trend_component_model: replace `trends` option with `targets`
Houtan Bastani
parent
dfb0629c25
commit
eb74d48393
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@ -3466,7 +3466,7 @@ DynamicModel::updateVarAndTrendModel() const
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else if (i == 1)
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{
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eqnums = trend_component_model_table.getEqNums();
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trend_eqnums = trend_component_model_table.getTrendEqNums();
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trend_eqnums = trend_component_model_table.getTargetEqNums();
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}
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map<string, vector<int>> trend_varr;
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@ -3509,7 +3509,7 @@ DynamicModel::updateVarAndTrendModel() const
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catch (...)
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{
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}
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int trend_var_symb_id = equations[eqn]->get_arg2()->findTrendVariable(lhs_symb_id);
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int trend_var_symb_id = equations[eqn]->get_arg2()->findTargetVariable(lhs_symb_id);
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if (trend_var_symb_id >= 0)
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{
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if (symbol_table.isAuxiliaryVariable(trend_var_symb_id))
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@ -3541,7 +3541,7 @@ DynamicModel::updateVarAndTrendModel() const
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else if (i == 1)
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{
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trend_component_model_table.setRhs(rhsr);
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trend_component_model_table.setTrendVar(trend_varr);
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trend_component_model_table.setTargetVar(trend_varr);
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}
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}
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}
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@ -3717,7 +3717,7 @@ void
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DynamicModel::fillAutoregressiveMatrix(map<string, map<tuple<int, int, int>, expr_t>> &ARr, bool is_trend_component_model) const
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{
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auto eqnums = is_trend_component_model ?
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trend_component_model_table.getNonTrendEqNums() : var_model_table.getEqNums();
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trend_component_model_table.getNonTargetEqNums() : var_model_table.getEqNums();
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for (const auto & it : eqnums)
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{
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int i = 0;
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@ -3738,7 +3738,7 @@ DynamicModel::fillTrendComponentModelTable() const
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map<string, vector<bool>> nonstationaryr;
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map<string, vector<set<pair<int, int>>>> rhsr;
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map<string, vector<string>> eqtags = trend_component_model_table.getEqTags();
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map<string, vector<string>> trend_eqtags = trend_component_model_table.getTrendEqTags();
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map<string, vector<string>> trend_eqtags = trend_component_model_table.getTargetEqTags();
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for (const auto & it : trend_eqtags)
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{
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vector<int> trend_eqnumber;
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@ -3854,8 +3854,8 @@ DynamicModel::fillErrorComponentMatrix(map<string, map<tuple<int, int, int>, exp
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{
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int i = 0;
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map<tuple<int, int, int>, expr_t> EC;
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vector<int> trend_lhs = trend_component_model_table.getTrendLhs(it.first);
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vector<int> nontrend_eqnums = trend_component_model_table.getNonTrendEqNums(it.first);
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vector<int> trend_lhs = trend_component_model_table.getTargetLhs(it.first);
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vector<int> nontrend_eqnums = trend_component_model_table.getNonTargetEqNums(it.first);
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vector<int> undiff_nontrend_lhs = getUndiffLHSForPac(it.first, diff_subst_table);
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vector<int> parsed_undiff_nontrend_lhs;
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@ -4018,7 +4018,7 @@ DynamicModel::getUndiffLHSForPac(const string &aux_model_name,
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vector<bool> diff = trend_component_model_table.getDiff(aux_model_name);
