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dynare/preprocessor/ComputingTasks.cc

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/*
* Copyright (C) 2003-2012 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 <http://www.gnu.org/licenses/>.
*/
#include <cstdlib>
#include <cassert>
#include <iostream>
#include <sstream>
using namespace std;
#include "ComputingTasks.hh"
#include "Statement.hh"
#include <boost/algorithm/string/trim.hpp>
#include <boost/algorithm/string/split.hpp>
#include <boost/lexical_cast.hpp>
#include <boost/tokenizer.hpp>
SteadyStatement::SteadyStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
SteadyStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.steady_present = true;
}
void
SteadyStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
output << "steady;\n";
}
CheckStatement::CheckStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
CheckStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
output << "check(M_,options_,oo_);\n";
}
void
CheckStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.check_present = true;
}
ModelInfoStatement::ModelInfoStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
ModelInfoStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
//mod_file_struct.model_info_present = true;
}
void
ModelInfoStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
output << "model_info();\n";
}
SimulStatement::SimulStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
SimulStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.simul_present = true;
}
void
SimulStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
output << "simul();\n";
}
StochSimulStatement::StochSimulStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
}
void
StochSimulStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.stoch_simul_present = true;
// Fill in option_order of mod_file_struct
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order");
if (it != options_list.num_options.end())
mod_file_struct.order_option = max(mod_file_struct.order_option, atoi(it->second.c_str()));
// Fill in mod_file_struct.partial_information
it = options_list.num_options.find("partial_information");
if (it != options_list.num_options.end() && it->second == "1")
mod_file_struct.partial_information = true;
// Option k_order_solver (implicit when order >= 3)
it = options_list.num_options.find("k_order_solver");
if ((it != options_list.num_options.end() && it->second == "1")
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
// Check that option "pruning" is not used with k-order
it = options_list.num_options.find("pruning");
if ((it != options_list.num_options.end() && it->second == "1")
&& mod_file_struct.k_order_solver)
{
cerr << "ERROR: in 'stoch_simul', you cannot use option 'pruning' with 'k_order_solver' option or with 3rd order approximation" << endl;
exit(EXIT_FAILURE);
}
}
void
StochSimulStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "info = stoch_simul(var_list_);" << endl;
}
ForecastStatement::ForecastStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
}
void
ForecastStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "info = dyn_forecast(var_list_,'simul');" << endl;
}
RamseyPolicyStatement::RamseyPolicyStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
}
void
RamseyPolicyStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.ramsey_policy_present = true;
/* Fill in option_order of mod_file_struct
Since ramsey policy needs one further order of derivation (for example, for 1st order
approximation, it needs 2nd derivatives), we add 1 to the order declared by user */
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order");
if (it != options_list.num_options.end())
{
int order = atoi(it->second.c_str());
if (order > 1)
{
cerr << "ERROR: ramsey_policy: order > 1 is not yet implemented" << endl;
exit(EXIT_FAILURE);
}
mod_file_struct.order_option = max(mod_file_struct.order_option, order + 1);
}
// Fill in mod_file_struct.partial_information
it = options_list.num_options.find("partial_information");
if (it != options_list.num_options.end() && it->second == "1")
mod_file_struct.partial_information = true;
// Option k_order_solver (implicit when order >= 3)
it = options_list.num_options.find("k_order_solver");
if ((it != options_list.num_options.end() && it->second == "1")
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
}
void
RamseyPolicyStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "ramsey_policy(var_list_);\n";
}
DiscretionaryPolicyStatement::DiscretionaryPolicyStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
}
void
DiscretionaryPolicyStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.discretionary_policy_present = true;
/* Fill in option_order of mod_file_struct
Since discretionary policy needs one further order of derivation (for example, for 1st order
approximation, it needs 2nd derivatives), we add 1 to the order declared by user */
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order");
if (it != options_list.num_options.end())
{
int order = atoi(it->second.c_str());
if (order > 1)
{
cerr << "ERROR: discretionary_policy: order > 1 is not yet implemented" << endl;
exit(EXIT_FAILURE);
}
mod_file_struct.order_option = max(mod_file_struct.order_option, order + 1);
}
// Fill in mod_file_struct.partial_information
it = options_list.num_options.find("partial_information");
if (it != options_list.num_options.end() && it->second == "1")
mod_file_struct.partial_information = true;
// Option k_order_solver (implicit when order >= 3)
it = options_list.num_options.find("k_order_solver");
if ((it != options_list.num_options.end() && it->second == "1")
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
}
void
DiscretionaryPolicyStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "discretionary_policy(var_list_);\n";
}
EstimationStatement::EstimationStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg,
const SymbolTable &symbol_table_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg),
symbol_table(symbol_table_arg)
{
}
void
EstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.estimation_present = true;
// Fill in option_order of mod_file_struct
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order");
if (it != options_list.num_options.end())
{
int order = atoi(it->second.c_str());
if (order > 2)
{
cerr << "ERROR: order > 2 is not supported in estimation" << endl;
exit(EXIT_FAILURE);
}
mod_file_struct.order_option = max(mod_file_struct.order_option, order);
}
// Fill in mod_file_struct.partial_information
it = options_list.num_options.find("partial_information");
if (it != options_list.num_options.end() && it->second == "1")
mod_file_struct.partial_information = true;
// Fill in mod_file_struct.estimation_analytic_derivation
it = options_list.num_options.find("analytic_derivation");
if (it != options_list.num_options.end() && it->second == "1")
mod_file_struct.estimation_analytic_derivation = true;
it = options_list.num_options.find("dsge_var");
if (it != options_list.num_options.end())
// Ensure that irf_shocks & dsge_var have not both been passed
if (options_list.symbol_list_options.find("irf_shocks") != options_list.symbol_list_options.end())
{
cerr << "The irf_shocks and dsge_var options may not both be passed to estimation." << endl;
exit(EXIT_FAILURE);
}
else
// Fill in mod_file_struct.dsge_var_calibrated
mod_file_struct.dsge_var_calibrated = it->second;
// Fill in mod_file_struct.dsge_var_estimated
OptionsList::string_options_t::const_iterator it_str = options_list.string_options.find("dsge_var");
if (it_str != options_list.string_options.end())
mod_file_struct.dsge_var_estimated = true;
// Fill in mod_file_struct.bayesian_irf_present
it = options_list.num_options.find("bayesian_irf");
if (it != options_list.num_options.end() && it->second == "1")
mod_file_struct.bayesian_irf_present = true;
it = options_list.num_options.find("dsge_varlag");
if (it != options_list.num_options.end())
if (mod_file_struct.dsge_var_calibrated.empty()
&& !mod_file_struct.dsge_var_estimated)
{
cerr << "ERROR: The estimation statement requires a dsge_var option to be passed "
<< "if the dsge_varlag option is passed." << endl;
exit(EXIT_FAILURE);
}
if (!mod_file_struct.dsge_var_calibrated.empty()
&& mod_file_struct.dsge_var_estimated)
{
cerr << "ERROR: An estimation statement cannot take more than one dsge_var option." << endl;
exit(EXIT_FAILURE);
}
