preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152issue#70
sebastien
parent
57c3ef7934
commit
760085d6fe
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@ -167,7 +167,8 @@ enum BinaryOpcode
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oLessEqual,
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oGreaterEqual,
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oEqualEqual,
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oDifferent
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oDifferent,
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oExpectation
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};
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enum TrinaryOpcode
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@ -180,8 +181,7 @@ enum TrinaryOpcode
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int Equation, Variable, Own_Derivative;
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};
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#pragma pack(push)
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#pragma pack(1)
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#pragma pack(push, 1)
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class TagWithoutArgument
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{
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protected:
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11
DataTree.cc
11
DataTree.cc
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@ -244,6 +244,17 @@ DataTree::AddPower(NodeID iArg1, NodeID iArg2)
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return Zero;
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}
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NodeID
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DataTree::AddExpectation(int iArg1, NodeID iArg2)
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{
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ostringstream period;
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period << abs(iArg1);
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if (iArg1 >= 0)
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return AddBinaryOp(AddNumConstant(period.str()), oExpectation, iArg2);
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else
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return AddBinaryOp(AddUMinus(AddNumConstant(period.str())), oExpectation, iArg2);
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}
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NodeID
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DataTree::AddExp(NodeID iArg1)
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{
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@ -128,6 +128,8 @@ public:
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NodeID AddDifferent(NodeID iArg1, NodeID iArg2);
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//! Adds "arg1^arg2" to model tree
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NodeID AddPower(NodeID iArg1, NodeID iArg2);
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//! Adds "E(arg1)(arg2)" to model tree
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NodeID AddExpectation(int iArg1, NodeID iArg2);
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//! Adds "exp(arg)" to model tree
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NodeID AddExp(NodeID iArg1);
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//! Adds "log(arg)" to model tree
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@ -1201,7 +1201,7 @@ DynamicModel::writeDynamicMFile(const string &dynamic_basename) const
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<< "%" << endl
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<< "% Warning : this file is generated automatically by Dynare" << endl
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<< "% from model file (.mod)" << endl << endl;
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if (containsSteadyStateOperator())
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mDynamicModelFile << "global oo_;" << endl << endl;
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@ -1215,7 +1215,7 @@ DynamicModel::writeDynamicCFile(const string &dynamic_basename) const
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{
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string filename = dynamic_basename + ".c";
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ofstream mDynamicModelFile;
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mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
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if (!mDynamicModelFile.is_open())
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{
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@ -1223,14 +1223,17 @@ DynamicModel::writeDynamicCFile(const string &dynamic_basename) const
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exit(EXIT_FAILURE);
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}
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mDynamicModelFile << "/*" << endl
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<< " * " << filename << " : Computes dynamic model for Dynare" << endl
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<< " *" << endl
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<< " * Warning : this file is generated automatically by Dynare" << endl
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<< " * from model file (.mod)" << endl
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<< endl
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<< " */" << endl
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<< "#include <math.h>" << endl
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<< "#include \"mex.h\"" << endl;
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<< " * " << filename << " : Computes dynamic model for Dynare" << endl
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<< " *" << endl
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<< " * Warning : this file is generated automatically by Dynare" << endl
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<< " * from model file (.mod)" << endl
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<< endl
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<< " */" << endl
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<< "#include <math.h>" << endl
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<< "#include \"mex.h\"" << endl
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<< endl
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<< "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
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<< "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
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// Writing the function body
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writeDynamicModel(mDynamicModelFile, true);
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@ -1789,11 +1792,9 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
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int var = it->first.second;
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NodeID d1 = it->second;
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ostringstream g1;
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g1 << " g1";
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jacobianHelper(g1, eq, getDynJacobianCol(var), output_type);
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jacobian_output << g1.str() << "=" << g1.str() << "+";
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jacobian_output << "g1";
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jacobianHelper(jacobian_output, eq, getDynJacobianCol(var), output_type);
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jacobian_output << "=";
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d1->writeOutput(jacobian_output, output_type, temporary_terms);
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jacobian_output << ";" << endl;
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}
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@ -2912,7 +2913,7 @@ DynamicModel::jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOut
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{
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output << LEFT_ARRAY_SUBSCRIPT(output_type);
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if (IS_MATLAB(output_type))
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output << eq_nb + 1 << ", " << col_nb + 1;
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output << eq_nb + 1 << "," << col_nb + 1;
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else
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output << eq_nb + col_nb * equations.size();
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output << RIGHT_ARRAY_SUBSCRIPT(output_type);
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@ -2923,7 +2924,7 @@ DynamicModel::sparseHelper(int order, ostream &output, int row_nb, int col_nb, E