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vector<int> orig_diff_var = trend_component_model_table.getOrigDiffVar(aux_model_name);
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vector<int> eqnumber = trend_component_model_table.getEqNums(aux_model_name);
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vector<int> nontrend_eqnums = trend_component_model_table.getNonTrendEqNums(aux_model_name);
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vector<int> nontrend_eqnums = trend_component_model_table.getNonTargetEqNums(aux_model_name);
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for (auto eqn : nontrend_eqnums)
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{
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@ -111,7 +111,7 @@ class ParsingDriver;
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%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN MLE_MODE PRUNING
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%token <string> QUOTED_STRING
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%token QZ_CRITERIUM QZ_ZERO_THRESHOLD DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE PIPE_E PIPE_X PIPE_P
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%token RELATIVE_IRF REPLIC SIMUL_REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY TRENDS
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%token RELATIVE_IRF REPLIC SIMUL_REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY TARGETS
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%token SHOCKS SHOCK_DECOMPOSITION SHOCK_GROUPS USE_SHOCK_GROUPS SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED ENDOGENOUS_TERMINAL_PERIOD
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%token SMOOTHER SMOOTHER2HISTVAL SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO SOLVER_PERIODS ROBUST_LIN_SOLVE
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%token STDERR STEADY STOCH_SIMUL SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME REALTIME_SHOCK_DECOMPOSITION
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@ -385,7 +385,7 @@ trend_component_model_options_list : trend_component_model_options_list COMMA tr
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;
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trend_component_model_options : o_trend_component_model_name
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| o_trend_component_model_trends
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| o_trend_component_model_targets
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| o_trend_component_model_eq_tags
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;
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@ -3209,7 +3209,7 @@ o_nobs : NOBS EQUAL vec_int
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{ driver.option_vec_int("nobs", $3); }
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;
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o_trend_component_model_name : MODEL_NAME EQUAL symbol { driver.option_str("trend_component.name", $3); };
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o_trend_component_model_trends : TRENDS EQUAL vec_str { driver.option_vec_str("trend_component.trends", $3); }
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o_trend_component_model_targets : TARGETS EQUAL vec_str { driver.option_vec_str("trend_component.targets", $3); }
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o_trend_component_model_eq_tags : EQTAGS EQUAL vec_str { driver.option_vec_str("trend_component.eqtags", $3); }
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o_conditional_variance_decomposition : CONDITIONAL_VARIANCE_DECOMPOSITION EQUAL vec_int
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{ driver.option_vec_int("conditional_variance_decomposition", $3); }
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@ -490,7 +490,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
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}
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<DYNARE_STATEMENT>write_equation_tags {return token::WRITE_EQUATION_TAGS;}
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<DYNARE_STATEMENT>eqtags {return token::EQTAGS;}
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<DYNARE_STATEMENT>trends {return token::TRENDS;}
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<DYNARE_STATEMENT>targets {return token::TARGETS;}
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<DYNARE_STATEMENT>indxap {return token::INDXAP;}
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<DYNARE_STATEMENT>apband {return token::APBAND;}
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<DYNARE_STATEMENT>indximf {return token::INDXIMF;}
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@ -557,7 +557,7 @@ NumConstNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_
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}
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int
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NumConstNode::findTrendVariable(int lhs_symb_id) const
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NumConstNode::findTargetVariable(int lhs_symb_id) const
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{
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return -1;
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}
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@ -1506,7 +1506,7 @@ VariableNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_
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}
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int
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VariableNode::findTrendVariable(int lhs_symb_id) const
