Merge branch 'preprocessor_diff' into ecb-master
Houtan Bastani
commit
feb2adec44
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@ -260,38 +260,97 @@ PriorPosteriorFunctionStatement::writeJsonOutput(ostream &output) const
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VarModelStatement::VarModelStatement(const SymbolList &symbol_list_arg,
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const OptionsList &options_list_arg,
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const string &name_arg) :
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const string &name_arg,
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const SymbolTable &symbol_table_arg) :
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symbol_list(symbol_list_arg),
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options_list(options_list_arg),
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name(name_arg)
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name(name_arg),
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symbol_table(symbol_table_arg)
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{
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}
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void
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VarModelStatement::getVarModelNameAndVarList(map<string, pair<SymbolList, int> > &var_model_info)
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VarModelStatement::getVarModelInfoForVarExpectation(map<string, pair<SymbolList, int> > &var_model_info) const
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{
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if (symbol_list.empty())
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return;
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OptionsList::num_options_t::const_iterator it = options_list.num_options.find("var.order");
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if (it != options_list.num_options.end())
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var_model_info[name] = make_pair(symbol_list, atoi(it->second.c_str()));
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var_model_info[name] = make_pair(symbol_list, atoi(it->second.c_str()));
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}
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void
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VarModelStatement::getVarModelEqTags(vector<string> &var_model_eqtags) const
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{
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if (!symbol_list.empty())
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return;
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OptionsList::vec_str_options_t::const_iterator it1 =
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options_list.vector_str_options.find("var.eqtags");
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var_model_eqtags = it1->second;
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}
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void
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VarModelStatement::fillVarModelInfoFromEquations(vector<int> &eqnumber_arg, vector<int> &lhs_arg,
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vector<set<pair<int, int> > > &rhs_arg,
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vector<bool> &nonstationary_arg,
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vector<bool> &diff_arg, vector<int> &orig_diff_var_arg)
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{
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eqnumber = eqnumber_arg;
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lhs = lhs_arg;
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rhs_by_eq = rhs_arg;
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nonstationary = nonstationary_arg;
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diff = diff_arg;
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orig_diff_var = orig_diff_var_arg;
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// Order RHS vars by time (already ordered by equation tag)
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for (vector<set<pair<int, int> > >::const_iterator it = rhs_by_eq.begin();
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it != rhs_by_eq.end(); it++)
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for (set<pair<int, int> >::const_iterator it1 = it->begin();
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it1 != it->end(); it1++)
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if (find(lhs.begin(), lhs.end(), it1->first) == lhs.end()
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&& find(orig_diff_var.begin(), orig_diff_var.end(), it1->first) == orig_diff_var.end())
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{/*
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cerr << "ERROR " << name << ": " << symbol_table.getName(it1->first)
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<< " cannot appear in the VAR because it does not appear on the LHS" << endl;
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exit(EXIT_FAILURE);
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*/
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}
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else
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{
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map<int, set<int> >::iterator mit = rhs.find(abs(it1->second));
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if (mit == rhs.end())
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{
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if (it1->second > 0)
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{
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cerr << "ERROR " << name << ": you cannot have a variable with a lead in a VAR" << endl;
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exit(EXIT_FAILURE);
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}
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set<int> si;
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si.insert(it1->first);
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rhs[abs(it1->second)] = si;
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}
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else
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mit->second.insert(it1->first);
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}
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}
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void
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VarModelStatement::getVarModelName(string &var_model_name) const
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{
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var_model_name = name;
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}
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void
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VarModelStatement::getVarModelRHS(map<int, set<int > > &rhs_arg) const
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{
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rhs_arg = rhs;
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}
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void
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VarModelStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
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{
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OptionsList::vec_str_options_t::const_iterator itvs = options_list.vector_str_options.find("var.eqtags");
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OptionsList::num_options_t::const_iterator it = options_list.num_options.find("var.order");
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if ((it == options_list.num_options.end() && itvs == options_list.vector_str_options.end())
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|| (it != options_list.num_options.end() && itvs != options_list.vector_str_options.end()))
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{
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cerr << "ERROR: You must provide either the order or eqtags option to the var_model statement, but not both." << endl;
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exit(EXIT_FAILURE);
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}
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if (name.empty())
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{
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cerr << "ERROR: You must provide the model_name option to the var_model statement." << endl;
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exit(EXIT_FAILURE);
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}
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}
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void
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@ -300,6 +359,108 @@ VarModelStatement::writeOutput(ostream &output, const string &basename, bool min
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options_list.writeOutput(output);
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if (!symbol_list.empty())
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symbol_list.writeOutput("options_.var.var_list_", output);
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output << "options_.var.eqn = [";
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for (vector<int>::const_iterator it = eqnumber.begin();
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it != eqnumber.end(); it++)
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{
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if (it != eqnumber.begin())
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output << " ";
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output << *it + 1;
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}
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output << "];" << endl
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<< "options_.var.lhs = [";
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for (vector<int>::const_iterator it = lhs.begin();
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it != lhs.end(); it++)
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{
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if (it != lhs.begin())
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output << " ";
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output << symbol_table.getTypeSpecificID(*it) + 1;
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}
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output << "];" << endl
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<< "options_.var.rhs.lag = [";
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for (map<int, set<int> >::const_iterator it = rhs.begin();
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it != rhs.end(); it++)
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{
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if (it != rhs.begin())
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output << " ";
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output << it->first;
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}
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output << "];" << endl;
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int i = 1;
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for (map<int, set<int> >::const_iterator it = rhs.begin();
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it != rhs.end(); it++, i++)
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{
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output << "options_.var.rhs.vars_at_lag{" << i << "} = [";
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for (set<int>::const_iterator it1 = it->second.begin();
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it1 != it->second.end(); it1++)
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{
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if (it1 != it->second.begin())
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output << " ";
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output << symbol_table.getTypeSpecificID(*it1) + 1;
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}
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output << "];" << endl;
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}
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output << "options_.var.nonstationary = logical([";
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for (vector<bool>::const_iterator it = nonstationary.begin();
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it != nonstationary.end(); it++)
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{
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if (it != nonstationary.begin())
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output << " ";
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if (*it)
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output << "1";
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else
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output << "0";
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}
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output << "]);" << endl
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<< "options_.var.diff = logical([";
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for (vector<bool>::const_iterator it = diff.begin();
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it != diff.end(); it++)
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{
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if (it != diff.begin())
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output << " ";
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if (*it)
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output << "1";
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else
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output << "0";
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}
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output << "]);" << endl
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<< "options_.var.orig_diff_var = [";
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for (vector<int>::const_iterator it = orig_diff_var.begin();
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it != orig_diff_var.end(); it++)
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{
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if (it != orig_diff_var.begin())
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output << " ";
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if (*it == -1)
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output << -1;
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else
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output << symbol_table.getTypeSpecificID(*it) + 1;
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}
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output << "];" << endl;
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i = 1;
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for (vector<set<pair<int, int > > >::const_iterator it = rhs_by_eq.begin();
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it != rhs_by_eq.end(); it++, i++)
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{
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output << "options_.var.rhs.vars_at_eq{" << i << "}.var = [";
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for (set<pair<int, int> >::const_iterator it1 = it->begin();
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it1 != it->end(); it1++)
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{
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if (it1 != it->begin())
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output << " ";
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output << symbol_table.getTypeSpecificID(it1->first) + 1;
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}
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output << "];" << endl
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<< "options_.var.rhs.vars_at_eq{" << i << "}.lag = [";
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for (set<pair<int, int> >::const_iterator it1 = it->begin();
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it1 != it->end(); it1++)
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{
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if (it1 != it->begin())
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output << " ";
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output << it1->second;
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}
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output << "];" << endl;
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}
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output << "M_.var." << name << " = options_.var;" << endl
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<< "clear options_.var;" << endl;
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}
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@ -1,5 +1,5 @@
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/*
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* Copyright (C) 2003-2017 Dynare Team
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* Copyright (C) 2003-2018 Dynare Team
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*
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* This file is part of Dynare.