if (options_list.string_options.find("datafile") == options_list.string_options.end() &&
!mod_file_struct.estimation_data_statement_present)
{
cerr << "ERROR: The estimation statement requires a data file to be supplied via the datafile option." << endl;
exit(EXIT_FAILURE);
}
}
void
EstimationStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
// Special treatment for order option and particle filter
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order");
if (it == options_list.num_options.end())
output << "options_.order = 1;" << endl;
else if (atoi(it->second.c_str()) == 2)
output << "options_.particle.status = 1;" << endl;
symbol_list.writeOutput("var_list_", output);
output << "dynare_estimation(var_list_);\n";
}
DynareSensitivityStatement::DynareSensitivityStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
DynareSensitivityStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("identification");
if (it != options_list.num_options.end()
&& it->second == "1")
mod_file_struct.identification_present = true;
}
void
DynareSensitivityStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output, "options_gsa");
output << "dynare_sensitivity(options_gsa);" << endl;
}
RplotStatement::RplotStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
}
void
RplotStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "rplot(var_list_);\n";
}
UnitRootVarsStatement::UnitRootVarsStatement(void)
{
}
void
UnitRootVarsStatement::writeOutput(ostream &output, const string &basename) const
{
output << "options_.diffuse_filter = 1;" << endl
<< "options_.steadystate.nocheck = 1;" << endl;
}
PeriodsStatement::PeriodsStatement(int periods_arg) : periods(periods_arg)
{
}
void
PeriodsStatement::writeOutput(ostream &output, const string &basename) const
{
output << "options_.periods = " << periods << ";" << endl;
}
DsampleStatement::DsampleStatement(int val1_arg) : val1(val1_arg), val2(-1)
{
}
DsampleStatement::DsampleStatement(int val1_arg, int val2_arg) : val1(val1_arg), val2(val2_arg)
{
}
void
DsampleStatement::writeOutput(ostream &output, const string &basename) const
{
if (val2 < 0)
output << "dsample(" << val1 << ");" << endl;
else
output << "dsample(" << val1 << ", " << val2 << ");" << endl;
}
EstimatedParamsStatement::EstimatedParamsStatement(const vector<EstimationParams> &estim_params_list_arg,
const SymbolTable &symbol_table_arg) :
estim_params_list(estim_params_list_arg),
symbol_table(symbol_table_arg)
{
}
void
EstimatedParamsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
for (vector<EstimationParams>::const_iterator it = estim_params_list.begin();
it != estim_params_list.end(); it++)
{
if (it->name == "dsge_prior_weight")
mod_file_struct.dsge_prior_weight_in_estimated_params = true;
// Handle case of degenerate beta prior
if (it->prior == eBeta)
try
{
if (it->mean->eval(eval_context_t()) == 0.5
&& it->std->eval(eval_context_t()) == 0.5)
{
cerr << "ERROR: The prior density is not defined for the beta distribution when the mean = standard deviation = 0.5." << endl;
exit(EXIT_FAILURE);
}
}
catch (ExprNode::EvalException &e)
{
// We don't have enough information to compute the numerical value, skip the test
}
}
}
void
EstimatedParamsStatement::writeOutput(ostream &output, const string &basename) const
{
output << "global estim_params_" << endl
<< "estim_params_.var_exo = [];" << endl
<< "estim_params_.var_endo = [];" << endl
<< "estim_params_.corrx = [];" << endl
<< "estim_params_.corrn = [];" << endl
<< "estim_params_.param_vals = [];" << endl;
vector<EstimationParams>::const_iterator it;
for (it = estim_params_list.begin(); it != estim_params_list.end(); it++)
{
int symb_id = symbol_table.getTypeSpecificID(it->name) + 1;
SymbolType symb_type = symbol_table.getType(it->name);
switch (it->type)
{
case 1:
if (symb_type == eExogenous)
output << "estim_params_.var_exo = [estim_params_.var_exo; ";
else if (symb_type == eEndogenous)
output << "estim_params_.var_endo = [estim_params_.var_endo; ";
output << symb_id;
break;
case 2:
output << "estim_params_.param_vals = [estim_params_.param_vals; "
<< symb_id;
break;
case 3:
if (symb_type == eExogenous)
output << "estim_params_.corrx = [estim_params_.corrx; ";
else if (symb_type == eEndogenous)
output << "estim_params_.corrn = [estim_params_.corrn; ";
output << symb_id << " " << symbol_table.getTypeSpecificID(it->name2)+1;
break;
}
output << ", ";
it->init_val->writeOutput(output);
output << ", ";
it->low_bound->writeOutput(output);
output << ", ";
it->up_bound->writeOutput(output);
output << ", "
<< it->prior << ", ";
it->mean->writeOutput(output);
output << ", ";
it->std->writeOutput(output);
output << ", ";
it->p3->writeOutput(output);
output << ", ";
it->p4->writeOutput(output);
output << ", ";
it->jscale->writeOutput(output);
output << " ];" << endl;
}
}
EstimatedParamsInitStatement::EstimatedParamsInitStatement(const vector<EstimationParams> &estim_params_list_arg,
const SymbolTable &symbol_table_arg) :
estim_params_list(estim_params_list_arg),
symbol_table(symbol_table_arg)
{
}
void
EstimatedParamsInitStatement::writeOutput(ostream &output, const string &basename) const
{
vector<EstimationParams>::const_iterator it;
for (it = estim_params_list.begin(); it != estim_params_list.end(); it++)
{
int symb_id = symbol_table.getTypeSpecificID(it->name) + 1;
SymbolType symb_type = symbol_table.getType(it->name);
if (it->type < 3)
{
if (symb_type == eExogenous)
{
output << "tmp1 = find(estim_params_.var_exo(:,1)==" << symb_id << ");" << endl;
output << "estim_params_.var_exo(tmp1,2) = ";
it->init_val->writeOutput(output);
output << ";" << endl;
}
else if (symb_type == eEndogenous)
{
output << "tmp1 = find(estim_params_.var_endo(:,1)==" << symb_id << ");" << endl;
output << "estim_params_.var_endo(tmp1,2) = ";
it->init_val->writeOutput(output);
output << ";" << endl;
}
else if (symb_type == eParameter)
{
output << "tmp1 = find(estim_params_.param_vals(:,1)==" << symb_id << ");" << endl;
output << "estim_params_.param_vals(tmp1,2) = ";
it->init_val->writeOutput(output);
output << ";" << endl;
}
}
else
{
if (symb_type == eExogenous)
{
output << "tmp1 = find((estim_params_.corrx(:,1)==" << symb_id << ")) & (estim_params_.corrx(:,2)==" << symbol_table.getTypeSpecificID(it->name2)+1 << ");" << endl;
output << "estim_params_.corrx(tmp1,3) = ";
it->init_val->writeOutput(output);
output << ";" << endl;
}
else if (symb_type == eEndogenous)
{
output << "tmp1 = find((estim_params_.corrn(:,1)==" << symb_id << ")) & (estim_params_.corrn(:,2)==" << symbol_table.getTypeSpecificID(it->name2)+1 << ";" << endl;
output << "estim_params_.corrn(tmp1,3) = ";
it->init_val->writeOutput(output);
output << ";" << endl;
}
}
}
}
EstimatedParamsBoundsStatement::EstimatedParamsBoundsStatement(const vector<EstimationParams> &estim_params_list_arg,
const SymbolTable &symbol_table_arg) :
estim_params_list(estim_params_list_arg),
symbol_table(symbol_table_arg)
{
}
void
EstimatedParamsBoundsStatement::writeOutput(ostream &output, const string &basename) const
{
vector<EstimationParams>::const_iterator it;
for (it = estim_params_list.begin(); it != estim_params_list.end(); it++)
{
int symb_id = symbol_table.getTypeSpecificID(it->name) + 1;
SymbolType symb_type = symbol_table.getType(it->name);
if (it->type < 3)
{
if (symb_type == eExogenous)
{
output << "tmp1 = find(estim_params_.var_exo(:,1)==" << symb_id << ");" << endl;
output << "estim_params_.var_exo(tmp1,3) = ";
it->low_bound->writeOutput(output);
output << ";" << endl;
output << "estim_params_.var_exo(tmp1,4) = ";
it->up_bound->writeOutput(output);
output << ";" << endl;
}
else if (symb_type == eEndogenous)
{
output << "tmp1 = find(estim_params_.var_endo(:,1)==" << symb_id << ");" << endl;
output << "estim_params_.var_endo(tmp1,3) = ";
it->low_bound->writeOutput(output);
output << ";" << endl;
output << "estim_params_.var_endo(tmp1,4) = ";
it->up_bound->writeOutput(output);
output << ";" << endl;
}
else if (symb_type == eParameter)
{
output << "tmp1 = find(estim_params_.param_vals(:,1)==" << symb_id << ");" << endl;
output << "estim_params_.param_vals(tmp1,3) = ";
it->low_bound->writeOutput(output);
output << ";" << endl;
output << "estim_params_.param_vals(tmp1,4) = ";
it->up_bound->writeOutput(output);
output << ";" << endl;
}
}
else
{
if (symb_type == eExogenous)
{
output << "tmp1 = find((estim_params_.corrx(:,1)==" << symb_id << ")) & (estim_params_.corrx(:,2)==" << symbol_table.getTypeSpecificID(it->name2)+1 << ");" << endl;
