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Merge branch 'master' into temporary_terms_array

issue#70
Houtan Bastani 2018-05-18 16:40:12 +02:00
parent 38fc19f9d3 dd8b05e2f0
commit 732a317030
17 changed files with 1232 additions and 372 deletions
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2
license.txt
View File

@ -9,7 +9,7 @@ Upstream-Contact: Dynare Team, whose members in 2018 are:
Ferhat Mihoubi <fmihoubi@univ-evry.fr>
Johannes Pfeifer <jpfeifer@gmx.de>
Marco Ratto <marco.ratto@ec.europa.eu>
Sébastien Villemot <sebastien.villemot@sciencespo.fr>
Sébastien Villemot <sebastien@dynare.org>
Source: http://www.dynare.org
Files: *

158
src/ComputingTasks.cc
View File

@ -258,6 +258,129 @@ PriorPosteriorFunctionStatement::writeJsonOutput(ostream &output) const
output << "}";
}
PacModelStatement::PacModelStatement(const string &name_arg,
const string &var_name_arg,
const string &discount_arg,
const string &growth_arg,
const map<string, int> &undiff_arg,
const SymbolTable &symbol_table_arg) :
name(name_arg),
var_name(var_name_arg),
discount(discount_arg),
growth(growth_arg),
undiff(undiff_arg),
symbol_table(symbol_table_arg)
{
}
void
PacModelStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.pac_params.insert(symbol_table.getID(discount));
if (!growth.empty())
mod_file_struct.pac_params.insert(symbol_table.getID(growth));
}
void
PacModelStatement::fillUndiffedLHS(vector<int> &lhs_arg)
{
lhs = lhs_arg;
}
void
PacModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "M_.pac." << name << ".var_model_name = '" << var_name << "';" << endl
<< "M_.pac." << name << ".discount_index = " << symbol_table.getTypeSpecificID(discount) + 1 << ";" << endl;
if (!growth.empty())
{
output << "M_.pac." << name << ".growth_index = " << symbol_table.getTypeSpecificID(growth) + 1 << ";" << endl
<< "M_.pac." << name << ".growth_type = ";
switch(symbol_table.getType(growth))
{
case eEndogenous:
output << "'endogenous';" << endl;
break;
case eExogenous:
output << "'exogenous';" << endl;
break;
case eParameter:
output << "'parameter';" << endl;
break;
default:
cerr << "pac_model: error encountered in growth type" << endl;
exit(EXIT_FAILURE);
}
}
output << "M_.pac." << name << ".lhs = [";
for (vector<int>::const_iterator it = lhs.begin(); it !=lhs.end(); it++)
{
if (it != lhs.begin())
output << " ";
output << *it + 1;
}
output << "];" << endl
<< "M_.pac." << name << ".undiff_eqtags = {";
for (map<string, int>::const_iterator it = undiff.begin(); it != undiff.end(); it++)
{
if (it != undiff.begin())
output << "; ";
output << "'" << it->first << "'";
}
output << "};" << endl
<< "M_.pac." << name << ".undiff_num = [";
for (map<string, int>::const_iterator it = undiff.begin(); it != undiff.end(); it++)
{
if (it != undiff.begin())
output << " ";
output << it->second;
}
output << "];" << endl;
}
void
PacModelStatement::writeJsonOutput(ostream &output) const
{
output << "{\"statementName\": \"pac_model\","
<< "\"model_name\": \"" << name << "\","
<< "\"var_model_name\": \"" << var_name << "\","
<< "\"discount_index\": " << symbol_table.getTypeSpecificID(discount) + 1;
if (!growth.empty())
{
output << ","
<< "\"growth_index\": " << symbol_table.getTypeSpecificID(growth) + 1 << ","
<< "\"growth_type\": ";
switch(symbol_table.getType(growth))
{
case eEndogenous:
output << "\"endogenous\"" << endl;
break;
case eExogenous:
output << "\"exogenous\"" << endl;
break;
case eParameter:
output << "\"parameter\"" << endl;
break;
default:
cerr << "pac_model: error encountered in growth type" << endl;
exit(EXIT_FAILURE);
}
}
output << "}";
}
void
PacModelStatement::getPacModelInfoForPacExpectation(pair<string, pair<string, pair<string, pair<int, map<string, int> > > > > &pac_model_info) const
{
int growth_symb_id = -1;
if (!growth.empty())
growth_symb_id = symbol_table.getID(growth);
pac_model_info = make_pair(name, make_pair(var_name, make_pair(discount, make_pair(growth_symb_id, undiff))));
}
VarModelStatement::VarModelStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg,
const string &name_arg,
@ -270,24 +393,21 @@ VarModelStatement::VarModelStatement(const SymbolList &symbol_list_arg,
}
void
VarModelStatement::getVarModelInfoForVarExpectation(map<string, pair<SymbolList, int> > &var_model_info) const
VarModelStatement::getVarModelInfo(string &var_model_name,
map<string, pair<SymbolList, int> > &var_model_info,
map<string, vector<string> > &var_model_eqtags) const
{
var_model_name = name;
if (symbol_list.empty())
return;
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("var.order");
var_model_info[name] = make_pair(symbol_list, atoi(it->second.c_str()));
}
void
VarModelStatement::getVarModelEqTags(vector<string> &var_model_eqtags) const
{
if (!symbol_list.empty())
return;
OptionsList::vec_str_options_t::const_iterator it1 =
options_list.vector_str_options.find("var.eqtags");
var_model_eqtags = it1->second;
{
OptionsList::vec_str_options_t::const_iterator it = options_list.vector_str_options.find("var.eqtags");
var_model_eqtags[name] = it->second;
}
else
{
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("var.order");
var_model_info[name] = make_pair(symbol_list, atoi(it->second.c_str()));
}
}
void
@ -307,12 +427,6 @@ VarModelStatement::fillVarModelInfoFromEquations(vector<int> &eqnumber_arg, vect
max_lag = max_lag_arg;
}
void
VarModelStatement::getVarModelName(string &var_model_name) const
{
var_model_name = name;
}
void
VarModelStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{

30
src/ComputingTasks.hh
View File

@ -119,6 +119,30 @@ public:
virtual void writeJsonOutput(ostream &output) const;
};
class PacModelStatement : public Statement
{
private:
const string &name;
const string &var_name;
const string &discount;
const string &growth;
const map<string, int> undiff;
const SymbolTable &symbol_table;
vector<int> lhs;
public:
PacModelStatement(const string &name_arg,
const string &var_name_arg,
const string &discount_arg,
const string &growth_arg,
const map<string, int> &undiff_arg,
const SymbolTable &symbol_table_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
void fillUndiffedLHS(vector<int> &lhs);
void getPacModelInfoForPacExpectation(pair<string, pair<string, pair<string, pair<int, map<string, int> > > > > &pac_model_info) const;
};
class VarModelStatement : public Statement
{
private:
@ -135,14 +159,14 @@ public:
const OptionsList &options_list_arg,
const string &name_arg,
const SymbolTable &symbol_table_arg);
void getVarModelInfoForVarExpectation(map<string, pair<SymbolList, int> > &var_model_info) const;
void getVarModelEqTags(vector<string> &var_model_eqtags) const;
void getVarModelInfo(string &var_model_name,
map<string, pair<SymbolList, int> > &var_model_info,
map<string, vector<string> > &var_model_eqtags) const;
void fillVarModelInfoFromEquations(vector<int> &eqnumber_arg, vector<int> &lhs_arg,
vector<set<pair<int, int> > > &rhs_arg,
vector<bool> &nonstationary_arg,
vector<bool> &diff_arg, vector<int> &orig_diff_var_arg,
int max_lag_arg);
void getVarModelName(string &var_model_name) const;
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
void createVarModelMFunction(ostream &output, const map<string, set<int> > &var_expectation_functions_to_write) const;