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{
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output << "v" << order << LEFT_ARRAY_SUBSCRIPT(output_type);
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if (IS_MATLAB(output_type))
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output << row_nb + 1 << ", " << col_nb + 1;
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output << row_nb + 1 << "," << col_nb + 1;
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else
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output << row_nb + col_nb * NNZDerivatives[order-1];
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output << RIGHT_ARRAY_SUBSCRIPT(output_type);
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@ -3035,6 +3036,39 @@ DynamicModel::substituteLeadLagInternal(aux_var_t type)
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}
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}
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void
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DynamicModel::substituteExpectation(bool partial_information_model)
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{
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ExprNode::subst_table_t subst_table;
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vector<BinaryOpNode *> neweqs;
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// Substitute in model binary op node map
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for(binary_op_node_map_type::reverse_iterator it = binary_op_node_map.rbegin();
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it != binary_op_node_map.rend(); it++)
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it->second->substituteExpectation(subst_table, neweqs, partial_information_model);
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// Substitute in equations
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for(int i = 0; i < (int) equations.size(); i++)
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{
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BinaryOpNode *substeq = dynamic_cast<BinaryOpNode *>(equations[i]->substituteExpectation(subst_table, neweqs, partial_information_model));
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assert(substeq != NULL);
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equations[i] = substeq;
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}
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// Add new equations
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for(int i = 0; i < (int) neweqs.size(); i++)
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addEquation(neweqs[i]);
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// Add the new set of equations at the *beginning* of aux_equations
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copy(neweqs.rbegin(), neweqs.rend(), front_inserter(aux_equations));
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if (neweqs.size() > 0)
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if (partial_information_model)
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cout << "Substitution of Expectation operator: added auxiliary variables and equations." << endl; //FIX to reflect correct number of equations
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else
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cout << "Substitution of Expectation operator: added " << neweqs.size() << " auxiliary variables and equations." << endl;
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}
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void
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DynamicModel::fillEvalContext(eval_context_type &eval_context) const
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{
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@ -217,6 +217,9 @@ public:
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//! Transforms the model by removing all lags on exos
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void substituteExoLag();
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//! Transforms the model by removing all oExpectation
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void substituteExpectation(bool partial_information_model);
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//! Fills eval context with values of model local variables and auxiliary variables
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void fillEvalContext(eval_context_type &eval_context) const;
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};
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@ -98,7 +98,7 @@ class ParsingDriver;
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%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS
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%token <string_val> FLOAT_NUMBER
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%token FORECAST
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%token GAMMA_PDF GRAPH
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%token GAMMA_PDF GRAPH CONDITIONAL_VARIANCE_DECOMPOSITION
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%token HISTVAL HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HP_FILTER HP_NGRID
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%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE
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%token <string_val> INT_NUMBER
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@ -134,7 +134,7 @@ class ParsingDriver;
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%left UMINUS UPLUS
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%nonassoc POWER
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%token EXP LOG LN LOG10 SIN COS TAN ASIN ACOS ATAN SINH COSH TANH
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%token ASINH ACOSH ATANH SQRT NORMCDF STEADY_STATE
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%token ASINH ACOSH ATANH SQRT NORMCDF STEADY_STATE EXPECTATION
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/* GSA analysis */
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%token DYNARE_SENSITIVITY MORRIS STAB REDFORM PPRIOR PRIOR_RANGE PPOST ILPTAU GLUE MORRIS_NLIV
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%token MORRIS_NTRA NSAM LOAD_REDFORM LOAD_RMSE LOAD_STAB ALPHA2_STAB KSSTAT LOGTRANS_REDFORM THRESHOLD_REDFORM
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@ -364,6 +364,8 @@ expression : '(' expression ')'
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{ $$ = driver.add_equal_equal($1, $3); }
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| expression EXCLAMATION_EQUAL expression
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{ $$ = driver.add_different($1, $3); }
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| EXPECTATION '(' signed_integer ')''(' expression ')'
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{ $$ = driver.add_expectation($3, $6); }
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| MINUS expression %prec UMINUS
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{ $$ = driver.add_uminus($2); }
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| PLUS expression %prec UPLUS
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@ -512,6 +514,8 @@ hand_side : '(' hand_side ')'
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{ $$ = driver.add_different($1, $3); }
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| hand_side POWER hand_side
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{ $$ = driver.add_power($1, $3); }
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| EXPECTATION '(' signed_integer ')''(' hand_side ')'
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{ $$ = driver.add_expectation($3, $6); }
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| MINUS hand_side %prec UMINUS
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{ $$ = driver.add_uminus($2); }
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| PLUS hand_side
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@ -561,14 +565,11 @@ model_var : symbol
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shocks : SHOCKS ';' shock_list END { driver.end_shocks(); };
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mshocks : MSHOCKS ';' shock_list END { driver.end_mshocks(); };
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shock_list : shock_list shock_elem
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| shock_elem
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;
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shock_elem : VAR symbol ';' PERIODS period_list ';' VALUES value_list ';'
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{ driver.add_det_shock($2, false); }
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shock_elem : det_shock_elem
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| VAR symbol ';' STDERR expression ';'
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{ driver.add_stderr_shock($2, $5); }
