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ms-dsge: write C output 

Conflicts:
	preprocessor/ComputingTasks.cc
	preprocessor/ComputingTasks.hh
issue#70
Houtan Bastani 2013-08-06 15:29:11 -04:00 committed by Michel Juillard
parent fa50201348
commit 1424f34eed
3 changed files with 233 additions and 4 deletions
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204
ComputingTasks.cc
View File

@ -1652,6 +1652,57 @@ MarkovSwitchingStatement::writeOutput(ostream &output, const string &basename) c
<< itR->first.second << ", " << itR->second << "]};" << endl;
}
void
MarkovSwitchingStatement::writeCOutput(ostream &output, const string &basename)
{
output << endl;
OptionsList::num_options_t::const_iterator it =
options_list.num_options.find("ms.chain");
assert(it != options_list.num_options.end());
output << "chain = " << it->second << ";" << endl;
it = options_list.num_options.find("ms.number_of_regimes");
assert(it != options_list.num_options.end());
output << "number_of_regimes = " << it->second << ";" << endl;
it = options_list.num_options.find("ms.number_of_lags");
if (it != options_list.num_options.end())
output << "number_of_lags = " << it->second << ";" << endl
<< "number_of_lags_was_passed = true;" << endl;
else
output << "number_of_lags_was_passed = false;" << endl;
it = options_list.num_options.find("ms.duration");
assert(it != options_list.num_options.end());
output << "duration.clear();" << endl;
using namespace boost;
vector<string> tokenizedDomain;
split(tokenizedDomain, it->second, is_any_of("[ ]"), token_compress_on);
for (vector<string>::iterator itvs = tokenizedDomain.begin();
itvs != tokenizedDomain.end(); itvs++ )
if (!itvs->empty())
output << "duration.push_back(" << *itvs << ");" << endl;
OptionsList::symbol_list_options_t::const_iterator itsl =
options_list.symbol_list_options.find("ms.parameters");
assert(itsl != options_list.symbol_list_options.end());
vector<string> parameters = itsl->second.get_symbols();
output << "parameters.clear();" << endl;
for (vector<string>::iterator itp = parameters.begin();
itp != parameters.end(); itp++ )
output << "parameters.push_back(param_names[\"" << *itp << "\"]);" << endl;
output << "restriction_map.clear();" << endl;
for (map <pair<int, int >, double >::iterator itrm = restriction_map.begin();
itrm != restriction_map.end(); itrm++)
output << "restriction_map[make_pair(" << itrm->first.first << ","
<< itrm->first.second << ")] = " << itrm->second << ";" << endl;
output << "msdsgeinfo->addMarkovSwitching(new MarkovSwitching(" << endl
<< " chain, number_of_regimes, number_of_lags, number_of_lags_was_passed, parameters, duration, restriction_map));" << endl;
}
SvarStatement::SvarStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
@ -1950,6 +2001,14 @@ BasicPriorStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
}
}
bool
BasicPriorStatement::is_structural_innovation(const SymbolType symb_type) const
{
if (symb_type == eExogenous || symb_type == eExogenousDet)
return true;
return false;
}
void
BasicPriorStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
@ -2007,6 +2066,73 @@ BasicPriorStatement::writePriorOutput(ostream &output, string &lhs_field, const
writeCommonOutput(output, lhs_field);
}
void
BasicPriorStatement::writeCVarianceOption(ostream &output) const
{
output << "variance = ";
if (variance)
variance->writeOutput(output);
else
output << "numeric_limits<double>::quiet_NaN()";
output << ";" << endl;
}
void
BasicPriorStatement::writeCDomain(ostream &output) const
{
output << "domain.clear();" << endl;
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);
for (vector<string>::iterator it = tokenizedDomain.begin();
it != tokenizedDomain.end(); it++ )
if (!it->empty())
output << "domain.push_back(" << *it << ");" << endl;
}
}
void
BasicPriorStatement::writeCOutputHelper(ostream &output, const string &field) const
{
