1016 lines
33 KiB
C++
1016 lines
33 KiB
C++
/*
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* Copyright (C) 2003-2016 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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#include <algorithm>
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#include <sstream>
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#include <iostream>
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#include <cassert>
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#include "SymbolTable.hh"
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AuxVarInfo::AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id_arg, int orig_lead_lag_arg,
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int equation_number_for_multiplier_arg, int information_set_arg,
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expr_t expr_node_arg) :
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symb_id(symb_id_arg),
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type(type_arg),
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orig_symb_id(orig_symb_id_arg),
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orig_lead_lag(orig_lead_lag_arg),
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equation_number_for_multiplier(equation_number_for_multiplier_arg),
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information_set(information_set_arg),
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expr_node(expr_node_arg)
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{
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}
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SymbolTable::SymbolTable() : frozen(false), size(0)
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{
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}
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int
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SymbolTable::addSymbol(const string &name, SymbolType type, const string &tex_name, const vector<pair<string * , string *> *> *partition_value) throw (AlreadyDeclaredException, FrozenException)
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{
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if (frozen)
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throw FrozenException();
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if (exists(name))
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{
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if (type_table[getID(name)] == type)
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throw AlreadyDeclaredException(name, true);
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else
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throw AlreadyDeclaredException(name, false);
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}
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string final_tex_name = tex_name;
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if (final_tex_name.empty())
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{
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final_tex_name = name;
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size_t pos = 0;
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while ((pos = final_tex_name.find('_', pos)) != string::npos)
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{
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final_tex_name.insert(pos, "\\");
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pos += 2;
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}
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}
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string final_long_name = name;
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bool non_long_name_partition_exists = false;
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if (partition_value)
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for (vector<pair<string *, string *> *>::const_iterator it = partition_value->begin();
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it != partition_value->end(); it++)
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if (*((*it)->first) == "long_name")
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final_long_name = *((*it)->second);
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else
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non_long_name_partition_exists = true;
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int id = size++;
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symbol_table[name] = id;
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type_table.push_back(type);
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name_table.push_back(name);
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tex_name_table.push_back(final_tex_name);
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long_name_table.push_back(final_long_name);
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if (non_long_name_partition_exists)
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{
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map<string, string> pmv;
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for (vector<pair<string *, string *> *>::const_iterator it = partition_value->begin();
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it != partition_value->end(); it++)
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pmv[*((*it)->first)] = *((*it)->second);
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partition_value_map[id] = pmv;
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}
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return id;
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}
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int
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SymbolTable::addSymbol(const string &name, SymbolType type) throw (AlreadyDeclaredException, FrozenException)
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{
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return addSymbol(name, type, "", NULL);
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}
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void
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SymbolTable::freeze() throw (FrozenException)
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{