7
src/DataTree.cc
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@ -515,14 +515,13 @@ DataTree::AddVarExpectation(const int symb_id, const int forecast_horizon, const
}
expr_t
DataTree::AddPacExpectation(const string &model_name, const string &var_model_name, const int discount_id, const int growth_id)
DataTree::AddPacExpectation(const string &model_name)
{
pac_expectation_node_map_t::iterator it =
pac_expectation_node_map.find(make_pair(model_name, make_pair(var_model_name, make_pair(discount_id, growth_id))));
pac_expectation_node_map_t::iterator it = pac_expectation_node_map.find(model_name);
if (it != pac_expectation_node_map.end())
return it->second;
return new PacExpectationNode(*this, model_name, var_model_name, discount_id, growth_id);
return new PacExpectationNode(*this, model_name);
}
expr_t

6
src/DataTree.hh
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@ -81,8 +81,8 @@ protected:
typedef map<pair<string, pair<int, int> >, VarExpectationNode *> var_expectation_node_map_t;
var_expectation_node_map_t var_expectation_node_map;
// (model_name, (discount, growth)) -> PacExpectationNode
typedef map<pair<string, pair<string, pair<int, int> > >, PacExpectationNode *> pac_expectation_node_map_t;
// model_name -> PacExpectationNode
typedef map<string, PacExpectationNode *> pac_expectation_node_map_t;
pac_expectation_node_map_t pac_expectation_node_map;
// ((arguments, deriv_idx), symb_id) -> FirstDerivExternalFunctionNode
@ -231,7 +231,7 @@ public:
//! Adds "var_expectation(arg1, arg2, model_name=arg3)" to model tree
expr_t AddVarExpectation(const int symb_id, const int forecast_horizon, const string &model_name);
//! Adds pac_expectation command to model tree
expr_t AddPacExpectation(const string &model_name, const string &var_model_name, const int discount_id, const int growth_id);
expr_t AddPacExpectation(const string &model_name);
//! Adds a model local variable with its value
void AddLocalVariable(int symb_id, expr_t value) throw (LocalVariableException);
//! Adds an external function node

190
src/DynamicModel.cc
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@ -3486,6 +3486,7 @@ void
DynamicModel::getVarModelVariablesFromEqTags(vector<string> &var_model_eqtags,
vector<int> &eqnumber,
vector<int> &lhs,
vector<expr_t> &lhs_expr_t,
vector<set<pair<int, int> > > &rhs,
vector<bool> &nonstationary) const
{
@ -3544,6 +3545,10 @@ DynamicModel::getVarModelVariablesFromEqTags(vector<string> &var_model_eqtags,
eqnumber.push_back(eqn);
lhs.push_back(it->first);
lhs_set.clear();
set<expr_t> lhs_expr_t_set;
equations[eqn]->get_arg1()->collectVARLHSVariable(lhs_expr_t_set);
lhs_expr_t.push_back(*(lhs_expr_t_set.begin()));
equations[eqn]->get_arg2()->collectDynamicVariables(eEndogenous, rhs_set);
for (it = rhs_set.begin(); it != rhs_set.end(); it++)
@ -3558,10 +3563,58 @@ DynamicModel::getVarModelVariablesFromEqTags(vector<string> &var_model_eqtags,
}
void
DynamicModel::getVarMaxLagAndLhsDiffAndInfo(vector<int> &eqnumber, vector<bool> &diff,
vector<int> &orig_diff_var, int &max_lag) const
DynamicModel::checkVarMinLag(vector<int> &eqnumber) const
{
int eqn = 1;
for (vector<int>::const_iterator it = eqnumber.begin();
it != eqnumber.end(); it++, eqn++)
{
int min_lag = -1;
min_lag = equations[*it]->get_arg2()->VarMinLag();
if (min_lag <= 0)
{
cerr << "ERROR in VAR Equation #" << eqn << ". "
<< "Leaded exogenous variables and leaded or contemporaneous endogenous variables not allowed in VAR";
exit(EXIT_FAILURE);
}
}
}
int
DynamicModel::getVarMaxLag(StaticModel &static_model, vector<int> &eqnumber) const
{
vector<expr_t> lhs;
for (vector<int>::const_iterator it = eqnumber.begin();
it != eqnumber.end(); it++)
{
set<expr_t> lhs_set;
equations[*it]->get_arg1()->collectVARLHSVariable(lhs_set);
if (lhs_set.size() != 1)
{
cerr << "ERROR: in Equation "
<< ". A VAR may only have one endogenous variable on the LHS. " << endl;
exit(EXIT_FAILURE);
}
lhs.push_back(*(lhs_set.begin()));
}
set<expr_t> lhs_static;
for(vector<expr_t>::const_iterator it = lhs.begin();
it != lhs.end(); it++)
lhs_static.insert((*it)->toStatic(static_model));
int max_lag = 0;
for (vector<int>::const_iterator it = eqnumber.begin();
it != eqnumber.end(); it++)
equations[*it]->get_arg2()->VarMaxLag(static_model, lhs_static, max_lag);
return max_lag;
}
void
DynamicModel::getVarLhsDiffAndInfo(vector<int> &eqnumber, vector<bool> &diff,
vector<int> &orig_diff_var) const
{
max_lag = 0;
for (vector<int>::const_iterator it = eqnumber.begin();
it != eqnumber.end(); it++)
{
@ -3580,10 +3633,6 @@ DynamicModel::getVarMaxLagAndLhsDiffAndInfo(vector<int> &eqnumber, vector<bool>
}
else
orig_diff_var.push_back(-1);
int lag = equations[*it]->get_arg2()->maxEndoLag();
if (max_lag < lag)
max_lag = lag;
}
}
@ -3646,6 +3695,114 @@ DynamicModel::addEquationsForVar(map<string, pair<SymbolList, int> > &var_model_
cout << "Accounting for var_model lags not in model block: added " << count << " auxiliary variables and equations." << endl;
}
void
DynamicModel::getUndiffLHSForPac(vector<int> &lhs, vector<expr_t> &lhs_expr_t, vector<bool> &diff, vector<int> &orig_diff_var,
vector<int> &eqnumber, map<string, int> &undiff, ExprNode::subst_table_t &diff_subst_table)
{
if (undiff.empty())
return;
for (map<string, int>::const_iterator it = undiff.begin();
it != undiff.end(); it++)
{
int eqn = -1;
string eqtag (it->first);
for (vector<pair<int, pair<string, string> > >::const_iterator iteqtag =
equation_tags.begin(); iteqtag != equation_tags.end(); iteqtag++)
if (iteqtag->second.first == "name"
&& iteqtag->second.second == eqtag)
{
eqn = iteqtag->first;
break;
}
if (eqn == -1)
{
cerr << "ERROR: equation tag '" << eqtag << "' not found" << endl;
exit(EXIT_FAILURE);
}
int i = 0;
for (vector<int>::const_iterator it1 = eqnumber.begin();
it1 != eqnumber.end(); it1++, i++)
if (*it1 == eqn)
break;
if (eqnumber[i] != eqn)
{
cerr << "ERROR: equation not found in VAR";
exit(EXIT_FAILURE);
}
if (diff.at(eqnumber[i]) != true)
{
cerr << "ERROR: the variable on the LHS of equation #" << eqn << " (VAR equation #" << eqnumber[i]
<< " with equation tag '" << eqtag
<< "') does not have the diff operator applied to it yet you are trying to undiff it." << endl;
exit(EXIT_FAILURE);
}
bool printerr = false;
ExprNode::subst_table_t::const_iterator it1;
expr_t node = NULL;
expr_t aux_var = lhs_expr_t.at(i);
for (it1 = diff_subst_table.begin(); it1 != diff_subst_table.end(); it1++)
if (it1->second == aux_var)
{
node = const_cast<expr_t>(it1->first);
break;
}
if (node == NULL)
{
cerr << "Unexpected error encountered." << endl;
exit(EXIT_FAILURE);
}
for (int j = it->second; j > 0; j--)
if (printerr)
{
cerr << "You are undiffing the LHS of equation #" << eqn << " "
<< it->second << " times but it has only been diffed " << j << " time(s)" << endl;
exit(EXIT_FAILURE);
}
else
{
node = node->undiff();
it1 = diff_subst_table.find(node);
if (it1 == diff_subst_table.end())
printerr = true;
}
if (printerr)
{ // we have undiffed something like diff(x), hence x is not in diff_subst_table
lhs_expr_t.at(i) = node;
lhs.at(i) = dynamic_cast<VariableNode *>(node)->get_symb_id();
}
else
{
lhs_expr_t.at(i) = const_cast<expr_t>(it1->first);
lhs.at(i) = const_cast<VariableNode *>(it1->second)->get_symb_id();
}
}
}
int
DynamicModel::getUndiffMaxLag(StaticModel &static_model, vector<expr_t> &lhs, vector<int> &eqnumber) const
{
set<expr_t> lhs_static;
for(vector<expr_t>::const_iterator it = lhs.begin();
it != lhs.end(); it++)
lhs_static.insert((*it)->toStatic(static_model));
int max_lag = 0;
for (vector<int>::const_iterator it = eqnumber.begin();
it != eqnumber.end(); it++)
equations[*it]->get_arg2()->VarMaxLag(static_model, lhs_static, max_lag);
return max_lag;
}
void
DynamicModel::walkPacParameters()
{
@ -3653,10 +3810,11 @@ DynamicModel::walkPacParameters()
{
bool pac_encountered = false;
pair<int, int> lhs (-1, -1);
set<pair<int, pair<int, int> > > params_and_vals;
equations[i]->walkPacParameters(pac_encountered, lhs, params_and_vals);
set<pair<int, pair<int, int> > > params_and_vars;
set<pair<int, pair<int, int> > > ecm_params_and_vars;
equations[i]->walkPacParameters(pac_encountered, lhs, ecm_params_and_vars, params_and_vars);
if (pac_encountered)
equations[i]->addParamInfoToPac(lhs, params_and_vals);
equations[i]->addParamInfoToPac(lhs, ecm_params_and_vars, params_and_vars);
}
}
@ -3664,10 +3822,11 @@ void
DynamicModel::fillPacExpectationVarInfo(string &var_model_name,
vector<int> &lhs,
int max_lag,
vector<bool> &nonstationary)
vector<bool> &nonstationary,
int growth_symb_id)
{
for (size_t i = 0; i < equations.size(); i++)
equations[i]->fillPacExpectationVarInfo(var_model_name, lhs, max_lag, nonstationary, i);
equations[i]->fillPacExpectationVarInfo(var_model_name, lhs, max_lag, nonstationary, growth_symb_id, i);
}
void
@ -5261,7 +5420,7 @@ DynamicModel::substituteAdl()
}
void
DynamicModel::substituteDiff(StaticModel &static_model)
DynamicModel::substituteDiff(StaticModel &static_model, ExprNode::subst_table_t &diff_subst_table)
{
// Find diff Nodes
diff_table_t diff_table;
@ -5274,7 +5433,6 @@ DynamicModel::substituteDiff(StaticModel &static_model)
// Substitute in model local variables
vector<BinaryOpNode *> neweqs;
ExprNode::subst_table_t diff_subst_table;
for (map<int, expr_t>::iterator it = local_variables_table.begin();
it != local_variables_table.end(); it++)
it->second = it->second->substituteDiff(static_model, diff_table, diff_subst_table, neweqs);
@ -5342,6 +5500,10 @@ DynamicModel::substituteExpectation(bool partial_information_model)
void
DynamicModel::transformPredeterminedVariables()
{
for (map<int, expr_t>::iterator it = local_variables_table.begin();
it != local_variables_table.end(); it++)
it->second = it->second->decreaseLeadsLagsPredeterminedVariables();
for (int i = 0; i < (int) equations.size(); i++)
{
BinaryOpNode *substeq = dynamic_cast<BinaryOpNode *>(equations[i]->decreaseLeadsLagsPredeterminedVariables());