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VariableNode::findTargetVariable(int lhs_symb_id) const
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{
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return -1;
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}
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@ -3219,9 +3219,9 @@ UnaryOpNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table)
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}
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int
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UnaryOpNode::findTrendVariable(int lhs_symb_id) const
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UnaryOpNode::findTargetVariable(int lhs_symb_id) const
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{
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return arg->findTrendVariable(lhs_symb_id);
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return arg->findTargetVariable(lhs_symb_id);
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}
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expr_t
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@ -5146,7 +5146,7 @@ BinaryOpNode::isInStaticForm() const
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}
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bool
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BinaryOpNode::findTrendVariableHelper1(int lhs_symb_id, int rhs_symb_id) const
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BinaryOpNode::findTargetVariableHelper1(int lhs_symb_id, int rhs_symb_id) const
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{
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if (lhs_symb_id == rhs_symb_id)
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return true;
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@ -5164,8 +5164,8 @@ BinaryOpNode::findTrendVariableHelper1(int lhs_symb_id, int rhs_symb_id) const
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}
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int
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BinaryOpNode::findTrendVariableHelper(const expr_t arg1, const expr_t arg2,
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int lhs_symb_id) const
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BinaryOpNode::findTargetVariableHelper(const expr_t arg1, const expr_t arg2,
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int lhs_symb_id) const
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{
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set<int> params;
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arg1->collectVariables(SymbolType::parameter, params);
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@ -5182,9 +5182,9 @@ BinaryOpNode::findTrendVariableHelper(const expr_t arg1, const expr_t arg2,
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auto *test_arg1 = dynamic_cast<VariableNode *>(testarg2->get_arg1());
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auto *test_arg2 = dynamic_cast<VariableNode *>(testarg2->get_arg2());
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if (test_arg1 != nullptr && test_arg2 != nullptr )
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if (findTrendVariableHelper1(lhs_symb_id, endogs.begin()->first))
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if (findTargetVariableHelper1(lhs_symb_id, endogs.begin()->first))
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return endogs.rbegin()->first;
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else if (findTrendVariableHelper1(lhs_symb_id, endogs.rbegin()->first))
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else if (findTargetVariableHelper1(lhs_symb_id, endogs.rbegin()->first))
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return endogs.begin()->first;
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}
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}
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@ -5192,15 +5192,15 @@ BinaryOpNode::findTrendVariableHelper(const expr_t arg1, const expr_t arg2,
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}
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int
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BinaryOpNode::findTrendVariable(int lhs_symb_id) const
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BinaryOpNode::findTargetVariable(int lhs_symb_id) const
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{
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int retval = findTrendVariableHelper(arg1, arg2, lhs_symb_id);
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int retval = findTargetVariableHelper(arg1, arg2, lhs_symb_id);
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if (retval < 0)
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retval = findTrendVariableHelper(arg2, arg1, lhs_symb_id);
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retval = findTargetVariableHelper(arg2, arg1, lhs_symb_id);
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if (retval < 0)
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retval = arg1->findTrendVariable(lhs_symb_id);
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retval = arg1->findTargetVariable(lhs_symb_id);
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if (retval < 0)
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retval = arg2->findTrendVariable(lhs_symb_id);
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retval = arg2->findTargetVariable(lhs_symb_id);