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if (frozen)
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throw FrozenException();
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frozen = true;
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for (int i = 0; i < size; i++)
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{
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int tsi;
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switch (getType(i))
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{
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case eEndogenous:
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tsi = endo_ids.size();
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endo_ids.push_back(i);
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break;
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case eExogenous:
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tsi = exo_ids.size();
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exo_ids.push_back(i);
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break;
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case eExogenousDet:
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tsi = exo_det_ids.size();
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exo_det_ids.push_back(i);
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break;
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case eParameter:
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tsi = param_ids.size();
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param_ids.push_back(i);
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break;
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default:
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tsi = -1;
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break;
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}
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type_specific_ids.push_back(tsi);
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}
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}
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void
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SymbolTable::changeType(int id, SymbolType newtype) throw (UnknownSymbolIDException, FrozenException)
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{
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if (frozen)
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throw FrozenException();
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if (id < 0 || id >= size)
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throw UnknownSymbolIDException(id);
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type_table[id] = newtype;
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}
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int
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SymbolTable::getID(SymbolType type, int tsid) const throw (UnknownTypeSpecificIDException, NotYetFrozenException)
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{
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if (!frozen)
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throw NotYetFrozenException();
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switch (type)
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{
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case eEndogenous:
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if (tsid < 0 || tsid >= (int) endo_ids.size())
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throw UnknownTypeSpecificIDException(tsid, type);
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else
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return endo_ids[tsid];
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case eExogenous:
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if (tsid < 0 || tsid >= (int) exo_ids.size())
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throw UnknownTypeSpecificIDException(tsid, type);
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else
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return exo_ids[tsid];
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case eExogenousDet:
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if (tsid < 0 || tsid >= (int) exo_det_ids.size())
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throw UnknownTypeSpecificIDException(tsid, type);
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else
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return exo_det_ids[tsid];
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case eParameter:
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if (tsid < 0 || tsid >= (int) param_ids.size())
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throw UnknownTypeSpecificIDException(tsid, type);
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else
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return param_ids[tsid];
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default:
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throw UnknownTypeSpecificIDException(tsid, type);
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}
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}
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map<string, map<int, string> >
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SymbolTable::getPartitionsForType(enum SymbolType st) const throw (UnknownSymbolIDException)
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{
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map<string, map<int, string> > partitions;
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for (map<int, map<string, string> >::const_iterator it = partition_value_map.begin();
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it != partition_value_map.end(); it++)
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if (getType(it->first) == st)
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for (map<string, string>::const_iterator it1 = it->second.begin();
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it1 != it->second.end(); it1++)
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{
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if (partitions.find(it1->first) == partitions.end())
