333 lines
14 KiB
C++
333 lines
14 KiB
C++
/*
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* Copyright (C) 2011-2012 Houtan Bastani, Daniel Waggoner, Tao Zha
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*
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* This 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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* This code 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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* More information is available at <http://www.gnu.org/licenses/>.
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*/
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#ifndef _DYNARE_CPP_DRIVER_HH
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#define _DYNARE_CPP_DRIVER_HH
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#include <cstdlib>
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#include <vector>
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#include <string>
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#include <map>
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#include <limits>
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using namespace std;
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struct aux_vars_t {
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int endo_index, type, orig_index, orig_lead_lag;
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} ;
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typedef map<pair<int, int >, double> restriction_map_t ;
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class ValueNotSetException
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{
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public:
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string name;
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ValueNotSetException(const string &name_arg) : name(name_arg)
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{
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}
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};
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class MarkovSwitching
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{
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private:
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const int chain, number_of_regimes, number_of_lags;
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const bool number_of_lags_was_passed;
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const vector<int> parameters;
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const vector<double> duration;
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const restriction_map_t restriction_map;
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public:
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MarkovSwitching(const int chain_arg,
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const int number_of_regimes_arg,
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const int number_of_lags_arg,
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const bool number_of_lags_was_passed_arg,
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const vector<int> parameters_arg,
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const vector<double> duration_arg,
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const restriction_map_t restriction_map_arg);
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inline bool number_of_lags_has_val() const { return number_of_lags_was_passed; };
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inline bool restriction_map_has_val() const { return !restriction_map.empty(); };
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inline int get_chain() const { return chain; };
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inline int get_number_of_regimes() const { return number_of_regimes; };
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int get_number_of_lags() throw (ValueNotSetException);
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inline vector<int> get_parameters() { return parameters; };
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inline vector<double> get_duration() { return duration; };
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restriction_map_t get_restriction_map() throw (ValueNotSetException);
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};
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class BasicModFilePrior
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{
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private:
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inline bool isnan(double x) const { return (x!=x); };
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protected:
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const int index;
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const string shape;
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const double mean, mode, stdev, variance;
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const vector <double> domain;
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BasicModFilePrior(const int index_arg,
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const string shape_arg,
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const double mean_arg,
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const double mode_arg,
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const double stdev_arg,
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const double variance_arg,
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const vector <double> domain_arg);
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public:
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inline bool mean_has_val() const { return !isnan(mean); };
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inline bool mode_has_val() const { return !isnan(mode); };
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inline bool stdev_has_val() const { return !isnan(stdev); };
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inline bool variance_has_val() const { return !isnan(variance); };
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inline bool domain_has_val() const { return (domain.size() == 2); };
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inline int get_index() const { return index; };
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inline string get_shape() const { return shape; };
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double get_mean() throw (ValueNotSetException);
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double get_mode() throw (ValueNotSetException);
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double get_stdev() throw (ValueNotSetException);
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double get_variance() throw (ValueNotSetException);
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vector<double> get_domain() throw (ValueNotSetException);
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};
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class ModFilePrior : public BasicModFilePrior
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{
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public:
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ModFilePrior(const int index_arg,
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const string shape_arg,
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const double mean_arg,
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const double mode_arg,
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const double stdev_arg,
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const double variance_arg,
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const vector <double> domain_arg);
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};
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class ModFileStructuralInnovationPrior: public BasicModFilePrior
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{
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public:
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ModFileStructuralInnovationPrior(const int index_arg,
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const string shape_arg,
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const double mean_arg,
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const double mode_arg,
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const double stdev_arg,
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const double variance_arg,
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const vector <double> domain_arg);
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};
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class ModFileMeasurementErrorPrior : public BasicModFilePrior
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{
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public:
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ModFileMeasurementErrorPrior(const int index_arg,
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const string shape_arg,