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*
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@ -125,11 +125,24 @@ private:
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const SymbolList symbol_list;
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const OptionsList options_list;
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const string &name;
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const SymbolTable &symbol_table;
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vector<int> eqnumber, lhs, orig_diff_var;
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map<int, set<int > > rhs; // lag -> set< symb_id > (all vars that appear at a given lag)
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vector<set<pair<int, int> > > rhs_by_eq; // rhs by equation
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vector<bool> nonstationary, diff;
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public:
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VarModelStatement(const SymbolList &symbol_list_arg,
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const OptionsList &options_list_arg,
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const string &name_arg);
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void getVarModelNameAndVarList(map<string, pair<SymbolList, int> > &var_model_info);
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const string &name_arg,
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const SymbolTable &symbol_table_arg);
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void getVarModelInfoForVarExpectation(map<string, pair<SymbolList, int> > &var_model_info) const;
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void getVarModelEqTags(vector<string> &var_model_eqtags) const;
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void fillVarModelInfoFromEquations(vector<int> &eqnumber_arg, vector<int> &lhs_arg,
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vector<set<pair<int, int> > > &rhs_arg,
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vector<bool> &nonstationary_arg,
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vector<bool> &diff_arg, vector<int> &orig_diff_var_arg);
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void getVarModelName(string &var_model_name) const;
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void getVarModelRHS(map<int, set<int > > &rhs_arg) const;
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virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
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virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
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void createVarModelMFunction(ostream &output, const map<string, set<int> > &var_expectation_functions_to_write) const;
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13
DataTree.cc
13
DataTree.cc
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@ -1,5 +1,5 @@
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/*
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* Copyright (C) 2003-2017 Dynare Team
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* Copyright (C) 2003-2018 Dynare Team
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*
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* This file is part of Dynare.
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*
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@ -520,6 +520,17 @@ DataTree::AddVarExpectation(const int symb_id, const int forecast_horizon, const
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return new VarExpectationNode(*this, symb_id, forecast_horizon, model_name);
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}
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expr_t
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DataTree::AddPacExpectation(const string &model_name, const string &var_model_name, const int discount_id, const int growth_id)
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{
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pac_expectation_node_map_t::iterator it =
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pac_expectation_node_map.find(make_pair(model_name, make_pair(var_model_name, make_pair(discount_id, growth_id))));
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if (it != pac_expectation_node_map.end())
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return it->second;
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return new PacExpectationNode(*this, model_name, var_model_name, discount_id, growth_id);
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}
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expr_t
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DataTree::AddEqual(expr_t iArg1, expr_t iArg2)
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{
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@ -1,5 +1,5 @@
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/*
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* Copyright (C) 2003-2017 Dynare Team
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* Copyright (C) 2003-2018 Dynare Team
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*
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* This file is part of Dynare.
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*
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@ -49,6 +49,7 @@ class DataTree
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friend class FirstDerivExternalFunctionNode;
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friend class SecondDerivExternalFunctionNode;
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friend class VarExpectationNode;
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friend class PacExpectationNode;
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protected:
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//! A reference to the symbol table
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SymbolTable &symbol_table;
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@ -80,6 +81,10 @@ protected:
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typedef map<pair<string, pair<int, int> >, VarExpectationNode *> var_expectation_node_map_t;
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var_expectation_node_map_t var_expectation_node_map;
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// (model_name, (discount, growth)) -> PacExpectationNode
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typedef map<pair<string, pair<string, pair<int, int> > >, PacExpectationNode *> pac_expectation_node_map_t;
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pac_expectation_node_map_t pac_expectation_node_map;
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// ((arguments, deriv_idx), symb_id) -> FirstDerivExternalFunctionNode
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typedef map<pair<pair<vector<expr_t>, int>, int>, FirstDerivExternalFunctionNode *> first_deriv_external_function_node_map_t;
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first_deriv_external_function_node_map_t first_deriv_external_function_node_map;
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@ -226,6 +231,8 @@ public:
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expr_t AddEqual(expr_t iArg1, expr_t iArg2);
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//! Adds "var_expectation(arg1, arg2, model_name=arg3)" to model tree
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expr_t AddVarExpectation(const int symb_id, const int forecast_horizon, const string &model_name);
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//! Adds pac_expectation command to model tree
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expr_t AddPacExpectation(const string &model_name, const string &var_model_name, const int discount_id, const int growth_id);
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//! Adds a model local variable with its value
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void AddLocalVariable(int symb_id, expr_t value) throw (LocalVariableException);
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//! Adds an external function node
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175
DynamicModel.cc
175
DynamicModel.cc
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@ -3200,6 +3200,13 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
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else
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output << "-1";
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output << "];" << endl;
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// Write PacExpectationInfo
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deriv_node_temp_terms_t tef_terms;
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temporary_terms_t temp_terms_empty;
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for (set<const PacExpectationNode *>::const_iterator it = pac_expectation_info.begin();
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it != pac_expectation_info.end(); it++)
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(*it)->writeOutput(output, oMatlabDynamicModel, temp_terms_empty, tef_terms);
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}
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map<pair<int, pair<int, int > >, expr_t>
