create A0 and A0star matrices for trend component models
Houtan Bastani
parent
fe69dced1d
commit
fc6d04b015
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@ -4016,13 +4016,14 @@ DynamicModel::fillTrendComponentModelTable() const
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}
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void
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DynamicModel::fillErrorComponentMatrix(map<string, map<tuple<int, int, int>, expr_t>> &ECr,
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DynamicModel::fillErrorComponentMatrix(map<string, map<tuple<int, int, int>, expr_t>> &A0r,
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map<string, map<tuple<int, int, int>, expr_t>> &A0starr,
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ExprNode::subst_table_t &diff_subst_table) const
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{
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for (const auto & it : trend_component_model_table.getEqNums())
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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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map<tuple<int, int, int>, expr_t> A0, A0star;
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vector<int> target_lhs = trend_component_model_table.getTargetLhs(it.first);
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vector<int> nontarget_eqnums = trend_component_model_table.getNonTargetEqNums(it.first);
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vector<int> undiff_nontarget_lhs = getUndiffLHSForPac(it.first, diff_subst_table);
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@ -4038,8 +4039,9 @@ DynamicModel::fillErrorComponentMatrix(map<string, map<tuple<int, int, int>, exp
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i = 0;
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for (auto eqn : it.second)
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if (find(nontarget_eqnums.begin(), nontarget_eqnums.end(), eqn) != nontarget_eqnums.end())
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equations[eqn]->arg2->fillErrorCorrectionRow(i++, parsed_undiff_nontarget_lhs, target_lhs, EC);
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ECr[it.first] = EC;
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equations[eqn]->arg2->fillErrorCorrectionRow(i++, parsed_undiff_nontarget_lhs, target_lhs, A0, A0star);
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A0r[it.first] = A0;
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A0starr[it.first] = A0star;
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}
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}
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@ -4113,11 +4115,11 @@ DynamicModel::fillTrendComponentModelTableFromOrigModel(StaticModel &static_mode
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void
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DynamicModel::fillTrendComponentmodelTableAREC(ExprNode::subst_table_t &diff_subst_table) const
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{
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map<string, map<tuple<int, int, int>, expr_t>> ARr, ECr;
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map<string, map<tuple<int, int, int>, expr_t>> ARr, A0r, A0starr;
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fillAutoregressiveMatrix(ARr, true);
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trend_component_model_table.setAR(ARr);
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fillErrorComponentMatrix(ECr, diff_subst_table);
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trend_component_model_table.setEC(ECr);
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fillErrorComponentMatrix(A0r, A0starr, diff_subst_table);
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trend_component_model_table.setA0(A0r, A0starr);
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}
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void
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@ -323,7 +323,7 @@ public:
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void fillAutoregressiveMatrix(map<string, map<tuple<int, int, int>, expr_t>> &ARr, bool is_trend_component_model) const;
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//! Fill Error Component Matrix for trend_component_model
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void fillErrorComponentMatrix(map<string, map<tuple<int, int, int>, expr_t>> &ECr, ExprNode::subst_table_t &diff_subst_table) const;
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void fillErrorComponentMatrix(map<string, map<tuple<int, int, int>, expr_t>> &A0r, map<string, map<tuple<int, int, int>, expr_t>> &A0starr, ExprNode::subst_table_t &diff_subst_table) const;
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//! Fill the Trend Component Model Table
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void fillTrendComponentModelTable() const;
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193
src/ExprNode.cc
193
src/ExprNode.cc
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@ -722,7 +722,7 @@ NumConstNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<i
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}
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void
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NumConstNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const
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NumConstNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const
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{
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}
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@ -2045,7 +2045,7 @@ VariableNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<i
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}
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void
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VariableNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const
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VariableNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const
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{
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}
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@ -3891,9 +3891,9 @@ UnaryOpNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<in
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}
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void
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UnaryOpNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const
