pac_expectation: modify syntax
Houtan Bastani
parent
544eb615d0
commit
59ffefd1ce
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@ -521,13 +521,14 @@ DataTree::AddVarExpectation(const int symb_id, const int forecast_horizon, const
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}
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expr_t
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DataTree::AddPacExpectation(const string &model_name, const expr_t discount, const expr_t growth)
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DataTree::AddPacExpectation(const string &model_name, const int discount_id, const int growth_id)
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{
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pac_expectation_node_map_t::iterator it = pac_expectation_node_map.find(make_pair(model_name, make_pair(discount, growth)));
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pac_expectation_node_map_t::iterator it =
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pac_expectation_node_map.find(make_pair(model_name, make_pair(discount_id, growth_id)));
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if (it != pac_expectation_node_map.end())
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return it->second;
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return new PacExpectationNode(*this, model_name, discount, growth);
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cout << "addpacexp " << model_name << endl;
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return new PacExpectationNode(*this, model_name, discount_id, growth_id);
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}
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expr_t
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@ -82,7 +82,7 @@ protected:
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var_expectation_node_map_t var_expectation_node_map;
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// (model_name, (discount, growth)) -> PacExpectationNode
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typedef map<pair<string, pair<expr_t, expr_t> >, PacExpectationNode *> pac_expectation_node_map_t;
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typedef map<pair<string, pair<int, int> >, PacExpectationNode *> pac_expectation_node_map_t;
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pac_expectation_node_map_t pac_expectation_node_map;
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// ((arguments, deriv_idx), symb_id) -> FirstDerivExternalFunctionNode
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@ -232,7 +232,7 @@ public:
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//! Adds "var_expectation(arg1, arg2, model_name=arg3)" to model tree
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expr_t AddVarExpectation(const int symb_id, const int forecast_horizon, const string &model_name);
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//! Adds pac_expectation command to model tree
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expr_t AddPacExpectation(const string &model_name, expr_t discount, expr_t growth);
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expr_t AddPacExpectation(const string &model_name, const int discount_id, const int growth_id);
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//! Adds a model local variable with its value
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void AddLocalVariable(int symb_id, expr_t value) throw (LocalVariableException);
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//! Adds an external function node
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@ -908,8 +908,8 @@ hand_side : '(' hand_side ')'
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{ $$ = driver.add_var_expectation($3, new string("1"), $7); }
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| VAR_EXPECTATION '(' symbol COMMA INT_NUMBER COMMA MODEL_NAME EQUAL NAME ')'
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{ $$ = driver.add_var_expectation($3, $5, $9); }
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| PAC_EXPECTATION '(' MODEL_NAME EQUAL NAME COMMA DISCOUNT EQUAL hand_side COMMA GROWTH EQUAL hand_side')'
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{ $$ = driver.add_pac_expectation($5, $9, $13); }
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| PAC_EXPECTATION '(' pac_expectation_options_list ')'
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{ $$ = driver.add_pac_expectation(); }
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| MINUS hand_side %prec UMINUS
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{ $$ = driver.add_uminus($2); }
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| PLUS hand_side
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@ -968,6 +968,19 @@ hand_side : '(' hand_side ')'
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{ $$ = driver.add_steady_state($3); }
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;
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pac_expectation_options_list : pac_expectation_options_list COMMA pac_expectation_options
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| pac_expectation_options
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;
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pac_expectation_options : MODEL_NAME EQUAL QUOTED_STRING
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{ driver.add_pac_expectation_model_name($3); }
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| DISCOUNT EQUAL symbol
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{ driver.add_pac_expectation_discount($3); }
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| GROWTH EQUAL symbol
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{ driver.add_pac_expectation_growth($3); }
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;
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comma_hand_side : hand_side
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{ driver.add_external_function_arg($1); }
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| comma_hand_side COMMA hand_side
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45
ExprNode.cc
45
ExprNode.cc
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@ -7156,16 +7156,16 @@ VarExpectationNode::writeJsonOutput(ostream &output,
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PacExpectationNode::PacExpectationNode(DataTree &datatree_arg,
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const string &model_name_arg,
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const expr_t discount_arg,
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const expr_t growth_arg) :
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const int discount_symb_id_arg,
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const int growth_symb_id_arg) :
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ExprNode(datatree_arg),
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model_name(model_name_arg),
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discount(discount_arg),
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growth(growth_arg),
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discount_symb_id(discount_symb_id_arg),
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growth_symb_id(growth_symb_id_arg),
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stationary_vars_present(true),
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nonstationary_vars_present(true)
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{
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datatree.pac_expectation_node_map[make_pair(model_name, make_pair(discount, growth))] = this;
