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VAR models: output vector of constants in varmatrices.m

var-models
Sébastien Villemot 2021-07-16 15:12:37 +02:00 committed by Stéphane Adjemian (Ryûk)
parent 1cf03a5f07
commit a6add6127b
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
3 changed files with 36 additions and 1 deletions
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18
src/DynamicModel.cc
View File

@ -3537,6 +3537,7 @@ DynamicModel::fillVarModelTableMatrices()
{
map<string, map<tuple<int, int, int>, expr_t>> AR;
map<string, map<tuple<int, int>, expr_t>> A0;
map<string, map<int, expr_t>> constants;
for (const auto &[model_name, eqns] : var_model_table.getEqNums())
{
const vector<int> &lhs = var_model_table.getLhs(model_name);
@ -3581,10 +3582,27 @@ DynamicModel::fillVarModelTableMatrices()
A0[model_name][{ i, lhs_symb_id }] = d;
}
}
// Fill constants vector
// Constants are computed by replacing all (transformed) endos and exos by zero
constants[model_name] = {}; // Ensure that the map exists, even if constants are all zero
for (size_t i = 0; i < eqns.size(); i++)
{
auto rhs = equations[eqns[i]]->arg2;
map<VariableNode *, NumConstNode *> subst_table;
auto rhs_vars = var_model_table.getRhs(model_name)[i]; // All the (transformed) endogenous on RHS, as computed by updateVarAndTrendModel()
rhs->collectDynamicVariables(SymbolType::exogenous, rhs_vars); // Add exos
for (auto [symb_id, lag] : rhs_vars)
subst_table[AddVariable(symb_id, lag)] = Zero;
expr_t c = rhs->replaceVarsInEquation(subst_table);
if (c != Zero)
constants[model_name][i] = c;
}
}
}
var_model_table.setAR(AR);
var_model_table.setA0(A0);
var_model_table.setConstants(constants);
}
map<string, map<tuple<int, int, int>, expr_t>>

17
src/SubModel.cc
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@ -455,7 +455,7 @@ VarModelTable::writeOutput(const string &basename, ostream &output) const
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
ar_output << "function [ar, a0] = varmatrices(model_name, params, reducedform)" << endl
ar_output << "function [ar, a0, constants] = varmatrices(model_name, params, reducedform)" << endl
<< "% File automatically generated by the Dynare preprocessor" << endl << endl
<< "if nargin<3" << endl
<< " reducedform = false;" << endl
@ -535,6 +535,15 @@ VarModelTable::writeOutput(const string &basename, ostream &output) const
<< " end" << endl
<< " a0 = eye(" << lhs.size() << ");" << endl
<< " end" << endl
<< " if nargout>2" << endl
<< " constants = zeros(" << lhs.size() << ");" << endl;
for (auto [eqn, expr] : constants.at(name))
{
ar_output << " constants(" << eqn + 1 << ") = ";
expr->writeOutput(ar_output, ExprNodeOutputType::matlabDynamicModel);
ar_output << ";" << endl;
}
ar_output << " end" << endl
<< " end" << endl
<< " return" << endl
<< "end" << endl << endl;
@ -687,6 +696,12 @@ VarModelTable::setA0(map<string, map<tuple<int, int>, expr_t>> A0_arg)
A0 = move(A0_arg);
}
void
VarModelTable::setConstants(map<string, map<int, expr_t>> constants_arg)
{
constants = move(constants_arg);
}
const vector<int> &
VarModelTable::getMaxLags(const string &name_arg) const
{

2
src/SubModel.hh
View File

@ -130,6 +130,7 @@ private:
VAR context is not the same thing as in the trend-component model
context. */
map<string, map<tuple<int, int>, expr_t>> A0; // name -> (eqn, lhs_symb_id) -> param_expr_t
map<string, map<int, expr_t>> constants; // name -> eqn -> constant
public:
explicit VarModelTable(SymbolTable &symbol_table_arg);
@ -161,6 +162,7 @@ public:
void setOrigDiffVar(map<string, vector<int>> orig_diff_var_arg);
void setAR(map<string, map<tuple<int, int, int>, expr_t>> AR_arg);
void setA0(map<string, map<tuple<int, int>, expr_t>> A0_arg);
void setConstants(map<string, map<int, expr_t>> constants_arg);
//! Write output of this class
void writeOutput(const string &basename, ostream &output) const;