23
src/DynamicModel.hh
View File

@ -300,12 +300,19 @@ public:
void getVarModelVariablesFromEqTags(vector<string> &var_model_eqtags,
vector<int> &eqnumber,
vector<int> &lhs,
vector<expr_t> &lhs_expr_t,
vector<set<pair<int, int> > > &rhs,
vector<bool> &nonstationary) const;
//! Returns the max lag of the VAR
void checkVarMinLag(vector<int> &eqnumber) const;
//! Returns the max lag of the VAR
int getVarMaxLag(StaticModel &static_model, vector<int> &eqnumber) const;
// Get equtaino information on diff operator and max lag info
void getVarMaxLagAndLhsDiffAndInfo(vector<int> &eqnumber, vector<bool> &diff,
vector<int> &orig_diff_var, int &max_lag) const;
void getVarLhsDiffAndInfo(vector<int> &eqnumber, vector<bool> &diff,
vector<int> &orig_diff_var) const;
//! Set indices for var expectation in dynamic model file
void setVarExpectationIndices(map<string, pair<SymbolList, int> > &var_model_info);
@ -317,7 +324,11 @@ public:
void fillPacExpectationVarInfo(string &var_model_name,
vector<int> &lhs,
int max_lag,
vector<bool> &nonstationary);
vector<bool> &nonstationary,
int growth_symb_id);
//! Get the max lag for the PAC VAR
int getUndiffMaxLag(StaticModel &static_model, vector<expr_t> &lhs, vector<int> &eqnumber) const;
//! Substitutes pac_expectation operator
void substitutePacExpectation();
@ -409,7 +420,11 @@ public:
void substituteAdl();
//! Substitutes diff operator
void substituteDiff(StaticModel &static_model);
void substituteDiff(StaticModel &static_model, ExprNode::subst_table_t &diff_subst_table);
//! Table to undiff LHS variables for pac vector z
void getUndiffLHSForPac(vector<int> &lhs, vector<expr_t> &lhs_expr_t, vector<bool> &diff, vector<int> &orig_diff_var,
vector<int> &eqnumber, map<string, int> &undiff, ExprNode::subst_table_t &diff_subst_table);
//! Adds contents of diff_aux_equations to the back of aux_equations
void combineDiffAuxEquations();