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UnaryOpNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const
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{
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arg->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, EC);
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arg->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, A0, A0star);
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}
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void
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@ -5857,7 +5857,8 @@ BinaryOpNode::fillErrorCorrectionRowHelper(expr_t arg1, expr_t arg2,
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int eqn,
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const vector<int> &nontarget_lhs,
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const vector<int> &target_lhs,
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map<tuple<int, int, int>, expr_t> &EC) const
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map<tuple<int, int, int>, expr_t> &A0,
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map<tuple<int, int, int>, expr_t> &A0star) const
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{
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if (op_code != BinaryOpcode::times)
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return;
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@ -5872,64 +5873,130 @@ BinaryOpNode::fillErrorCorrectionRowHelper(expr_t arg1, expr_t arg2,
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if (tmp.size() != 1)
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return;
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auto *vn = dynamic_cast<VariableNode *>(arg2);
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auto *bopn = dynamic_cast<BinaryOpNode *>(arg2);
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if (bopn == nullptr || bopn->op_code != BinaryOpcode::minus)
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if ((bopn == nullptr || bopn->op_code != BinaryOpcode::minus)
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&& vn == nullptr)
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return;
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arg2->collectDynamicVariables(SymbolType::endogenous, endogs);
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if (endogs.size() != 2)
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return;
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arg2->collectDynamicVariables(SymbolType::exogenous, endogs);
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arg2->collectDynamicVariables(SymbolType::parameter, endogs);
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if (endogs.size() != 2)
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if (bopn != nullptr)
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{
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cerr << "ERROR in model; expecting param*endog or param*(endog-endog)" << endl;
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exit(EXIT_FAILURE);
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}
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arg2->collectDynamicVariables(SymbolType::endogenous, endogs);
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if (endogs.size() != 2)
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return;
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auto *vn1 = dynamic_cast<VariableNode *>(bopn->arg1);
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auto *vn2 = dynamic_cast<VariableNode *>(bopn->arg2);
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if (vn1 == nullptr || vn2 == nullptr)
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{
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cerr << "ERROR in model; expecting param*endog or param*(endog-endog)" << endl;
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exit(EXIT_FAILURE);
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}
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arg2->collectDynamicVariables(SymbolType::exogenous, endogs);
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arg2->collectDynamicVariables(SymbolType::parameter, endogs);
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if (endogs.size() != 2)
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{
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cerr << "ERROR in model; expecting param*endog or param*(endog-endog)" << endl;
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exit(EXIT_FAILURE);
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}
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int endog1 = vn1->symb_id;
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int endog2 = vn2->symb_id;
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int orig_endog2 = endog2;
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auto *vn1 = dynamic_cast<VariableNode *>(bopn->arg1);
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auto *vn2 = dynamic_cast<VariableNode *>(bopn->arg2);
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if (vn1 == nullptr || vn2 == nullptr)
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{
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cerr << "ERROR in model; expecting param*endog or param*(endog-endog)" << endl;
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exit(EXIT_FAILURE);
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}
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bool isauxvar1 = datatree.symbol_table.isAuxiliaryVariable(endog1);
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endog1 = isauxvar1 ?
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datatree.symbol_table.getOrigSymbIdForDiffAuxVar(endog1) : endog1;
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int endog1 = vn1->symb_id;
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int endog2 = vn2->symb_id;
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int orig_endog1 = endog1;
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int orig_endog2 = endog2;
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bool isauxvar2 = datatree.symbol_table.isAuxiliaryVariable(endog2);
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endog2 = isauxvar2 ?
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datatree.symbol_table.getOrigSymbIdForDiffAuxVar(endog2) : endog2;
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bool isauxvar1 = datatree.symbol_table.isAuxiliaryVariable(endog1);
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endog1 = isauxvar1 ?
