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pac growth: allow linear combination

issue#70
Houtan Bastani 2019-05-13 17:43:16 +02:00
parent 33c2f9b88b
commit a0f74f5c16
No known key found for this signature in database
GPG Key ID: 000094FB955BE169
5 changed files with 46 additions and 107 deletions
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136
src/ComputingTasks.cc
View File

@ -275,66 +275,25 @@ PacModelStatement::PacModelStatement(string name_arg,
original_growth{growth_arg},
steady_state_growth_rate_number{steady_state_growth_rate_number_arg},
steady_state_growth_rate_symb_id{steady_state_growth_rate_symb_id_arg},
symbol_table{symbol_table_arg},
growth_symb_id{-1},
growth_lag{0}
symbol_table{symbol_table_arg}
{
}
void
PacModelStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (growth == nullptr)
return;
auto *vn = dynamic_cast<VariableNode *>(growth);
if (vn != nullptr)
{
mod_file_struct.pac_params.insert(vn->symb_id);
mod_file_struct.pac_params.insert(vn->lag);
}
auto *uon = dynamic_cast<UnaryOpNode *>(growth);
if (uon != nullptr)
if (uon->op_code == UnaryOpcode::diff)
{
auto *uonvn = dynamic_cast<VariableNode *>(uon->arg);
auto *uon1 = dynamic_cast<UnaryOpNode *>(uon->arg);
while (uonvn == nullptr && uon1 != nullptr)
{
uonvn = dynamic_cast<VariableNode *>(uon1->arg);
uon1 = dynamic_cast<UnaryOpNode *>(uon1->arg);
}
if (uonvn == nullptr)
{
cerr << "Pac growth parameter must be either a variable or a diff unary op of a variable" << endl;
exit(EXIT_FAILURE);
}
mod_file_struct.pac_params.insert(uonvn->symb_id);
mod_file_struct.pac_params.insert(uonvn->lag);
}
if (vn == nullptr && uon == nullptr)
{
cerr << "Pac growth parameter must be either a variable or a diff unary op of a variable" << endl;
exit(EXIT_FAILURE);
}
}
void
PacModelStatement::overwriteGrowth(expr_t new_growth)
{
if (new_growth == nullptr || growth == nullptr)
return;
growth = new_growth;
auto *vn = dynamic_cast<VariableNode *>(growth);
if (vn == nullptr)
try
{
cerr << "PacModelStatement::overwriteGrowth: Internal Dynare error: should not arrive here" << endl;
growth_info = growth->matchLinearCombinationOfVariables();
}
catch (ExprNode::MatchFailureException &e)
{
cerr << "Pac growth must be a linear combination of varibles" << endl;
exit(EXIT_FAILURE);
}
growth_symb_id = vn->symb_id;
growth_lag = vn->lag;
}
void
@ -349,8 +308,20 @@ PacModelStatement::writeOutput(ostream &output, const string &basename, bool min
output << "M_.pac." << name << ".steady_state_growth_rate = "
<< symbol_table.getTypeSpecificID(steady_state_growth_rate_symb_id) + 1 << ";" << endl;
if (growth_symb_id >= 0)
size_t nlc = growth_info.size();
output << "M_.pac." << name << ".growth_index = repmat(-1, " << nlc << ", 1);" << endl
<< "M_.pac." << name << ".growth_lag = zeros(" << nlc << ", 1);" << endl
<< "M_.pac." << name << ".growth_param_id = repmat(-1, " << nlc << ", 1);" << endl
<< "M_.pac." << name << ".growth_constant = zeros(" << nlc << ", 1);" << endl
<< "M_.pac." << name << ".growth_type = repmat({''}, " << nlc << ", 1);" << endl
<< "M_.pac." << name << ".growth_part_str = repmat({''}, " << nlc << ", 1);" << endl;
int i = 0;
for (auto & it : growth_info)
{
i++;
int growth_symb_id, growth_lag, param_id = -1;
double constant = 0;
tie(growth_symb_id, growth_lag, param_id, constant) = it;
string growth_type;
switch (symbol_table.getType(growth_symb_id))
{
@ -372,12 +343,8 @@ PacModelStatement::writeOutput(ostream &output, const string &basename, bool min
{
// case when this is not the highest lag of the growth variable
int aux_symb_id = symbol_table.searchAuxiliaryVars(growth_symb_id, growth_lag);
output << "M_.pac." << name << ".growth_index = " << symbol_table.getTypeSpecificID(aux_symb_id) + 1 << ";" << endl
