/* * Copyright © 2003-2019 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 #include #include "SymbolTable.hh" AuxVarInfo::AuxVarInfo(int symb_id_arg, AuxVarType type_arg, int orig_symb_id_arg, int orig_lead_lag_arg, int equation_number_for_multiplier_arg, int information_set_arg, expr_t expr_node_arg, string unary_op_arg) : symb_id{symb_id_arg}, type{type_arg}, orig_symb_id{orig_symb_id_arg}, orig_lead_lag{orig_lead_lag_arg}, equation_number_for_multiplier{equation_number_for_multiplier_arg}, information_set{information_set_arg}, expr_node{expr_node_arg}, unary_op{move(unary_op_arg)} { } SymbolTable::SymbolTable() = default; int SymbolTable::addSymbol(const string &name, SymbolType type, const string &tex_name, const vector> &partition_value) noexcept(false) { if (frozen) throw FrozenException(); if (exists(name)) { if (type_table[getID(name)] == type) throw AlreadyDeclaredException(name, true); else throw AlreadyDeclaredException(name, false); } string final_tex_name = tex_name; if (final_tex_name.empty()) { final_tex_name = name; size_t pos = 0; while ((pos = final_tex_name.find('_', pos)) != string::npos) { final_tex_name.insert(pos, R"(\)"); pos += 2; } } string final_long_name = name; bool non_long_name_partition_exists = false; for (auto it : partition_value) if (it.first == "long_name") final_long_name = it.second; else non_long_name_partition_exists = true; int id = symbol_table.size(); symbol_table[name] = id; type_table.push_back(type); name_table.push_back(name); tex_name_table.push_back(final_tex_name); long_name_table.push_back(final_long_name); if (non_long_name_partition_exists) { map pmv; for (auto it : partition_value) pmv[it.first] = it.second; partition_value_map[id] = pmv; } return id; } int SymbolTable::addSymbol(const string &name, SymbolType type) noexcept(false) { return addSymbol(name, type, "", {}); } void SymbolTable::freeze() noexcept(false) { if (frozen) throw FrozenException(); frozen = true; for (int i = 0; i < static_cast(symbol_table.size()); i++) { int tsi; switch (getType(i)) { case SymbolType::endogenous: tsi = endo_ids.size(); endo_ids.push_back(i); break; case SymbolType::exogenous: tsi = exo_ids.size(); exo_ids.push_back(i); break; case SymbolType::exogenousDet: tsi = exo_det_ids.size(); exo_det_ids.push_back(i); break; case SymbolType::parameter: tsi = param_ids.size(); param_ids.push_back(i); break; default: tsi = -1; break; } type_specific_ids.push_back(tsi); } } void SymbolTable::unfreeze() { frozen = false; endo_ids.clear(); exo_ids.clear(); exo_det_ids.clear(); param_ids.clear(); type_specific_ids.clear(); } void SymbolTable::changeType(int id, SymbolType newtype) noexcept(false) { if (frozen) throw FrozenException(); validateSymbID(id); type_table[id] = newtype; } int SymbolTable::getID(SymbolType type, int tsid) const noexcept(false) { if (!frozen) throw NotYetFrozenException(); switch (type) { case SymbolType::endogenous: if (tsid < 0 || tsid >= static_cast(endo_ids.size())) throw UnknownTypeSpecificIDException(tsid, type); else return endo_ids[tsid]; case SymbolType::exogenous: if (tsid < 0 || tsid >= static_cast(exo_ids.size())) throw UnknownTypeSpecificIDException(tsid, type); else return exo_ids[tsid]; case SymbolType::exogenousDet: if (tsid < 0 || tsid >= static_cast(exo_det_ids.size())) throw UnknownTypeSpecificIDException(tsid, type); else return exo_det_ids[tsid]; case SymbolType::parameter: if (tsid < 0 || tsid >= static_cast(param_ids.size())) throw UnknownTypeSpecificIDException(tsid, type); else return param_ids[tsid]; default: throw UnknownTypeSpecificIDException(tsid, type); } } map> SymbolTable::getPartitionsForType(SymbolType st) const noexcept(false) { map> partitions; for (const auto & it : partition_value_map) if (getType(it.first) == st) for (auto it1 = it.second.begin(); it1 != it.second.end(); it1++) { if (partitions.find(it1->first) == partitions.end()) partitions[it1->first] = map (); partitions[it1->first][it.first] = it1->second; } return partitions; } void SymbolTable::writeOutput(ostream &output) const noexcept(false) { if (!frozen) throw NotYetFrozenException(); if (exo_nbr() > 