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| VAR symbol EQUAL expression ';'
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@ -579,6 +580,16 @@ shock_elem : VAR symbol ';' PERIODS period_list ';' VALUES value_list ';'
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{ driver.add_correl_shock($2, $4, $6); }
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;
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det_shock_elem : VAR symbol ';' PERIODS period_list ';' VALUES value_list ';'
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{ driver.add_det_shock($2, false); }
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;
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mshocks : MSHOCKS ';' mshock_list END { driver.end_mshocks(); };
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mshock_list : mshock_list det_shock_elem
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| det_shock_elem
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;
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period_list : period_list COMMA INT_NUMBER
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{ driver.add_period($3); }
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| period_list INT_NUMBER
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@ -718,6 +729,7 @@ stoch_simul_options : o_dr_algo
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| o_noprint
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| o_aim_solver
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| o_partial_information
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| o_conditional_variance_decomposition
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;
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symbol_list : symbol_list symbol
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@ -1548,9 +1560,14 @@ o_dr_algo : DR_ALGO EQUAL INT_NUMBER {
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driver.warning("dr_algo option is now deprecated, and may be removed in a future version of Dynare");
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else
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driver.error("dr_algo=1 option is no longer supported");
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}
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};
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o_solve_algo : SOLVE_ALGO EQUAL INT_NUMBER { driver.option_num("solve_algo", $3); };
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o_simul_algo : SIMUL_ALGO EQUAL INT_NUMBER { driver.option_num("simul_algo", $3); };
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o_simul_algo : SIMUL_ALGO EQUAL INT_NUMBER {
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if (*$3 == string("0"))
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driver.warning("simul_algo option is now deprecated, and may be removed in a future version of Dynare");
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else
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driver.error("simul_algo=1 option is no longer supported");
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};
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o_stack_solve_algo : STACK_SOLVE_ALGO EQUAL INT_NUMBER { driver.option_num("stack_solve_algo", $3); };
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o_linear : LINEAR { driver.linear(); };
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o_order : ORDER EQUAL INT_NUMBER { driver.option_num("order", $3); };
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@ -1578,6 +1595,11 @@ o_nobs : NOBS EQUAL vec_int
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| NOBS EQUAL INT_NUMBER
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{ driver.option_num("nobs", $3); }
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;
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o_conditional_variance_decomposition : CONDITIONAL_VARIANCE_DECOMPOSITION EQUAL vec_int
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{ driver.option_num("conditional_variance_decomposition", $3); }
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| CONDITIONAL_VARIANCE_DECOMPOSITION EQUAL INT_NUMBER
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{ driver.option_num("conditional_variance_decomposition", $3); }
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;
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o_first_obs : FIRST_OBS EQUAL INT_NUMBER { driver.option_num("first_obs", $3); };
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o_prefilter : PREFILTER EQUAL INT_NUMBER { driver.option_num("prefilter", $3); };
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o_presample : PRESAMPLE EQUAL INT_NUMBER { driver.option_num("presample", $3); };
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@ -223,6 +223,7 @@ int sigma_e = 0;
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<DYNARE_STATEMENT>plot_priors {return token::PLOT_PRIORS;}
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<DYNARE_STATEMENT>aim_solver {return token::AIM_SOLVER;}
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<DYNARE_STATEMENT>partial_information {return token::PARTIAL_INFORMATION;}
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<DYNARE_STATEMENT>conditional_variance_decomposition {return token::CONDITIONAL_VARIANCE_DECOMPOSITION;}
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<DYNARE_STATEMENT>freq {return token::FREQ;}
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<DYNARE_STATEMENT>initial_year {return token::INITIAL_YEAR;}
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@ -439,6 +440,7 @@ int sigma_e = 0;
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<DYNARE_STATEMENT,DYNARE_BLOCK>min {return token::MIN;}
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<DYNARE_STATEMENT,DYNARE_BLOCK>normcdf {return token::NORMCDF;}
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<DYNARE_STATEMENT,DYNARE_BLOCK>steady_state {return token::STEADY_STATE;}
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<DYNARE_STATEMENT,DYNARE_BLOCK>expectation {return token::EXPECTATION;}
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<DYNARE_STATEMENT,DYNARE_BLOCK>nan {return token::NAN_CONSTANT;}
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<DYNARE_STATEMENT,DYNARE_BLOCK>inf {return token::INF_CONSTANT;}
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105
ExprNode.cc
105
ExprNode.cc
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@ -33,6 +33,7 @@ using namespace __gnu_cxx;
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#include "ExprNode.hh"
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#include "DataTree.hh"
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#include "BlockTriangular.hh"
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#include "ModFile.hh"
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ExprNode::ExprNode(DataTree &datatree_arg) : datatree(datatree_arg), preparedForDerivation(false)
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{
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@ -219,7 +220,6 @@ ExprNode::createExoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<
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return dynamic_cast<VariableNode *>(substexpr);
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}
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NumConstNode::NumConstNode(DataTree &datatree_arg, int id_arg) :
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ExprNode(datatree_arg),
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id(id_arg)
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@ -342,6 +342,12 @@ NumConstNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *
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return const_cast<NumConstNode *>(this);
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}
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NodeID
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NumConstNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const
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{
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return const_cast<NumConstNode *>(this);
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}
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VariableNode::VariableNode(DataTree &datatree_arg, int symb_id_arg, int lag_arg) :
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ExprNode(datatree_arg),
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symb_id(symb_id_arg),
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@ -954,6 +960,12 @@ VariableNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *
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}
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}
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NodeID
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VariableNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const
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{