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return retval;
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}
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@ -6341,13 +6341,13 @@ TrinaryOpNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff
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}
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int
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TrinaryOpNode::findTrendVariable(int lhs_symb_id) const
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TrinaryOpNode::findTargetVariable(int lhs_symb_id) const
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{
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int retval = arg1->findTrendVariable(lhs_symb_id);
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int retval = arg1->findTargetVariable(lhs_symb_id);
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if (retval < 0)
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retval = arg2->findTrendVariable(lhs_symb_id);
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retval = arg2->findTargetVariable(lhs_symb_id);
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if (retval < 0)
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retval = arg3->findTrendVariable(lhs_symb_id);
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retval = arg3->findTargetVariable(lhs_symb_id);
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return retval;
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}
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@ -6831,11 +6831,11 @@ AbstractExternalFunctionNode::findUnaryOpNodesForAuxVarCreation(DataTree &static
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}
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int
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AbstractExternalFunctionNode::findTrendVariable(int lhs_symb_id) const
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AbstractExternalFunctionNode::findTargetVariable(int lhs_symb_id) const
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{
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for (auto argument : arguments)
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{
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int retval = argument->findTrendVariable(lhs_symb_id);
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int retval = argument->findTargetVariable(lhs_symb_id);
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if (retval >= 0)
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return retval;
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}
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@ -8488,7 +8488,7 @@ VarExpectationNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree,
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}
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int
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VarExpectationNode::findTrendVariable(int lhs_symb_id) const
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VarExpectationNode::findTargetVariable(int lhs_symb_id) const
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{
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return -1;
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}
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@ -9033,7 +9033,7 @@ PacExpectationNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree,
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}
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int
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PacExpectationNode::findTrendVariable(int lhs_symb_id) const
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PacExpectationNode::findTargetVariable(int lhs_symb_id) const
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{
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return -1;
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}
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@ -523,7 +523,7 @@ class ExprNode
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//! Substitute diff operator
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virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const = 0;
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virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const = 0;
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virtual int findTrendVariable(int lhs_symb_id) const = 0;
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virtual int findTargetVariable(int lhs_symb_id) const = 0;
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virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
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virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
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@ -643,7 +643,7 @@ public:
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expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
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void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
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void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
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int findTrendVariable(int lhs_symb_id) const override;
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int findTargetVariable(int lhs_symb_id) const override;
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expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
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expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