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partitions[it1->first] = map<int, string> ();
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partitions[it1->first][it->first] = it1->second;
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}
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return partitions;
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}
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void
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SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
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{
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if (!frozen)
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throw NotYetFrozenException();
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if (exo_nbr() > 0)
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{
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output << "M_.exo_names = '" << getName(exo_ids[0]) << "';" << endl;
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output << "M_.exo_names_tex = '" << getTeXName(exo_ids[0]) << "';" << endl;
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output << "M_.exo_names_long = '" << getLongName(exo_ids[0]) << "';" << endl;
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for (int id = 1; id < exo_nbr(); id++)
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output << "M_.exo_names = char(M_.exo_names, '" << getName(exo_ids[id]) << "');" << endl
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<< "M_.exo_names_tex = char(M_.exo_names_tex, '" << getTeXName(exo_ids[id]) << "');" << endl
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<< "M_.exo_names_long = char(M_.exo_names_long, '" << getLongName(exo_ids[id]) << "');" << endl;
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map<string, map<int, string> > partitions = getPartitionsForType(eExogenous);
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for (map<string, map<int, string> >::const_iterator it = partitions.begin();
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it != partitions.end(); it++)
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if (it->first != "long_name")
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{
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map<int, string>::const_iterator it1;
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output << "M_.exo_partitions." << it->first << " = { ";
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for (int id = 0; id < exo_nbr(); id++)
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{
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output << "'";
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it1 = it->second.find(exo_ids[id]);
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if (it1 != it->second.end())
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output << it1->second;
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output << "' ";
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}
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output << "};" << endl;
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}
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}
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if (exo_det_nbr() > 0)
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{
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output << "M_.exo_det_names = '" << getName(exo_det_ids[0]) << "';" << endl;
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output << "M_.exo_det_names_tex = '" << getTeXName(exo_det_ids[0]) << "';" << endl;
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output << "M_.exo_det_names_long = '" << getLongName(exo_det_ids[0]) << "';" << endl;
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for (int id = 1; id < exo_det_nbr(); id++)
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output << "M_.exo_det_names = char(M_.exo_det_names, '" << getName(exo_det_ids[id]) << "');" << endl
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<< "M_.exo_det_names_tex = char(M_.exo_det_names_tex, '" << getTeXName(exo_det_ids[id]) << "');" << endl
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<< "M_.exo_det_names_long = char(M_.exo_det_names_long, '" << getLongName(exo_det_ids[id]) << "');" << endl;
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output << "M_.exo_det_partitions = struct();" << endl;
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map<string, map<int, string> > partitions = getPartitionsForType(eExogenousDet);
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for (map<string, map<int, string> >::const_iterator it = partitions.begin();
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it != partitions.end(); it++)
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if (it->first != "long_name")
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{
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map<int, string>::const_iterator it1;
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output << "M_.exo_det_partitions." << it->first << " = { ";
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for (int id = 0; id < exo_det_nbr(); id++)
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{
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output << "'";
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it1 = it->second.find(exo_det_ids[id]);
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if (it1 != it->second.end())
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output << it1->second;
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output << "' ";
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}
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output << "};" << endl;
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}
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}
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if (endo_nbr() > 0)
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{
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output << "M_.endo_names = '" << getName(endo_ids[0]) << "';" << endl;
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output << "M_.endo_names_tex = '" << getTeXName(endo_ids[0]) << "';" << endl;
