/* * Copyright (C) 2003-2010 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 using namespace std; #include "ComputingTasks.hh" #include "Statement.hh" SteadyStatement::SteadyStatement(const OptionsList &options_list_arg) : options_list(options_list_arg) { } void SteadyStatement::checkPass(ModFileStructure &mod_file_struct) { mod_file_struct.steady_present = true; } void SteadyStatement::writeOutput(ostream &output, const string &basename) const { options_list.writeOutput(output); output << "steady;\n"; } CheckStatement::CheckStatement(const OptionsList &options_list_arg) : options_list(options_list_arg) { } void CheckStatement::writeOutput(ostream &output, const string &basename) const { options_list.writeOutput(output); output << "check;\n"; } void CheckStatement::checkPass(ModFileStructure &mod_file_struct) { mod_file_struct.check_present = true; } ModelInfoStatement::ModelInfoStatement(const OptionsList &options_list_arg) : options_list(options_list_arg) { } void ModelInfoStatement::checkPass(ModFileStructure &mod_file_struct) { //mod_file_struct.model_info_present = true; } void ModelInfoStatement::writeOutput(ostream &output, const string &basename) const { options_list.writeOutput(output); output << "model_info();\n"; } SimulStatement::SimulStatement(const OptionsList &options_list_arg) : options_list(options_list_arg) { } void SimulStatement::checkPass(ModFileStructure &mod_file_struct) { mod_file_struct.simul_present = true; } void SimulStatement::writeOutput(ostream &output, const string &basename) const { options_list.writeOutput(output); output << "simul(oo_.dr);\n"; } StochSimulStatement::StochSimulStatement(const SymbolList &symbol_list_arg, const OptionsList &options_list_arg) : symbol_list(symbol_list_arg), options_list(options_list_arg) { } void StochSimulStatement::checkPass(ModFileStructure &mod_file_struct) { mod_file_struct.stoch_simul_present = true; // Fill in option_order of mod_file_struct OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order"); if (it != options_list.num_options.end()) mod_file_struct.order_option = max(mod_file_struct.order_option, atoi(it->second.c_str())); // Fill in mod_file_struct.partial_information it = options_list.num_options.find("partial_information"); if (it != options_list.num_options.end() && it->second == "1") mod_file_struct.partial_information = true; // Option k_order_solver (implicit when order >= 3) it = options_list.num_options.find("k_order_solver"); if ((it != options_list.num_options.end() && it->second == "1") || mod_file_struct.order_option >= 3) mod_file_struct.k_order_solver = true; // Check that option "pruning" is not used with k-order it = options_list.num_options.find("pruning"); if ((it != options_list.num_options.end() && it->second == "1") && mod_file_struct.k_order_solver) { cerr << "ERROR: in 'stoch_simul', you cannot use option 'pruning' with 'k_order_solver' option or with 3rd order approximation" << endl; exit(EXIT_FAILURE); } } void StochSimulStatement::writeOutput(ostream &output, const string &basename) const { options_list.writeOutput(output); symbol_list.writeOutput("var_list_", output); output << "info = stoch_simul(var_list_);" << endl; } ForecastStatement::ForecastStatement(const SymbolList &symbol_list_arg, const OptionsList &options_list_arg) : symbol_list(symbol_list_arg), options_list(options_list_arg) { } void ForecastStatement::writeOutput(ostream &output, const string &basename) const { options_list.writeOutput(output); symbol_list.writeOutput("var_list_", output); output << "info = forecast(var_list_,'simul');\n"; } RamseyPolicyStatement::RamseyPolicyStatement(const SymbolList &symbol_list_arg, const OptionsList &options_list_arg) : symbol_list(symbol_list_arg), options_list(options_list_arg) { } void RamseyPolicyStatement::checkPass(ModFileStructure &mod_file_struct) { mod_file_struct.ramsey_policy_present = true; /* Fill in option_order of mod_file_struct Since ramsey policy needs one further order of derivation (for example, for 1st order approximation, it needs 2nd derivatives), we add 1 to the order declared by user */ OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order"); if (it != options_list.num_options.end()) { int order = atoi(it->second.c_str()); if (order > 1) { cerr << "ERROR: ramsey_policy: order > 1 is not yet implemented" << endl; exit(EXIT_FAILURE); } mod_file_struct.order_option = max(mod_file_struct.order_option, order + 1); } // Fill in mod_file_struct.partial_information it = options_list.num_options.find("partial_information"); if (it != options_list.num_options.end() && it->second == "1") mod_file_struct.partial_information = true; // Option k_order_solver (implicit when order >= 3) it = options_list.num_options.find("k_order_solver"); if ((it != options_list.num_options.end() && it->second == "1") || mod_file_struct.order_option >= 3) mod_file_struct.k_order_solver = true; } void RamseyPolicyStatement::writeOutput(ostream &output, const string &basename) const { options_list.writeOutput(output); symbol_list.writeOutput("var_list_", output); output << "ramsey_policy(var_list_);\n"; } EstimationStatement::EstimationStatement(const SymbolList &symbol_list_arg, const OptionsList &options_list_arg, const SymbolTable &symbol_table_arg) : symbol_list(symbol_list_arg), options_list(options_list_arg), symbol_table(symbol_table_arg) { } void EstimationStatement::checkPass(ModFileStructure &mod_file_struct) { mod_file_struct.estimation_present = true; // Fill in option_order of mod_file_struct OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order"); if (it != options_list.num_options.end()) mod_file_struct.order_option = max(mod_file_struct.order_option, atoi(it->second.c_str())); // Fill in mod_file_struct.partial_information it = options_list.num_options.find("partial_information"); if (it != options_list.num_options.end() && it->second == "1") mod_file_struct.partial_information = true; // Fill in mod_file_struct.dsge_var_calibrated it = options_list.num_options.find("dsge_var"); if (it != options_list.num_options.end()) mod_file_struct.dsge_var_calibrated = it->second; // Fill in mod_file_struct.dsge_var_estimated OptionsList::string_options_t::const_iterator it_str = options_list.string_options.find("dsge_var"); if (it_str != options_list.string_options.end()) mod_file_struct.dsge_var_estimated = true; // Fill in mod_file_struct.bayesian_irf_present it = options_list.num_options.find("bayesian_irf"); if (it != options_list.num_options.end() && it->second == "1") mod_file_struct.bayesian_irf_present = true; it = options_list.num_options.find("dsge_varlag"); if (it != options_list.num_options.end()) if (mod_file_struct.dsge_var_calibrated.empty() && !mod_file_struct.dsge_var_estimated) { cerr << "ERROR: The estimation statement requires a dsge_var option to be passed " << "if the dsge_varlag option is passed." << endl; exit(EXIT_FAILURE); } if (!mod_file_struct.dsge_var_calibrated.empty() && mod_file_struct.dsge_var_estimated) { cerr << "ERROR: An estimation statement cannot take more than one dsge_var option." << endl; exit(EXIT_FAILURE); } } void EstimationStatement::writeOutput(ostream &output, const string &basename) const { options_list.writeOutput(output); symbol_list.writeOutput("var_list_", output); output << "dynare_estimation(var_list_);\n"; } DynareSensitivityStatement::DynareSensitivityStatement(const OptionsList &options_list_arg) : options_list(options_list_arg) { } void DynareSensitivityStatement::checkPass(ModFileStructure &mod_file_struct) { OptionsList::num_options_t::const_iterator it = options_list.num_options.find("identification"); if (it != options_list.num_options.end() && it->second == "1") mod_file_struct.identification_present = true; } void DynareSensitivityStatement::writeOutput(ostream &output, const string &basename) const { options_list.writeOutput(output, "options_gsa"); output << "dynare_sensitivity(options_gsa);" << endl; } RplotStatement::RplotStatement(const SymbolList &symbol_list_arg, const OptionsList &options_list_arg) : symbol_list(symbol_list_arg), options_list(options_list_arg) { } void RplotStatement::writeOutput(ostream &output, const string &basename) const { options_list.writeOutput(output); symbol_list.writeOutput("var_list_", output); output << "rplot(var_list_);\n"; } UnitRootVarsStatement::UnitRootVarsStatement(const SymbolList &symbol_list_arg) : symbol_list(symbol_list_arg) { } void UnitRootVarsStatement::writeOutput(ostream &output, const string &basename) const { symbol_list.writeOutput("options_.unit_root_vars", output); } PeriodsStatement::PeriodsStatement(int periods_arg) : periods(periods_arg) { } void PeriodsStatement::writeOutput(ostream &output, const string &basename) const { output << "options_.periods = " << periods << ";" << endl; } DsampleStatement::DsampleStatement(int val1_arg) : val1(val1_arg), val2(-1) { } DsampleStatement::DsampleStatement(int val1_arg, int val2_arg) : val1(val1_arg), val2(val2_arg) { } void DsampleStatement::writeOutput(ostream &output, const string &basename) const { if (val2 < 0) output << "dsample(" << val1 << ");" << endl; else output << "dsample(" << val1 << ", " << val2 << ");" << endl; } EstimatedParamsStatement::EstimatedParamsStatement(const vector &estim_params_list_arg, const SymbolTable &symbol_table_arg) : estim_params_list(estim_params_list_arg), symbol_table(symbol_table_arg) { } void EstimatedParamsStatement::checkPass(ModFileStructure &mod_file_struct) { for (vector::const_iterator it = estim_params_list.begin(); it != estim_params_list.end(); it++) { if (it->name == "dsge_prior_weight") mod_file_struct.dsge_prior_weight_in_estimated_params = true; // Handle case of degenerate beta prior if (it->prior == "1") //BETA_PDF is associated with "1" in DynareBison.yy try { if (it->mean->eval(eval_context_t()) == 0.5 && it->std->eval(eval_context_t()) == 0.5) { cerr << "ERROR: The prior density is not defined for the beta distribution when the mean = standard deviation = 0.5." << endl; exit(EXIT_FAILURE); } } catch (ExprNode::EvalException &e) { // We don't have enough information to compute the numerical value, skip the test } } } void EstimatedParamsStatement::writeOutput(ostream &output, const string &basename) const { output << "global estim_params_" << endl << "estim_params_.var_exo = [];" << endl << "estim_params_.var_endo = [];" << endl << "estim_params_.corrx = [];" << endl << "estim_params_.corrn = [];" << endl << "estim_params_.param_vals = [];" << endl; vector::const_iterator it; for (it = estim_params_list.begin(); it != estim_params_list.end(); it++) { int symb_id = symbol_table.getTypeSpecificID(it->name) + 1; SymbolType symb_type = symbol_table.getType(it->name); switch (it->type) { case 1: if (symb_type == eExogenous) output << "estim_params_.var_exo = [estim_params_.var_exo; "; else if (symb_type == eEndogenous) output << "estim_params_.var_endo = [estim_params_.var_endo; "; output << symb_id; break; case 2: output << "estim_params_.param_vals = [estim_params_.param_vals; " << symb_id; break; case 3: if (symb_type == eExogenous) output << "estim_params_.corrx = [estim_params_.corrx; "; else if (symb_type == eEndogenous) output << "estim_params_.corrn = [estim_params_.corrn; "; output << symb_id << " " << symbol_table.getTypeSpecificID(it->name2)+1; break; } output << ", "; it->init_val->writeOutput(output); output << ", "; it->low_bound->writeOutput(output); output << ", "; it->up_bound->writeOutput(output); output << ", " << it->prior << ", "; it->mean->writeOutput(output); output << ", "; it->std->writeOutput(output); output << ", "; it->p3->writeOutput(output); output << ", "; it->p4->writeOutput(output); output << ", "; it->jscale->writeOutput(output); output << " ];" << endl; } } EstimatedParamsInitStatement::EstimatedParamsInitStatement(const vector &estim_params_list_arg, const SymbolTable &symbol_table_arg) : estim_params_list(estim_params_list_arg), symbol_table(symbol_table_arg) { } void EstimatedParamsInitStatement::writeOutput(ostream &output, const string &basename) const { vector::const_iterator it; for (it = estim_params_list.begin(); it != estim_params_list.end(); it++) { int symb_id = symbol_table.getTypeSpecificID(it->name) + 1; SymbolType symb_type = symbol_table.getType(it->name); if (it->type < 3) { if (symb_type == eExogenous) { output << "tmp1 = find(estim_params_.var_exo(:,1)==" << symb_id << ");" << endl; output << "estim_params_.var_exo(tmp1,2) = "; it->init_val->writeOutput(output); output << ";" << endl; } else if (symb_type == eEndogenous) { output << "tmp1 = find(estim_params_.var_endo(:,1)==" << symb_id << ");" << endl; output << "estim_params_.var_endo(tmp1,2) = "; it->init_val->writeOutput(output); output << ";" << endl; } else if (symb_type == eParameter) { output << "tmp1 = find(estim_params_.param_vals(:,1)==" << symb_id << ");" << endl; output << "estim_params_.param_vals(tmp1,2) = "; it->init_val->writeOutput(output); output << ";" << endl; } } else { if (symb_type == eExogenous) { output << "tmp1 = find((estim_params_.corrx(:,1)==" << symb_id << ")) & (estim_params_.corrx(:,2)==" << symbol_table.getTypeSpecificID(it->name2)+1 << ");" << endl; output << "estim_params_.corrx(tmp1,3) = "; it->init_val->writeOutput(output); output << ";" << endl; } else if (symb_type == eEndogenous) { output << "tmp1 = find((estim_params_.corrn(:,1)==" << symb_id << ")) & (estim_params_.corrn(:,2)==" << symbol_table.getTypeSpecificID(it->name2)+1 << ";" << endl; output << "estim_params_.corrn(tmp1,3) = "; it->init_val->writeOutput(output); output << ";" << endl; } } } } EstimatedParamsBoundsStatement::EstimatedParamsBoundsStatement(const vector &estim_params_list_arg, const SymbolTable &symbol_table_arg) : estim_params_list(estim_params_list_arg), symbol_table(symbol_table_arg) { } void EstimatedParamsBoundsStatement::writeOutput(ostream &output, const string &basename) const { vector::const_iterator it; for (it = estim_params_list.begin(); it != estim_params_list.end(); it++) { int symb_id = symbol_table.getTypeSpecificID(it->name) + 1; SymbolType symb_type = symbol_table.getType(it->name); if (it->type < 3) { if (symb_type == eExogenous) { output << "tmp1 = find(estim_params_.var_exo(:,1)==" << symb_id << ");" << endl; output << "estim_params_.var_exo(tmp1,3) = "; it->low_bound->writeOutput(output); output << ";" << endl; output << "estim_params_.var_exo(tmp1,4) = "; it->up_bound->writeOutput(output); output << ";" << endl; } else if (symb_type == eEndogenous) { output << "tmp1 = find(estim_params_.var_endo(:,1)==" << symb_id << ");" << endl; output << "estim_params_.var_endo(tmp1,3) = "; it->low_bound->writeOutput(output); output << ";" << endl; output << "estim_params_.var_endo(tmp1,4) = "; it->up_bound->writeOutput(output); output << ";" << endl; } else if (symb_type == eParameter) { output << "tmp1 = find(estim_params_.param_vals(:,1)==" << symb_id << ");" << endl; output << "estim_params_.param_vals(tmp1,3) = "; it->low_bound->writeOutput(output); output << ";" << endl; output << "estim_params_.param_vals(tmp1,4) = "; it->up_bound->writeOutput(output); output << ";" << endl; } } else { if (symb_type == eExogenous) { output << "tmp1 = find((estim_params_.corrx(:,1)==" << symb_id << ")) & (estim_params_.corrx(:,2)==" << symbol_table.getTypeSpecificID(it->name2)+1 << ");" << endl; output << "estim_params_.corrx(tmp1,4) = "; it->low_bound->writeOutput(output); output << ";" << endl; output << "estim_params_.corrx(tmp1,5) = "; it->up_bound->writeOutput(output); output << ";" << endl; } else if (symb_type == eEndogenous) { output << "tmp1 = find((estim_params_.corrn(:,1)==" << symb_id << ")) & (estim_params_.corrn(:,2)==" << symbol_table.getTypeSpecificID(it->name2)+1 << ";" << endl; output << "estim_params_.corrn(tmp1,4) = "; it->low_bound->writeOutput(output); output << ";" << endl; output << "estim_params_.corrn(tmp1,5) = "; it->up_bound->writeOutput(output); output << ";" << endl; } } } } ObservationTrendsStatement::ObservationTrendsStatement(const trend_elements_t &trend_elements_arg, const SymbolTable &symbol_table_arg) : trend_elements(trend_elements_arg), symbol_table(symbol_table_arg) { } void ObservationTrendsStatement::writeOutput(ostream &output, const string &basename) const { output << "options_.trend_coeff_ = {};" << endl; trend_elements_t::const_iterator it; for (it = trend_elements.begin(); it != trend_elements.end(); it++) { SymbolType type = symbol_table.getType(it->first); if (type == eEndogenous) { output << "tmp1 = strmatch('" << it->first << "',options_.varobs,'exact');\n"; output << "options_.trend_coeffs{tmp1} = '"; it->second->writeOutput(output); output << "';" << endl; } else cout << "Error : Non-variable symbol used in TREND_COEFF: " << it->first << endl; } } CalibVarStatement::CalibVarStatement(const calib_var_t &calib_var_arg, const calib_covar_t &calib_covar_arg, const calib_ac_t &calib_ac_arg, const SymbolTable &symbol_table_arg) : calib_var(calib_var_arg), calib_covar(calib_covar_arg), calib_ac(calib_ac_arg), symbol_table(symbol_table_arg) { } void CalibVarStatement::writeOutput(ostream &output, const string &basename) const { output << "%" << endl << "% CALIB_VAR" << endl << "%" << endl; for (int i = 1; i < 4; i++) { output << "calib_var_index{" << i << "} = [];\n"; output << "calib_targets{" << i << "} = [];\n"; output << "calib_weights{" << i << "}=[];\n"; } // Print calibration variances for (calib_var_t::const_iterator it = calib_var.begin(); it != calib_var.end(); it++) { const string &name = it->first; const string &weight = it->second.first; const expr_t expression = it->second.second; int id = symbol_table.getTypeSpecificID(name) + 1; if (symbol_table.getType(name) == eEndogenous) { output << "calib_var_index{1} = [calib_var_index{1};" << id << "," << id << "];\n"; output << "calib_weights{1} = [calib_weights{1}; " << weight << "];\n"; output << "calib_targets{1} =[calib_targets{1}; "; expression->writeOutput(output); output << "];\n"; } else if (symbol_table.getType(name) == eExogenous) { output << "calib_var_index{3} = [calib_var_index{3};" << id << "," << id << "];\n"; output << "calib_weights{3} = [calib_weights{3}; " << weight << "];\n"; output << "calib_targets{3} =[calib_targets{3}; "; expression->writeOutput(output); output << "];\n"; } } // Print calibration covariances for (calib_covar_t::const_iterator it = calib_covar.begin(); it != calib_covar.end(); it++) { const string &name1 = it->first.first; const string &name2 = it->first.second; const string &weight = it->second.first; const expr_t expression = it->second.second; int id1 = symbol_table.getTypeSpecificID(name1) + 1; int id2 = symbol_table.getTypeSpecificID(name2) + 1; if (symbol_table.getType(name1) == eEndogenous) { output << "calib_var_index{1} = [calib_var_index{1};" << id1 << "," << id2 << "];\n"; output << "calib_weights{1} = [calib_weights{1}; " << weight << "];\n"; output << "calib_targets{1} =[calib_targets{1}; "; expression->writeOutput(output); output << "];\n"; } else if (symbol_table.getType(name1) == eExogenous) { output << "calib_var_index{3} = [calib_var_index{3};" << id1 << "," << id2 << "];\n"; output << "calib_weights{3} = [calib_weights{3}; " << weight << "];\n"; output << "calib_targets{3} =[calib_targets{3}; "; expression->writeOutput(output); output << "];\n"; } } // Print calibration autocorrelations int max_iar = 3; for (calib_ac_t::const_iterator it = calib_ac.begin(); it != calib_ac.end(); it++) { const string &name = it->first.first; int iar = it->first.second + 3; const string &weight = it->second.first; const expr_t expression = it->second.second; int id = symbol_table.getTypeSpecificID(name) + 1; if (iar > max_iar) { // Create new variables for (int i = max_iar + 1; i <= iar; i++) { output << "calib_var_index{" << i << "} = [];\n"; output << "calib_targets{" << i << "} = [];\n"; output << "calib_weights{" << i << "}=[];\n"; } max_iar = iar; } output << "calib_var_index{" << iar << "} = [calib_var_index{" << iar << "};" << id << "];\n"; output << "calib_weights{" << iar << "} = [calib_weights{" << iar << "}; " << weight << "];\n"; output << "calib_targets{" << iar << "} =[calib_targets{" << iar << "}; "; expression->writeOutput(output); output << "];\n"; } } CalibStatement::CalibStatement(int covar_arg) : covar(covar_arg) { } void CalibStatement::writeOutput(ostream &output, const string &basename) const { output << "M_.Sigma_e=calib(calib_var_index,calib_targets,calib_weights," << covar << ",Sigma_e_);\n"; } OsrParamsStatement::OsrParamsStatement(const SymbolList &symbol_list_arg) : symbol_list(symbol_list_arg) { } void OsrParamsStatement::writeOutput(ostream &output, const string &basename) const { symbol_list.writeOutput("osr_params_", output); } OsrStatement::OsrStatement(const SymbolList &symbol_list_arg, const OptionsList &options_list_arg) : symbol_list(symbol_list_arg), options_list(options_list_arg) { } void OsrStatement::checkPass(ModFileStructure &mod_file_struct) { mod_file_struct.osr_present = true; // Fill in option_order of mod_file_struct OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order"); if (it != options_list.num_options.end()) mod_file_struct.order_option = max(mod_file_struct.order_option, atoi(it->second.c_str())); // Fill in mod_file_struct.partial_information it = options_list.num_options.find("partial_information"); if (it != options_list.num_options.end() && it->second == "1") mod_file_struct.partial_information = true; // Option k_order_solver (implicit when order >= 3) it = options_list.num_options.find("k_order_solver"); if ((it != options_list.num_options.end() && it->second == "1") || mod_file_struct.order_option >= 3) mod_file_struct.k_order_solver = true; } void OsrStatement::writeOutput(ostream &output, const string &basename) const { options_list.writeOutput(output); symbol_list.writeOutput("var_list_", output); output << "osr(var_list_,osr_params_,obj_var_,optim_weights_);\n"; } OptimWeightsStatement::OptimWeightsStatement(const var_weights_t &var_weights_arg, const covar_weights_t &covar_weights_arg, const SymbolTable &symbol_table_arg) : var_weights(var_weights_arg), covar_weights(covar_weights_arg), symbol_table(symbol_table_arg) { } void OptimWeightsStatement::writeOutput(ostream &output, const string &basename) const { output << "%" << endl << "% OPTIM_WEIGHTS" << endl << "%" << endl << "optim_weights_ = sparse(M_.endo_nbr,M_.endo_nbr);" << endl << "obj_var_ = [];" << endl << endl; for (var_weights_t::const_iterator it = var_weights.begin(); it != var_weights.end(); it++) { const string &name = it->first; const expr_t value = it->second; int id = symbol_table.getTypeSpecificID(name) + 1; output << "optim_weights_(" << id << "," << id << ") = "; value->writeOutput(output); output << ";" << endl; output << "obj_var_ = [obj_var_; " << id << "];\n"; } for (covar_weights_t::const_iterator it = covar_weights.begin(); it != covar_weights.end(); it++) { const string &name1 = it->first.first; const string &name2 = it->first.second; const expr_t value = it->second; int id1 = symbol_table.getTypeSpecificID(name1) + 1; int id2 = symbol_table.getTypeSpecificID(name2) + 1; output << "optim_weights_(" << id1 << "," << id2 << ") = "; value->writeOutput(output); output << ";" << endl; output << "obj_var_ = [obj_var_; " << id1 << "; " << id2 << "];\n"; } } DynaSaveStatement::DynaSaveStatement(const SymbolList &symbol_list_arg, const string &filename_arg) : symbol_list(symbol_list_arg), filename(filename_arg) { } void DynaSaveStatement::writeOutput(ostream &output, const string &basename) const { symbol_list.writeOutput("var_list_", output); output << "dynasave('" << filename << "',var_list_);" << endl; } DynaTypeStatement::DynaTypeStatement(const SymbolList &symbol_list_arg, const string &filename_arg) : symbol_list(symbol_list_arg), filename(filename_arg) { } void DynaTypeStatement::writeOutput(ostream &output, const string &basename) const { symbol_list.writeOutput("var_list_", output); output << "dynatype('" << filename << "',var_list_);" << endl; } ModelComparisonStatement::ModelComparisonStatement(const filename_list_t &filename_list_arg, const OptionsList &options_list_arg) : filename_list(filename_list_arg), options_list(options_list_arg) { } void ModelComparisonStatement::writeOutput(ostream &output, const string &basename) const { options_list.writeOutput(output); output << "ModelNames_ = {};" << endl; output << "ModelPriors_ = [];" << endl; for (filename_list_t::const_iterator it = filename_list.begin(); it != filename_list.end(); it++) { output << "ModelNames_ = { ModelNames_{:} '" << (*it).first << "'};" << endl; output << "ModelPriors_ = [ ModelPriors_ ; " << (*it).second << "];" << endl; } output << "model_comparison(ModelNames_,ModelPriors_,oo_,options_,M_.fname);" << endl; } PlannerObjectiveStatement::PlannerObjectiveStatement(StaticModel *model_tree_arg) : model_tree(model_tree_arg) { } PlannerObjectiveStatement::~PlannerObjectiveStatement() { delete model_tree; } void PlannerObjectiveStatement::checkPass(ModFileStructure &mod_file_struct) { assert(model_tree->equation_number() == 1); } void PlannerObjectiveStatement::computingPass() { model_tree->computingPass(eval_context_t(), false, true, false, false); } void PlannerObjectiveStatement::writeOutput(ostream &output, const string &basename) const { model_tree->writeStaticFile(basename + "_objective", false, false); } BVARDensityStatement::BVARDensityStatement(int maxnlags_arg, const OptionsList &options_list_arg) : maxnlags(maxnlags_arg), options_list(options_list_arg) { } void BVARDensityStatement::checkPass(ModFileStructure &mod_file_struct) { mod_file_struct.bvar_present = true; } void BVARDensityStatement::writeOutput(ostream &output, const string &basename) const { options_list.writeOutput(output); output << "bvar_density(" << maxnlags << ");" << endl; } BVARForecastStatement::BVARForecastStatement(int nlags_arg, const OptionsList &options_list_arg) : nlags(nlags_arg), options_list(options_list_arg) { } void BVARForecastStatement::checkPass(ModFileStructure &mod_file_struct) { mod_file_struct.bvar_present = true; } void BVARForecastStatement::writeOutput(ostream &output, const string &basename) const { options_list.writeOutput(output); output << "bvar_forecast(" << nlags << ");" << endl; } SBVARStatement::SBVARStatement(const OptionsList &options_list_arg) : options_list(options_list_arg) { } void SBVARStatement::checkPass(ModFileStructure &mod_file_struct) { mod_file_struct.bvar_present = true; } void SBVARStatement::writeOutput(ostream &output, const string &basename) const { options_list.writeOutput(output); output << "swz_sbvar(0,M_,options_);" << endl; } MS_SBVARStatement::MS_SBVARStatement(const OptionsList &options_list_arg) : options_list(options_list_arg) { } void MS_SBVARStatement::checkPass(ModFileStructure &mod_file_struct) { mod_file_struct.bvar_present = true; } void MS_SBVARStatement::writeOutput(ostream &output, const string &basename) const { options_list.writeOutput(output); output << "swz_sbvar(1,M_,options_);" << endl; } IdentificationStatement::IdentificationStatement(const OptionsList &options_list_arg) : options_list(options_list_arg) { } void IdentificationStatement::checkPass(ModFileStructure &mod_file_struct) { mod_file_struct.identification_present = true; } void IdentificationStatement::writeOutput(ostream &output, const string &basename) const { options_list.writeOutput(output, "options_ident"); output << "dynare_identification(options_ident);" << endl; } WriteLatexDynamicModelStatement::WriteLatexDynamicModelStatement(const DynamicModel &dynamic_model_arg) : dynamic_model(dynamic_model_arg) { } void WriteLatexDynamicModelStatement::writeOutput(ostream &output, const string &basename) const { dynamic_model.writeLatexFile(basename); } WriteLatexStaticModelStatement::WriteLatexStaticModelStatement(const StaticModel &static_model_arg) : static_model(static_model_arg) { } void WriteLatexStaticModelStatement::writeOutput(ostream &output, const string &basename) const { static_model.writeLatexFile(basename); } ShockDecompositionStatement::ShockDecompositionStatement(const SymbolList &symbol_list_arg, const OptionsList &options_list_arg) : symbol_list(symbol_list_arg), options_list(options_list_arg) { } void ShockDecompositionStatement::writeOutput(ostream &output, const string &basename) const { options_list.writeOutput(output); symbol_list.writeOutput("var_list_", output); output << "oo_ = shock_decomposition(M_,oo_,options_,var_list_);\n"; } ConditionalForecastStatement::ConditionalForecastStatement(const OptionsList &options_list_arg) : options_list(options_list_arg) { } void ConditionalForecastStatement::writeOutput(ostream &output, const string &basename) const { options_list.writeOutput(output, "options_cond_fcst_"); output << "imcforecast(constrained_paths_, constrained_vars_, options_cond_fcst_);" << endl; } PlotConditionalForecastStatement::PlotConditionalForecastStatement(int periods_arg, const SymbolList &symbol_list_arg) : periods(periods_arg), symbol_list(symbol_list_arg) { } void PlotConditionalForecastStatement::writeOutput(ostream &output, const string &basename) const { symbol_list.writeOutput("var_list_", output); if (periods == -1) output << "plot_icforecast(var_list_);" << endl; else output << "plot_icforecast(var_list_, " << periods << ");" << endl; } SvarIdentificationStatement::SvarIdentificationStatement(const svar_identification_exclusion_t &exclusion_arg, const bool &upper_cholesky_present_arg, const bool &lower_cholesky_present_arg, const SymbolTable &symbol_table_arg) : exclusion(exclusion_arg), upper_cholesky_present(upper_cholesky_present_arg), lower_cholesky_present(lower_cholesky_present_arg), symbol_table(symbol_table_arg) { } int SvarIdentificationStatement::getMaxLag() const { int max_lag = 0; for (svar_identification_exclusion_t::const_iterator it = exclusion.begin(); it != exclusion.end(); it++) if (it->first.first > max_lag) max_lag = it->first.first; return max_lag; } void SvarIdentificationStatement::checkPass(ModFileStructure &mod_file_struct) { if (!mod_file_struct.svar_identification_present) mod_file_struct.svar_identification_present = true; else { cerr << "ERROR: You may only have one svar_identification block in your .mod file." << endl; exit(EXIT_FAILURE); } } void SvarIdentificationStatement::writeOutput(ostream &output, const string &basename) const { if (upper_cholesky_present && lower_cholesky_present) { cerr << "SvarIdentificationStatement::writeOutput() Should not arrive here (1). Please report this to the Dynare Team." << endl; exit(EXIT_FAILURE); } output << "%" << endl << "% SVAR IDENTIFICATION" << endl << "%" << endl; if (upper_cholesky_present) output << "options_.ms.upper_cholesky=1;" << endl; if (lower_cholesky_present) output << "options_.ms.lower_cholesky=1;" << endl; if (!upper_cholesky_present && !lower_cholesky_present) { int n = symbol_table.endo_nbr(); // int m = symbol_table.exo_nbr(); int m = 1; // this is the constant, not the shocks int r = getMaxLag(); int k = r*n+m; if (k < 1) { cerr << "ERROR: lag = " << r << ", number of endogenous variables = " << n << ", number of exogenous variables = " << m << ". If this is not a logical error in the specification" << " of the .mod file, please report it to the Dynare Team." << endl; exit(EXIT_FAILURE); } if (n < 1) { cerr << "ERROR: Number of endogenous variables = " << n << "< 1. If this is not a logical " << "error in the specification of the .mod file, please report it to the Dynare Team." << endl; exit(EXIT_FAILURE); } output << "options_.ms.Qi = zeros(" << n << ", " << n << ", " << n << ");" << endl; output << "options_.ms.Ri = zeros(" << k << ", " << k << ", " << n << ");" << endl; for (svar_identification_exclusion_t::const_iterator it = exclusion.begin(); it != exclusion.end(); it++) { for (unsigned int h = 0; h < it->second.size(); h++) { int j = it->second.at(h) + 1; int i = it->first.second; if (j < 1 || j > n || (int) h+1 > n || i < 