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@ -3228,14 +3235,103 @@ DynamicModel::runTrendTest(const eval_context_t &eval_context)
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}
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void
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DynamicModel::setVarExpectationIndices(map<string, pair<SymbolList, int> > var_model_info)
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DynamicModel::getVarModelVariablesFromEqTags(vector<string> &var_model_eqtags,
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vector<int> &eqnumber,
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vector<int> &lhs,
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vector<set<pair<int, int> > > &rhs,
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vector<bool> &nonstationary) const
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{
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for (vector<string>::const_iterator itvareqs = var_model_eqtags.begin();
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itvareqs != var_model_eqtags.end(); itvareqs++)
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{
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int eqnumber_int = -1;
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set<pair<int, int> > lhs_set, lhs_tmp_set, rhs_set;
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string eqtag (*itvareqs);
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for (vector<pair<int, pair<string, string> > >::const_iterator iteqtag =
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equation_tags.begin(); iteqtag != equation_tags.end(); iteqtag++)
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if (iteqtag->second.first.compare("name") == 0
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&& iteqtag->second.second.compare(eqtag) == 0)
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{
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eqnumber_int = iteqtag->first;
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break;
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}
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if (eqnumber_int == -1)
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{
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cerr << "ERROR: equation tag '" << eqtag << "' not found" << endl;
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exit(EXIT_FAILURE);
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}
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bool nonstationary_bool = false;
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for (vector<pair<int, pair<string, string> > >::const_iterator iteqtag =
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equation_tags.begin(); iteqtag != equation_tags.end(); iteqtag++)
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if (iteqtag->first == eqnumber_int)
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if (iteqtag->second.first.compare("data_type") == 0
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&& iteqtag->second.second.compare("nonstationary") == 0)
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{
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nonstationary_bool = true;
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break;
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}
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equations[eqnumber_int]->get_arg1()->collectDynamicVariables(eEndogenous, lhs_set);
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equations[eqnumber_int]->get_arg1()->collectDynamicVariables(eExogenous, lhs_tmp_set);
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equations[eqnumber_int]->get_arg1()->collectDynamicVariables(eParameter, lhs_tmp_set);
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if (lhs_set.size() != 1 || !lhs_tmp_set.empty())
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{
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cerr << "ERROR: A VAR may only have one endogenous variable on the LHS" << endl;
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exit(EXIT_FAILURE);
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}
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set<pair<int, int> >::const_iterator it = lhs_set.begin();
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if (it->second != 0)
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{
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cerr << "ERROR: The variable on the LHS of a VAR may not appear with a lead or a lag" << endl;
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exit(EXIT_FAILURE);
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}
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eqnumber.push_back(eqnumber_int);
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lhs.push_back(it->first);
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nonstationary.push_back(nonstationary_bool);
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equations[eqnumber_int]->get_arg2()->collectDynamicVariables(eEndogenous, rhs_set);
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rhs.push_back(rhs_set);
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}
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}
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void
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DynamicModel::getDiffInfo(vector<int> &eqnumber, vector<bool> &diff, vector<int> &orig_diff_var) const
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||||
{
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for (vector<int>::const_iterator it = eqnumber.begin();
|
||||
it != eqnumber.end(); it++)
|
||||
{
|
||||
diff.push_back(equations[*it]->get_arg1()->isDiffPresent());
|
||||
if (diff.back())
|
||||
{
|
||||
set<pair<int, int> > diff_set;
|
||||
equations[*it]->get_arg1()->collectDynamicVariables(eEndogenous, diff_set);
|
||||
if (diff_set.empty() || diff_set.size() != 1)
|
||||
{
|
||||
cerr << "ERROR: problem getting variable for diff operator in equation " << *it << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
set<pair<int, int> >::const_iterator it1 = diff_set.begin();
|
||||
orig_diff_var.push_back(it1->first);
|
||||
}
|
||||
else
|
||||
orig_diff_var.push_back(-1);
|
||||
}
|
||||
}
|
||||
|
||||
void
|
||||
DynamicModel::setVarExpectationIndices(map<string, pair<SymbolList, int> > &var_model_info)
|
||||
{
|
||||
for (size_t i = 0; i < equations.size(); i++)
|
||||
equations[i]->setVarExpectationIndex(var_model_info);
|
||||
}
|
||||
|
||||
void
|
||||
DynamicModel::addEquationsForVar(map<string, pair<SymbolList, int> > var_model_info)
|
||||
DynamicModel::addEquationsForVar(map<string, pair<SymbolList, int> > &var_model_info)
|
||||
{
|
||||
// List of endogenous variables and the minimum lag value that must exist in the model equations
|
||||
map<string, int> var_endos_and_lags, model_endos_and_lags;
|
||||
|
|
@ -3286,6 +3382,50 @@ DynamicModel::addEquationsForVar(map<string, pair<SymbolList, int> > var_model_i
|
|||
cout << "Accounting for var_model lags not in model block: added " << count << " auxiliary variables and equations." << endl;
|
||||
}
|
||||
|
||||
void
|
||||
DynamicModel::walkPacParameters()
|
||||
{
|
||||
for (size_t i = 0; i < equations.size(); i++)
|
||||
{
|
||||
bool pac_encountered = false;
|
||||
pair<int, int> lhs (-1, -1);
|
||||
set<pair<int, pair<int, int> > > params_and_vals;
|
||||
equations[i]->walkPacParameters(pac_encountered, lhs, params_and_vals);
|
||||
if (pac_encountered)
|
||||
equations[i]->addParamInfoToPac(lhs, params_and_vals);
|
||||
}
|
||||
}
|
||||
|
||||
void
|
||||
DynamicModel::fillPacExpectationVarInfo(string &var_model_name,
|
||||
vector<int> &lhs,
|
||||
map<int, set<int > > &rhs,
|
||||
vector<bool> &nonstationary)
|
||||
{
|
||||
for (size_t i = 0; i < equations.size(); i++)
|
||||
equations[i]->fillPacExpectationVarInfo(var_model_name, lhs, rhs, nonstationary, i);
|
||||
}
|
||||
|
||||
void
|
||||
DynamicModel::substitutePacExpectation()
|
||||
{
|
||||
map<const PacExpectationNode *, const BinaryOpNode *> subst_table;
|
||||
for (map<int, expr_t>::iterator it = local_variables_table.begin();
|
||||
it != local_variables_table.end(); it++)
|
||||
it->second = it->second->substitutePacExpectation(subst_table);
|
||||
|
||||
for (size_t i = 0; i < equations.size(); i++)
|
||||
{
|
||||
BinaryOpNode *substeq = dynamic_cast<BinaryOpNode *>(equations[i]->substitutePacExpectation(subst_table));
|
||||
assert(substeq != NULL);
|
||||
equations[i] = substeq;
|
||||
}
|
||||
|
||||
for (map<const PacExpectationNode *, const BinaryOpNode *>::const_iterator it = subst_table.begin();
|
||||
it != subst_table.end(); it++)
|
||||
pac_expectation_info.insert(const_cast<PacExpectationNode *>(it->first));
|
||||
}
|
||||
|
||||
void
|
||||
DynamicModel::computingPass(bool jacobianExo, bool hessian, bool thirdDerivatives, int paramsDerivsOrder,
|
||||
const eval_context_t &eval_context, bool no_tmp_terms, bool block, bool use_dll,
|
||||
|
|
@ -4750,10 +4890,37 @@ DynamicModel::substituteLeadLagInternal(aux_var_t type, bool deterministic_model
|
|||
}
|
||||
|
||||
void
|
||||
DynamicModel::substituteAdlAndDiff()
|
||||
DynamicModel::substituteAdl()
|
||||
{
|
||||
for (int i = 0; i < (int) equations.size(); i++)
|
||||
equations[i] = dynamic_cast<BinaryOpNode *>(equations[i]->substituteAdlAndDiff());
|
||||
equations[i] = dynamic_cast<BinaryOpNode *>(equations[i]->substituteAdl());
|
||||
}
|
||||
|
||||
void