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const double mean_arg,
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const double stdev_arg,
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const double variance_arg,
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const double mode_arg,
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const vector <double> domain_arg);
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};
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class ModFileStructuralInnovationCorrPrior : public BasicModFilePrior
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{
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private:
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const int index2;
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public:
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ModFileStructuralInnovationCorrPrior(const int index1_arg,
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const int index2_arg,
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const string shape_arg,
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const double mean_arg,
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const double stdev_arg,
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const double variance_arg,
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const double mode_arg,
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const vector <double> domain_arg);
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};
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class ModFileMeasurementErrorCorrPrior : public BasicModFilePrior
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{
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private:
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const int index2;
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public:
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ModFileMeasurementErrorCorrPrior(const int index1_arg,
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const int index2_arg,
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const string shape_arg,
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const double mean_arg,
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const double stdev_arg,
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const double variance_arg,
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const double mode_arg,
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const vector <double> domain_arg);
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};
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class BasicModFileOption
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{
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private:
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inline bool isnan(double x) const { return (x!=x); };
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protected:
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const int index;
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const double init;
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BasicModFileOption(const int index_arg,
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const double init_arg);
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public:
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inline int get_index() const { return index; };
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inline double get_init() const { return init; };
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};
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class ModFileOption : public BasicModFileOption
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{
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public:
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ModFileOption(const int index_arg,
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const double init_arg);
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};
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class ModFileStructuralInnovationOption: public BasicModFileOption
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{
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public:
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ModFileStructuralInnovationOption(const int index_arg,
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const double init_arg);
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};
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class ModFileMeasurementErrorOption : public BasicModFileOption
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{
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public:
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ModFileMeasurementErrorOption(const int index_arg,
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const double init_arg);
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};
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class ModFileStructuralInnovationCorrOption : public BasicModFileOption
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{
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private:
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const int index2;
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public:
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ModFileStructuralInnovationCorrOption(const int index1_arg,
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const int index2_arg,
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const double init_arg);
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};
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class ModFileMeasurementErrorCorrOption : public BasicModFileOption
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{
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private:
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const int index2;
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public:
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ModFileMeasurementErrorCorrOption(const int index1_arg,
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const int index2_arg,
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const double init_arg);
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};
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class DynareInfo
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{
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private:
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vector<MarkovSwitching *> markov_switching_vector;
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vector<ModFilePrior *> prior_vector;
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vector<ModFileStructuralInnovationPrior *> structural_innovation_prior_vector;
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vector<ModFileMeasurementErrorPrior *> measurement_error_prior_vector;
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vector<ModFileStructuralInnovationCorrPrior *> structural_innovation_corr_prior_vector;
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vector<ModFileMeasurementErrorCorrPrior *> measurement_error_corr_prior_vector;
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vector<ModFileOption *> option_vector;
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vector<ModFileStructuralInnovationOption *> structural_innovation_option_vector;
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vector<ModFileMeasurementErrorOption *> measurement_error_option_vector;
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vector<ModFileStructuralInnovationCorrOption *> structural_innovation_corr_option_vector;
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vector<ModFileMeasurementErrorCorrOption *> measurement_error_corr_option_vector;
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map<string, int > exo_names, exo_det_names, endo_names, param_names;
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vector< double > params;
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vector<aux_vars_t> aux_vars;
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vector<int> predetermined_variables;
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vector<int> varobs;
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vector<size_t> zeta_fwrd, zeta_back, zeta_mixed, zeta_static;
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vector<int> NNZDerivatives;
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int endo_nbr, exo_nbr, exo_det_nbr, param_nbr, nstatic, nfwrd, nback, nmixed;
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public:
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DynareInfo(void); // this function is automatically written by the Dynare preprocessor
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DynareInfo(map<string, int > exo_names_arg,
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map<string, int > exo_det_names_arg,
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map<string, int > endo_names_arg,
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map<string, int > param_names_arg,
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vector< double > params_arg,
