/* * Copyright © 2003-2023 Dynare Team * * This file is part of Dynare. * * Dynare is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * Dynare is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with Dynare. If not, see . */ #include #include #include #include #include "Shocks.hh" AbstractShocksStatement::AbstractShocksStatement(bool overwrite_arg, ShockType type_arg, det_shocks_t det_shocks_arg, const SymbolTable& symbol_table_arg) : overwrite {overwrite_arg}, type {type_arg}, det_shocks {move(det_shocks_arg)}, symbol_table {symbol_table_arg} { } void AbstractShocksStatement::writeDetShocks(ostream& output) const { int exo_det_length = 0; for (const auto& [id, shock_vec] : det_shocks) for (bool exo_det = (symbol_table.getType(id) == SymbolType::exogenousDet); const auto& [period1, period2, value] : shock_vec) { output << "M_.det_shocks = [ M_.det_shocks;" << endl << boolalpha << "struct('exo_det'," << exo_det << ",'exo_id'," << symbol_table.getTypeSpecificID(id) + 1 << ",'type','" << typeToString(type) << "'" << ",'periods'," << period1 << ":" << period2 << ",'value',"; value->writeOutput(output); output << ") ];" << endl; if (exo_det && period2 > exo_det_length) exo_det_length = period2; } output << "M_.exo_det_length = " << exo_det_length << ";\n"; } void AbstractShocksStatement::writeJsonDetShocks(ostream& output) const { output << R"("deterministic_shocks": [)"; for (bool printed_something {false}; const auto& [id, shock_vec] : det_shocks) { if (exchange(printed_something, true)) output << ", "; output << R"({"var": ")" << symbol_table.getName(id) << R"(", )" << R"("values": [)"; for (bool printed_something2 {false}; const auto& [period1, period2, value] : shock_vec) { if (exchange(printed_something2, true)) output << ", "; output << R"({"period1": )" << period1 << ", " << R"("period2": )" << period2 << ", " << R"("value": ")"; value->writeJsonOutput(output, {}, {}); output << R"("})"; } output << "]}"; } output << "]"; } string AbstractShocksStatement::typeToString(ShockType type) { switch (type) { case ShockType::level: return "level"; case ShockType::multiplySteadyState: return "multiply_steady_state"; case ShockType::multiplyInitialSteadyState: return "multiply_initial_steady_state"; } __builtin_unreachable(); // Silence GCC warning } ShocksStatement::ShocksStatement(bool overwrite_arg, det_shocks_t det_shocks_arg, var_and_std_shocks_t var_shocks_arg, var_and_std_shocks_t std_shocks_arg, covar_and_corr_shocks_t covar_shocks_arg, covar_and_corr_shocks_t corr_shocks_arg, const SymbolTable& symbol_table_arg) : AbstractShocksStatement {overwrite_arg, ShockType::level, move(det_shocks_arg), symbol_table_arg}, var_shocks {move(var_shocks_arg)}, std_shocks {move(std_shocks_arg)}, covar_shocks {move(covar_shocks_arg)}, corr_shocks {move(corr_shocks_arg)} { } void ShocksStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename, [[maybe_unused]] bool minimal_workspace) const { output << "%" << endl << "% SHOCKS instructions" << endl << "%" << endl; if (overwrite) { output << "M_.det_shocks = [];" << endl; output << "M_.Sigma_e = zeros(" << symbol_table.exo_nbr() << ", " << symbol_table.exo_nbr() << ");" << endl << "M_.Correlation_matrix = eye(" << symbol_table.exo_nbr() << ", " << symbol_table.exo_nbr() << ");" << endl; if (has_calibrated_measurement_errors()) output << "M_.H = zeros(" << symbol_table.observedVariablesNbr() << ", " << symbol_table.observedVariablesNbr() << ");" << endl << "M_.Correlation_matrix_ME = eye(" << symbol_table.observedVariablesNbr() << ", " << symbol_table.observedVariablesNbr() << ");" << endl; else output << "M_.H = 0;" << endl << "M_.Correlation_matrix_ME = 1;" << endl; } writeDetShocks(output); writeVarAndStdShocks(output); writeCovarAndCorrShocks(output); /* M_.sigma_e_is_diagonal is initialized to 1 by ModFile.cc. If there are no off-diagonal elements, and we are not in overwrite mode, then we don't reset it to 1, since there might be previous shocks blocks with off-diagonal elements. */ if (covar_shocks.size() + corr_shocks.size() > 0) output << "M_.sigma_e_is_diagonal = 0;" << endl; else if (overwrite) output << "M_.sigma_e_is_diagonal = 1;" << endl; } void ShocksStatement::writeJsonOutput(ostream& output) const { output << R"({"statementName": "shocks")" << R"(, "overwrite": )" << boolalpha << overwrite; if (!det_shocks.empty()) { output << ", "; writeJsonDetShocks(output); } output << R"(, "variance": [)"; for (bool printed_something {false}; auto& [id, value] : var_shocks) { if (exchange(printed_something, true)) output << ", "; output << R"({"name": ")" << symbol_table.getName(id) << R"(", )" << R"("variance": ")"; value->writeJsonOutput(output, {}, {}); output << R"("})"; } output << "]" << R"(, "stderr": [)"; for (bool printed_something {false}; auto& [id, value] : std_shocks) { if (exchange(printed_something, true)) output << ", "; output << R"({"name": ")" << symbol_table.getName(id) << R"(", )" << R"("stderr": ")"; value->writeJsonOutput(output, {}, {}); output << R"("})"; } output << "]" << R"(, "covariance": [)"; for (bool printed_something {false}; auto& [ids, value] : covar_shocks) { if (exchange(printed_something, true)) output << ", "; output << "{" << R"("name": ")" << symbol_table.getName(ids.first) << R"(", )" << R"("name2": ")" << symbol_table.getName(ids.second) << R"(", )" << R"("covariance": ")"; value->writeJsonOutput(output, {}, {}); output << R"("})"; } output << "]" << R"(, "correlation": [)"; for (bool printed_something {false}; auto& [ids, value] : corr_shocks) { if (exchange(printed_something, true)) output << ", "; output << "{" << R"("name": ")" << symbol_table.getName(ids.first) << R"(", )" << R"("name2": ")" << symbol_table.getName(ids.second) << R"(", )" << R"("correlation": ")"; value->writeJsonOutput(output, {}, {}); output << R"("})"; } output << "]" << "}"; } void ShocksStatement::writeVarOrStdShock(ostream& output, const pair& it, bool stddev) const { SymbolType type = symbol_table.getType(it.first); assert(type == SymbolType::exogenous || symbol_table.isObservedVariable(it.first)); int id; if (type == SymbolType::exogenous) { output << "M_.Sigma_e("; id = symbol_table.getTypeSpecificID(it.first) + 1; } else { output << "M_.H("; id = symbol_table.getObservedVariableIndex(it.first) + 1; } output << id << ", " << id << ") = "; if (stddev) output << "("; it.second->writeOutput(output); if (stddev) output << ")^2"; output << ";" << endl; } void ShocksStatement::writeVarAndStdShocks(ostream& output) const { for (const auto& it : var_shocks) writeVarOrStdShock(output, it, false); for (const auto& it : std_shocks) writeVarOrStdShock(output, it, true); } void ShocksStatement::writeCovarOrCorrShock(ostream& output, const pair, expr_t>& it, bool corr) const { SymbolType type1 = symbol_table.getType(it.first.first); SymbolType type2 = symbol_table.getType(it.first.second); assert((type1 == SymbolType::exogenous && type2 == SymbolType::exogenous) || (symbol_table.isObservedVariable(it.first.first) && symbol_table.isObservedVariable(it.first.second))); string matrix, corr_matrix; int id1, id2; if (type1 == SymbolType::exogenous) { matrix = "M_.Sigma_e"; corr_matrix = "M_.Correlation_matrix"; id1 = symbol_table.getTypeSpecificID(it.first.first) + 1; id2 = symbol_table.getTypeSpecificID(it.first.second) + 1; } else { matrix = "M_.H"; corr_matrix = "M_.Correlation_matrix_ME"; id1 = symbol_table.getObservedVariableIndex(it.first.first) + 1; id2 = symbol_table.getObservedVariableIndex(it.first.second) + 1; } output << matrix << "(" << id1 << ", " << id2 << ") = "; it.second->writeOutput(output); if (corr) output << "*sqrt(" << matrix << "(" << id1 << ", " << id1 << ")*" << matrix << "(" << id2 << ", " << id2 << "))"; output << ";" << endl << matrix << "(" << id2 << ", " << id1 << ") = " << matrix << "(" << id1 << ", " << id2 << ");" << endl; if (corr) { output << corr_matrix << "(" << id1 << ", " << id2 << ") = "; it.second->writeOutput(output); output << ";" << endl << corr_matrix << "(" << id2 << ", " << id1 << ") = " << corr_matrix << "(" << id1 << ", " << id2 << ");" << endl; } } void ShocksStatement::writeCovarAndCorrShocks(ostream& output) const { for (const auto& it : covar_shocks) writeCovarOrCorrShock(output, it, false); for (const auto& it : corr_shocks) writeCovarOrCorrShock(output, it, true); } void ShocksStatement::checkPass(ModFileStructure& mod_file_struct, [[maybe_unused]] WarningConsolidation& warnings) { /* Error out if variables are not of the right type. This must be done here and not at parsing time (see #448). Also Determine if there is a calibrated measurement error */ for (auto [id, val] : var_shocks) { if (symbol_table.getType(id) != SymbolType::exogenous && !symbol_table.isObservedVariable(id)) { cerr << "shocks: setting a variance on '" << symbol_table.getName(id) << "' is not allowed, because it is neither an exogenous variable nor an observed " "endogenous variable" << endl; exit(EXIT_FAILURE); } } for (auto [id, val] : std_shocks) { if (symbol_table.getType(id) != SymbolType::exogenous && !symbol_table.isObservedVariable(id)) { cerr << "shocks: setting a standard error on '" << symbol_table.getName(id) << "' is not allowed, because it is neither an exogenous variable nor an observed " "endogenous variable" << endl; exit(EXIT_FAILURE); } } for (const auto& [ids, val] : covar_shocks) { auto& [symb_id1, symb_id2] = ids; if (!((symbol_table.getType(symb_id1) == SymbolType::exogenous && symbol_table.getType(symb_id2) == SymbolType::exogenous) || (symbol_table.isObservedVariable(symb_id1) && symbol_table.isObservedVariable(symb_id2)))) { cerr << "shocks: setting a covariance between '" << symbol_table.getName(symb_id1) << "' and '" << symbol_table.getName(symb_id2) << "'is not allowed; covariances can only be specified for exogenous or observed " "endogenous variables of same type" << endl; exit(EXIT_FAILURE); } } for (const auto& [ids, val] : corr_shocks) { auto& [symb_id1, symb_id2] = ids; if (!((symbol_table.getType(symb_id1) == SymbolType::exogenous && symbol_table.getType(symb_id2) == SymbolType::exogenous) || (symbol_table.isObservedVariable(symb_id1) && symbol_table.isObservedVariable(symb_id2)))) { cerr << "shocks: setting a correlation between '" << symbol_table.getName(symb_id1) << "' and '" << symbol_table.getName(symb_id2) << "'is not allowed; correlations can only be specified for exogenous or observed " "endogenous variables of same type" << endl; exit(EXIT_FAILURE); } } // Determine if there is a calibrated measurement error mod_file_struct.calibrated_measurement_errors |= has_calibrated_measurement_errors(); // Fill in mod_file_struct.parameters_with_shocks_values (related to #469) for (auto [id, val] : var_shocks) val->collectVariables(SymbolType::parameter, mod_file_struct.parameters_within_shocks_values); for (auto [id, val] : std_shocks) val->collectVariables(SymbolType::parameter, mod_file_struct.parameters_within_shocks_values); for (const auto& [ids, val] : covar_shocks) val->collectVariables(SymbolType::parameter, mod_file_struct.parameters_within_shocks_values); for (const auto& [ids, val] : corr_shocks) val->collectVariables(SymbolType::parameter, mod_file_struct.parameters_within_shocks_values); } bool ShocksStatement::has_calibrated_measurement_errors() const { for (auto [id, val] : var_shocks) if (symbol_table.isObservedVariable(id)) return true; for (auto [id, val] : std_shocks) if (symbol_table.isObservedVariable(id)) return true; for (const auto& [ids, val] : covar_shocks) if (symbol_table.isObservedVariable(ids.first) || symbol_table.isObservedVariable(ids.second)) return true; for (const auto& [ids, val] : corr_shocks) if (symbol_table.isObservedVariable(ids.first) || symbol_table.isObservedVariable(ids.second)) return true; return false; } MShocksStatement::MShocksStatement(bool overwrite_arg, bool relative_to_initval_arg, det_shocks_t det_shocks_arg, const SymbolTable& symbol_table_arg) : AbstractShocksStatement {overwrite_arg, relative_to_initval_arg ? ShockType::multiplyInitialSteadyState : ShockType::multiplySteadyState, move(det_shocks_arg), symbol_table_arg}, relative_to_initval {relative_to_initval_arg} { } void MShocksStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename, [[maybe_unused]] bool minimal_workspace) const { output << "%" << endl << "% MSHOCKS instructions" << endl << "%" << endl; if (overwrite) output << "M_.det_shocks = [];" << endl; writeDetShocks(output); } void MShocksStatement::writeJsonOutput(ostream& output) const { output << R"({"statementName": "mshocks")" << R"(, "overwrite": )" << boolalpha << overwrite << R"(, "relative_to_initval": )" << boolalpha << relative_to_initval; if (!det_shocks.empty()) { output << ", "; writeJsonDetShocks(output); } output << "}"; } ShocksSurpriseStatement::ShocksSurpriseStatement( bool overwrite_arg, AbstractShocksStatement::det_shocks_t surprise_shocks_arg, const SymbolTable& symbol_table_arg) : overwrite {overwrite_arg}, surprise_shocks {move(surprise_shocks_arg)}, symbol_table {symbol_table_arg} { } void ShocksSurpriseStatement::checkPass(ModFileStructure& mod_file_struct, [[maybe_unused]] WarningConsolidation& warnings) { mod_file_struct.shocks_surprise_present = true; } void ShocksSurpriseStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename, [[maybe_unused]] bool minimal_workspace) const { if (overwrite) output << "M_.surprise_shocks = [" << endl; else output << "M_.surprise_shocks = [ M_.surprise_shocks;" << endl; for (const auto& [id, shock_vec] : surprise_shocks) for (const auto& [period1, period2, value] : shock_vec) { output << "struct('exo_id'," << symbol_table.getTypeSpecificID(id) + 1 << ",'periods'," << period1 << ":" << period2 << ",'value',"; value->writeOutput(output); output << ");" << endl; } output << "];" << endl; } void ShocksSurpriseStatement::writeJsonOutput(ostream& output) const { output << R"({"statementName": "shocks")" << R"(, "surprise": true)" << R"(, "surprise_shocks": [)"; for (bool printed_something {false}; const auto& [id, shock_vec] : surprise_shocks) { if (exchange(printed_something, true)) output << ", "; output << R"({"var": ")" << symbol_table.getName(id) << R"(", )" << R"("values": [)"; for (bool printed_something2 {false}; const auto& [period1, period2, value] : shock_vec) { if (exchange(printed_something2, true)) output << ", "; output << R"({"period1": )" << period1 << ", " << R"("period2": )" << period2 << ", " << R"("value": ")"; value->writeJsonOutput(output, {}, {}); output << R"("})"; } output << "]}"; } output << "]}"; } ShocksLearntInStatement::ShocksLearntInStatement(int learnt_in_period_arg, bool overwrite_arg, learnt_shocks_t learnt_shocks_arg, const SymbolTable& symbol_table_arg) : learnt_in_period {learnt_in_period_arg}, overwrite {overwrite_arg}, learnt_shocks {move(learnt_shocks_arg)}, symbol_table {symbol_table_arg} { } void ShocksLearntInStatement::checkPass(ModFileStructure& mod_file_struct, [[maybe_unused]] WarningConsolidation& warnings) { mod_file_struct.shocks_learnt_in_present = true; } string ShocksLearntInStatement::typeToString(LearntShockType type) { switch (type) { case LearntShockType::level: return "level"; case LearntShockType::add: return "add"; case LearntShockType::multiply: return "multiply"; case LearntShockType::multiplySteadyState: return "multiply_steady_state"; case LearntShockType::multiplyInitialSteadyState: return "multiply_initial_steady_state"; } __builtin_unreachable(); // Silence GCC warning } void ShocksLearntInStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename, [[maybe_unused]] bool minimal_workspace) const { if (overwrite) output << "if ~isempty(M_.learnt_shocks)" << endl << " M_.learnt_shocks = M_.learnt_shocks([M_.learnt_shocks.learnt_in] ~= " << learnt_in_period << ");" << endl << "end" << endl; output << "M_.learnt_shocks = [ M_.learnt_shocks;" << endl; for (const auto& [id, shock_vec] : learnt_shocks) for (const auto& [type, period1, period2, value] : shock_vec) { output << "struct('learnt_in'," << learnt_in_period << ",'exo_id'," << symbol_table.getTypeSpecificID(id) + 1 << ",'periods'," << period1 << ":" << period2 << ",'type','" << typeToString(type) << "'" << ",'value',"; value->writeOutput(output); output << ");" << endl; } output << "];" << endl; } void ShocksLearntInStatement::writeJsonOutput(ostream& output) const { output << R"({"statementName": "shocks")" << R"(, "learnt_in": )" << learnt_in_period << R"(, "overwrite": )" << boolalpha << overwrite << R"(, "learnt_shocks": [)"; for (bool printed_something {false}; const auto& [id, shock_vec] : learnt_shocks) { if (exchange(printed_something, true)) output << ", "; output << R"({"var": ")" << symbol_table.getName(id) << R"(", )" << R"("values": [)"; for (bool printed_something2 {false}; const auto& [type, period1, period2, value] : shock_vec) { if (exchange(printed_something2, true)) output << ", "; output << R"({"period1": )" << period1 << ", " << R"("period2": )" << period2 << ", " << R"("type": ")" << typeToString(type) << R"(", )" << R"("value": ")"; value->writeJsonOutput(output, {}, {}); output << R"("})"; } output << "]}"; } output << "]}"; } ConditionalForecastPathsStatement::ConditionalForecastPathsStatement( AbstractShocksStatement::det_shocks_t paths_arg, const SymbolTable& symbol_table_arg) : paths {move(paths_arg)}, symbol_table {symbol_table_arg}, path_length {computePathLength(paths)} { } int ConditionalForecastPathsStatement::computePathLength( const AbstractShocksStatement::det_shocks_t& paths) { int length {0}; for (const auto& [ignore, elems] : paths) for (auto& [period1, period2, value] : elems) // Period1 < Period2, as enforced in ParsingDriver::add_period() length = max(length, period2); return length; } void ConditionalForecastPathsStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename, [[maybe_unused]] bool minimal_workspace) const { assert(path_length > 0); output << "constrained_vars_ = [];" << endl << "constrained_paths_ = NaN(" << paths.size() << ", " << path_length << ");" << endl; for (int k {1}; const auto& [id, elems] : paths) { if (k == 1) output << "constrained_vars_ = " << symbol_table.getTypeSpecificID(id) + 1 << ";" << endl; else output << "constrained_vars_ = [constrained_vars_; " << symbol_table.getTypeSpecificID(id) + 1 << "];" << endl; for (const auto& [period1, period2, value] : elems) for (int j = period1; j <= period2; j++) { output << "constrained_paths_(" << k << "," << j << ")="; value->writeOutput(output); output << ";" << endl; } k++; } } void ConditionalForecastPathsStatement::writeJsonOutput(ostream& output) const { output << R"({"statementName": "conditional_forecast_paths")" << R"(, "paths": [)"; for (bool printed_something {false}; const auto& [id, elems] : paths) { if (exchange(printed_something, true)) output << ", "; output << R"({"var": ")" << symbol_table.getName(id) << R"(", )" << R"("values": [)"; for (bool printed_something2 {false}; const auto& [period1, period2, value] : elems) { if (exchange(printed_something2, true)) output << ", "; output << R"({"period1": )" << period1 << ", " << R"("period2": )" << period2 << ", " << R"("value": ")"; value->writeJsonOutput(output, {}, {}); output << R"("})"; } output << "]}"; } output << "]}"; } MomentCalibration::MomentCalibration(constraints_t constraints_arg, const SymbolTable& symbol_table_arg) : constraints {move(constraints_arg)}, symbol_table {symbol_table_arg} { } void MomentCalibration::writeOutput(ostream& output, [[maybe_unused]] const string& basename, [[maybe_unused]] bool minimal_workspace) const { output << "options_.endogenous_prior_restrictions.moment = {" << endl; for (const auto& c : constraints) { output << "'" << symbol_table.getName(c.endo1) << "', " << "'" << symbol_table.getName(c.endo2) << "', " << c.lags << ", " << "[ "; c.lower_bound->writeOutput(output); output << ", "; c.upper_bound->writeOutput(output); output << " ];" << endl; } output << "};" << endl; } void MomentCalibration::writeJsonOutput(ostream& output) const { output << R"({"statementName": "moment_calibration")" << R"(, "moment_calibration_criteria": [)"; for (bool printed_something {false}; const