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PAC: new options “auxname” and “kind” to “pac_model”

pac-components
Sébastien Villemot 2021-11-18 17:08:08 +01:00
parent ea6fb40db7
commit a8fce06dc4
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GPG Key ID: 2CECE9350ECEBE4A
8 changed files with 79 additions and 11 deletions
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10
src/DynamicModel.cc
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@ -3898,6 +3898,7 @@ DynamicModel::computePacModelConsistentExpectationSubstitution(const string &nam
int discount_symb_id,
int pac_eq_max_lag,
expr_t growth_correction_term,
string auxname,
ExprNode::subst_table_t &diff_subst_table,
map<string, int> &pac_aux_var_symb_ids,
map<string, vector<int>> &pac_aux_param_symb_ids,
@ -3916,7 +3917,9 @@ DynamicModel::computePacModelConsistentExpectationSubstitution(const string &nam
int neqs = 0;
// Create the endogenous representing Z₁ (no orig_expr is given since its definition is recursive)
int mce_z1_symb_id = symbol_table.addPacExpectationAuxiliaryVar("mce_Z1_" + name, nullptr);
if (auxname.empty())
auxname = "mce_Z1_" + name;
int mce_z1_symb_id = symbol_table.addPacExpectationAuxiliaryVar(auxname, nullptr);
pac_aux_var_symb_ids[name] = mce_z1_symb_id;
expr_t A = One;
@ -4032,6 +4035,7 @@ DynamicModel::computePacBackwardExpectationSubstitution(const string &name,
int max_lag,
const string &aux_model_type,
expr_t growth_correction_term,
string auxname,
map<string, int> &pac_aux_var_symb_ids,
map<string, vector<int>> &pac_aux_param_symb_ids,
map<string, expr_t> &pac_expectation_substitution)
@ -4072,7 +4076,9 @@ DynamicModel::computePacBackwardExpectationSubstitution(const string &name,
subExpr = AddPlus(subExpr, growth_correction_term);
int expect_var_id = symbol_table.addPacExpectationAuxiliaryVar("pac_expectation_" + name, subExpr);
if (auxname.empty())
auxname = "pac_expectation_" + name;
int expect_var_id = symbol_table.addPacExpectationAuxiliaryVar(auxname, subExpr);
expr_t neweq = AddEqual(AddVariable(expect_var_id), subExpr);
addEquation(neweq, -1);
addAuxEquation(neweq);

2
src/DynamicModel.hh
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@ -563,6 +563,7 @@ public:
void computePacModelConsistentExpectationSubstitution(const string &name,
int discount_symb_id, int pac_eq_max_lag,
expr_t growth_correction_term,
string auxname,
ExprNode::subst_table_t &diff_subst_table,
map<string, int> &pac_aux_var_symb_ids,
map<string, vector<int>> &pac_aux_param_symb_ids,
@ -578,6 +579,7 @@ public:
int max_lag,
const string &aux_model_type,
expr_t growth_correction_term,
string auxname,
map<string, int> &pac_aux_var_symb_ids,
map<string, vector<int>> &pac_aux_param_symb_ids,
map<string, expr_t> &pac_expectation_substitution);

4
src/DynareBison.yy
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@ -441,6 +441,8 @@ pac_model_options : o_pac_name
| o_pac_aux_model_name
| o_pac_discount
| o_pac_growth
| o_pac_auxname
| o_pac_kind
;
var_expectation_model : VAR_EXPECTATION_MODEL '(' var_expectation_model_options_list ')' ';'
@ -3549,6 +3551,8 @@ o_pac_name : MODEL_NAME EQUAL symbol { driver.option_str("pac.model_name", $3);
o_pac_aux_model_name : AUXILIARY_MODEL_NAME EQUAL symbol { driver.option_str("pac.aux_model_name", $3); };
o_pac_discount : DISCOUNT EQUAL symbol { driver.option_str("pac.discount", $3); };
o_pac_growth : GROWTH { driver.begin_pac_growth(); } EQUAL hand_side { driver.set_pac_growth($4); };
o_pac_auxname : AUXNAME EQUAL symbol { driver.set_pac_auxname($3); };
o_pac_kind : KIND EQUAL pac_target_kind { driver.set_pac_kind($3); };
o_var_name : MODEL_NAME EQUAL symbol { driver.option_str("var.model_name", $3); };
o_series : SERIES EQUAL symbol { driver.option_str("series", $3); };
o_datafile : DATAFILE EQUAL filename { driver.option_str("datafile", $3); };