|
||||
DynamicModel::substituteDiff()
|
||||
{
|
||||
ExprNode::subst_table_t subst_table;
|
||||
vector<BinaryOpNode *> neweqs;
|
||||
|
||||
// Substitute in model local variables
|
||||
for (map<int, expr_t>::iterator it = local_variables_table.begin();
|
||||
it != local_variables_table.end(); it++)
|
||||
it->second = it->second->substituteDiff(subst_table, neweqs);
|
||||
|
||||
// Substitute in equations
|
||||
for (int i = 0; i < (int) equations.size(); i++)
|
||||
{
|
||||
BinaryOpNode *substeq = dynamic_cast<BinaryOpNode *>(equations[i]->substituteDiff(subst_table, neweqs));
|
||||
assert(substeq != NULL);
|
||||
equations[i] = substeq;
|
||||
}
|
||||
|
||||
// Add new equations
|
||||
for (int i = 0; i < (int) neweqs.size(); i++)
|
||||
addEquation(neweqs[i], -1);
|
||||
|
||||
if (subst_table.size() > 0)
|
||||
cout << "Substitution of Diff operator: added " << neweqs.size() << " auxiliary variables and equations." << endl;
|
||||
}
|
||||
|
||||
void
|
||||
|
|
|
|||
|
|
@ -226,6 +226,9 @@ private:
|
|||
//! Used for var_expectation and var_model
|
||||
map<string, set<int> > var_expectation_functions_to_write;
|
||||
|
||||
//! Used for pac_expectation operator
|
||||
set<const PacExpectationNode *> pac_expectation_info; // PacExpectationNode pointers
|
||||
|
||||
//!Maximum lead and lag for each block on endogenous of the block, endogenous of the previous blocks, exogenous and deterministic exogenous
|
||||
vector<pair<int, int> > endo_max_leadlag_block, other_endo_max_leadlag_block, exo_max_leadlag_block, exo_det_max_leadlag_block, max_leadlag_block;
|
||||
|
||||
|
|
@ -280,10 +283,29 @@ public:
|
|||
//! Set the equations that have non-zero second derivatives
|
||||
void setNonZeroHessianEquations(map<int, string> &eqs);
|
||||
|
||||
//! Get equation info associated with equation tags from var_model
|
||||
void getVarModelVariablesFromEqTags(vector<string> &var_model_eqtags,
|
||||
vector<int> &eqnumber,
|
||||
vector<int> &lhs,
|
||||
vector<set<pair<int, int> > > &rhs,
|
||||
vector<bool> &nonstationary) const;
|
||||
|
||||
// Get equtaino information on diff operator
|
||||
void getDiffInfo(vector<int> &eqnumber, vector<bool> &diff, vector<int> &orig_diff_var) const;
|
||||
|
||||
//! Set indices for var expectation in dynamic model file
|
||||
void setVarExpectationIndices(map<string, pair<SymbolList, int> > var_model_info);
|
||||
void setVarExpectationIndices(map<string, pair<SymbolList, int> > &var_model_info);
|
||||
//! Add aux equations (and aux variables) for variables declared in var_model at max order if they don't already exist
|
||||
void addEquationsForVar(map<string, pair<SymbolList, int> > var_model_info);
|
||||
void addEquationsForVar(map<string, pair<SymbolList, int> > &var_model_info);
|
||||
//! Get Pac equation parameter info
|
||||
void walkPacParameters();
|
||||
//! Add var_model info to pac_expectation nodes
|
||||
void fillPacExpectationVarInfo(string &var_model_name,
|
||||
vector<int> &lhs,
|
||||
map<int, set<int > > &rhs,
|
||||
vector<bool> &nonstationary);
|
||||
//! Substitutes pac_expectation operator
|
||||
void substitutePacExpectation();
|
||||
|
||||
//! Adds informations for simulation in a binary file
|
||||
void Write_Inf_To_Bin_File_Block(const string &dynamic_basename, const string &bin_basename,
|
||||
|
|
@ -366,8 +388,11 @@ public:
|
|||
//! Transforms the model by removing trends specified by the user
|
||||
void detrendEquations();
|
||||
|
||||
//! Substitutes adl and diff operators
|
||||
void substituteAdlAndDiff();
|
||||
//! Substitutes adl operator
|
||||
void substituteAdl();
|
||||
|
||||
//! Substitutes diff operator
|
||||
void substituteDiff();
|
||||
|
||||
//! Fill var_expectation_functions_to_write
|
||||
void fillVarExpectationFunctionsToWrite();
|
||||
|
|
|
|||
|
|
@ -115,9 +115,9 @@ class ParsingDriver;
|
|||
%token NONLINEAR_FILTER_INITIALIZATION FILTER_ALGORITHM PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION
|
||||
%token <string_val> NAME
|
||||
%token USE_PENALIZED_OBJECTIVE_FOR_HESSIAN INIT_STATE FAST_REALTIME RESCALE_PREDICTION_ERROR_COVARIANCE GENERATE_IRFS
|
||||
%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS NO_HOMOTOPY
|
||||
%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS NO_HOMOTOPY VAR_MODEL_NAME
|
||||
%token NOGRAPH POSTERIOR_NOGRAPH POSTERIOR_GRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS MODEL_NAME STDERR_MULTIPLES DIAGONAL_ONLY
|
||||
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE
|
||||
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE DISCOUNT
|
||||
%token PARALLEL_LOCAL_FILES PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERIODS PERIOD PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
|
||||
%token PERFECT_FORESIGHT_SETUP PERFECT_FORESIGHT_SOLVER NO_POSTERIOR_KERNEL_DENSITY FUNCTION
|
||||
%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN MLE_MODE PRUNING
|
||||
|
|
@ -132,7 +132,7 @@ class ParsingDriver;
|
|||
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED
|
||||
%token VALUES VAR VAREXO VAREXO_DET VAROBS VAREXOBS PREDETERMINED_VARIABLES VAR_EXPECTATION PLOT_SHOCK_DECOMPOSITION MODEL_LOCAL_VARIABLE
|
||||
%token WRITE_LATEX_DYNAMIC_MODEL WRITE_LATEX_STATIC_MODEL WRITE_LATEX_ORIGINAL_MODEL CROSSEQUATIONS COVARIANCE WRITE_LATEX_STEADY_STATE_MODEL
|
||||
%token XLS_SHEET XLS_RANGE LMMCP OCCBIN BANDPASS_FILTER COLORMAP VAR_MODEL QOQ YOY AOA
|
||||
%token XLS_SHEET XLS_RANGE LMMCP OCCBIN BANDPASS_FILTER COLORMAP VAR_MODEL QOQ YOY AOA PAC_EXPECTATION
|
||||
%left COMMA
|
||||
%left EQUAL_EQUAL EXCLAMATION_EQUAL
|
||||
%left LESS GREATER LESS_EQUAL GREATER_EQUAL
|
||||
|
|
@ -158,7 +158,7 @@ class ParsingDriver;
|
|||
%token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE FILTER_DECOMPOSITION SMOOTHED_STATE_UNCERTAINTY
|
||||
%token EQ_CMS TLINDX TLNUMBER BANACT RESTRICTIONS POSTERIOR_SAMPLER_OPTIONS
|
||||
%token OUTPUT_FILE_TAG DRAWS_NBR_BURN_IN_1 DRAWS_NBR_BURN_IN_2 HORIZON
|
||||
%token SBVAR TREND_VAR DEFLATOR GROWTH_FACTOR MS_IRF MS_VARIANCE_DECOMPOSITION
|
||||
%token SBVAR TREND_VAR DEFLATOR GROWTH_FACTOR MS_IRF MS_VARIANCE_DECOMPOSITION GROWTH
|
||||
%token MS_ESTIMATION MS_SIMULATION MS_COMPUTE_MDD MS_COMPUTE_PROBABILITIES MS_FORECAST
|
||||
%token SVAR_IDENTIFICATION EQUATION EXCLUSION LAG UPPER_CHOLESKY LOWER_CHOLESKY MONTHLY QUARTERLY
|
||||
%token MARKOV_SWITCHING CHAIN DURATION NUMBER_OF_REGIMES NUMBER_OF_LAGS
|
||||
|
|
@ -908,6 +908,8 @@ hand_side : '(' hand_side ')'
|
|||
{ $$ = driver.add_var_expectation($3, new string("1"), $7); }
|
||||
| VAR_EXPECTATION '(' symbol COMMA INT_NUMBER COMMA MODEL_NAME EQUAL NAME ')'
|
||||
{ $$ = driver.add_var_expectation($3, $5, $9); }
|
||||
| PAC_EXPECTATION '(' pac_expectation_options_list ')'
|
||||
{ $$ = driver.add_pac_expectation(); }
|
||||
| MINUS hand_side %prec UMINUS
|
||||
{ $$ = driver.add_uminus($2); }
|
||||
| PLUS hand_side
|
||||
|
|
@ -966,6 +968,21 @@ hand_side : '(' hand_side ')'
|
|||
{ $$ = driver.add_steady_state($3); }
|
||||
;
|
||||
|
||||
|
||||
pac_expectation_options_list : pac_expectation_options_list COMMA pac_expectation_options
|
||||
| pac_expectation_options
|
||||
;
|
||||
|
||||
pac_expectation_options : VAR_MODEL_NAME EQUAL NAME
|
||||
{ driver.add_pac_expectation_var_model_name($3); }
|
||||
| MODEL_NAME EQUAL NAME
|
||||
{ driver.add_pac_expectation_model_name($3); }
|
||||
| DISCOUNT EQUAL symbol
|
||||
{ driver.add_pac_expectation_discount($3); }
|
||||
| GROWTH EQUAL symbol
|
||||
{ driver.add_pac_expectation_growth($3); }
|
||||
;
|
||||
|
||||
comma_hand_side : hand_side
|
||||
{ driver.add_external_function_arg($1); }
|
||||
| comma_hand_side COMMA hand_side
|
||||
|
|
|
|||
|
|
@ -342,6 +342,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
|
|||
<DYNARE_STATEMENT>optim {return token::OPTIM;}
|
||||
<DYNARE_STATEMENT>periods {return token::PERIODS;}
|
||||
<DYNARE_STATEMENT,DYNARE_BLOCK>model_name {return token::MODEL_NAME;}
|
||||
<DYNARE_BLOCK>var_model_name {return token::VAR_MODEL_NAME;}
|
||||
<DYNARE_STATEMENT>endogenous_terminal_period {return token::ENDOGENOUS_TERMINAL_PERIOD;}
|
||||
<DYNARE_STATEMENT>sub_draws {return token::SUB_DRAWS;}
|
||||
<DYNARE_STATEMENT>minimal_solving_periods {return token::MINIMAL_SOLVING_PERIODS;}
|
||||
|
|
@ -677,6 +678,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
|
|||
}
|
||||
|
||||
/* Inside a Dynare block */
|
||||
<DYNARE_BLOCK>growth {return token::GROWTH;}
|
||||
<DYNARE_BLOCK>var {return token::VAR;}
|
||||
<DYNARE_BLOCK>stderr {return token::STDERR;}
|
||||
<DYNARE_BLOCK>values {return token::VALUES;}
|
||||
|
|
@ -822,6 +824,8 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
|
|||
<DYNARE_STATEMENT,DYNARE_BLOCK>steady_state {return token::STEADY_STATE;}
|
||||
<DYNARE_STATEMENT,DYNARE_BLOCK>expectation {return token::EXPECTATION;}
|
||||
<DYNARE_BLOCK>var_expectation {return token::VAR_EXPECTATION;}
|
||||
<DYNARE_BLOCK>pac_expectation {return token::PAC_EXPECTATION;}
|
||||
<DYNARE_BLOCK>discount {return token::DISCOUNT;}
|
||||
<DYNARE_STATEMENT,DYNARE_BLOCK>varobs {return token::VAROBS;}
|
||||
<DYNARE_STATEMENT,DYNARE_BLOCK>varexobs {return token::VAREXOBS;}
|
||||
<DYNARE_STATEMENT,DYNARE_BLOCK>full {return token::FULL;}
|
||||
|
|
|
|||
917
ExprNode.cc
917
ExprNode.cc
File diff suppressed because it is too large
Load Diff
162
ExprNode.hh
162
ExprNode.hh
|
|
@ -1,5 +1,5 @@
|
|||
/*
|
||||
* Copyright (C) 2007-2017 Dynare Team
|
||||
* Copyright (C) 2007-2018 Dynare Team
|
||||
*
|
||||
* This file is part of Dynare.