46
src/DynareBison.yy
View File

@ -107,7 +107,7 @@ class ParsingDriver;
%token FAST_KALMAN_FILTER KALMAN_ALGO KALMAN_TOL DIFFUSE_KALMAN_TOL SUBSAMPLES OPTIONS TOLF TOLX PLOT_INIT_DATE PLOT_END_DATE
%token LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_IDENT_FILES LOAD_MH_FILE LOAD_RESULTS_AFTER_LOAD_MH LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LOGDATA LYAPUNOV LINEAR_APPROXIMATION
%token LYAPUNOV_FIXED_POINT_TOL LYAPUNOV_DOUBLING_TOL LYAPUNOV_SQUARE_ROOT_SOLVER_TOL LOG_DEFLATOR LOG_TREND_VAR LOG_GROWTH_FACTOR MARKOWITZ MARGINAL_DENSITY MAX MAXIT
%token MFS MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER POSTERIOR_MAX_SUBSAMPLE_DRAWS MIN MINIMAL_SOLVING_PERIODS
%token MFS MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_JSCALE MH_TUNE_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER POSTERIOR_MAX_SUBSAMPLE_DRAWS MIN MINIMAL_SOLVING_PERIODS
%token MODE_CHECK MODE_CHECK_NEIGHBOURHOOD_SIZE MODE_CHECK_SYMMETRIC_PLOTS MODE_CHECK_NUMBER_OF_POINTS MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS ABS SIGN
%token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO CONTEMPORANEOUS_CORRELATION DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL RAFTERY_LEWIS_QRS RAFTERY_LEWIS_DIAGNOSTICS MCMC_JUMPING_COVARIANCE MOMENT_CALIBRATION
%token NUMBER_OF_PARTICLES RESAMPLING SYSTEMATIC GENERIC RESAMPLING_THRESHOLD RESAMPLING_METHOD KITAGAWA STRATIFIED SMOOTH
@ -132,7 +132,7 @@ class ParsingDriver;
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED
%token VALUES VAR VAREXO VAREXO_DET VAROBS VAREXOBS PREDETERMINED_VARIABLES VAR_EXPECTATION PLOT_SHOCK_DECOMPOSITION MODEL_LOCAL_VARIABLE
%token WRITE_LATEX_DYNAMIC_MODEL WRITE_LATEX_STATIC_MODEL WRITE_LATEX_ORIGINAL_MODEL CROSSEQUATIONS COVARIANCE WRITE_LATEX_STEADY_STATE_MODEL
%token XLS_SHEET XLS_RANGE LMMCP OCCBIN BANDPASS_FILTER COLORMAP VAR_MODEL QOQ YOY AOA PAC_EXPECTATION
%token XLS_SHEET XLS_RANGE LMMCP OCCBIN BANDPASS_FILTER COLORMAP VAR_MODEL PAC_MODEL QOQ YOY AOA UNDIFF PAC_EXPECTATION
%left COMMA
%left EQUAL_EQUAL EXCLAMATION_EQUAL
%left LESS GREATER LESS_EQUAL GREATER_EQUAL
@ -233,6 +233,7 @@ statement : parameters
| set_time
| data
| var_model
| pac_model
| restrictions
| prior
| prior_eq
@ -383,6 +384,20 @@ var_model_options : o_var_name
| o_var_eq_tags
;
pac_model : PAC_MODEL '(' pac_model_options_list ')' ';' { driver.pac_model(); } ;
pac_model_options_list : pac_model_options_list COMMA pac_model_options
| pac_model_options
;
pac_model_options : o_pac_name
| o_pac_var_name
| o_pac_discount
| o_pac_growth
| UNDIFF '(' QUOTED_STRING COMMA INT_NUMBER ')'
{ driver.pac_model_undiff($3, $5); }
;
restrictions : RESTRICTIONS '(' symbol ')' ';' { driver.begin_VAR_restrictions(); }
restrictions_list END ';' { driver.end_VAR_restrictions($3); }
;
@ -914,8 +929,8 @@ hand_side : '(' hand_side ')'
{ $$ = driver.add_var_expectation($3, new string("1"), $7); }
| VAR_EXPECTATION '(' symbol COMMA INT_NUMBER COMMA MODEL_NAME EQUAL NAME ')'
{ $$ = driver.add_var_expectation($3, $5, $9); }
| PAC_EXPECTATION '(' pac_expectation_options_list ')'
{ $$ = driver.add_pac_expectation(); }
| PAC_EXPECTATION '(' symbol ')'
{ $$ = driver.add_pac_expectation($3); }
| MINUS hand_side %prec UMINUS
{ $$ = driver.add_uminus($2); }
| PLUS hand_side
@ -974,21 +989,6 @@ hand_side : '(' hand_side ')'
{ $$ = driver.add_steady_state($3); }
;
pac_expectation_options_list : pac_expectation_options_list COMMA pac_expectation_options
| pac_expectation_options
;
pac_expectation_options : VAR_MODEL_NAME EQUAL NAME
{ driver.add_pac_expectation_var_model_name($3); }
| MODEL_NAME EQUAL NAME
{ driver.add_pac_expectation_model_name($3); }
| DISCOUNT EQUAL symbol
{ driver.add_pac_expectation_discount($3); }
| GROWTH EQUAL symbol
{ driver.add_pac_expectation_growth($3); }
;
comma_hand_side : hand_side
{ driver.add_external_function_arg($1); }
| comma_hand_side COMMA hand_side
@ -2018,6 +2018,7 @@ estimation_options : o_datafile
| o_mh_replic
| o_mh_drop
| o_mh_jscale
| o_mh_tune_jscale
| o_optim
| o_mh_init_scale
| o_mode_file
@ -3203,6 +3204,10 @@ o_simul_seed : SIMUL_SEED EQUAL INT_NUMBER { driver.error("'simul_seed' option i
o_qz_criterium : QZ_CRITERIUM EQUAL non_negative_number { driver.option_num("qz_criterium", $3); };
o_qz_zero_threshold : QZ_ZERO_THRESHOLD EQUAL non_negative_number { driver.option_num("qz_zero_threshold", $3); };
o_file : FILE EQUAL filename { driver.option_str("file", $3); };
o_pac_name : MODEL_NAME EQUAL symbol { driver.option_str("pac.model_name", $3); };
o_pac_var_name : VAR_MODEL_NAME EQUAL symbol { driver.option_str("pac.var_model_name", $3); };
o_pac_discount : DISCOUNT EQUAL symbol { driver.option_str("pac.discount", $3); };