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return const_cast<VariableNode *>(this);
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}
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UnaryOpNode::UnaryOpNode(DataTree &datatree_arg, UnaryOpcode op_code_arg, const NodeID arg_arg) :
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ExprNode(datatree_arg),
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arg(arg_arg),
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@ -1360,13 +1372,20 @@ UnaryOpNode::eval_opcode(UnaryOpcode op_code, double v) throw (EvalException)
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return(sinh(v));
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case oTanh:
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return(tanh(v));
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#ifndef WIN64
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#ifndef _WIN64
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case oAcosh:
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return(acosh(v));
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case oAsinh:
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return(asinh(v));
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case oAtanh:
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return(atanh(v));
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#else
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case oAcosh:
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throw EvalException();
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case oAsinh:
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throw EvalException();
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case oAtanh:
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throw EvalException();
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#endif
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case oSqrt:
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return(sqrt(v));
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@ -1648,6 +1667,13 @@ UnaryOpNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *>
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return buildSimilarUnaryOpNode(argsubst, datatree);
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}
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NodeID
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UnaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const
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{
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NodeID argsubst = arg->substituteExpectation(subst_table, neweqs, partial_information_model);
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return buildSimilarUnaryOpNode(argsubst, datatree);
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}
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BinaryOpNode::BinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg,
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BinaryOpcode op_code_arg, const NodeID arg2_arg) :
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ExprNode(datatree_arg),
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@ -1794,6 +1820,7 @@ BinaryOpNode::precedence(ExprNodeOutputType output_type, const temporary_terms_t
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return 5;
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case oMin:
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case oMax:
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case oExpectation:
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||||
return 100;
|
||||
}
|
||||
// Suppress GCC warning
|
||||
|
|
@ -1834,6 +1861,7 @@ BinaryOpNode::cost(const temporary_terms_type &temporary_terms, bool is_matlab)
|
|||
case oPower:
|
||||
return cost + 1160;
|
||||
case oEqual:
|
||||
case oExpectation:
|
||||
return cost;
|
||||
}
|
||||
else
|
||||
|
|
@ -1859,6 +1887,7 @@ BinaryOpNode::cost(const temporary_terms_type &temporary_terms, bool is_matlab)
|
|||
case oPower:
|
||||
return cost + 520;
|
||||
case oEqual:
|
||||
case oExpectation:
|
||||
return cost;
|
||||
}
|
||||
// Suppress GCC warning
|
||||
|
|
@ -1957,6 +1986,7 @@ BinaryOpNode::eval_opcode(double v1, BinaryOpcode op_code, double v2) throw (Eva
|
|||
case oDifferent:
|
||||
return (v1 != v2);
|
||||
case oEqual:
|
||||
case oExpectation:
|
||||
throw EvalException();
|
||||
}
|
||||
// Suppress GCC warning
|
||||
|
|
@ -2494,6 +2524,8 @@ BinaryOpNode::buildSimilarBinaryOpNode(NodeID alt_arg1, NodeID alt_arg2, DataTre
|
|||
return alt_datatree.AddEqualEqual(alt_arg1, alt_arg2);
|
||||
case oDifferent:
|
||||
return alt_datatree.AddDifferent(alt_arg1, alt_arg2);
|
||||
case oExpectation:
|
||||
return alt_datatree.AddExpectation((int)(alt_arg1->eval(map<int, double>())), alt_arg2);
|
||||
}
|
||||
// Suppress GCC warning
|
||||
exit(EXIT_FAILURE);
|
||||
|
|
@ -2615,6 +2647,59 @@ BinaryOpNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *
|
|||
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
|
||||
}
|
||||
|
||||
NodeID
|
||||
BinaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const
|
||||
{
|
||||
switch(op_code)
|
||||
{
|
||||
case oExpectation:
|
||||
{
|
||||
int period = (int)(arg1->eval(map<int, double>()));
|
||||
subst_table_t::iterator it = subst_table.find(const_cast<BinaryOpNode *>(this));
|
||||
|
||||
//IF should evaluate to true when substituting Exp operators out of equations in second pass
|
||||
if (it != subst_table.end())
|
||||
return const_cast<VariableNode *>(it->second);
|
||||
|
||||
//Arriving here, we need to create an auxiliary variable for this Expectation Operator:
|
||||
int symb_id = datatree.symbol_table.addExpectationAuxiliaryVar(arg1->idx, arg2->idx); //AUXE_arg1.idx_arg2.idx
|
||||
NodeID newAuxE = datatree.AddVariable(symb_id, 0);
|
||||
assert(dynamic_cast<VariableNode *>(newAuxE) != NULL);
|
||||
|
||||
if (partial_information_model && period==0)
|
||||
{
|
||||
//Ensure x is a single variable as opposed to an expression
|
||||
if (dynamic_cast<VariableNode *>(arg2) == NULL)
|
||||
{
|
||||
cerr << "In Partial Information models, EXPECTATION(0)(X) can only be used when X is a single variable." << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
//take care of any nested expectation operators by calling arg2->substituteExpectation(.), then decreaseLeadsLags for this oExp operator
|
||||
//arg2(lag-period) (holds entire subtree of arg2(lag-period)
|
||||
NodeID substexpr = (arg2->substituteExpectation(subst_table, neweqs, partial_information_model))->decreaseLeadsLags(period);
|
||||
assert(substexpr != NULL);
|
||||
|
||||
neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(newAuxE, substexpr))); //AUXE_arg1.idx_arg2.idx = arg2(lag-period)
|
||||
|
||||
newAuxE = newAuxE->decreaseLeadsLags(-1*period);
|
||||
assert(dynamic_cast<VariableNode *>(newAuxE) != NULL);
|
||||
}
|
||||
|
||||
subst_table[this] = dynamic_cast<VariableNode *>(newAuxE);
|
||||
return newAuxE;
|
||||
}
|
||||
default:
|
||||
{
|
||||
NodeID arg1subst = arg1->substituteExpectation(subst_table, neweqs, partial_information_model);
|
||||
NodeID arg2subst = arg2->substituteExpectation(subst_table, neweqs, partial_information_model);
|
||||
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
TrinaryOpNode::TrinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg,
|
||||
TrinaryOpcode op_code_arg, const NodeID arg2_arg, const NodeID arg3_arg) :
|
||||
ExprNode(datatree_arg),
|
||||
|
|
@ -3018,6 +3103,15 @@ TrinaryOpNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode
|
|||
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
|
||||
}
|
||||
|
||||
NodeID
|
||||
TrinaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const
|
||||
{
|
||||
NodeID arg1subst = arg1->substituteExpectation(subst_table, neweqs, partial_information_model);
|
||||
NodeID arg2subst = arg2->substituteExpectation(subst_table, neweqs, partial_information_model);
|
||||
NodeID arg3subst = arg3->substituteExpectation(subst_table, neweqs, partial_information_model);
|
||||
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
|
||||
}
|
||||
|
||||
UnknownFunctionNode::UnknownFunctionNode(DataTree &datatree_arg,
|
||||
int symb_id_arg,
|
||||
const vector<NodeID> &arguments_arg) :
|
||||
|
|
@ -3203,3 +3297,10 @@ UnknownFunctionNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryO
|
|||
cerr << "UnknownFunctionNode::substituteExoLag: not implemented!" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
|
||||
NodeID
|
||||
UnknownFunctionNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const
|
||||
{
|
||||
cerr << "UnknownFunctionNode::substituteExpectation: not implemented!" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
|
|
|
|||
14
ExprNode.hh
14
ExprNode.hh
|
|
@ -296,6 +296,13 @@ public:
|
|||
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
|
||||
*/
|
||||
virtual NodeID substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
|
||||
|
||||
//! Constructs a new expression where the expectation operator has been replaced by auxiliary variables
|
||||
/*!