|
||||
*
|
||||
|
|
@ -35,6 +35,7 @@ using namespace std;
|
|||
class DataTree;
|
||||
class VariableNode;
|
||||
class BinaryOpNode;
|
||||
class PacExpectationNode;
|
||||
|
||||
typedef class ExprNode *expr_t;
|
||||
|
||||
|
|
@ -123,7 +124,7 @@ enum ExprNodeOutputType
|
|||
#define MIN_COST(is_matlab) ((is_matlab) ? MIN_COST_MATLAB : MIN_COST_C)
|
||||
|
||||
//! Base class for expression nodes
|
||||
class ExprNode
|
||||
class ExprNode
|
||||
{
|
||||
friend class DataTree;
|
||||
friend class DynamicModel;
|
||||
|
|
@ -137,6 +138,7 @@ enum ExprNodeOutputType
|
|||
friend class TrinaryOpNode;
|
||||
friend class AbstractExternalFunctionNode;
|
||||
friend class VarExpectationNode;
|
||||
friend class PacExpectationNode;
|
||||
private:
|
||||
//! Computes derivative w.r. to a derivation ID (but doesn't store it in derivatives map)
|
||||
/*! You shoud use getDerivative() to get the benefit of symbolic a priori and of caching */
|
||||
|
|
@ -438,6 +440,9 @@ enum ExprNodeOutputType
|
|||
//! Returns true if the expression contains one or several exogenous variable
|
||||
virtual bool containsExogenous() const = 0;
|
||||
|
||||
//! Returns true if the expression contains a diff operator
|
||||
virtual bool isDiffPresent(void) const = 0;
|
||||
|
||||
//! Return true if the nodeID is a variable withe a type equal to type_arg, a specific variable id aqual to varfiable_id and a lag equal to lag_arg and false otherwise
|
||||
/*!
|
||||
\param[in] the type (type_arg), specifique variable id (variable_id and the lag (lag_arg)
|
||||
|
|
@ -457,8 +462,14 @@ enum ExprNodeOutputType
|
|||
*/
|
||||
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const = 0;
|
||||
|
||||
//! Substitute adl and diff operators
|
||||
virtual expr_t substituteAdlAndDiff() const = 0;
|
||||
//! Substitute adl operator
|
||||
virtual expr_t substituteAdl() const = 0;
|
||||
|
||||
//! Substitute diff operator
|
||||
virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
|
||||
|
||||
//! Substitute pac_expectation operator
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) = 0;
|
||||
|
||||
//! Add ExprNodes to the provided datatree
|
||||
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const = 0;
|
||||
|
|
@ -478,6 +489,15 @@ enum ExprNodeOutputType
|
|||
//! Returns true if model_info_name is referenced by a VarExpectationNode
|
||||
virtual bool isVarModelReferenced(const string &model_info_name) const = 0;
|
||||
|
||||
//! Fills parameter information related to PAC equation
|
||||
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > ¶ms_and_vals) const = 0;
|
||||
|
||||
//! Adds PAC equation param info to pac_expectation
|
||||
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > ¶ms_and_vals_arg) = 0;
|
||||
|
||||
//! Fills var_model info for pac_expectation node
|
||||
virtual void fillPacExpectationVarInfo(string &var_model_name, vector<int> &lhs, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg) = 0;
|
||||
|
||||
//! Fills map
|
||||
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const = 0;
|
||||
};
|
||||
|
|
@ -530,12 +550,15 @@ public:
|
|||
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
||||
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdlAndDiff() const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
||||
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual bool isNumConstNodeEqualTo(double value) const;
|
||||
virtual bool containsEndogenous(void) const;
|
||||
virtual bool containsExogenous() const;
|
||||
virtual bool isDiffPresent(void) const;
|
||||
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
|
||||
virtual expr_t replaceTrendVar() const;
|
||||
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const;
|
||||
|
|
@ -543,6 +566,9 @@ public:
|
|||
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
|
||||
virtual bool isInStaticForm() const;
|
||||
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
|
||||
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > ¶ms_and_vals) const;
|
||||
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > ¶ms_and_vals_arg);
|
||||
virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
|
||||
virtual bool isVarModelReferenced(const string &model_info_name) const;
|
||||
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
|
||||
virtual expr_t substituteStaticAuxiliaryVariable() const;
|
||||
|
|
@ -605,12 +631,15 @@ public:
|
|||
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
||||
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdlAndDiff() const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
||||
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual bool isNumConstNodeEqualTo(double value) const;
|
||||
virtual bool containsEndogenous(void) const;
|
||||
virtual bool containsExogenous() const;
|
||||
virtual bool isDiffPresent(void) const;
|
||||
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
|
||||
virtual expr_t replaceTrendVar() const;
|
||||
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const;
|
||||
|
|
@ -618,6 +647,9 @@ public:
|
|||
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
|
||||
virtual bool isInStaticForm() const;
|
||||
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
|
||||
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > ¶ms_and_vals) const;
|
||||
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > ¶ms_and_vals_arg);
|
||||
virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
|
||||
virtual bool isVarModelReferenced(const string &model_info_name) const;
|
||||
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
|
||||
//! Substitute auxiliary variables by their expression in static model
|
||||
|
|
@ -703,12 +735,15 @@ public:
|
|||
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
||||
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdlAndDiff() const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
||||
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual bool isNumConstNodeEqualTo(double value) const;
|
||||
virtual bool containsEndogenous(void) const;
|
||||
virtual bool containsExogenous() const;
|
||||
virtual bool isDiffPresent(void) const;
|
||||
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
|
||||
virtual expr_t replaceTrendVar() const;
|
||||
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const;
|
||||
|
|
@ -716,6 +751,9 @@ public:
|
|||
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
|
||||
virtual bool isInStaticForm() const;
|
||||
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
|
||||
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > ¶ms_and_vals) const;
|
||||
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > ¶ms_and_vals_arg);
|
||||
virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
|
||||
virtual bool isVarModelReferenced(const string &model_info_name) const;
|
||||
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
|
||||
//! Substitute auxiliary variables by their expression in static model
|
||||
|
|
@ -796,6 +834,9 @@ public:
|
|||
{
|
||||
return powerDerivOrder;
|
||||
}
|
||||
void walkPacParametersHelper(const expr_t arg1, const expr_t arg2,
|
||||
pair<int, int> &lhs,
|
||||
set<pair<int, pair<int, int> > > ¶ms_and_vals) const;
|
||||
virtual expr_t toStatic(DataTree &static_datatree) const;
|
||||
virtual void computeXrefs(EquationInfo &ei) const;
|
||||
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
|
||||
|
|
@ -813,12 +854,15 @@ public:
|
|||
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
||||
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdlAndDiff() const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
||||