10
src/DynareFlex.ll
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@ -803,21 +803,21 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_BLOCK>restriction {return token::RESTRICTION;}
<DYNARE_BLOCK>component {return token::COMPONENT;}
<DYNARE_BLOCK>target {return token::TARGET;}
<DYNARE_BLOCK>auxname {return token::AUXNAME;}
<DYNARE_BLOCK,DYNARE_STATEMENT>auxname {return token::AUXNAME;}
<DYNARE_BLOCK>auxname_target_nonstationary {return token::AUXNAME_TARGET_NONSTATIONARY;}
<DYNARE_BLOCK>kind {
<DYNARE_BLOCK,DYNARE_STATEMENT>kind {
yylval->build<string>(yytext);
return token::KIND;
}
<DYNARE_BLOCK>ll {
<DYNARE_BLOCK,DYNARE_STATEMENT>ll {
yylval->build<string>(yytext);
return token::LL;
}
<DYNARE_BLOCK>dl {
<DYNARE_BLOCK,DYNARE_STATEMENT>dl {
yylval->build<string>(yytext);
return token::DL;
}
<DYNARE_BLOCK>dd {
<DYNARE_BLOCK,DYNARE_STATEMENT>dd {
yylval->build<string>(yytext);
return token::DD;
}

17
src/ParsingDriver.cc
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@ -2635,6 +2635,8 @@ ParsingDriver::begin_pac_model()
{
parsing_pac_model = true;
pac_growth = nullptr;
pac_auxname.clear();
pac_kind = PacTargetKind::unspecified;
options_list.clear();
}
@ -2657,7 +2659,8 @@ ParsingDriver::pac_model()
auto discount = it->second;
check_symbol_is_parameter(discount);
mod_file->pac_model_table.addPacModel(name, aux_model_name, discount, pac_growth);
mod_file->pac_model_table.addPacModel(name, aux_model_name, discount, pac_growth,
pac_auxname, pac_kind);
parsing_pac_model = false;
}
@ -2668,6 +2671,18 @@ ParsingDriver::set_pac_growth(expr_t pac_growth_arg)
reset_data_tree();
}
void
ParsingDriver::set_pac_auxname(string auxname)
{
pac_auxname = move(auxname);
}
void
ParsingDriver::set_pac_kind(PacTargetKind kind)
{
pac_kind = kind;
}
expr_t
ParsingDriver::add_exp(expr_t arg1)
{

8
src/ParsingDriver.hh
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@ -258,8 +258,10 @@ private:
WarningConsolidation &warnings;
//! Temporary storage for growth declared in pac_model
//! Temporary storage for several options of pac_model
expr_t pac_growth;
string pac_auxname;
PacTargetKind pac_kind;
bool nostrict;
@ -752,6 +754,10 @@ public:
void pac_model();
//! Adds growth for pac
void set_pac_growth(expr_t pac_growth_arg);
//! Sets the value of “auxname” option for the current “pac_model”
void set_pac_auxname(string auxname);
//! Sets the value of “kind” option for the current “pac_model”
void set_pac_kind(PacTargetKind kind);
//! Writes token "diff(arg1)" to model tree
expr_t add_diff(expr_t arg1);
//! Writes token "adl(arg1, lag)" to model tree