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datatree.symbol_table.getOrigSymbIdForDiffAuxVar(endog1) : endog1;
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int max_lag = vn2->lag;
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int colidx = -1;
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if (find(nontarget_lhs.begin(), nontarget_lhs.end(), endog1) != nontarget_lhs.end()
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&& find(target_lhs.begin(), target_lhs.end(), endog2) != target_lhs.end())
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{
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colidx = (int) distance(target_lhs.begin(), find(target_lhs.begin(), target_lhs.end(), endog2));
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int tmp_lag = vn2->lag;
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if (isauxvar2)
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tmp_lag = -1 * datatree.symbol_table.getOrigLeadLagForDiffAuxVar(orig_endog2);
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if (tmp_lag < max_lag)
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max_lag = tmp_lag;
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bool isauxvar2 = datatree.symbol_table.isAuxiliaryVariable(endog2);
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endog2 = isauxvar2 ?
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datatree.symbol_table.getOrigSymbIdForDiffAuxVar(endog2) : endog2;
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int A0_max_lag = vn1->lag;
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int A0star_max_lag = vn2->lag;
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int A0_colidx = -1;
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int A0star_colidx = -1;
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if (find(nontarget_lhs.begin(), nontarget_lhs.end(), endog1) != nontarget_lhs.end()
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&& find(target_lhs.begin(), target_lhs.end(), endog2) != target_lhs.end())
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{
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A0_colidx = (int) distance(nontarget_lhs.begin(), find(nontarget_lhs.begin(), nontarget_lhs.end(), endog1));
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int tmp_lag = vn1->lag;
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if (isauxvar1)
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tmp_lag = -1 * datatree.symbol_table.getOrigLeadLagForDiffAuxVar(orig_endog1);
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if (tmp_lag < A0_max_lag)
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A0_max_lag = tmp_lag;
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A0star_colidx = (int) distance(target_lhs.begin(), find(target_lhs.begin(), target_lhs.end(), endog2));
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tmp_lag = vn2->lag;
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if (isauxvar2)
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tmp_lag = -1 * datatree.symbol_table.getOrigLeadLagForDiffAuxVar(orig_endog2);
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if (tmp_lag < A0star_max_lag)
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A0star_max_lag = tmp_lag;
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}
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else
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return;
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if (A0.find(make_tuple(eqn, -A0_max_lag, A0_colidx)) != A0.end())
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{
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cerr << "BinaryOpNode::fillErrorCorrectionRowHelper: Error filling A0 matrix: "
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<< "lag/symb_id encountered more than once in equtaion" << endl;
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exit(EXIT_FAILURE);
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}
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if (A0star.find(make_tuple(eqn, -A0star_max_lag, A0star_colidx)) != A0star.end())
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{
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cerr << "BinaryOpNode::fillErrorCorrectionRowHelper: Error filling A0star matrix: "
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<< "lag/symb_id encountered more than once in equtaion" << endl;
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exit(EXIT_FAILURE);
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}
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A0[make_tuple(eqn, -A0_max_lag, A0_colidx)] = arg1;
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A0star[make_tuple(eqn, -A0star_max_lag, A0star_colidx)] = arg1;
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}
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else
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return;
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if (EC.find(make_tuple(eqn, -max_lag, colidx)) != EC.end())
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{
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cerr << "BinaryOpNode::fillErrorCorrectionRowHelper: Error filling EC matrix: "
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<< "lag/symb_id encountered more than once in equtaion" << endl;
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exit(EXIT_FAILURE);
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arg2->collectDynamicVariables(SymbolType::endogenous, endogs);
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if (endogs.size() != 1)
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return;
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arg2->collectDynamicVariables(SymbolType::exogenous, endogs);
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arg2->collectDynamicVariables(SymbolType::parameter, endogs);
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if (endogs.size() != 1)
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{
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cerr << "ERROR in model; expecting param*endog or param*(endog-endog)" << endl;
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exit(EXIT_FAILURE);
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}
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int endog1 = vn->symb_id;
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int orig_endog1 = endog1;
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bool isauxvar1 = datatree.symbol_table.isAuxiliaryVariable(endog1);
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endog1 = isauxvar1 ?