1) { cerr << "SvarIdentificationStatement::writeOutput() Should not arrive here (2). Please report this to the Dynare Team." << endl; exit(EXIT_FAILURE); } if (i > n) { cerr << "ERROR: equation number " << i << " is greater than the number of endogenous variables, " << n << "." << endl; exit(EXIT_FAILURE); } if (it->first.first == 0) output << "options_.ms.Qi(" << h+1 << ", " << j << ", "<< i << ") = 1;" << endl; else if (it->first.first > 0) { if ((it->first.first-1)*n+j > k) { cerr << "ERROR: lag =" << it->first.first << ", num endog vars = " << n << "current endog var index = " << j << ". Index " << "out of bounds. If the above does not represent a logical error, please report this to the Dyanre Team." << endl; } output << "options_.ms.Ri(" << h+1 << ", " << (it->first.first-1)*n+j << ", "<< i << ") = 1;" << endl; } else { cerr << "SvarIdentificationStatement::writeOutput() Should not arrive here (3). Please report this to the Dynare Team." << endl; exit(EXIT_FAILURE); } } } } } MarkovSwitchingStatement::MarkovSwitchingStatement(const OptionsList &options_list_arg) : options_list(options_list_arg) { } void MarkovSwitchingStatement::writeOutput(ostream &output, const string &basename) const { OptionsList::num_options_t::const_iterator itChain, itState, itNOS, itDuration; itChain = options_list.num_options.find("ms.chain"); if (itChain == options_list.num_options.end()) { cerr << "MarkovSwitchingStatement::writeOutput() Should not arrive here (1). Please report this to the Dynare Team." << endl; exit(EXIT_FAILURE); } itDuration = options_list.num_options.find("ms.duration"); if (itDuration == options_list.num_options.end()) { cerr << "MarkovSwitchingStatement::writeOutput() Should not arrive here (2). Please report this to the Dynare Team." << endl; exit(EXIT_FAILURE); } itState = options_list.num_options.find("ms.state"); itNOS = options_list.num_options.find("ms.number_of_states"); if (itState != options_list.num_options.end() && itNOS == options_list.num_options.end()) output << "options_.ms.ms_chain(" << itChain->second << ").state(" << itState->second << ").duration = " << itDuration->second << ";" << endl; else if (itState == options_list.num_options.end() && itNOS != options_list.num_options.end()) for (int i = 0; i < atoi(itNOS->second.c_str()); i++) output << "options_.ms.ms_chain(" << itChain->second << ").state(" << i+1 << ").duration = " << itDuration->second << ";" << endl; else { cerr << "MarkovSwitchingStatement::writeOutput() Should not arrive here (3). Please report this to the Dynare Team." << endl; exit(EXIT_FAILURE); } } SvarStatement::SvarStatement(const OptionsList &options_list_arg) : options_list(options_list_arg) { } void SvarStatement::writeOutput(ostream &output, const string &basename) const { OptionsList::num_options_t::const_iterator it0, it1, it2; OptionsList::vec_int_options_t::const_iterator itv; it0 = options_list.num_options.find("ms.chain"); if (it0 != options_list.num_options.end()) output << "options_.ms.ms_chain(" << it0->second << ")"; else { cerr << "SvarStatement::writeOutput() Should not arrive here (1). Please report this to the Dynare Team." << endl; exit(EXIT_FAILURE); } it0 = options_list.string_options.find("ms.coefficients"); it1 = options_list.string_options.find("ms.variances"); it2 = options_list.string_options.find("ms.constants"); if (it0 != options_list.string_options.end() && it1 == options_list.string_options.end() && it2 == options_list.string_options.end()) output << "." << it0->second; else if (it0 == options_list.string_options.end() && it1 != options_list.string_options.end() && it2 == options_list.string_options.end()) output << "." << it1->second; else if (it0 == options_list.string_options.end() && it1 == options_list.string_options.end() && it2 != options_list.string_options.end()) output << "." << it2->second; else { cerr << "SvarStatement::writeOutput() Should not arrive here (2). Please report this to the Dynare Team." << endl; exit(EXIT_FAILURE); } itv = options_list.vector_int_options.find("ms.equations"); output << ".equations = "; if (itv != options_list.vector_int_options.end()) { if (itv->second.size() > 1) { output << "["; for (vector::const_iterator viit = itv->second.begin(); viit != itv->second.end(); viit++) output << *viit << ";"; output << "];" << endl; } else if (itv->second.size() == 1) output << itv->second.front() << ";" << endl; else { cerr << "SvarStatement::writeOutput() Should not arrive here (3). Please report this to the Dynare Team." << endl; exit(EXIT_FAILURE); } } else output << "'ALL';" << endl; }