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datatree.pac_expectation_node_map[make_pair(model_name, make_pair(discount_symb_id, growth_symb_id))] = this;
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}
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void
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@ -7193,13 +7193,15 @@ PacExpectationNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
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expr_t
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PacExpectationNode::toStatic(DataTree &static_datatree) const
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{
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return static_datatree.AddPacExpectation(model_name, discount, growth);
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cout << "toStatic " << model_name << endl;
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return static_datatree.AddPacExpectation(string(model_name), discount_symb_id, growth_symb_id);
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}
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expr_t
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PacExpectationNode::cloneDynamic(DataTree &dynamic_datatree) const
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{
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return dynamic_datatree.AddPacExpectation(model_name, discount, growth);
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cout << "cloneDynamic " << model_name << endl;
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return dynamic_datatree.AddPacExpectation(string(model_name), discount_symb_id, growth_symb_id);
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}
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void
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@ -7211,20 +7213,16 @@ PacExpectationNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
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if (IS_LATEX(output_type))
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{
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output << "PAC_EXPECTATION" << LEFT_PAR(output_type) << model_name << ", ";
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discount->writeOutput(output, output_type, temporary_terms, tef_terms);
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output << ", ";
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growth->writeOutput(output, output_type, temporary_terms, tef_terms);
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output << "PAC_EXPECTATION" << LEFT_PAR(output_type) << model_name << ", "
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<< discount_symb_id << ", " << growth_symb_id;
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output << RIGHT_PAR(output_type);
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return;
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}
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output << "M_.pac_expectation." << model_name << ".discount = ";
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discount->writeOutput(output, oMatlabOutsideModel, temporary_terms, tef_terms);
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output << ";" << endl
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<< "M_.pac_expectation." << model_name << ".growth = ";
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growth->writeOutput(output, oMatlabOutsideModel, temporary_terms, tef_terms);
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output << ";" << endl
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output << "M_.pac_expectation." << model_name << ".discount_param_index = "
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<< datatree.symbol_table.getTypeSpecificID(discount_symb_id) + 1 << ";" << endl
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<< "M_.pac_expectation." << model_name << ".growth_name = '"
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<< datatree.symbol_table.getName(growth_symb_id) << "';" << endl
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<< "M_.pac_expectation." << model_name << ".growth_neutrality_param_index = "
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<< datatree.symbol_table.getTypeSpecificID(growth_param_index) + 1 << ";" << endl
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<< "M_.pac_expectation." << model_name << ".h0_param_indices = [";
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@ -7484,11 +7482,9 @@ PacExpectationNode::writeJsonOutput(ostream &output,
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{
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output << "pac_expectation("
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<< ", model_name = " << model_name
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<< ", ";
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discount->writeJsonOutput(output, temporary_terms, tef_terms, isdynamic);
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output << ", ";
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growth->writeJsonOutput(output, temporary_terms, tef_terms, isdynamic);
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output << ")";
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<< ", " << discount_symb_id
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<< ", " << growth_symb_id
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<< ")";
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}
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void
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@ -7603,11 +7599,12 @@ PacExpectationNode::substitutePacExpectation(map<const PacExpectationNode *, con
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datatree.AddVariable(*it1, it->first)));
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}
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growth_param_index = datatree.symbol_table.addSymbol(model_name + "_pac_growth_neutrality_correction",
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growth_param_index = datatree.symbol_table.addSymbol(model_name +
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"_pac_growth_neutrality_correction",
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eParameter);
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subExpr = datatree.AddPlus(subExpr,
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datatree.AddTimes(datatree.AddVariable(growth_param_index),
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growth));
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datatree.AddVariable(growth_symb_id)));
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subst_table[const_cast<PacExpectationNode *>(this)] = dynamic_cast<BinaryOpNode *>(subExpr);
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@ -1234,14 +1234,15 @@ public:
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class PacExpectationNode : public ExprNode
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{
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private:
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const string &model_name;
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const expr_t discount, growth;
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const string model_name;
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const int discount_symb_id, growth_symb_id;
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bool stationary_vars_present, nonstationary_vars_present;
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map<int, set<int > > z_vec; // lag -> set< symb_id > (all vars that appear at a given lag)
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vector<int> h0_indices, h1_indices;