output << "estim_params_.corrx(tmp1,4) = ";
it->low_bound->writeOutput(output);
output << ";" << endl;
output << "estim_params_.corrx(tmp1,5) = ";
it->up_bound->writeOutput(output);
output << ";" << endl;
}
else if (symb_type == eEndogenous)
{
output << "tmp1 = find((estim_params_.corrn(:,1)==" << symb_id << ")) & (estim_params_.corrn(:,2)==" << symbol_table.getTypeSpecificID(it->name2)+1 << ";" << endl;
output << "estim_params_.corrn(tmp1,4) = ";
it->low_bound->writeOutput(output);
output << ";" << endl;
output << "estim_params_.corrn(tmp1,5) = ";
it->up_bound->writeOutput(output);
output << ";" << endl;
}
}
}
}
ObservationTrendsStatement::ObservationTrendsStatement(const trend_elements_t &trend_elements_arg,
const SymbolTable &symbol_table_arg) :
trend_elements(trend_elements_arg),
symbol_table(symbol_table_arg)
{
}
void
ObservationTrendsStatement::writeOutput(ostream &output, const string &basename) const
{
output << "options_.trend_coeff_ = {};" << endl;
trend_elements_t::const_iterator it;
for (it = trend_elements.begin(); it != trend_elements.end(); it++)
{
SymbolType type = symbol_table.getType(it->first);
if (type == eEndogenous)
{
output << "tmp1 = strmatch('" << it->first << "',options_.varobs,'exact');\n";
output << "options_.trend_coeffs{tmp1} = '";
it->second->writeOutput(output);
output << "';" << endl;
}
else
cout << "Error : Non-variable symbol used in TREND_COEFF: " << it->first << endl;
}
}
OsrParamsStatement::OsrParamsStatement(const SymbolList &symbol_list_arg) :
symbol_list(symbol_list_arg)
{
}
void
OsrParamsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.osr_params_present = true;
}
void
OsrParamsStatement::writeOutput(ostream &output, const string &basename) const
{
symbol_list.writeOutput("osr_params_", output);
}
OsrStatement::OsrStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
}
void
OsrStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.osr_present = true;
// Fill in option_order of mod_file_struct
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order");
if (it != options_list.num_options.end())
mod_file_struct.order_option = max(mod_file_struct.order_option, atoi(it->second.c_str()));
// Fill in mod_file_struct.partial_information
it = options_list.num_options.find("partial_information");
if (it != options_list.num_options.end() && it->second == "1")
mod_file_struct.partial_information = true;
// Option k_order_solver (implicit when order >= 3)
it = options_list.num_options.find("k_order_solver");
if ((it != options_list.num_options.end() && it->second == "1")
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
}
void
OsrStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "osr(var_list_,osr_params_,obj_var_,optim_weights_);\n";
}
OptimWeightsStatement::OptimWeightsStatement(const var_weights_t &var_weights_arg,
const covar_weights_t &covar_weights_arg,
const SymbolTable &symbol_table_arg) :
var_weights(var_weights_arg),
covar_weights(covar_weights_arg),
symbol_table(symbol_table_arg)
{
}
void
OptimWeightsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.optim_weights_present = true;
}
void
OptimWeightsStatement::writeOutput(ostream &output, const string &basename) const
{
output << "%" << endl
<< "% OPTIM_WEIGHTS" << endl
<< "%" << endl
<< "optim_weights_ = sparse(M_.endo_nbr,M_.endo_nbr);" << endl
<< "obj_var_ = [];" << endl << endl;
for (var_weights_t::const_iterator it = var_weights.begin();
it != var_weights.end(); it++)
{
const string &name = it->first;
const expr_t value = it->second;
int id = symbol_table.getTypeSpecificID(name) + 1;
output << "optim_weights_(" << id << "," << id << ") = ";
value->writeOutput(output);
output << ";" << endl;
output << "obj_var_ = [obj_var_; " << id << "];\n";
}
for (covar_weights_t::const_iterator it = covar_weights.begin();
it != covar_weights.end(); it++)
{
const string &name1 = it->first.first;
const string &name2 = it->first.second;
const expr_t value = it->second;
int id1 = symbol_table.getTypeSpecificID(name1) + 1;
int id2 = symbol_table.getTypeSpecificID(name2) + 1;
output << "optim_weights_(" << id1 << "," << id2 << ") = ";
value->writeOutput(output);
output << ";" << endl;
output << "obj_var_ = [obj_var_; " << id1 << "; " << id2 << "];\n";
}
}
DynaSaveStatement::DynaSaveStatement(const SymbolList &symbol_list_arg,
const string &filename_arg) :
symbol_list(symbol_list_arg),
filename(filename_arg)
{
}
void
DynaSaveStatement::writeOutput(ostream &output, const string &basename) const
{
symbol_list.writeOutput("var_list_", output);
output << "dynasave('" << filename
<< "',var_list_);" << endl;
}
DynaTypeStatement::DynaTypeStatement(const SymbolList &symbol_list_arg,
const string &filename_arg) :
symbol_list(symbol_list_arg),
filename(filename_arg)
{
}
void
DynaTypeStatement::writeOutput(ostream &output, const string &basename) const
{
symbol_list.writeOutput("var_list_", output);
output << "dynatype('" << filename
<< "',var_list_);" << endl;
}
ModelComparisonStatement::ModelComparisonStatement(const filename_list_t &filename_list_arg,
const OptionsList &options_list_arg) :
filename_list(filename_list_arg),
options_list(options_list_arg)
{
}
void
ModelComparisonStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
output << "ModelNames_ = {};" << endl;
output << "ModelPriors_ = [];" << endl;
for (filename_list_t::const_iterator it = filename_list.begin();
it != filename_list.end(); it++)
{
output << "ModelNames_ = { ModelNames_{:} '" << (*it).first << "'};" << endl;
output << "ModelPriors_ = [ ModelPriors_ ; " << (*it).second << "];" << endl;
}
output << "model_comparison(ModelNames_,ModelPriors_,oo_,options_,M_.fname);" << endl;
}
PlannerObjectiveStatement::PlannerObjectiveStatement(StaticModel *model_tree_arg) :
model_tree(model_tree_arg)
{
}
PlannerObjectiveStatement::~PlannerObjectiveStatement()
{
delete model_tree;
}
void
PlannerObjectiveStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
assert(model_tree->equation_number() == 1);
mod_file_struct.planner_objective_present = true;
}
StaticModel *
PlannerObjectiveStatement::getPlannerObjective() const
{
return model_tree;
}
void
PlannerObjectiveStatement::computingPass()
{
model_tree->computingPass(eval_context_t(), false, true, false, false);
}
void
PlannerObjectiveStatement::writeOutput(ostream &output, const string &basename) const
{
model_tree->writeStaticFile(basename + "_objective", false, false, false);
}
BVARDensityStatement::BVARDensityStatement(int maxnlags_arg, const OptionsList &options_list_arg) :
maxnlags(maxnlags_arg),
options_list(options_list_arg)
{
}
void
BVARDensityStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
}
void
BVARDensityStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
output << "bvar_density(" << maxnlags << ");" << endl;
}
BVARForecastStatement::BVARForecastStatement(int nlags_arg, const OptionsList &options_list_arg) :
nlags(nlags_arg),
options_list(options_list_arg)
{
}
void
BVARForecastStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
}
void
BVARForecastStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
output << "bvar_forecast(" << nlags << ");" << endl;
}
SBVARStatement::SBVARStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
SBVARStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
}
void
SBVARStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
output << "sbvar(M_,options_);" << endl;
}
MSSBVAREstimationStatement::MSSBVAREstimationStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
MSSBVAREstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
}
void
MSSBVAREstimationStatement::writeOutput(ostream &output, const string &basename) const
{
output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl;
options_list.writeOutput(output);
output << "[options_, oo_] = ms_estimation(M_, options_, oo_);" << endl;
}
MSSBVARSimulationStatement::MSSBVARSimulationStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
MSSBVARSimulationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
}
void
MSSBVARSimulationStatement::writeOutput(ostream &output, const string &basename) const
{
output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl;
options_list.writeOutput(output);
// Redeclare drop option if necessary
OptionsList::num_options_t::const_iterator mh_replic_it = options_list.num_options.find("ms.mh_replic");
OptionsList::num_options_t::const_iterator thinning_factor_it = options_list.num_options.find("ms.thinning_factor");
