/* * Copyright © 2006-2021 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 . */ #ifndef _STATEMENT_HH #define _STATEMENT_HH #include #include #include #include #include "SymbolList.hh" #include "WarningConsolidation.hh" class ModFileStructure { public: ModFileStructure() = default; //! Whether check is present bool check_present{false}; //! Whether steady is present bool steady_present{false}; //! Whether a perfect_foresight_solver/simul statement is present bool perfect_foresight_solver_present{false}; //! Whether a stoch_simul statement is present bool stoch_simul_present{false}; //! Whether an estimation statement is present bool estimation_present{false}; //! Whether an osr statement is present bool osr_present{false}; //! Whether an osr params statement is present bool osr_params_present{false}; //! Whether an optim weight statement is present bool optim_weights_present{false}; //! Whether a ramsey_model statement is present bool ramsey_model_present{false}; //! Whether a ramsey_policy statement is present bool ramsey_policy_present{false}; //! Whether a discretionary_objective statement is present bool discretionary_policy_present{false}; //! Whether a planner_objective statement is present bool planner_objective_present{false}; //! Whether an extended_path statement is present bool extended_path_present{false}; //! The value of the "order" option of stoch_simul, estimation, osr, ramsey_policy //! Derivation order /*! First initialized to zero. If user sets order option somewhere in the MOD file, it will be equal to the maximum of order options. Otherwise will default to 2 */ int order_option{0}; //! Whether a bvar_density, bvar_forecast, sbvar, ms_sbvar statement is present bool bvar_present{false}; //! Whether an svar_identification statement is present bool svar_identification_present{false}; //! Whether an identification statement is present or the identification option of dynare_sensitivity statement is equal to one bool identification_present{false}; //! The maximum of the “order” option in identification statements int identification_order{0}; //! Whether a sensitivity statement is present bool sensitivity_present{false}; //! Whether the option analytic_derivation is given to estimation bool estimation_analytic_derivation{false}; //! Whether the option partial_information is given to stoch_simul/estimation/osr/ramsey_policy bool partial_information{false}; //! Whether the "k_order_solver" option is used (explictly, or implicitly if order >= 3) bool k_order_solver{false}; //! Whether an method_of_moments statement is present bool mom_estimation_present{false}; //! Whether an GMM-option is present bool GMM_present{false}; //! Whether an analytic_standard_errors-option is present bool analytic_standard_errors_present{false}; //! Whether an analytic_jacobian-option is present bool analytic_jacobian_present{false}; //! The maximum of the “order” option in method_of_moments statements int mom_order{0}; //! Whether there is a calibrated measurement error bool calibrated_measurement_errors{false}; //! Whether dsge_prior_weight was initialized as a parameter bool dsge_prior_weight_initialized; //! Whether dsge_prior_weight is in the estimated_params block bool dsge_prior_weight_in_estimated_params{false}; //! Whether there is a dsge_var, with calibrated prior weight string dsge_var_calibrated; //! Whether there is a dsge_var, with prior weight that must be estimated bool dsge_var_estimated{false}; //! Whether there is a bayesian_irf option passed to the estimation statement bool bayesian_irf_present{false}; //! Whether there is a data statement present bool estimation_data_statement_present{false}; //! Last chain number for Markov Switching statement2 int last_markov_switching_chain{0}; //! Whether a calib_smoother statement is present bool calib_smoother_present{false}; //! Whether there is an estimated_params_init with use_calibration bool estim_params_use_calib{false}; //! Set of parameters used within shocks blocks, inside the expressions //! defining the values of covariances (stored as symbol ids) set parameters_within_shocks_values; //! Set of estimated parameters (stored as symbol ids) set estimated_parameters; //! Whether there is a prior statement present bool prior_statement_present{false}; //! Whether there is a std prior statement present bool std_prior_statement_present{false}; //! Whether there is a corr prior statement present bool corr_prior_statement_present{false}; //! Whether there is a options statement present bool options_statement_present{false}; //! Whether there is a std options statement present bool std_options_statement_present{false}; //! Whether there is a corr options statement present bool corr_options_statement_present{false}; //! Whether a Markov Switching DSGE is present bool ms_dsge_present{false}; //! Stores the original number of equations in the model_block int orig_eq_nbr{0}; //! Stores the number of equations added to the Ramsey model int ramsey_eq_nbr{0}; //! Whether there was a steady_state_model block bool steady_state_model_present{false}; //! Whether there is a write_latex_steady_state_model statement present bool write_latex_steady_state_model_present{false}; //! Pac growth and discount set pac_params; //! Instruments if ramsey_model, ramsey_policy or discretionary_policy is present SymbolList instruments; /* Whether any of shock_decomposition, realtime_shock_decomposition and initial_condition_decomposition has the “with_epilogue” option */ bool with_epilogue_option{false}; /* Lists symbol IDs of parameters that appear in a “planner_discount” option. See dynare#1173 for more details. */ set parameters_in_planner_discount; }; class Statement { public: Statement() = default; virtual ~Statement() = default; Statement(const Statement &) = delete; Statement(Statement &&) = delete; Statement &operator=(const Statement &) = delete; Statement &operator=(Statement &&) = delete; //! Do some internal check, and fill the ModFileStructure class /*! Don't forget to update ComputingTasks.hh, Shocks.hh and NumericalInitialization.hh if you modify the signature of this method. Otherwise the default implementation (i.e. a no-op) will apply and some checks won't be run. */ virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings); virtual void computingPass(const ModFileStructure &mod_file_struct); //! Write Matlab output code /*! \param output is the output stream of the main matlab file \param basename is the name of the modfile (without extension) which can be used to build auxiliary files */ virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const = 0; virtual void writeJsonOutput(ostream &output) const = 0; }; class NativeStatement : public Statement { private: const string native_statement; public: explicit NativeStatement(string native_statement_arg); void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override; void writeJsonOutput(ostream &output) const override; }; class VerbatimStatement : public Statement { private: const string verbatim_statement; public: explicit VerbatimStatement(string verbatim_statement_arg); void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override; void writeJsonOutput(ostream &output) const override; }; class OptionsList { public: using num_options_t = map; using paired_num_options_t = map>; using string_options_t = map; using date_options_t = map; using symbol_list_options_t = map; using vec_int_options_t = map>; using vec_str_options_t = map>; using vec_cellstr_options_t = map>; num_options_t num_options; paired_num_options_t paired_num_options; string_options_t string_options; date_options_t date_options; symbol_list_options_t symbol_list_options; vec_int_options_t vector_int_options; vec_str_options_t vector_str_options; vec_cellstr_options_t vector_cellstr_options; int getNumberOfOptions() const; void writeOutput(ostream &output) const; void writeOutput(ostream &output, const string &option_group) const; void writeJsonOutput(ostream &output) const; void clear(); }; #endif // ! _STATEMENT_HH