<< "M_.pac." << name << ".growth_lag = 0;" << endl
<< "M_.pac." << name << ".growth_type = '" << growth_type << "';" << endl
<< "M_.pac." << name << ".growth_str = '";
original_growth->writeJsonOutput(output, {}, {}, true);
output << "';" << endl;
output << "M_.pac." << name << ".growth_index(" << i << ") = " << symbol_table.getTypeSpecificID(aux_symb_id) + 1 << ";" << endl
<< "M_.pac." << name << ".growth_lag(" << i << ") = 0;" << endl;
}
catch (...)
{
@ -386,25 +353,25 @@ PacModelStatement::writeOutput(ostream &output, const string &basename, bool min
// case when this is the highest lag of the growth variable
int tmp_growth_lag = growth_lag + 1;
int aux_symb_id = symbol_table.searchAuxiliaryVars(growth_symb_id, tmp_growth_lag);
output << "M_.pac." << name << ".growth_index = " << symbol_table.getTypeSpecificID(aux_symb_id) + 1 << ";" << endl
<< "M_.pac." << name << ".growth_lag = -1;" << endl
<< "M_.pac." << name << ".growth_type = '" << growth_type << "';" << endl
<< "M_.pac." << name << ".growth_str = '";
original_growth->writeJsonOutput(output, {}, {}, true);
output << "';" << endl;
output << "M_.pac." << name << ".growth_index(" << i << ") = " << symbol_table.getTypeSpecificID(aux_symb_id) + 1 << ";" << endl
<< "M_.pac." << name << ".growth_lag(" << i << ") = -1;" << endl;
}
catch (...)
{
// case when there is no aux var for the variable
output << "M_.pac." << name << ".growth_index = " << symbol_table.getTypeSpecificID(growth_symb_id) + 1 << ";" << endl
<< "M_.pac." << name << ".growth_lag = " << growth_lag << ";" << endl
<< "M_.pac." << name << ".growth_type = '" << growth_type << "';" << endl
<< "M_.pac." << name << ".growth_str = '";
original_growth->writeJsonOutput(output, {}, {}, true);
output << "';" << endl;
output << "M_.pac." << name << ".growth_index(" << i << ") = " << symbol_table.getTypeSpecificID(growth_symb_id) + 1 << ";" << endl
<< "M_.pac." << name << ".growth_lag(" << i << ") = " << growth_lag << ";" << endl;
}
}
output << "M_.pac." << name << ".growth_param_id(" << i << ") = "
<< (param_id == -1 ? -1 : symbol_table.getTypeSpecificID(param_id)) + 1 << ";" << endl
<< "M_.pac." << name << ".growth_constant(" << i << ") = " << constant << ";" << endl
<< "M_.pac." << name << ".growth_type{" << i << "} = '" << growth_type << "';" << endl;
}
output << "M_.pac." << name << ".growth_str = '";
original_growth->writeJsonOutput(output, {}, {}, true);
output << "';" << endl;
}
void
@ -413,35 +380,10 @@ PacModelStatement::writeJsonOutput(ostream &output) const
output << R"({"statementName": "pac_model",)"
<< R"("model_name": ")" << name << R"(",)"
<< R"("auxiliary_model_name": ")" << aux_model_name << R"(",)"
<< R"("discount_index": )" << symbol_table.getTypeSpecificID(discount) + 1;
if (growth_symb_id >= 0)
{
string growth_type;
switch (symbol_table.getType(growth_symb_id))
{
case SymbolType::endogenous:
growth_type = "endogenous";
break;
case SymbolType::exogenous:
growth_type = "exogenous";
break;
case SymbolType::parameter:
growth_type = "parameter";
break;
default:
{
}
}
output << ","
<< R"("growth_index": )" << symbol_table.getTypeSpecificID(growth_symb_id) + 1 << ","
<< R"("growth_lag": )" << growth_lag << ","
<< R"("growth_type": ")" << growth_type << R"(",)" << endl
<< R"("growth_str": ")";
original_growth->writeJsonOutput(output, {}, {}, true);
output << R"(")" << endl;
}
output << "}";
<< R"("discount_index": )" << symbol_table.getTypeSpecificID(discount) + 1
<< R"("growth_str": ")";
original_growth->writeJsonOutput(output, {}, {}, true);
output << R"("})" << endl;
}
VarEstimationStatement::VarEstimationStatement(OptionsList options_list_arg) :

