/* * Copyright (C) 2003-2008 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 . */ using namespace std; #include #include "Shocks.hh" #include "Interface.hh" AbstractShocksStatement::AbstractShocksStatement(bool mshocks_arg, const det_shocks_type &det_shocks_arg, const var_and_std_shocks_type &var_shocks_arg, const var_and_std_shocks_type &std_shocks_arg, const covar_and_corr_shocks_type &covar_shocks_arg, const covar_and_corr_shocks_type &corr_shocks_arg, const SymbolTable &symbol_table_arg) : mshocks(mshocks_arg), det_shocks(det_shocks_arg), var_shocks(var_shocks_arg), std_shocks(std_shocks_arg), covar_shocks(covar_shocks_arg), corr_shocks(corr_shocks_arg), symbol_table(symbol_table_arg) { } void AbstractShocksStatement::writeDetShocks(ostream &output) const { int exo_det_length = 0; for(det_shocks_type::const_iterator it = det_shocks.begin(); it != det_shocks.end(); it++) { int id = symbol_table.getID(it->first) + 1; bool exo_det = (symbol_table.getType(it->first) == eExogenousDet); int set_shocks_index = ((int) mshocks) + 2 * ((int) exo_det); for (unsigned int i = 0; i < it->second.size(); i++) { const int &period1 = it->second[i].period1; const int &period2 = it->second[i].period2; const NodeID value = it->second[i].value; if (period1 == period2) { output << "set_shocks(" << set_shocks_index << "," << period1 << ", " << id << ", "; value->writeOutput(output); output << ");" << endl; } else { output << "set_shocks(" << set_shocks_index << "," << period1 << ":" << period2 << ", " << id << ", "; value->writeOutput(output); output << ");" << endl; } if (exo_det && (period2 > exo_det_length)) exo_det_length = period2; } } output << "M_.exo_det_length = " << exo_det_length << ";\n"; } void AbstractShocksStatement::writeVarAndStdShocks(ostream &output) const { var_and_std_shocks_type::const_iterator it; for(it = var_shocks.begin(); it != var_shocks.end(); it++) { int id = symbol_table.getID(it->first) + 1; const NodeID value = it->second; output << "M_.Sigma_e(" << id << ", " << id << ") = "; value->writeOutput(output); output << ";" << endl; } for(it = std_shocks.begin(); it != std_shocks.end(); it++) { int id = symbol_table.getID(it->first) + 1; const NodeID value = it->second; output << "M_.Sigma_e(" << id << ", " << id << ") = ("; value->writeOutput(output); output << ")^2;" << endl; } } void AbstractShocksStatement::writeCovarAndCorrShocks(ostream &output) const { covar_and_corr_shocks_type::const_iterator it; for(it = covar_shocks.begin(); it != covar_shocks.end(); it++) { int id1 = symbol_table.getID(it->first.first) + 1; int id2 = symbol_table.getID(it->first.second) + 1; const NodeID value = it->second; output << "M_.Sigma_e(" << id1 << ", " << id2 << ") = "; value->writeOutput(output); output << "; M_.Sigma_e(" << id2 << ", " << id1 << ") = M_.Sigma_e(" << id1 << ", " << id2 << ");\n"; } for(it = corr_shocks.begin(); it != corr_shocks.end(); it++) { int id1 = symbol_table.getID(it->first.first) + 1; int id2 = symbol_table.getID(it->first.second) + 1; const NodeID value = it->second; output << "M_.Sigma_e(" << id1 << ", " << id2 << ") = "; value->writeOutput(output); output << "*sqrt(M_.Sigma_e(" << id1 << ", " << id1 << ")*M_.Sigma_e(" << id2 << ", " << id2 << "); M_.Sigma_e(" << id2 << ", " << id1 << ") = M_.Sigma_e(" << id1 << ", " << id2 << ");\n"; } } ShocksStatement::ShocksStatement(const det_shocks_type &det_shocks_arg, const var_and_std_shocks_type &var_shocks_arg, const var_and_std_shocks_type &std_shocks_arg, const covar_and_corr_shocks_type &covar_shocks_arg, const covar_and_corr_shocks_type &corr_shocks_arg, const SymbolTable &symbol_table_arg) : AbstractShocksStatement(false, det_shocks_arg, var_shocks_arg, std_shocks_arg, covar_shocks_arg, corr_shocks_arg, symbol_table_arg) { } void ShocksStatement::writeOutput(ostream &output, const string &basename) const { output << interfaces::comment() << endl << interfaces::comment(); output << "SHOCKS instructions \n"; output << interfaces::comment() << "\n"; // Write instruction that initializes a shock output << "make_ex_;\n"; writeDetShocks(output); writeVarAndStdShocks(output); writeCovarAndCorrShocks(output); } MShocksStatement::MShocksStatement(const det_shocks_type &det_shocks_arg, const var_and_std_shocks_type &var_shocks_arg, const var_and_std_shocks_type &std_shocks_arg, const covar_and_corr_shocks_type &covar_shocks_arg, const covar_and_corr_shocks_type &corr_shocks_arg, const SymbolTable &symbol_table_arg) : AbstractShocksStatement(true, det_shocks_arg, var_shocks_arg, std_shocks_arg, covar_shocks_arg, corr_shocks_arg, symbol_table_arg) { } void MShocksStatement::writeOutput(ostream &output, const string &basename) const { output << interfaces::comment() << endl << interfaces::comment(); output << "SHOCKS instructions \n"; output << interfaces::comment() << "\n"; // Write instruction that initializes a shock output << "make_ex_;\n"; writeDetShocks(output); writeVarAndStdShocks(output); writeCovarAndCorrShocks(output); }