o_pac_growth : GROWTH EQUAL symbol { driver.option_str("pac.growth", $3); };
o_var_name : MODEL_NAME EQUAL symbol { driver.option_str("var.model_name", $3); };
o_var_order : ORDER EQUAL INT_NUMBER { driver.option_num("var.order", $3); };
o_series : SERIES EQUAL symbol { driver.option_str("series", $3); };
@ -3304,6 +3309,9 @@ o_mh_replic : MH_REPLIC EQUAL INT_NUMBER { driver.option_num("mh_replic", $3); }
o_posterior_max_subsample_draws : POSTERIOR_MAX_SUBSAMPLE_DRAWS EQUAL INT_NUMBER { driver.option_num("posterior_max_subsample_draws", $3); };
o_mh_drop : MH_DROP EQUAL non_negative_number { driver.option_num("mh_drop", $3); };
o_mh_jscale : MH_JSCALE EQUAL non_negative_number { driver.option_num("mh_jscale", $3); };
o_mh_tune_jscale : MH_TUNE_JSCALE EQUAL non_negative_number
{ driver.option_num("mh_tune_jscale.target", $3); driver.option_num("mh_tune_jscale.status", "true");}
| MH_TUNE_JSCALE {driver.option_num("mh_tune_jscale.status", "true");};
o_optim : OPTIM EQUAL '(' optim_options ')';
o_posterior_sampler_options : POSTERIOR_SAMPLER_OPTIONS EQUAL '(' sampling_options ')' ;
o_proposal_distribution : PROPOSAL_DISTRIBUTION EQUAL symbol { driver.option_str("posterior_sampler_options.posterior_sampling_method.proposal_distribution", $3); };

9
src/DynareFlex.ll
View File

@ -140,6 +140,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<INITIAL>simul {BEGIN DYNARE_STATEMENT; return token::SIMUL;}
<INITIAL>stoch_simul {BEGIN DYNARE_STATEMENT; return token::STOCH_SIMUL;}
<INITIAL>var_model {BEGIN DYNARE_STATEMENT; return token::VAR_MODEL;}
<INITIAL>pac_model {BEGIN DYNARE_STATEMENT; return token::PAC_MODEL;}
<INITIAL>dsample {BEGIN DYNARE_STATEMENT; return token::DSAMPLE;}
<INITIAL>Sigma_e {BEGIN DYNARE_STATEMENT; sigma_e = 1; return token::SIGMA_E;}
<INITIAL>planner_objective {BEGIN DYNARE_STATEMENT; return token::PLANNER_OBJECTIVE;}
@ -304,6 +305,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT>mh_drop {return token::MH_DROP;}
<DYNARE_STATEMENT>mh_jscale {return token::MH_JSCALE;}
<DYNARE_STATEMENT>mh_init_scale {return token::MH_INIT_SCALE;}
<DYNARE_STATEMENT>mh_tune_jscale {return token::MH_TUNE_JSCALE;}
<DYNARE_STATEMENT>mode_file {return token::MODE_FILE;}
<DYNARE_STATEMENT>mode_compute {return token::MODE_COMPUTE;}
<DYNARE_STATEMENT>mode_check {return token::MODE_CHECK;}
@ -322,6 +324,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT>kalman_algo {return token::KALMAN_ALGO;}
<DYNARE_STATEMENT>fast_kalman_filter {return token::FAST_KALMAN_FILTER;}
<DYNARE_STATEMENT>kalman_tol {return token::KALMAN_TOL;}
<DYNARE_STATEMENT>undiff {return token::UNDIFF;}
<DYNARE_STATEMENT>diffuse_kalman_tol {return token::DIFFUSE_KALMAN_TOL;}
<DYNARE_STATEMENT>forecast {return token::FORECAST;}
<DYNARE_STATEMENT>smoother {return token::SMOOTHER;}
@ -342,7 +345,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT>optim {return token::OPTIM;}
<DYNARE_STATEMENT>periods {return token::PERIODS;}
<DYNARE_STATEMENT,DYNARE_BLOCK>model_name {return token::MODEL_NAME;}
<DYNARE_BLOCK>var_model_name {return token::VAR_MODEL_NAME;}
<DYNARE_STATEMENT>var_model_name {return token::VAR_MODEL_NAME;}
<DYNARE_STATEMENT>endogenous_terminal_period {return token::ENDOGENOUS_TERMINAL_PERIOD;}
<DYNARE_STATEMENT>sub_draws {return token::SUB_DRAWS;}
<DYNARE_STATEMENT>minimal_solving_periods {return token::MINIMAL_SOLVING_PERIODS;}
@ -626,6 +629,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT>log_deflator {return token::LOG_DEFLATOR;}
<DYNARE_STATEMENT>growth_factor {return token::GROWTH_FACTOR;}
<DYNARE_STATEMENT>log_growth_factor {return token::LOG_GROWTH_FACTOR;}
<DYNARE_STATEMENT>growth {return token::GROWTH;}
<DYNARE_STATEMENT>cova_compute {return token::COVA_COMPUTE;}
<DYNARE_STATEMENT>discretionary_tol {return token::DISCRETIONARY_TOL;}
<DYNARE_STATEMENT>analytic_derivation {return token::ANALYTIC_DERIVATION;}
@ -678,7 +682,6 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
}
/* Inside a Dynare block */
<DYNARE_BLOCK>growth {return token::GROWTH;}
<DYNARE_BLOCK>var {return token::VAR;}
<DYNARE_BLOCK>stderr {return token::STDERR;}
<DYNARE_BLOCK>values {return token::VALUES;}
@ -825,7 +828,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT,DYNARE_BLOCK>expectation {return token::EXPECTATION;}
<DYNARE_BLOCK>var_expectation {return token::VAR_EXPECTATION;}
<DYNARE_BLOCK>pac_expectation {return token::PAC_EXPECTATION;}
<DYNARE_BLOCK>discount {return token::DISCOUNT;}
<DYNARE_STATEMENT>discount {return token::DISCOUNT;}
<DYNARE_STATEMENT,DYNARE_BLOCK>varobs {return token::VAROBS;}
<DYNARE_STATEMENT,DYNARE_BLOCK>varexobs {return token::VAREXOBS;}
<DYNARE_STATEMENT,DYNARE_BLOCK>full {return token::FULL;}