|
||||
\param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
|
||||
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
|
||||
*/
|
||||
virtual NodeID substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const = 0;
|
||||
};
|
||||
|
||||
//! Object used to compare two nodes (using their indexes)
|
||||
|
|
@ -317,6 +324,7 @@ private:
|
|||
virtual NodeID computeDerivative(int deriv_id);
|
||||
public:
|
||||
NumConstNode(DataTree &datatree_arg, int id_arg);
|
||||
int get_id() const { return id; };
|
||||
virtual void prepareForDerivation();
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
|
||||
virtual void collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
|
||||
|
|
@ -333,6 +341,7 @@ public:
|
|||
virtual NodeID substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual NodeID substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual NodeID substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual NodeID substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
};
|
||||
|
||||
//! Symbol or variable node
|
||||
|
|
@ -370,6 +379,7 @@ public:
|
|||
virtual NodeID substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual NodeID substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual NodeID substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual NodeID substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
};
|
||||
|
||||
//! Unary operator node
|
||||
|
|
@ -415,6 +425,7 @@ public:
|
|||
virtual NodeID substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual NodeID substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual NodeID substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual NodeID substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
};
|
||||
|
||||
//! Binary operator node
|
||||
|
|
@ -465,6 +476,7 @@ public:
|
|||
virtual NodeID substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual NodeID substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual NodeID substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual NodeID substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
};
|
||||
|
||||
//! Trinary operator node
|
||||
|
|
@ -509,6 +521,7 @@ public:
|
|||
virtual NodeID substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual NodeID substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual NodeID substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual NodeID substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
};
|
||||
|
||||
//! Unknown function node
|
||||
|
|
@ -545,6 +558,7 @@ public:
|
|||
virtual NodeID substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual NodeID substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual NodeID substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual NodeID substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
};
|
||||
|
||||
#endif
|
||||
|
|
|
|||
|
|
@ -133,12 +133,15 @@ ModFile::checkPass()
|
|||
void
|
||||
ModFile::transformPass()
|
||||
{
|
||||
// In stochastic models, create auxiliary vars for leads and lags greater than 2
|
||||
if (mod_file_struct.stoch_simul_present
|
||||
|| mod_file_struct.estimation_present
|
||||
|| mod_file_struct.osr_present
|
||||
|| mod_file_struct.ramsey_policy_present)
|
||||
{
|
||||
// In stochastic models, create auxiliary vars for Expecatation operator
|
||||
dynamic_model.substituteExpectation(mod_file_struct.partial_information);
|
||||
|
||||
// In stochastic models, create auxiliary vars for leads and lags greater than 2
|
||||
dynamic_model.substituteEndoLeadGreaterThanTwo();
|
||||
dynamic_model.substituteExoLead();
|
||||
dynamic_model.substituteEndoLagGreaterThanTwo();
|
||||
|
|
@ -168,6 +171,9 @@ ModFile::transformPass()
|
|||
void
|
||||
ModFile::computingPass(bool no_tmp_terms)
|
||||
{
|
||||
|
||||
// expressions_tree.replace_oExpectation_in_datatree();
|
||||
|
||||
// Mod file may have no equation (for example in a standalone BVAR estimation)
|
||||
bool dynamic_model_needed = mod_file_struct.simul_present || mod_file_struct.check_present || mod_file_struct.stoch_simul_present
|
||||
|| mod_file_struct.estimation_present|| mod_file_struct.osr_present
|
||||
|
|
|
|||
43
ModelTree.cc
43
ModelTree.cc
|
|
@ -212,18 +212,43 @@ ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type)
|
|||
for (int eq = 0; eq < (int) equations.size(); eq++)
|
||||
{
|
||||
BinaryOpNode *eq_node = equations[eq];
|
||||
|
||||
NodeID lhs = eq_node->get_arg1();
|
||||
output << "lhs =";
|
||||
lhs->writeOutput(output, output_type, temporary_terms);
|
||||
output << ";" << endl;
|
||||
|
||||
NodeID rhs = eq_node->get_arg2();
|
||||
output << "rhs =";
|
||||
rhs->writeOutput(output, output_type, temporary_terms);
|
||||
output << ";" << endl;
|
||||
|
||||
output << "residual" << LEFT_ARRAY_SUBSCRIPT(output_type) << eq + ARRAY_SUBSCRIPT_OFFSET(output_type) << RIGHT_ARRAY_SUBSCRIPT(output_type) << "= lhs-rhs;" << endl;
|
||||
// Test if the right hand side of the equation is empty.
|
||||
double vrhs = 1.0;
|
||||
try
|
||||
{
|
||||
vrhs = rhs->eval(eval_context_type());
|
||||
}
|
||||
catch(ExprNode::EvalException &e)
|
||||
{
|
||||
}
|
||||