0) { output << "M_.exo_names = cell(" << exo_nbr() << ",1);" << endl; output << "M_.exo_names_tex = cell(" << exo_nbr() << ",1);" << endl; output << "M_.exo_names_long = cell(" << exo_nbr() << ",1);" << endl; for (int id = 0; id < exo_nbr(); id++) output << "M_.exo_names(" << id+1 << ") = {'" << getName(exo_ids[id]) << "'};" << endl << "M_.exo_names_tex(" << id+1 << ") = {'" << getTeXName(exo_ids[id]) << "'};" << endl << "M_.exo_names_long(" << id+1 << ") = {'" << getLongName(exo_ids[id]) << "'};" << endl; map> partitions = getPartitionsForType(SymbolType::exogenous); for (map>::const_iterator it = partitions.begin(); it != partitions.end(); it++) if (it->first != "long_name") { map::const_iterator it1; output << "M_.exo_partitions." << it->first << " = { "; for (int id = 0; id < exo_nbr(); id++) { output << "'"; it1 = it->second.find(exo_ids[id]); if (it1 != it->second.end()) output << it1->second; output << "' "; } output << "};" << endl; if (it->first == "status") output << "M_ = set_observed_exogenous_variables(M_);" << endl; if (it->first == "used") output << "M_ = set_exogenous_variables_for_simulation(M_);" << endl; } } if (exo_det_nbr() > 0) { output << "M_.exo_det_names = cell(" << exo_det_nbr() << ",1);" << endl; output << "M_.exo_det_names_tex = cell(" << exo_det_nbr() << ",1);" << endl; output << "M_.exo_det_names_long = cell(" << exo_det_nbr() << ",1);" << endl; for (int id = 0; id < exo_det_nbr(); id++) output << "M_.exo_det_names(" << id+1 << ") = {'" << getName(exo_det_ids[id]) << "'};" << endl << "M_.exo_det_names_tex(" << id+1 << ") = {'" << getTeXName(exo_det_ids[id]) << "'};" << endl << "M_.exo_det_names_long(" << id+1 << ") = {'" << getLongName(exo_det_ids[id]) << "'};" << endl; output << "M_.exo_det_partitions = struct();" << endl; map> partitions = getPartitionsForType(SymbolType::exogenousDet); for (map>::const_iterator it = partitions.begin(); it != partitions.end(); it++) if (it->first != "long_name") { map::const_iterator it1; output << "M_.exo_det_partitions." << it->first << " = { "; for (int id = 0; id < exo_det_nbr(); id++) { output << "'"; it1 = it->second.find(exo_det_ids[id]); if (it1 != it->second.end()) output << it1->second; output << "' "; } output << "};" << endl; } } if (endo_nbr() > 0) { output << "M_.endo_names = cell(" << endo_nbr() << ",1);" << endl; output << "M_.endo_names_tex = cell(" << endo_nbr() << ",1);" << endl; output << "M_.endo_names_long = cell(" << endo_nbr() << ",1);" << endl; for (int id = 0; id < endo_nbr(); id++) output << "M_.endo_names(" << id+1 << ") = {'" << getName(endo_ids[id]) << "'};" << endl << "M_.endo_names_tex(" << id+1 << ") = {'" << getTeXName(endo_ids[id]) << "'};" << endl << "M_.endo_names_long(" << id+1 << ") = {'" << getLongName(endo_ids[id]) << "'};" << endl; output << "M_.endo_partitions = struct();" << endl; map> partitions = getPartitionsForType(SymbolType::endogenous); for (map>::const_iterator it = partitions.begin(); it != partitions.end(); it++) if (it->first != "long_name") { map::const_iterator it1; output << "M_.endo_partitions." << it->first << " = { "; for (int id = 0; id < endo_nbr(); id++) { output << "'"; it1 = it->second.find(endo_ids[id]); if (it1 != it->second.end()) output << it1->second; output << "' "; } output << "};" << endl; } } if (param_nbr() > 0) { output << "M_.param_names = cell(" << param_nbr() << ",1);" << endl; output << "M_.param_names_tex = cell(" << param_nbr() << ",1);" << endl; output << "M_.param_names_long = cell(" << param_nbr() << ",1);" << endl; for (int id = 0; id < param_nbr(); id++) { output << "M_.param_names(" << id+1 << ") = {'" << getName(param_ids[id]) << "'};" << endl << "M_.param_names_tex(" << id+1 << ") = {'" << getTeXName(param_ids[id]) << "'};" << endl << "M_.param_names_long(" << id+1 << ") = {'" << getLongName(param_ids[id]) << "'};" << endl; if (getName(param_ids[id]) == "dsge_prior_weight") output << "options_.dsge_var = 1;" << endl; } output << "M_.param_partitions = struct();" << endl; map> partitions = getPartitionsForType(SymbolType::parameter); for (map>::const_iterator it = partitions.begin(); it != partitions.end(); it++) if (it->first != "long_name") { map::const_iterator it1; output << "M_.param_partitions." << it->first << " = { "; for (int id = 0; id < param_nbr(); id++) { output << "'"; it1 = it->second.find(param_ids[id]); if (it1 != it->second.end()) output << it1->second; output << "' "; } output << "};" << endl; } } output << "M_.exo_det_nbr = " << exo_det_nbr() << ";" << endl << "M_.exo_nbr = " << exo_nbr() << ";" << endl << "M_.endo_nbr = " << endo_nbr() << ";" << endl << "M_.param_nbr = " << param_nbr() << ";" << endl; // Write the auxiliary variable table output << "M_.orig_endo_nbr = " << orig_endo_nbr() << ";" << endl; if (aux_vars.size() == 0) output << "M_.aux_vars = [];" << endl; else for (int i = 0; i < static_cast(aux_vars.size()); i++) { output << "M_.aux_vars(" << i+1 << ").endo_index = " << getTypeSpecificID(aux_vars[i].get_symb_id())+1 << ";" << endl << "M_.aux_vars(" << i+1 << ").type = " << aux_vars[i].get_type_id() << ";" << endl; switch (aux_vars[i].get_type()) { case AuxVarType::endoLead: case AuxVarType::exoLead: break; case AuxVarType::endoLag: case AuxVarType::exoLag: case AuxVarType::varModel: 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; case AuxVarType::unaryOp: 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; output << "M_.aux_vars(" << i+1 << ").unary_op = '" << aux_vars[i].get_unary_op() << "';" << endl; break; case AuxVarType::multiplier: output << "M_.aux_vars(" << i+1 << ").eq_nbr = " << aux_vars[i].get_equation_number_for_multiplier() + 1 << ";" << endl; break; case AuxVarType::diffForward: output << "M_.aux_vars(" << i+1 << ").orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1 << ";" << endl; break; case AuxVarType::expectation: output << "M_.aux_vars(" << i+1 << R"().orig_expr = '\mathbb{E}_{t)" << (aux_vars[i].get_information_set() < 0 ? "" : "+") << aux_vars[i].get_information_set() << "}("; aux_vars[i].get_expr_node()->writeOutput(output, ExprNodeOutputType::latexDynamicModel); output << ")';" << endl; break; case AuxVarType::diff: case AuxVarType::diffLag: case AuxVarType::diffLead: 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; } } if (predeterminedNbr() > 0) { output << "M_.predetermined_variables = [ "; for (int predetermined_variable : predetermined_variables) output << getTypeSpecificID(predetermined_variable)+1 << " "; output << "];" << endl; } if (observedVariablesNbr() > 0) { int ic = 1; output << "options_.varobs = cell(" << observedVariablesNbr() << ", 1);" << endl; for (auto it = varobs.begin(); it != varobs.end(); it++, ic++) output << "options_.varobs(" << ic << ") = {'" << getName(*it) << "'};" << endl; output << "options_.varobs_id = [ "; for (int varob : varobs) output << getTypeSpecificID(varob)+1 << " "; output << " ];" << endl; } if (observedExogenousVariablesNbr() > 0) { int ic = 1; output << "options_.varexobs = cell(1);" << endl; for (auto it = varexobs.begin(); it != varexobs.end(); it++, ic++) output << "options_.varexobs(" << ic << ") = {'" << getName(*it) << "'};" << endl; output << "options_.varexobs_id = [ "; for (int varexob : varexobs) output << getTypeSpecificID(varexob)+1 << " "; output << " ];" << endl; } } void SymbolTable::writeCOutput(ostream &output) const noexcept(false) { if (!frozen) throw NotYetFrozenException(); output << endl << "int exo_nbr = " << exo_nbr() << ";" << endl; if (exo_nbr() > 0) { output << "char *exo_names[" << exo_nbr() << "];" << endl; for (int id = 0; id < exo_nbr(); id++) output << "exo_names[" << id << R"(] = ")" << getName(exo_ids[id]) << R"(";)" << endl; } output << endl << "int exo_det_nbr = " << exo_det_nbr() << ";" << endl; if (exo_det_nbr() > 0) { output << "char *exo_det_names[" << exo_det_nbr() << "];" << endl; for (int id = 0; id < exo_det_nbr(); id++) output << "exo_det_names[" << id << R"(] = ")" << getName(exo_det_ids[id]) << R"(";)" << endl; } output << endl << "int endo_nbr = " << endo_nbr() << ";" << endl; if (endo_nbr() > 0) { output << "char *endo_names[" << endo_nbr() << "];" << endl; for (int id = 0; id < endo_nbr(); id++) output << "endo_names[" << id << R"(] = ")" << getName(endo_ids[id]) << R"(";)" << endl; } output << endl << "int param_nbr = " << param_nbr() << ";" << endl; if (param_nbr() > 0) { output << "char *param_names[" << param_nbr() << "];" << endl; for (int id = 0; id < param_nbr(); id++) output << "param_names[" << id << R"(] = ")" << getName(param_ids[id]) << R"(";)" << endl; } // Write the auxiliary variable table output << "int aux_var_nbr = " << aux_vars.size() << ";" << endl; if (aux_vars.size() > 0) { output << "struct aux_vars_t *av[" << aux_vars.size() << "];" << endl; for (int i = 0; i < static_cast(aux_vars.size()); i++) { output << "av[" << i << "].endo_index = " << getTypeSpecificID(aux_vars[i].get_symb_id()) << ";" << endl << "av[" << i << "].type = " << aux_vars[i].get_type_id() << ";" << endl; switch (aux_vars[i].get_type()) { case AuxVarType::endoLead: case AuxVarType::exoLead: case AuxVarType::expectation: case AuxVarType::multiplier: case AuxVarType::diffForward: break; case AuxVarType::endoLag: case AuxVarType::exoLag: case AuxVarType::varModel: 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 AuxVarType::unaryOp: 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; output << "av[" << i << R"(].unary_op = ")" << aux_vars[i].get_unary_op() << R"(";)" << endl; break; case AuxVarType::diff: case AuxVarType::diffLag: case AuxVarType::diffLead: 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 << "int predeterminedNbr = " << predeterminedNbr() << ";" << endl; if (predeterminedNbr() > 0) { output << "int predetermined_variables[" << predeterminedNbr() << "] = {"; for (auto it = predetermined_variables.begin(); it != predetermined_variables.end(); it++) { if (it != predetermined_variables.begin()) output << ","; output << getTypeSpecificID(*it); } output << "};" << endl; } output << "int observedVariablesNbr = " << observedVariablesNbr() << ";" << endl; if (observedVariablesNbr() > 0) { output << "int varobs[" << observedVariablesNbr() << "] = {"; for (auto it = varobs.begin(); it != varobs.end(); it++) { if (it != varobs.begin()) output << ","; output << getTypeSpecificID(*it); } output << "};" << endl; } output << "int observedExogenousVariablesNbr = " << observedExogenousVariablesNbr() << ";" << endl; if (observedExogenousVariablesNbr() > 0) { output << "int varexobs[" << observedExogenousVariablesNbr() << "] = {"; for (auto it = varexobs.begin(); it != varexobs.end(); it++) { if (it != varexobs.begin()) output << ","; output << getTypeSpecificID(*it); } output << "};" << endl; } } void SymbolTable::writeCCOutput(ostream &output) const noexcept(false) { if (!frozen) throw NotYetFrozenException(); output << endl << "exo_nbr = " << exo_nbr() << ";" << endl; for (int id = 0; id < exo_nbr(); id++) output << R"(exo_names[")" << getName(exo_ids[id]) << R"("] = )" << id << ";" << endl; output << endl << "exo_det_nbr = " << exo_det_nbr() << ";" << endl; for (int id = 0; id < exo_det_nbr(); id++) output << R"(exo_det_names[")" << getName(exo_det_ids[id]) << R"("] = )" << id << " ;" << endl; output << endl << "endo_nbr = " << endo_nbr() << ";" << endl; for (int id = 0; id < endo_nbr(); id++) output << R"(endo_names[")" << getName(endo_ids[id]) << R"("] = )" << id << ";" << endl; output << endl << "param_nbr = " << param_nbr() << ";" << endl; for (int id = 0; id < param_nbr(); id++) output << R"(param_names[")" << getName(param_ids[id]) << R"("] = )" << id << ";" << endl; // Write the auxiliary variable table for (int i = 0; i < static_cast(aux_vars.size()); i++) { output << "aux_vars_t av" << i << ";" << endl; output << "av" << i << ".endo_index = " << getTypeSpecificID(aux_vars[i].get_symb_id()) << ";" << endl << "av" << i << ".type = " << aux_vars[i].get_type_id() << ";" << endl; switch (aux_vars[i].get_type()) { case AuxVarType::endoLead: case AuxVarType::exoLead: case AuxVarType::expectation: case AuxVarType::multiplier: case AuxVarType::diffForward: break; case AuxVarType::endoLag: case AuxVarType::exoLag: case AuxVarType::varModel: 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 AuxVarType::unaryOp: 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; output << "av" << i << R"(.unary_op = ")" << aux_vars[i].get_unary_op() << R"(";)" << endl; break; case AuxVarType::diff: case AuxVarType::diffLag: case AuxVarType::diffLead: 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; } for (int predetermined_variable : predetermined_variables) output << "predetermined_variables.push_back(" << getTypeSpecificID(predetermined_variable) << ");" << endl; for (int varob : varobs) output << "varobs.push_back(" << getTypeSpecificID(varob) << ");" << endl; for (int varexob : varexobs) output << "varexobs.push_back(" << getTypeSpecificID(varexob) << ");" << endl; } int SymbolTable::addLeadAuxiliaryVarInternal(bool endo, int index, expr_t expr_arg) noexcept(false) { ostringstream varname; if (endo) varname << "AUX_ENDO_LEAD_"; else varname << "AUX_EXO_LEAD_"; varname << index; int symb_id; try { symb_id = addSymbol(varname.str(), SymbolType::endogenous); } 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.emplace_back(symb_id, (endo ? AuxVarType::endoLead : AuxVarType::exoLead), 0, 0, 0, 0, expr_arg, ""); return symb_id; } int SymbolTable::addLagAuxiliaryVarInternal(bool endo, int orig_symb_id, int orig_lead_lag, expr_t expr_arg) noexcept(false) { ostringstream varname; if (endo) varname << "AUX_ENDO_LAG_"; else varname << "AUX_EXO_LAG_"; varname << orig_symb_id << "_" << -orig_lead_lag; int symb_id; try { symb_id = addSymbol(varname.str(), SymbolType::endogenous); } 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.emplace_back(symb_id, (endo ? AuxVarType::endoLag : AuxVarType::exoLag), orig_symb_id, orig_lead_lag, 0, 0, expr_arg, ""); return symb_id; } int SymbolTable::addEndoLeadAuxiliaryVar(int index, expr_t expr_arg) noexcept(false) { return addLeadAuxiliaryVarInternal(true, index, expr_arg); } int SymbolTable::addEndoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) noexcept(false) { return addLagAuxiliaryVarInternal(true, orig_symb_id, orig_lead_lag, expr_arg); } int SymbolTable::addExoLeadAuxiliaryVar(int index, expr_t expr_arg) noexcept(false) { return addLeadAuxiliaryVarInternal(false, index, expr_arg); } int SymbolTable::addExoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) noexcept(false) { return addLagAuxiliaryVarInternal(false, orig_symb_id, orig_lead_lag, expr_arg); } int SymbolTable::addExpectationAuxiliaryVar(int information_set, int index, expr_t expr_arg) noexcept(false) { ostringstream varname; int symb_id; varname << "AUX_EXPECT_" << (information_set < 0 ? "LAG" : "LEAD") << "_" << abs(information_set) << "_" << index; try { symb_id = addSymbol(varname.str(), SymbolType::endogenous); } 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.emplace_back(symb_id, AuxVarType::expectation, 0, 0, 0, information_set, expr_arg, ""); return symb_id; } int SymbolTable::addDiffLagAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) noexcept(false) { ostringstream varname; int symb_id; varname << "AUX_DIFF_LAG_" << index; try { symb_id = addSymbol(varname.str(), SymbolType::endogenous); } 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.emplace_back(symb_id, AuxVarType::diffLag, orig_symb_id, orig_lag, 0, 0, expr_arg, ""); return symb_id; } int SymbolTable::addDiffLeadAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lead) noexcept(false) { ostringstream varname; int symb_id; varname << "AUX_DIFF_LEAD_" << index; try { symb_id = addSymbol(varname.str(), SymbolType::endogenous); } 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.emplace_back(symb_id, AuxVarType::diffLead, orig_symb_id, orig_lead, 0, 0, expr_arg, ""); return symb_id; } int SymbolTable::addDiffAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) noexcept(false) { ostringstream varname; int symb_id; varname << "AUX_DIFF_" << index; try { symb_id = addSymbol(varname.str(), SymbolType::endogenous); } 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.emplace_back(symb_id, AuxVarType::diff, orig_symb_id, orig_lag, 0, 0, expr_arg, ""); return symb_id; } int SymbolTable::addDiffAuxiliaryVar(int index, expr_t expr_arg) noexcept(false) { return addDiffAuxiliaryVar(index, expr_arg, -1, 0); } int SymbolTable::addUnaryOpAuxiliaryVar(int index, expr_t expr_arg, string unary_op, int