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vector<aux_vars_t> aux_vars_arg,
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vector<int> predetermined_variables_arg,
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vector<int> varobs_arg,
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vector<int> NNZDerivatives_arg);
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inline void addMarkovSwitching(MarkovSwitching *ms) { markov_switching_vector.push_back(ms); };
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inline void addPrior(ModFilePrior *p) { prior_vector.push_back(p); };
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inline void addStructuralInnovationPrior(ModFileStructuralInnovationPrior *sip) { structural_innovation_prior_vector.push_back(sip); };
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inline void addMeasurementErrorPrior(ModFileMeasurementErrorPrior *mep) { measurement_error_prior_vector.push_back(mep); };
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inline void addStructuralInnovationCorrPrior(ModFileStructuralInnovationCorrPrior *sicp) { structural_innovation_corr_prior_vector.push_back(sicp); };
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inline void addMeasurementErrorCorrPrior(ModFileMeasurementErrorCorrPrior *mecp) { measurement_error_corr_prior_vector.push_back(mecp); };
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inline void addOption(ModFileOption *o) { option_vector.push_back(o); };
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inline void addStructuralInnovationOption(ModFileStructuralInnovationOption *sio) { structural_innovation_option_vector.push_back(sio); };
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inline void addMeasurementErrorOption(ModFileMeasurementErrorOption *meo) { measurement_error_option_vector.push_back(meo); };
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inline void addStructuralInnovationCorrOption(ModFileStructuralInnovationCorrOption *sico) { structural_innovation_corr_option_vector.push_back(sico); };
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inline void addMeasurementErrorCorrOption(ModFileMeasurementErrorCorrOption *meco) { measurement_error_corr_option_vector.push_back(meco); };
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inline bool markov_switching_has_val() { return !markov_switching_vector.empty(); };
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inline bool prior_has_val() { return !prior_vector.empty(); };
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inline bool structural_innovation_prior_has_val() { return !structural_innovation_prior_vector.empty(); };
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inline bool measurement_error_prior_has_val() { return !measurement_error_prior_vector.empty(); };
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inline bool structural_innovation_corr_prior_has_val() { return !structural_innovation_corr_prior_vector.empty(); };
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inline bool measurement_error_corr_prior_has_val() { return !measurement_error_corr_prior_vector.empty(); };
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inline bool option_has_val() { return !option_vector.empty(); };
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inline bool structural_innovation_option_has_val() { return !structural_innovation_option_vector.empty(); };
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inline bool measurement_error_option_has_val() { return !measurement_error_option_vector.empty(); };
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inline bool structural_innovation_corr_option_has_val() { return !structural_innovation_corr_option_vector.empty(); };
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inline bool measurement_error_corr_option_has_val() { return !measurement_error_corr_option_vector.empty(); };
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inline vector<MarkovSwitching *>get_markov_switching() { return markov_switching_vector; };
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inline vector<ModFilePrior *> get_prior() { return prior_vector; };
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inline vector<ModFileStructuralInnovationPrior *> get_structural_innovation_prior() { return structural_innovation_prior_vector; };
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inline vector<ModFileMeasurementErrorPrior *> get_measurement_error_prior() { return measurement_error_prior_vector; };
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inline vector<ModFileStructuralInnovationCorrPrior *> get_structural_innovation_corr_prior() { return structural_innovation_corr_prior_vector; };
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inline vector<ModFileMeasurementErrorCorrPrior *> get_measurement_error_corr_prior() { return measurement_error_corr_prior_vector; };
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inline vector<ModFileOption *> get_option() { return option_vector; };
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inline vector<ModFileStructuralInnovationOption *> get_structural_innovation_option() { return structural_innovation_option_vector; };
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inline vector<ModFileMeasurementErrorOption *> get_measurement_error_option() { return measurement_error_option_vector; };
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inline vector<ModFileStructuralInnovationCorrOption *> get_structural_innovation_corr_option() { return structural_innovation_corr_option_vector; };
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inline vector<ModFileMeasurementErrorCorrOption *> get_measurement_error_corr_option() { return measurement_error_corr_option_vector; };
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inline map<string, int > get_exo_names() { return exo_names; };
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inline map<string, int > get_exo_det_names() { return exo_det_names; };
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inline map<string, int > get_endo_names() { return endo_names; };
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inline map<string, int > get_param_names() { return param_names; };
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inline vector<double> get_params() { return params; };
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inline double *get_params_data(void) { return params.data(); };
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inline vector <aux_vars_t> get_aux_vars() { return aux_vars; };
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inline vector <int> get_predetermined_variables() { return predetermined_variables; };
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inline vector <int> get_varobs() { return varobs; };
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inline vector<int> get_NNZDerivatives() { return NNZDerivatives; };
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inline int get_endo_nbr(void) { return endo_nbr; };
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inline int get_exo_nbr(void) { return exo_nbr; };
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inline int get_exo_det_nbr(void) { return exo_det_nbr; };
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inline int get_param_nbr(void) { return param_nbr; };
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inline vector<size_t> get_zeta_back(void) { return zeta_back; };
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inline vector<size_t> get_zeta_fwrd(void) { return zeta_fwrd; };
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inline vector<size_t> get_zeta_mixed(void) { return zeta_mixed; };
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inline vector<size_t> get_zeta_static(void) { return zeta_static; };
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string get_exo_name_by_index(int index) throw (ValueNotSetException);
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int get_exo_index_by_name(string name) throw (ValueNotSetException);
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string get_exo_det_name_by_index(int index) throw (ValueNotSetException);
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int get_exo_det_index_by_name(string name) throw (ValueNotSetException);
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string get_endo_name_by_index(int index) throw (ValueNotSetException);
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int get_endo_index_by_name(string name) throw (ValueNotSetException);
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string get_param_name_by_index(int index) throw (ValueNotSetException);
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int get_param_index_by_name(string name) throw (ValueNotSetException);
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double get_param_value_by_index(int index) throw (ValueNotSetException);
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};
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#endif // ! _DYNARE_CPP_DRIVER_HH
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