702
src/ExprNode.cc
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File diff suppressed because it is too large Load Diff

125
src/ExprNode.hh
View File

@ -61,6 +61,7 @@ typedef map<int, double> eval_context_t;
typedef map<pair<int, vector<expr_t> >, int> deriv_node_temp_terms_t;
//! Type for the substitution map used in the process of substitutitng diff expressions
//! diff_table[static_expr_t][lag] -> [dynamic_expr_t]
typedef map<expr_t, map<int, expr_t> > diff_table_t;
//! Possible types of output when writing ExprNode(s)
@ -271,6 +272,15 @@ class ExprNode
//! Used in the collection of Model Local Variables for writing as Temporary Terms in Static and Dynamic files
virtual void collectModelLocalVariables(map<int, expr_t> &result) const = 0;
//! Find lowest lag for VAR
virtual int VarMinLag() const = 0;
//! Find the maximum lag in a VAR: handles case where LHS is diff
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const = 0;
//! Finds LHS variable in a VAR equation
virtual void collectVARLHSVariable(set<expr_t> &result) const = 0;
//! Computes the set of all variables of a given symbol type in the expression (without information on lags)
/*!
Variables are stored as symb_id.
@ -357,6 +367,12 @@ class ExprNode
/*! A negative value means that the expression contains only leaded variables */
virtual int maxLag() const = 0;
//! Get Max lag of var associated with Pac model
//! Takes account of undiffed LHS variables in calculating the max lag
virtual int PacMaxLag(vector<int> &lhs) const = 0;
virtual expr_t undiff() const = 0;
//! Returns a new expression where all the leads/lags have been shifted backwards by the same amount
/*!
Only acts on endogenous, exogenous, exogenous det
@ -508,13 +524,13 @@ class ExprNode
virtual bool isVarModelReferenced(const string &model_info_name) const = 0;
//! Fills parameter information related to PAC equation
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > &params_and_vals) const = 0;
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > &ec_params_and_vars, set<pair<int, pair<int, int> > > &params_and_vars) const = 0;
//! Adds PAC equation param info to pac_expectation
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > &params_and_vals_arg) = 0;
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > &ec_params_and_vars_arg, set<pair<int, pair<int, int> > > &params_and_vars_arg) = 0;
//! Fills var_model info for pac_expectation node
virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, int max_lag_arg, vector<bool> &nonstationary_arg, int equation_number_arg) = 0;
virtual void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) = 0;
//! Fills map
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const = 0;
@ -550,6 +566,7 @@ public:
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
virtual bool containsExternalFunction() const;
virtual void collectVARLHSVariable(set<expr_t> &result) const;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
virtual void collectModelLocalVariables(map<int, expr_t> &result) const;
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
@ -565,6 +582,10 @@ public:
virtual int maxExoLag() const;
virtual int maxLead() const;
virtual int maxLag() const;
virtual int VarMinLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() const;
virtual expr_t decreaseLeadsLags(int n) const;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
@ -588,9 +609,9 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > &params_and_vals) const;
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > &params_and_vals_arg);
virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, int max_lag_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > &ec_params_and_vars, set<pair<int, pair<int, int> > > &params_and_vars) const;
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > &ec_params_and_vars_arg, set<pair<int, pair<int, int> > > &params_and_vars_arg);
virtual void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
virtual expr_t substituteStaticAuxiliaryVariable() const;
@ -614,6 +635,7 @@ public:
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
virtual bool containsExternalFunction() const;
virtual void collectVARLHSVariable(set<expr_t> &result) const;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
virtual void collectModelLocalVariables(map<int, expr_t> &result) const;
virtual void computeTemporaryTerms(map<expr_t, int > &reference_count,
@ -650,6 +672,10 @@ public:
virtual int maxExoLag() const;
virtual int maxLead() const;
virtual int maxLag() const;
virtual int VarMinLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() const;
virtual expr_t decreaseLeadsLags(int n) const;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
@ -673,9 +699,9 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > &params_and_vals) const;
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > &params_and_vals_arg);
virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, int max_lag_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > &ec_params_and_vars, set<pair<int, pair<int, int> > > &params_and_vars) const;
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > &ec_params_and_vars_arg, set<pair<int, pair<int, int> > > &params_and_vars_arg);
virtual void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
//! Substitute auxiliary variables by their expression in static model
@ -728,6 +754,7 @@ public:
int Curr_block,
vector< vector<temporary_terms_t> > &v_temporary_terms,
int equation) const;
virtual void collectVARLHSVariable(set<expr_t> &result) const;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
virtual void collectModelLocalVariables(map<int, expr_t> &result) const;
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
@ -756,6 +783,10 @@ public:
virtual int maxExoLag() const;
virtual int maxLead() const;
virtual int maxLag() const;
virtual int VarMinLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() const;
virtual expr_t decreaseLeadsLags(int n) const;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
//! Creates another UnaryOpNode with the same opcode, but with a possibly different datatree and argument
@ -766,6 +797,7 @@ public:
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t substituteAdl() const;
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
void getDiffArgUnaryOperatorIfAny(string &op_handle) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
@ -781,9 +813,9 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > &params_and_vals) const;
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > &params_and_vals_arg);
virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, int max_lag_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > &ec_params_and_vars, set<pair<int, pair<int, int> > > &params_and_vars) const;
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > &ec_params_and_vars_arg, set<pair<int, pair<int, int> > > &params_and_vars_arg);
virtual void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
//! Substitute auxiliary variables by their expression in static model
@ -837,6 +869,7 @@ public:
int Curr_block,
vector< vector<temporary_terms_t> > &v_temporary_terms,
int equation) const;
virtual void collectVARLHSVariable(set<expr_t> &result) const;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
virtual void collectModelLocalVariables(map<int, expr_t> &result) const;
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
@ -869,7 +902,8 @@ public:
}
void walkPacParametersHelper(const expr_t arg1, const expr_t arg2,
pair<int, int> &lhs,
set<pair<int, pair<int, int> > > &params_and_vals) const;
set<pair<int, pair<int, int> > > &ec_params_and_vars,
set<pair<int, pair<int, int> > > &ar_params_and_vars) const;
virtual expr_t toStatic(DataTree &static_datatree) const;
virtual void computeXrefs(EquationInfo &ei) const;
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
@ -880,6 +914,10 @@ public:
virtual int maxExoLag() const;
virtual int maxLead() const;
virtual int maxLag() const;
virtual int VarMinLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() const;
virtual expr_t decreaseLeadsLags(int n) const;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
//! Creates another BinaryOpNode with the same opcode, but with a possibly different datatree and arguments
@ -911,9 +949,9 @@ public:
expr_t getNonZeroPartofEquation() const;
virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > &params_and_vals) const;
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > &params_and_vals_arg);
virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, int max_lag_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > &ec_params_and_vars, set<pair<int, pair<int, int> > > &params_and_vars) const;
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > &ec_params_and_vars_arg, set<pair<int, pair<int, int> > > &ar_params_and_vars_arg);
virtual void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
//! Substitute auxiliary variables by their expression in static model
@ -965,6 +1003,7 @@ public:
int Curr_block,
vector< vector<temporary_terms_t> > &v_temporary_terms,
int equation) const;
virtual void collectVARLHSVariable(set<expr_t> &result) const;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
virtual void collectModelLocalVariables(map<int, expr_t> &result) const;
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
@ -981,6 +1020,10 @@ public:
virtual int maxExoLag() const;
virtual int maxLead() const;
virtual int maxLag() const;
virtual int VarMinLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() const;
virtual expr_t decreaseLeadsLags(int n) const;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
//! Creates another TrinaryOpNode with the same opcode, but with a possibly different datatree and arguments
@ -1006,9 +1049,9 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > &params_and_vals) const;
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > &params_and_vals_arg);
virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, int max_lag_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > &ec_params_and_vars, set<pair<int, pair<int, int> > > &params_and_vars) const;
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > &ec_params_and_vars_arg, set<pair<int, pair<int, int> > > &params_and_vars_arg);
virtual void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
//! Substitute auxiliary variables by their expression in static model
@ -1064,6 +1107,7 @@ public:
int Curr_block,
vector< vector<temporary_terms_t> > &v_temporary_terms,
int equation) const = 0;
virtual void collectVARLHSVariable(set<expr_t> &result) const;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
virtual void collectModelLocalVariables(map<int, expr_t> &result) const;
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
@ -1084,6 +1128,10 @@ public:
virtual int maxExoLag() const;
virtual int maxLead() const;
virtual int maxLag() const;
virtual int VarMinLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() const;
virtual expr_t decreaseLeadsLags(int n) const;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
@ -1109,9 +1157,9 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > &params_and_vals) const;
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > &params_and_vals_arg);
virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, int max_lag_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > &ec_params_and_vars, set<pair<int, pair<int, int> > > &params_and_vars) const;
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > &ec_params_and_vars_arg, set<pair<int, pair<int, int> > > &params_and_vars_arg);
virtual void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
//! Substitute auxiliary variables by their expression in static model
@ -1274,6 +1322,10 @@ public:
virtual int maxExoLag() const;
virtual int maxLead() const;
virtual int maxLag() const;
virtual int VarMinLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() const;
virtual expr_t decreaseLeadsLags(int n) const;
virtual void prepareForDerivation();
virtual expr_t computeDerivative(int deriv_id);
@ -1296,6 +1348,7 @@ public:
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
deriv_node_temp_terms_t &tef_terms) const;
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
virtual void collectVARLHSVariable(set<expr_t> &result) const;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
virtual void collectModelLocalVariables(map<int, expr_t> &result) const;
virtual bool containsEndogenous(void) const;
@ -1310,9 +1363,9 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > &params_and_vals) const;
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > &params_and_vals_arg);
virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, int max_lag_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > &ec_params_and_vars, set<pair<int, pair<int, int> > > &params_and_vars) const;
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > &ec_params_and_vars_arg, set<pair<int, pair<int, int> > > &params_and_vars_arg);
virtual void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
virtual expr_t substituteStaticAuxiliaryVariable() const;
@ -1322,18 +1375,19 @@ public:
class PacExpectationNode : public ExprNode
{
private:
const string model_name, var_model_name;
const int discount_symb_id, growth_symb_id;
const string model_name;
string var_model_name;
int growth_symb_id;
bool stationary_vars_present, nonstationary_vars_present;
vector<int> lhs;
pair<int, int> lhs_pac_var;
int max_lag;
vector<int> h0_indices, h1_indices;
int growth_param_index, equation_number;
set<pair<int, pair<int, int> > > params_and_vals;
set<pair<int, pair<int, int> > > ec_params_and_vars;
set<pair<int, pair<int, int> > > ar_params_and_vars;
public:
PacExpectationNode(DataTree &datatree_arg, const string &model_name, const string &var_model_name,
const int discount_arg, const int growth_arg);
PacExpectationNode(DataTree &datatree_arg, const string &model_name);
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
@ -1353,6 +1407,10 @@ public:
virtual int maxExoLag() const;
virtual int maxLead() const;
virtual int maxLag() const;
virtual int VarMinLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() const;
virtual expr_t decreaseLeadsLags(int n) const;
virtual void prepareForDerivation();
virtual expr_t computeDerivative(int deriv_id);
@ -1375,6 +1433,7 @@ public:
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
deriv_node_temp_terms_t &tef_terms) const;
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
virtual void collectVARLHSVariable(set<expr_t> &result) const;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
virtual void collectModelLocalVariables(map<int, expr_t> &result) const;
virtual bool containsEndogenous(void) const;
@ -1389,9 +1448,9 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > &params_and_vals) const;
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > &params_and_vals_arg);
virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, int max_lag_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > &ec_params_and_vars, set<pair<int, pair<int, int> > > &params_and_vars) const;
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > &ec_params_and_vars_arg, set<pair<int, pair<int, int> > > &params_and_vars_arg);
virtual void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
virtual expr_t substituteStaticAuxiliaryVariable() const;