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expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
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@ -744,7 +744,7 @@ public:
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expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
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void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
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void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
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int findTrendVariable(int lhs_symb_id) const override;
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int findTargetVariable(int lhs_symb_id) const override;
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expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
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expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
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expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
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@ -869,7 +869,7 @@ public:
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void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
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bool createAuxVarForUnaryOpNode() const;
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void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
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int findTrendVariable(int lhs_symb_id) const override;
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int findTargetVariable(int lhs_symb_id) const override;
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expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
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expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
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expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
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@ -1014,9 +1014,9 @@ public:
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expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
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void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
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void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
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bool findTrendVariableHelper1(int lhs_symb_id, int rhs_symb_id) const;
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int findTrendVariableHelper(const expr_t arg1, const expr_t arg2, int lhs_symb_id) const;
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int findTrendVariable(int lhs_symb_id) const override;
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bool findTargetVariableHelper1(int lhs_symb_id, int rhs_symb_id) const;
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int findTargetVariableHelper(const expr_t arg1, const expr_t arg2, int lhs_symb_id) const;
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int findTargetVariable(int lhs_symb_id) const override;
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expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
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expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
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expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
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@ -1136,7 +1136,7 @@ public:
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expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
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void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
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void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
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int findTrendVariable(int lhs_symb_id) const override;
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int findTargetVariable(int lhs_symb_id) const override;
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expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
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expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
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expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
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@ -1257,7 +1257,7 @@ public:
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expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
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void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
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void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
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int findTrendVariable(int lhs_symb_id) const override;
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int findTargetVariable(int lhs_symb_id) const override;
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expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
||||
expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
||||
expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
|
||||
|
|
@ -1462,7 +1462,7 @@ public:
|
|||
expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
|
||||
void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
|
||||
void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
|
||||
int findTrendVariable(int lhs_symb_id) const override;
|
||||