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datatree.symbol_table.getOrigSymbIdForDiffAuxVar(endog1) : endog1;
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int max_lag = vn->lag;
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int colidx = -1;
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if (find(nontarget_lhs.begin(), nontarget_lhs.end(), endog1) != nontarget_lhs.end())
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{
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colidx = (int) distance(nontarget_lhs.begin(), find(nontarget_lhs.begin(), nontarget_lhs.end(), endog1));
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int tmp_lag = vn->lag;
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if (isauxvar1)
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tmp_lag = -1 * datatree.symbol_table.getOrigLeadLagForDiffAuxVar(orig_endog1);
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if (tmp_lag < max_lag)
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max_lag = tmp_lag;
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}
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else
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return;
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if (A0.find(make_tuple(eqn, -max_lag, colidx)) != A0.end())
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{
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cerr << "BinaryOpNode::fillErrorCorrectionRowHelper: Error filling A0 matrix: "
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<< "lag/symb_id encountered more than once in equtaion" << endl;
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exit(EXIT_FAILURE);
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}
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A0[make_tuple(eqn, -max_lag, colidx)] = arg1;
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}
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EC[make_tuple(eqn, -max_lag, colidx)] = arg1;
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}
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void
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@ -5960,12 +6027,14 @@ BinaryOpNode::replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table)
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}
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void
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BinaryOpNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const
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BinaryOpNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const
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{
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fillErrorCorrectionRowHelper(arg1, arg2, eqn, nontrend_lhs, trend_lhs, EC);
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fillErrorCorrectionRowHelper(arg2, arg1, eqn, nontrend_lhs, trend_lhs, EC);
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arg1->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, EC);
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arg2->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, EC);
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int A0size = A0.size();
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fillErrorCorrectionRowHelper(arg1, arg2, eqn, nontrend_lhs, trend_lhs, A0, A0star);
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if (A0size == A0.size())
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fillErrorCorrectionRowHelper(arg2, arg1, eqn, nontrend_lhs, trend_lhs, A0, A0star);
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arg1->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, A0, A0star);
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arg2->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, A0, A0star);
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}
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void
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@ -6974,11 +7043,11 @@ TrinaryOpNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<
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}
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void
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TrinaryOpNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const
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TrinaryOpNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const
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{
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arg1->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, EC);
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arg2->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, EC);
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arg3->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, EC);
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arg1->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, A0, A0star);
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arg2->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, A0, A0star);
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arg3->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, A0, A0star);
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}
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void
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@ -7651,7 +7720,7 @@ AbstractExternalFunctionNode::fillAutoregressiveRow(int eqn, const vector<int> &