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output << "M_.endo_names_long = '" << getLongName(endo_ids[0]) << "';" << endl;
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for (int id = 1; id < endo_nbr(); id++)
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output << "M_.endo_names = char(M_.endo_names, '" << getName(endo_ids[id]) << "');" << endl
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<< "M_.endo_names_tex = char(M_.endo_names_tex, '" << getTeXName(endo_ids[id]) << "');" << endl
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<< "M_.endo_names_long = char(M_.endo_names_long, '" << getLongName(endo_ids[id]) << "');" << endl;
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output << "M_.endo_partitions = struct();" << endl;
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map<string, map<int, string> > partitions = getPartitionsForType(eEndogenous);
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for (map<string, map<int, string> >::const_iterator it = partitions.begin();
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it != partitions.end(); it++)
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if (it->first != "long_name")
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{
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map<int, string>::const_iterator it1;
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output << "M_.endo_partitions." << it->first << " = { ";
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for (int id = 0; id < endo_nbr(); id++)
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{
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output << "'";
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it1 = it->second.find(endo_ids[id]);
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if (it1 != it->second.end())
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output << it1->second;
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output << "' ";
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}
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output << "};" << endl;
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}
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}
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if (param_nbr() > 0)
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{
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output << "M_.param_names = '" << getName(param_ids[0]) << "';" << endl;
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output << "M_.param_names_tex = '" << getTeXName(param_ids[0]) << "';" << endl;
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output << "M_.param_names_long = '" << getLongName(param_ids[0]) << "';" << endl;
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for (int id = 1; id < param_nbr(); id++)
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{
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output << "M_.param_names = char(M_.param_names, '" << getName(param_ids[id]) << "');" << endl
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<< "M_.param_names_tex = char(M_.param_names_tex, '" << getTeXName(param_ids[id]) << "');" << endl
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<< "M_.param_names_long = char(M_.param_names_long, '" << getLongName(param_ids[id]) << "');" << endl;
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if (getName(param_ids[id]) == "dsge_prior_weight")
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output << "options_.dsge_var = 1;" << endl;
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}
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output << "M_.param_partitions = struct();" << endl;
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map<string, map<int, string> > partitions = getPartitionsForType(eParameter);
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for (map<string, map<int, string> >::const_iterator it = partitions.begin();
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it != partitions.end(); it++)
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if (it->first != "long_name")
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{
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map<int, string>::const_iterator it1;
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output << "M_.param_partitions." << it->first << " = { ";
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for (int id = 0; id < param_nbr(); id++)
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{
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output << "'";
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it1 = it->second.find(param_ids[id]);
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if (it1 != it->second.end())
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output << it1->second;
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output << "' ";
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}
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output << "};" << endl;
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}
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}
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output << "M_.exo_det_nbr = " << exo_det_nbr() << ";" << endl
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<< "M_.exo_nbr = " << exo_nbr() << ";" << endl
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<< "M_.endo_nbr = " << endo_nbr() << ";" << endl
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<< "M_.param_nbr = " << param_nbr() << ";" << endl;
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// Write the auxiliary variable table
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output << "M_.orig_endo_nbr = " << orig_endo_nbr() << ";" << endl;
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if (aux_vars.size() == 0)
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output << "M_.aux_vars = [];" << endl;
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else
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for (int i = 0; i < (int) aux_vars.size(); i++)
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{
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output << "M_.aux_vars(" << i+1 << ").endo_index = " << getTypeSpecificID(aux_vars[i].get_symb_id())+1 << ";" << endl