OptionsList::num_options_t::const_iterator drop_it = options_list.num_options.find("ms.drop");
if (mh_replic_it != options_list.num_options.end() || thinning_factor_it != options_list.num_options.end())
if (drop_it == options_list.num_options.end())
output << "options_.ms.drop = 0.1*options_.ms.mh_replic*options_.ms.thinning_factor;" << endl;
output << "[options_, oo_] = ms_simulation(M_, options_, oo_);" << endl;
}
MSSBVARComputeMDDStatement::MSSBVARComputeMDDStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
MSSBVARComputeMDDStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
}
void
MSSBVARComputeMDDStatement::writeOutput(ostream &output, const string &basename) const
{
output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl;
options_list.writeOutput(output);
output << "[options_, oo_] = ms_compute_mdd(M_, options_, oo_);" << endl;
}
MSSBVARComputeProbabilitiesStatement::MSSBVARComputeProbabilitiesStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
MSSBVARComputeProbabilitiesStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
if (options_list.num_options.find("ms.real_time_smoothed_probabilities") != options_list.num_options.end())
if (options_list.num_options.find("ms.filtered_probabilities") != options_list.num_options.end())
{
cerr << "ERROR: You may only pass one of real_time_smoothed "
<< "and filtered_probabilities to ms_compute_probabilities." << endl;
exit(EXIT_FAILURE);
}
}
void
MSSBVARComputeProbabilitiesStatement::writeOutput(ostream &output, const string &basename) const
{
output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl;
options_list.writeOutput(output);
output << "[options_, oo_] = ms_compute_probabilities(M_, options_, oo_);" << endl;
}
MSSBVARIrfStatement::MSSBVARIrfStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
}
void
MSSBVARIrfStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
bool regime_present = false;
bool regimes_present = false;
bool filtered_probabilities_present = false;
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("ms.regimes");
if (it != options_list.num_options.end())
regimes_present = true;
it = options_list.num_options.find("ms.regime");
if (it != options_list.num_options.end())
regime_present = true;
it = options_list.num_options.find("ms.filtered_probabilities");
if (it != options_list.num_options.end())
filtered_probabilities_present = true;
if ((filtered_probabilities_present && regime_present) ||
(filtered_probabilities_present && regimes_present) ||
(regimes_present && regime_present))
{
cerr << "ERROR: You may only pass one of regime, regimes and "
<< "filtered_probabilities to ms_irf" << endl;
exit(EXIT_FAILURE);
}
}
void
MSSBVARIrfStatement::writeOutput(ostream &output, const string &basename) const
{
output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl;
symbol_list.writeOutput("var_list_", output);
options_list.writeOutput(output);
output << "[options_, oo_] = ms_irf(var_list_,M_, options_, oo_);" << endl;
}
MSSBVARForecastStatement::MSSBVARForecastStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
MSSBVARForecastStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
if (options_list.num_options.find("ms.regimes") != options_list.num_options.end())
if (options_list.num_options.find("ms.regime") != options_list.num_options.end())
{
cerr << "ERROR: You may only pass one of regime and regimes to ms_forecast" << endl;
exit(EXIT_FAILURE);
}
}
void
MSSBVARForecastStatement::writeOutput(ostream &output, const string &basename) const
{
output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl;
options_list.writeOutput(output);
output << "[options_, oo_] = ms_forecast(M_, options_, oo_);" << endl;
}
MSSBVARVarianceDecompositionStatement::MSSBVARVarianceDecompositionStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
MSSBVARVarianceDecompositionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
bool regime_present = false;
bool regimes_present = false;
bool filtered_probabilities_present = false;
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("ms.regimes");
if (it != options_list.num_options.end())
regimes_present = true;
it = options_list.num_options.find("ms.regime");
if (it != options_list.num_options.end())
regime_present = true;
it = options_list.num_options.find("ms.filtered_probabilities");
if (it != options_list.num_options.end())
filtered_probabilities_present = true;
if ((filtered_probabilities_present && regime_present) ||
(filtered_probabilities_present && regimes_present) ||
(regimes_present && regime_present))
{
cerr << "ERROR: You may only pass one of regime, regimes and "
<< "filtered_probabilities to ms_variance_decomposition" << endl;
exit(EXIT_FAILURE);
}
}
void
MSSBVARVarianceDecompositionStatement::writeOutput(ostream &output, const string &basename) const
{
output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl;
options_list.writeOutput(output);
output << "[options_, oo_] = ms_variance_decomposition(M_, options_, oo_);" << endl;
}
IdentificationStatement::IdentificationStatement(const OptionsList &options_list_arg)
{
options_list = options_list_arg;
if (options_list.num_options.find("max_dim_cova_group") != options_list.num_options.end())
if (atoi(options_list.num_options["max_dim_cova_group"].c_str()) == 0)
{
cerr << "ERROR: The max_dim_cova_group option to identification only accepts integers > 0." << endl;
exit(EXIT_FAILURE);
}
}
void
IdentificationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.identification_present = true;
}
void
IdentificationStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output, "options_ident");
output << "dynare_identification(options_ident);" << endl;
}
WriteLatexDynamicModelStatement::WriteLatexDynamicModelStatement(const DynamicModel &dynamic_model_arg) :
dynamic_model(dynamic_model_arg)
{
}
void
WriteLatexDynamicModelStatement::writeOutput(ostream &output, const string &basename) const
{
dynamic_model.writeLatexFile(basename);
}
WriteLatexStaticModelStatement::WriteLatexStaticModelStatement(const StaticModel &static_model_arg) :
static_model(static_model_arg)
{
}
void
WriteLatexStaticModelStatement::writeOutput(ostream &output, const string &basename) const
{
static_model.writeLatexFile(basename);
}
ShockDecompositionStatement::ShockDecompositionStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
}
void
ShockDecompositionStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "oo_ = shock_decomposition(M_,oo_,options_,var_list_);\n";
}
ConditionalForecastStatement::ConditionalForecastStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
ConditionalForecastStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output, "options_cond_fcst_");
output << "imcforecast(constrained_paths_, constrained_vars_, options_cond_fcst_);" << endl;
}
PlotConditionalForecastStatement::PlotConditionalForecastStatement(int periods_arg, const SymbolList &symbol_list_arg) :
periods(periods_arg),
symbol_list(symbol_list_arg)
{
}
void
PlotConditionalForecastStatement::writeOutput(ostream &output, const string &basename) const
{
symbol_list.writeOutput("var_list_", output);
if (periods == -1)
output << "plot_icforecast(var_list_,[],options_);" << endl;
else
output << "plot_icforecast(var_list_, " << periods << ",options_);" << endl;
}
SvarIdentificationStatement::SvarIdentificationStatement(const svar_identification_restrictions_t &restrictions_arg,
const bool &upper_cholesky_present_arg,
const bool &lower_cholesky_present_arg,
const bool &constants_exclusion_present_arg,
const SymbolTable &symbol_table_arg) :
restrictions(restrictions_arg),
upper_cholesky_present(upper_cholesky_present_arg),
lower_cholesky_present(lower_cholesky_present_arg),
constants_exclusion_present(constants_exclusion_present_arg),
symbol_table(symbol_table_arg)
{
}
int
SvarIdentificationStatement::getMaxLag() const
{
int max_lag = 0;
for (svar_identification_restrictions_t::const_iterator it = restrictions.begin(); it != restrictions.end(); it++)
if (it->lag > max_lag)
max_lag = it->lag;
return max_lag;
}
void
SvarIdentificationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (!mod_file_struct.svar_identification_present)
mod_file_struct.svar_identification_present = true;
else
{
cerr << "ERROR: You may only have one svar_identification block in your .mod file." << endl;
exit(EXIT_FAILURE);
}
if (upper_cholesky_present && lower_cholesky_present)
{
