/* * Copyright © 2003-2021 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 "NumericalInitialization.hh" InitParamStatement::InitParamStatement(int symb_id_arg, const expr_t param_value_arg, const SymbolTable &symbol_table_arg) : symb_id{symb_id_arg}, param_value{param_value_arg}, symbol_table{symbol_table_arg} { } void InitParamStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { if (symbol_table.getName(symb_id) == "dsge_prior_weight") mod_file_struct.dsge_prior_weight_initialized = true; // Needed for the workaround discussed in dynare#1173 if (symbol_table.getName(symb_id) == "optimal_policy_discount_factor") param_value->collectVariables(SymbolType::parameter, mod_file_struct.parameters_in_planner_discount); } void InitParamStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { int id = symbol_table.getTypeSpecificID(symb_id) + 1; output << "M_.params(" << id << ") = "; param_value->writeOutput(output); output << ";" << endl; if (!minimal_workspace) output << symbol_table.getName(symb_id) << " = M_.params(" << id << ");" << endl; } void InitParamStatement::writeJsonOutput(ostream &output) const { output << R"({"statementName": "param_init", "name": ")" << symbol_table.getName(symb_id) << R"(", )" << R"("value": ")"; param_value->writeJsonOutput(output, {}, {}); output << R"("})"; } void InitParamStatement::fillEvalContext(eval_context_t &eval_context) const { try { eval_context[symb_id] = param_value->eval(eval_context); } catch (ExprNode::EvalException &e) { // Do nothing } } InitOrEndValStatement::InitOrEndValStatement(init_values_t init_values_arg, const SymbolTable &symbol_table_arg, bool all_values_required_arg) : init_values{move(init_values_arg)}, symbol_table{symbol_table_arg}, all_values_required{all_values_required_arg} { } void InitOrEndValStatement::fillEvalContext(eval_context_t &eval_context) const { for (const auto &init_value : init_values) { try { eval_context[init_value.first] = (init_value.second)->eval(eval_context); } catch (ExprNode::EvalException &e) { // Do nothing } } } set InitOrEndValStatement::getUninitializedVariables(SymbolType type) { set unused; if (!all_values_required) return unused; if (type == SymbolType::endogenous) unused = symbol_table.getEndogenous(); else if (type == SymbolType::exogenous) unused = symbol_table.getExogenous(); else { cerr << "ERROR: Shouldn't arrive here." << endl; exit(EXIT_FAILURE); } for (const auto &init_value : init_values) if (auto sit = unused.find(init_value.first); sit != unused.end()) unused.erase(sit); return unused; } void InitOrEndValStatement::writeInitValues(ostream &output) const { for (const auto &init_value : init_values) { const int symb_id = init_value.first; const expr_t expression = init_value.second; SymbolType type = symbol_table.getType(symb_id); int tsid = symbol_table.getTypeSpecificID(symb_id) + 1; switch (type) { case SymbolType::endogenous: output << "oo_.steady_state"; break; case SymbolType::exogenous: output << "oo_.exo_steady_state"; break; case SymbolType::exogenousDet: output << "oo_.exo_det_steady_state"; break; case SymbolType::excludedVariable: cerr << "ERROR: Variable `" << symbol_table.getName(symb_id) << "` was excluded but found in an initval or endval statement" << endl; exit(EXIT_FAILURE); default: cerr << "Should not arrive here" << endl; exit(EXIT_FAILURE); } output << "(" << tsid << ") = "; expression->writeOutput(output); output << ";" << endl; } } void InitOrEndValStatement::writeJsonInitValues(ostream &output) const { for (auto it = init_values.begin(); it != init_values.end(); it++) { if (it != init_values.begin()) output << ", "; output << R"({"name": ")" << symbol_table.getName(it->first) << R"(", )" << R"("value": ")"; it->second->writeJsonOutput(output, {}, {}); output << R"("})"; } } InitValStatement::InitValStatement(const init_values_t &init_values_arg, const SymbolTable &symbol_table_arg, bool all_values_required_arg) : InitOrEndValStatement{init_values_arg, symbol_table_arg, all_values_required_arg} { } void InitValStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { set exogs = getUninitializedVariables(SymbolType::exogenous); set endogs = getUninitializedVariables(SymbolType::endogenous); if (endogs.size() > 0) { cerr << "ERROR: You have not set the following endogenous variables in initval:"; for (int endog : endogs) cerr << " " << symbol_table.getName(endog); cerr << endl; } if (exogs.size() > 0) { cerr << "ERROR: You have not set the following exogenous variables in initval:"; for (int exog : exogs) cerr << " " << symbol_table.getName(exog); cerr << endl; } if (endogs.size() > 0 || exogs.size() > 0) exit(EXIT_FAILURE); } void InitValStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "%" << endl << "% INITVAL instructions" << endl << "%" << endl; // Writing initval block to set initial values for variables output << "options_.initval_file = false;" << endl; writeInitValues(output); } void InitValStatement::writeJsonOutput(ostream &output) const { output << R"({"statementName": "initval", "vals": [)"; writeJsonInitValues(output); output << "]}"; } void InitValStatement::writeOutputPostInit(ostream &output) const { output << "if M_.exo_nbr > 0" << endl << "\too_.exo_simul = ones(M_.maximum_lag,1)*oo_.exo_steady_state';" << endl <<"end" << endl << "if M_.exo_det_nbr > 0" << endl << "\too_.exo_det_simul = ones(M_.maximum_lag,1)*oo_.exo_det_steady_state';" << endl <<"end" << endl; } EndValStatement::EndValStatement(const init_values_t &init_values_arg, const SymbolTable &symbol_table_arg, bool all_values_required_arg) : InitOrEndValStatement{init_values_arg, symbol_table_arg, all_values_required_arg} { } void EndValStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { set exogs = getUninitializedVariables(SymbolType::exogenous); set endogs = getUninitializedVariables(SymbolType::endogenous); if (endogs.size() > 0) { cerr << "ERROR: You have not set the following endogenous variables in endval:"; for (int endog : endogs) cerr << " " << symbol_table.getName(endog); cerr << endl; } if (exogs.size() > 0) { cerr << "ERROR: You have not set the following exogenous variables in endval:"; for (int exog : exogs) cerr << " " << symbol_table.getName(exog); cerr << endl; } if (endogs.size() > 0 || exogs.size() > 0) exit(EXIT_FAILURE); } void EndValStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "%" << endl << "% ENDVAL instructions" << endl << "%" << endl; // Writing endval block to set terminal values for variables output << "ys0_= oo_.steady_state;" << endl << "ex0_ = oo_.exo_steady_state;" << endl; writeInitValues(output); } void EndValStatement::writeJsonOutput(ostream &output) const { output << R"({"statementName": "endval", "vals": [)"; writeJsonInitValues(output); output << "]}"; } HistValStatement::HistValStatement(hist_values_t hist_values_arg, const SymbolTable &symbol_table_arg, bool all_values_required_arg) : hist_values{move(hist_values_arg)}, symbol_table{symbol_table_arg}, all_values_required{all_values_required_arg} { } void HistValStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { if (all_values_required) { set unused_endo = symbol_table.getEndogenous(); set unused_exo = symbol_table.getExogenous(); for (const auto &hist_value : hist_values) { if (auto sit = unused_endo.find(hist_value.first.first); sit != unused_endo.end()) unused_endo.erase(sit); if (auto sit = unused_exo.find(hist_value.first.first); sit != unused_exo.end()) unused_exo.erase(sit); } if (unused_endo.size() > 0) { cerr << "ERROR: You have not set the following endogenous variables in histval:"; for (int it : unused_endo) cerr << " " << symbol_table.getName(it); cerr << endl; } if (unused_exo.size() > 0) { cerr << "ERROR: You have not set the following exogenous variables in endval:"; for (int