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<< "M_.aux_vars(" << i+1 << ").type = " << aux_vars[i].get_type() << ";" << endl;
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switch (aux_vars[i].get_type())
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{
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case avEndoLead:
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case avExoLead:
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break;
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case avEndoLag:
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case avExoLag:
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output << "M_.aux_vars(" << i+1 << ").orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1 << ";" << endl
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<< "M_.aux_vars(" << i+1 << ").orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
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break;
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case avMultiplier:
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output << "M_.aux_vars(" << i+1 << ").eq_nbr = " << aux_vars[i].get_equation_number_for_multiplier() + 1 << ";" << endl;
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break;
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case avDiffForward:
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output << "M_.aux_vars(" << i+1 << ").orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1 << ";" << endl;
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break;
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case avExpectation:
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output << "M_.aux_vars(" << i+1 << ").orig_expr = '\\mathbb{E}_{t"
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<< (aux_vars[i].get_information_set() < 0 ? "" : "+")
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<< aux_vars[i].get_information_set() << "}(";
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aux_vars[i].get_expr_node()->writeOutput(output, oLatexDynamicModel);
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output << ")';" << endl;
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break;
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}
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}
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if (predeterminedNbr() > 0)
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{
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output << "M_.predetermined_variables = [ ";
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for (set<int>::const_iterator it = predetermined_variables.begin();
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it != predetermined_variables.end(); it++)
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output << getTypeSpecificID(*it)+1 << " ";
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output << "];" << endl;
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}
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if (observedVariablesNbr() > 0)
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{
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int ic = 1;
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output << "options_.varobs = cell(1);" << endl;
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for (vector<int>::const_iterator it = varobs.begin();
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it != varobs.end(); it++, ic++)
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output << "options_.varobs(" << ic << ") = {'" << getName(*it) << "'};" << endl;
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output << "options_.varobs_id = [ ";
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for (vector<int>::const_iterator it = varobs.begin();
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it != varobs.end(); it++)
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output << getTypeSpecificID(*it)+1 << " ";
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output << " ];" << endl;
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}
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if (observedExogenousVariablesNbr() > 0)
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{
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int ic = 1;
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output << "options_.varexobs = cell(1);" << endl;
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for (vector<int>::const_iterator it = varexobs.begin();
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it != varexobs.end(); it++, ic++)
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output << "options_.varexobs(" << ic << ") = {'" << getName(*it) << "'};" << endl;
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output << "options_.varexobs_id = [ ";
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for (vector<int>::const_iterator it = varexobs.begin();
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it != varexobs.end(); it++)
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output << getTypeSpecificID(*it)+1 << " ";
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output << " ];" << endl;
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}
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}
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void
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SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
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{
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if (!frozen)
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throw NotYetFrozenException();
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output << endl
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<< "int exo_nbr = " << exo_nbr() << ";" << endl;
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if (exo_nbr() > 0)
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{
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output << "char *exo_names[" << exo_nbr() << "];" << endl;
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for (int id = 0; id < exo_nbr(); id++)
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output << "exo_names[" << id << "] = \"" << getName(exo_ids[id]) << "\";" << endl;
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}