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}
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void
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AbstractExternalFunctionNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const
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AbstractExternalFunctionNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const
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{
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cerr << "External functions not supported in Trend Component Models" << endl;
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exit(EXIT_FAILURE);
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@ -9193,7 +9262,7 @@ VarExpectationNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<t
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}
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void
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VarExpectationNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const
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VarExpectationNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const
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{
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cerr << "Var Expectation not supported in Trend Component Models" << endl;
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exit(EXIT_FAILURE);
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@ -9719,7 +9788,7 @@ PacExpectationNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<t
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}
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void
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PacExpectationNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const
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PacExpectationNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const
|
||||
{
|
||||
cerr << "Pac Expectation not supported in Trend Component Models" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
|
|
|
|||
|
|
@ -618,7 +618,8 @@ class ExprNode
|
|||
|
||||
//! Fills the EC matrix structure
|
||||
virtual void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs,
|
||||
map<tuple<int, int, int>, expr_t> &EC) const = 0;
|
||||
map<tuple<int, int, int>, expr_t> &A0,
|
||||
map<tuple<int, int, int>, expr_t> &A0star) const = 0;
|
||||
|
||||
//! Finds equations where a variable is equal to a constant
|
||||
virtual void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const = 0;
|
||||
|
|
@ -742,7 +743,7 @@ public:
|
|||
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
|
||||
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
|
||||
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
|
||||
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
|
||||
expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
|
||||
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
||||
|
|
@ -836,7 +837,7 @@ public:
|
|||
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
|
||||
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
|
||||
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
|
||||
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
|
||||
expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
|
||||
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
||||
|
|
@ -958,7 +959,7 @@ public:
|
|||
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
|
||||
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
|
||||
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
|
||||
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
|
||||
expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
|
||||
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
||||
|
|
@ -1097,8 +1098,8 @@ public:
|
|||
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
|
||||
void fillErrorCorrectionRowHelper(expr_t arg1, expr_t arg2,
|
||||
int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs,
|
||||
map<tuple<int, int, int>, expr_t> &AR) const;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
|
||||
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
|
||||
expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
|
||||
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
||||
|
|
@ -1217,7 +1218,7 @@ public:
|
|||
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
|
||||
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
|
||||
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
|
||||
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
|
||||
expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
|
||||
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
||||
|
|
@ -1348,7 +1349,7 @@ public:
|
|||
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
|
||||
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
|
||||
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
|
||||
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
|
||||
expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
|
||||
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
||||
|
|
@ -1567,7 +1568,7 @@ public:
|
|||
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
|
||||
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
|
||||
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
|
||||
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
|
||||
expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