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual bool isNumConstNodeEqualTo(double value) const;
|
||||
virtual bool containsEndogenous(void) const;
|
||||
virtual bool containsExogenous() const;
|
||||
virtual bool isDiffPresent(void) const;
|
||||
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
|
||||
virtual expr_t replaceTrendVar() const;
|
||||
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const;
|
||||
|
|
@ -832,6 +876,9 @@ public:
|
|||
expr_t getNonZeroPartofEquation() const;
|
||||
virtual bool isInStaticForm() const;
|
||||
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
|
||||
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > ¶ms_and_vals) const;
|
||||
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > ¶ms_and_vals_arg);
|
||||
virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
|
||||
virtual bool isVarModelReferenced(const string &model_info_name) const;
|
||||
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
|
||||
//! Substitute auxiliary variables by their expression in static model
|
||||
|
|
@ -903,12 +950,15 @@ public:
|
|||
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
||||
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdlAndDiff() const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
||||
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual bool isNumConstNodeEqualTo(double value) const;
|
||||
virtual bool containsEndogenous(void) const;
|
||||
virtual bool containsExogenous() const;
|
||||
virtual bool isDiffPresent(void) const;
|
||||
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
|
||||
virtual expr_t replaceTrendVar() const;
|
||||
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const;
|
||||
|
|
@ -916,6 +966,9 @@ public:
|
|||
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
|
||||
virtual bool isInStaticForm() const;
|
||||
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
|
||||
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > ¶ms_and_vals) const;
|
||||
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > ¶ms_and_vals_arg);
|
||||
virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
|
||||
virtual bool isVarModelReferenced(const string &model_info_name) const;
|
||||
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
|
||||
//! Substitute auxiliary variables by their expression in static model
|
||||
|
|
@ -993,13 +1046,16 @@ public:
|
|||
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
||||
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdlAndDiff() const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
virtual expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const = 0;
|
||||
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
||||
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual bool isNumConstNodeEqualTo(double value) const;
|
||||
virtual bool containsEndogenous(void) const;
|
||||
virtual bool containsExogenous() const;
|
||||
virtual bool isDiffPresent(void) const;
|
||||
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
|
||||
virtual void writePrhs(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const string &ending) const;
|
||||
virtual expr_t replaceTrendVar() const;
|
||||
|
|
@ -1008,6 +1064,9 @@ public:
|
|||
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
|
||||
virtual bool isInStaticForm() const;
|
||||
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
|
||||
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > ¶ms_and_vals) const;
|
||||
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > ¶ms_and_vals_arg);
|
||||
virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
|
||||
virtual bool isVarModelReferenced(const string &model_info_name) const;
|
||||
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
|
||||
//! Substitute auxiliary variables by their expression in static model
|
||||
|
|
@ -1174,7 +1233,9 @@ public:
|
|||
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
||||
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdlAndDiff() const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
|
||||
virtual void compile(ostream &CompileCode, unsigned int &instruction_number,
|
||||
bool lhs_rhs, const temporary_terms_t &temporary_terms,
|
||||
|
|
@ -1184,6 +1245,7 @@ public:
|
|||
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
|
||||
virtual bool containsEndogenous(void) const;
|
||||
virtual bool containsExogenous() const;
|
||||
virtual bool isDiffPresent(void) const;
|
||||
virtual bool isNumConstNodeEqualTo(double value) const;
|
||||
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
||||
|
|
@ -1193,6 +1255,84 @@ public:
|
|||
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
|
||||
virtual bool isInStaticForm() const;
|
||||
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
|
||||
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > ¶ms_and_vals) const;
|
||||
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > ¶ms_and_vals_arg);
|
||||
virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
|
||||
virtual bool isVarModelReferenced(const string &model_info_name) const;
|
||||
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
|
||||
virtual expr_t substituteStaticAuxiliaryVariable() const;
|
||||
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
|
||||
};
|
||||
|
||||
class PacExpectationNode : public ExprNode
|
||||
{
|
||||
private:
|
||||
const string model_name, var_model_name;
|
||||
const int discount_symb_id, growth_symb_id;
|
||||
bool stationary_vars_present, nonstationary_vars_present;
|
||||
vector<int> lhs;
|
||||
pair<int, int> lhs_pac_var;
|
||||
map<int, set<int > > z_vec; // lag -> set< symb_id > (all vars that appear at a given lag)
|
||||
vector<int> h0_indices, h1_indices;
|
||||
int growth_param_index, equation_number;
|
||||
set<pair<int, pair<int, int> > > params_and_vals;
|
||||
public:
|
||||
PacExpectationNode(DataTree &datatree_arg, const string &model_name, const string &var_model_name,
|
||||
const int discount_arg, const int growth_arg);
|
||||
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
||||
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
||||
bool is_matlab, NodeTreeReference tr) const;
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
||||
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count,
|
||||
temporary_terms_t &temporary_terms,
|
||||
map<expr_t, pair<int, int> > &first_occurence,
|
||||
int Curr_block,
|
||||
vector< vector<temporary_terms_t> > &v_temporary_terms,
|
||||
int equation) const;
|
||||
virtual expr_t toStatic(DataTree &static_datatree) const;
|
||||
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const;
|
||||
virtual int maxEndoLead() const;
|
||||
virtual int maxExoLead() const;
|
||||
virtual int maxEndoLag() const;
|
||||
virtual int maxExoLag() const;
|
||||
virtual int maxLead() const;
|
||||
virtual expr_t decreaseLeadsLags(int n) const;
|
||||
virtual void prepareForDerivation();
|
||||
virtual expr_t computeDerivative(int deriv_id);
|
||||
virtual expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables);
|
||||
virtual bool containsExternalFunction() const;
|
||||
virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
|
||||
virtual void computeXrefs(EquationInfo &ei) const;
|
||||
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
||||
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
||||
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
|
||||
virtual void compile(ostream &CompileCode, unsigned int &instruction_number,
|
||||
bool lhs_rhs, const temporary_terms_t &temporary_terms,
|
||||
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
|
||||
deriv_node_temp_terms_t &tef_terms) const;