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output << endl
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<< "int exo_det_nbr = " << exo_det_nbr() << ";" << endl;
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if (exo_det_nbr() > 0)
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{
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output << "char *exo_det_names[" << exo_det_nbr() << "];" << endl;
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for (int id = 0; id < exo_det_nbr(); id++)
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output << "exo_det_names[" << id << "] = \"" << getName(exo_det_ids[id]) << "\";" << endl;
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}
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output << endl
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<< "int endo_nbr = " << endo_nbr() << ";" << endl;
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if (endo_nbr() > 0)
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{
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output << "char *endo_names[" << endo_nbr() << "];" << endl;
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for (int id = 0; id < endo_nbr(); id++)
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output << "endo_names[" << id << "] = \"" << getName(endo_ids[id]) << "\";" << endl;
|
|
}
|
|
|
|
output << endl
|
|
<< "int param_nbr = " << param_nbr() << ";" << endl;
|
|
if (param_nbr() > 0)
|
|
{
|
|
output << "char *param_names[" << param_nbr() << "];" << endl;
|
|
for (int id = 0; id < param_nbr(); id++)
|
|
output << "param_names[" << id << "] = \"" << getName(param_ids[id]) << "\";" << endl;
|
|
}
|
|
|
|
// Write the auxiliary variable table
|
|
output << "int aux_var_nbr = " << aux_vars.size() << ";" << endl;
|
|
if (aux_vars.size() > 0)
|
|
{
|
|
output << "struct aux_vars_t *av[" << aux_vars.size() << "];" << endl;
|
|
for (int i = 0; i < (int) aux_vars.size(); i++)
|
|
{
|
|
output << "av[" << i << "].endo_index = " << getTypeSpecificID(aux_vars[i].get_symb_id()) << ";" << endl
|
|
<< "av[" << i << "].type = " << aux_vars[i].get_type() << ";" << endl;
|
|
switch (aux_vars[i].get_type())
|
|
{
|
|
case avEndoLead:
|
|
case avExoLead:
|
|
case avExpectation:
|
|
case avMultiplier:
|
|
case avDiffForward:
|
|
break;
|
|
case avEndoLag:
|
|
case avExoLag:
|
|
output << "av[" << i << "].orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) << ";" << endl
|
|
<< "av[" << i << "].orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
output << "int predeterminedNbr = " << predeterminedNbr() << ";" << endl;
|
|
if (predeterminedNbr() > 0)
|
|
{
|
|
output << "int predetermined_variables[" << predeterminedNbr() << "] = {";
|
|
for (set<int>::const_iterator it = predetermined_variables.begin();
|
|
it != predetermined_variables.end(); it++)
|
|
{
|
|
if ( it != predetermined_variables.begin() )
|
|
output << ",";
|
|
output << getTypeSpecificID(*it);
|
|
}
|
|
output << "};" << endl;
|
|
}
|
|
|
|
output << "int observedVariablesNbr = " << observedVariablesNbr() << ";" << endl;
|
|
if (observedVariablesNbr() > 0)
|
|
{
|
|
output << "int varobs[" << observedVariablesNbr() << "] = {";
|
|
for (vector<int>::const_iterator it = varobs.begin();
|
|
it != varobs.end(); it++)
|
|
{
|
|
if ( it != varobs.begin() )
|
|
output << ",";
|
|
output << getTypeSpecificID(*it);
|
|
}
|
|
output << "};" << endl;
|
|
}
|
|
|
|
output << "int observedExogenousVariablesNbr = " << observedExogenousVariablesNbr() << ";" << endl;
|
|
if (observedExogenousVariablesNbr() > 0)
|
|
{
|
|
output << "int varexobs[" << observedExogenousVariablesNbr() << "] = {";
|
|
for (vector<int>::const_iterator it = varexobs.begin();
|
|
it != varexobs.end(); it++)
|
|
{
|
|
if ( it != varexobs.begin() )
|
|
output << ",";
|
|
output << getTypeSpecificID(*it);
|
|
}
|
|
output << "};" << endl;
|
|
}
|
|
}
|
|
|
|
void
|
|
SymbolTable::writeCCOutput(ostream &output) const throw (NotYetFrozenException)
|
|
{
|
|
if (!frozen)
|
|
throw NotYetFrozenException();
|
|
|
|
output << endl
|
|
<< "exo_nbr = " << exo_nbr() << ";" << endl;
|
|
for (int id = 0; id < exo_nbr(); id++)
|
|
output << "exo_names[\"" << getName(exo_ids[id]) << "\"] = " << id << ";" << endl;
|
|
|
|
output << endl
|
|
<< "exo_det_nbr = " << exo_det_nbr() << ";" << endl;
|
|
for (int id = 0; id < exo_det_nbr(); id++)
|
|
output << "exo_det_names[\"" << getName(exo_det_ids[id]) << "\"] = " << id << " ;" << endl;
|
|
|
|
output << endl
|
|
<< "endo_nbr = " << endo_nbr() << ";" << endl;
|
|
for (int id = 0; id < endo_nbr(); id++)
|
|
output << "endo_names[\"" << getName(endo_ids[id]) << "\"] = " << id << ";" << endl;
|
|
|
|
output << endl
|
|
<< "param_nbr = " << param_nbr() << ";" << endl;
|
|
for (int id = 0; id < param_nbr(); id++)
|
|
output << "param_names[\"" << getName(param_ids[id]) << "\"] = " << id << ";" << endl;
|
|
|
|
// Write the auxiliary variable table
|
|
for (int i = 0; i < (int) aux_vars.size(); i++)
|
|
{
|
|
output << "aux_vars_t av" << i << ";" << endl;
|
|
output << "av" << i << ".endo_index = " << getTypeSpecificID(aux_vars[i].get_symb_id()) << ";" << endl
|
|
<< "av" << i << ".type = " << aux_vars[i].get_type() << ";" << endl;
|
|
switch (aux_vars[i].get_type())
|
|
{
|
|
case avEndoLead:
|
|
case avExoLead:
|
|
case avExpectation:
|
|
case avMultiplier:
|
|
case avDiffForward:
|
|
break;
|
|
case avEndoLag:
|
|
case avExoLag:
|
|
output << "av" << i << ".orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) << ";" << endl
|
|
<< "av" << i << ".orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
|
|
break;
|
|
}
|
|
output << "aux_vars.push_back(" << "av" << i << ");" << endl;
|
|
}
|
|
|
|
for (set<int>::const_iterator it = predetermined_variables.begin();
|
|
it != predetermined_variables.end(); it++)
|
|
output << "predetermined_variables.push_back(" << getTypeSpecificID(*it) << ");" << endl;
|
|
|
|
for (vector<int>::const_iterator it = varobs.begin();
|
|
it != varobs.end(); it++)
|
|
output << "varobs.push_back(" << getTypeSpecificID(*it) << ");" << endl;
|
|
|
|
for (vector<int>::const_iterator it = varexobs.begin();
|
|
it != varexobs.end(); it++)
|
|
output << "varexobs.push_back(" << getTypeSpecificID(*it) << ");" << endl;
|
|
}
|
|
|
|
int
|
|
SymbolTable::addLeadAuxiliaryVarInternal(bool endo, int index, expr_t expr_arg) throw (FrozenException)