it : unused_exo) cerr << " " << symbol_table.getName(it); cerr << endl; } if (unused_endo.size() > 0 || unused_exo.size() > 0) exit(EXIT_FAILURE); } } void HistValStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "%" << endl << "% HISTVAL instructions" << endl << "%" << endl << "M_.histval_dseries = dseries(zeros(M_.orig_maximum_lag_with_diffs_expanded, M_.orig_endo_nbr" << (symbol_table.AuxVarsSize() > 0 ? "+sum([M_.aux_vars.type]==6)" : "") << (symbol_table.exo_nbr() > 0 ? "+M_.exo_nbr" : "") << (symbol_table.exo_det_nbr() > 0 ? "+M_.exo_det_nbr" : "") << "), dates(sprintf('%dY', -M_.orig_maximum_lag_with_diffs_expanded+1)), [ M_.endo_names(1:M_.orig_endo_nbr); " << (symbol_table.AuxVarsSize() > 0 ? "M_.endo_names([M_.aux_vars(find([M_.aux_vars.type]==6)).endo_index]); " : "") << (symbol_table.exo_nbr() > 0 ? "M_.exo_names; " : "") << (symbol_table.exo_det_nbr() > 0 ? "M_.exo_det_names; " : "") << "]);" << endl; for (const auto &hist_value : hist_values) { int symb_id = hist_value.first.first; int lag = hist_value.first.second; const expr_t expression = hist_value.second; output << "M_.histval_dseries{'" << symbol_table.getName(symb_id) << "'}(dates('" << lag << "Y'))="; expression->writeOutput(output); output << ";" << endl; } output << "if exist(['+' M_.fname '/dynamic_set_auxiliary_series.m'])" << endl << " eval(['M_.histval_dseries = ' M_.fname '.dynamic_set_auxiliary_series(M_.histval_dseries, M_.params);']);" << endl << "end" << endl << "M_.endo_histval = M_.histval_dseries{M_.endo_names{:}}(dates(sprintf('%dY', 1-M_.maximum_lag)):dates('0Y')).data';" << endl << "M_.endo_histval(isnan(M_.endo_histval)) = 0;" << endl; // Ensure that lead aux variables do not have a NaN if (symbol_table.exo_nbr() > 0) output << "M_.exo_histval = M_.histval_dseries{M_.exo_names{:}}(dates(sprintf('%dY', 1-M_.maximum_lag)):dates('0Y')).data';" << endl; if (symbol_table.exo_det_nbr() > 0) output << "M_.exo_det_histval = M_.histval_dseries{M_.exo_det_names{:}}(dates(sprintf('%dY', 1-M_.maximum_lag)):dates('0Y')).data';" << endl; } void HistValStatement::writeJsonOutput(ostream &output) const { output << R"({"statementName": "histval", "vals": [)"; for (auto it = hist_values.begin(); it != hist_values.end(); ++it) { if (it != hist_values.begin()) output << ", "; output << R"({ "name": ")" << symbol_table.getName(it->first.first) << R"(")" << R"(, "lag": )" << it->first.second << R"(, "value": ")"; it->second->writeJsonOutput(output, {}, {}); output << R"("})"; } output << "]}"; } InitvalFileStatement::InitvalFileStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void InitvalFileStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "%" << endl << "% INITVAL_FILE statement" << endl << "%" << endl << "options_.initval_file = true;" << endl; options_list.writeOutput(output, "options_initvalf"); output << "oo_.initval_series = initvalf(M_, options_initvalf);" << endl; } void InitvalFileStatement::writeJsonOutput(ostream &output) const { output << R"({"statementName": "initval_file")"; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } HistvalFileStatement::HistvalFileStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void HistvalFileStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "%" << endl << "% HISTVAL_FILE statement" << endl << "%" << endl << "options_.histval_file = true;" << endl; options_list.writeOutput(output, "options_histvalf"); output << "[M_.endo_histval, M_.exo_histval, M_.exo_det_histval] = histvalf(M_, options_histvalf);" << endl; } void HistvalFileStatement::writeJsonOutput(ostream &output) const { output << R"({"statementName": "histval_file")"; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } HomotopyStatement::HomotopyStatement(homotopy_values_t homotopy_values_arg, const SymbolTable &symbol_table_arg) : homotopy_values{move(homotopy_values_arg)}, symbol_table{symbol_table_arg} { } void HomotopyStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "%" << endl << "% HOMOTOPY_SETUP instructions" << endl << "%" << endl << "options_.homotopy_values = [];" << endl; for (auto [symb_id, expression1, expression2] : homotopy_values) { const SymbolType type = symbol_table.getType(symb_id); const int tsid = symbol_table.getTypeSpecificID(symb_id) + 1; output << "options_.homotopy_values = vertcat(options_.homotopy_values, [ " << static_cast(type) << ", " << tsid << ", "; if (expression1) expression1->writeOutput(output); else output << "NaN"; output << ", "; expression2->writeOutput(output); output << "]);" << endl; } } void HomotopyStatement::writeJsonOutput(ostream &output) const { output << R"({"statementName": "homotopy", )" << R"("values": [)"; for (auto it = homotopy_values.begin(); it != homotopy_values.end(); ++it) { if (it != homotopy_values.begin()) output << ", "; auto [symb_id, expression1, expression2] = *it; output << R"({"name": ")" << symbol_table.getName(symb_id) << R"(")" << R"(, "initial_value": ")"; if (expression1) expression1->writeJsonOutput(output, {}, {}); else output << "NaN"; output << R"(", "final_value": ")"; expression2->writeJsonOutput(output, {}, {}); output << R"("})"; } output << "]" << "}"; } SaveParamsAndSteadyStateStatement::SaveParamsAndSteadyStateStatement(string filename_arg) : filename{move(filename_arg)} { } void SaveParamsAndSteadyStateStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "save_params_and_steady_state('" << filename << "');" << endl; } void SaveParamsAndSteadyStateStatement::writeJsonOutput(ostream &output) const { output << R"({"statementName": "save_params_and_steady_state")" << R"(, "filename": ")" << filename << R"(")" << "}"; } LoadParamsAndSteadyStateStatement::LoadParamsAndSteadyStateStatement(const string &filename, const SymbolTable &symbol_table_arg, WarningConsolidation &warnings) : symbol_table{symbol_table_arg} { cout << "Reading " << filename << "." << endl; ifstream f; f.open(filename, ios::in); if (f.fail()) { cerr << "ERROR: Can't open " << filename << endl; exit(EXIT_FAILURE); } while (true) { string symb_name, value; f >> symb_name >> value; if (f.eof()) break; try { int symb_id = symbol_table.getID(symb_name); content[symb_id] = value; } catch (SymbolTable::UnknownSymbolNameException &e) { warnings << "WARNING: Unknown symbol " << symb_name << " in " << filename << endl; } } f.close(); } void LoadParamsAndSteadyStateStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { for (const auto &[id, value] : content) { switch (symbol_table.getType(id)) { case SymbolType::parameter: output << "M_.params"; break; case SymbolType::endogenous: output << "oo_.steady_state"; break; case SymbolType::exogenous: output << "oo_.exo_steady_state"; break; case SymbolType::exogenousDet: output << "oo_.exo_det_steady_state"; break; default: cerr << "ERROR: Unsupported variable type for " << symbol_table.getName(id) << " in load_params_and_steady_state" << endl; exit(EXIT_FAILURE); } int tsid = symbol_table.getTypeSpecificID(id) + 1; output << "(" << tsid << ") = " << value << ";" << endl; } } void LoadParamsAndSteadyStateStatement::writeJsonOutput(ostream &output) const { output << R"({"statementName": "load_params_and_steady_state",)" << R"("values": [)"; for (auto it = content.begin(); it != content.end(); ++it) { if (it != content.begin()) output << ", "; output << R"({"name": ")" << symbol_table.getName(it->first) << R"(")" << R"(, "value": ")" << it->second << R"("})"; } output << "]" << "}"; } void LoadParamsAndSteadyStateStatement::fillEvalContext(eval_context_t &eval_context) const { for (const auto & [id, value] : content) /* We use strtod() instead of stod() because we want underflows and overflows to respectively yield 0 and ±Inf. See also the comment in NumericalConstants.cc */ eval_context[id] = strtod(value.c_str(), nullptr); }