cerr << "ERROR: Within the svar_identification statement, you may only have one of "
<< "upper_cholesky and lower_cholesky." << endl;
exit(EXIT_FAILURE);
}
}
void
SvarIdentificationStatement::writeOutput(ostream &output, const string &basename) const
{
assert(!(upper_cholesky_present && lower_cholesky_present));
output << "%" << endl
<< "% SVAR IDENTIFICATION" << endl
<< "%" << endl;
if (upper_cholesky_present)
output << "options_.ms.upper_cholesky=1;" << endl;
if (lower_cholesky_present)
output << "options_.ms.lower_cholesky=1;" << endl;
if (constants_exclusion_present)
output << "options_.ms.constants_exclusion=1;" << endl;
if (!upper_cholesky_present && !lower_cholesky_present)
{
int n = symbol_table.endo_nbr();
int m = 1; // this is the constant, not the shocks
int r = getMaxLag();
int k = r*n+m;
if (k < 1)
{
cerr << "ERROR: lag = " << r
<< ", number of endogenous variables = " << n
<< ", number of exogenous variables = " << m
<< ". If this is not a logical error in the specification"
<< " of the .mod file, please report it to the Dynare Team." << endl;
exit(EXIT_FAILURE);
}
if (n < 1)
{
cerr << "ERROR: Number of endogenous variables = " << n << "< 1. If this is not a logical "
<< "error in the specification of the .mod file, please report it to the Dynare Team." << endl;
exit(EXIT_FAILURE);
}
output << "options_.ms.Qi = cell(" << n << ",1);" << endl;
output << "options_.ms.Ri = cell(" << n << ",1);" << endl;
for (svar_identification_restrictions_t::const_iterator it = restrictions.begin(); it != restrictions.end(); it++)
{
assert(it->lag >= 0);
if (it->lag == 0)
output << "options_.ms.Qi{" << it->equation << "}(" << it->restriction_nbr << ", " << it->variable + 1 << ") = ";
else
{
int col = (it->lag-1)*n+it->variable+1;
if (col > k)
{
cerr << "ERROR: lag =" << it->lag << ", num endog vars = " << n << "current endog var index = " << it->variable << ". Index "
<< "out of bounds. If the above does not represent a logical error, please report this to the Dyanre Team." << endl;
exit(EXIT_FAILURE);
}
output << "options_.ms.Ri{" << it->equation << "}(" << it->restriction_nbr << ", " << col << ") = ";
}
it->value->writeOutput(output);
output << ";" << endl;
}
}
}
MarkovSwitchingStatement::MarkovSwitchingStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
OptionsList::num_options_t::const_iterator it_num = options_list.num_options.find("ms.restrictions");
if (it_num != options_list.num_options.end())
{
using namespace boost;
OptionsList::num_options_t::const_iterator it_num_regimes =
options_list.num_options.find("ms.number_of_regimes");
assert(it_num_regimes != options_list.num_options.end());
int num_regimes = lexical_cast< int >(it_num_regimes->second);
vector<string> tokenizedRestrictions;
split(tokenizedRestrictions, it_num->second, is_any_of("["), token_compress_on);
for (vector<string>::iterator it = tokenizedRestrictions.begin();
it != tokenizedRestrictions.end(); it++ )
if (it->size() > 0)
{
vector<string> restriction;
split(restriction, *it, is_any_of("], "));
for (vector<string>::iterator it1 = restriction.begin();
it1 != restriction.end(); )
if (it1->empty())
restriction.erase(it1);
else
it1++;
if (restriction.size() != 3)
{
cerr << "ERROR: restrictions in the subsample statement must be specified in the form "
<< "[current_period_regime, next_period_regime, transition_probability]" << endl;
exit(EXIT_FAILURE);
}
try
{
int from_regime = lexical_cast< int >(restriction[0]);
int to_regime = lexical_cast< int >(restriction[1]);
if (from_regime > num_regimes || to_regime > num_regimes)
{
cerr << "ERROR: the regimes specified in the restrictions option must be "
<< "<= the number of regimes specified in the number_of_regimes option" << endl;
exit(EXIT_FAILURE);
}
if (restriction_map.find(make_pair(from_regime, to_regime)) !=
restriction_map.end())
{
cerr << "ERROR: two restrictions were given for: " << from_regime << ", "
<< to_regime << endl;
exit(EXIT_FAILURE);
}
double transition_probability = lexical_cast< double >(restriction[2]);
if (transition_probability > 1.0)
{
cerr << "ERROR: the transition probability, " << transition_probability
<< " must be less than 1" << endl;
exit(EXIT_FAILURE);
}
restriction_map[make_pair(from_regime, to_regime)] = transition_probability;
}
catch (const bad_lexical_cast &)
{
cerr << "ERROR: The first two arguments for a restriction must be integers "
<< "specifying the regime and the last must be a double specifying the "
<< "transition probability. You wrote [" << *it << endl;
exit(EXIT_FAILURE);
}
}
}
}
void
MarkovSwitchingStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
OptionsList::num_options_t::const_iterator itChain = options_list.num_options.find("ms.chain");
assert(itChain != options_list.num_options.end());
int chainNumber = atoi(itChain->second.c_str());
if (++mod_file_struct.last_markov_switching_chain != chainNumber)
{
cerr << "ERROR: The markov_switching chain option takes consecutive integers "
<< "beginning at 1." << endl;
exit(EXIT_FAILURE);
}
OptionsList::num_options_t::const_iterator it_num = options_list.num_options.find("ms.restrictions");
if (it_num != options_list.num_options.end())
{
using namespace boost;
OptionsList::num_options_t::const_iterator it_num_regimes =
options_list.num_options.find("ms.number_of_regimes");
assert(it_num_regimes != options_list.num_options.end());
int num_regimes = lexical_cast< int >(it_num_regimes->second);
vector<double> col_trans_prob_sum (num_regimes, 0);
vector<double> row_trans_prob_sum (num_regimes, 0);
vector<bool> all_restrictions_in_row (num_regimes, true);
vector<bool> all_restrictions_in_col (num_regimes, true);
for (int row=0; row<num_regimes; row++)
for (int col=0; col<num_regimes; col++)
if (restriction_map.find(make_pair(row+1, col+1)) != restriction_map.end())
{
row_trans_prob_sum[row] += restriction_map[make_pair(row+1, col+1)];
col_trans_prob_sum[col] += restriction_map[make_pair(row+1, col+1)];
}
else
{
all_restrictions_in_row[row] = false;
all_restrictions_in_col[col] = false;
}
for (int i=0; i<num_regimes; i++)
{
if (all_restrictions_in_row[i])
{
if (row_trans_prob_sum[i] != 1.0)
{
cerr << "ERROR: When all transitions probabilities are specified for a certain "
<< "regime, they must sum to 1" << endl;
exit(EXIT_FAILURE);
}
}
else
if (row_trans_prob_sum[i] >= 1.0)
{
cerr << "ERROR: When transition probabilites are not specified for every regime, "
<< "their sum must be < 1" << endl;
exit(EXIT_FAILURE);
}
if (all_restrictions_in_col[i])
{
if (col_trans_prob_sum[i] != 1.0)
{
cerr << "ERROR: When all transitions probabilities are specified for a certain "
<< "regime, they must sum to 1" << endl;
exit(EXIT_FAILURE);
}
}
else
if (col_trans_prob_sum[i] >= 1.0)
{
cerr << "ERROR: When transition probabilites are not specified for every regime, "
<< "their sum must be < 1" << endl;
exit(EXIT_FAILURE);
}
}
}
}
void
MarkovSwitchingStatement::writeOutput(ostream &output, const string &basename) const
{
bool isDurationAVec = true;
string infStr("Inf");
OptionsList::num_options_t::const_iterator itChain, itNOR, itDuration;
map<pair<int, int>, double >::const_iterator itR;
itChain = options_list.num_options.find("ms.chain");
assert(itChain != options_list.num_options.end());
itDuration = options_list.num_options.find("ms.duration");
assert(itDuration != options_list.num_options.end());
if (atof(itDuration->second.c_str()) || infStr.compare(itDuration->second) == 0)
isDurationAVec = false;
output << "options_.ms.duration = " << itDuration->second << ";" << endl;
itNOR = options_list.num_options.find("ms.number_of_regimes");
assert(itNOR != options_list.num_options.end());
for (int i = 0; i < atoi(itNOR->second.c_str()); i++)
{
output << "options_.ms.ms_chain(" << itChain->second << ").regime("
<< i+1 << ").duration = options_.ms.duration";
if (isDurationAVec)
output << "(" << i+1 << ")";
output << ";" << endl;
}
int restrictions_index = 0;
for (itR=restriction_map.begin(); itR != restriction_map.end(); itR++)
output << "options_.ms.ms_chain(" << itChain->second << ").restrictions("
<< ++restrictions_index << ") = {[" << itR->first.first << ", "
<< itR->first.second << ", " << itR->second << "]};" << endl;
}
SvarStatement::SvarStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
SvarStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
OptionsList::num_options_t::const_iterator it0, it1, it2;
it0 = options_list.string_options.find("ms.coefficients");