orig_symb_id, int orig_lag) noexcept(false) { ostringstream varname; int symb_id; varname << "AUX_UOP_" << index; try { symb_id = addSymbol(varname.str(), SymbolType::endogenous); } 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.emplace_back(symb_id, AuxVarType::unaryOp, orig_symb_id, orig_lag, 0, 0, expr_arg, unary_op); return symb_id; } int SymbolTable::addVarModelEndoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) noexcept(false) { int symb_id; ostringstream varname; varname << "AUX_VARMODEL_" << orig_symb_id << "_" << -orig_lead_lag; try { symb_id = addSymbol(varname.str(), SymbolType::endogenous); } 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.emplace_back(symb_id, AuxVarType::varModel, orig_symb_id, orig_lead_lag, 0, 0, expr_arg, ""); return symb_id; } int SymbolTable::addMultiplierAuxiliaryVar(int index) noexcept(false) { ostringstream varname; int symb_id; varname << "MULT_" << index+1; try { symb_id = addSymbol(varname.str(), SymbolType::endogenous); } 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.emplace_back(symb_id, AuxVarType::multiplier, 0, 0, index, 0, nullptr, ""); return symb_id; } int SymbolTable::addDiffForwardAuxiliaryVar(int orig_symb_id, expr_t expr_arg) noexcept(false) { ostringstream varname; int symb_id; varname << "AUX_DIFF_FWRD_" << orig_symb_id+1; try { symb_id = addSymbol(varname.str(), SymbolType::endogenous); } 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.emplace_back(symb_id, AuxVarType::diffForward, orig_symb_id, 0, 0, 0, expr_arg, ""); return symb_id; } int SymbolTable::searchAuxiliaryVars(int orig_symb_id, int orig_lead_lag) const noexcept(false) { for (const auto & aux_var : aux_vars) if ((aux_var.get_type() == AuxVarType::endoLag || aux_var.get_type() == AuxVarType::exoLag) && aux_var.get_orig_symb_id() == orig_symb_id && aux_var.get_orig_lead_lag() == orig_lead_lag) return aux_var.get_symb_id(); throw SearchFailedException(orig_symb_id, orig_lead_lag); } int SymbolTable::getOrigSymbIdForAuxVar(int aux_var_symb_id) const noexcept(false) { for (const auto & aux_var : aux_vars) if ((aux_var.get_type() == AuxVarType::endoLag || aux_var.get_type() == AuxVarType::exoLag || aux_var.get_type() == AuxVarType::diff || aux_var.get_type() == AuxVarType::diffLag || aux_var.get_type() == AuxVarType::diffLead) && aux_var.get_symb_id() == aux_var_symb_id) return aux_var.get_orig_symb_id(); throw UnknownSymbolIDException(aux_var_symb_id); } int SymbolTable::getOrigLeadLagForDiffAuxVar(int diff_aux_var_symb_id) const noexcept(false) { int lag = 0; for (const auto & aux_var : aux_vars) if ((aux_var.get_type() == AuxVarType::diffLag || aux_var.get_type() == AuxVarType::diffLead) && aux_var.get_symb_id() == diff_aux_var_symb_id) lag += 1 + getOrigLeadLagForDiffAuxVar(aux_var.get_orig_symb_id()); return lag; } int SymbolTable::getOrigSymbIdForDiffAuxVar(int diff_aux_var_symb_id) const noexcept(false) { int orig_symb_id = -1; for (const auto & aux_var : aux_vars) if (aux_var.get_symb_id() == diff_aux_var_symb_id) if (aux_var.get_type() == AuxVarType::diff) orig_symb_id = diff_aux_var_symb_id; else if (aux_var.get_type() == AuxVarType::diffLag || aux_var.get_type() == AuxVarType::diffLead) orig_symb_id = getOrigSymbIdForDiffAuxVar(aux_var.get_orig_symb_id()); return orig_symb_id; } expr_t SymbolTable::getAuxiliaryVarsExprNode(int symb_id) const noexcept(false) // throw exception if it is a Lagrange multiplier { for (const auto & aux_var : aux_vars) if (aux_var.get_symb_id() == symb_id) { expr_t expr_node = aux_var.get_expr_node(); if (expr_node != nullptr) return expr_node; else throw SearchFailedException(symb_id); } throw SearchFailedException(symb_id); } void SymbolTable::markPredetermined(int symb_id) noexcept(false) { validateSymbID(symb_id); if (frozen) throw FrozenException(); assert(getType(symb_id) == SymbolType::endogenous); predetermined_variables.insert(symb_id); } bool SymbolTable::isPredetermined(int symb_id) const noexcept(false) { validateSymbID(symb_id); return (predetermined_variables.find(symb_id) != predetermined_variables.end()); } int SymbolTable::predeterminedNbr() const { return (predetermined_variables.size()); } void SymbolTable::addObservedVariable(int symb_id) noexcept(false) { validateSymbID(symb_id); assert(getType(symb_id) == SymbolType::endogenous); varobs.push_back(symb_id); } int SymbolTable::observedVariablesNbr() const { return static_cast(varobs.size()); } bool SymbolTable::isObservedVariable(int symb_id) const { return (find(varobs.begin(), varobs.end(), symb_id) != varobs.end()); } int SymbolTable::getObservedVariableIndex(int symb_id) const { auto it = find(varobs.begin(), varobs.end(), symb_id); assert(it != varobs.end()); return static_cast(it - varobs.begin()); } void SymbolTable::addObservedExogenousVariable(int symb_id) noexcept(false) { validateSymbID(symb_id); assert(getType(symb_id) != SymbolType::endogenous); varexobs.push_back(symb_id); } int SymbolTable::observedExogenousVariablesNbr() const { return static_cast(varexobs.size()); } bool SymbolTable::isObservedExogenousVariable(int symb_id) const { return (find(varexobs.begin(), varexobs.end(), symb_id) != varexobs.end()); } int SymbolTable::getObservedExogenousVariableIndex(int symb_id) const { auto it = find(varexobs.begin(), varexobs.end(), symb_id); assert(it != varexobs.end()); return static_cast(it - varexobs.begin()); } vector SymbolTable::getTrendVarIds() const { vector trendVars; for (const auto & it : symbol_table) if (getType(it.second) == SymbolType::trend || getType(it.second) == SymbolType::logTrend) trendVars.push_back(it.second); return trendVars; } set SymbolTable::getExogenous() const { set exogs; for (const auto & it : symbol_table) if (getType(it.second) == SymbolType::exogenous) exogs.insert(it.second); return exogs; } set SymbolTable::getObservedExogenous() const { set oexogs; for (const auto & it : symbol_table) if (getType(it.second) == SymbolType::exogenous) if (isObservedExogenousVariable(it.second)) oexogs.insert(it.second); return oexogs; } set SymbolTable::getEndogenous() const { set endogs; for (const auto & it : symbol_table) if (getType(it.second) == SymbolType::endogenous) endogs.insert(it.second); return endogs; } bool SymbolTable::isAuxiliaryVariable(int symb_id) const { for (const auto & aux_var : aux_vars) if (aux_var.get_symb_id() == symb_id) return true; return false; } bool SymbolTable::isAuxiliaryVariableButNotMultiplier(int symb_id) const { for (const auto & aux_var : aux_vars) if (aux_var.get_symb_id() == symb_id && aux_var.get_type() != AuxVarType::multiplier) return true; return false; } bool SymbolTable::isDiffAuxiliaryVariable(int symb_id) const { for (const auto & aux_var : aux_vars) if (aux_var.get_symb_id() == symb_id && (aux_var.get_type() == AuxVarType::diff || aux_var.get_type() == AuxVarType::diffLag || aux_var.get_type() == AuxVarType::diffLead)) return true; return false; } set SymbolTable::getOrigEndogenous() const { set origendogs; for (const auto & it : symbol_table) if (getType(it.second) == SymbolType::endogenous && !isAuxiliaryVariable(it.second)) origendogs.insert(it.second); return origendogs; } void SymbolTable::writeJuliaOutput(ostream &output) const noexcept(false) { if (!frozen) throw NotYetFrozenException(); output << "# Endogenous Variables" << endl << "model_.endo = [" << endl; if (endo_nbr() > 0) for (int id = 0; id < endo_nbr(); id++) output << R"( DynareModel.Endo(")" << getName(endo_ids[id]) << R"(", raw")" << getTeXName(endo_ids[id]) << R"(", ")" << getLongName(endo_ids[id]) << R"("))" << endl; output << " ]" << endl; output << "model_.endo_nbr = " << endo_nbr() << ";" << endl; output << "# Exogenous Variables" << endl << "model_.exo = [" << endl; if (exo_nbr() > 0) for (int id = 0; id < exo_nbr(); id++) output << R"( DynareModel.Exo(")" << getName(exo_ids[id]) << R"(", raw")" << getTeXName(exo_ids[id]) << R"(", ")" << getLongName(exo_ids[id]) << R"("))" << endl; output << " ]" << endl; output << "model_.exo_nbr = " << exo_nbr() << ";" << endl; if (exo_det_nbr() > 0) { output << "# Exogenous Deterministic Variables" << endl << "model_.exo_det = [" << endl; if (exo_det_nbr() > 0) for (int id = 0; id < exo_det_nbr(); id++) output << R"( DynareModel.ExoDet(")" << getName(exo_det_ids[id]) << R"(", raw")" << getTeXName(exo_det_ids[id]) << R"(", ")" << getLongName(exo_det_ids[id]) << R"("))" << endl; output << " ]" << endl; output << "model_.exo_det_nbr = " << exo_det_nbr() << ";" << endl; } output << "# Parameters" << endl << "model_.param = [" << endl; if (param_nbr() > 0) for (int id = 0; id < param_nbr(); id++) output << R"( DynareModel.Param(")" << getName(param_ids[id]) << R"(", raw")" << getTeXName(param_ids[id]) << R"(", ")" << getLongName(param_ids[id]) << R"("))" << endl; output << " ]" << endl; output << "model_.param_nbr = " << param_nbr() << ";" << endl; output << "model_.orig_endo_nbr = " << orig_endo_nbr() << endl; if (aux_vars.size() > 0) { output << "# Auxiliary Variables" << endl << "model_.aux_vars = [" << endl; for (const auto & aux_var : aux_vars) { output << " DynareModel.AuxVars(" << getTypeSpecificID(aux_var.get_symb_id()) + 1 << ", " << aux_var.get_type_id() << ", "; switch (aux_var.get_type()) { case AuxVarType::endoLead: case AuxVarType::exoLead: case AuxVarType::endoLag: case AuxVarType::exoLag: case AuxVarType::varModel: output << getTypeSpecificID(aux_var.get_orig_symb_id()) + 1 << ", " << aux_var.get_orig_lead_lag() << ", typemin(Int), string(), string()"; break; case AuxVarType::unaryOp: if (aux_var.get_orig_symb_id() >= 0) output << getTypeSpecificID(aux_var.get_orig_symb_id()) + 1 << ", " << aux_var.get_orig_lead_lag(); else output << "typemin(Int), typemin(Int)"; output << ", typemin(Int), string(), " << R"(")" << aux_var.get_unary_op() << R"(")" << endl; break; case AuxVarType::diff: case AuxVarType::diffLag: case AuxVarType::diffLead: if (aux_var.get_orig_symb_id() >= 0) output << getTypeSpecificID(aux_var.get_orig_symb_id()) + 1 << ", " << aux_var.get_orig_lead_lag() << ", typemin(Int), string(), string()"; break; case AuxVarType::multiplier: output << "typemin(Int), typemin(Int), " << aux_var.get_equation_number_for_multiplier() + 1 << ", string(), string()"; break; case AuxVarType::diffForward: output << getTypeSpecificID(aux_var.get_orig_symb_id())+1 << ", typemin(Int), typemin(Int), string(), string()"; break; case AuxVarType::expectation: output << R"(typemin(Int), typemin(Int), typemin(Int), "\mathbb{E}_{t)" << (aux_var.get_information_set() < 0 ? "" : "+") << aux_var.get_information_set() << "}("; aux_var.get_expr_node()->writeOutput(output, ExprNodeOutputType::latexDynamicModel); output << R"lit()")lit"; break; default: output << " typemin(Int), typemin(Int), typemin(Int), string(), string()"; } output << ")" << endl; } output << "]" << endl; } if (predeterminedNbr() > 0) { output << "# Predetermined Variables" << endl << "model_.pred_vars = [ " << endl; for (int predetermined_variable : predetermined_variables) output << " DynareModel.PredVars(" << getTypeSpecificID(predetermined_variable)+1 << ")" << endl; output << " ]" << endl; } if (observedVariablesNbr() > 0) { output << "# Observed Variables" << endl << "options_.obs_vars = [" << endl; for (int varob : varobs) output << " DynareModel.ObsVars(" << getTypeSpecificID(varob)+1 << ")" << endl; output << " ]" << endl; } } void SymbolTable::writeJsonOutput(ostream &output) const { output << R"("endogenous": )"; writeJsonVarVector(output, endo_ids); output << R"(, "exogenous":)"; writeJsonVarVector(output, exo_ids); output << R"(, "exogenous_deterministic": )"; writeJsonVarVector(output, exo_det_ids); output << R"(, "parameters": )"; writeJsonVarVector(output, param_ids); } void SymbolTable::writeJsonVarVector(ostream &output, const vector &varvec) const { output << "["; for (size_t i = 0; i < varvec.size(); i++) { if (i != 0) output << ", "; output << "{" << R"("name":")" << getName(varvec[i]) << R"(", )" << R"("texName":")" << boost::replace_all_copy(getTeXName(varvec[i]), R"(\)", R"(\\)") << R"(", )" << R"("longName":")" << boost::replace_all_copy(getLongName(varvec[i]), R"(\)", R"(\\)") << R"("})" << endl; } output << "]" << endl; } int SymbolTable::getUltimateOrigSymbID(int symb_id) const { while (isAuxiliaryVariable(symb_id)) try { symb_id = getOrigSymbIdForAuxVar(symb_id); } catch (UnknownSymbolIDException &) { break; } return symb_id; }