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int growth_param_index;
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public:
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PacExpectationNode(DataTree &datatree_arg, const string &model_name, const expr_t discount_arg, const expr_t growth_arg);
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PacExpectationNode(DataTree &datatree_arg, const string &model_name,
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const int discount_arg, const int growth_arg);
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virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
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map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
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bool is_matlab, NodeTreeReference tr) const;
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@ -2673,9 +2673,62 @@ ParsingDriver::add_var_expectation(string *arg1, string *arg2, string *arg3)
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}
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expr_t
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ParsingDriver::add_pac_expectation(string *model_name, expr_t discount, expr_t growth)
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ParsingDriver::add_pac_expectation()
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{
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return data_tree->AddPacExpectation(*model_name, discount, growth);
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if (pac_expectation_model_name.empty())
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error("pac_expectation: you must pass the model_name option");
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if (pac_expectation_discount.empty())
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error("pac_expectation: you must pass the discount option");
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if (pac_expectation_growth.empty())
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error("pac_expectation: you must pass the growth option");
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int pac_expectation_discount_id =
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mod_file->symbol_table.getID(pac_expectation_discount);
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int pac_expectation_growth_id =
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mod_file->symbol_table.getID(pac_expectation_growth);
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expr_t pac_exp_node = data_tree->AddPacExpectation(pac_expectation_model_name,
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pac_expectation_discount_id,
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pac_expectation_growth_id);
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pac_expectation_model_name = pac_expectation_discount = pac_expectation_growth = "";
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return pac_exp_node;
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}
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void
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ParsingDriver::add_pac_expectation_model_name(string *arg)
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{
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if (!pac_expectation_model_name.empty())
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error("pac_expectation: you can only pass the model_name option once");
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pac_expectation_model_name = *arg;
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delete arg;
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}
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void
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ParsingDriver::add_pac_expectation_discount(string *arg)
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{
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if (!pac_expectation_discount.empty())
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error("pac_expectation: you can only pass the discount option once");
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check_symbol_is_parameter(arg);
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pac_expectation_discount = *arg;
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delete arg;
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}
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void
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ParsingDriver::add_pac_expectation_growth(string *arg)
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{
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if (!pac_expectation_growth.empty())
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error("pac_expectation: you can only pass the growth option once");
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check_symbol_existence(*arg);
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SymbolType type = mod_file->symbol_table.getType(mod_file->symbol_table.getID(*arg));
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if (type != eParameter && type != eEndogenous)
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error("pac_expectation growth argument must either be a parameter or an endogenous variable.");
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pac_expectation_growth = *arg;
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delete arg;
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}
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expr_t
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@ -251,6 +251,10 @@ private:
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//! Used by VAR restrictions
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void clear_VAR_storage();
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//! Used by pac_expectation
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string pac_expectation_model_name, pac_expectation_discount, pac_expectation_growth;
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public:
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ParsingDriver(WarningConsolidation &warnings_arg, bool nostrict_arg) : warnings(warnings_arg), nostrict(nostrict_arg), model_error_encountered(false)
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{
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@ -687,7 +691,11 @@ public:
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//! Writes token "VAR_EXPECTATION(arg1, arg2, arg3)" to model tree
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expr_t add_var_expectation(string *arg1, string *arg2, string *arg3);
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//! Writes token "PAC_EXPECTATION(model_name, discount, growth)" to model tree
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expr_t add_pac_expectation(string *model_name, expr_t discount, expr_t growth);
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expr_t add_pac_expectation();
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//! Adds arguments for pac_expectation
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void add_pac_expectation_model_name(string *arg);
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void add_pac_expectation_discount(string *arg);
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void add_pac_expectation_growth(string *arg);
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//! Writes token "diff(arg1)" to model tree
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expr_t add_diff(expr_t arg1);
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//! Writes token "adl(arg1, lag)" to model tree
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