it1 = options_list.string_options.find("ms.variances");
it2 = options_list.string_options.find("ms.constants");
assert((it0 != options_list.string_options.end()
&& it1 == options_list.string_options.end()
&& it2 == options_list.string_options.end()) ||
(it0 == options_list.string_options.end()
&& it1 != options_list.string_options.end()
&& it2 == options_list.string_options.end()) ||
(it0 == options_list.string_options.end()
&& it1 == options_list.string_options.end()
&& it2 != options_list.string_options.end()));
}
void
SvarStatement::writeOutput(ostream &output, const string &basename) const
{
OptionsList::num_options_t::const_iterator it0, it1, it2;
OptionsList::vec_int_options_t::const_iterator itv;
it0 = options_list.num_options.find("ms.chain");
assert(it0 != options_list.num_options.end());
output << "options_.ms.ms_chain(" << it0->second << ")";
it0 = options_list.string_options.find("ms.coefficients");
it1 = options_list.string_options.find("ms.variances");
it2 = options_list.string_options.find("ms.constants");
if (it0 != options_list.string_options.end())
output << "." << it0->second;
else if (it1 != options_list.string_options.end())
output << "." << it1->second;
else
output << "." << it2->second;
itv = options_list.vector_int_options.find("ms.equations");
output << ".equations = ";
if (itv != options_list.vector_int_options.end())
{
assert(itv->second.size() >= 1);
if (itv->second.size() > 1)
{
output << "[";
for (vector<int>::const_iterator viit = itv->second.begin();
viit != itv->second.end(); viit++)
output << *viit << ";";
output << "];" << endl;
}
else
output << itv->second.front() << ";" << endl;
}
else
output << "'ALL';" << endl;
}
SetTimeStatement::SetTimeStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
SetTimeStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
}
EstimationDataStatement::EstimationDataStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
EstimationDataStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.estimation_data_statement_present = true;
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("nobs");
if (it != options_list.num_options.end())
if (atoi(it->second.c_str()) <= 0)
{
cerr << "ERROR: The nobs option of the data statement only accepts positive integers." << endl;
exit(EXIT_FAILURE);
}
if (options_list.string_options.find("file") == options_list.string_options.end())
{
cerr << "ERROR: The file option must be passed to the data statement." << endl;
exit(EXIT_FAILURE);
}
}
void
EstimationDataStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output, "options_.dataset");
if (options_list.date_options.find("first_obs") == options_list.date_options.end())
output << "options_.dataset.firstobs = options_.initial_period;" << endl;
}
SubsamplesStatement::SubsamplesStatement(const string &name1_arg,
const string &name2_arg,
const subsample_declaration_map_t subsample_declaration_map_arg,
const SymbolTable &symbol_table_arg) :
name1(name1_arg),
name2(name2_arg),
subsample_declaration_map(subsample_declaration_map_arg),
symbol_table(symbol_table_arg)
{
}
void
SubsamplesStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
}
void
SubsamplesStatement::writeOutput(ostream &output, const string &basename) const
{
output << "subsamples_indx = get_new_or_existing_ei_index('subsamples_index', '"
<< name1 << "','" << name2 << "');" << endl
<< "estimation_info.subsamples_index(subsamples_indx) = {'" << name1;
if (!name2.empty())
output << ":" << name2;
output << "'};" << endl
<< "estimation_info.subsamples(subsamples_indx).range = {};" << endl
<< "estimation_info.subsamples(subsamples_indx).range_index = {};" << endl;
int map_indx = 1;
for (subsample_declaration_map_t::const_iterator it = subsample_declaration_map.begin();
it != subsample_declaration_map.end(); it++, map_indx++)
output << "estimation_info.subsamples(subsamples_indx).range_index(" << map_indx << ") = {'"
<< it->first << "'};" << endl
<< "estimation_info.subsamples(subsamples_indx).range(" << map_indx << ").date1 = dynDate('"
<< it->second.first << "');" << endl
<< "estimation_info.subsamples(subsamples_indx).range(" << map_indx << ").date2 = dynDate('"
<< it->second.second << "');" << endl;
// Initialize associated subsample substructures in estimation_info
const SymbolType symb_type = symbol_table.getType(name1);
string lhs_field;
if (symb_type == eParameter)
lhs_field = "parameter";
else if (symb_type == eExogenous || symb_type == eExogenousDet)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
output << "eifind = get_new_or_existing_ei_index('" << lhs_field;
if (!name2.empty())
output << "_corr";
output << "_prior_index', '"
<< name1 << "', '";
if (!name2.empty())
output << name2;
output << "');" << endl;
lhs_field = "estimation_info." + lhs_field;
if (!name2.empty())
lhs_field += "_corr";
output << lhs_field << "_prior_index(eifind) = {'" << name1;
if (!name2.empty())
output << ":" << name2;
output << "'};" << endl;
output << lhs_field << "(eifind).subsample_prior = estimation_info.empty_prior;" << endl
<< lhs_field << "(eifind).subsample_prior(1:" << subsample_declaration_map.size()
<< ") = estimation_info.empty_prior;" << endl
<< lhs_field << "(eifind).range_index = estimation_info.subsamples(subsamples_indx).range_index;"
<< endl;
}
SubsamplesEqualStatement::SubsamplesEqualStatement(const string &to_name1_arg,
const string &to_name2_arg,
const string &from_name1_arg,
const string &from_name2_arg,
const SymbolTable &symbol_table_arg) :
to_name1(to_name1_arg),
to_name2(to_name2_arg),
from_name1(from_name1_arg),
from_name2(from_name2_arg),
symbol_table(symbol_table_arg)
{
}
void
SubsamplesEqualStatement::writeOutput(ostream &output, const string &basename) const
{
output << "subsamples_to_indx = get_new_or_existing_ei_index('subsamples_index', '"
<< to_name1 << "','" << to_name2 << "');" << endl
<< "estimation_info.subsamples_index(subsamples_to_indx) = {'" << to_name1;
if (!to_name2.empty())
output << ":" << to_name2;
output << "'};" << endl
<< "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','" << from_name2 << "');"
<< endl
<< "estimation_info.subsamples(subsamples_to_indx) = estimation_info.subsamples(subsamples_from_indx);"
<< endl;
// Initialize associated subsample substructures in estimation_info
const SymbolType symb_type = symbol_table.getType(to_name1);
string lhs_field;
if (symb_type == eParameter)
lhs_field = "parameter";
else if (symb_type == eExogenous || symb_type == eExogenousDet)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
output << "eifind = get_new_or_existing_ei_index('" << lhs_field;
if (!to_name2.empty())
output << "_corr";
output << "_prior_index', '"
<< to_name1 << "', '";
if (!to_name2.empty())
output << to_name2;
output << "');" << endl;
lhs_field = "estimation_info." + lhs_field;
if (!to_name2.empty())
lhs_field += "_corr";
output << lhs_field << "_prior_index(eifind) = {'" << to_name1;
if (!to_name2.empty())
output << ":" << to_name2;
output << "'};" << endl;
output << lhs_field << "(eifind).subsample_prior = estimation_info.empty_prior;" << endl
<< lhs_field << "(eifind).subsample_prior(1:size(estimation_info.subsamples(subsamples_to_indx).range_index,2)) = estimation_info.empty_prior;"
<< endl
<< lhs_field << "(eifind).range_index = estimation_info.subsamples(subsamples_to_indx).range_index;"
<< endl;
}
BasicPriorStatement::~BasicPriorStatement()
{
}
BasicPriorStatement::BasicPriorStatement(const string &name_arg,
const string &subsample_name_arg,
const PriorDistributions &prior_shape_arg,
const expr_t &variance_arg,
const OptionsList &options_list_arg) :
name(name_arg),
subsample_name(subsample_name_arg),
prior_shape(prior_shape_arg),
variance(variance_arg),
options_list(options_list_arg)
{
}
void
BasicPriorStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (prior_shape == eNoShape)
{
cerr << "ERROR: You must pass the shape option to the prior statement." << endl;
exit(EXIT_FAILURE);
}
if (options_list.num_options.find("mean") == options_list.num_options.end() &&
options_list.num_options.find("mode") == options_list.num_options.end())
{
cerr << "ERROR: You must pass at least one of mean and mode to the prior statement." << endl;
exit(EXIT_FAILURE);
}
OptionsList::num_options_t::const_iterator it_stdev = options_list.num_options.find("stdev");
if ((it_stdev == options_list.num_options.end() && variance == NULL) ||
(it_stdev != options_list.num_options.end() && variance != NULL))