33
src/SubModel.cc
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@ -760,7 +760,7 @@ PacModelTable::PacModelTable(SymbolTable &symbol_table_arg) :
}
void
PacModelTable::addPacModel(string name_arg, string aux_model_name_arg, string discount_arg, expr_t growth_arg)
PacModelTable::addPacModel(string name_arg, string aux_model_name_arg, string discount_arg, expr_t growth_arg, string auxname_arg, PacTargetKind kind_arg)
{
if (isExistingPacModelName(name_arg))
{
@ -772,6 +772,8 @@ PacModelTable::addPacModel(string name_arg, string aux_model_name_arg, string di
discount[name_arg] = move(discount_arg);
growth[name_arg] = growth_arg;
original_growth[name_arg] = growth_arg;
auxname[name_arg] = move(auxname_arg);
kind[name_arg] = kind_arg;
names.insert(move(name_arg));
}
@ -801,6 +803,28 @@ PacModelTable::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation
gv->collectVariables(SymbolType::exogenous, mod_file_struct.pac_params);
}
for (auto &[name, auxn] : auxname)
if (!auxn.empty() && target_info.find(name) != target_info.end())
{
cerr << "ERROR: for PAC model '" << name << "', it is not possible to declare an 'auxname' option in the 'pac_model' command when there is also a 'pac_target_info' block" << endl;
exit(EXIT_FAILURE);
}
for (auto &[name, k] : kind)
if (k != PacTargetKind::unspecified)
{
if (target_info.find(name) != target_info.end())
{
cerr << "ERROR: for PAC model '" << name << "', it is not possible to declare a 'kind' option in the 'pac_model' command when there is also a 'pac_target_info' block" << endl;
exit(EXIT_FAILURE);
}
if (aux_model_name[name].empty())
{
cerr << "ERROR: for PAC model '" << name << "', it is not possible to declare a 'kind' option in the 'pac_model' command since this is a MCE model" << endl;
exit(EXIT_FAILURE);
}
}
for (const auto &[name, ti] : target_info)
for (auto &[expr, gv, auxname, kind, coeff, growth_neutrality_param, h_indices, original_gv, gv_info] : get<2>(ti))
if (gv)
@ -1073,6 +1097,7 @@ PacModelTable::transformPass(const lag_equivalence_table_t &unary_ops_nodes,
symbol_table.getID(discount[name]),
pacEquationMaxLag(name),
growth_correction_term,
auxname[name],
diff_subst_table,
aux_var_symb_ids,
aux_param_symb_ids,
@ -1093,6 +1118,7 @@ PacModelTable::transformPass(const lag_equivalence_table_t &unary_ops_nodes,
dynamic_model.computePacBackwardExpectationSubstitution(name, lhs[name], max_lag,
aux_model_type[name],
growth_correction_term,
auxname[name],
aux_var_symb_ids,
aux_param_symb_ids,
pac_expectation_substitution);
@ -1209,6 +1235,11 @@ PacModelTable::writeOutput(const string &basename, ostream &output) const
for (auto &[model, type] : aux_model_type)
output << "M_.pac." << model << ".auxiliary_model_type = '" << type << "';" << endl;
for (auto &[name, k] : kind)
if (!aux_model_name.empty())
output << "M_.pac." << name << ".kind = '"
<< (k == PacTargetKind::unspecified ? "" : kindToString(k)) << "';" << endl;
for (auto &[name, val] : equation_info)
{
auto [lhs_pac_var, optim_share_index, ar_params_and_vars, ec_params_and_vars, non_optim_vars_params_and_constants, additive_vars_params_and_constants, optim_additive_vars_params_and_constants] = val;

6
src/SubModel.hh
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@ -206,6 +206,10 @@ private:
Each tuple represents a term: (endo_id, lag, param_id, constant) */
using growth_info_t = vector<tuple<int, int, int, double>>;
map<string, growth_info_t> growth_info;
// The “auxname” option of pac_model (empty if not passed)
map<string, string> auxname;
// The “kind” option of pac_model (“undefined” if not passed)
map<string, PacTargetKind> kind;
/* Stores the name of the PAC equation associated to the model.
pac_model_name → eq_name */
@ -268,7 +272,7 @@ private:
public:
explicit PacModelTable(SymbolTable &symbol_table_arg);
void addPacModel(string name_arg, string aux_model_name_arg, string discount_arg, expr_t growth_arg);
void addPacModel(string name_arg, string aux_model_name_arg, string discount_arg, expr_t growth_arg, string auxname_arg, PacTargetKind kind_arg);
bool isExistingPacModelName(const string &name_arg) const;
bool empty() const;
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);