108
src/ModFile.cc
View File

@ -324,7 +324,11 @@ ModFile::checkPass(bool nostrict, bool stochastic)
}
// Check if some exogenous is not used in the model block, Issue #841
set<int> unusedExo = dynamic_model.findUnusedExogenous();
set<int> unusedExo0 = dynamic_model.findUnusedExogenous();
set<int> unusedExo;
set_difference(unusedExo0.begin(), unusedExo0.end(),
mod_file_struct.pac_params.begin(), mod_file_struct.pac_params.end(),
inserter(unusedExo, unusedExo.begin()));
if (unusedExo.size() > 0)
{
ostringstream unused_exos;
@ -363,39 +367,73 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
}
// Create auxiliary variable and equations for Diff operator
dynamic_model.substituteDiff(diff_static_model);
ExprNode::subst_table_t diff_subst_table;
dynamic_model.substituteDiff(diff_static_model, diff_subst_table);
// Var Model
map<string, pair<SymbolList, int> > var_model_info_var_expectation;
map<string, vector<string> > var_model_eq_tags;
map<string, pair<pair<pair<vector<int>, vector<expr_t> >,
pair<vector<bool>, vector<int> > >,
pair<pair<int, vector<bool> >, vector<int> > > >
var_model_info_pac_expectation;
for (vector<Statement *>::const_iterator it = statements.begin();
it != statements.end(); it++)
{
VarModelStatement *vms = dynamic_cast<VarModelStatement *>(*it);
if (vms != NULL)
{
vms->getVarModelInfoForVarExpectation(var_model_info_var_expectation);
vector<string> var_model_eqtags;
vms->getVarModelEqTags(var_model_eqtags);
if (!var_model_eqtags.empty())
{
int max_lag = 0;
vector<int> eqnumber, lhs, orig_diff_var;
vector<set<pair<int, int> > > rhs;
vector<bool> nonstationary, diff;
dynamic_model.getVarModelVariablesFromEqTags(var_model_eqtags,
eqnumber, lhs, rhs, nonstationary);
original_model.getVarMaxLagAndLhsDiffAndInfo(eqnumber, diff, orig_diff_var, max_lag);
vms->fillVarModelInfoFromEquations(eqnumber, lhs, rhs, nonstationary,
diff, orig_diff_var, max_lag);
string var_model_name;
vms->getVarModelName(var_model_name);
dynamic_model.walkPacParameters();
dynamic_model.fillPacExpectationVarInfo(var_model_name, lhs, max_lag, nonstationary);
dynamic_model.substitutePacExpectation();
}
string var_model_name;
vms->getVarModelInfo(var_model_name, var_model_info_var_expectation, var_model_eq_tags);
vector<expr_t> lhs_expr_t;
vector<int> lhs, eqnumber, orig_diff_var;
vector<set<pair<int, int> > > rhs;
vector<bool> nonstationary, diff;
vector<string> eqtags = var_model_eq_tags[var_model_name];
dynamic_model.getVarModelVariablesFromEqTags(eqtags,
eqnumber, lhs, lhs_expr_t, rhs, nonstationary);
original_model.checkVarMinLag(eqnumber);
int max_lag = original_model.getVarMaxLag(diff_static_model, eqnumber);
original_model.getVarLhsDiffAndInfo(eqnumber, diff, orig_diff_var);
vms->fillVarModelInfoFromEquations(eqnumber, lhs, rhs, nonstationary,
diff, orig_diff_var, max_lag);
var_model_info_pac_expectation[var_model_name] =
make_pair(make_pair(make_pair(lhs, lhs_expr_t),
make_pair(diff, orig_diff_var)),
make_pair(make_pair(max_lag, nonstationary), eqnumber));
}
}
PacModelStatement *pms = dynamic_cast<PacModelStatement *>(*it);
if (pms != NULL)
{
pair<string, pair<string, pair<string, pair<int, map<string, int> > > > >
pac_model_info_pac_expectation;
pms->getPacModelInfoForPacExpectation(pac_model_info_pac_expectation);
string pac_model_name = pac_model_info_pac_expectation.first;
string var_model_name = pac_model_info_pac_expectation.second.first;
vector<string> eqtags = var_model_eq_tags[var_model_name];
if (!eqtags.empty())
{
vector<int> lhs = var_model_info_pac_expectation[var_model_name].first.first.first;
map<string, int> undiff = pac_model_info_pac_expectation.second.second.second.second;
int max_lag = var_model_info_pac_expectation[var_model_name].second.first.first;
vector<bool> nonstationary = var_model_info_pac_expectation[var_model_name].second.first.second;
if (!undiff.empty())
{
vector<expr_t> lhs_expr_t = var_model_info_pac_expectation[var_model_name].first.first.second;
vector<bool> diff = var_model_info_pac_expectation[var_model_name].first.second.first;
vector<int> orig_diff_var = var_model_info_pac_expectation[var_model_name].first.second.second;
vector<int> eqnumber = var_model_info_pac_expectation[var_model_name].second.second;
dynamic_model.getUndiffLHSForPac(lhs, lhs_expr_t, diff, orig_diff_var, eqnumber, undiff, diff_subst_table);
max_lag = original_model.getUndiffMaxLag(diff_static_model, lhs_expr_t, eqnumber);
}
pms->fillUndiffedLHS(lhs);
dynamic_model.walkPacParameters();
int growth_symb_id = pac_model_info_pac_expectation.second.second.second.first;
dynamic_model.fillPacExpectationVarInfo(pac_model_name, lhs, max_lag, nonstationary, growth_symb_id);
dynamic_model.substitutePacExpectation();
}
}
}
if (!var_model_info_var_expectation.empty())
{
@ -481,6 +519,28 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
dynamic_model.combineDiffAuxEquations();
for (vector<Statement *>::const_iterator it = statements.begin();
it != statements.end(); it++)
{
VarModelStatement *vms = dynamic_cast<VarModelStatement *>(*it);
if (vms != NULL)
{
string var_model_name;
vms->getVarModelInfo(var_model_name, var_model_info_var_expectation, var_model_eq_tags);
vector<expr_t> lhs_expr_t;
vector<int> lhs, eqnumber, orig_diff_var;
vector<set<pair<int, int> > > rhs;
vector<bool> nonstationary, diff;
vector<string> eqtags = var_model_eq_tags[var_model_name];
dynamic_model.getVarModelVariablesFromEqTags(eqtags,
eqnumber, lhs, lhs_expr_t, rhs, nonstationary);
int max_lag = original_model.getVarMaxLag(diff_static_model, eqnumber);
original_model.getVarLhsDiffAndInfo(eqnumber, diff, orig_diff_var);
vms->fillVarModelInfoFromEquations(eqnumber, lhs, rhs, nonstationary,
diff, orig_diff_var, max_lag);
}
}
if (differentiate_forward_vars)
dynamic_model.differentiateForwardVars(differentiate_forward_vars_subset);

92
src/ParsingDriver.cc
View File

@ -2813,73 +2813,51 @@ ParsingDriver::add_var_expectation(string *arg1, string *arg2, string *arg3)
}
expr_t
ParsingDriver::add_pac_expectation()
ParsingDriver::add_pac_expectation(string *var_model_name)
{
if (pac_expectation_model_name.empty())
error("pac_expectation: you must pass the model_name option");
if (pac_expectation_var_model_name.empty())
error("pac_expectation: you must pass the var_model_name option");
if (pac_expectation_discount.empty())
error("pac_expectation: you must pass the discount option");
int pac_expectation_discount_id =
mod_file->symbol_table.getID(pac_expectation_discount);
int pac_expectation_growth_id = -1;
if (!pac_expectation_growth.empty())
pac_expectation_growth_id = mod_file->symbol_table.getID(pac_expectation_growth);
expr_t pac_exp_node = data_tree->AddPacExpectation(pac_expectation_model_name,
pac_expectation_var_model_name,
pac_expectation_discount_id,
pac_expectation_growth_id);
pac_expectation_model_name = pac_expectation_discount = pac_expectation_growth = "";
expr_t pac_exp_node = data_tree->AddPacExpectation(*var_model_name);
delete var_model_name;
return pac_exp_node;
}
void
ParsingDriver::add_pac_expectation_model_name(string *arg)
ParsingDriver::pac_model()
{
if (!pac_expectation_model_name.empty())
error("pac_expectation: you can only pass the model_name option once");
pac_expectation_model_name = *arg;
delete arg;
OptionsList::string_options_t::const_iterator it = options_list.string_options.find("pac.model_name");
if (it == options_list.string_options.end())
error("You must pass the model_name option to the pac_model statement.");
const string *name = new string(it->second);
it = options_list.string_options.find("pac.var_model_name");
if (it == options_list.string_options.end())
error("You must pass the var_model_name option to the pac_model statement.");
const string *var_name = new string(it->second);
it = options_list.string_options.find("pac.discount");
if (it == options_list.string_options.end())
error("You must pass the discount option to the pac_model statement.");
const string *discount = new string(it->second);
string *growth;
it = options_list.string_options.find("pac.growth");
if (it == options_list.string_options.end())
growth = new string("");
else
growth = new string(it->second);
mod_file->addStatement(new PacModelStatement(*name, *var_name, *discount, *growth, pac_undiff, mod_file->symbol_table));
symbol_list.clear();
options_list.clear();
pac_undiff.clear();
}
void
ParsingDriver::add_pac_expectation_var_model_name(string *arg)
ParsingDriver::pac_model_undiff(string *eqtag, string *order)
{
if (!pac_expectation_var_model_name.empty())
error("pac_expectation: you can only pass the var_model_name option once");
pac_expectation_var_model_name = *arg;
delete arg;
}
void
ParsingDriver::add_pac_expectation_discount(string *arg)
{
if (!pac_expectation_discount.empty())
error("pac_expectation: you can only pass the discount option once");
check_symbol_is_parameter(arg);
pac_expectation_discount = *arg;
delete arg;
}
void
ParsingDriver::add_pac_expectation_growth(string *arg)
{
if (!pac_expectation_growth.empty())
error("pac_expectation: you can only pass the growth option once");
check_symbol_existence(*arg);
SymbolType type = mod_file->symbol_table.getType(mod_file->symbol_table.getID(*arg));
if (type != eParameter && type != eEndogenous && type != eExogenous)
error("pac_expectation growth argument must either be a parameter or an endogenous or exogenous variable.");
pac_expectation_growth = *arg;
delete arg;
pac_undiff[*eqtag] = atoi(order->c_str());
delete eqtag;
delete order;
}
expr_t