|
||||
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
|
||||
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
|
||||
virtual bool containsEndogenous(void) const;
|
||||
virtual bool containsExogenous() const;
|
||||
virtual bool isDiffPresent(void) const;
|
||||
virtual bool isNumConstNodeEqualTo(double value) const;
|
||||
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
||||
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
|
||||
virtual expr_t replaceTrendVar() const;
|
||||
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const;
|
||||
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
|
||||
virtual bool isInStaticForm() const;
|
||||
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
|
||||
virtual void walkPacParameters(bool &pac_encountered, pair<int, int> &lhs, set<pair<int, pair<int, int> > > ¶ms_and_vals) const;
|
||||
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, set<pair<int, pair<int, int> > > ¶ms_and_vals_arg);
|
||||
virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
|
||||
virtual bool isVarModelReferenced(const string &model_info_name) const;
|
||||
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
|
||||
virtual expr_t substituteStaticAuxiliaryVariable() const;
|
||||
|
|
|
|||
37
ModFile.cc
37
ModFile.cc
|
|
@ -346,7 +346,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
|
|||
{
|
||||
// Save the original model (must be done before any model transformations by preprocessor)
|
||||
// - except adl and diff which we always want expanded
|
||||
dynamic_model.substituteAdlAndDiff();
|
||||
dynamic_model.substituteAdl();
|
||||
dynamic_model.setLeadsLagsOrig();
|
||||
dynamic_model.cloneDynamic(original_model);
|
||||
|
||||
|
|
@ -361,20 +361,45 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
|
|||
}
|
||||
}
|
||||
|
||||
// Create auxiliary variable and equations for Diff operator
|
||||
dynamic_model.substituteDiff();
|
||||
|
||||
// Var Model
|
||||
map<string, pair<SymbolList, int> > var_model_info;
|
||||
map<string, pair<SymbolList, int> > var_model_info_var_expectation;
|
||||
for (vector<Statement *>::const_iterator it = statements.begin();
|
||||
it != statements.end(); it++)
|
||||
{
|
||||
VarModelStatement *vms = dynamic_cast<VarModelStatement *>(*it);
|
||||
if (vms != NULL)
|
||||
vms->getVarModelNameAndVarList(var_model_info);
|
||||
{
|
||||
vms->getVarModelInfoForVarExpectation(var_model_info_var_expectation);
|
||||
|
||||
vector<string> var_model_eqtags;
|
||||
vms->getVarModelEqTags(var_model_eqtags);
|
||||
if (!var_model_eqtags.empty())
|
||||
{
|
||||
vector<int> eqnumber, lhs, orig_diff_var;
|
||||
vector<set<pair<int, int> > > rhs;
|
||||
vector<bool> nonstationary, diff;
|
||||
dynamic_model.getVarModelVariablesFromEqTags(var_model_eqtags,
|
||||
eqnumber, lhs, rhs, nonstationary);
|
||||
original_model.getDiffInfo(eqnumber, diff, orig_diff_var);
|
||||
vms->fillVarModelInfoFromEquations(eqnumber, lhs, rhs, nonstationary, diff, orig_diff_var);
|
||||
string var_model_name;
|
||||
map<int, set<int > > rhs_pac;
|
||||
vms->getVarModelName(var_model_name);
|
||||
vms->getVarModelRHS(rhs_pac);
|
||||
dynamic_model.walkPacParameters();
|
||||
dynamic_model.fillPacExpectationVarInfo(var_model_name, lhs, rhs_pac, nonstationary);
|
||||
dynamic_model.substitutePacExpectation();
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (!var_model_info.empty())
|
||||
if (!var_model_info_var_expectation.empty())
|
||||
{
|
||||
dynamic_model.setVarExpectationIndices(var_model_info);
|
||||
dynamic_model.addEquationsForVar(var_model_info);
|
||||
dynamic_model.setVarExpectationIndices(var_model_info_var_expectation);
|
||||
dynamic_model.addEquationsForVar(var_model_info_var_expectation);
|
||||
}
|
||||
dynamic_model.fillVarExpectationFunctionsToWrite();
|
||||
|
||||
|
|
|
|||
|
|
@ -1506,7 +1506,18 @@ ParsingDriver::var_model()
|
|||
if (it == options_list.string_options.end())
|
||||
error("You must pass the model_name option to the var_model statement.");
|
||||
const string *name = new string(it->second);
|
||||
mod_file->addStatement(new VarModelStatement(symbol_list, options_list, *name));
|
||||
|
||||
if (options_list.vector_str_options.find("var.eqtags") != options_list.vector_str_options.end())
|
||||
if (!symbol_list.empty())
|
||||
error("You cannot pass a symbol list when passing equation tags to the var_model statement");
|
||||
else if (options_list.num_options.find("var.order") != options_list.num_options.end())
|
||||
error("You cannot pass the order option when passing equation tags to the var_model statement");
|
||||
|
||||
if (!symbol_list.empty())
|
||||
if (options_list.num_options.find("var.order") == options_list.num_options.end())
|
||||
error("You must pass the order option when passing a symbol list to the var_model statement");
|
||||
|
||||
mod_file->addStatement(new VarModelStatement(symbol_list, options_list, *name, mod_file->symbol_table));
|
||||
var_map[it->second] = symbol_list.getSymbols();
|
||||
symbol_list.clear();
|
||||
options_list.clear();
|
||||
|
|
@ -2661,6 +2672,76 @@ ParsingDriver::add_var_expectation(string *arg1, string *arg2, string *arg3)
|
|||
return varExpectationNode;
|
||||
}
|
||||
|
||||
expr_t
|
||||
ParsingDriver::add_pac_expectation()
|
||||
{
|
||||
if (pac_expectation_model_name.empty())
|
||||
error("pac_expectation: you must pass the model_name option");
|
||||
|
||||
if (pac_expectation_var_model_name.empty())
|
||||
error("pac_expectation: you must pass the var_model_name option");
|
||||
|
||||
if (pac_expectation_discount.empty())
|
||||
error("pac_expectation: you must pass the discount option");
|
||||
|
||||
int pac_expectation_discount_id =
|
||||
mod_file->symbol_table.getID(pac_expectation_discount);
|
||||
|
||||
int pac_expectation_growth_id = -1;
|
||||
if (!pac_expectation_growth.empty())
|
||||
pac_expectation_growth_id = mod_file->symbol_table.getID(pac_expectation_growth);
|
||||
|
||||
expr_t pac_exp_node = data_tree->AddPacExpectation(pac_expectation_model_name,
|
||||
pac_expectation_var_model_name,
|
||||
pac_expectation_discount_id,
|
||||
pac_expectation_growth_id);
|
||||
|
||||
pac_expectation_model_name = pac_expectation_discount = pac_expectation_growth = "";
|
||||
|
||||
return pac_exp_node;
|
||||
}
|
||||
|
||||
void
|
||||
ParsingDriver::add_pac_expectation_model_name(string *arg)
|
||||
{
|
||||
if (!pac_expectation_model_name.empty())
|
||||
error("pac_expectation: you can only pass the model_name option once");
|
||||
pac_expectation_model_name = *arg;
|
||||
delete arg;
|
||||
}
|
||||
|
||||
void
|
||||
ParsingDriver::add_pac_expectation_var_model_name(string *arg)
|
||||
{
|
||||
if (!pac_expectation_var_model_name.empty())
|
||||
error("pac_expectation: you can only pass the var_model_name option once");
|
||||
pac_expectation_var_model_name = *arg;
|
||||
delete arg;
|
||||
}
|
||||
|
||||
void
|
||||
ParsingDriver::add_pac_expectation_discount(string *arg)
|
||||
{
|
||||
if (!pac_expectation_discount.empty())
|
||||
error("pac_expectation: you can only pass the discount option once");
|
||||
check_symbol_is_parameter(arg);
|
||||
pac_expectation_discount = *arg;
|
||||
delete arg;
|
||||
}
|
||||
|
||||
void
|
||||
ParsingDriver::add_pac_expectation_growth(string *arg)
|
||||
{
|
||||
if (!pac_expectation_growth.empty())
|
||||
error("pac_expectation: you can only pass the growth option once");
|
||||
check_symbol_existence(*arg);
|
||||
SymbolType type = mod_file->symbol_table.getType(mod_file->symbol_table.getID(*arg));
|
||||
if (type != eParameter && type != eEndogenous && type != eExogenous)
|
||||