|
||||
if (vrhs!=0)// The right hand side of the equation is not empty ==> residual=lhs-rhs;
|
||||
{
|
||||
output << "lhs =";
|
||||
lhs->writeOutput(output, output_type, temporary_terms);
|
||||
output << ";" << endl;
|
||||
|
||||
output << "rhs =";
|
||||
rhs->writeOutput(output, output_type, temporary_terms);
|
||||
output << ";" << endl;
|
||||
|
||||
output << "residual" << LEFT_ARRAY_SUBSCRIPT(output_type)
|
||||
<< eq + ARRAY_SUBSCRIPT_OFFSET(output_type)
|
||||
<< RIGHT_ARRAY_SUBSCRIPT(output_type)
|
||||
<< "= lhs-rhs;" << endl;
|
||||
}
|
||||
else// The right hand side of the equation is empty ==> residual=lhs;
|
||||
{
|
||||
output << "residual" << LEFT_ARRAY_SUBSCRIPT(output_type)
|
||||
<< eq + ARRAY_SUBSCRIPT_OFFSET(output_type)
|
||||
<< RIGHT_ARRAY_SUBSCRIPT(output_type)
|
||||
<< " = ";
|
||||
lhs->writeOutput(output, output_type, temporary_terms);
|
||||
output << ";" << endl;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
|
|
|||
|
|
@ -142,6 +142,16 @@ EndValStatement::EndValStatement(const init_values_type &init_values_arg,
|
|||
}
|
||||
|
||||
|
||||
void
|
||||
EndValStatement::checkPass(ModFileStructure &mod_file_struct)
|
||||
{
|
||||
if (mod_file_struct.shocks_present)
|
||||
{
|
||||
cerr << "ERROR: Putting a \"shocks\" block before an \"endval\" block is not permitted. Please swap the two blocks. This limitation will be removed in the next major release of Dynare." << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
}
|
||||
|
||||
void
|
||||
EndValStatement::writeOutput(ostream &output, const string &basename) const
|
||||
{
|
||||
|
|
|
|||
|
|
@ -79,6 +79,8 @@ class EndValStatement : public InitOrEndValStatement
|
|||
public:
|
||||
EndValStatement(const init_values_type &init_values_arg,
|
||||
const SymbolTable &symbol_table_arg);
|
||||
//! Workaround for trac ticket #35
|
||||
virtual void checkPass(ModFileStructure &mod_file_struct);
|
||||
virtual void writeOutput(ostream &output, const string &basename) const;
|
||||
};
|
||||
|
||||
|
|
|
|||
|
|
@ -224,6 +224,8 @@ ParsingDriver::add_expression_variable(string *name)
|
|||
void
|
||||
ParsingDriver::periods(string *periods)
|
||||
{
|
||||
warning("periods: this command is now deprecated and may be removed in a future version of Dynare. Please of the \"periods\" option of \"simul\" command instead.");
|
||||
|
||||
int periods_val = atoi(periods->c_str());
|
||||
mod_file->addStatement(new PeriodsStatement(periods_val));
|
||||
delete periods;
|
||||
|
|
@ -419,13 +421,8 @@ ParsingDriver::end_shocks()
|
|||
void
|
||||
ParsingDriver::end_mshocks()
|
||||
{
|
||||
mod_file->addStatement(new MShocksStatement(det_shocks, var_shocks, std_shocks,
|
||||
covar_shocks, corr_shocks, mod_file->symbol_table));
|
||||
mod_file->addStatement(new MShocksStatement(det_shocks, mod_file->symbol_table));
|
||||
det_shocks.clear();
|
||||
var_shocks.clear();
|
||||
std_shocks.clear();
|
||||
covar_shocks.clear();
|
||||
corr_shocks.clear();
|
||||
}
|
||||
|
||||
void
|
||||
|
|
@ -572,6 +569,8 @@ ParsingDriver::add_value(string *p1)
|
|||
void
|
||||
ParsingDriver::do_sigma_e()
|
||||
{
|
||||
warning("Sigma_e: this command is now deprecated and may be removed in a future version of Dynare. Please use the \"shocks\" command instead.");
|
||||
|
||||
try
|
||||
{
|
||||
mod_file->addStatement(new SigmaeStatement(sigmae_matrix));
|
||||
|
|
@ -1270,6 +1269,14 @@ ParsingDriver::add_power(NodeID arg1, NodeID arg2)
|
|||
return data_tree->AddPower(arg1, arg2);
|
||||
}
|
||||
|
||||
NodeID
|
||||
ParsingDriver::add_expectation(string *arg1, NodeID arg2)
|
||||
{
|
||||
NodeID expectationNode = data_tree->AddExpectation(atoi(arg1->c_str()), arg2);
|
||||
delete arg1;
|
||||
return expectationNode;
|
||||
}
|
||||
|
||||
NodeID
|
||||
ParsingDriver::add_exp(NodeID arg1)
|
||||
{
|
||||
|
|
|
|||
|
|
@ -392,6 +392,8 @@ public:
|
|||
NodeID add_different(NodeID arg1, NodeID arg2);
|
||||
//! Writes token "arg1^arg2" to model tree
|
||||
NodeID add_power(NodeID arg1, NodeID arg2);
|
||||
//! Writes token "E(arg1)(arg2)" to model tree
|
||||
NodeID add_expectation(string *arg1, NodeID arg2);
|
||||
//! Writes token "exp(arg1)" to model tree
|
||||
NodeID add_exp(NodeID arg1);
|
||||
//! Writes token "log(arg1)" to model tree
|
||||
|
|
|
|||
90
Shocks.cc
90
Shocks.cc
|
|
@ -27,17 +27,9 @@ using namespace std;
|
|||
|
||||
AbstractShocksStatement::AbstractShocksStatement(bool mshocks_arg,
|
||||
const det_shocks_type &det_shocks_arg,
|
||||
const var_and_std_shocks_type &var_shocks_arg,
|
||||
const var_and_std_shocks_type &std_shocks_arg,
|
||||
const covar_and_corr_shocks_type &covar_shocks_arg,
|
||||
const covar_and_corr_shocks_type &corr_shocks_arg,
|
||||
const SymbolTable &symbol_table_arg) :
|
||||
mshocks(mshocks_arg),
|
||||
det_shocks(det_shocks_arg),
|
||||
var_shocks(var_shocks_arg),
|
||||
std_shocks(std_shocks_arg),
|
||||
covar_shocks(covar_shocks_arg),
|
||||
corr_shocks(corr_shocks_arg),
|
||||
symbol_table(symbol_table_arg)
|
||||
{
|
||||
}
|
||||
|
|
@ -83,7 +75,47 @@ AbstractShocksStatement::writeDetShocks(ostream &output) const
|
|||
}
|
||||
|
||||
void
|
||||