OptionsList::num_options_t::const_iterator itn = options_list.num_options.find(field);
if (itn != options_list.num_options.end())
output << field << " = " << itn->second << ";" << endl;
else
output << field << " = " << "numeric_limits<double>::quiet_NaN();" << endl;
}
void
BasicPriorStatement::writeCShape(ostream &output) const
{
output << "shape = ";
switch (prior_shape)
{
case eBeta:
output << "\"beta\";" << endl;
break;
case eGamma:
output << "\"gamma\";" << endl;
break;
case eNormal:
output << "\"normal\";" << endl;
break;
case eInvGamma:
output << "\"inv_gamma\";" << endl;
break;
case eUniform:
output << "\"uniform\";" << endl;
break;
case eInvGamma2:
output << "\"inv_gamma2\";" << endl;
break;
case eNoShape:
assert(prior_shape != eNoShape);
}
}
PriorStatement::PriorStatement(const string &name_arg,
const string &subsample_name_arg,
const PriorDistributions &prior_shape_arg,
@ -2026,6 +2152,23 @@ PriorStatement::writeOutput(ostream &output, const string &basename) const
writePriorOutput(output, lhs_field, "");
}
void
PriorStatement::writeCOutput(ostream &output, const string &basename)
{
output << endl
<< "index = param_names[\""<< name << "\"];" << endl;
writeCShape(output);
writeCOutputHelper(output, "mean");
writeCOutputHelper(output, "mode");
writeCOutputHelper(output, "stdev");
writeCVarianceOption(output);
writeCDomain(output);
output << "msdsgeinfo->addPrior(new ModFilePrior(" << endl
<< " index, shape, mean, mode, stdev, variance, domain));" << endl;
}
StdPriorStatement::StdPriorStatement(const string &name_arg,
const string &subsample_name_arg,
const PriorDistributions &prior_shape_arg,
@ -2050,6 +2193,31 @@ StdPriorStatement::writeOutput(ostream &output, const string &basename) const
writePriorOutput(output, lhs_field, "");
}
void
StdPriorStatement::writeCOutput(ostream &output, const string &basename)
{
output << endl
<< "index = ";
if (is_structural_innovation(symbol_table.getType(name)))
output << "exo_names";
else
output << "endo_names";
output << "[\""<< name << "\"];" << endl;
writeCShape(output);
writeCOutputHelper(output, "mean");
writeCOutputHelper(output, "mode");
writeCOutputHelper(output, "stdev");
writeCVarianceOption(output);
writeCDomain(output);
if (is_structural_innovation(symbol_table.getType(name)))
output << "msdsgeinfo->addStructuralInnovationPrior(new ModFileStructuralInnovationPrior(";
else
output << "msdsgeinfo->addMeasurementErrorPrior(new ModFileMeasurementErrorPrior(";
output << endl << " index, shape, mean, mode, stdev, variance, domain));" << endl;
}
CorrPriorStatement::CorrPriorStatement(const string &name_arg1, const string &name_arg2,
const string &subsample_name_arg,
const PriorDistributions &prior_shape_arg,
@ -2111,6 +2279,42 @@ PriorEqualStatement::PriorEqualStatement(const string &to_declaration_type_arg,
{
}
void
CorrPriorStatement::writeCOutput(ostream &output, const string &basename)
{
output << endl
<< "index = ";
if (is_structural_innovation(symbol_table.getType(name)))
output << "exo_names";
else
output << "endo_names";
output << "[\""<< name << "\"];" << endl;
output << "index1 = ";
if (is_structural_innovation(symbol_table.getType(name1)))
output << "exo_names";
else
output << "endo_names";
output << "[\""<< name1 << "\"];" << endl;
writeCShape(output);
writeCOutputHelper(output, "mean");
writeCOutputHelper(output, "mode");
writeCOutputHelper(output, "stdev");
writeCVarianceOption(output);
writeCDomain(output);
if (is_structural_innovation(symbol_table.getType(name)))
output << "msdsgeinfo->addStructuralInnovationCorrPrior(new ModFileStructuralInnovationCorrPrior(";
else
output << "msdsgeinfo->addMeasurementErrorCorrPrior(new ModFileMeasurementErrorCorrPrior(";
output << endl <<" index, index1, shape, mean, mode, stdev, variance, domain));" << endl;
}
BasicOptionsStatement::~BasicOptionsStatement()
{
}
void
PriorEqualStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{