auto& c : constraints) { if (exchange(printed_something, true)) output << ", "; output << R"({"endogenous1": ")" << symbol_table.getName(c.endo1) << R"(")" << R"(, "endogenous2": ")" << symbol_table.getName(c.endo2) << R"(")" << R"(, "lags": ")" << c.lags << R"(")" << R"(, "lower_bound": ")"; c.lower_bound->writeJsonOutput(output, {}, {}); output << R"(")" << R"(, "upper_bound": ")"; c.upper_bound->writeJsonOutput(output, {}, {}); output << R"(")" << "}"; } output << "]" << "}"; } IrfCalibration::IrfCalibration(constraints_t constraints_arg, const SymbolTable& symbol_table_arg, OptionsList options_list_arg) : constraints {move(constraints_arg)}, symbol_table {symbol_table_arg}, options_list {move(options_list_arg)} { } void IrfCalibration::writeOutput(ostream& output, [[maybe_unused]] const string& basename, [[maybe_unused]] bool minimal_workspace) const { options_list.writeOutput(output); output << "options_.endogenous_prior_restrictions.irf = {" << endl; for (const auto& c : constraints) { output << "'" << symbol_table.getName(c.endo) << "', " << "'" << symbol_table.getName(c.exo) << "', " << c.periods << ", " << "[ "; c.lower_bound->writeOutput(output); output << ", "; c.upper_bound->writeOutput(output); output << " ];" << endl; } output << "};" << endl; } void IrfCalibration::writeJsonOutput(ostream& output) const { output << R"({"statementName": "irf_calibration")"; if (!options_list.empty()) { output << ", "; options_list.writeJsonOutput(output); } output << R"(, "irf_restrictions": [)"; for (bool printed_something {false}; const auto& c : constraints) { if (exchange(printed_something, true)) output << ", "; output << R"({"endogenous": ")" << symbol_table.getName(c.endo) << R"(")" << R"(, "exogenous": ")" << symbol_table.getName(c.exo) << R"(")" << R"(, "periods": ")" << c.periods << R"(")" << R"(, "lower_bound": ")"; c.lower_bound->writeJsonOutput(output, {}, {}); output << R"(")"; output << R"(, "upper_bound": ")"; c.upper_bound->writeJsonOutput(output, {}, {}); output << R"(")" << "}"; } output << "]" << "}"; } ShockGroupsStatement::ShockGroupsStatement(group_t shock_groups_arg, string name_arg) : shock_groups {move(shock_groups_arg)}, name {move(name_arg)} { } void ShockGroupsStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename, [[maybe_unused]] bool minimal_workspace) const { int i = 1; for (auto it = shock_groups.begin(); it != shock_groups.end(); ++it) { bool unique_label {true}; for (auto it1 = it + 1; it1 != shock_groups.end(); ++it1) if (it->name == it1->name) { unique_label = false; cerr << "Warning: shock group label '" << it->name << "' has been reused. " << "Only using the last definition." << endl; break; } if (unique_label) { output << "M_.shock_groups." << name << ".group" << i << ".label = '" << it->name << "';" << endl << "M_.shock_groups." << name << ".group" << i << ".shocks = {"; for (const auto& it1 : it->list) output << " '" << it1 << "'"; output << "};" << endl; i++; } } } void ShockGroupsStatement::writeJsonOutput(ostream& output) const { output << R"({"statementName": "shock_groups", "name": ")" << name << R"(", "groups": [)"; bool printed_something {false}; for (auto it = shock_groups.begin(); it != shock_groups.end(); ++it) { bool unique_label {true}; for (auto it1 = it + 1; it1 != shock_groups.end(); ++it1) if (it->name == it1->name) { unique_label = false; break; } if (unique_label) { if (exchange(printed_something, true)) output << ", "; output << R"({"group_name": ")" << it->name << R"(",)" << R"("shocks": [)"; for (bool printed_something2 {false}; const auto& it1 : it->list) { if (exchange(printed_something2, true)) output << ", "; output << R"(")" << it1 << R"(")"; } output << "]}"; } } output << "]}"; } Init2shocksStatement::Init2shocksStatement(vector> init2shocks_arg, string name_arg, const SymbolTable& symbol_table_arg) : init2shocks {move(init2shocks_arg)}, name {move(name_arg)}, symbol_table {symbol_table_arg} { } void Init2shocksStatement::checkPass([[maybe_unused]] ModFileStructure& mod_file_struct, [[maybe_unused]] WarningConsolidation& warnings) { for (size_t i = 0; i < init2shocks.size(); i++) for (size_t j = i + 1; j < init2shocks.size(); j++) if (init2shocks.at(i).first == init2shocks.at(j).first) { cerr << "Init2shocks(" << name << "): enogenous variable '" << symbol_table.getName(init2shocks.at(i).first) << "' appears more than once in the init2shocks statement" << endl; exit(EXIT_FAILURE); } } void Init2shocksStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename, [[maybe_unused]] bool minimal_workspace) const { output << "M_.init2shocks." << name << " = {" << endl; for (const auto& [id1, id2] : init2shocks) output << "{'" << symbol_table.getName(id1) << "', '" << symbol_table.getName(id2) << "'};" << endl; output << "};" << endl; } void Init2shocksStatement::writeJsonOutput(ostream& output) const { output << R"({"statementName": "init2shocks", "name": ")" << name << R"(", "groups": [)"; for (bool printed_something {false}; const auto& [id1, id2] : init2shocks) { if (exchange(printed_something, true)) output << ","; output << R"({"endogenous": ")" << symbol_table.getName(id1) << R"(", )" << R"( "exogenous": ")" << symbol_table.getName(id2) << R"("})"; } output << "]}"; } HeteroskedasticShocksStatement::HeteroskedasticShocksStatement( bool overwrite_arg, heteroskedastic_shocks_t values_arg, heteroskedastic_shocks_t scales_arg, const SymbolTable& symbol_table_arg) : overwrite {overwrite_arg}, values {move(values_arg)}, scales {move(scales_arg)}, symbol_table {symbol_table_arg} { } void HeteroskedasticShocksStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename, [[maybe_unused]] bool minimal_workspace) const { // NB: The first initialization of the fields is done in ModFile::writeMOutput() if (overwrite) output << "M_.heteroskedastic_shocks.Qvalue_orig = [];" << endl << "M_.heteroskedastic_shocks.Qscale_orig = [];" << endl; for (const auto& [symb_id, vec] : values) for (int tsid = symbol_table.getTypeSpecificID(symb_id); const auto& [period1, period2, value] : vec) { output << "M_.heteroskedastic_shocks.Qvalue_orig = [M_.heteroskedastic_shocks.Qvalue_orig; " "struct('exo_id', " << tsid + 1 << ",'periods'," << period1 << ":" << period2 << ",'value',"; value->writeOutput(output); output << ")];" << endl; } for (const auto& [symb_id, vec] : scales) for (int tsid = symbol_table.getTypeSpecificID(symb_id); const auto& [period1, period2, scale] : vec) { output << "M_.heteroskedastic_shocks.Qscale_orig = [M_.heteroskedastic_shocks.Qscale_orig; " "struct('exo_id', " << tsid + 1 << ",'periods'," << period1 << ":" << period2 << ",'scale',"; scale->writeOutput(output); output << ")];" << endl; } } void HeteroskedasticShocksStatement::writeJsonOutput(ostream& output) const { output << R"({"statementName": "heteroskedastic_shocks")" << R"(, "overwrite": )" << boolalpha << overwrite << R"(, "shocks_values": [)"; for (bool printed_something {false}; const auto& [symb_id, vec] : values) { if (exchange(printed_something, true)) output << ", "; output << R"({"var": ")" << symbol_table.getName(symb_id) << R"(", )" << R"("values": [)"; for (bool printed_something2 {false}; const auto& [period1, period2, value] : vec) { if (exchange(printed_something2, true)) output << ", "; output << R"({"period1": )" << period1 << ", " << R"("period2": )" << period2 << ", " << R"("value": ")"; value->writeJsonOutput(output, {}, {}); output << R"("})"; } output << "]}"; } output << R"(], "shocks_scales": [)"; for (bool printed_something {false}; const auto& [symb_id, vec] : scales) { if (exchange(printed_something, true)) output << ", "; output << R"({"var": ")" << symbol_table.getName(symb_id) << R"(", )" << R"("scales": [)"; for (bool printed_something2 {false}; const auto& [period1, period2, value] : vec) { if (exchange(printed_something2, true)) output << ", "; output << R"({"period1": )" << period1 << ", " << R"("period2": )" << period2 << ", " << R"("value": ")"; value->writeJsonOutput(output, {}, {}); output << R"("})"; } output << "]}"; } output << "]}"; }