AbstractShocksStatement::writeVarAndStdShocks(ostream &output) const
|
||||
AbstractShocksStatement::checkPass(ModFileStructure &mod_file_struct)
|
||||
{
|
||||
mod_file_struct.shocks_present = true;
|
||||
}
|
||||
|
||||
|
||||
ShocksStatement::ShocksStatement(const det_shocks_type &det_shocks_arg,
|
||||
const var_and_std_shocks_type &var_shocks_arg,
|
||||
const var_and_std_shocks_type &std_shocks_arg,
|
||||
const covar_and_corr_shocks_type &covar_shocks_arg,
|
||||
const covar_and_corr_shocks_type &corr_shocks_arg,
|
||||
const SymbolTable &symbol_table_arg) :
|
||||
AbstractShocksStatement(false, det_shocks_arg, symbol_table_arg),
|
||||
var_shocks(var_shocks_arg),
|
||||
std_shocks(std_shocks_arg),
|
||||
covar_shocks(covar_shocks_arg),
|
||||
corr_shocks(corr_shocks_arg)
|
||||
{
|
||||
}
|
||||
|
||||
void
|
||||
ShocksStatement::writeOutput(ostream &output, const string &basename) const
|
||||
{
|
||||
output << "%" << endl
|
||||
<< "% SHOCKS instructions" << endl
|
||||
<< "%" << endl;
|
||||
|
||||
// Write instruction that initializes a shock
|
||||
output << "make_ex_;" << endl;
|
||||
|
||||
writeDetShocks(output);
|
||||
writeVarAndStdShocks(output);
|
||||
writeCovarAndCorrShocks(output);
|
||||
if (covar_shocks.size()+corr_shocks.size() > 0)
|
||||
output << "M_.sigma_e_is_diagonal = 0;" << endl;
|
||||
else
|
||||
output << "M_.sigma_e_is_diagonal = 1;" << endl;
|
||||
}
|
||||
|
||||
void
|
||||
ShocksStatement::writeVarAndStdShocks(ostream &output) const
|
||||
{
|
||||
var_and_std_shocks_type::const_iterator it;
|
||||
|
||||
|
|
@ -107,7 +139,7 @@ AbstractShocksStatement::writeVarAndStdShocks(ostream &output) const
|
|||
}
|
||||
|
||||
void
|
||||
AbstractShocksStatement::writeCovarAndCorrShocks(ostream &output) const
|
||||
ShocksStatement::writeCovarAndCorrShocks(ostream &output) const
|
||||
{
|
||||
covar_and_corr_shocks_type::const_iterator it;
|
||||
|
||||
|
|
@ -135,41 +167,9 @@ AbstractShocksStatement::writeCovarAndCorrShocks(ostream &output) const
|
|||
}
|
||||
}
|
||||
|
||||
|
||||
ShocksStatement::ShocksStatement(const det_shocks_type &det_shocks_arg,
|
||||
const var_and_std_shocks_type &var_shocks_arg,
|
||||
const var_and_std_shocks_type &std_shocks_arg,
|
||||
const covar_and_corr_shocks_type &covar_shocks_arg,
|
||||
const covar_and_corr_shocks_type &corr_shocks_arg,
|
||||
const SymbolTable &symbol_table_arg) :
|
||||
AbstractShocksStatement(false, det_shocks_arg, var_shocks_arg, std_shocks_arg,
|
||||
covar_shocks_arg, corr_shocks_arg, symbol_table_arg)
|
||||
{
|
||||
}
|
||||
|
||||
void
|
||||
ShocksStatement::writeOutput(ostream &output, const string &basename) const
|
||||
{
|
||||
output << "%" << endl
|
||||
<< "% SHOCKS instructions" << endl
|
||||
<< "%" << endl;
|
||||
|
||||
// Write instruction that initializes a shock
|
||||
output << "make_ex_;" << endl;
|
||||
|
||||
writeDetShocks(output);
|
||||
writeVarAndStdShocks(output);
|
||||
writeCovarAndCorrShocks(output);
|
||||
}
|
||||
|
||||
MShocksStatement::MShocksStatement(const det_shocks_type &det_shocks_arg,
|
||||
const var_and_std_shocks_type &var_shocks_arg,
|
||||
const var_and_std_shocks_type &std_shocks_arg,
|
||||
const covar_and_corr_shocks_type &covar_shocks_arg,
|
||||
const covar_and_corr_shocks_type &corr_shocks_arg,
|
||||
const SymbolTable &symbol_table_arg) :
|
||||
AbstractShocksStatement(true, det_shocks_arg, var_shocks_arg, std_shocks_arg,
|
||||
covar_shocks_arg, corr_shocks_arg, symbol_table_arg)
|
||||
AbstractShocksStatement(true, det_shocks_arg, symbol_table_arg)
|
||||
{
|
||||
}
|
||||
|
||||
|
|
@ -177,15 +177,13 @@ void
|
|||
MShocksStatement::writeOutput(ostream &output, const string &basename) const
|
||||
{
|
||||
output << "%" << endl
|
||||
<< "% SHOCKS instructions" << endl
|
||||
<< "% MSHOCKS instructions" << endl
|
||||
<< "%" << endl;
|
||||
|
||||
// Write instruction that initializes a shock
|
||||
output << "make_ex_;" << endl;
|
||||
|
||||
writeDetShocks(output);
|
||||
writeVarAndStdShocks(output);
|
||||
writeCovarAndCorrShocks(output);
|
||||
}
|
||||
|
||||
ConditionalForecastPathsStatement::ConditionalForecastPathsStatement(const AbstractShocksStatement::det_shocks_type &paths_arg, const SymbolTable &symbol_table_arg) :
|
||||
|
|
|
|||
24
Shocks.hh
24
Shocks.hh
|
|
@ -40,30 +40,30 @@ public:
|
|||
NodeID value;
|
||||
};
|
||||
typedef map<string, vector<DetShockElement> > det_shocks_type;
|
||||
typedef map<string, NodeID> var_and_std_shocks_type;
|
||||
typedef map<pair<string, string>, NodeID> covar_and_corr_shocks_type;
|
||||
//! Workaround for trac ticket #35
|
||||
virtual void checkPass(ModFileStructure &mod_file_struct);
|
||||
protected:
|
||||
//! Is this statement a "mshocks" statement ? (instead of a "shocks" statement)
|
||||
const bool mshocks;
|
||||
const det_shocks_type det_shocks;
|
||||
const var_and_std_shocks_type var_shocks, std_shocks;
|
||||
const covar_and_corr_shocks_type covar_shocks, corr_shocks;
|
||||
const SymbolTable &symbol_table;
|
||||
void writeDetShocks(ostream &output) const;
|
||||
void writeVarAndStdShocks(ostream &output) const;
|
||||
void writeCovarAndCorrShocks(ostream &output) const;