{
cerr << "ERROR: You must pass at exactly one of stdev and variance to the prior statement." << endl;
exit(EXIT_FAILURE);
}
OptionsList::num_options_t::const_iterator it_num = options_list.num_options.find("domain");
if (it_num != options_list.num_options.end())
{
using namespace boost;
vector<string> tokenizedDomain;
split(tokenizedDomain, it_num->second, is_any_of("[ ]"), token_compress_on);
if (tokenizedDomain.size() != 4)
{
cerr << "ERROR: You must pass exactly two values to the domain option." << endl;
exit(EXIT_FAILURE);
}
}
}
void
BasicPriorStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
if (symb_type == eExogenous || symb_type == eExogenousDet)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
}
void
BasicPriorStatement::writeCommonOutput(ostream &output, const string &lhs_field) const
{
output << lhs_field << " = estimation_info.empty_prior;" << endl;
writeCommonOutputHelper(output, "domain", lhs_field);
writeCommonOutputHelper(output, "interval", lhs_field);
writeCommonOutputHelper(output, "mean", lhs_field);
writeCommonOutputHelper(output, "median", lhs_field);
writeCommonOutputHelper(output, "mode", lhs_field);
assert(prior_shape != eNoShape);
output << lhs_field << ".shape = " << prior_shape << ";" << endl;
writeCommonOutputHelper(output, "shift", lhs_field);
writeCommonOutputHelper(output, "stdev", lhs_field);
writeCommonOutputHelper(output, "truncate", lhs_field);
if (variance)
{
output << lhs_field << ".variance = ";
variance->writeOutput(output);
output << ";" << endl;
}
}
void
BasicPriorStatement::writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const
{
OptionsList::num_options_t::const_iterator itn = options_list.num_options.find(field);
if (itn != options_list.num_options.end())
output << lhs_field << "." << field << " = "<< itn->second << ";" << endl;
}
void
BasicPriorStatement::writePriorOutput(ostream &output, string &lhs_field, const string &name2) const
{
if (subsample_name.empty())
lhs_field += ".prior(1)";
else
{
output << "subsamples_indx = get_existing_subsamples_indx('" << name << "','" << name2 << "');" << endl
<< "eisind = get_subsamples_range_indx(subsamples_indx, '" << subsample_name << "');" << endl;
lhs_field += ".subsample_prior(eisind)";
}
writeCommonOutput(output, lhs_field);
}
PriorStatement::PriorStatement(const string &name_arg,
const string &subsample_name_arg,
const PriorDistributions &prior_shape_arg,
const expr_t &variance_arg,
const OptionsList &options_list_arg) :
BasicPriorStatement(name_arg, subsample_name_arg, prior_shape_arg, variance_arg, options_list_arg)
{
}
void
PriorStatement::writeOutput(ostream &output, const string &basename) const
{
string lhs_field = "estimation_info.parameter(eifind)";
output << "eifind = get_new_or_existing_ei_index('parameter_prior_index', '"
<< name << "', '');" << endl
<< "estimation_info.parameter_prior_index(eifind) = {'" << name << "'};" << endl;
writePriorOutput(output, lhs_field, "");
}
StdPriorStatement::StdPriorStatement(const string &name_arg,
const string &subsample_name_arg,
const PriorDistributions &prior_shape_arg,
const expr_t &variance_arg,
const OptionsList &options_list_arg,
const SymbolTable &symbol_table_arg ) :
BasicPriorStatement(name_arg, subsample_name_arg, prior_shape_arg, variance_arg, options_list_arg),
symbol_table(symbol_table_arg)
{
}
void
StdPriorStatement::writeOutput(ostream &output, const string &basename) const
{
string lhs_field;
get_base_name(symbol_table.getType(name), lhs_field);
output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_prior_index', '"
<< name << "', '');" << endl
<< "estimation_info." << lhs_field << "_prior_index(eifind) = {'" << name << "'};" << endl;
lhs_field = "estimation_info." + lhs_field + "(eifind)";
writePriorOutput(output, lhs_field, "");
}
CorrPriorStatement::CorrPriorStatement(const string &name_arg1, const string &name_arg2,
const string &subsample_name_arg,
const PriorDistributions &prior_shape_arg,
const expr_t &variance_arg,
const OptionsList &options_list_arg,
const SymbolTable &symbol_table_arg ) :
BasicPriorStatement(name_arg1, subsample_name_arg, prior_shape_arg, variance_arg, options_list_arg),
name1(name_arg2),
symbol_table(symbol_table_arg)
{
}
void
CorrPriorStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
BasicPriorStatement::checkPass(mod_file_struct, warnings);
if (symbol_table.getType(name) != symbol_table.getType(name1))
{
cerr << "ERROR: In the corr(A,B).prior statement, A and B must be of the same type. "
<< "In your case, " << name << " and " << name1 << " are of different "
<< "types." << endl;
exit(EXIT_FAILURE);
}
}
void
CorrPriorStatement::writeOutput(ostream &output, const string &basename) const
{
string lhs_field;
get_base_name(symbol_table.getType(name), lhs_field);
output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_corr_prior_index', '"
<< name << "', '" << name1 << "');" << endl
<< "estimation_info." << lhs_field << "_corr_prior_index(eifind) = {'"
<< name << ":" << name1 << "'};" << endl;
lhs_field = "estimation_info." + lhs_field + "_corr(eifind)";
writePriorOutput(output, lhs_field, name1);
}
PriorEqualStatement::PriorEqualStatement(const string &to_declaration_type_arg,
const string &to_name1_arg,
const string &to_name2_arg,
const string &to_subsample_name_arg,
const string &from_declaration_type_arg,
const string &from_name1_arg,
const string &from_name2_arg,
const string &from_subsample_name_arg,
const SymbolTable &symbol_table_arg) :
to_declaration_type(to_declaration_type_arg),
to_name1(to_name1_arg),
to_name2(to_name2_arg),
to_subsample_name(to_subsample_name_arg),
from_declaration_type(from_declaration_type_arg),
from_name1(from_name1_arg),
from_name2(from_name2_arg),
from_subsample_name(from_subsample_name_arg),
symbol_table(symbol_table_arg)
{
}
void
PriorEqualStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if ((to_declaration_type != "par" && to_declaration_type != "std" && to_declaration_type != "corr") ||
(from_declaration_type != "par" && from_declaration_type != "std" && from_declaration_type != "corr"))
{
cerr << "Internal Dynare Error" << endl;
exit(EXIT_FAILURE);
}
}
void
PriorEqualStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
if (symb_type == eExogenous || symb_type == eExogenousDet)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
}
void
PriorEqualStatement::writeOutput(ostream &output, const string &basename) const
{
string lhs_field, rhs_field;
if (to_declaration_type == "par")
lhs_field = "parameter";
else
get_base_name(symbol_table.getType(to_name1), lhs_field);
if (from_declaration_type == "par")
rhs_field = "parameter";
else
get_base_name(symbol_table.getType(from_name1), rhs_field);
if (to_declaration_type == "corr")
lhs_field += "_corr";
if (from_declaration_type == "corr")
rhs_field += "_corr";
output << "ei_to_ind = get_new_or_existing_ei_index('" << lhs_field << "_prior_index', '"
<< to_name1 << "', '" << to_name2<< "');" << endl
<< "ei_from_ind = get_new_or_existing_ei_index('" << rhs_field << "_prior_index', '"
<< from_name1 << "', '" << from_name2<< "');" << endl
<< "estimation_info." << lhs_field << "_prior_index(ei_to_ind) = {'" << to_name1;
if (to_declaration_type == "corr")
output << ":" << to_name2;
output << "'};" << endl;
if (to_declaration_type == "par")
lhs_field = "parameter";
if (from_declaration_type == "par")
rhs_field = "parameter";
lhs_field = "estimation_info." + lhs_field + "(ei_to_ind)";
rhs_field = "estimation_info." + rhs_field + "(ei_from_ind)";
if (to_subsample_name.empty())
lhs_field += ".prior";
else
{
output << "subsamples_to_indx = get_existing_subsamples_indx('" << to_name1 << "','" << to_name2 << "');" << endl
<< "ei_to_ss_ind = get_subsamples_range_indx(subsamples_to_indx, '" << to_subsample_name << "');" << endl;
lhs_field += ".subsample_prior(ei_to_ss_ind)";
}
if (from_subsample_name.empty())
rhs_field += ".prior";
else
{
output << "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','" << from_name2 << "');" << endl
<< "ei_from_ss_ind = get_subsamples_range_indx(subsamples_from_indx, '" << from_subsample_name << "');" << endl;
rhs_field += ".subsample_prior(ei_from_ss_ind)";
}
output << lhs_field << " = " << rhs_field << ";" << endl;
}
BasicOptionsStatement::~BasicOptionsStatement()
{
}
BasicOptionsStatement::BasicOptionsStatement(const string &name_arg,
const string &subsample_name_arg,
const OptionsList &options_list_arg) :