16
src/ParsingDriver.hh
View File

@ -234,6 +234,8 @@ private:
SymbolList graph_formats;
//! Temporary storage for equation tags
vector<pair<string, string> > eq_tags;
//! Temporary storage for pac statement undiff option
map<string, int> pac_undiff;
//! Map Var name to variables
map<string, vector<string> > var_map;
@ -251,9 +253,6 @@ private:
//! Used by VAR restrictions
void clear_VAR_storage();
//! Used by pac_expectation
string pac_expectation_model_name, pac_expectation_var_model_name, pac_expectation_discount, pac_expectation_growth;
public:
ParsingDriver(WarningConsolidation &warnings_arg, bool nostrict_arg) : warnings(warnings_arg), nostrict(nostrict_arg) { };
@ -693,12 +692,11 @@ public:
//! Writes token "VAR_EXPECTATION(arg1, arg2, arg3)" to model tree
expr_t add_var_expectation(string *arg1, string *arg2, string *arg3);
//! Writes token "PAC_EXPECTATION(model_name, discount, growth)" to model tree
expr_t add_pac_expectation();
//! Adds arguments for pac_expectation
void add_pac_expectation_model_name(string *arg);
void add_pac_expectation_var_model_name(string *arg);
void add_pac_expectation_discount(string *arg);
void add_pac_expectation_growth(string *arg);
expr_t add_pac_expectation(string *var_model_name);
//! Creates pac_model statement
void pac_model();
//! Add undiff option for pac_model statement
void pac_model_undiff(string *eqtag, string *order);
//! Writes token "diff(arg1)" to model tree
expr_t add_diff(expr_t arg1);
//! Writes token "adl(arg1, lag)" to model tree

2
src/Statement.hh
View File

@ -125,6 +125,8 @@ public:
bool write_latex_steady_state_model_present;
//! Histval values that do not have the appropriate lag
map<int, int> hist_vals_wrong_lag;
//! Pac growth and discount
set<int> pac_params;
};
class Statement

75
src/SymbolTable.cc
View File

@ -25,6 +25,20 @@
#include "SymbolTable.hh"
AuxVarInfo::AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id_arg, int orig_lead_lag_arg,
int equation_number_for_multiplier_arg, int information_set_arg,
expr_t expr_node_arg, string &unary_op_handle_arg) :
symb_id(symb_id_arg),
type(type_arg),
orig_symb_id(orig_symb_id_arg),
orig_lead_lag(orig_lead_lag_arg),
equation_number_for_multiplier(equation_number_for_multiplier_arg),
information_set(information_set_arg),
expr_node(expr_node_arg),
unary_op_handle(unary_op_handle_arg)
{
}
AuxVarInfo::AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id_arg, int orig_lead_lag_arg,
int equation_number_for_multiplier_arg, int information_set_arg,
expr_t expr_node_arg) :
@ -34,7 +48,8 @@ AuxVarInfo::AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id_arg
orig_lead_lag(orig_lead_lag_arg),
equation_number_for_multiplier(equation_number_for_multiplier_arg),
information_set(information_set_arg),
expr_node(expr_node_arg)
expr_node(expr_node_arg),
unary_op_handle("")
{
}
@ -375,9 +390,16 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
output << ")';" << endl;
break;
case avDiff:
case avDiffLag:
if (aux_vars[i].get_orig_symb_id() >= 0)
output << "M_.aux_vars(" << i+1 << ").orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1 << ";" << endl
<< "M_.aux_vars(" << i+1 << ").orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
output << "M_.aux_vars(" << i+1 << ").unary_op_handle = ";
if (!aux_vars[i].get_unary_op_handle().empty())
output << aux_vars[i].get_unary_op_handle() << ";" << endl;
else
output << "'';" << endl;
break;
}
}
@ -488,6 +510,7 @@ SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
<< "av[" << i << "].orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
break;
case avDiff:
case avDiffLag:
if (aux_vars[i].get_orig_symb_id() >= 0)
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;
@ -586,6 +609,7 @@ SymbolTable::writeCCOutput(ostream &output) const throw (NotYetFrozenException)
<< "av" << i << ".orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
break;
case avDiff:
case avDiffLag:
if (aux_vars[i].get_orig_symb_id() >= 0)
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;
@ -706,6 +730,29 @@ SymbolTable::addExpectationAuxiliaryVar(int information_set, int index, expr_t e
return symb_id;
}
int
SymbolTable::addDiffLagAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) throw (FrozenException)
{
ostringstream varname;
int symb_id;
varname << "AUX_DIFF_LAG_" << 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, avDiffLag, orig_symb_id, orig_lag, 0, 0, expr_arg));
return symb_id;
}
int
SymbolTable::addDiffAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) throw (FrozenException)
{
@ -729,6 +776,29 @@ SymbolTable::addDiffAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, i
return symb_id;
}
int
SymbolTable::addDiffAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag, string &unary_op_handle) throw (FrozenException)
{
ostringstream varname;
int symb_id;
varname << "AUX_DIFF_" << 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, avDiff, orig_symb_id, orig_lag, 0, 0, expr_arg, unary_op_handle));
return symb_id;
}
int
SymbolTable::addDiffAuxiliaryVar(int index, expr_t expr_arg) throw (FrozenException)
{
@ -1066,9 +1136,10 @@ SymbolTable::writeJuliaOutput(ostream &output) const throw (NotYetFrozenExceptio
<< aux_vars[i].get_orig_lead_lag() << ", typemin(Int), string()";
break;
case avDiff:
case avDiffLag:
if (aux_vars[i].get_orig_symb_id() >= 0)
output << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) + 1 << ", "
<< aux_vars[i].get_orig_lead_lag() << ", typemin(Int), string()";
<< aux_vars[i].get_orig_lead_lag() << ", typemin(Int), string(), " << aux_vars[i].get_unary_op_handle();
break;
case avMultiplier:
output << "typemin(Int), typemin(Int), " << aux_vars[i].get_equation_number_for_multiplier() + 1

13
src/SymbolTable.hh
View File

@ -44,7 +44,8 @@ enum aux_var_t
avDiffForward = 5, //!< Substitute for the differentiate of a forward variable
avMultiplier = 6, //!< Multipliers for FOC of Ramsey Problem
avVarModel = 7, //!< Variable for var_model with order > abs(min_lag()) present in model
avDiff = 8 //!< Variable for Diff operator
avDiff = 8, //!< Variable for Diff operator
avDiffLag = 9 //!< Variable for timing between Diff operators
};
//! Information on some auxiliary variables
@ -58,8 +59,10 @@ private:
int equation_number_for_multiplier; //!< Stores the original constraint equation number associated with this aux var. Only used for avMultiplier.
int information_set; //! Argument of expectation operator. Only used for avExpectation.
expr_t expr_node; //! Auxiliary variable definition
string unary_op_handle; //!Unary op potentially opplied to aux vars of type avDiff
public:
AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id, int orig_lead_lag, int equation_number_for_multiplier_arg, int information_set_arg, expr_t expr_node_arg);
AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id, int orig_lead_lag, int equation_number_for_multiplier_arg, int information_set_arg, expr_t expr_node_arg, string &unary_op_handle);
int
get_symb_id() const
{
@ -95,6 +98,11 @@ public:
{
return expr_node;
};
string
get_unary_op_handle() const
{
return unary_op_handle;
}
};
//! Stores the symbol table
@ -289,6 +297,9 @@ public:
//! Adds an auxiliary variable when the diff operator is encountered
int addDiffAuxiliaryVar(int index, expr_t expr_arg) throw (FrozenException);
int addDiffAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) throw (FrozenException);
int addDiffAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag, string &unary_op_handle) throw (FrozenException);
//! Takes care of timing between diff statements
int addDiffLagAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) throw (FrozenException);
//! Returns the number of auxiliary variables
int
AuxVarsSize() const