|
|
{
|
|
ostringstream varname;
|
|
if (endo)
|
|
varname << "AUX_ENDO_LEAD_";
|
|
else
|
|
varname << "AUX_EXO_LEAD_";
|
|
varname << index;
|
|
int symb_id;
|
|
try
|
|
{
|
|
symb_id = addSymbol(varname.str(), eEndogenous);
|
|
}
|
|
catch (AlreadyDeclaredException &e)
|
|
{
|
|
cerr << "ERROR: you should rename your variable called " << varname.str() << ", this name is internally used by Dynare" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
aux_vars.push_back(AuxVarInfo(symb_id, (endo ? avEndoLead : avExoLead), 0, 0, 0, 0, expr_arg));
|
|
|
|
return symb_id;
|
|
}
|
|
|
|
int
|
|
SymbolTable::addLagAuxiliaryVarInternal(bool endo, int orig_symb_id, int orig_lead_lag, expr_t expr_arg) throw (FrozenException)
|
|
{
|
|
ostringstream varname;
|
|
if (endo)
|
|
varname << "AUX_ENDO_LAG_";
|
|
else
|
|
varname << "AUX_EXO_LAG_";
|
|
varname << orig_symb_id << "_" << -orig_lead_lag;
|
|
|
|
int symb_id;
|
|
try
|
|
{
|
|
symb_id = addSymbol(varname.str(), eEndogenous);
|
|
}
|
|
catch (AlreadyDeclaredException &e)
|
|
{
|
|
cerr << "ERROR: you should rename your variable called " << varname.str() << ", this name is internally used by Dynare" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
aux_vars.push_back(AuxVarInfo(symb_id, (endo ? avEndoLag : avExoLag), orig_symb_id, orig_lead_lag, 0, 0, expr_arg));
|
|
|
|
return symb_id;
|
|
}
|
|
|
|
int
|
|
SymbolTable::addEndoLeadAuxiliaryVar(int index, expr_t expr_arg) throw (FrozenException)
|
|
{
|
|
return addLeadAuxiliaryVarInternal(true, index, expr_arg);
|
|
}
|
|
|
|
int
|
|
SymbolTable::addEndoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) throw (FrozenException)
|
|
{
|
|
return addLagAuxiliaryVarInternal(true, orig_symb_id, orig_lead_lag, expr_arg);
|
|
}
|
|
|
|
int
|
|
SymbolTable::addExoLeadAuxiliaryVar(int index, expr_t expr_arg) throw (FrozenException)
|
|
{
|
|
return addLeadAuxiliaryVarInternal(false, index, expr_arg);
|
|
}
|
|
|
|
int
|
|
SymbolTable::addExoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) throw (FrozenException)
|
|
{
|
|
return addLagAuxiliaryVarInternal(false, orig_symb_id, orig_lead_lag, expr_arg);
|
|
}
|
|
|
|
int
|
|
SymbolTable::addExpectationAuxiliaryVar(int information_set, int index, expr_t expr_arg) throw (FrozenException)
|
|
{
|
|
ostringstream varname;
|
|
int symb_id;
|
|
|
|
varname << "AUX_EXPECT_" << (information_set < 0 ? "LAG" : "LEAD") << "_"
|
|
<< abs(information_set) << "_" << index;
|
|
|
|
try
|
|
{
|
|
symb_id = addSymbol(varname.str(), eEndogenous);
|
|
}
|
|
catch (AlreadyDeclaredException &e)
|
|
{
|
|
cerr << "ERROR: you should rename your variable called " << varname.str() << ", this name is internally used by Dynare" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
aux_vars.push_back(AuxVarInfo(symb_id, avExpectation, 0, 0, 0, information_set, expr_arg));
|
|
|
|
return symb_id;
|
|
}
|
|
|
|
int
|
|
SymbolTable::addMultiplierAuxiliaryVar(int index) throw (FrozenException)
|
|
{
|
|
ostringstream varname;
|
|
int symb_id;
|
|
varname << "MULT_" << index+1;
|
|
|
|
try
|
|
{
|
|
symb_id = addSymbol(varname.str(), eEndogenous);
|
|
}
|
|
catch (AlreadyDeclaredException &e)
|
|
{
|
|
cerr << "ERROR: you should rename your variable called " << varname.str() << ", this name is internally used by Dynare" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
aux_vars.push_back(AuxVarInfo(symb_id, avMultiplier, 0, 0, index, 0, NULL));
|
|
return symb_id;
|
|
}
|
|
|
|
int
|
|
SymbolTable::addDiffForwardAuxiliaryVar(int orig_symb_id, expr_t expr_arg) throw (FrozenException)
|
|
{
|
|
ostringstream varname;
|
|
int symb_id;
|
|
varname << "AUX_DIFF_FWRD_" << orig_symb_id+1;
|
|
|
|
try
|
|
{
|
|
symb_id = addSymbol(varname.str(), eEndogenous);
|
|
}
|
|
catch (AlreadyDeclaredException &e)
|
|
{
|
|
cerr << "ERROR: you should rename your variable called " << varname.str() << ", this name is internally used by Dynare" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
aux_vars.push_back(AuxVarInfo(symb_id, avDiffForward, orig_symb_id, 0, 0, 0, expr_arg));
|
|
return symb_id;
|
|
}
|
|
|
|
int
|
|
SymbolTable::searchAuxiliaryVars(int orig_symb_id, int orig_lead_lag) const throw (SearchFailedException)
|
|
{
|
|
for (size_t i = 0; i < aux_vars.size(); i++)
|
|
if ((aux_vars[i].get_type() == avEndoLag || aux_vars[i].get_type() == avExoLag)
|
|
&& aux_vars[i].get_orig_symb_id() == orig_symb_id && aux_vars[i].get_orig_lead_lag() == orig_lead_lag)
|
|
return aux_vars[i].get_symb_id();
|
|
throw SearchFailedException(orig_symb_id, orig_lead_lag);
|
|
}
|
|
|
|
expr_t
|
|
SymbolTable::getAuxiliaryVarsExprNode(int symb_id) const throw (SearchFailedException)
|
|
// throw exception if it is a Lagrange multiplier
|
|
{
|
|
for (size_t i = 0; i < aux_vars.size(); i++)
|
|
if (aux_vars[i].get_symb_id() == symb_id)
|
|
{
|
|
expr_t expr_node = aux_vars[i].get_expr_node();
|
|
if (expr_node != NULL)
|
|
return expr_node;
|
|
else
|
|
throw SearchFailedException(symb_id);
|
|
}
|
|
throw SearchFailedException(symb_id);
|
|
}
|
|
|
|
void
|
|
SymbolTable::markPredetermined(int symb_id) throw (UnknownSymbolIDException, FrozenException)
|
|
{
|
|
if (symb_id < 0 || symb_id >= size)
|
|
throw UnknownSymbolIDException(symb_id);
|
|
if (frozen)
|
|
throw FrozenException();
|
|
|
|
assert(getType(symb_id) == eEndogenous);
|
|
|
|
predetermined_variables.insert(symb_id);
|
|
}
|
|
|
|
bool
|
|
SymbolTable::isPredetermined(int symb_id) const throw (UnknownSymbolIDException)
|
|
{
|
|
if (symb_id < 0 || symb_id >= size)
|
|
throw UnknownSymbolIDException(symb_id);
|
|
|
|
return (predetermined_variables.find(symb_id) != predetermined_variables.end());
|
|
}
|
|
|
|
int
|
|
SymbolTable::predeterminedNbr() const
|
|
{
|
|
return (predetermined_variables.size());
|
|
}
|
|
|
|
void
|
|
SymbolTable::addObservedVariable(int symb_id) throw (UnknownSymbolIDException)
|
|
{
|
|
if (symb_id < 0 || symb_id >= size)
|
|
throw UnknownSymbolIDException(symb_id);
|
|
|
|
assert(getType(symb_id) == eEndogenous);
|
|
varobs.push_back(symb_id);
|
|
}
|
|
|
|
int
|
|
SymbolTable::observedVariablesNbr() const
|
|
{
|
|
return (int) varobs.size();
|
|
}
|
|
|
|
bool
|
|
SymbolTable::isObservedVariable(int symb_id) const
|
|
{
|
|
return (find(varobs.begin(), varobs.end(), symb_id) != varobs.end());
|
|
}
|
|
|
|
int
|
|
SymbolTable::getObservedVariableIndex(int symb_id) const