|
||||
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
||||
|
|
@ -1672,7 +1673,7 @@ public:
|
|||
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
|
||||
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
|
||||
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
|
||||
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
|
||||
expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
|
||||
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
||||
|
|
|
|||
|
|
@ -111,9 +111,11 @@ TrendComponentModelTable::setAR(map<string, map<tuple<int, int, int>, expr_t>> A
|
|||
}
|
||||
|
||||
void
|
||||
TrendComponentModelTable::setEC(map<string, map<tuple<int, int, int>, expr_t>> EC_arg)
|
||||
TrendComponentModelTable::setA0(map<string, map<tuple<int, int, int>, expr_t>> A0_arg,
|
||||
map<string, map<tuple<int, int, int>, expr_t>> A0star_arg)
|
||||
{
|
||||
EC = move(EC_arg);
|
||||
A0 = move(A0_arg);
|
||||
A0star = move(A0star_arg);
|
||||
}
|
||||
|
||||
map<string, vector<string>>
|
||||
|
|
@ -249,7 +251,7 @@ TrendComponentModelTable::writeOutput(const string &basename, ostream &output) c
|
|||
if (names.empty())
|
||||
return;
|
||||
|
||||
string filename = "+" + basename + "/trend_component_ar_ec.m";
|
||||
string filename = "+" + basename + "/trend_component_ar_a0.m";
|
||||
ofstream ar_ec_output;
|
||||
ar_ec_output.open(filename, ios::out | ios::binary);
|
||||
if (!ar_ec_output.is_open())
|
||||
|
|
@ -257,8 +259,8 @@ TrendComponentModelTable::writeOutput(const string &basename, ostream &output) c
|
|||
cerr << "Error: Can't open file " << filename << " for writing" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
ar_ec_output << "function [ar, ec] = trend_component_ar_ec(model_name, params)" << endl
|
||||
<< "%function [ar, ec] = trend_component_ar_ec(model_name, params)" << endl
|
||||
ar_ec_output << "function [AR, A0, A0star] = trend_component_ar_a0(model_name, params)" << endl
|
||||
<< "%function [AR, A0, A0star] = trend_component_ar_a0(model_name, params)" << endl
|
||||
<< "% File automatically generated by the Dynare preprocessor" << endl << endl;
|
||||
|
||||
for (const auto &name : names)
|
||||
|
|
@ -328,32 +330,49 @@ TrendComponentModelTable::writeOutput(const string &basename, ostream &output) c
|
|||
|
||||
ar_ec_output << "if strcmp(model_name, '" << name << "')" << endl
|
||||
<< " % AR" << endl
|
||||
<< " ar = zeros(" << nontarget_lhs_vec.size() << ", " << nontarget_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(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 << ") = ";
|
||||
ar_ec_output << " AR(" << eqn + 1 << ", " << colidx + 1 << ", " << lag << ") = ";
|
||||
it.second->writeOutput(ar_ec_output, ExprNodeOutputType::matlabDynamicModel);
|
||||
ar_ec_output << ";" << endl;
|
||||
}
|
||||
|
||||
int ec_lag = 0;
|
||||
for (const auto & it : EC.at(name))
|
||||
if (get<1>(it.first) > ec_lag)
|
||||
ec_lag = get<1>(it.first);
|
||||
int a0_lag = 0;
|
||||
for (const auto & it : A0.at(name))
|
||||
if (get<1>(it.first) > a0_lag)
|
||||
a0_lag = get<1>(it.first);
|
||||
ar_ec_output << endl
|
||||
<< " % EC" << endl
|
||||
<< " ec = zeros(" << nontarget_lhs_vec.size() << ", " << target_lhs_vec.size() << ", " << ec_lag << ");" << endl;
|
||||
for (const auto & it : EC.at(name))
|
||||
<< " % A0" << endl
|
||||
<< " A0 = zeros(" << nontarget_lhs_vec.size() << ", " << nontarget_lhs_vec.size() << ", " << a0_lag << ");" << endl;
|
||||
for (const auto & it : A0.at(name))
|
||||
{
|
||||
int eqn, lag, colidx;
|
||||
tie (eqn, lag, colidx) = it.first;
|
||||
ar_ec_output << " ec(" << eqn + 1 << ", " << colidx + 1 << ", " << lag << ") = ";
|
||||
ar_ec_output << " A0(" << eqn + 1 << ", " << colidx + 1 << ", " << lag << ") = ";
|
||||
it.second->writeOutput(ar_ec_output, ExprNodeOutputType::matlabDynamicModel);
|
||||
ar_ec_output << ";" << endl;
|
||||
}
|
||||
|
||||
int a0star_lag = 0;
|
||||
for (const auto & it : A0star.at(name))
|
||||
if (get<1>(it.first) > a0star_lag)
|
||||
a0star_lag = get<1>(it.first);
|
||||
ar_ec_output << endl
|
||||
<< " % A0star" << endl
|
||||
<< " A0star = zeros(" << nontarget_lhs_vec.size() << ", " << target_lhs_vec.size() << ", " << a0star_lag << ");" << endl;
|
||||
for (const auto & it : A0star.at(name))
|
||||
{
|
||||
int eqn, lag, colidx;
|
||||
tie (eqn, lag, colidx) = it.first;
|
||||
ar_ec_output << " A0star(" << eqn + 1 << ", " << colidx + 1 << ", " << lag << ") = ";
|
||||
it.second->writeOutput(ar_ec_output, ExprNodeOutputType::matlabDynamicModel);
|
||||
ar_ec_output << ";" << endl;
|
||||
}
|
||||
|
||||
ar_ec_output << " return" << endl
|
||||
<< "end" << endl << endl;
|
||||
}
|
||||
|
|
|
|||
|
|
@ -46,7 +46,7 @@ private:
|
|||
map<string, vector<expr_t>> lhs_expr_t;
|
||||
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
|
||||
map<string, map<tuple<int, int, int>, expr_t>> A0, A0star; // EC: name -> (eqn, lag, col) -> expr_t
|
||||
public:
|
||||
explicit TrendComponentModelTable(SymbolTable &symbol_table_arg);
|
||||
|
||||
|
|
@ -84,7 +84,8 @@ public:
|
|||
void setOrigDiffVar(map<string, vector<int>> orig_diff_var_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);
|
||||
void setA0(map<string, map<tuple<int, int, int>, expr_t>> A0_arg,
|
||||
map<string, map<tuple<int, int, int>, expr_t>> A0star_arg);
|
||||
|
||||
//! Write output of this class
|
||||
void writeOutput(const string &basename, ostream &output) const;
|
||||
|
|
|
|||
Loading…
Reference in New Issue