13
ComputingTasks.hh
View File

@ -571,6 +571,7 @@ public:
MarkovSwitchingStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename) const;
virtual void writeCOutput(ostream &output, const string &basename);
};
class SvarStatement : public Statement
@ -658,6 +659,15 @@ protected:
void writeCommonOutput(ostream &output, const string &lhs_field) const;
void writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const;
void writePriorOutput(ostream &output, string &lhs_field, const string &name2) const;
bool is_structural_innovation(const SymbolType symb_type) const;
void writePriorIndex(ostream &output, const string &lhs_field) const;
void writeVarianceOption(ostream &output, const string &lhs_field) const;
void writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const;
void writeShape(ostream &output, const string &lhs_field) const;
void writeCOutputHelper(ostream &output, const string &field) const;
void writeCShape(ostream &output) const;
void writeCVarianceOption(ostream &output) const;
void writeCDomain(ostream &output) const;
};
class PriorStatement : public BasicPriorStatement
@ -669,6 +679,7 @@ public:
const expr_t &variance_arg,
const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output, const string &basename) const;
virtual void writeCOutput(ostream &output, const string &basename);
};
class StdPriorStatement : public BasicPriorStatement
@ -683,6 +694,7 @@ public:
const OptionsList &options_list_arg,
const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output, const string &basename) const;
virtual void writeCOutput(ostream &output, const string &basename);
};
class CorrPriorStatement : public BasicPriorStatement
@ -727,6 +739,7 @@ public:
void get_base_name(const SymbolType symb_type, string &lhs_field) const;
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename) const;
virtual void writeCOutput(ostream &output, const string &basename);
};
class BasicOptionsStatement : public Statement

20
ModFile.cc
View File

@ -823,7 +823,7 @@ ModFile::writeCOutputFiles(const string &basename) const
statfile = basename + "_static_mex.c";
unlink(statfile.c_str());
string filename = "cdriver.cc";
string filename = "preprocessorOutput.cc";
unlink(filename.c_str());
ofstream mDriverCFile;
@ -839,12 +839,12 @@ ModFile::writeCOutputFiles(const string &basename) const
<< " *" << endl
<< " * Warning : this file is generated automatically by Dynare" << endl
<< " * from model file (.mod)" << endl
<< endl
<< " */" << endl
<< endl
<< "#include \"ms_dsge_c_driver.hh\"" << endl
<< endl
<< "int main()" << endl
<< "MsDsgeInfo *" << endl
<< "preprocessorOutput()" << endl
<< "{" << endl;
// Write basic info
@ -854,13 +854,25 @@ ModFile::writeCOutputFiles(const string &basename) const
mDriverCFile << "/*" << endl
<< " * Writing statements" << endl
<< " */" << endl;
<< " */" << endl
<< "/* prior args*/" << endl
<< "MsDsgeInfo *msdsgeinfo = new MsDsgeInfo(exo_names, exo_det_names, endo_names, param_names, params, aux_vars, predetermined_variables, varobs, lead_lag_incidence, NNZDerivatives);" << endl
<< "int index, index1;" << endl
<< "string shape;" << endl
<< "double mean, mode, stdev, variance;" << endl
<< "vector<double> domain;" << endl
<< "/* markov_switching args*/" << endl
<< "int chain, number_of_regimes, number_of_lags, number_of_lags_was_passed;" << endl
<< "vector<int> parameters;" << endl
<< "vector<double> duration;" << endl
<< "restriction_map_t restriction_map;" << endl << endl;
// Print statements
for (vector<Statement *>::const_iterator it = statements.begin();
it != statements.end(); it++)
(*it)->writeCOutput(mDriverCFile, basename);
mDriverCFile << "return msdsgeinfo;" << endl;
mDriverCFile << "}" << endl;
mDriverCFile.close();