|
|
{
|
|
vector<int>::const_iterator it = find(varobs.begin(), varobs.end(), symb_id);
|
|
assert(it != varobs.end());
|
|
return (int) (it - varobs.begin());
|
|
}
|
|
|
|
void
|
|
SymbolTable::addObservedExogenousVariable(int symb_id) throw (UnknownSymbolIDException)
|
|
{
|
|
if (symb_id < 0 || symb_id >= size)
|
|
throw UnknownSymbolIDException(symb_id);
|
|
|
|
assert(getType(symb_id) != eEndogenous);
|
|
varexobs.push_back(symb_id);
|
|
}
|
|
|
|
int
|
|
SymbolTable::observedExogenousVariablesNbr() const
|
|
{
|
|
return (int) varexobs.size();
|
|
}
|
|
|
|
bool
|
|
SymbolTable::isObservedExogenousVariable(int symb_id) const
|
|
{
|
|
return (find(varexobs.begin(), varexobs.end(), symb_id) != varexobs.end());
|
|
}
|
|
|
|
int
|
|
SymbolTable::getObservedExogenousVariableIndex(int symb_id) const
|
|
{
|
|
vector<int>::const_iterator it = find(varexobs.begin(), varexobs.end(), symb_id);
|
|
assert(it != varexobs.end());
|
|
return (int) (it - varexobs.begin());
|
|
}
|
|
|
|
vector <int>
|
|
SymbolTable::getTrendVarIds() const
|
|
{
|
|
vector <int> trendVars;
|
|
for (symbol_table_type::const_iterator it = symbol_table.begin();
|
|
it != symbol_table.end(); it++)
|
|
if (getType(it->second) == eTrend || getType(it->second) == eLogTrend)
|
|
trendVars.push_back(it->second);
|
|
return trendVars;
|
|
}
|
|
|
|
set<int>
|
|
SymbolTable::getExogenous() const
|
|
{
|
|
set <int> exogs;
|
|
for (symbol_table_type::const_iterator it = symbol_table.begin();
|
|
it != symbol_table.end(); it++)
|
|
if (getType(it->second) == eExogenous)
|
|
exogs.insert(it->second);
|
|
return exogs;
|
|
}
|
|
|
|
set<int>
|
|
SymbolTable::getEndogenous() const
|
|
{
|
|
set <int> endogs;
|
|
for (symbol_table_type::const_iterator it = symbol_table.begin();
|
|
it != symbol_table.end(); it++)
|
|
if (getType(it->second) == eEndogenous)
|
|
endogs.insert(it->second);
|
|
return endogs;
|
|
}
|
|
|
|
bool
|
|
SymbolTable::isAuxiliaryVariable(int symb_id) const
|
|
{
|
|
for (int i = 0; i < (int) aux_vars.size(); i++)
|
|
if (aux_vars[i].get_symb_id() == symb_id)
|
|
return true;
|
|
return false;
|
|
}
|
|
|
|
bool
|
|
SymbolTable::isAuxiliaryVariableButNotMultiplier(int symb_id) const
|
|
{
|
|
for (int i = 0; i < (int) aux_vars.size(); i++)
|
|
if (aux_vars[i].get_symb_id() == symb_id && aux_vars[i].get_type() != avMultiplier)
|
|
return true;
|
|
return false;
|
|
}
|
|
|
|
set<int>
|
|
SymbolTable::getOrigEndogenous() const
|
|
{
|
|
set <int> origendogs;
|
|
for (symbol_table_type::const_iterator it = symbol_table.begin();
|
|
it != symbol_table.end(); it++)
|
|
if (getType(it->second) == eEndogenous && !isAuxiliaryVariable(it->second))
|
|
origendogs.insert(it->second);
|
|
return origendogs;
|
|
}
|
|
|
|
void
|
|
SymbolTable::writeJuliaOutput(ostream &output) const throw (NotYetFrozenException)
|
|
{
|
|
if (!frozen)
|
|
throw NotYetFrozenException();
|
|
|
|
output << "# Endogenous Variables" << endl
|
|
<< "model_.endo = [" << endl;
|
|
if (endo_nbr() > 0)
|
|
for (int id = 0; id < endo_nbr(); id++)
|
|
output << " DynareModel.Endo(\""
|
|
<< getName(endo_ids[id]) << "\", \""
|
|
<< getTeXName(endo_ids[id]) << "\", \""
|
|
<< getLongName(endo_ids[id]) << "\")" << endl;
|
|
output << " ]" << endl;
|
|
|
|
output << "# Exogenous Variables" << endl
|
|
<< "model_.exo = [" << endl;
|
|
if (exo_nbr() > 0)
|
|
for (int id = 0; id < exo_nbr(); id++)
|
|
output << " DynareModel.Exo(\""
|
|
<< getName(exo_ids[id]) << "\", \""
|
|
<< getTeXName(exo_ids[id]) << "\", \""
|
|
<< getLongName(exo_ids[id]) << "\")" << endl;
|
|
output << " ]" << endl;
|
|
|
|
if (exo_det_nbr() > 0)
|
|
{
|
|
output << "# Exogenous Deterministic Variables" << endl
|
|
<< "model_.exo_det = [" << endl;
|
|
if (exo_det_nbr() > 0)
|
|
for (int id = 0; id < exo_det_nbr(); id++)
|
|
output << " DynareModel.ExoDet(\""
|
|
<< getName(exo_det_ids[id]) << "\", \""
|
|
<< getTeXName(exo_det_ids[id]) << "\", \""
|
|
<< getLongName(exo_det_ids[id]) << "\")" << endl;
|
|
output << " ]" << endl;
|
|
}
|
|
|
|
output << "# Parameters" << endl
|
|
<< "model_.param = [" << endl;
|
|
if (param_nbr() > 0)
|
|
for (int id = 0; id < param_nbr(); id++)
|
|
output << " DynareModel.Param(\""
|
|
<< getName(param_ids[id]) << "\", \""
|
|
<< getTeXName(param_ids[id]) << "\", \""
|
|
<< getLongName(param_ids[id]) << "\")" << endl;
|
|
output << " ]" << endl;
|
|
|
|
output << "model_.orig_endo_nbr = " << orig_endo_nbr() << endl;
|
|
|
|
if (aux_vars.size() > 0)
|
|
{
|
|
output << "# Auxiliary Variables" << endl
|
|
<< "model_.aux_vars = [" << endl;
|
|
for (int i = 0; i < (int) aux_vars.size(); i++)
|
|
{
|
|
output << " DynareModel.AuxVars("
|
|
<< getTypeSpecificID(aux_vars[i].get_symb_id()) + 1 << ", "
|
|
<< aux_vars[i].get_type() << ", ";
|
|
switch (aux_vars[i].get_type())
|
|
{
|
|
case avEndoLead:
|
|
case avExoLead:
|
|
break;
|
|
case avEndoLag:
|
|
case avExoLag:
|
|
output << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) + 1 << ", "
|
|
<< aux_vars[i].get_orig_lead_lag() << ", NaN, NaN";
|
|
break;
|
|
case avMultiplier:
|
|
output << "NaN, NaN, " << aux_vars[i].get_equation_number_for_multiplier() + 1
|
|
<< ", NaN";
|
|
break;
|
|
case avDiffForward:
|
|
output << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1 << ", NaN, ";
|
|
break;
|
|
case avExpectation:
|
|
output << "NaN, NaN, NaN, \"\\mathbb{E}_{t"
|
|
<< (aux_vars[i].get_information_set() < 0 ? "" : "+")
|
|
<< aux_vars[i].get_information_set() << "}(";
|
|
aux_vars[i].get_expr_node()->writeOutput(output, oLatexDynamicModel);
|
|
output << ")\"";
|
|
break;
|
|
}
|
|
output << ")" << endl;
|
|
}
|
|
output << "]" << endl;
|
|
}
|
|
|
|
if (predeterminedNbr() > 0)
|
|
{
|
|
output << "# Predetermined Variables" << endl
|
|
<< "model_.pred_vars = [ " << endl;
|
|
for (set<int>::const_iterator it = predetermined_variables.begin();
|
|
it != predetermined_variables.end(); it++)
|
|
output << " DynareModel.PredVars("
|
|
<< getTypeSpecificID(*it)+1 << ")" << endl;
|
|
output << " ]" << endl;
|
|
}
|
|
|
|
if (observedVariablesNbr() > 0)
|
|
{
|
|
output << "# Observed Variables" << endl
|
|
<< "options_.obs_vars = [" << endl;
|
|
for (vector<int>::const_iterator it = varobs.begin();
|
|
it != varobs.end(); it++)
|
|
output << " DynareModel.ObsVars("
|
|
<< getTypeSpecificID(*it)+1 << ")" << endl;
|
|
output << " ]" << endl;
|
|
}
|
|
}
|