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shocks/mshocks/conditional_forecast_paths: various cleanups

var-models
Sébastien Villemot 2021-07-13 16:24:37 +02:00
parent 5624260a07
commit c3b0ce8e69
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GPG Key ID: 2CECE9350ECEBE4A
3 changed files with 25 additions and 41 deletions
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10
src/ParsingDriver.cc
View File

@ -823,16 +823,10 @@ ParsingDriver::add_det_shock(const string &var, const vector<pair<int, int>> &pe
if (periods.size() != values.size())
error("shocks/conditional_forecast_paths: variable " + var + ": number of periods is different from number of shock values");
vector<ShocksStatement::DetShockElement> v;
vector<tuple<int, int, expr_t>> v;
for (size_t i = 0; i < periods.size(); i++)
{
ShocksStatement::DetShockElement dse;
dse.period1 = periods[i].first;
dse.period2 = periods[i].second;
dse.value = values[i];
v.push_back(dse);
}
v.emplace_back(periods[i].first, periods[i].second, values[i]);
det_shocks[symb_id] = v;
}

41
src/Shocks.cc
View File

@ -44,12 +44,8 @@ AbstractShocksStatement::writeDetShocks(ostream &output) const
{
bool exo_det = (symbol_table.getType(id) == SymbolType::exogenousDet);
for (const auto &it : shock_vec)
for (const auto &[period1, period2, value] : shock_vec)
{
int period1 = it.period1;
int period2 = it.period2;
expr_t value = it.value;
output << "M_.det_shocks = [ M_.det_shocks;" << endl
<< "struct('exo_det'," << static_cast<int>(exo_det)
<< ",'exo_id'," << symbol_table.getTypeSpecificID(id)+1
@ -78,12 +74,13 @@ AbstractShocksStatement::writeJsonDetShocks(ostream &output) const
<< R"("values": [)";
for (auto it1 = it->second.begin(); it1 != it->second.end(); ++it1)
{
auto [period1, period2, value] = *it1;
if (it1 != it->second.begin())
output << ", ";
output << R"({"period1": )" << it1->period1 << ", "
<< R"("period2": )" << it1->period2 << ", "
output << R"({"period1": )" << period1 << ", "
<< R"("period2": )" << period2 << ", "
<< R"("value": ")";
it1->value->writeJsonOutput(output, {}, {});
value->writeJsonOutput(output, {}, {});
output << R"("})";
}
output << "]}";
@ -92,13 +89,13 @@ AbstractShocksStatement::writeJsonDetShocks(ostream &output) const
}
ShocksStatement::ShocksStatement(bool overwrite_arg,
const det_shocks_t &det_shocks_arg,
det_shocks_t det_shocks_arg,
var_and_std_shocks_t var_shocks_arg,
var_and_std_shocks_t std_shocks_arg,
covar_and_corr_shocks_t covar_shocks_arg,
covar_and_corr_shocks_t corr_shocks_arg,
const SymbolTable &symbol_table_arg) :
AbstractShocksStatement{false, overwrite_arg, det_shocks_arg, symbol_table_arg},
AbstractShocksStatement{false, overwrite_arg, move(det_shocks_arg), symbol_table_arg},
var_shocks{move(var_shocks_arg)},
std_shocks{move(std_shocks_arg)},
covar_shocks{move(covar_shocks_arg)},
@ -399,9 +396,9 @@ ShocksStatement::has_calibrated_measurement_errors() const
}
MShocksStatement::MShocksStatement(bool overwrite_arg,
const det_shocks_t &det_shocks_arg,
det_shocks_t det_shocks_arg,
const SymbolTable &symbol_table_arg) :
AbstractShocksStatement{true, overwrite_arg, det_shocks_arg, symbol_table_arg}
AbstractShocksStatement{true, overwrite_arg, move(det_shocks_arg), symbol_table_arg}
{
}
@ -441,13 +438,12 @@ ConditionalForecastPathsStatement::ConditionalForecastPathsStatement(AbstractSho
void
ConditionalForecastPathsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
for (const auto &path : paths)
for (const auto &[ignore, elems] : paths)
{
int this_path_length = 0;
const vector<AbstractShocksStatement::DetShockElement> &elems = path.second;
for (auto elem : elems)
for (auto [period1, period2, value] : elems)
// Period1 < Period2, as enforced in ParsingDriver::add_period()
this_path_length = max(this_path_length, elem.period2);
this_path_length = max(this_path_length, period2);
path_length = max(this_path_length, path_length);
}
}
@ -466,11 +462,11 @@ ConditionalForecastPathsStatement::writeOutput(ostream &output, const string &ba
output << "constrained_vars_ = " << symbol_table.getTypeSpecificID(it->first) + 1 << ";" << endl;
else
output << "constrained_vars_ = [constrained_vars_; " << symbol_table.getTypeSpecificID(it->first) + 1 << "];" << endl;
for (const auto &elem : it->second)
for (int j = elem.period1; j <= elem.period2; j++)
for (const auto &[period1, period2, value] : it->second)
for (int j = period1; j <= period2; j++)
{
output << "constrained_paths_(" << k << "," << j << ")=";
elem.value->writeOutput(output);
value->writeOutput(output);
output << ";" << endl;
}
}
@ -489,12 +485,13 @@ ConditionalForecastPathsStatement::writeJsonOutput(ostream &output) const
<< R"("values": [)";
for (auto it1 = it->second.begin(); it1 != it->second.end(); ++it1)
{
auto [period1, period2, value] = *it1;
if (it1 != it->second.begin())
output << ", ";
output << R"({"period1": )" << it1->period1 << ", "
<< R"("period2": )" << it1->period2 << ", "
output << R"({"period1": )" << period1 << ", "
<< R"("period2": )" << period2 << ", "
<< R"("value": ")";
it1->value->writeJsonOutput(output, {}, {});
value->writeJsonOutput(output, {}, {});
output << R"("})";
}
output << "]}";

15
src/Shocks.hh
View File

@ -33,15 +33,8 @@ using namespace std;
class AbstractShocksStatement : public Statement
{
public:
struct DetShockElement
{
int period1;
int period2;
expr_t value;
};
//The boolean element indicates if the shock is a surprise (false) or a perfect foresight (true) shock.
//This boolean is used only in case of conditional forecast with extended path method (simulation_type = deterministic).
using det_shocks_t = map<int, vector<DetShockElement>>;
// The tuple is (period1, period2, value)
using det_shocks_t = map<int, vector<tuple<int, int, expr_t>>>;
protected:
//! Is this statement a "mshocks" statement ? (instead of a "shocks" statement)
const bool mshocks;
@ -72,7 +65,7 @@ private:
bool has_calibrated_measurement_errors() const;
public:
ShocksStatement(bool overwrite_arg,
const det_shocks_t &det_shocks_arg,
det_shocks_t det_shocks_arg,
var_and_std_shocks_t var_shocks_arg,
var_and_std_shocks_t std_shocks_arg,
covar_and_corr_shocks_t covar_shocks_arg,
@ -87,7 +80,7 @@ class MShocksStatement : public AbstractShocksStatement
{
public:
MShocksStatement(bool overwrite_arg,
const det_shocks_t &det_shocks_arg,
det_shocks_t det_shocks_arg,
const SymbolTable &symbol_table_arg);
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;