error("pac_expectation growth argument must either be a parameter or an endogenous or exogenous variable.");
|
||||
pac_expectation_growth = *arg;
|
||||
delete arg;
|
||||
}
|
||||
|
||||
expr_t
|
||||
ParsingDriver::add_exp(expr_t arg1)
|
||||
{
|
||||
|
|
|
|||
|
|
@ -251,6 +251,10 @@ private:
|
|||
|
||||
//! Used by VAR restrictions
|
||||
void clear_VAR_storage();
|
||||
|
||||
//! Used by pac_expectation
|
||||
string pac_expectation_model_name, pac_expectation_var_model_name, pac_expectation_discount, pac_expectation_growth;
|
||||
|
||||
public:
|
||||
ParsingDriver(WarningConsolidation &warnings_arg, bool nostrict_arg) : warnings(warnings_arg), nostrict(nostrict_arg), model_error_encountered(false)
|
||||
{
|
||||
|
|
@ -686,6 +690,13 @@ public:
|
|||
expr_t add_expectation(string *arg1, expr_t arg2);
|
||||
//! Writes token "VAR_EXPECTATION(arg1, arg2, arg3)" to model tree
|
||||
expr_t add_var_expectation(string *arg1, string *arg2, string *arg3);
|
||||
//! Writes token "PAC_EXPECTATION(model_name, discount, growth)" to model tree
|
||||
expr_t add_pac_expectation();
|
||||
//! Adds arguments for pac_expectation
|
||||
void add_pac_expectation_model_name(string *arg);
|
||||
void add_pac_expectation_var_model_name(string *arg);
|
||||
void add_pac_expectation_discount(string *arg);
|
||||
void add_pac_expectation_growth(string *arg);
|
||||
//! Writes token "diff(arg1)" to model tree
|
||||
expr_t add_diff(expr_t arg1);
|
||||
//! Writes token "adl(arg1, lag)" to model tree
|
||||
|
|
|
|||
|
|
@ -374,6 +374,11 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
|
|||
aux_vars[i].get_expr_node()->writeOutput(output, oLatexDynamicModel);
|
||||
output << ")';" << endl;
|
||||
break;
|
||||
case avDiff:
|
||||
if (aux_vars[i].get_orig_symb_id() >= 0)
|
||||
output << "M_.aux_vars(" << i+1 << ").orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1 << ";" << endl
|
||||
<< "M_.aux_vars(" << i+1 << ").orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
|
|
@ -482,6 +487,11 @@ SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
|
|||
output << "av[" << i << "].orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) << ";" << endl
|
||||
<< "av[" << i << "].orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
|
||||
break;
|
||||
case avDiff:
|
||||
if (aux_vars[i].get_orig_symb_id() >= 0)
|
||||
output << "av[" << i << "].orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) << ";" << endl
|
||||
<< "av[" << i << "].orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
|
@ -575,6 +585,11 @@ SymbolTable::writeCCOutput(ostream &output) const throw (NotYetFrozenException)
|
|||
output << "av" << i << ".orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) << ";" << endl
|
||||
<< "av" << i << ".orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
|
||||
break;
|
||||
case avDiff:
|
||||
if (aux_vars[i].get_orig_symb_id() >= 0)
|
||||
output << "av" << i << ".orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) << ";" << endl
|
||||
<< "av" << i << ".orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
|
||||
break;
|
||||
}
|
||||
output << "aux_vars.push_back(" << "av" << i << ");" << endl;
|
||||
}
|
||||
|
|
@ -691,6 +706,35 @@ SymbolTable::addExpectationAuxiliaryVar(int information_set, int index, expr_t e
|
|||
return symb_id;
|
||||
}
|
||||
|
||||
int
|
||||
SymbolTable::addDiffAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) throw (FrozenException)
|
||||
{
|
||||
ostringstream varname;
|
||||
int symb_id;
|
||||
|
||||
varname << "AUX_DIFF_" << index;
|
||||
|
||||
try
|
||||
{
|
||||
symb_id = addSymbol(varname.str(), eEndogenous);
|
||||
}
|
||||
catch (AlreadyDeclaredException &e)
|
||||
{
|
||||
cerr << "ERROR: you should rename your variable called " << varname.str() << ", this name is internally used by Dynare" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
|
||||
aux_vars.push_back(AuxVarInfo(symb_id, avDiff, orig_symb_id, orig_lag, 0, 0, expr_arg));
|
||||
|
||||
return symb_id;
|
||||
}
|
||||
|
||||
int
|
||||
SymbolTable::addDiffAuxiliaryVar(int index, expr_t expr_arg) throw (FrozenException)
|
||||
{
|
||||
return addDiffAuxiliaryVar(index, expr_arg, 0, 0);
|
||||
}
|
||||
|
||||
int
|
||||
SymbolTable::addVarModelEndoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) throw (AlreadyDeclaredException, FrozenException)
|
||||
{
|
||||
|
|
@ -765,6 +809,16 @@ SymbolTable::searchAuxiliaryVars(int orig_symb_id, int orig_lead_lag) const thro
|
|||
throw SearchFailedException(orig_symb_id, orig_lead_lag);
|
||||
}
|
||||
|
||||
int
|
||||
SymbolTable::getOrigSymbIdForAuxVar(int aux_var_symb_id) const throw (UnknownSymbolIDException)
|
||||
{
|
||||
for (size_t i = 0; i < aux_vars.size(); i++)
|
||||
if ((aux_vars[i].get_type() == avEndoLag || aux_vars[i].get_type() == avExoLag || aux_vars[i].get_type() == avDiff)
|
||||
&& aux_vars[i].get_symb_id() == aux_var_symb_id)
|
||||
return aux_vars[i].get_orig_symb_id();
|
||||
throw UnknownSymbolIDException(aux_var_symb_id);
|
||||
}
|
||||
|
||||
expr_t
|
||||
SymbolTable::getAuxiliaryVarsExprNode(int symb_id) const throw (SearchFailedException)
|
||||
// throw exception if it is a Lagrange multiplier
|
||||
|
|
@ -1008,6 +1062,11 @@ SymbolTable::writeJuliaOutput(ostream &output) const throw (NotYetFrozenExceptio
|
|||
output << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) + 1 << ", "
|
||||
<< aux_vars[i].get_orig_lead_lag() << ", NaN, NaN";
|
||||
break;
|
||||
case avDiff:
|
||||
if (aux_vars[i].get_orig_symb_id() >= 0)
|
||||
output << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) + 1 << ", "
|
||||
<< aux_vars[i].get_orig_lead_lag() << ", NaN, NaN";
|
||||
break;
|
||||
case avMultiplier:
|
||||
output << "NaN, NaN, " << aux_vars[i].get_equation_number_for_multiplier() + 1
|
||||
<< ", NaN";
|
||||
|
|
|
|||
|
|
@ -1,5 +1,5 @@
|
|||
/*
|
||||
* Copyright (C) 2003-2017 Dynare Team
|
||||
* Copyright (C) 2003-2018 Dynare Team
|
||||
*
|
||||
* This file is part of Dynare.
|
||||
*
|
||||
|
|
@ -43,7 +43,8 @@ enum aux_var_t
|
|||
avExpectation = 4, //!< Substitute for Expectation Operator
|
||||
avDiffForward = 5, //!< Substitute for the differentiate of a forward variable
|
||||
avMultiplier = 6, //!< Multipliers for FOC of Ramsey Problem
|
||||
avVarModel = 7 //!< Variable for var_model with order > abs(min_lag()) present in model
|
||||
avVarModel = 7, //!< Variable for var_model with order > abs(min_lag()) present in model
|
||||
avDiff = 8 //!< Variable for Diff operator
|
||||
};
|
||||
|
||||
//! Information on some auxiliary variables
|
||||
|
|
@ -280,9 +281,14 @@ public:
|
|||
Throws an exception if match not found.
|
||||
*/
|
||||
int searchAuxiliaryVars(int orig_symb_id, int orig_lead_lag) const throw (SearchFailedException);
|
||||
//! Serches aux_vars for the aux var represented by aux_var_symb_id and returns its associated orig_symb_id
|
||||
int getOrigSymbIdForAuxVar(int aux_var_symb_id) const throw (UnknownSymbolIDException);
|
||||
//! Adds an auxiliary variable when var_model is used with an order that is greater in absolute value
|
||||
//! than the largest lag present in the model.
|
||||
int addVarModelEndoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) throw (AlreadyDeclaredException, FrozenException);
|
||||
//! Adds an auxiliary variable when the diff operator is encountered
|
||||
int addDiffAuxiliaryVar(int index, expr_t expr_arg) throw (FrozenException);
|
||||
int addDiffAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) throw (FrozenException);
|
||||
//! Returns the number of auxiliary variables
|
||||
int
|
||||
AuxVarsSize() const
|
||||
|
|
|
|||
Loading…
Reference in New Issue