|
||||
|
||||
AbstractShocksStatement(bool mshocks_arg,
|
||||
const det_shocks_type &det_shocks_arg,
|
||||
const var_and_std_shocks_type &var_shocks_arg,
|
||||
const var_and_std_shocks_type &std_shocks_arg,
|
||||
const covar_and_corr_shocks_type &covar_shocks_arg,
|
||||
const covar_and_corr_shocks_type &corr_shocks_arg,
|
||||
const SymbolTable &symbol_table_arg);
|
||||
};
|
||||
|
||||
class ShocksStatement : public AbstractShocksStatement
|
||||
{
|
||||
public:
|
||||
typedef map<string, NodeID> var_and_std_shocks_type;
|
||||
typedef map<pair<string, string>, NodeID> covar_and_corr_shocks_type;
|
||||
private:
|
||||
const var_and_std_shocks_type var_shocks, std_shocks;
|
||||
const covar_and_corr_shocks_type covar_shocks, corr_shocks;
|
||||
void writeVarAndStdShocks(ostream &output) const;
|
||||
void writeCovarAndCorrShocks(ostream &output) const;
|
||||
public:
|
||||
ShocksStatement(const det_shocks_type &det_shocks_arg,
|
||||
const var_and_std_shocks_type &var_shocks_arg,
|
||||
|
|
@ -78,10 +78,6 @@ class MShocksStatement : public AbstractShocksStatement
|
|||
{
|
||||
public:
|
||||
MShocksStatement(const det_shocks_type &det_shocks_arg,
|
||||
const var_and_std_shocks_type &var_shocks_arg,
|
||||
const var_and_std_shocks_type &std_shocks_arg,
|
||||
const covar_and_corr_shocks_type &covar_shocks_arg,
|
||||
const covar_and_corr_shocks_type &corr_shocks_arg,
|
||||
const SymbolTable &symbol_table_arg);
|
||||
virtual void writeOutput(ostream &output, const string &basename) const;
|
||||
};
|
||||
|
|
|
|||
|
|
@ -30,7 +30,8 @@ ModFileStructure::ModFileStructure() :
|
|||
bvar_density_present(false),
|
||||
bvar_forecast_present(false),
|
||||
identification_present(false),
|
||||
partial_information(false)
|
||||
partial_information(false),
|
||||
shocks_present(false)
|
||||
{
|
||||
}
|
||||
|
||||
|
|
|
|||
|
|
@ -60,6 +60,9 @@ public:
|
|||
bool identification_present;
|
||||
//! Whether the option partial_information is given to stoch_simul/estimation/osr/ramsey_policy
|
||||
bool partial_information;
|
||||
//! Whether a shocks or mshocks block is present
|
||||
/*! Used for the workaround for trac ticket #35 */
|
||||
bool shocks_present;
|
||||
};
|
||||
|
||||
class Statement
|
||||
|
|
|
|||
|
|
@ -92,9 +92,7 @@ StaticModel::writeStaticMFile(ostream &output, const string &func_name) const
|
|||
int symb_id = it->first.second;
|
||||
NodeID d1 = it->second;
|
||||
|
||||
ostringstream g1;
|
||||
g1 << " g1(" << eq+1 << "," << symbol_table.getTypeSpecificID(symb_id)+1 << ")";
|
||||
output << g1.str() << "=" << g1.str() << "+";
|
||||
output << " g1(" << eq+1 << "," << symbol_table.getTypeSpecificID(symb_id)+1 << ")=";
|
||||
d1->writeOutput(output, oMatlabStaticModel, temporary_terms);
|
||||
output << ";" << endl;
|
||||
}
|
||||
|
|
|
|||
|
|
@ -302,3 +302,27 @@ SymbolTable::addExoLagAuxiliaryVar(int orig_symb_id, int orig_lag) throw (Frozen
|
|||
{
|
||||
return addLagAuxiliaryVarInternal(false, orig_symb_id, orig_lag);
|
||||
}
|
||||
|
||||
int
|
||||
SymbolTable::addExpectationAuxiliaryVar(int arg1, int arg2) throw (FrozenException)
|
||||
{
|
||||
ostringstream varname;
|
||||
varname << "AUXE_" << arg1 << "_" << arg2;
|
||||
int symb_id;
|
||||
try
|
||||
{
|
||||
symb_id = addSymbol(varname.str(), eEndogenous);
|
||||
}
|
||||
catch(AlreadyDeclaredException &e)
|
||||
{
|
||||
cerr << "ERROR: you should rename your variable called " << varname.str() << ", this name is internally used by Dynare" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
|
||||
AuxVarInfo avi;
|
||||
avi.symb_id = symb_id;
|
||||
avi.type = avExpectation;
|
||||
aux_vars.push_back(avi);
|
||||
|
||||
return symb_id;
|
||||
}
|
||||
|
|
|
|||
|
|
@ -32,10 +32,11 @@ using namespace std;
|
|||
//! Types of auxiliary variables
|
||||
enum aux_var_t
|
||||
{
|
||||
avEndoLead = 0, //!< Substitute for endo leads >= 2
|
||||
avEndoLag = 1, //!< Substitute for endo lags >= 2
|
||||
avExoLead = 2, //!< Substitute for exo leads >= 2
|
||||
avExoLag = 3, //!< Substitute for exo lags >= 2
|
||||
avEndoLead = 0, //!< Substitute for endo leads >= 2
|
||||
avEndoLag = 1, //!< Substitute for endo lags >= 2
|
||||
avExoLead = 2, //!< Substitute for exo leads >= 2
|
||||
avExoLag = 3, //!< Substitute for exo lags >= 2
|
||||
avExpectation = 4 //!< Substitute for Expectation Operator
|
||||
};
|
||||
|
||||
//! Information on some auxiliary variables
|
||||
|
|
@ -171,6 +172,11 @@ public:
|
|||
\param[in] orig_lag lag value such that this new variable will be equivalent to orig_symb_id(orig_lag)
|
||||
\return the symbol ID of the new symbol */
|
||||
int addExoLagAuxiliaryVar(int orig_symb_id, int orig_lag) throw (FrozenException);
|
||||
//! Adds an auxiliary variable for the expectations operator
|
||||
/*!
|
||||
\param[in] indeces Used to construct the variable name
|
||||
\return the symbol ID of the new symbol */
|
||||
int addExpectationAuxiliaryVar(int arg1, int arg2) throw (FrozenException);
|
||||
//! Tests if symbol already exists
|
||||
inline bool exists(const string &name) const;
|
||||
//! Get symbol name (by ID)
|
||||
|
|
|
|||
Loading…
Reference in New Issue