int findTargetVariable(int lhs_symb_id) const override;
|
||||
expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
||||
expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
||||
expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
|
||||
|
|
@ -1560,7 +1560,7 @@ public:
|
|||
expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
|
||||
void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
|
||||
void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
|
||||
int findTrendVariable(int lhs_symb_id) const override;
|
||||
int findTargetVariable(int lhs_symb_id) const override;
|
||||
expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
||||
expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
||||
expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
|
||||
|
|
|
|||
|
|
@ -1489,12 +1489,12 @@ ParsingDriver::trend_component_model()
|
|||
error("You must pass the eqtags option to the trend_component_model statement.");
|
||||
auto eqtags = itvs->second;
|
||||
|
||||
const auto itvs1 = options_list.vector_str_options.find("trend_component.trends");
|
||||
const auto itvs1 = options_list.vector_str_options.find("trend_component.targets");
|
||||
if (itvs1 == options_list.vector_str_options.end())
|
||||
error("You must pass the trends option to the trend_component_model statement.");
|
||||
auto trends = itvs1->second;
|
||||
error("You must pass the targets option to the trend_component_model statement.");
|
||||
auto targets = itvs1->second;
|
||||
|
||||
mod_file->trend_component_model_table.addTrendComponentModel(name, eqtags, trends);
|
||||
mod_file->trend_component_model_table.addTrendComponentModel(name, eqtags, targets);
|
||||
options_list.clear();
|
||||
}
|
||||
|
||||
|
|
|
|||
|
|
@ -29,7 +29,7 @@ TrendComponentModelTable::TrendComponentModelTable(SymbolTable &symbol_table_arg
|
|||
void
|
||||
TrendComponentModelTable::addTrendComponentModel(string name_arg,
|
||||
vector<string> eqtags_arg,
|
||||
vector<string> trend_eqtags_arg)
|
||||
vector<string> target_eqtags_arg)
|
||||
{
|
||||
if (isExistingTrendComponentModelName(name_arg))
|
||||
{
|
||||
|
|
@ -37,17 +37,17 @@ TrendComponentModelTable::addTrendComponentModel(string name_arg,
|
|||
exit(EXIT_FAILURE);
|
||||
}
|
||||
eqtags[name_arg] = move(eqtags_arg);
|
||||
trend_eqtags[name_arg] = move(trend_eqtags_arg);
|
||||
target_eqtags[name_arg] = move(target_eqtags_arg);
|
||||
names.insert(move(name_arg));
|
||||
}
|
||||
|
||||
void
|
||||
TrendComponentModelTable::setVals(map<string, vector<int>> eqnums_arg, map<string, vector<int>> trend_eqnums_arg,
|
||||
TrendComponentModelTable::setVals(map<string, vector<int>> eqnums_arg, map<string, vector<int>> target_eqnums_arg,
|
||||
map<string, vector<int>> lhs_arg,
|
||||
map<string, vector<expr_t>> lhs_expr_t_arg, map<string, vector<bool>> nonstationary_arg)
|
||||
{
|
||||
eqnums = move(eqnums_arg);
|
||||
trend_eqnums = move(trend_eqnums_arg);
|
||||
target_eqnums = move(target_eqnums_arg);
|
||||
lhs = move(lhs_arg);
|
||||
lhs_expr_t = move(lhs_expr_t_arg);
|
||||
nonstationary = move(nonstationary_arg);
|
||||
|
|
@ -56,23 +56,23 @@ TrendComponentModelTable::setVals(map<string, vector<int>> eqnums_arg, map<strin
|
|||
{
|
||||
vector<int> nontrend_vec;
|
||||
for (auto eq : it.second)
|
||||
if (find(trend_eqnums[it.first].begin(), trend_eqnums[it.first].end(), eq) == trend_eqnums[it.first].end())
|
||||
if (find(target_eqnums[it.first].begin(), target_eqnums[it.first].end(), eq) == target_eqnums[it.first].end())
|
||||
nontrend_vec.push_back(eq);
|
||||
nontrend_eqnums[it.first] = nontrend_vec;
|
||||
nontarget_eqnums[it.first] = nontrend_vec;
|
||||
}
|
||||
|
||||
for (const auto &name : names)
|
||||
{
|
||||
vector<int> nontrend_lhs_vec, trend_lhs_vec;
|
||||
vector<int> nontarget_lhs_vec, target_lhs_vec;
|
||||
vector<int> lhsv = getLhs(name);
|
||||
vector<int> eqnumsv = getEqNums(name);
|
||||
for (int nontrend_it : getNonTrendEqNums(name))
|
||||
nontrend_lhs_vec.push_back(lhsv.at(distance(eqnumsv.begin(), find(eqnumsv.begin(), eqnumsv.end(), nontrend_it))));
|
||||
nontrend_lhs[name] = nontrend_lhs_vec;
|
||||
for (int nontrend_it : getNonTargetEqNums(name))
|
||||
nontarget_lhs_vec.push_back(lhsv.at(distance(eqnumsv.begin(), find(eqnumsv.begin(), eqnumsv.end(), nontrend_it))));
|
||||
nontarget_lhs[name] = nontarget_lhs_vec;
|
||||
|
||||
for (int trend_it : getTrendEqNums(name))
|
||||
trend_lhs_vec.push_back(lhsv.at(distance(eqnumsv.begin(), find(eqnumsv.begin(), eqnumsv.end(), trend_it))));
|
||||
trend_lhs[name] = trend_lhs_vec;
|
||||
for (int trend_it : getTargetEqNums(name))
|
||||
target_lhs_vec.push_back(lhsv.at(distance(eqnumsv.begin(), find(eqnumsv.begin(), eqnumsv.end(), trend_it))));
|
||||
target_lhs[name] = target_lhs_vec;
|
||||
}
|
||||
}
|
||||
|
||||
|
|
@ -83,9 +83,9 @@ TrendComponentModelTable::setRhs(map<string, vector<set<pair<int, int>>>> rhs_ar
|
|||
}
|
||||
|
||||
void
|
||||
TrendComponentModelTable::setTrendVar(map<string, vector<int>> trend_vars_arg)
|
||||
TrendComponentModelTable::setTargetVar(map<string, vector<int>> target_vars_arg)
|
||||
{
|
||||
trend_vars = move(trend_vars_arg);
|
||||
target_vars = move(target_vars_arg);
|
||||
}
|
||||
|
||||
void
|
||||
|
|
@ -160,14 +160,14 @@ vector<int>
|
|||
TrendComponentModelTable::getNontrendLhs(const string &name_arg) const
|
||||
{
|
||||
checkModelName(name_arg);
|
||||
return nontrend_lhs.find(name_arg)->second;
|
||||
return nontarget_lhs.find(name_arg)->second;
|
||||
}
|
||||
|
||||
vector<int>
|
||||
TrendComponentModelTable::getTrendLhs(const string &name_arg) const
|
||||