name(name_arg),
subsample_name(subsample_name_arg),
options_list(options_list_arg)
{
}
void
BasicOptionsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
}
void
BasicOptionsStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
if (symb_type == eExogenous || symb_type == eExogenousDet)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
}
void
BasicOptionsStatement::writeCommonOutput(ostream &output, const string &lhs_field) const
{
output << lhs_field << " = estimation_info.empty_options;" << endl;
writeCommonOutputHelper(output, "bounds", lhs_field);
writeCommonOutputHelper(output, "init", lhs_field);
writeCommonOutputHelper(output, "jscale", lhs_field);
}
void
BasicOptionsStatement::writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const
{
OptionsList::num_options_t::const_iterator itn = options_list.num_options.find(field);
if (itn != options_list.num_options.end())
output << lhs_field << "." << field << " = " << itn->second << ";" << endl;
}
void
BasicOptionsStatement::writeOptionsOutput(ostream &output, string &lhs_field, const string &name2) const
{
if (subsample_name.empty())
lhs_field += ".options(1)";
else
{
output << "subsamples_indx = get_existing_subsamples_indx('" << name << "','" << name2 << "');" << endl
<< "eisind = get_subsamples_range_indx(subsamples_indx, '" << subsample_name << "');" << endl;
lhs_field += ".subsample_options(eisind)";
}
writeCommonOutput(output, lhs_field);
}
OptionsStatement::OptionsStatement(const string &name_arg,
const string &subsample_name_arg,
const OptionsList &options_list_arg) :
BasicOptionsStatement(name_arg, subsample_name_arg, options_list_arg)
{
}
void
OptionsStatement::writeOutput(ostream &output, const string &basename) const
{
string lhs_field = "estimation_info.parameter(eifind)";
output << "eifind = get_new_or_existing_ei_index('parameter_options_index', '"
<< name << "', '');" << endl
<< "estimation_info.parameter_options_index(eifind) = {'" << name << "'};" << endl;
writeOptionsOutput(output, lhs_field, "");
}
StdOptionsStatement::StdOptionsStatement(const string &name_arg,
const string &subsample_name_arg,
const OptionsList &options_list_arg,
const SymbolTable &symbol_table_arg ) :
BasicOptionsStatement(name_arg, subsample_name_arg, options_list_arg),
symbol_table(symbol_table_arg)
{
}
void
StdOptionsStatement::writeOutput(ostream &output, const string &basename) const
{
string lhs_field;
get_base_name(symbol_table.getType(name), lhs_field);
output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_options_index', '"
<< name << "', '');" << endl
<< "estimation_info." << lhs_field << "_options_index(eifind) = {'" << name << "'};" << endl;
lhs_field = "estimation_info." + lhs_field + "(eifind)";
writeOptionsOutput(output, lhs_field, "");
}
CorrOptionsStatement::CorrOptionsStatement(const string &name_arg1, const string &name_arg2,
const string &subsample_name_arg,
const OptionsList &options_list_arg,
const SymbolTable &symbol_table_arg ) :
BasicOptionsStatement(name_arg1, subsample_name_arg, options_list_arg),
name1(name_arg2),
symbol_table(symbol_table_arg)
{
}
void
CorrOptionsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (symbol_table.getType(name) != symbol_table.getType(name1))
{
cerr << "ERROR: In the corr(A,B).options statement, A and B must be of the same type. "
<< "In your case, " << name << " and " << name1 << " are of different "
<< "types." << endl;
exit(EXIT_FAILURE);
}
}
void
CorrOptionsStatement::writeOutput(ostream &output, const string &basename) const
{
string lhs_field;
get_base_name(symbol_table.getType(name), lhs_field);
output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_corr_options_index', '"
<< name << "', '" << name1 << "');" << endl
<< "estimation_info." << lhs_field << "_corr_options_index(eifind) = {'"
<< name << ":" << name1 << "'};" << endl;
lhs_field = "estimation_info." + lhs_field + "_corr(eifind)";
writeOptionsOutput(output, lhs_field, name1);
}
OptionsEqualStatement::OptionsEqualStatement(const string &to_declaration_type_arg,
const string &to_name1_arg,
const string &to_name2_arg,
const string &to_subsample_name_arg,
const string &from_declaration_type_arg,
const string &from_name1_arg,
const string &from_name2_arg,
const string &from_subsample_name_arg,
const SymbolTable &symbol_table_arg) :
to_declaration_type(to_declaration_type_arg),
to_name1(to_name1_arg),
to_name2(to_name2_arg),
to_subsample_name(to_subsample_name_arg),
from_declaration_type(from_declaration_type_arg),
from_name1(from_name1_arg),
from_name2(from_name2_arg),
from_subsample_name(from_subsample_name_arg),
symbol_table(symbol_table_arg)
{
}
void
OptionsEqualStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if ((to_declaration_type != "par" && to_declaration_type != "std" && to_declaration_type != "corr") ||
(from_declaration_type != "par" && from_declaration_type != "std" && from_declaration_type != "corr"))
{
cerr << "Internal Dynare Error" << endl;
exit(EXIT_FAILURE);
}
}
void
OptionsEqualStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
if (symb_type == eExogenous || symb_type == eExogenousDet)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
}
void
OptionsEqualStatement::writeOutput(ostream &output, const string &basename) const
{
string lhs_field, rhs_field;
if (to_declaration_type == "par")
lhs_field = "parameter";
else
get_base_name(symbol_table.getType(to_name1), lhs_field);
if (from_declaration_type == "par")
rhs_field = "parameter";
else
get_base_name(symbol_table.getType(from_name1), rhs_field);
if (to_declaration_type == "corr")
lhs_field += "_corr";
if (from_declaration_type == "corr")
rhs_field += "_corr";
output << "ei_to_ind = get_new_or_existing_ei_index('" << lhs_field << "_options_index', '"
<< to_name1 << "', '" << to_name2<< "');" << endl
<< "ei_from_ind = get_new_or_existing_ei_index('" << rhs_field << "_options_index', '"
<< from_name1 << "', '" << from_name2<< "');" << endl
<< "estimation_info." << lhs_field << "_options_index(ei_to_ind) = {'" << to_name1;
if (to_declaration_type == "corr")
output << ":" << to_name2;
output << "'};" << endl;
if (to_declaration_type == "par")
lhs_field = "parameter";
if (from_declaration_type == "par")
rhs_field = "parameter";
lhs_field = "estimation_info." + lhs_field + "(ei_to_ind)";
rhs_field = "estimation_info." + rhs_field + "(ei_from_ind)";
if (to_subsample_name.empty())
lhs_field += ".options";
else
{
output << "subsamples_to_indx = get_existing_subsamples_indx('" << to_name1 << "','" << to_name2 << "');" << endl
<< "ei_to_ss_ind = get_subsamples_range_indx(subsamples_to_indx, '" << to_subsample_name << "');" << endl;
lhs_field += ".subsample_options(ei_to_ss_ind)";
}
if (from_subsample_name.empty())
rhs_field += ".options";
else
{
output << "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','" << from_name2 << "');" << endl
<< "ei_from_ss_ind = get_subsamples_range_indx(subsamples_from_indx, '" << from_subsample_name << "');" << endl;
rhs_field += ".subsample_options(ei_from_ss_ind)";
}
output << lhs_field << " = " << rhs_field << ";" << endl;
}
CalibSmootherStatement::CalibSmootherStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg)
: symbol_list(symbol_list_arg), options_list(options_list_arg)
{
}
void
CalibSmootherStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "options_.mode_compute = 0;" << endl
<< "options_.smoother = 1;" << endl
<< "options_.order = 1;" << endl
<< "dynare_estimation(var_list_);" << endl;
}
ExtendedPathStatement::ExtendedPathStatement(const OptionsList &options_list_arg)
: options_list(options_list_arg)
{
}
void
ExtendedPathStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (options_list.num_options.find("periods") == options_list.num_options.end())
{
cerr << "ERROR: the 'periods' option of 'extended_path' is mandatory" << endl;
exit(EXIT_FAILURE);
}
}
void
ExtendedPathStatement::writeOutput(ostream &output, const string &basename) const
{
// Beware: options do not have the same name in the interface and in the M code...
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("solver_periods");
if (it != options_list.num_options.end())
output << "options_.ep.periods = " << it->second << ";" << endl;
output << "oo_.endo_simul = [ oo_.steady_state, extended_path([], " << options_list.num_options.find("periods")->second
<< ") ];" << endl
<< "oo_.exo_simul = oo_.ep.shocks;" << endl;
}
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