if (ll)
return s + '(' + std::to_string(ll) + ')';
}
return s;
}
void
DynareAtomValues::setValues(ogp::EvalTree &et) const
{
// set constants
atoms.setValues(et);
// set parameteres
for (unsigned int i = 0; i < atoms.get_params().size(); i++)
if (atoms.is_referenced(atoms.get_params()[i]))
{
const ogp::DynamicAtoms::Tlagmap &lmap = atoms.lagmap(atoms.get_params()[i]);
for (auto it : lmap)
{
int t = it.second;
et.set_nulary(t, paramvals[i]);
}
}
// set endogenous
for (unsigned int outer_i = 0; outer_i < atoms.get_endovars().size(); outer_i++)
if (atoms.is_referenced(atoms.get_endovars()[outer_i]))
{
const ogp::DynamicAtoms::Tlagmap &lmap = atoms.lagmap(atoms.get_endovars()[outer_i]);
for (auto it : lmap)
{
int ll = it.first;
int t = it.second;
int i = atoms.outer2y_endo()[outer_i];
if (ll == -1)
et.set_nulary(t, yym[i-atoms.nstat()]);
else if (ll == 0)
et.set_nulary(t, yy[i]);
else
et.set_nulary(t, yyp[i-atoms.nstat()-atoms.npred()]);
}
}
// set exogenous
for (unsigned int outer_i = 0; outer_i < atoms.get_exovars().size(); outer_i++)
if (atoms.is_referenced(atoms.get_exovars()[outer_i]))
{
const ogp::DynamicAtoms::Tlagmap &lmap = atoms.lagmap(atoms.get_exovars()[outer_i]);
for (auto it : lmap)
{
int ll = it.first;
if (ll == 0) // this is always true because of checks
{
int t = it.second;
int i = atoms.outer2y_exo()[outer_i];
et.set_nulary(t, xx[i]);
}
}
}
}
void
DynareStaticSteadyAtomValues::setValues(ogp::EvalTree &et) const
{
// set constants
atoms_static.setValues(et);
// set parameters
for (auto name : atoms_static.get_params())
{
int t = atoms_static.index(name);
if (t != -1)
{
int idyn = atoms.name2outer_param(name);
et.set_nulary(t, paramvals[idyn]);
}
}
// set endogenous
for (auto name : atoms_static.get_endovars())
{
int t = atoms_static.index(name);
if (t != -1)
{
int idyn = atoms.outer2y_endo()[atoms.name2outer_endo(name)];
et.set_nulary(t, yy[idyn]);
}
}
// set exogenous
for (auto name : atoms_static.get_exovars())
{
int t = atoms_static.index(name);
if (t != -1)
et.set_nulary(t, 0.0);
}
}
DynareSteadySubstitutions::DynareSteadySubstitutions(const ogp::FineAtoms &a,
const ogp::OperationTree &tree,
const Tsubstmap &subst,
const Vector &pvals, Vector &yy)
: atoms(a), y(yy)
{
// fill the vector of left and right hand sides
for (auto it : subst)
{
left_hand_sides.push_back(it.first);
right_hand_sides.push_back(it.second);
}
// evaluate right hand sides
DynareSteadyAtomValues dsav(atoms, pvals, y);
ogp::FormulaCustomEvaluator fe(tree, right_hand_sides);
fe.eval(dsav, *this);
}
void
DynareSteadySubstitutions::load(int i, double res)
{
const string &name = left_hand_sides[i];
int iouter = atoms.name2outer_endo(name);
int iy = atoms.outer2y_endo()[iouter];
if (!std::isfinite(y[iy]))
y[iy] = res;
}
DynareStaticSteadySubstitutions::
DynareStaticSteadySubstitutions(const ogp::FineAtoms &a, const ogp::StaticFineAtoms &sa,
const ogp::OperationTree &tree,
const Tsubstmap &subst,
const Vector &pvals, Vector &yy)
: atoms(a), atoms_static(sa), y(yy)
{
// fill the vector of left and right hand sides
for (const auto &it : subst)
{
left_hand_sides.push_back(it.first);
right_hand_sides.push_back(it.second);
}
// evaluate right hand sides
DynareStaticSteadyAtomValues dsav(atoms, atoms_static, pvals, y);
ogp::FormulaCustomEvaluator fe(tree, right_hand_sides);
fe.eval(dsav, *this);
}
void
DynareStaticSteadySubstitutions::load(int i, double res)
{
const string &name = left_hand_sides[i];
int iouter = atoms.name2outer_endo(name);
int iy = atoms.outer2y_endo()[iouter];
if (!std::isfinite(y[iy]))
y[iy] = res;
}