TrendComponentModelTable::getTargetLhs(const string &name_arg) const
|
||||
{
|
||||
checkModelName(name_arg);
|
||||
return trend_lhs.find(name_arg)->second;
|
||||
return target_lhs.find(name_arg)->second;
|
||||
}
|
||||
|
||||
vector<int>
|
||||
|
|
@ -185,9 +185,9 @@ TrendComponentModelTable::getLhsExprT(const string &name_arg) const
|
|||
}
|
||||
|
||||
map<string, vector<string>>
|
||||
TrendComponentModelTable::getTrendEqTags() const
|
||||
TrendComponentModelTable::getTargetEqTags() const
|
||||
{
|
||||
return trend_eqtags;
|
||||
return target_eqtags;
|
||||
}
|
||||
|
||||
map<string, vector<int>>
|
||||
|
|
@ -197,29 +197,29 @@ TrendComponentModelTable::getEqNums() const
|
|||
}
|
||||
|
||||
map<string, vector<int>>
|
||||
TrendComponentModelTable::getTrendEqNums() const
|
||||
TrendComponentModelTable::getTargetEqNums() const
|
||||
{
|
||||
return trend_eqnums;
|
||||
return target_eqnums;
|
||||
}
|
||||
|
||||
vector<int>
|
||||
TrendComponentModelTable::getTrendEqNums(const string &name_arg) const
|
||||
TrendComponentModelTable::getTargetEqNums(const string &name_arg) const
|
||||
{
|
||||
checkModelName(name_arg);
|
||||
return trend_eqnums.find(name_arg)->second;
|
||||
return target_eqnums.find(name_arg)->second;
|
||||
}
|
||||
|
||||
map<string, vector<int>>
|
||||
TrendComponentModelTable::getNonTrendEqNums() const
|
||||
TrendComponentModelTable::getNonTargetEqNums() const
|
||||
{
|
||||
return nontrend_eqnums;
|
||||
return nontarget_eqnums;
|
||||
}
|
||||
|
||||
vector<int>
|
||||
TrendComponentModelTable::getNonTrendEqNums(const string &name_arg) const
|
||||
TrendComponentModelTable::getNonTargetEqNums(const string &name_arg) const
|
||||
{
|
||||
checkModelName(name_arg);
|
||||
return nontrend_eqnums.find(name_arg)->second;
|
||||
return nontarget_eqnums.find(name_arg)->second;
|
||||
}
|
||||
|
||||
vector<int>
|
||||
|
|
@ -285,14 +285,14 @@ TrendComponentModelTable::writeOutput(const string &basename, ostream &output) c
|
|||
for (auto it : eqnums.at(name))
|
||||
output << it + 1 << " ";
|
||||
output << "];" << endl
|
||||
<< "M_.trend_component." << name << ".trend_eqn = [";
|
||||
for (auto it : trend_eqnums.at(name))
|
||||
<< "M_.trend_component." << name << ".target_eqn = [";
|
||||
for (auto it : target_eqnums.at(name))
|
||||
output << it + 1 << " ";
|
||||
output << "];" << endl
|
||||
<< "M_.trend_component." << name << ".trends = [";
|
||||
<< "M_.trend_component." << name << ".targets = [";
|
||||
for (auto it : eqnums.at(name))
|
||||
if (find(trend_eqnums.at(name).begin(), trend_eqnums.at(name).end(), it)
|
||||
== trend_eqnums.at(name).end())
|
||||
if (find(target_eqnums.at(name).begin(), target_eqnums.at(name).end(), it)
|
||||
== target_eqnums.at(name).end())
|
||||
output << "false ";
|
||||
else
|
||||
output << "true ";
|
||||
|
|
@ -331,29 +331,29 @@ TrendComponentModelTable::writeOutput(const string &basename, ostream &output) c
|
|||
|
||||
i++;
|
||||
}
|
||||
output << "M_.trend_component." << name << ".trend_vars = [";
|
||||
for (auto it : trend_vars.at(name))
|
||||
output << "M_.trend_component." << name << ".target_vars = [";
|
||||
for (auto it : target_vars.at(name))
|
||||
output << (it >= 0 ? symbol_table.getTypeSpecificID(it) + 1 : -1) << " ";
|
||||
output << "];" << endl;
|
||||
|
||||
vector<int> trend_lhs_vec = getTrendLhs(name);
|
||||
vector<int> nontrend_lhs_vec = getNontrendLhs(name);
|
||||
vector<int> target_lhs_vec = getTargetLhs(name);
|
||||
vector<int> nontarget_lhs_vec = getNontrendLhs(name);
|
||||
|
||||
ar_ec_output << "if strcmp(model_name, '" << name << "')" << endl
|
||||
<< " % AR" << endl
|
||||
<< " ar = zeros(" << nontrend_lhs_vec.size() << ", " << nontrend_lhs_vec.size() << ", " << getMaxLag(name) << ");" << endl;
|
||||
<< " ar = zeros(" << nontarget_lhs_vec.size() << ", " << nontarget_lhs_vec.size() << ", " << getMaxLag(name) << ");" << endl;
|
||||
for (const auto & it : AR.at(name))
|
||||
{
|
||||
int eqn, lag, lhs_symb_id;
|
||||
tie (eqn, lag, lhs_symb_id) = it.first;
|
||||
int colidx = (int) distance(nontrend_lhs_vec.begin(), find(nontrend_lhs_vec.begin(), nontrend_lhs_vec.end(), lhs_symb_id));
|
||||
int colidx = (int) distance(nontarget_lhs_vec.begin(), find(nontarget_lhs_vec.begin(), nontarget_lhs_vec.end(), lhs_symb_id));
|
||||
ar_ec_output << " ar(" << eqn + 1 << ", " << colidx + 1 << ", " << lag << ") = ";
|
||||
it.second->writeOutput(ar_ec_output, ExprNodeOutputType::matlabDynamicModel);
|
||||
ar_ec_output << ";" << endl;
|
||||
}
|
||||
ar_ec_output << endl
|
||||
<< " % EC" << endl
|
||||
<< " ec = zeros(" << nontrend_lhs_vec.size() << ", " << nontrend_lhs_vec.size() << ", 1);" << endl;
|
||||
<< " ec = zeros(" << nontarget_lhs_vec.size() << ", " << nontarget_lhs_vec.size() << ", 1);" << endl;
|
||||
for (const auto & it : EC.at(name))
|
||||
{
|
||||
int eqn, lag, colidx;
|
||||
|
|
@ -386,11 +386,11 @@ TrendComponentModelTable::writeJsonOutput(ostream &output) const
|
|||
if (&it != &eqtags.at(name).back())
|
||||
output << ", ";
|
||||
}
|
||||
output << "], \"trend_eqtags\": [";
|
||||
for (const auto &it : trend_eqtags.at(name))
|
||||
output << "], \"target_eqtags\": [";
|
||||
for (const auto &it : target_eqtags.at(name))
|
||||
{
|
||||
output << "\"" << it << "\"";
|
||||
if (&it != &trend_eqtags.at(name).back())
|
||||
if (&it != &target_eqtags.at(name).back())
|
||||
output << ", ";
|
||||
}
|
||||
output << "]}";
|
||||
|
|
|
|||
|
|
@ -11,7 +11,7 @@
|
|||
* Dynare is distributed in the hope that it will be useful,
|
||||
* but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
* GNU General Public License for more details.