4
src/ComputingTasks.hh
View File

@ -143,9 +143,8 @@ private:
const double steady_state_growth_rate_number;
const int steady_state_growth_rate_symb_id;
const SymbolTable &symbol_table;
vector<tuple<int, int, int, double>> growth_info;
public:
int growth_symb_id;
int growth_lag;
PacModelStatement(string name_arg,
string aux_model_name_arg,
string discount_arg,
@ -153,7 +152,6 @@ public:
double steady_state_growth_rate_number_arg,
int steady_state_growth_rate_symb_id_arg,
const SymbolTable &symbol_table_arg);
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
void overwriteGrowth(expr_t new_growth);
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;

9
src/DynamicModel.cc
View File

@ -4729,7 +4729,7 @@ DynamicModel::fillPacModelInfo(const string &pac_model_name,
string aux_model_type,
const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
const vector<bool> &nonstationary,
int growth_symb_id, int growth_lag)
expr_t growth)
{
pac_eqtag_and_lag.insert(eqtag_and_lag.begin(), eqtag_and_lag.end());
@ -4745,7 +4745,7 @@ DynamicModel::fillPacModelInfo(const string &pac_model_name,
stationary_vars_present = true;
int growth_param_index = -1;
if (growth_symb_id >= 0)
if (growth != nullptr)
growth_param_index = symbol_table.addSymbol(pac_model_name +
"_pac_growth_neutrality_correction",
SymbolType::parameter);
@ -4789,10 +4789,9 @@ DynamicModel::fillPacModelInfo(const string &pac_model_name,
AddVariable(lhsit, -i)));
}
if (growth_symb_id >= 0)
if (growth != nullptr)
subExpr = AddPlus(subExpr,
AddTimes(AddVariable(growth_param_index),
AddVariable(growth_symb_id, growth_lag)));
AddTimes(AddVariable(growth_param_index), growth));
pac_expectation_substitution[{pac_model_name, eqtag}] = subExpr;
}

2
src/DynamicModel.hh
View File

@ -352,7 +352,7 @@ public:
string aux_model_type,
const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
const vector<bool> &nonstationary,
int growth_symb_id, int growth_lag);
expr_t growth);
//! Substitutes pac_expectation operator with expectation based on auxiliary model
void substitutePacExpectation(const string & pac_model_name);

2
src/ModFile.cc
View File

@ -471,7 +471,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
eqtag_and_lag, diff_subst_table);
else
dynamic_model.fillPacModelInfo(pms->name, lhs, max_lag, aux_model_type,
eqtag_and_lag, nonstationary, pms->growth_symb_id, pms->growth_lag);
eqtag_and_lag, nonstationary, pms->growth);
dynamic_model.substitutePacExpectation(pms->name);
}
}