|
||||
* GNU General Public License for more details.SS
|
||||
*
|
||||
* You should have received a copy of the GNU General Public License
|
||||
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
|
@ -39,12 +39,12 @@ class TrendComponentModelTable
|
|||
private:
|
||||
SymbolTable &symbol_table;
|
||||
set<string> names;
|
||||
map<string, vector<string>> eqtags, trend_eqtags;
|
||||
map<string, vector<int>> eqnums, trend_eqnums, nontrend_eqnums, max_lags, lhs, trend_lhs, nontrend_lhs, orig_diff_var;
|
||||
map<string, vector<string>> eqtags, target_eqtags;
|
||||
map<string, vector<int>> eqnums, target_eqnums, nontarget_eqnums, max_lags, lhs, target_lhs, nontarget_lhs, orig_diff_var;
|
||||
map<string, vector<set<pair<int, int>>>> rhs;
|
||||
map<string, vector<bool>> diff, nonstationary;
|
||||
map<string, vector<expr_t>> lhs_expr_t;
|
||||
map<string, vector<int>> trend_vars;
|
||||
map<string, vector<int>> target_vars;
|
||||
map<string, map<tuple<int, int, int>, expr_t>> AR; // AR: name -> (eqn, lag, lhs_symb_id) -> expr_t
|
||||
map<string, map<tuple<int, int, int>, expr_t>> EC; // EC: name -> (eqn, lag, col) -> expr_t
|
||||
public:
|
||||
|
|
@ -52,17 +52,17 @@ public:
|
|||
|
||||
//! Add a trend component model
|
||||
void addTrendComponentModel(string name_arg, vector<string> eqtags_arg,
|
||||
vector<string> trend_eqtags_arg);
|
||||
vector<string> target_eqtags_arg);
|
||||
|
||||
inline bool isExistingTrendComponentModelName(const string &name_arg) const;
|
||||
inline bool empty() const;
|
||||
|
||||
map<string, vector<string>> getEqTags() const;
|
||||
vector<string> getEqTags(const string &name_arg) const;
|
||||
map<string, vector<string>> getTrendEqTags() const;
|
||||
map<string, vector<string>> getTargetEqTags() const;
|
||||
map<string, vector<int>> getEqNums() const;
|
||||
map<string, vector<int>> getTrendEqNums() const;
|
||||
vector<int> getTrendEqNums(const string &name_arg) const;
|
||||
map<string, vector<int>> getTargetEqNums() const;
|
||||
vector<int> getTargetEqNums(const string &name_arg) const;
|
||||
vector<int> getEqNums(const string &name_arg) const;
|
||||
vector<int> getMaxLags(const string &name_arg) const;
|
||||
int getMaxLag(const string &name_arg) const;
|
||||
|
|
@ -70,20 +70,20 @@ public:
|
|||
vector<expr_t> getLhsExprT(const string &name_arg) const;
|
||||
vector<bool> getDiff(const string &name_arg) const;
|
||||
vector<int> getOrigDiffVar(const string &name_arg) const;
|
||||
map<string, vector<int>> getNonTrendEqNums() const;
|
||||
vector<int> getNonTrendEqNums(const string &name_arg) const;
|
||||
map<string, vector<int>> getNonTargetEqNums() const;
|
||||
vector<int> getNonTargetEqNums(const string &name_arg) const;
|
||||
vector<bool> getNonstationary(const string &name_arg) const;
|
||||
vector<int> getNontrendLhs(const string &name_arg) const;
|
||||
vector<int> getTrendLhs(const string &name_arg) const;
|
||||
vector<int> getTargetLhs(const string &name_arg) const;
|
||||
|
||||
void setVals(map<string, vector<int>> eqnums_arg, map<string, vector<int>> trend_eqnums_arg,
|
||||
void setVals(map<string, vector<int>> eqnums_arg, map<string, vector<int>> target_eqnums_arg,
|
||||
map<string, vector<int>> lhs_arg,
|
||||
map<string, vector<expr_t>> lhs_expr_t_arg, map<string, vector<bool>> nonstationary_arg);
|
||||
void setRhs(map<string, vector<set<pair<int, int>>>> rhs_arg);
|
||||
void setMaxLags(map<string, vector<int>> max_lags_arg);
|
||||
void setDiff(map<string, vector<bool>> diff_arg);
|
||||
void setOrigDiffVar(map<string, vector<int>> orig_diff_var_arg);
|
||||
void setTrendVar(map<string, vector<int>> trend_vars_arg);
|
||||
void setTargetVar(map<string, vector<int>> target_vars_arg);
|
||||
void setAR(map<string, map<tuple<int, int, int>, expr_t>> AR_arg);
|
||||
void setEC(map<string, map<tuple<int, int, int>, expr_t>> EC_arg);
|
||||
|
||||
|
|
@ -95,7 +95,7 @@ public:
|
|||
|
||||
private:
|
||||
void checkModelName(const string &name_arg) const;
|
||||
void setNonTrendEqnums();
|
||||
void setNonTargetEqnums();
|
||||
};
|
||||
|
||||
inline bool
|
||||
|
|
|
|||
Loading…
Reference in New Issue